SEC Info - Wachovia Corp. New - ‘13F-HR’ for 3/31/04

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Wachovia Corp. New – ‘13F-HR’ for 3/31/04

On: Wednesday, 4/28/04, at 4:37pm ET · Effective: 4/28/04 · For: 3/31/04 · Accession #: 1074683-4-185 · File #: 28-00776

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 4/28/04  Wachovia Corp. New                13F-HR      3/31/04    1:734K                                   Wachovia Corp Cap/We… Gp

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      03/31/04 13F                                         229±  1.67M 

13F-HR 1st “Page” of 4 TOC ↑Top Previous Next ↓Bottom Just 1st
 
UNITED STATES                 

SECURITIES AND EXCHANGE COMMISSION                

Washington, D.C. 20549                

FORM 13F                

FORM 13F COVER PAGE                   

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

13F-HR 2nd “Page” of 4 TOC 1st Previous Next ↓Bottom Just 2nd
FORM 13F SUMMARY PAGE                       

Report Summary:                                                                 

Number of Other Included Managers:       15                                     

Form 13F Information Table Entry Total:  12,265                                 

Form 13F Information Table Value Total:  $63,020,189,253                        

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            
08      028-00147       McGlinn Capital Management, Inc.                        
09      028-06346       Tattersall Advisory Group, Inc.                         
11      028-03755       J.L. Kaplan Associates, LLC.                            
13                      Wachovia Securities 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.                           

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13F-HR Last “Page” of 4 TOC 1st Previous Next ↓Bottom Just 4th
                                                        Wachovia Corporation                                                       
                                                              Form 13F                                                             
                                                          As Of 03/31/2004                                                         

                                                          Item 4:                                                                  
                                                             Fair    Item 5: Item 6:                  Item 8:                      
                                              Item 3:      Market  Shares Or Investment               Voting  Authority            
                                              Cusip         Value  Principal Discretion    Item 7:       (A)        (B)        (C) 
ISSUENAME                     SECTYPEDESC     Number        (000)     Amount (A)(B)(C)     Mgrs         Sole     Shared       None 
----------------------------- --------------- -------- ---------- ---------- ------------- ------- ---------- ---------- ----------
ABB LTD                       SPONSORED ADR   00037520      25176       4210     X         5                0          0       4210
ABB LTD                       SPONSORED ADR   00037520     520063      86967     X         6            82866          0       4101
A D C TELECOMMUNICATIONS      COM             00088610       8700       3000     X  X      1             3000          0          0
A D C TELECOMMUNICATIONS      COM             00088610      19604       6760     X         13               0          0       6760
A D C TELECOMMUNICATIONS      COM             00088610     884004     303685     X         3           303685          0          0
A D C TELECOMMUNICATIONS      COM             00088610     519520     179145     X         5           125008          0      54137
A D C TELECOMMUNICATIONS      COM             00088610      41514      14315     X  X      6             7315          0       7000
A D C TELECOMMUNICATIONS      COM             00088610     267026      92078     X         6            85198          0       6880
ACM INCOME FUND INC           COM             00091210     524917      59922     X         5            42881          0      17041
ACM INCOME FUND INC           COM             00091210     409731      46773     X  X      6            46773          0          0
ACM INCOME FUND INC           COM             00091210      95633      10917     X         6            10917          0          0
ABN AMRO HLDG NV              SPONSORED ADR   00093710     424497      25600     X         3            25600          0          0
ABN AMRO HLDG NV              SPONSORED ADR   00093710       5002        223     X  X      4              223          0          0
ABN AMRO HLDG NV              SPONSORED ADR   00093710     835630      37255     X         5            13567          0      23688
ABN AMRO HLDG NV              SPONSORED ADR   00093710     160733       7166     X  X      6             5759          0       1407
ABN AMRO HLDG NV              SPONSORED ADR   00093710     535000      23852     X         6            23412          0        440
ABN AMRO HLDG NV              SPONSORED ADR   00093710       3499        156     X  X      7              156          0          0
ACM MANAGED DLR INCOME FD     COM             00094910     356572      41607     X         5            41607          0          0
ACM MANAGED DLR INCOME FD     COM             00094910       8570       1000     X  X      6             1000          0          0
ABM INDS INC                  COM             00095710      53850       3000     X         11               0       3000          0
ABM INDS INC                  COM             00095710     234571      13068     X         5             3243          0       9825
ABM INDS INC                  COM             00095710      33387       1860     X  X      6             1860          0          0
ABM INDS INC                  COM             00095710     374904      20886     X         6            20886          0          0
AFLAC INC                     COM             00105510       8229        205     X         1              205          0          0
AFLAC INC                     COM             00105510     100310       2499     X         11               0       2499          0
AFLAC INC                     COM             00105510      20070        500     X         13               0          0        500
AFLAC INC                     COM             00105510    7965663     195384     X         3           195384          0          0
AFLAC INC                     COM             00105510       2087         52     X         4               52          0          0
AFLAC INC                     COM             00105510   10949123     272773     X         5           144715          0     128058
AFLAC INC                     COM             00105510    6337825     157893     X  X      6           155188       1855        850
AFLAC INC                     COM             00105510   18378581     457862     X         6           409915        303      47644
AFLAC INC                     COM             00105510       9794        244     X  X      7              244          0          0
AFLAC INC                     COM             00105510      38695        964     X         7              964          0          0
AGCO CORP                     COM             00108410   21056789    1016745     X         11               0    1016745          0
AGCO CORP                     COM             00108410   13638875     658926     X         3           658926          0          0
AGCO CORP                     COM             00108410     344428      16631     X         5             5527          0      11104
AGCO CORP                     COM             00108410      68343       3300     X  X      6              800          0       2500
AGCO CORP                     COM             00108410     173239       8365     X         6             8365          0          0
AGL RES INC                   COM             00120410     539772      18600     X  X      1            16600       2000          0
AGL RES INC                   COM             00120410     325024      11200     X         1            11200          0          0
AGL RES INC                   COM             00120410      29020       1000     X         11               0       1000          0
AGL RES INC                   COM             00120410    1821527      62768     X         3            62768          0          0
AGL RES INC                   COM             00120410     316202      10896     X         5             6696          0       4200
AGL RES INC                   COM             00120410    3752924     129322     X  X      6           118828       9344       1150
AGL RES INC                   COM             00120410    2346847      80870     X         6            79270          0       1600
AGL RES INC                   COM             00120410      11608        400     X  X      7              400          0          0
AES CORP                      COM             00130H10    1999841     234448     X         3           234448          0          0
AES CORP                      COM             00130H10    3249503     380950     X         5           338660          0      42290
AES CORP                      COM             00130H10     612403      71794     X  X      6            26569          0      45225
AES CORP                      COM             00130H10    1014533     118937     X         6            68879          0      50058
AES CORP                      SDCV  4.500% 8/ 00130HAN       9875      10000     X         5            10000          0          0
AK STL HLDG CORP              COM             00154710        599        102     X         13               0          0        102
AK STL HLDG CORP              COM             00154710      17041       2903     X         5             1353          0       1550
AK STL HLDG CORP              COM             00154710       2935        500     X  X      6              500          0          0
AK STL HLDG CORP              COM             00154710      60749      10349     X         6            10349          0          0
AMB PROPERTY CORP             COM             00163T10    2952971      79445     X         3            79445          0          0
AMB PROPERTY CORP             COM             00163T10     109689       2951     X         5             1359          0       1592
AMB PROPERTY CORP             COM             00163T10       3717        100     X         6              100          0          0
AMR CORP                      COM             00176510   45653905    3578800     X         3          3578800          0          0
AMR CORP                      COM             00176510    3624015     284683     X         5           281259          0       3424
AMR CORP                      COM             00176510       4214        331     X  X      6              331          0          0
AMR CORP                      COM             00176510       6340        498     X         6              498          0          0
ATI TECHNOLOGIES INC          COM             00194110     326000      20000     X         3            20000          0          0
ATI TECHNOLOGIES INC          COM             00194110     459160      28066     X         5            25166          0       2900
AT&T CORP                     COM NEW         00195750      12310        629     X  X      1              629          0          0
AT&T CORP                     COM NEW         00195750     897832      45878     X         13               0          0      45878
AT&T CORP                     COM NEW         00195750   40191067    1989320     X         3          1989320          0          0
AT&T CORP                     COM NEW         00195750    4501981     230045     X         5            95296          0     134749
AT&T CORP                     COM NEW         00195750    4070805     208013     X  X      6            93896      65966      48151
AT&T CORP                     COM NEW         00195750    6139626     313726     X         6           112204        835     200687
A S V INC                     COM             00196310    1413600      46500     X         3            46500          0          0
ASA LTD                       COM             00205010     394896       9120     X         13               0          0       9120
ASA LTD                       COM             00205010    1350267      31184     X         5            29684          0       1500
ASA LTD                       COM             00205010      76165       1759     X  X      6             1509          0        250
ATMI INC                      COM             00207R10   12872480     486650     X         3           486650          0          0
ATMI INC                      COM             00207R10       1184         45     X         5               45          0          0
ATMI INC                      COM             00207R10      69143       2627     X  X      6             2627          0          0
ATMI INC                      COM             00207R10    2109285      80140     X         6            74642         48       5450
AT&T WIRELESS SVCS INC        COM             00209A10       7867        578     X  X      1              578          0          0
AT&T WIRELESS SVCS INC        COM             00209A10      12793        940     X         11               0        940          0
AT&T WIRELESS SVCS INC        COM             00209A10     192119      14116     X         13               0          0      14116
AT&T WIRELESS SVCS INC        COM             00209A10   21048052    2071300     X         3          2071300          0          0
AT&T WIRELESS SVCS INC        COM             00209A10    3270646     240312     X         5           196124          0      44188
AT&T WIRELESS SVCS INC        COM             00209A10    3977509     292249     X  X      6           150873     122013      19363
AT&T WIRELESS SVCS INC        COM             00209A10    5527915     406166     X         6           137335        804     268027
AT&T WIRELESS SVCS INC        COM             00209A10       2395        176     X         7              176          0          0
ATA HOLDINGS CORP             COM             00209H10     596399      71425     X         13               0          0      71425
ATA HOLDINGS CORP             COM             00209H10      30895       3700     X         5              200          0       3500
AU OPTRONICS CORP             SPONSORED ADR   00225510    1014026      48518     X         5            26333          0      22185
AU OPTRONICS CORP             SPONSORED ADR   00225510       6584        315     X  X      6              315          0          0
AVX CORP NEW                  COM             00244410    3634396     220400     X         3           220400          0          0
AVX CORP NEW                  COM             00244410     221312      13421     X         5            12171          0       1250
AVX CORP NEW                  COM             00244410       8245        500     X  X      6              500          0          0
AVX CORP NEW                  COM             00244410      11543        700     X         6              700          0          0
AARON RENTS INC               COM             00253520    3365526     135216     X         3           135216          0          0
AARON RENTS INC               COM             00253520         25          1     X         5                0          0          1
AARON RENTS INC               COM             00253520     186675       7500     X  X      6             7500          0          0
AARON RENTS INC               COM             00253520     126615       5087     X         6             1517          0       3570
ABBOTT LABS                   COM             00282410    2560530      62300     X  X      1            62300          0          0
ABBOTT LABS                   COM             00282410     703427      17115     X         1            17115          0          0
ABBOTT LABS                   COM             00282410    2711778      65980     X         11               0      65980          0
ABBOTT LABS                   COM             00282410      50224       1222     X         13               0          0       1222
ABBOTT LABS                   COM             00282410   60535125    1494702     X         3          1494702          0          0
ABBOTT LABS                   COM             00282410      16440        400     X  X      4              400          0          0
ABBOTT LABS                   COM             00282410       5877        143     X         4              143          0          0
ABBOTT LABS                   COM             00282410   29864558     726632     X         5           214478          0     512154
ABBOTT LABS                   COM             00282410  122716668    2985807     X  X      6          2660613     167458     157736
ABBOTT LABS                   COM             00282410  129468329    3150081     X         6          2798613       7981     343487
ABBOTT LABS                   COM             00282410      75460       1836     X  X      7             1836          0          0
ABBOTT LABS                   COM             00282410     227776       5542     X         7             5542          0          0
ABBOTT LABS                   COM             00282410    7221270     175700     X         8           175700          0          0
ABERCROMBIE & FITCH CO        CL A            00289620      16074        475     X         13               0          0        475
ABERCROMBIE & FITCH CO        CL A            00289620    3207412      94849     X         3            94849          0          0
ABERCROMBIE & FITCH CO        CL A            00289620    1622391      47943     X         5            40516          0       7427
ABERCROMBIE & FITCH CO        CL A            00289620       4399        130     X  X      6              130          0          0
ABERCROMBIE & FITCH CO        CL A            00289620      44330       1310     X         6             1310          0          0
ABERDEEN ASIA PACIFIC INCOM   COM             00300910     821370     125400     X         13               0          0     125400
ABERDEEN ASIA PACIFIC INCOM   COM             00300910    2620904     400138     X         5           275624          0     124514
ABERDEEN ASIA PACIFIC INCOM   COM             00300910      57981       8852     X  X      6             8852          0          0
ABERDEEN ASIA PACIFIC INCOM   COM             00300910     139856      21352     X         6            21352          0          0
ABERDEEN ASIA PACIFIC INCOM   COM             00300910       4251        649     X  X      7              649          0          0
ABERDEEN AUSTRALIA EQTY FD I  COM             00301110    1206762     127835     X         5            29435          0      98400
ABERDEEN AUSTRALIA EQTY FD I  COM             00301110       3285        348     X  X      7              348          0          0
ABERDEEN AUSTRALIA EQTY FD I  COM             00301110    2104176     222900     X         9           222900          0          0
ABERDEEN GLOBAL INCOME FD IN  COM             00301310     460928      33280     X         5            31105          0       2175
ABERDEEN GLOBAL INCOME FD IN  COM             00301310      12465        900     X  X      7              900          0          0
ABGENIX INC                   COM             00339B10     664500      50000     X         3            50000          0          0
ABGENIX INC                   COM             00339B10      23976       1800     X         5             1600          0        200
ABIOMED INC                   COM             00365410       3276        400     X         5              400          0          0
ABIOMED INC                   COM             00365410      90811      11088     X  X      6            11088          0          0
ABIOMED INC                   COM             00365410      10467       1278     X         6             1278          0          0
ABLEST INC                    COM             00371W10     118287      15342     X         5                0          0      15342
ABRAXAS PETE CORP             COM             00383010     259196      97810     X         6            97810          0          0
ACCREDO HEALTH INC            COM             00437V10    2922080      76695     X         5            76695          0          0
ACCREDO HEALTH INC            COM             00437V10      80048       2101     X  X      6             2101          0          0
ACCREDO HEALTH INC            COM             00437V10    1430731      37552     X         6            37552          0          0
ACE CASH EXPRESS INC          COM             00440310    4927113     163420     X         3           163420          0          0
ACE CASH EXPRESS INC          COM             00440310      33154       1100     X         5             1100          0          0
ACE CASH EXPRESS INC          COM             00440310     132978       4412     X         6                0          0       4412
ACETO CORP                    COM             00444610     101330       6450     X         5                0          0       6450
ACETO CORP                    COM             00444610       7070        450     X  X      6                0        450          0
ACETO CORP                    COM             00444610     267070      17000     X         6            17000          0          0
ACETO CORP                    COM             00444610       1053         67     X         7               67          0          0
ACTIVISION INC NEW            COM NEW         00493020    2076185     131238     X         3           131238          0          0
ACTIVISION INC NEW            COM NEW         00493020    3156153     199504     X         5            55363          0     144141
ACTIVISION INC NEW            COM NEW         00493020       3797        240     X  X      6              240          0          0
ACTIVISION INC NEW            COM NEW         00493020      18533       1172     X         6             1172          0          0
ACTIVCARD CORP                COM             00506J10     246400      40000     X         6            40000          0          0
ACTUANT CORP                  CL A NEW        00508X20   11194398     283550     X         3           283550          0          0
ACTUANT CORP                  CL A NEW        00508X20      85247       2173     X         5             1773          0        400
ACTUANT CORP                  CL A NEW        00508X20      87679       2235     X  X      6             1905          0        330
ACTUANT CORP                  CL A NEW        00508X20    1731063      44126     X         6            40890         36       3200
ACUITY BRANDS INC             COM             00508Y10       9552        400     X         5              400          0          0
ACUITY BRANDS INC             COM             00508Y10    1721318      72082     X  X      6            19490       3300      49292
ACUITY BRANDS INC             COM             00508Y10    1754105      73455     X         6            73455          0          0
ACXIOM CORP                   COM             00512510    1825732      83139     X         3            83139          0          0
ACXIOM CORP                   COM             00512510      97722       4450     X         5             4450          0          0
ACXIOM CORP                   COM             00512510      18117        825     X         6              825          0          0
ADAMS EXPRESS CO              COM             00621210      19020       1500     X         13               0          0       1500
ADAMS EXPRESS CO              COM             00621210     201826      15917     X         5            10027          0       5890
ADAMS EXPRESS CO              COM             00621210    1055627      83251     X  X      6            83251          0          0
ADAMS EXPRESS CO              COM             00621210     382682      30180     X         6            30180          0          0
ADAPTEC INC                   COM             00651F10     245114      27981     X         5             1656          0      26325
ADAPTEC INC                   COM             00651F10      14069       1606     X  X      6              981        625          0
ADAPTEC INC                   COM             00651F10     407699      46541     X         6            46541          0          0
ADMINISTAFF INC               COM             00709410       7321        420     X         1              420          0          0
ADMINISTAFF INC               COM             00709410       4288        246     X         5              246          0          0
ADMINISTAFF INC               COM             00709410     243323      13960     X  X      6            13960          0          0
ADMINISTAFF INC               COM             00709410    1386295      79535     X         6            54930          0      24605
ADMINISTAFF INC               COM             00709410       1569         90     X         7               90          0          0
ADOBE SYS INC                 COM             00724F10   11813527     297639     X         3           297639          0          0
ADOBE SYS INC                 COM             00724F10    8128940     206843     X         5           150164          0      56679
ADOBE SYS INC                 COM             00724F10     401685      10221     X  X      6             2356       1400       6465
ADOBE SYS INC                 COM             00724F10    2926317      74461     X         6            13151          0      61310
ADOBE SYS INC                 COM             00724F10       7821        199     X  X      7              199          0          0
ADOBE SYS INC                 COM             00724F10       1454         37     X         7               37          0          0
ADOLOR CORP                   COM             00724X10     751500      50000     X         3            50000          0          0
ADOLOR CORP                   COM             00724X10      15060       1000     X         5             1000          0          0
ADOLOR CORP                   COM             00724X10      75300       5000     X         6             5000          0          0
ADTRAN INC                    COM             00738A10       9009        300     X         13               0          0        300
ADTRAN INC                    COM             00738A10    2362347      79097     X         3            79097          0          0
ADTRAN INC                    COM             00738A10     281922       9388     X         5             9318          0         70
ADTRAN INC                    COM             00738A10      61501       2048     X         6             2048          0          0
ADVANCE AUTO PARTS INC        COM             00751Y10    6055873     149222     X         3           149222          0          0
ADVANCE AUTO PARTS INC        COM             00751Y10     125548       3087     X         5             3087          0          0
ADVANCE AUTO PARTS INC        COM             00751Y10     742838      18265     X  X      6             7720          0      10545
ADVANCE AUTO PARTS INC        COM             00751Y10     612897      15070     X         6             5846          0       9224
ADVANCED DIGITAL INFORMATION  COM             00752510      68280       6000     X         5             5000          0       1000
ADVANCED DIGITAL INFORMATION  COM             00752510      99279       8724     X         6             8724          0          0
ADVANCED MARKETING SVCS INC   COM             00753T10     124938      12620     X         5            12620          0          0
ADVANCED MARKETING SVCS INC   COM             00753T10     127413      12870     X         6            12870          0          0
ADVANCED FIBRE COMMUNICATION  COM             00754A10    1861006      84476     X         3            84476          0          0
ADVANCED FIBRE COMMUNICATION  COM             00754A10      19991        905     X         5              375          0        530
ADVANCED FIBRE COMMUNICATION  COM             00754A10      50807       2300     X  X      6             2300          0          0
ADVANCED FIBRE COMMUNICATION  COM             00754A10     625147      28300     X         6            28300          0          0
ADVANCED SEMICONDUCTOR ENGR   SPONSORED ADR   00756M40     445500      82500     X         3            82500          0          0
ADVANCED SEMICONDUCTOR ENGR   SPONSORED ADR   00756M40       5130        950     X         5              950          0          0
ADVANCED NEUROMODULATION SYS  COM             00757T10     418824      11605     X         5             7908          0       3697
ADVANCED NEUROMODULATION SYS  COM             00757T10      16313        452     X  X      6               52        400          0
ADVANCED NEUROMODULATION SYS  COM             00757T10     226934       6288     X         6             6288          0          0
ADVO INC                      COM             00758510     209398       6499     X         5               60          0       6439
ADVO INC                      COM             00758510      19396        602     X         6              602          0          0
ADVANTEST CORP                SPONSORED ADR   00762U10    3515680     172000     X         3           172000          0          0
ADVANTEST CORP                SPONSORED ADR   00762U10        491         24     X         6               24          0          0
ADVISORY BRD CO               COM             00762W10    2825315      77300     X         3            77300          0          0
ADVISORY BRD CO               COM             00762W10     356284       9708     X         6             8808          0        900
ADVANCED MEDICAL OPTICS INC   COM             00763M10      30036       1231     X         5              929          0        302
ADVANCED MEDICAL OPTICS INC   COM             00763M10    7095642     290805     X  X      6           290541        264          0
ADVANCED MEDICAL OPTICS INC   COM             00763M10      17885        733     X         6              733          0          0
ADVENT CLAYMORE CV SECS & IN  COM             00764C10    1173183      43548     X         13               0          0      43548
ADVENT CLAYMORE CV SECS & IN  COM             00764C10   12401312     460331     X         5            23905          0     436426
ADVENT CLAYMORE CV SECS & IN  COM             00764C10      16164        600     X  X      6              600          0          0
ADVENT CLAYMORE CV SECS & IN  COM             00764C10      85642       3179     X         6             3179          0          0
ADVENT CLAYMORE CV SECS & IN  COM             00764C10       5388        200     X  X      7              200          0          0
AEROFLEX INC                  COM             00776810      13460       1000     X         13               0          0       1000
AEROFLEX INC                  COM             00776810    9803753     723600     X         3           723600          0          0
AEROFLEX INC                  COM             00776810     730097      54242     X         5            13123          0      41119
AEROFLEX INC                  COM             00776810      37042       2752     X  X      6             2752          0          0
AEROFLEX INC                  COM             00776810    1564940     116266     X         6           108070         96       8100
AEROPOSTALE                   COM             00786510    5402377     148990     X         3           148990          0          0
AEROPOSTALE                   COM             00786510    1782070      49147     X         5            44997          0       4150
AEROPOSTALE                   COM             00786510      15411        425     X  X      6              425          0          0
AEROPOSTALE                   COM             00786510     206682       5700     X         6             1700          0       4000
ADVANCED MICRO DEVICES INC    COM             00790310     145421       8960     X         13               0          0       8960
ADVANCED MICRO DEVICES INC    COM             00790310    2130155     131248     X         3           131248          0          0
ADVANCED MICRO DEVICES INC    COM             00790310    4530036     279115     X         5           231371          0      47744
ADVANCED MICRO DEVICES INC    COM             00790310     360306      22200     X  X      6            15200          0       7000
ADVANCED MICRO DEVICES INC    COM             00790310    1822645     112301     X         6             4225          0     108076
ADVANCED MICRO DEVICES INC    DBCV  4.750% 2/ 007903AE      10600      10000     X         5            10000          0          0
AEGON N V                     ORD AMER REG    00792410     348414      32444     X         3            32444          0          0
AEGON N V                     ORD AMER REG    00792410       7196        560     X  X      4              560          0          0
AEGON N V                     ORD AMER REG    00792410    1560761     121460     X         5            35699          0      85761
AEGON N V                     ORD AMER REG    00792410    1578224     122819     X  X      6           101267       3743      17809
AEGON N V                     ORD AMER REG    00792410    3996093     310980     X         6           306428          0       4552
AEGON N V                     ORD AMER REG    00792410       4896        381     X  X      7              381          0          0
ADVANCED ENERGY INDS          COM             00797310    2425003     118931     X         3           118931          0          0
ADVANCED ENERGY INDS          COM             00797310      65228       3199     X         6                0          0       3199
ADVENT SOFTWARE INC           COM             00797410     595051      31855     X         3            31855          0          0
ADVENT SOFTWARE INC           COM             00797410      14010        750     X         6              750          0          0
AES TR III                    PFD CV 6.75%    00808N20     237952       5408     X         5             3100          0       2308
AES TR III                    PFD CV 6.75%    00808N20    1124200      25550     X  X      6            10550          0      15000
AES TR III                    PFD CV 6.75%    00808N20     176000       4000     X         6             4000          0          0
AETNA INC NEW                 COM             00817Y10      22430        250     X         13               0          0        250
AETNA INC NEW                 COM             00817Y10   60435098     686258     X         3           686258          0          0
AETNA INC NEW                 COM             00817Y10       5922         66     X         4               66          0          0
AETNA INC NEW                 COM             00817Y10    4955505      55233     X         5            25812          0      29421
AETNA INC NEW                 COM             00817Y10    3569331      39783     X  X      6            16601        800      22382
AETNA INC NEW                 COM             00817Y10   16613991     185176     X         6            68022         34     117120
AETNA INC NEW                 COM             00817Y10       3768         42     X  X      7               42          0          0
AETNA INC NEW                 COM             00817Y10      40195        448     X         7              448          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010     140130       2700     X         1             2700          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010     356501       6869     X         13               0          0       6869
AFFILIATED COMPUTER SERVICES  CL A            00819010   13646164     271315     X         3           271315          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010       2232         43     X         4               43          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010    5574839     107415     X         5            86109          0      21306
AFFILIATED COMPUTER SERVICES  CL A            00819010    5220829     100594     X  X      6            86992       3083      10519
AFFILIATED COMPUTER SERVICES  CL A            00819010   15026244     289523     X         6           275197        425      13901
AFFILIATED COMPUTER SERVICES  CL A            00819010      33112        638     X         7              638          0          0
AFFILIATED MANAGERS GROUP     COM             00825210       8187        150     X         11               0        150          0
AFFILIATED MANAGERS GROUP     COM             00825210    7827136     143550     X         3           143550          0          0
AFFILIATED MANAGERS GROUP     COM             00825210    1066439      19539     X         5             6607          0      12932
AFFILIATED MANAGERS GROUP     COM             00825210      14409        264     X  X      6              264          0          0
AFFILIATED MANAGERS GROUP     COM             00825210    1539866      28213     X         6            28213          0          0
AFFYMETRIX INC                COM             00826T10     168850       5000     X         13               0          0       5000
AFFYMETRIX INC                COM             00826T10    1200084      35537     X         5            24583          0      10954
AFFYMETRIX INC                COM             00826T10        338         10     X         6               10          0          0
AFFORDABLE RESIDENTIAL CMTYS  COM             00827310     156769       8474     X         5             7274          0       1200
AFFORDABLE RESIDENTIAL CMTYS  COM             00827310      72150       3900     X         6             3900          0          0
AGERE SYS INC                 CL A            00845V10         16          5     X  X      1                5          0          0
AGERE SYS INC                 CL A            00845V10        199         62     X         11               0         62          0
AGERE SYS INC                 CL A            00845V10       3380       1053     X         13               0          0       1053
AGERE SYS INC                 CL A            00845V10      20223       6300     X         3             6300          0          0
AGERE SYS INC                 CL A            00845V10     315578      98311     X         5            57153          0      41158
AGERE SYS INC                 CL A            00845V10      19820       6175     X  X      6             2696       3171        308
AGERE SYS INC                 CL A            00845V10      58493      18222     X         6            18192          5         25
AGERE SYS INC                 CL A            00845V10          2          1     X  X      7                1          0          0
AGERE SYS INC                 CL B            00845V20        424        136     X  X      1              136          0          0
AGERE SYS INC                 CL B            00845V20       4786       1534     X         11               0       1534          0
AGERE SYS INC                 CL B            00845V20      42279      13551     X         13               0          0      13551
AGERE SYS INC                 CL B            00845V20     451749     150600     X         3           150600          0          0
AGERE SYS INC                 CL B            00845V20     383295     122851     X         5           106766          0      16085
AGERE SYS INC                 CL B            00845V20     106683      34193     X  X      6            22130       4407       7656
AGERE SYS INC                 CL B            00845V20     700771     224606     X         6           223838        132        636
AGERE SYS INC                 CL B            00845V20          2          1     X  X      7                1          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10      29764        941     X  X      1              941          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10       1202         38     X         1               38          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10       2404         76     X         11               0         76          0
AGILENT TECHNOLOGIES INC      COM             00846U10      24197        765     X         13               0          0        765
AGILENT TECHNOLOGIES INC      COM             00846U10    5681760     179632     X         3           179632          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10       2847         90     X         4               90          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10    4198661     132743     X         5            16039          0     116704
AGILENT TECHNOLOGIES INC      COM             00846U10    1492177      47176     X  X      6            40910       3147       3119
AGILENT TECHNOLOGIES INC      COM             00846U10    3425909     108312     X         6            41100          0      67212
AGILENT TECHNOLOGIES INC      COM             00846U10      31377        992     X         7              992          0          0
AGILENT TECHNOLOGIES INC      DBCV  3.000%12/ 00846UAB       4536       4000     X         13               0          0       4000
AGILENT TECHNOLOGIES INC      DBCV  3.000%12/ 00846UAB      16950      15000     X         5            15000          0          0
AGILE SOFTWARE CORP DEL       COM             00846X10    9748795    1106400     X         3          1106400          0          0
AGILE SOFTWARE CORP DEL       COM             00846X10      30625       3500     X         5                0          0       3500
AGILE SOFTWARE CORP DEL       COM             00846X10      44266       5059     X  X      6             5059          0          0
AGILE SOFTWARE CORP DEL       COM             00846X10    1344761     153687     X         6           141280        157      12250
AIM SELECT REAL ESTATE INCM   SHS             00888R10      10554        600     X         13               0          0        600
AIM SELECT REAL ESTATE INCM   SHS             00888R10    3998752     227331     X         5           224193          0       3138
AIM SELECT REAL ESTATE INCM   SHS             00888R10     174141       9900     X  X      6             9900          0          0
AGRIUM INC                    COM             00891610    2723910     185300     X         3           185300          0          0
AGRIUM INC                    COM             00891610      24990       1700     X         5                0          0       1700
AGRIUM INC                    COM             00891610       2352        160     X  X      6              160          0          0
AGRIUM INC                    COM             00891610     149940      10200     X         6                0          0      10200
AGRIUM INC                    COM             00891610       2940        200     X  X      7              200          0          0
AIR PRODS & CHEMS INC         COM             00915810      32578        650     X  X      1              650          0          0
AIR PRODS & CHEMS INC         COM             00915810      10024        200     X         1              200          0          0
AIR PRODS & CHEMS INC         COM             00915810      50120       1000     X         11               0       1000          0
AIR PRODS & CHEMS INC         COM             00915810       7869        157     X         13               0          0        157
AIR PRODS & CHEMS INC         COM             00915810   37709060     729126     X         3           729126          0          0
AIR PRODS & CHEMS INC         COM             00915810     990622      19765     X         5             6496          0      13269
AIR PRODS & CHEMS INC         COM             00915810   17059745     340378     X  X      6           318510      15537       6331
AIR PRODS & CHEMS INC         COM             00915810   24069980     480247     X         6           467959       4381       7907
AIR PRODS & CHEMS INC         COM             00915810      87810       1752     X         7             1752          0          0
AIR PRODS & CHEMS INC         COM             00915810   11241916     224300     X         8           224300          0          0
AIRGAS INC                    COM             00936310    1516709      71207     X         3            71207          0          0
AIRGAS INC                    COM             00936310       1044         49     X         4               49          0          0
AIRGAS INC                    COM             00936310     203948       9575     X         5             9575          0          0
AIRGAS INC                    COM             00936310     594930      27931     X  X      6            27931          0          0
AIRGAS INC                    COM             00936310     787461      36970     X         6            36867          0        103
AIRTRAN HLDGS INC             COM             00949P10    3944160     332000     X         3           332000          0          0
AIRTRAN HLDGS INC             COM             00949P10     262631      22107     X         5             5354          0      16753
AIRTRAN HLDGS INC             COM             00949P10      11880       1000     X  X      6             1000          0          0
AIRTRAN HLDGS INC             COM             00949P10      14553       1225     X         6             1225          0          0
AKAMAI TECHNOLOGIES INC       COM             00971T10       1314        100     X         13               0          0        100
AKAMAI TECHNOLOGIES INC       COM             00971T10       5344        500     X         3              500          0          0
AKAMAI TECHNOLOGIES INC       COM             00971T10     806034      61342     X         5            55453          0       5889
AKAMAI TECHNOLOGIES INC       COM             00971T10     261486      19900     X  X      6            19900          0          0
AKAMAI TECHNOLOGIES INC       COM             00971T10      13140       1000     X         6             1000          0          0
AKZO NOBEL NV                 SPONSORED ADR   01019930      63364       1713     X         5              737          0        976
AKZO NOBEL NV                 SPONSORED ADR   01019930      70836       1915     X  X      6              945          0        970
AKZO NOBEL NV                 SPONSORED ADR   01019930     403376      10905     X         6            10905          0          0
ALABAMA NATL BANCORP DELA     COM             01031710    3980067      71700     X         11               0      71700          0
ALAMOSA HLDGS INC             COM             01158910    2569600     440000     X         3           440000          0          0
ALAMOSA HLDGS INC             COM             01158910       3884        665     X  X      6              665          0          0
ALARIS MEDICAL SYSTEMS INC    COM             01163710    4475944     239997     X         3           239997          0          0
ALARIS MEDICAL SYSTEMS INC    COM             01163710     441688      23683     X         5            23683          0          0
ALARIS MEDICAL SYSTEMS INC    COM             01163710     192319      10312     X  X      6            10312          0          0
ALARIS MEDICAL SYSTEMS INC    COM             01163710     121169       6497     X         6                0          0       6497
ALARIS MEDICAL SYSTEMS INC    COM             01163710       1585         85     X         7               85          0          0
ALASKA AIR GROUP INC          COM             01165910     640075      25956     X         3            25956          0          0
ALASKA AIR GROUP INC          COM             01165910     537588      21800     X         5              300          0      21500
ALASKA AIR GROUP INC          COM             01165910      15018        609     X         6              609          0          0
ALBANY INTL CORP              CL A            01234810       5916        220     X  X      6              220          0          0
ALBANY INTL CORP              CL A            01234810     260564       9690     X         6             9690          0          0
ALBEMARLE CORP                COM             01265310      72500       2500     X         11               0       2500          0
ALBEMARLE CORP                COM             01265310    1199933      40252     X         3            40252          0          0
ALBEMARLE CORP                COM             01265310     480240      16560     X         5            15796          0        764
ALBEMARLE CORP                COM             01265310     535659      18471     X  X      6             5421      13050          0
ALBEMARLE CORP                COM             01265310     198563       6847     X         6             6847          0          0
ALBERTO CULVER CO             COM             01306810    1487061      33897     X         3            33897          0          0
ALBERTO CULVER CO             COM             01306810     374430       8535     X         5             6855          0       1680
ALBERTO CULVER CO             COM             01306810     398120       9075     X  X      6             9075          0          0
ALBERTO CULVER CO             COM             01306810    2328313      53073     X         6             5160          0      47913
ALBERTO CULVER CO             COM             01306810       3027         69     X  X      7               69          0          0
ALBERTSONS INC                COM             01310410      11075        500     X         13               0          0        500
ALBERTSONS INC                COM             01310410    8913907     418235     X         3           418235          0          0
ALBERTSONS INC                COM             01310410   14067731     635112     X         5            46026          0     589086
ALBERTSONS INC                COM             01310410    1265053      57113     X  X      6            53049       3560        504
ALBERTSONS INC                COM             01310410    2883576     130184     X         6            70667          0      59517
ALBERTSONS INC                COM             01310410      21131        954     X         7              954          0          0
ALCAN INC                     COM             01371610     839618      19400     X         3            19400          0          0
ALCAN INC                     COM             01371610     557008      12436     X         5             7544          0       4892
ALCAN INC                     COM             01371610     322936       7210     X  X      6             7210          0          0
ALCAN INC                     COM             01371610     621954      13886     X         6            13221          0        665
ALCOA INC                     COM             01381710      69380       2000     X  X      1             2000          0          0
ALCOA INC                     COM             01381710     410556      11835     X         1            11735          0        100
ALCOA INC                     COM             01381710      10407        300     X         11               0        300          0
ALCOA INC                     COM             01381710     273184       7875     X         13               0          0       7875
ALCOA INC                     COM             01381710   73198475    2132354     X         3          2132354          0          0
ALCOA INC                     COM             01381710      13876        400     X  X      4              400          0          0
ALCOA INC                     COM             01381710   22237659     641039     X         5           288228          0     352811
ALCOA INC                     COM             01381710   47648519    1373552     X  X      6          1251744      68779      53029
ALCOA INC                     COM             01381710   92802496    2675194     X         6          2423800       7387     244007
ALCOA INC                     COM             01381710       6591        190     X  X      7              190          0          0
ALCOA INC                     COM             01381710     174976       5044     X         7             5044          0          0
ALCOA INC                     COM             01381710    7047065     203144     X         8           203144          0          0
ALCATEL                       SPONSORED ADR   01390430      25772       1626     X         13               0          0       1626
ALCATEL                       SPONSORED ADR   01390430    3090750     195000     X         3           195000          0          0
ALCATEL                       SPONSORED ADR   01390430     951301      60019     X         5            38309          0      21710
ALCATEL                       SPONSORED ADR   01390430      73782       4655     X  X      6             2395          0       2260
ALCATEL                       SPONSORED ADR   01390430      75414       4758     X         6             4758          0          0
ALEXANDER & BALDWIN INC       COM             01448210    1339396      40637     X         3            40637          0          0
ALEXANDER & BALDWIN INC       COM             01448210     838436      25438     X         5            22108          0       3330
ALEXANDER & BALDWIN INC       COM             01448210     395520      12000     X  X      6                0          0      12000
ALEXANDER & BALDWIN INC       COM             01448210      14832        450     X         6              450          0          0
ALEXANDRIA REAL ESTATE EQ IN  COM             01527110      90090       1430     X  X      6             1430          0          0
ALEXANDRIA REAL ESTATE EQ IN  COM             01527110     641025      10175     X         6             7665          0       2510
ALEXION PHARMACEUTICALS INC   COM             01535110     208938       8790     X         5             8190          0        600
ALFA CORP                     COM             01538510    3955842     290657     X         3           290657          0          0
ALFA CORP                     COM             01538510      27901       2050     X         5                0          0       2050
ALIGN TECHNOLOGY INC          COM             01625510    4385151     230676     X         3           230676          0          0
ALIGN TECHNOLOGY INC          COM             01625510       9505        500     X         5              500          0          0
ALIGN TECHNOLOGY INC          COM             01625510     118375       6227     X         6                0          0       6227
ALIGN TECHNOLOGY INC          COM             01625510       1711         90     X         7               90          0          0
ALKERMES INC                  COM             01642T10       1599        100     X         3              100          0          0
ALKERMES INC                  COM             01642T10     128480       8035     X         5             5345          0       2690
ALKERMES INC                  COM             01642T10       9594        600     X  X      6              600          0          0
ALKERMES INC                  COM             01642T10     249972      15633     X         6            15633          0          0
ALLEGHANY CORP DEL            COM             01717510       6183         25     X         5                0          0         25
ALLEGHANY CORP DEL            COM             01717510    9724331      39322     X  X      6              322      39000          0
ALLEGHANY CORP DEL            COM             01717510     227516        920     X         6              920          0          0
ALLEGHENY ENERGY INC          COM             01736110     655434      47807     X         3            47807          0          0
ALLEGHENY ENERGY INC          COM             01736110    1154938      84241     X         5             8932          0      75309
ALLEGHENY ENERGY INC          COM             01736110     262944      19179     X  X      6             7604       6000       5575
ALLEGHENY ENERGY INC          COM             01736110     109831       8011     X         6             7561          0        450
ALLEGHENY TECHNOLOGIES INC    COM             01741R10     367417      30365     X         3            30365          0          0
ALLEGHENY TECHNOLOGIES INC    COM             01741R10      18924       1564     X         5              289          0       1275
ALLEGHENY TECHNOLOGIES INC    COM             01741R10        399         33     X  X      6               33          0          0
ALLEGHENY TECHNOLOGIES INC    COM             01741R10      94900       7843     X         6             7843          0          0
ALLERGAN INC                  COM             01849010     117824       1400     X  X      1             1400          0          0
ALLERGAN INC                  COM             01849010   54887805     650427     X         3           650427          0          0
ALLERGAN INC                  COM             01849010     740271       8796     X         5             6588          0       2208
ALLERGAN INC                  COM             01849010  126242525    1500030     X  X      6          1479021      10068      10941
ALLERGAN INC                  COM             01849010   26816658     318639     X         6           300510        496      17633
ALLERGAN INC                  COM             01849010      69180        822     X         7              822          0          0
ALLETE INC                    COM             01852210      56144       1600     X         1             1600          0          0
ALLETE INC                    COM             01852210      70180       2000     X         11               0       2000          0
ALLETE INC                    COM             01852210   11386073     324482     X         3           324482          0          0
ALLETE INC                    COM             01852210     885917      25247     X         5            24550          0        697
ALLETE INC                    COM             01852210     514560      14664     X  X      6            14264          0        400
ALLETE INC                    COM             01852210     161239       4595     X         6             4595          0          0
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10     447488      12160     X         13               0          0      12160
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10    5892065     160110     X         5            42788          0     117322
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10    1100210      29897     X  X      6            11597      11300       7000
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10     628250      17072     X         6            17072          0          0
ALLIANCE DATA SYSTEMS CORP    COM             01858110   11311898     335100     X         3           335100          0          0
ALLIANCE DATA SYSTEMS CORP    COM             01858110     120579       3594     X         5             2094          0       1500
ALLIANCE DATA SYSTEMS CORP    COM             01858110      42206       1258     X  X      6             1258          0          0
ALLIANCE DATA SYSTEMS CORP    COM             01858110    2082851      62082     X         6            58389         43       3650
ALLIANCE GAMING CORP          COM NEW         01859P60      32130       1000     X         5             1000          0          0
ALLIANCE GAMING CORP          COM NEW         01859P60      28821        897     X  X      6              897          0          0
ALLIANCE GAMING CORP          COM NEW         01859P60    1130526      35186     X         6            35186          0          0
ALLIANCE NEW YORK MUN INC FD  COM             01871410      21659       1501     X         5                1          0       1500
ALLIANCE NEW YORK MUN INC FD  COM             01871410     199134      13800     X         6                0          0      13800
ALLIANCE SEMICONDUCTOR CORP   COM             01877H10      96647      12700     X         5            12700          0          0
ALLIANCE WORLD DLR GV FD INC  COM             01879610     394677      30128     X         5            20278          0       9850
ALLIANCE WORLD DLR GV FD INC  COM             01879610       6550        500     X  X      6              500          0          0
ALLIANCE WORLD DLR GV FD II   COM             01879R10      38730       3000     X         13               0          0       3000
ALLIANCE WORLD DLR GV FD II   COM             01879R10    1224297      94833     X         5            73723          0      21110
ALLIANCE WORLD DLR GV FD II   COM             01879R10      37439       2900     X  X      6             2900          0          0
ALLIANCE WORLD DLR GV FD II   COM             01879R10     119224       9235     X         6             9235          0          0
ALLIANT ENERGY CORP           COM             01880210      21161        812     X         11               0        812          0
ALLIANT ENERGY CORP           COM             01880210    2804030     107599     X         3           107599          0          0
ALLIANT ENERGY CORP           COM             01880210     765747      29384     X         5             4990          0      24394
ALLIANT ENERGY CORP           COM             01880210     455503      17479     X  X      6            13959       2463       1057
ALLIANT ENERGY CORP           COM             01880210     503010      19302     X         6            19120          0        182
ALLIANT TECHSYSTEMS INC       COM             01880410    1024733      18837     X         5            16950          0       1887
ALLIANT TECHSYSTEMS INC       COM             01880410      74419       1368     X  X      6             1368          0          0
ALLIANT TECHSYSTEMS INC       COM             01880410     164179       3018     X         6             3018          0          0
ALLIANT TECHSYSTEMS INC       COM             01880410       2883         53     X  X      7               53          0          0
ALLIANZ AKTIENGESELLSCHAFT    SP ADR 1/10 SH  01880510    9804786     734539     X         3           734539          0          0
ALLIANZ AKTIENGESELLSCHAFT    SP ADR 1/10 SH  01880510     227278      20813     X         5            10783          0      10030
ALLIANZ AKTIENGESELLSCHAFT    SP ADR 1/10 SH  01880510      16620       1522     X  X      6             1522          0          0
ALLIANZ AKTIENGESELLSCHAFT    SP ADR 1/10 SH  01880510     141086      12920     X         6            12920          0          0
ALLIANZ AKTIENGESELLSCHAFT    SP ADR 1/10 SH  01880510       2828        259     X         7              259          0          0
ALLIED CAP CORP NEW           COM             01903Q10     321074      10600     X         11               0      10600          0
ALLIED CAP CORP NEW           COM             01903Q10    1618487      53433     X         13               0          0      53433
ALLIED CAP CORP NEW           COM             01903Q10    2213057      73062     X         5            55225          0      17837
ALLIED CAP CORP NEW           COM             01903Q10     509357      16816     X  X      6            13166          0       3650
ALLIED CAP CORP NEW           COM             01903Q10     217331       7175     X         6             7175          0          0
ALLIED CAP CORP NEW           COM             01903Q10      25716        849     X         7              849          0          0
ALLIED DOMECQ PLC             SPON ADR NEW    01912120      94583       8400     X         3             8400          0          0
ALLIED DOMECQ PLC             SPON ADR NEW    01912120       8928        265     X         5                0          0        265
ALLIED DOMECQ PLC             SPON ADR NEW    01912120     414724      12310     X         6            12310          0          0
ALLIED HEALTHCARE PRODS INC   COM             01922210     118360      21098     X         5             2000          0      19098
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840      20875          0     X         3                0          0          0
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840     171973       5742     X         5             3698          0       2044
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840    4856872     162166     X  X      6           143074      18192        900
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840    2144600      71606     X         6            71232          0        374
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840       2426         81     X         7               81          0          0
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930       4126        310     X         1              310          0          0
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930    1604720     120565     X         3           120565          0          0
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930     399087      29984     X         5             3259          0      26725
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930     155101      11653     X  X      6            11653          0          0
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930    1305365      98074     X         6            52064          0      46010
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930    1131350      85000     X         8            85000          0          0
ALLMERICA FINL CORP           COM             01975410    1791141      51842     X         3            51842          0          0
ALLMERICA FINL CORP           COM             01975410     848479      24558     X         5            19850          0       4708
ALLMERICA FINL CORP           COM             01975410     117090       3389     X  X      6             3389          0          0
ALLMERICA FINL CORP           COM             01975410      67994       1968     X         6              101          0       1867
ALLOY INC                     COM             01985510      54720      12000     X         5            12000          0          0
ALLOY INC                     COM             01985510      38304       8400     X  X      6             8400          0          0
ALLSCRIPTS HEALTHCARE SOLUTI  COM             01988P10    1289130     132900     X         3           132900          0          0
ALLMERICA SECS TR             SH BEN INT      01992110     145229      14880     X         5            14780          0        100
ALLMERICA SECS TR             SH BEN INT      01992110       3221        330     X  X      6              330          0          0
ALLSTATE CORP                 COM             02000210      89920       1978     X         1             1978          0          0
ALLSTATE CORP                 COM             02000210     544611      11980     X         13               0          0      11980
ALLSTATE CORP                 COM             02000210   42597801     962601     X         3           962601          0          0
ALLSTATE CORP                 COM             02000210       2682         59     X         4               59          0          0
ALLSTATE CORP                 COM             02000210   31472032     692302     X         5           467239          0     225063
ALLSTATE CORP                 COM             02000210   17815683     391898     X  X      6           315888      36118      39892
ALLSTATE CORP                 COM             02000210   26736844     588140     X         6           383815       2530     201795
ALLSTATE CORP                 COM             02000210       1682         37     X  X      7               37          0          0
ALLSTATE CORP                 COM             02000210       1909         42     X         7               42          0          0
ALLSTATE CORP                 COM             02000210    5182440     114000     X         8           114000          0          0
ALLTEL CORP                   COM             02003910     137198       2750     X  X      1             2050        700          0
ALLTEL CORP                   COM             02003910     289362       5800     X         1             5800          0          0
ALLTEL CORP                   COM             02003910     712729      14286     X         11               0      14286          0
ALLTEL CORP                   COM             02003910     208690       4183     X         13               0          0       4183
ALLTEL CORP                   COM             02003910   11762177     234953     X         3           234953          0          0
ALLTEL CORP                   COM             02003910       1796         36     X         4               36          0          0
ALLTEL CORP                   COM             02003910    6098204     122233     X         5            33245          0      88988
ALLTEL CORP                   COM             02003910    9324291     186897     X  X      6           149836      34174       2887
ALLTEL CORP                   COM             02003910    8519466     170765     X         6           137173         18      33574
ALLTEL CORP                   COM             02003910       1147         23     X  X      7               23          0          0
ALLTEL CORP                   COM             02003910      29236        586     X         7              586          0          0
ALLTEL CORP                   COM             02003910    2820032      56525     X         8            56525          0          0
ALLTEL CORP                   CORP UNT 7.75%  02003982      37533        740     X         13               0          0        740
ALLTEL CORP                   CORP UNT 7.75%  02003982    2789600      55000     X         3            55000          0          0
ALLTEL CORP                   CORP UNT 7.75%  02003982    2541528      50109     X         5            45009          0       5100
ALLSTREAM INC                 CL B LT VTG SH  02004C20      19333        344     X  X      6              344          0          0
ALLSTREAM INC                 CL B LT VTG SH  02004C20     257401       4580     X         6             4580          0          0
ALPHA PRO TECH LTD            COM             02077210     228150     117000     X         5           117000          0          0
ALPHARMA INC                  CL A            02081310    1570428      80083     X         3            80083          0          0
ALPHARMA INC                  CL A            02081310         20          1     X         5                1          0          0
ALPHARMA INC                  CL A            02081310       3510        179     X  X      6              179          0          0
ALPHARMA INC                  CL A            02081310      20159       1028     X         6             1028          0          0
ALTERA CORP                   COM             02144110      30925       1510     X         1             1510          0          0
ALTERA CORP                   COM             02144110   71443419    3514907     X         3          3514907          0          0
ALTERA CORP                   COM             02144110     770376      37616     X         5            15570          0      22046
ALTERA CORP                   COM             02144110   25504584    1245341     X  X      6          1205555       6126      33660
ALTERA CORP                   COM             02144110   26261135    1282282     X         6          1216676       3934      61672
ALTERA CORP                   COM             02144110     105144       5134     X         7             5134          0          0
ALTEON INC                    COM             02144G10      57173      31763     X         5                0          0      31763
ALTIRIS INC                   COM             02148M10     206488       7401     X         6             7401          0          0
ALTRIA GROUP INC              COM             02209S10     506385       9300     X  X      1             9300          0          0
ALTRIA GROUP INC              COM             02209S10      14429        265     X         11               0        265          0
ALTRIA GROUP INC              COM             02209S10     242477       4453     X         13               0          0       4453
ALTRIA GROUP INC              COM             02209S10  152995036    2953158     X         3          2953158          0          0
ALTRIA GROUP INC              COM             02209S10      70023       1286     X         4             1286          0          0
ALTRIA GROUP INC              COM             02209S10   44510055     817448     X         5           584337          0     233111
ALTRIA GROUP INC              COM             02209S10   49652465     911891     X  X      6           807008      37695      67188
ALTRIA GROUP INC              COM             02209S10   54759264    1005680     X         6           568927         92     436661
ALTRIA GROUP INC              COM             02209S10      15246        280     X  X      7              280          0          0
ALTRIA GROUP INC              COM             02209S10     185729       3411     X         7             3411          0          0
ALUMINUM CORP CHINA LTD       SPON ADR H SHS  02227610    2216256      26880     X         5            26880          0          0
ALUMINUM CORP CHINA LTD       SPON ADR H SHS  02227610     368799       4473     X         6             4262          0        211
AMAZON COM INC                COM             02313510       8656        200     X         1              200          0          0
AMAZON COM INC                COM             02313510      19563        452     X         13               0          0        452
AMAZON COM INC                COM             02313510   66849909    1545916     X         3          1545916          0          0
AMAZON COM INC                COM             02313510    2703139      62457     X         5            40280          0      22177
AMAZON COM INC                COM             02313510     143603       3318     X  X      6             2968        350          0
AMAZON COM INC                COM             02313510    1888480      43634     X         6            43509          0        125
AMAZON COM INC                NOTE  4.750% 2/ 023135AF      26417      26000     X         5                0          0      26000
AMBAC FINL GROUP INC          COM             02313910       7968        108     X         13               0          0        108
AMBAC FINL GROUP INC          COM             02313910    6262967      85042     X         3            85042          0          0
AMBAC FINL GROUP INC          COM             02313910    4585206      62147     X         5            59160          0       2987
AMBAC FINL GROUP INC          COM             02313910    5980238      81055     X  X      6            33080       2250      45725
AMBAC FINL GROUP INC          COM             02313910    6870394      93120     X         6            88412          0       4708
AMBASSADORS INTL INC          COM             02317810     721050      55000     X         6            55000          0          0
AMCOR LTD                     ADR NEW         02341R30    3568450     145000     X         3           145000          0          0
AMCOR LTD                     ADR NEW         02341R30      42698       1735     X         5             1735          0          0
AMCOR LTD                     ADR NEW         02341R30       7358        299     X  X      6              299          0          0
AMCOL INTL CORP               COM             02341W10      36645       2100     X         5             2100          0          0
AMCOL INTL CORP               COM             02341W10     286180      16400     X  X      6            16400          0          0
AMCOL INTL CORP               COM             02341W10      94405       5410     X         6             5410          0          0
AMERADA HESS CORP             COM             02355110    2209010      33839     X         3            33839          0          0
AMERADA HESS CORP             COM             02355110    1379236      21128     X         5            10843          0      10285
AMERADA HESS CORP             COM             02355110     490264       7510     X  X      6             1900       4835        775
AMERADA HESS CORP             COM             02355110    2541155      38927     X         6             2628          0      36299
AMERADA HESS CORP             PFD CV ACES 7%  02355140    1038502      16445     X         5            16445          0          0
AMERADA HESS CORP             PFD CV ACES 7%  02355140       5684         90     X         6               90          0          0
AMEREN CORP                   COM             02360810      47473       1030     X         11               0       1030          0
AMEREN CORP                   COM             02360810   13988131     303496     X         3           303496          0          0
AMEREN CORP                   COM             02360810    1118005      24257     X         5            19965          0       4292
AMEREN CORP                   COM             02360810    1275402      27672     X  X      6            17864       3324       6484
AMEREN CORP                   COM             02360810     658672      14291     X         6            10291       4000          0
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10    4031040     104296     X         3           104296          0          0
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10   15833552     409665     X         5           399180          0      10485
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10     723451      18718     X  X      6            13232       5486          0
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10     201946       5225     X         6             5225          0          0
AMERICA WEST HLDG CORP        CL B            02365720       7206        700     X         3              700          0          0
AMERICA WEST HLDG CORP        CL B            02365720     198701      20850     X         5                0          0      20850
AMERICAN AXLE & MFG HLDGS IN  COM             02406110      50158       1400     X         3             1400          0          0
AMERICAN AXLE & MFG HLDGS IN  COM             02406110      37329       1013     X         5              663          0        350
AMERICAN AXLE & MFG HLDGS IN  COM             02406110     110661       3003     X  X      6             3003          0          0
AMERICAN AXLE & MFG HLDGS IN  COM             02406110    1262813      34269     X         6            33724          0        545
AMERICAN CAPITAL STRATEGIES   COM             02493710       1662         50     X         11               0         50          0
AMERICAN CAPITAL STRATEGIES   COM             02493710   14362124     432571     X         3           432571          0          0
AMERICAN CAPITAL STRATEGIES   COM             02493710    6123711     184227     X         5           134894          0      49333
AMERICAN CAPITAL STRATEGIES   COM             02493710     100551       3025     X  X      6             3025          0          0
AMERICAN CAPITAL STRATEGIES   COM             02493710     124650       3750     X         6             3750          0          0
AMERICAN ELEC PWR INC         COM             02553710     253484       7700     X  X      1             7100        600          0
AMERICAN ELEC PWR INC         COM             02553710     104686       3180     X         1             3180          0          0
AMERICAN ELEC PWR INC         COM             02553710      41150       1250     X         11               0       1250          0
AMERICAN ELEC PWR INC         COM             02553710    7830541     235965     X         3           235965          0          0
AMERICAN ELEC PWR INC         COM             02553710    3154526      95824     X         5            47327          0      48497
AMERICAN ELEC PWR INC         COM             02553710    6629240     201374     X  X      6           166192      14111      21071
AMERICAN ELEC PWR INC         COM             02553710    5273586     160194     X         6           101809       1200      57185
AMERICAN ELEC PWR INC         COM             02553710       5267        160     X         7              160          0          0
AMERICAN EAGLE OUTFITTERS NE  COM             02553E10    1864374      69179     X         3            69179          0          0
AMERICAN EAGLE OUTFITTERS NE  COM             02553E10     350000      12987     X         5            12987          0          0
AMERICAN EAGLE OUTFITTERS NE  COM             02553E10      67375       2500     X  X      6             2500          0          0
AMERICAN EAGLE OUTFITTERS NE  COM             02553E10     338223      12550     X         6            12550          0          0
AMERICAN EXPRESS CO           COM             02581610    1944219      37497     X  X      1            37497          0          0
AMERICAN EXPRESS CO           COM             02581610     442021       8525     X         1             8525          0          0
AMERICAN EXPRESS CO           COM             02581610      87886       1695     X         11               0       1695          0
AMERICAN EXPRESS CO           COM             02581610    2237898      43161     X         13               0          0      43161
AMERICAN EXPRESS CO           COM             02581610  149828286    2817214     X         3          2817214          0          0
AMERICAN EXPRESS CO           COM             02581610      67664       1305     X         4             1305          0          0
AMERICAN EXPRESS CO           COM             02581610   40411546     779393     X         5           610980          0     168413
AMERICAN EXPRESS CO           COM             02581610   86262171    1663687     X  X      6          1546780      42672      74235
AMERICAN EXPRESS CO           COM             02581610   92211647    1778431     X         6          1497084       4375     276972
AMERICAN EXPRESS CO           COM             02581610      20118        388     X  X      7              388          0          0
AMERICAN EXPRESS CO           COM             02581610     242710       4681     X         7             4681          0          0
AMERICAN FINL GROUP INC OHIO  COM             02593210     354321      11878     X         13               0          0      11878
AMERICAN FINL GROUP INC OHIO  COM             02593210    2116289      70945     X         3            70945          0          0
AMERICAN FINL GROUP INC OHIO  COM             02593210    3904120     130879     X         5             2724          0     128155
AMERICAN FINL GROUP INC OHIO  COM             02593210     139873       4689     X  X      6             4689          0          0
AMERICAN FINL GROUP INC OHIO  COM             02593210      37019       1241     X         6             1241          0          0
AMERICAN FINL RLTY TR         COM             02607P30   17102550    1009000     X         3          1009000          0          0
AMERICAN FINL RLTY TR         COM             02607P30      62546       3690     X         5             3690          0          0
AMERICAN FINL RLTY TR         COM             02607P30     106785       6300     X         6             6300          0          0
AMERICAN GREETINGS CORP       CL A            02637510     574646      25237     X         3            25237          0          0
AMERICAN GREETINGS CORP       CL A            02637510     169136       7428     X         5             7293          0        135
AMERICAN GREETINGS CORP       CL A            02637510     109751       4820     X  X      6             4820          0          0
AMERICAN GREETINGS CORP       CL A            02637510     878148      38566     X         6            38306          0        260
AMERICAN HEALTHWAYS INC       COM             02649V10      19520        800     X         13               0          0        800
AMERICAN HEALTHWAYS INC       COM             02649V10    3662536     149981     X         3           149981          0          0
AMERICAN HEALTHWAYS INC       COM             02649V10     498882      20446     X         5            16846          0       3600
AMERICAN HEALTHWAYS INC       COM             02649V10     300608      12320     X         6             8260          0       4060
AMERICAN HOME MTG INVT CORP   COM             02660R10     707270      24558     X         5            24493          0         65
AMERICAN HOME MTG INVT CORP   COM             02660R10     288000      10000     X  X      6            10000          0          0
AMERICAN INCOME FD INC        COM             02672T10     242869      27756     X         5             8181          0      19575
AMERICAN INCOME FD INC        COM             02672T10       2625        300     X  X      6              300          0          0
AMERICAN INTL GROUP INC       COM             02687410    1113417      15605     X  X      1            15605          0          0
AMERICAN INTL GROUP INC       COM             02687410    1823421      25556     X         1            25468          0         88
AMERICAN INTL GROUP INC       COM             02687410    5559347      77918     X         11               0      77918          0
AMERICAN INTL GROUP INC       COM             02687410     910997      12768     X         13               0          0      12768
AMERICAN INTL GROUP INC       COM             02687410  212058703    3224697     X         3          3224697          0          0
AMERICAN INTL GROUP INC       COM             02687410      14270        200     X  X      4              200          0          0
AMERICAN INTL GROUP INC       COM             02687410      92113       1291     X         4             1291          0          0
AMERICAN INTL GROUP INC       COM             02687410   51780004     725718     X         5           522156          0     203562
AMERICAN INTL GROUP INC       COM             02687410  178944658    2507984     X  X      6          2226939     123457     157588
AMERICAN INTL GROUP INC       COM             02687410  319125789    4472681     X         6          3887918       7527     577236
AMERICAN INTL GROUP INC       COM             02687410     161465       2263     X  X      7             2263          0          0
AMERICAN INTL GROUP INC       COM             02687410     470696       6597     X         7             6597          0          0
AMERICAN INTL GROUP INC       COM             02687410   13706335     192100     X         8           192100          0          0
AMERICAN ITALIAN PASTA CO     CL A            02707010     301152       7542     X         13               0          0       7542
AMERICAN ITALIAN PASTA CO     CL A            02707010    4245877     106333     X         5            16001          0      90332
AMERICAN ITALIAN PASTA CO     CL A            02707010     235587       5900     X  X      6             5900          0          0
AMERICAN ITALIAN PASTA CO     CL A            02707010     845438      21173     X         6            20873          0        300
AMERICAN LD LEASE INC         COM             02711810     400734      19615     X         5            19445          0        170
AMERICAN MGMT SYS INC         COM             02735210      33565          0     X         3                0          0          0
AMERICAN MGMT SYS INC         COM             02735210     393113      20496     X         5            20496          0          0
AMERICAN MGMT SYS INC         COM             02735210      47336       2468     X         6             2468          0          0
AMERICAN MED SYS HLDGS INC    COM             02744M10    6992797     262000     X         3           262000          0          0
AMERICAN MED SYS HLDGS INC    COM             02744M10       3980        150     X         5                0          0        150
AMERICAN MED SYS HLDGS INC    COM             02744M10      32765       1235     X  X      6             1235          0          0
AMERICAN MED SYS HLDGS INC    COM             02744M10    1332894      50241     X         6            47254         37       2950
AMERICAN PAC CORP             COM             02874010    2816109     353383     X         3           353383          0          0
AMERICAN PHARMACEUTICALS PTN  COM             02886P10      46328       1050     X         3             1050          0          0
AMERICAN PHARMACEUTICALS PTN  COM             02886P10    2678178      57104     X         5            36767          0      20337
AMERICAN PHARMACEUTICALS PTN  COM             02886P10      10553        225     X  X      6                0          0        225
AMERICAN PHARMACEUTICALS PTN  COM             02886P10      23450        500     X         6              500          0          0
AMERICAN PWR CONVERSION CORP  COM             02906610     451478      19638     X         13               0          0      19638
AMERICAN PWR CONVERSION CORP  COM             02906610    1720182      74758     X         3            74758          0          0
AMERICAN PWR CONVERSION CORP  COM             02906610    2763858     120220     X         5           102478          0      17742
AMERICAN PWR CONVERSION CORP  COM             02906610      65522       2850     X  X      6             2850          0          0
AMERICAN PWR CONVERSION CORP  COM             02906610     518654      22560     X         6            22560          0          0
AMERICAN SELECT PORTFOLIO IN  COM             02957010     217929      15445     X         5            15445          0          0
AMERICAN STD COS INC DEL      COM             02971210   34478070     341429     X         3           341429          0          0
AMERICAN STD COS INC DEL      COM             02971210    1923058      16906     X         5             6298          0      10608
AMERICAN STD COS INC DEL      COM             02971210    4669096      41047     X  X      6            26212       2832      12003
AMERICAN STD COS INC DEL      COM             02971210   28501200     250560     X         6           187557        654      62349
AMERICAN STD COS INC DEL      COM             02971210      21840        192     X         7              192          0          0
AMERICAN STS WTR CO           COM             02989910     938351      38457     X         5             7297          0      31160
AMERICAN STS WTR CO           COM             02989910      96746       3965     X  X      6             3965          0          0
AMERICAN STS WTR CO           COM             02989910     322446      13215     X         6            13215          0          0
AMERICAN STS WTR CO           COM             02989910       3660        150     X  X      7              150          0          0
AMERICAN TOWER CORP           CL A            02991220       8059        710     X         1              710          0          0
AMERICAN TOWER CORP           CL A            02991220    1541960     137570     X         3           137570          0          0
AMERICAN TOWER CORP           CL A            02991220    1598432     140831     X         5            18875          0     121956
AMERICAN TOWER CORP           CL A            02991220     821456      72375     X  X      6            37375          0      35000
AMERICAN TOWER CORP           CL A            02991220    1476011     130045     X         6            95875          0      34170
AMERICAN TOWER CORP           CL A            02991220       1135        100     X  X      7              100          0          0
AMERICAN STRATEGIC INCM PTFL  COM             03009810     279491      20703     X         5            20502          0        201
AMERN STRATEGIC INCOME PTFL   COM             03009910       4575        327     X         11               0        327          0
AMERN STRATEGIC INCOME PTFL   COM             03009910    2241730     160238     X         5           157913          0       2325
AMERICAN STRATEGIC INCOME II  COM             03009T10       3954        298     X         11               0        298          0
AMERICAN STRATEGIC INCOME II  COM             03009T10       5587        421     X         13               0          0        421
AMERICAN STRATEGIC INCOME II  COM             03009T10    2552073     192319     X         5           189606          0       2713
AMERICAN STRATEGIC INCOME II  COM             03009T10     284151      21413     X         6            21413          0          0
AMERICAN SUPERCONDUCTOR CORP  COM             03011110    2159526     168713     X         3           168713          0          0
AMERICAN SUPERCONDUCTOR CORP  COM             03011110      14252       1110     X         5             1000          0        110
AMERICAN SUPERCONDUCTOR CORP  COM             03011110      58640       4567     X         6                0          0       4567
AMERICAN WOODMARK CORP        COM             03050610    9969000     150000     X         11               0     150000          0
AMERICAN WOODMARK CORP        COM             03050610    1133542      17056     X         5            14901          0       2155
AMERICAN WOODMARK CORP        COM             03050610        997         15     X         6               15          0          0
AMERICANWEST BANCORPORATION   COM             03058P10     963312      48800     X         11               0      48800          0
AMERICANWEST BANCORPORATION   COM             03058P10         39          2     X         5                2          0          0
AMERICANWEST BANCORPORATION   COM             03058P10      16305        826     X         6              826          0          0
AMERICREDIT CORP              COM             03060R10       3576        210     X         1              210          0          0
AMERICREDIT CORP              COM             03060R10    2599868     152664     X         3           152664          0          0
AMERICREDIT CORP              COM             03060R10    1475019      86613     X         5            85933          0        680
AMERICREDIT CORP              COM             03060R10     146799       8620     X  X      6             8620          0          0
AMERICREDIT CORP              COM             03060R10     741248      43526     X         6            43526          0          0
AMERICAS CAR MART INC         COM             03062T10      32340       1200     X         11               0       1200          0
AMERICAS CAR MART INC         COM             03062T10    4806398     178345     X         3           178345          0          0
AMERICAS CAR MART INC         COM             03062T10     603680      22400     X         6            20400          0       2000
AMERISTAR CASINOS INC         COM             03070Q10    3711040     109960     X         3           109960          0          0
AMERISTAR CASINOS INC         COM             03070Q10      28517        851     X         5              851          0          0
AMERISTAR CASINOS INC         COM             03070Q10       4859        145     X  X      6              145          0          0
AMERISTAR CASINOS INC         COM             03070Q10      99625       2973     X         6                0          0       2973
AMERUS GROUP CO               COM             03072M10    1536286      38074     X         3            38074          0          0
AMERUS GROUP CO               COM             03072M10      21950        544     X         5              200          0        344
AMERUS GROUP CO               COM             03072M10       6738        167     X  X      6              167          0          0
AMERUS GROUP CO               COM             03072M10     409310      10144     X         6            10144          0          0
AMERISOURCEBERGEN CORP        COM             03073E10      11483        210     X         11               0        210          0
AMERISOURCEBERGEN CORP        COM             03073E10   14066821     257178     X         3           257178          0          0
AMERISOURCEBERGEN CORP        COM             03073E10     944870      17280     X         5            15179          0       2101
AMERISOURCEBERGEN CORP        COM             03073E10   11638529     212848     X  X      6           212848          0          0
AMERISOURCEBERGEN CORP        COM             03073E10    3694618      67568     X         6            22753         40      44775
AMERISOURCEBERGEN CORP        COM             03073E10      15037        275     X         7              275          0          0
AMERISERV FINL INC            COM             03074A10      18300       3000     X         5             1500          0       1500
AMERISERV FINL INC            COM             03074A10    1037512     170084     X         6           170084          0          0
AMERITRADE HLDG CORP NEW      COM             03074K10   41641463    2696500     X         3          2696500          0          0
AMERITRADE HLDG CORP NEW      COM             03074K10    1009932      65580     X         5            58450          0       7130
AMERITRADE HLDG CORP NEW      COM             03074K10     361823      23495     X  X      6            19125        364       4006
AMERITRADE HLDG CORP NEW      COM             03074K10    4339150     281763     X         6           216746        977      64040
AMERITRADE HLDG CORP NEW      COM             03074K10      13922        904     X         7              904          0          0
AMERIGAS PARTNERS L P         UNIT L P INT    03097510     134550       4500     X         13               0          0       4500
AMERIGAS PARTNERS L P         UNIT L P INT    03097510     697560      23330     X         5            12401          0      10929
AMERIGAS PARTNERS L P         UNIT L P INT    03097510     542087      18130     X  X      6            17730        400          0
AMERIGAS PARTNERS L P         UNIT L P INT    03097510      20930        700     X         6              700          0          0
AMETEK INC NEW                COM             03110010  100960961    3937635     X         11               0    3937635          0
AMETEK INC NEW                COM             03110010       1077         42     X         13               0          0         42
AMETEK INC NEW                COM             03110010   10063238     392482     X         3           392482          0          0
AMETEK INC NEW                COM             03110010     850761      33181     X         5            33181          0          0
AMETEK INC NEW                COM             03110010     287065      11196     X  X      6            11196          0          0
AMETEK INC NEW                COM             03110010     800481      31220     X         6            28820          0       2400
AMGEN INC                     COM             03116210     811193      13950     X  X      1            13950          0          0
AMGEN INC                     COM             03116210     705708      12136     X         1            12136          0          0
AMGEN INC                     COM             03116210     238997       4110     X         11               0       4110          0
AMGEN INC                     COM             03116210     896731      15421     X         13               0          0      15421
AMGEN INC                     COM             03116210   73794372    1312098     X         3          1312098          0          0
AMGEN INC                     COM             03116210       5989        103     X         4              103          0          0
AMGEN INC                     COM             03116210   31244751     537313     X         5           368056          0     169257
AMGEN INC                     COM             03116210   42552774     731776     X  X      6           645585      36567      49624
AMGEN INC                     COM             03116210  121164655    2083657     X         6          1813569       5040     265048
AMGEN INC                     COM             03116210      57045        981     X  X      7              981          0          0
AMGEN INC                     COM             03116210     248126       4267     X         7             4267          0          0
AMGEN INC                     COM             03116210     209340       3600     X         8             3600          0          0
AMKOR TECHNOLOGY INC          COM             03165210     292600      20000     X         3            20000          0          0
AMKOR TECHNOLOGY INC          COM             03165210     887778      60682     X         5            21325          0      39357
AMKOR TECHNOLOGY INC          COM             03165210     772054      52772     X  X      6            51372       1400          0
AMKOR TECHNOLOGY INC          COM             03165210     544602      37225     X         6            37225          0          0
AMPCO-PITTSBURGH CORP         COM             03203710    4075222     315664     X         3           315664          0          0
AMPHENOL CORP NEW             CL A            03209510     118087       3976     X         13               0          0       3976
AMPHENOL CORP NEW             CL A            03209510     421507      14200     X         3            14200          0          0
AMPHENOL CORP NEW             CL A            03209510    1469972      49494     X         5            47340          0       2154
AMPHENOL CORP NEW             CL A            03209510      32492       1094     X  X      6              894          0        200
AMPHENOL CORP NEW             CL A            03209510     353192      11892     X         6            11892          0          0
AMSOUTH BANCORPORATION        COM             03216510      52780       2245     X         11               0       2245          0
AMSOUTH BANCORPORATION        COM             03216510     626424      26645     X         13               0          0      26645
AMSOUTH BANCORPORATION        COM             03216510    3626852     154564     X         3           154564          0          0
AMSOUTH BANCORPORATION        COM             03216510    2413701     102667     X         5            13202          0      89465
AMSOUTH BANCORPORATION        COM             03216510    5689467     242002     X  X      6           101502       4500     136000
AMSOUTH BANCORPORATION        COM             03216510    3234365     137574     X         6           103454       1000      33120
ANADARKO PETE CORP            COM             03251110      51860       1000     X         11               0       1000          0
ANADARKO PETE CORP            COM             03251110     573053      11050     X         13               0          0      11050
ANADARKO PETE CORP            COM             03251110   23484111     508350     X         3           508350          0          0
ANADARKO PETE CORP            COM             03251110      15558        300     X  X      4              300          0          0
ANADARKO PETE CORP            COM             03251110      10372        200     X         4              200          0          0
ANADARKO PETE CORP            COM             03251110    6213554     119814     X         5            81220          0      38594
ANADARKO PETE CORP            COM             03251110    9209091     177576     X  X      6           157878      16432       3266
ANADARKO PETE CORP            COM             03251110   17858095     344352     X         6           293484        900      49968
ANADARKO PETE CORP            COM             03251110       5186        100     X  X      7              100          0          0
ANADARKO PETE CORP            COM             03251110      35006        675     X         7              675          0          0
ANADARKO PETE CORP            COM             03251110    7374492     142200     X         8           142200          0          0
ANALEX CORP                   COM             03265310     411600     102900     X         5           102900          0          0
ANALOG DEVICES INC            COM             03265410      27366        570     X         11               0        570          0
ANALOG DEVICES INC            COM             03265410   12099528     252584     X         3           252584          0          0
ANALOG DEVICES INC            COM             03265410    2478708      51629     X         5             6189          0      45440
ANALOG DEVICES INC            COM             03265410     353546       7364     X  X      6              360        900       6104
ANALOG DEVICES INC            COM             03265410    4695810      97809     X         6            27122        132      70555
ANALOG DEVICES INC            COM             03265410      14403        300     X         8              300          0          0
ANALOGIC CORP                 COM PAR $0.05   03265720   17741100     390000     X         3           390000          0          0
ANALOGIC CORP                 COM PAR $0.05   03265720     659923      14507     X         5            14507          0          0
ANALYSTS INTL CORP            COM             03268110      32310      11103     X         5            10300          0        803
ANALYSTS INTL CORP            COM             03268110     160050      55000     X  X      6            55000          0          0
ANDERSONS INC                 COM             03416410     863954      45955     X         5            45955          0          0
ANDERSONS INC                 COM             03416410       7520        400     X  X      6              400          0          0
ANDREW CORP                   COM             03442510    5390875     308050     X         11               0     308050          0
ANDREW CORP                   COM             03442510   15552704     944307     X         3           944307          0          0
ANDREW CORP                   COM             03442510    9297383     531279     X         5           528173          0       3106
ANDREW CORP                   COM             03442510      50260       2872     X  X      6             2872          0          0
ANDREW CORP                   COM             03442510    3105515     177458     X         6           122235        100      55123
ANDRX CORP DEL                ANDRX GROUP     03455310    9353493     343900     X         3           343900          0          0
ANDRX CORP DEL                ANDRX GROUP     03455310     511850      18818     X         5             8757          0      10061
ANDRX CORP DEL                ANDRX GROUP     03455310      95146       3498     X  X      6             3098          0        400
ANDRX CORP DEL                ANDRX GROUP     03455310      13437        494     X         6              494          0          0
ANGLO AMERN PLC               ADR             03485P10    8706560     358000     X         3           358000          0          0
ANGLO AMERN PLC               ADR             03485P10      34346       1414     X         5              300          0       1114
ANGLO AMERN PLC               ADR             03485P10       7919        326     X         6              326          0          0
ANGLOGOLD LTD                 SPONSORED ADR   03512820   27443792     649446     X         3           649446          0          0
ANGLOGOLD LTD                 SPONSORED ADR   03512820    3455995      81760     X         5            31034          0      50726
ANGLOGOLD LTD                 SPONSORED ADR   03512820     199303       4715     X  X      6             4715          0          0
ANGLOGOLD LTD                 SPONSORED ADR   03512820     166037       3928     X         6             3928          0          0
ANHEUSER BUSCH COS INC        COM             03522910     303450       5950     X         1             5950          0          0
ANHEUSER BUSCH COS INC        COM             03522910      20400        400     X         11               0        400          0
ANHEUSER BUSCH COS INC        COM             03522910     255867       5017     X         13               0          0       5017
ANHEUSER BUSCH COS INC        COM             03522910   49683508     946111     X         3           946111          0          0
ANHEUSER BUSCH COS INC        COM             03522910       5406        106     X         4              106          0          0
ANHEUSER BUSCH COS INC        COM             03522910   18005040     353040     X         5           192054          0     160986
ANHEUSER BUSCH COS INC        COM             03522910   38385456     752656     X  X      6           694346      25116      33194
ANHEUSER BUSCH COS INC        COM             03522910   70729809    1386859     X         6          1211781       3980     171098
ANHEUSER BUSCH COS INC        COM             03522910       5151        101     X  X      7              101          0          0
ANHEUSER BUSCH COS INC        COM             03522910     171615       3365     X         7             3365          0          0
ANIKA THERAPEUTICS INC        COM             03525510     137200      16550     X         5             2500          0      14050
ANIXTER INTL INC              COM             03529010    7062500     250000     X         3           250000          0          0
ANIXTER INTL INC              COM             03529010     518388      18350     X         5                0          0      18350
ANIXTER INTL INC              COM             03529010     422479      14955     X         6            14955          0          0
ANNALY MTG MGMT INC           COM             03571040       4888        250     X         13               0          0        250
ANNALY MTG MGMT INC           COM             03571040    3421250     175000     X         3           175000          0          0
ANNALY MTG MGMT INC           COM             03571040    1013317      51832     X         5            39642          0      12190
ANNALY MTG MGMT INC           COM             03571040     394441      20176     X  X      6            18941        235       1000
ANNALY MTG MGMT INC           COM             03571040      77868       3983     X         6             3983          0          0
ANNTAYLOR STORES CORP         COM             03611510     102720       2400     X  X      1             2400          0          0
ANNTAYLOR STORES CORP         COM             03611510      42800       1000     X         11               0       1000          0
ANNTAYLOR STORES CORP         COM             03611510   11791829     274531     X         3           274531          0          0
ANNTAYLOR STORES CORP         COM             03611510     898072      20983     X         5            20794          0        189
ANNTAYLOR STORES CORP         COM             03611510      54185       1266     X  X      6             1266          0          0
ANNTAYLOR STORES CORP         COM             03611510    2583750      60368     X         6            48180         25      12163
ANSYS INC                     COM             03662Q10   10677621     267450     X         3           267450          0          0
ANSYS INC                     COM             03662Q10      32944        829     X  X      6              829          0          0
ANSYS INC                     COM             03662Q10     805927      20280     X         6            15560         25       4695
ANTHEM INC                    COM             03674B10     430993       4755     X  X      1             4755          0          0
ANTHEM INC                    COM             03674B10     145930       1610     X         1             1610          0          0
ANTHEM INC                    COM             03674B10   48124439     529649     X         3           529649          0          0
ANTHEM INC                    COM             03674B10       6345         70     X         4               70          0          0
ANTHEM INC                    COM             03674B10   11546086     127384     X         5           115585          0      11799
ANTHEM INC                    COM             03674B10    7368126      81290     X  X      6            70162       2848       8280
ANTHEM INC                    COM             03674B10   42990189     474296     X         6           385211       1157      87928
ANTHEM INC                    COM             03674B10       6435         71     X  X      7               71          0          0
ANTHEM INC                    COM             03674B10     147562       1628     X         7             1628          0          0
ANTEON INTL CORP              COM             03674E10       2889        100     X         3              100          0          0
ANTEON INTL CORP              COM             03674E10       2889        100     X         5                0          0        100
ANTEON INTL CORP              COM             03674E10      64598       2236     X  X      6             2236          0          0
ANTEON INTL CORP              COM             03674E10     260790       9027     X         6             9027          0          0
ANTEON INTL CORP              COM             03674E10       1502         52     X  X      7               52          0          0
ANTHRACITE CAP INC            COM             03702310       7638        600     X         13               0          0        600
ANTHRACITE CAP INC            COM             03702310     427741      33601     X         5            19901          0      13700
ANTIGENICS INC DEL            COM             03703210     496756      46600     X         5            23065          0      23535
ANTIGENICS INC DEL            COM             03703210       2132        200     X  X      6              200          0          0
ANWORTH MORTGAGE ASSET CP     COM             03734710     183247      13127     X         5             5111          0       8016
AON CORP                      COM             03738910    3708672     132923     X         3           132923          0          0
AON CORP                      COM             03738910      11164        400     X         4              400          0          0
AON CORP                      COM             03738910    1794780      64306     X         5            16251          0      48055
AON CORP                      COM             03738910    1846386      66155     X  X      6            48431      17724          0
AON CORP                      COM             03738910    3327653     119228     X         6           116655          0       2573
AON CORP                      COM             03738910       2093         75     X  X      7               75          0          0
AON CORP                      COM             03738910      46470       1665     X         7             1665          0          0
APACHE CORP                   COM             03741110       8634        200     X         1              200          0          0
APACHE CORP                   COM             03741110    1572467      36425     X         11               0      36425          0
APACHE CORP                   COM             03741110      16064        372     X         13               0          0        372
APACHE CORP                   COM             03741110   48395771    1126549     X         3          1126549          0          0
APACHE CORP                   COM             03741110       2461         57     X         4               57          0          0
APACHE CORP                   COM             03741110   12498147     289510     X         5           240565          0      48945
APACHE CORP                   COM             03741110    6668599     154473     X  X      6           137681       2769      14023
APACHE CORP                   COM             03741110   43083746     998002     X         6           892506       2233     103263
APACHE CORP                   COM             03741110      31385        727     X  X      7              727          0          0
APACHE CORP                   COM             03741110     121437       2813     X         7             2813          0          0
APARTMENT INVT & MGMT CO      CL A            03748R10    5096490     163927     X         3           163927          0          0
APARTMENT INVT & MGMT CO      CL A            03748R10     498279      16027     X         5              701          0      15326
APARTMENT INVT & MGMT CO      CL A            03748R10     217630       7000     X  X      6             7000          0          0
APARTMENT INVT & MGMT CO      CL A            03748R10     463117      14896     X         6              258          0      14638
APEX MUN FD INC               COM             03758010     134586      14954     X         5             3036          0      11918
APEX MUN FD INC               COM             03758010      12447       1383     X         6             1383          0          0
APOGEE ENTERPRISES INC        COM             03759810   10837109     880350     X         11               0     880350          0
APOGEE ENTERPRISES INC        COM             03759810    5767000     467721     X         3           467721          0          0
APOGEE ENTERPRISES INC        COM             03759810     481973      39153     X         5            39153          0          0
APOLLO GROUP INC              CL A            03760410     224016       2600     X  X      1             2600          0          0
APOLLO GROUP INC              CL A            03760410       1292         15     X         13               0          0         15
APOLLO GROUP INC              CL A            03760410   94135998    1090911     X         3          1090911          0          0
APOLLO GROUP INC              CL A            03760410       4308         50     X         4               50          0          0
APOLLO GROUP INC              CL A            03760410   15636661     181484     X         5           141796          0      39688
APOLLO GROUP INC              CL A            03760410     777852       9028     X  X      6             7780          0       1248
APOLLO GROUP INC              CL A            03760410   12874458     149425     X         6           105940        295      43190
APOLLO GROUP INC              CL A            03760410       7324         85     X  X      7               85          0          0
APOLLO GROUP INC              CL A            03760410      85126        988     X         7              988          0          0
APOLLO GROUP INC              COM UNV PHOENX  03760420    2184637      25105     X         5            25105          0          0
APOLLO GROUP INC              COM UNV PHOENX  03760420      26106        300     X         6              300          0          0
APOLLO GROUP INC              COM UNV PHOENX  03760420       2611         30     X         7               30          0          0
APOGENT TECHNOLOGIES INC      COM             03760A10     392857      12805     X         13               0          0      12805
APOGENT TECHNOLOGIES INC      COM             03760A10    2770214      90851     X         3            90851          0          0
APOGENT TECHNOLOGIES INC      COM             03760A10    5098801     166193     X         5            31380          0     134813
APOGENT TECHNOLOGIES INC      COM             03760A10      65348       2130     X  X      6             2130          0          0
APOGENT TECHNOLOGIES INC      COM             03760A10     166286       5420     X         6             5420          0          0
APOGEE TECHNOLOGY INC         COM             03760F10     228540      26000     X         6            26000          0          0
APPLE COMPUTER INC            COM             03783310     537123      19864     X         13               0          0      19864
APPLE COMPUTER INC            COM             03783310    3814518     142406     X         3           142406          0          0
APPLE COMPUTER INC            COM             03783310   11860880     438642     X         5           400708          0      37934
APPLE COMPUTER INC            COM             03783310     653178      24156     X  X      6            10156      14000          0
APPLE COMPUTER INC            COM             03783310    1585274      58627     X         6             7994          0      50633
APPLEBEES INTL INC            COM             03789910   56439296    1367231     X         11               0    1367231          0
APPLEBEES INTL INC            COM             03789910   16009528     386085     X         3           386085          0          0
APPLEBEES INTL INC            COM             03789910    1436214      34792     X         5            30210          0       4582
APPLEBEES INTL INC            COM             03789910      28483        690     X  X      6              690          0          0
APPLEBEES INTL INC            COM             03789910    1125706      27270     X         6            21947         23       5300
APRIA HEALTHCARE GROUP INC    COM             03793310    1511431      50498     X         3            50498          0          0
APRIA HEALTHCARE GROUP INC    COM             03793310    1092151      36478     X         5            36378          0        100
APRIA HEALTHCARE GROUP INC    COM             03793310      61108       2041     X         6             2041          0          0
APPLERA CORP                  COM AP BIO GRP  03802010    2459010     123991     X         3           123991          0          0
APPLERA CORP                  COM AP BIO GRP  03802010     145541       7358     X         5             5886          0       1472
APPLERA CORP                  COM AP BIO GRP  03802010     103054       5210     X  X      6             3310          0       1900
APPLERA CORP                  COM AP BIO GRP  03802010     512539      25912     X         6            25566          0        346
APPLERA CORP                  COM CE GEN GRP  03802020     725500      50000     X         3            50000          0          0
APPLERA CORP                  COM CE GEN GRP  03802020     252343      17391     X         5            16436          0        955
APPLERA CORP                  COM CE GEN GRP  03802020      15961       1100     X         6              100          0       1000
APPLIED FILMS CORP            COM             03819710    6996846     249000     X         3           249000          0          0
APPLIED FILMS CORP            COM             03819710      91033       3250     X         5             3175          0         75
APPLIED FILMS CORP            COM             03819710      47393       1692     X  X      6             1692          0          0
APPLIED FILMS CORP            COM             03819710    1024718      36584     X         6            33748         36       2800
APPLIED MATLS INC             COM             03822210      76361       3580     X         11               0       3580          0
APPLIED MATLS INC             COM             03822210      12371        580     X         13               0          0        580
APPLIED MATLS INC             COM             03822210   52064549    2420872     X         3          2420872          0          0
APPLIED MATLS INC             COM             03822210       1962         92     X         4               92          0          0
APPLIED MATLS INC             COM             03822210   11600193     543844     X         5           279931          0     263913
APPLIED MATLS INC             COM             03822210   17894462     838934     X  X      6           727636      36044      75254
APPLIED MATLS INC             COM             03822210   31540351    1478685     X         6           968887       1450     508348
APPLIED MATLS INC             COM             03822210    1992222      93400     X         8            93400          0          0
APPLIED MICRO CIRCUITS CORP   COM             03822W10        434         76     X         13               0          0         76
APPLIED MICRO CIRCUITS CORP   COM             03822W10     673376     117094     X         3           117094          0          0
APPLIED MICRO CIRCUITS CORP   COM             03822W10     316682      55461     X         5            49622          0       5839
APPLIED MICRO CIRCUITS CORP   COM             03822W10      99011      17340     X  X      6            15640          0       1700
APPLIED MICRO CIRCUITS CORP   COM             03822W10      80226      14050     X         6            14050          0          0
APPLIED SIGNAL TECHNOLOGY IN  COM             03823710    3443932     126059     X         3           126059          0          0
APPLIED SIGNAL TECHNOLOGY IN  COM             03823710       7678        280     X         5                0          0        280
APPLIED SIGNAL TECHNOLOGY IN  COM             03823710      93584       3413     X         6                0          0       3413
APTARGROUP INC                COM             03833610   82094554    2137879     X         11               0    2137879          0
APTARGROUP INC                COM             03833610       1882         49     X         13               0          0         49
APTARGROUP INC                COM             03833610    7357440     191600     X         3           191600          0          0
APTARGROUP INC                COM             03833610     624823      16271     X         5            15895          0        376
APTARGROUP INC                COM             03833610     102950       2681     X         6             2681          0          0
APTARGROUP INC                COM             03833610       2803         73     X  X      7               73          0          0
AQUA AMERICA INC              COM             03836W10    8017828     369826     X         3           369826          0          0
AQUA AMERICA INC              COM             03836W10    3845903     177394     X         5           158178          0      19216
AQUA AMERICA INC              COM             03836W10    4139211     190923     X  X      6           170923          0      20000
AQUA AMERICA INC              COM             03836W10     520537      24010     X         6            24010          0          0
AQUANTIVE INC                 COM             03839G10     411466      42861     X         5             1000          0      41861
AQUILA INC                    COM             03840P10       5021       1066     X         13               0          0       1066
AQUILA INC                    COM             03840P10     893346     189670     X         3           189670          0          0
AQUILA INC                    COM             03840P10    1055105     224014     X         5           204415          0      19599
AQUILA INC                    COM             03840P10       4173        886     X  X      6              537          0        349
AQUILA INC                    COM             03840P10      10598       2250     X         6             2250          0          0
ARACRUZ CELULOSE S A          SPON ADR PFD B  03849620      13961        365     X         13               0          0        365
ARACRUZ CELULOSE S A          SPON ADR PFD B  03849620     382500      10000     X         3            10000          0          0
ARACRUZ CELULOSE S A          SPON ADR PFD B  03849620     118116       3088     X         5             2908          0        180
ARAMARK CORP                  CL B            03852110     351506      12824     X         5            11524          0       1300
ARAMARK CORP                  CL B            03852110    5565107     203032     X         6           203032          0          0
ARBITRON INC                  COM             03875Q10       5435        135     X         5              135          0          0
ARBITRON INC                  COM             03875Q10       7046        175     X  X      6              175          0          0
ARBITRON INC                  COM             03875Q10     311814       7745     X         6             7745          0          0
ARCADIS N V                   NY REGISTRY SH  03923E10     326015      26398     X         5            26398          0          0
ARCH CHEMICALS INC            COM             03937R10   13303133     471241     X         3           471241          0          0
ARCH CHEMICALS INC            COM             03937R10     131100       4644     X         5                0          0       4644
ARCH CHEMICALS INC            COM             03937R10     198118       7018     X  X      6             6868        150          0
ARCH CHEMICALS INC            COM             03937R10      73680       2610     X         6                0          0       2610
ARCH COAL INC                 COM             03938010       1570         50     X         13               0          0         50
ARCH COAL INC                 COM             03938010    1606195      51169     X         3            51169          0          0
ARCH COAL INC                 COM             03938010    1596056      50846     X         5            43035          0       7811
ARCH COAL INC                 COM             03938010      68430       2180     X  X      6             2180          0          0
ARCH COAL INC                 COM             03938010     984202      31354     X         6            31354          0          0
ARCHER DANIELS MIDLAND CO     COM             03948310       8435        500     X         13               0          0        500
ARCHER DANIELS MIDLAND CO     COM             03948310   24050514    1536554     X         3          1536554          0          0
ARCHER DANIELS MIDLAND CO     COM             03948310    5856555     347158     X         5           306836          0      40322
ARCHER DANIELS MIDLAND CO     COM             03948310    2151667     127544     X  X      6            46983      11699      68862
ARCHER DANIELS MIDLAND CO     COM             03948310    7857118     465745     X         6           150647          0     315098
ARCHSTONE SMITH TR            COM             03958310      50167       1700     X         11               0       1700          0
ARCHSTONE SMITH TR            COM             03958310     207780       7041     X         5             2295          0       4746
ARCHSTONE SMITH TR            COM             03958310     188480       6387     X  X      6             6387          0          0
ARCHSTONE SMITH TR            COM             03958310     138136       4681     X         6             4681          0          0
ARCHSTONE SMITH TR            COM             03958310      11804        400     X         7              400          0          0
ARGONAUT GROUP INC            COM             04015710    6218186     324400     X         3           324400          0          0
ARGONAUT GROUP INC            COM             04015710      26288       1372     X  X      6             1372          0          0
ARGONAUT GROUP INC            COM             04015710     952808      49729     X         6            46082         47       3600
ARGONAUT TECHNOLOGIES INC     COM             04017510      21666      15700     X         5                0          0      15700
ARIAD PHARMACEUTICALS INC     COM             04033A10     461170      48290     X         5            48290          0          0
ARIBA INC                     COM             04033V10      69861      24686     X         5            24086          0        600
ARIBA INC                     COM             04033V10        849        300     X  X      6              300          0          0
ARIBA INC                     COM             04033V10      20518       7250     X         6             7000        250          0
ARKANSAS BEST CORP DEL        COM             04079010     426400      16000     X         11               0      16000          0
ARKANSAS BEST CORP DEL        COM             04079010   24537015     915902     X         3           915902          0          0
ARKANSAS BEST CORP DEL        COM             04079010     218530       8200     X         5                0          0       8200
ARKANSAS BEST CORP DEL        COM             04079010      90583       3399     X         6                0          0       3399
ARMOR HOLDINGS INC            COM             04226010     849147      25654     X         5            18949          0       6705
ARMOR HOLDINGS INC            COM             04226010      22773        688     X         6              688          0          0
ARRIS GROUP INC               COM             04269Q10      66457       7271     X         5             3700          0       3571
ARRIS GROUP INC               COM             04269Q10     304499      33315     X         6            33315          0          0
ARROW ELECTRS INC             COM             04273510  108764814    4271988     X         11               0    4271988          0
ARROW ELECTRS INC             COM             04273510   13292259     520007     X         3           520007          0          0
ARROW ELECTRS INC             COM             04273510     149577       5875     X         5             3793          0       2082
ARROW ELECTRS INC             COM             04273510      79715       3131     X  X      6             3131          0          0
ARROW ELECTRS INC             COM             04273510    1280842      50308     X         6            48008          0       2300
ARROW INTL INC                COM             04276410       2391         80     X         13               0          0         80
ARROW INTL INC                COM             04276410       2989        100     X         5                0          0        100
ARROW INTL INC                COM             04276410    1989927      66575     X  X      6            49975      16400        200
ARROW INTL INC                COM             04276410      35868       1200     X         6              800          0        400
ARVINMERITOR INC              COM             04335310   22048977    1111900     X         11               0    1111900          0
ARVINMERITOR INC              COM             04335310    1339715      67560     X         3            67560          0          0
ARVINMERITOR INC              COM             04335310      34246       1727     X         5             1105          0        622
ARVINMERITOR INC              COM             04335310     105059       5298     X  X      6             3132          0       2166
ARVINMERITOR INC              COM             04335310      59649       3008     X         6             2909         99          0
ASCENTIAL SOFTWARE CORP       COM NEW         04362P20    1410873      64628     X         3            64628          0          0
ASCENTIAL SOFTWARE CORP       COM NEW         04362P20     115733       5304     X         5             4287          0       1017
ASCENTIAL SOFTWARE CORP       COM NEW         04362P20        131          6     X         6                6          0          0
ASHANTI GOLDFIELDS LTD        GLOB DEP RCPT   04374320     363803      29918     X         5            29918          0          0
ASHANTI GOLDFIELDS LTD        GLOB DEP RCPT   04374320      24320       2000     X  X      6             2000          0          0
ASHLAND INC                   COM             04420410       9298        200     X         13               0          0        200
ASHLAND INC                   COM             04420410    1216597      26169     X         3            26169          0          0
ASHLAND INC                   COM             04420410     319479       6872     X         5             3858          0       3014
ASHLAND INC                   COM             04420410      35751        769     X  X      6              669         50         50
ASHLAND INC                   COM             04420410    1609112      34612     X         6            34612          0          0
ASIA TIGERS FD INC            COM             04516T10     567761      52668     X         5            34983          0      17685
ASIA TIGERS FD INC            COM             04516T10    2067840     191822     X         9           191822          0          0
ASK JEEVES INC                COM             04517410      14292        400     X         13               0          0        400
ASK JEEVES INC                COM             04517410    2474356      69300     X         3            69300          0          0
ASK JEEVES INC                COM             04517410      18222        510     X         5              200          0        310
ASK JEEVES INC                COM             04517410       5538        155     X  X      6              155          0          0
ASK JEEVES INC                COM             04517410     452342      12660     X         6            11860          0        800
ASK JEEVES INC                COM             04517410       2680         75     X         7               75          0          0
ASIAINFO HLDGS INC            COM             04518A10     978000     150000     X         3           150000          0          0
ASIAINFO HLDGS INC            COM             04518A10      16601       2550     X         5              200          0       2350
ASPECT COMMUNICATIONS CORP    COM             04523Q10    5235880     334134     X         3           334134          0          0
ASPECT COMMUNICATIONS CORP    COM             04523Q10      18491       1180     X         5              180          0       1000
ASPECT COMMUNICATIONS CORP    COM             04523Q10       7052        450     X  X      6              450          0          0
ASPECT COMMUNICATIONS CORP    COM             04523Q10     141406       9024     X         6                0          0       9024
ASPEN TECHNOLOGY INC          COM             04532710    3178130     389000     X         3           389000          0          0
ASPEN TECHNOLOGY INC          COM             04532710       1634        200     X         5                0          0        200
ASPEN TECHNOLOGY INC          COM             04532710     392160      48000     X         6            43700          0       4300
ASSOCIATED BANC CORP          COM             04548710   42739200     954213     X         11               0     954213          0
ASSOCIATED BANC CORP          COM             04548710   12766135     284130     X         3           284130          0          0
ASSOCIATED BANC CORP          COM             04548710     566267      12643     X         5             3208          0       9435
ASSOCIATED BANC CORP          COM             04548710      31622        706     X  X      6              706          0          0
ASSOCIATED BANC CORP          COM             04548710     545632      12182     X         6            10782          0       1400
ASSURANT INC                  COM             04621X10       6288        250     X         13               0          0        250
ASSURANT INC                  COM             04621X10     598570      23800     X         6            23800          0          0
ASTA FDG INC                  COM             04622010    7934949     414312     X         3           414312          0          0
ASTA FDG INC                  COM             04622010      24831       1296     X  X      6             1296          0          0
ASTA FDG INC                  COM             04622010    1085663      56663     X         6            51817         44       4802
ASTORIA FINL CORP             COM             04626510       2662         70     X         1               70          0          0
ASTORIA FINL CORP             COM             04626510    2945842      77461     X         3            77461          0          0
ASTORIA FINL CORP             COM             04626510     751815      19769     X         5            18765          0       1004
ASTORIA FINL CORP             COM             04626510     265830       6990     X  X      6             6990          0          0
ASTORIA FINL CORP             COM             04626510    1149076      30215     X         6            25105          0       5110
ASTRAZENECA PLC               SPONSORED ADR   04635310      70095       1500     X         1             1500          0          0
ASTRAZENECA PLC               SPONSORED ADR   04635310   58918151    1258504     X         3          1258504          0          0
ASTRAZENECA PLC               SPONSORED ADR   04635310    1323207      28316     X         5             9119          0      19197
ASTRAZENECA PLC               SPONSORED ADR   04635310     203416       4353     X  X      6             4353          0          0
ASTRAZENECA PLC               SPONSORED ADR   04635310     282109       6037     X         6             6037          0          0
ASYST TECHNOLOGY CORP         COM             04648X10    3252644     392200     X         3           392200          0          0
ASYST TECHNOLOGY CORP         COM             04648X10      14995       1822     X  X      6             1822          0          0
ASYST TECHNOLOGY CORP         COM             04648X10     506853      61586     X         6            56525         61       5000
ATHEROGENICS INC              COM             04743910   10395170     451000     X         3           451000          0          0
ATHEROGENICS INC              COM             04743910     104996       4591     X         5                0          0       4591
ATHEROGENICS INC              COM             04743910      48050       2101     X  X      6             2101          0          0
ATHEROGENICS INC              COM             04743910    1463794      64005     X         6            58883         72       5050
ATLANTIC AMERN CORP           COM             04820910      45300      15000     X  X      6            15000          0          0
ATLANTIC AMERN CORP           COM             04820910     304283     100756     X         6           100756          0          0
ATLAS PIPELINE PARTNERS LP    UNIT L P INT    04939210     561821      14035     X         5                0          0      14035
ATMEL CORP                    COM             04951310      26000       4000     X         11               0       4000          0
ATMEL CORP                    COM             04951310       1183        182     X         13               0          0        182
ATMEL CORP                    COM             04951310    9628945    1481366     X         3          1481366          0          0
ATMEL CORP                    COM             04951310    1450222     223111     X         5           216021          0       7090
ATMEL CORP                    COM             04951310      28327       4358     X  X      6             4358          0          0
ATMEL CORP                    COM             04951310      12318       1895     X         6             1895          0          0
ATMOS ENERGY CORP             COM             04956010    1554656      60800     X         11               0      60800          0
ATMOS ENERGY CORP             COM             04956010     835423      32672     X         5              802          0      31870
ATMOS ENERGY CORP             COM             04956010     283418      11084     X  X      6            11084          0          0
ATMOS ENERGY CORP             COM             04956010      35798       1400     X         6             1400          0          0
ATRION CORP                   COM             04990410      47700       1200     X  X      6             1200          0          0
ATRION CORP                   COM             04990410     360811       9077     X         6             9077          0          0
ATWOOD OCEANICS INC           COM             05009510   19013851     534247     X         3           534247          0          0
ATWOOD OCEANICS INC           COM             05009510     112109       3150     X         5             3150          0          0
ATWOOD OCEANICS INC           COM             05009510      93317       2622     X         6             1622          0       1000
AUGUST TECHNOLOGY CORP        COM             05106U10    3489000     232600     X         3           232600          0          0
AUGUST TECHNOLOGY CORP        COM             05106U10      15180       1010     X         5                0          0       1010
AUGUST TECHNOLOGY CORP        COM             05106U10     429858      28600     X         6            26000          0       2600
AUTHENTIDATE HLDG CORP        COM             05266610     265864      19900     X         5            16800          0       3100
AUTODESK INC                  COM             05276910    3375085     149824     X         3           149824          0          0
AUTODESK INC                  COM             05276910    1564401      49632     X         5            43154          0       6478
AUTODESK INC                  COM             05276910        820         26     X         6               26          0          0
AUTOLIV INC                   COM             05280010   49653419    1207800     X         3          1207800          0          0
AUTOLIV INC                   COM             05280010    1770032      43172     X         5            30883          0      12289
AUTOLIV INC                   COM             05280010     162032       3952     X  X      6             3358        288        306
AUTOLIV INC                   COM             05280010    1858981      45341     X         6            33585          0      11756
AUTOMATIC DATA PROCESSING IN  COM             05301510    7177380     170890     X         11               0     170890          0
AUTOMATIC DATA PROCESSING IN  COM             05301510     377580       8990     X         13               0          0       8990
AUTOMATIC DATA PROCESSING IN  COM             05301510   10587902     222855     X         3           222855          0          0
AUTOMATIC DATA PROCESSING IN  COM             05301510   13079550     311418     X         5           212795          0      98623
AUTOMATIC DATA PROCESSING IN  COM             05301510   59434704    1415112     X  X      6          1350227      22110      42775
AUTOMATIC DATA PROCESSING IN  COM             05301510   28316694     674207     X         6           607620       2975      63612
AUTOMATIC DATA PROCESSING IN  COM             05301510       8190        195     X         7              195          0          0
AUTONATION INC                COM             05329W10    1788016     104869     X         3           104869          0          0
AUTONATION INC                COM             05329W10      93127       5462     X         5             4425          0       1037
AUTONATION INC                COM             05329W10      32139       1885     X  X      6             1885          0          0
AUTONATION INC                COM             05329W10     857854      50314     X         6             7675          0      42639
AUTOZONE INC                  COM             05333210    2846565      33156     X         3            33156          0          0
AUTOZONE INC                  COM             05333210    2584172      30059     X         5            28382          0       1677
AUTOZONE INC                  COM             05333210      14615        170     X  X      6              170          0          0
AUTOZONE INC                  COM             05333210    1224729      14246     X         6             2055          0      12191
AVALONBAY CMNTYS INC          COM             05348410      16074        300     X         13               0          0        300
AVALONBAY CMNTYS INC          COM             05348410     165080       3081     X         5               20          0       3061
AVALONBAY CMNTYS INC          COM             05348410     508796       9496     X  X      6             7843        153       1500
AVALONBAY CMNTYS INC          COM             05348410     215231       4017     X         6             4017          0          0
AVANIR PHARMACEUTICALS        CL A            05348P10      36960      21000     X         5            20000          0       1000
AVANEX CORP                   COM             05348W10     125626      29080     X         5             2300          0      26780
AVAYA INC                     COM             05349910        858         54     X  X      1               54          0          0
AVAYA INC                     COM             05349910      78924       4970     X         13               0          0       4970
AVAYA INC                     COM             05349910    9128936     565667     X         3           565667          0          0
AVAYA INC                     COM             05349910       4510        284     X         4              284          0          0
AVAYA INC                     COM             05349910     751648      47333     X         5            41722          0       5611
AVAYA INC                     COM             05349910     625954      39418     X  X      6            31151       2176       6091
AVAYA INC                     COM             05349910    6491305     408772     X         6           316955        877      90940
AVAYA INC                     COM             05349910       4002        252     X  X      7              252          0          0
AVAYA INC                     COM             05349910      41367       2605     X         7             2605          0          0
AVENTIS                       SPONSORED ADR   05356110   11952864     160001     X         3           160001          0          0
AVENTIS                       SPONSORED ADR   05356110     540915       7034     X         5             1782          0       5252
AVENTIS                       SPONSORED ADR   05356110     268612       3493     X  X      6             3493          0          0
AVENTIS                       SPONSORED ADR   05356110     635117       8259     X         6             8049          0        210
AVENTIS                       SPONSORED ADR   05356110      12073        157     X         7              157          0          0
AVERY DENNISON CORP           COM             05361110     463465       7450     X  X      1             7450          0          0
AVERY DENNISON CORP           COM             05361110    1277793      20540     X         1            20540          0          0
AVERY DENNISON CORP           COM             05361110     380725       6120     X         13               0          0       6120
AVERY DENNISON CORP           COM             05361110    2793291      41590     X         3            41590          0          0
AVERY DENNISON CORP           COM             05361110    1958716      31486     X         5            21559          0       9927
AVERY DENNISON CORP           COM             05361110    5655076      90903     X  X      6            49253       4295      37355
AVERY DENNISON CORP           COM             05361110    5691531      91489     X         6            84201        100       7188
AVICI SYS INC                 COM NEW         05367L80     349692      25340     X         5            25340          0          0
AVID TECHNOLOGY INC           COM             05367P10       6920        150     X         13               0          0        150
AVID TECHNOLOGY INC           COM             05367P10       4613        100     X         3              100          0          0
AVID TECHNOLOGY INC           COM             05367P10    1356407      29404     X         5            11380          0      18024
AVID TECHNOLOGY INC           COM             05367P10       9226        200     X  X      6              200          0          0
AVID TECHNOLOGY INC           COM             05367P10      35520        770     X         6              770          0          0
AVISTA CORP                   COM             05379B10      35399       1871     X         5             1501          0        370
AVISTA CORP                   COM             05379B10      87562       4628     X  X      6             4328          0        300
AVISTA CORP                   COM             05379B10      75150       3972     X         6             3972          0          0
AVNET INC                     COM             05380710      39184       1600     X         11               0       1600          0
AVNET INC                     COM             05380710    3095903     126415     X         3           126415          0          0
AVNET INC                     COM             05380710     232239       9483     X         5              818          0       8665
AVNET INC                     COM             05380710     161242       6584     X  X      6             6120          0        464
AVNET INC                     COM             05380710     240614       9825     X         6             9825          0          0
AVOCENT CORP                  COM             05389310    1707350      46408     X         3            46408          0          0
AVOCENT CORP                  COM             05389310      22104        600     X         5                0          0        600
AVOCENT CORP                  COM             05389310       4605        125     X  X      6              125          0          0
AVOCENT CORP                  COM             05389310    1303178      35374     X         6            35374          0          0
AVON PRODS INC                COM             05430310     303480       4000     X         1             4000          0          0
AVON PRODS INC                COM             05430310      30348        400     X         11               0        400          0
AVON PRODS INC                COM             05430310     399456       5265     X         13               0          0       5265
AVON PRODS INC                COM             05430310   17648827     232671     X         3           232671          0          0
AVON PRODS INC                COM             05430310    7389814      97401     X         5            73810          0      23591
AVON PRODS INC                COM             05430310    4408350      58104     X  X      6            45483       1545      11076
AVON PRODS INC                COM             05430310   17347979     228654     X         6           180273        315      48066
AVON PRODS INC                COM             05430310       5463         72     X         7               72          0          0
AXA                           SPONSORED ADR   05453610     380381      18122     X         5             1699          0      16423
AXA                           SPONSORED ADR   05453610      75448       3594     X  X      6             3594          0          0
AXA                           SPONSORED ADR   05453610      64817       3088     X         6             2338          0        750
AXCELIS TECHNOLOGIES INC      COM             05454010    1473400     132500     X         3           132500          0          0
AXCELIS TECHNOLOGIES INC      COM             05454010     983386      88434     X         5            44246          0      44188
AXCELIS TECHNOLOGIES INC      COM             05454010     135820      12214     X  X      6            11420        794          0
AXCELIS TECHNOLOGIES INC      COM             05454010     420536      37818     X         6            35815          0       2003
BB&T CORP                     COM             05493710     955924      27080     X  X      1            23780       3300          0
BB&T CORP                     COM             05493710    1232853      34925     X         1            34925          0          0
BB&T CORP                     COM             05493710     520675      14750     X         11               0      14750          0
BB&T CORP                     COM             05493710    7271835     206001     X         3           206001          0          0
BB&T CORP                     COM             05493710       3530        100     X  X      4              100          0          0
BB&T CORP                     COM             05493710    4624303     131000     X         5            25857          0     105143
BB&T CORP                     COM             05493710   21228149     601364     X  X      6           532207      59800       9357
BB&T CORP                     COM             05493710   41605048    1178613     X         6          1009803      61126     107684
BB&T CORP                     COM             05493710     312052       8840     X         7             8840          0          0
B A S F  A G                  SPONSORED ADR   05526250    3655132      71000     X         3            71000          0          0
B A S F  A G                  SPONSORED ADR   05526250      10527        206     X  X      4              206          0          0
B A S F  A G                  SPONSORED ADR   05526250     133320       2609     X         5             1964          0        645
B A S F  A G                  SPONSORED ADR   05526250      22740        445     X  X      6              445          0          0
B A S F  A G                  SPONSORED ADR   05526250     697617      13652     X         6            13652          0          0
B A S F  A G                  SPONSORED ADR   05526250       7307        143     X  X      7              143          0          0
B A S F  A G                  SPONSORED ADR   05526250       3219         63     X         7               63          0          0
BCE INC                       COM             05534B10      99780       5400     X         3             5400          0          0
BCE INC                       COM             05534B10     174444       8295     X         5             4551          0       3744
BCE INC                       COM             05534B10     100944       4800     X  X      6             4800          0          0
BCE INC                       COM             05534B10     781012      37138     X         6            36138       1000          0
BEI TECHNOLOGIES INC          COM             05538P10     227906      10220     X         5            10020          0        200
BEI TECHNOLOGIES INC          COM             05538P10       1182         53     X         6               53          0          0
BHP BILLITON PLC              SPONSORED ADR   05545E20    1200764     153669     X         3           153669          0          0
BHP BILLITON PLC              SPONSORED ADR   05545E20       1070         58     X         6               58          0          0
BISYS GROUP INC               COM             05547210    1960434     116971     X         3           116971          0          0
BISYS GROUP INC               COM             05547210      34308       2047     X         5              727          0       1320
BISYS GROUP INC               COM             05547210     183824      10968     X  X      6            10968          0          0
BISYS GROUP INC               COM             05547210     983477      58680     X         6            58680          0          0
BJ SVCS CO                    COM             05548210     809062      18698     X         13               0          0      18698
BJ SVCS CO                    COM             05548210    3172857      73990     X         3            73990          0          0
BJ SVCS CO                    COM             05548210   11515618     266134     X         5             7980          0     258154
BJ SVCS CO                    COM             05548210     132796       3069     X  X      6             1969       1100          0
BJ SVCS CO                    COM             05548210    4037221      93303     X         6            93303          0          0
BJ SVCS CO                    COM             05548210       5192        120     X         7              120          0          0
BJS WHOLESALE CLUB INC        COM             05548J10      76732       3015     X         11               0       3015          0
BJS WHOLESALE CLUB INC        COM             05548J10   10162567     399315     X         3           399315          0          0
BJS WHOLESALE CLUB INC        COM             05548J10     100960       3967     X         5             2544          0       1423
BJS WHOLESALE CLUB INC        COM             05548J10      12725        500     X  X      6              500          0          0
BJS WHOLESALE CLUB INC        COM             05548J10       7635        300     X         6              300          0          0
BOC GROUP PLC                 SPONSORED ADR   05561760      41662       1256     X         5              575          0        681
BOC GROUP PLC                 SPONSORED ADR   05561760        995         30     X  X      6               30          0          0
BOC GROUP PLC                 SPONSORED ADR   05561760     528896      15945     X         6            15945          0          0
BP PLC                        SPONSORED ADR   05562210    2254336      44030     X  X      1            42708       1322          0
BP PLC                        SPONSORED ADR   05562210    2189158      42757     X         1            42757          0          0
BP PLC                        SPONSORED ADR   05562210     157901       3084     X         11               0       3084          0
BP PLC                        SPONSORED ADR   05562210     228045       4454     X         13               0          0       4454
BP PLC                        SPONSORED ADR   05562210  116001567    3181258     X         3          3181258          0          0
BP PLC                        SPONSORED ADR   05562210      27034        528     X  X      4              528          0          0
BP PLC                        SPONSORED ADR   05562210       6349        124     X         4              124          0          0
BP PLC                        SPONSORED ADR   05562210   21636659     422591     X         5           190961          0     231630
BP PLC                        SPONSORED ADR   05562210  153350810    2995133     X  X      6          2696302     165529     133302
BP PLC                        SPONSORED ADR   05562210  109654724    2141694     X         6          1981123       7031     153540
BP PLC                        SPONSORED ADR   05562210      45005        879     X  X      7              879          0          0
BP PLC                        SPONSORED ADR   05562210     123238       2407     X         7             2407          0          0
BP PLC                        SPONSORED ADR   05562210    2186240      42700     X         8            42700          0          0
BRE PROPERTIES INC            CL A            05564E10     184161       5366     X         5             3981          0       1385
BRE PROPERTIES INC            CL A            05564E10     379922      11070     X  X      6             2800          0       8270
BRE PROPERTIES INC            CL A            05564E10      68640       2000     X         6             2000          0          0
BT GROUP PLC                  ADR             05577E10    2942127     552279     X         3           552279          0          0
BT GROUP PLC                  ADR             05577E10     307290       9203     X         5             6087          0       3116
BT GROUP PLC                  ADR             05577E10     135630       4062     X  X      6             3160          0        902
BT GROUP PLC                  ADR             05577E10     118234       3541     X         6             3541          0          0
BMC SOFTWARE INC              COM             05592110       3910        200     X         13               0          0        200
BMC SOFTWARE INC              COM             05592110    5021750     256867     X         3           256867          0          0
BMC SOFTWARE INC              COM             05592110     938498      48005     X         5            19263          0      28742
BMC SOFTWARE INC              COM             05592110     149303       7637     X  X      6             1569          0       6068
BMC SOFTWARE INC              COM             05592110    1836312      93929     X         6            10307          0      83622
BAKER HUGHES INC              COM             05722410    4984591     126072     X         3           126072          0          0
BAKER HUGHES INC              COM             05722410     731570      20054     X         5            15729          0       4325
BAKER HUGHES INC              COM             05722410     410546      11254     X  X      6             7924       1980       1350
BAKER HUGHES INC              COM             05722410    2216160      60750     X         6            59433          0       1317
BAKER HUGHES INC              COM             05722410    3454656      94700     X         8            94700          0          0
BALDOR ELEC CO                COM             05774110      39066       1700     X         5                0          0       1700
BALDOR ELEC CO                COM             05774110     160860       7000     X  X      6             7000          0          0
BALDOR ELEC CO                COM             05774110      47798       2080     X         6             2080          0          0
BALL CORP                     COM             05849810   26986947     426479     X         3           426479          0          0
BALL CORP                     COM             05849810    8039792     118616     X         5           114886          0       3730
BALL CORP                     COM             05849810    1614655      23822     X  X      6             8720       1200      13902
BALL CORP                     COM             05849810    5473371      80752     X         6            23374          0      57378
BALLARD PWR SYS INC           COM             05858H10      63822       6600     X         5             1700          0       4900
BALLARD PWR SYS INC           COM             05858H10      12571       1300     X  X      6             1200          0        100
BALLARD PWR SYS INC           COM             05858H10      29010       3000     X         6             3000          0          0
BALLARD PWR SYS INC           COM             05858H10        967        100     X  X      7              100          0          0
BALLARD PWR SYS INC           COM             05858H10       4835        500     X         7              500          0          0
BALLY TOTAL FITNESS HLDG COR  COM             05873K10      17287       2950     X         5              100          0       2850
BALLY TOTAL FITNESS HLDG COR  COM             05873K10     468800      80000     X  X      6            80000          0          0
BANCO BRADESCO S A            SP ADR PFD NEW  05946020     305805      14308     X         3            14308          0          0
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10     205143      21200     X         3            21200          0          0
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10     516034      38858     X         5             9991          0      28867
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10      67130       5055     X  X      6             3042          0       2013
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10     184087      13862     X         6            13862          0          0
BANCO ITAU HLDG FINANCIERA S  SP ADR 500 PFD  05960220    5511440   16274768     X         3         16274768          0          0
BANCO SANTANDER CENT HISPANO  ADR             05964H10     625355      67900     X         3            67900          0          0
BANCO SANTANDER CENT HISPANO  ADR             05964H10      47906       4363     X         5                1          0       4362
BANCO SANTANDER CENT HISPANO  ADR             05964H10     803681      73195     X         6            69749          0       3446
BANCROFT CONV FD INC          COM             05969510    1634771      84310     X         5            82485          0       1825
BANCROFT CONV FD INC          COM             05969510      25692       1325     X  X      6             1325          0          0
BANCROFT CONV FD INC          COM             05969510      25129       1296     X         6             1296          0          0
BANDAG INC                    COM             05981510     932640      18739     X         3            18739          0          0
BANDAG INC                    COM             05981510     497501       9996     X         5             9736          0        260
BANK OF AMERICA CORPORATION   COM             06050510    2863696      35363     X  X      1            34303       1060          0
BANK OF AMERICA CORPORATION   COM             06050510    3074892      37971     X         1            37971          0          0
BANK OF AMERICA CORPORATION   COM             06050510     142363       1758     X         11               0       1758          0
BANK OF AMERICA CORPORATION   COM             06050510     428567       5292     X         13               0          0       5292
BANK OF AMERICA CORPORATION   COM             06050510  211947344    2657073     X         3          2657073          0          0
BANK OF AMERICA CORPORATION   COM             06050510      24294        300     X  X      4              300          0          0
BANK OF AMERICA CORPORATION   COM             06050510      37413        462     X         4              462          0          0
BANK OF AMERICA CORPORATION   COM             06050510   36075782     445490     X         5           288647          0     156843
BANK OF AMERICA CORPORATION   COM             06050510  158538919    1957754     X  X      6          1650403     189185     118166
BANK OF AMERICA CORPORATION   COM             06050510  240650825    2971732     X         6          2552483      12532     406717
BANK OF AMERICA CORPORATION   COM             06050510      81304       1004     X  X      7             1004          0          0
BANK OF AMERICA CORPORATION   COM             06050510     301893       3728     X         7             3728          0          0
BANK OF AMERICA CORPORATION   COM             06050510    4195169      51805     X         8            51805          0          0
BANK OF GRANITE CORP          COM             06240110     223711      10823     X         5              625          0      10198
BANK OF GRANITE CORP          COM             06240110    1638098      79250     X  X      6            79250          0          0
BANK OF GRANITE CORP          COM             06240110    3002090     145239     X         6           145239          0          0
BANK HAWAII CORP              COM             06254010    2462810      53158     X         3            53158          0          0
BANK HAWAII CORP              COM             06254010     238461       5147     X         5             5147          0          0
BANK HAWAII CORP              COM             06254010     202925       4380     X         6             4380          0          0
BANK MUTUAL CORP NEW          COM             06375010     123090      11000     X         5            11000          0          0
BANK MUTUAL CORP NEW          COM             06375010     188686      16862     X         6            16862          0          0
BANK OF THE OZARKS INC        COM             06390410    1685399      61176     X         5            61176          0          0
BANK OF THE OZARKS INC        COM             06390410       2755        100     X  X      6              100          0          0
BANK NEW YORK INC             COM             06405710     312480       9920     X  X      1             9920          0          0
BANK NEW YORK INC             COM             06405710     689535      21890     X         1            21890          0          0
BANK NEW YORK INC             COM             06405710     154350       4900     X         11               0       4900          0
BANK NEW YORK INC             COM             06405710     135072       4288     X         13               0          0       4288
BANK NEW YORK INC             COM             06405710   33352401    1027581     X         3          1027581          0          0
BANK NEW YORK INC             COM             06405710       4568        145     X         4              145          0          0
BANK NEW YORK INC             COM             06405710    4544586     144273     X         5           129944          0      14329
BANK NEW YORK INC             COM             06405710    8725280     276993     X  X      6           268753       6440       1800
BANK NEW YORK INC             COM             06405710   11039994     350476     X         6           309103          0      41373
BANK NEW YORK INC             COM             06405710       8190        260     X  X      7              260          0          0
BANK NEW YORK INC             COM             06405710      53330       1693     X         7             1693          0          0
BANK ONE CORP                 COM             06423A10      13630        250     X  X      1              250          0          0
BANK ONE CORP                 COM             06423A10      76873       1410     X         11               0       1410          0
BANK ONE CORP                 COM             06423A10    1341756      24610     X         13               0          0      24610
BANK ONE CORP                 COM             06423A10   75062574    1423005     X         3          1423005          0          0
BANK ONE CORP                 COM             06423A10      50431        925     X         4              925          0          0
BANK ONE CORP                 COM             06423A10    7524901     138021     X         5            65066          0      72955
BANK ONE CORP                 COM             06423A10   13501169     247637     X  X      6           201580       9659      36398
BANK ONE CORP                 COM             06423A10   29112644     533981     X         6           257871         75     276035
BANK ONE CORP                 COM             06423A10      66678       1223     X  X      7             1223          0          0
BANK ONE CORP                 COM             06423A10      97918       1796     X         7             1796          0          0
BANKATLANTIC BANCORP          CL A            06590850       1357         80     X         13               0          0         80
BANKATLANTIC BANCORP          CL A            06590850    6539776     385600     X         3           385600          0          0
BANKATLANTIC BANCORP          CL A            06590850     602182      35506     X         5               81          0      35425
BANKATLANTIC BANCORP          CL A            06590850      16960       1000     X  X      6             1000          0          0
BANKATLANTIC BANCORP          CL A            06590850     666528      39300     X         6            35900          0       3400
BANKNORTH GROUP INC NEW       COM             06646R10   36539115    1073417     X         11               0    1073417          0
BANKNORTH GROUP INC NEW       COM             06646R10     458349      13465     X         13               0          0      13465
BANKNORTH GROUP INC NEW       COM             06646R10    5635152     165545     X         3           165545          0          0
BANKNORTH GROUP INC NEW       COM             06646R10    5154243     151417     X         5            12027          0     139390
BANKNORTH GROUP INC NEW       COM             06646R10     757730      22260     X  X      6            22260          0          0
BANKNORTH GROUP INC NEW       COM             06646R10     865161      25416     X         6            22716          0       2700
BANKNORTH GROUP INC NEW       COM             06646R10       3166         93     X  X      7               93          0          0
BANKRATE INC                  COM             06646V10    1254920      62998     X         5                0          0      62998
BANKUNITED FINL CORP          CL A            06652B10       5643        190     X         1              190          0          0
BANKUNITED FINL CORP          CL A            06652B10       3713        125     X         5              125          0          0
BANKUNITED FINL CORP          CL A            06652B10     198990       6700     X  X      6             6700          0          0
BANKUNITED FINL CORP          CL A            06652B10    1431243      48190     X         6            35405          0      12785
BANTA CORP                    COM             06682110   67816702    1465040     X         11               0    1465040          0
BANTA CORP                    COM             06682110       2037         44     X         13               0          0         44
BANTA CORP                    COM             06682110    4435508      95820     X         3            95820          0          0
BANTA CORP                    COM             06682110      56705       1225     X         5             1125          0        100
BANTA CORP                    COM             06682110     686527      14831     X         6            12910          0       1921
BANTA CORP                    COM             06682110       4166         90     X         7               90          0          0
BARD C R INC                  COM             06738310      48820        500     X  X      1              500          0          0
BARD C R INC                  COM             06738310    3834995      38046     X         3            38046          0          0
BARD C R INC                  COM             06738310       2832         29     X         4               29          0          0
BARD C R INC                  COM             06738310    3502835      35875     X         5            22327          0      13548
BARD C R INC                  COM             06738310     883056       9044     X  X      6             9044          0          0
BARD C R INC                  COM             06738310   10472866     107260     X         6            86216        172      20872
BARD C R INC                  COM             06738310       4882         50     X  X      7               50          0          0
BARD C R INC                  COM             06738310      49601        508     X         7              508          0          0
BARCLAYS PLC                  ADR             06738E20     236139       6534     X         13               0          0       6534
BARCLAYS PLC                  ADR             06738E20     732054      95200     X         3            95200          0          0
BARCLAYS PLC                  ADR             06738E20    3926575     108649     X         5            14006          0      94643
BARCLAYS PLC                  ADR             06738E20     155257       4296     X  X      6             4296          0          0
BARCLAYS PLC                  ADR             06738E20     217527       6019     X         6             5419          0        600
BARCLAYS PLC                  ADR             06738E20       3397         94     X         7               94          0          0
BARNES & NOBLE INC            COM             06777410      46781       1435     X         13               0          0       1435
BARNES & NOBLE INC            COM             06777410   26097604     797858     X         3           797858          0          0
BARNES & NOBLE INC            COM             06777410       3130         96     X         4               96          0          0
BARNES & NOBLE INC            COM             06777410    1642062      50370     X         5            47895          0       2475
BARNES & NOBLE INC            COM             06777410      51052       1566     X  X      6             1566          0          0
BARNES & NOBLE INC            COM             06777410    2226189      68288     X         6            22945         78      45265
BARNES & NOBLE INC            COM             06777410       1989         61     X  X      7               61          0          0
BARNES & NOBLE INC            COM             06777410       2282         70     X         7               70          0          0
BARNES & NOBLE INC            NOTE  5.250% 3/ 067774AD      25320      24000     X         5            24000          0          0
BARNES GROUP INC              COM             06780610   42238011    1514450     X         11               0    1514450          0
BARNES GROUP INC              COM             06780610    6487214     232600     X         3           232600          0          0
BARNES GROUP INC              COM             06780610       8004        287     X         5              100          0        187
BARNES GROUP INC              COM             06780610      83670       3000     X         6             3000          0          0
BARRICK GOLD CORP             COM             06790110     158089       6648     X         13               0          0       6648
BARRICK GOLD CORP             COM             06790110   14425195     606755     X         3           606755          0          0
BARRICK GOLD CORP             COM             06790110    7448395     313221     X         5           239669          0      73552
BARRICK GOLD CORP             COM             06790110     348995      14676     X  X      6            14146        530          0
BARRICK GOLD CORP             COM             06790110     342266      14393     X         6            14393          0          0
BARRICK GOLD CORP             COM             06790110      34838       1465     X  X      7             1465          0          0
BARRICK GOLD CORP             COM             06790110      25183       1059     X         7             1059          0          0
BARR PHARMACEUTICALS INC      COM             06830610       3443         75     X         1               75          0          0
BARR PHARMACEUTICALS INC      COM             06830610      12393        270     X         13               0          0        270
BARR PHARMACEUTICALS INC      COM             06830610    4505085      98150     X         3            98150          0          0
BARR PHARMACEUTICALS INC      COM             06830610       2938         64     X         4               64          0          0
BARR PHARMACEUTICALS INC      COM             06830610    4412275      96128     X         5            81063          0      15065
BARR PHARMACEUTICALS INC      COM             06830610     157299       3427     X  X      6             3427          0          0
BARR PHARMACEUTICALS INC      COM             06830610    1383013      30131     X         6            25918          0       4213
BARRA INC                     COM             06831310   10745429     307100     X         3           307100          0          0
BARRA INC                     COM             06831310     405219      11581     X         5             5701          0       5880
BARRA INC                     COM             06831310       3499        100     X  X      6              100          0          0
BARRA INC                     COM             06831310     853406      24390     X         6            24390          0          0
BASSETT FURNITURE INDS INC    COM             07020310     334839          0     X         3                0          0          0
BASSETT FURNITURE INDS INC    COM             07020310      57478       2900     X         5              200          0       2700
BASSETT FURNITURE INDS INC    COM             07020310       7274        367     X  X      6              367          0          0
BASSETT FURNITURE INDS INC    COM             07020310     248226      12524     X         6            12524          0          0
BAUSCH & LOMB INC             COM             07170710   10387788     173276     X         3           173276          0          0
BAUSCH & LOMB INC             COM             07170710    1725037      28765     X         5             6728          0      22037
BAUSCH & LOMB INC             COM             07170710     113943       1900     X  X      6             1900          0          0
BAUSCH & LOMB INC             COM             07170710      30345        506     X         6              506          0          0
BAUSCH & LOMB INC             COM             07170710      59970       1000     X         7             1000          0          0
BAXTER INTL INC               COM             07181310     123560       4000     X  X      1             4000          0          0
BAXTER INTL INC               COM             07181310      12356        400     X         1              400          0          0
BAXTER INTL INC               COM             07181310     442437      14323     X         13               0          0      14323
BAXTER INTL INC               COM             07181310   25342828     932788     X         3           932788          0          0
BAXTER INTL INC               COM             07181310   11251462     364243     X         5            63071          0     301172
BAXTER INTL INC               COM             07181310    5011964     162252     X  X      6           130390      18912      12950
BAXTER INTL INC               COM             07181310    3741397     121120     X         6           105399          0      15721
BAXTER INTL INC               COM             07181310       7414        240     X         7              240          0          0
BAXTER INTL INC               COM             07181310     661046      21400     X         8            21400          0          0
BAXTER INTL INC               CORP UNITS 7%   07181340    2658960      49240     X         11               0      49240          0
BAXTER INTL INC               CORP UNITS 7%   07181340       3510         65     X         13               0          0         65
BAXTER INTL INC               CORP UNITS 7%   07181340    4156488      76972     X         5            61717          0      15255
BAXTER INTL INC               CORP UNITS 7%   07181340     550800      10200     X  X      6            10200          0          0
BAXTER INTL INC               CORP UNITS 7%   07181340       7020        130     X         6              130          0          0
BAYER A G                     SPONSORED ADR   07273030    3440400     141000     X         3           141000          0          0
BAYER A G                     SPONSORED ADR   07273030     215647       8838     X         5             2790          0       6048
BAYER A G                     SPONSORED ADR   07273030     168360       6900     X  X      6             6600        300          0
BAYER A G                     SPONSORED ADR   07273030       4880        200     X         6              200          0          0
BE AEROSPACE INC              COM             07330210     367799      54732     X         5            54732          0          0
BEA SYS INC                   COM             07332510     926906      72870     X         13               0          0      72870
BEA SYS INC                   COM             07332510   41202032    3222400     X         3          3222400          0          0
BEA SYS INC                   COM             07332510    1683327     132337     X         5           102433          0      29904
BEA SYS INC                   COM             07332510      23532       1850     X  X      6             1850          0          0
BEA SYS INC                   COM             07332510     323470      25430     X         6            25430          0          0
BEA SYS INC                   COM             07332510    5362752     421600     X         8           421600          0          0
BEAR STEARNS COS INC          COM             07390210     306880       3500     X  X      1             3500          0          0
BEAR STEARNS COS INC          COM             07390210      36475        416     X         13               0          0        416
BEAR STEARNS COS INC          COM             07390210   19191843     230405     X         3           230405          0          0
BEAR STEARNS COS INC          COM             07390210    7047543      80378     X         5            73661          0       6717
BEAR STEARNS COS INC          COM             07390210    1505904      17175     X  X      6             7089          0      10086
BEAR STEARNS COS INC          COM             07390210    6539174      74580     X         6            22906          0      51674
BEARINGPOINT INC              COM             07400210      30552       2850     X         5              600          0       2250
BEARINGPOINT INC              COM             07400210     334282      31183     X         6            31183          0          0
BEBE STORES INC               COM             07557110    1495884      44600     X         3            44600          0          0
BECKMAN COULTER INC           COM             07581110      55085       1010     X         13               0          0       1010
BECKMAN COULTER INC           COM             07581110    5150103      94428     X         3            94428          0          0
BECKMAN COULTER INC           COM             07581110    1998473      36642     X         5             9450          0      27192
BECKMAN COULTER INC           COM             07581110   20140695     369283     X  X      6           368845        438          0
BECKMAN COULTER INC           COM             07581110    2215578      40623     X         6            40623          0          0
BECTON DICKINSON & CO         COM             07588710     261792       5400     X  X      1             5400          0          0
BECTON DICKINSON & CO         COM             07588710     150288       3100     X         1             3100          0          0
BECTON DICKINSON & CO         COM             07588710   10112928     208600     X         11               0     208600          0
BECTON DICKINSON & CO         COM             07588710      60018       1238     X         13               0          0       1238
BECTON DICKINSON & CO         COM             07588710   22685606     494518     X         3           494518          0          0
BECTON DICKINSON & CO         COM             07588710    9113628     187987     X         5           155434          0      32553
BECTON DICKINSON & CO         COM             07588710   11951920     246533     X  X      6           150440      19800      76293
BECTON DICKINSON & CO         COM             07588710    6165638     127179     X         6            46849          0      80330
BED BATH & BEYOND INC         COM             07589610     121510       2900     X  X      1             2900          0          0
BED BATH & BEYOND INC         COM             07589610       7333        175     X         1              175          0          0
BED BATH & BEYOND INC         COM             07589610      12570        300     X         13               0          0        300
BED BATH & BEYOND INC         COM             07589610   20736686     492604     X         3           492604          0          0
BED BATH & BEYOND INC         COM             07589610   13525613     322807     X         5            67194          0     255613
BED BATH & BEYOND INC         COM             07589610    1622033      38712     X  X      6            37987          0        725
BED BATH & BEYOND INC         COM             07589610    6126702     146222     X         6            60012          0      86210
BED BATH & BEYOND INC         COM             07589610       9553        228     X         7              228          0          0
BELDEN INC                    COM             07745910   22453499    1183632     X         3          1183632          0          0
BELDEN INC                    COM             07745910        949         50     X         5               50          0          0
BELL MICROPRODUCTS INC        COM             07813710     287200      40000     X         5            40000          0          0
BELLSOUTH CORP                COM             07986010    1815716      65573     X  X      1            64573       1000          0
BELLSOUTH CORP                COM             07986010    1105966      39941     X         1            39941          0          0
BELLSOUTH CORP                COM             07986010    2868684     103600     X         11               0     103600          0
BELLSOUTH CORP                COM             07986010      79609       2875     X         13               0          0       2875
BELLSOUTH CORP                COM             07986010   60608366    2219335     X         3          2219335          0          0
BELLSOUTH CORP                COM             07986010      11076        400     X  X      4              400          0          0
BELLSOUTH CORP                COM             07986010        858         31     X         4               31          0          0
BELLSOUTH CORP                COM             07986010    4752074     171617     X         5            91590          0      80027
BELLSOUTH CORP                COM             07986010   67540203    2439155     X  X      6          2127207     172570     139378
BELLSOUTH CORP                COM             07986010   68616751    2478034     X         6          2050637       6016     421381
BELLSOUTH CORP                COM             07986010        554         20     X  X      7               20          0          0
BELLSOUTH CORP                COM             07986010     108905       3933     X         7             3933          0          0
BELO CORP                     COM SER A       08055510      24984        900     X         11               0        900          0
BELO CORP                     COM SER A       08055510     386031      13906     X         13               0          0      13906
BELO CORP                     COM SER A       08055510    3121695     112453     X         3           112453          0          0
BELO CORP                     COM SER A       08055510    4264481     153620     X         5            28652          0     124968
BELO CORP                     COM SER A       08055510   11646042     419526     X  X      6             2680     416846          0
BELO CORP                     COM SER A       08055510    1004551      36187     X         6            34276          0       1911
BEMA GOLD CORP                COM             08135F10    1276040     346750     X         5            47100          0     299650
BEMA GOLD CORP                COM             08135F10       3680       1000     X  X      6             1000          0          0
BEMA GOLD CORP                COM             08135F10      24288       6600     X         6             6600          0          0
BEMIS INC                     COM             08143710     247000       9500     X  X      1             9500          0          0
BEMIS INC                     COM             08143710     527384      20284     X         13               0          0      20284
BEMIS INC                     COM             08143710    1040026      40001     X         3            40001          0          0
BEMIS INC                     COM             08143710    8213816     315916     X         5           121171          0     194745
BEMIS INC                     COM             08143710    1359384      52284     X  X      6            45084       3200       4000
BEMIS INC                     COM             08143710     971724      37374     X         6            37374          0          0
BEMIS INC                     COM             08143710      14534        559     X  X      7              559          0          0
BENCHMARK ELECTRS INC         COM             08160H10   13364638     422439     X         3           422439          0          0
BENCHMARK ELECTRS INC         COM             08160H10     119750       3804     X         5             3067          0        737
BENCHMARK ELECTRS INC         COM             08160H10      52540       1669     X  X      6             1669          0          0
BENCHMARK ELECTRS INC         COM             08160H10    2761898      87735     X         6            80149         43       7543
BENETTON GROUP SPA            ADR NEW         08179540     266693      12290     X         6            12290          0          0
BENTHOS INC                   COM             08264110     126811      15675     X  X      6            15375        300          0
BERKLEY W R CORP              COM             08442310    3231716      81036     X         3            81036          0          0
BERKLEY W R CORP              COM             08442310    1492988      37437     X         5            27231          0      10206
BERKLEY W R CORP              COM             08442310      74655       1872     X  X      6             1872          0          0
BERKLEY W R CORP              COM             08442310    2006203      50306     X         6            50306          0          0
BERKSHIRE HATHAWAY INC DEL    CL A            08467010     653100          7     X         13               0          0          7
BERKSHIRE HATHAWAY INC DEL    CL A            08467010   10356300        111     X         5               62          0         49
BERKSHIRE HATHAWAY INC DEL    CL A            08467010   25937400        278     X  X      6              263          4         11
BERKSHIRE HATHAWAY INC DEL    CL A            08467010   71561100        767     X         6              751          6         10
BERKSHIRE HATHAWAY INC DEL    CL B            08467020     149328         48     X         11               0         48          0
BERKSHIRE HATHAWAY INC DEL    CL B            08467020     435541        140     X         13               0          0        140
BERKSHIRE HATHAWAY INC DEL    CL B            08467020      46665         15     X         4               15          0          0
BERKSHIRE HATHAWAY INC DEL    CL B            08467020   45178088      14522     X         5             8042          0       6480
BERKSHIRE HATHAWAY INC DEL    CL B            08467020    6806890       2188     X  X      6             1900        183        105
BERKSHIRE HATHAWAY INC DEL    CL B            08467020    6029137       1938     X         6             1787          4        147
BERKSHIRE HATHAWAY INC DEL    CL B            08467020      55998         18     X  X      7               18          0          0
BERKSHIRE HATHAWAY INC DEL    CL B            08467020     174217         56     X         7               56          0          0
BERRY PETE CO                 CL A            08578910    5497738     201530     X         3           201530          0          0
BERRY PETE CO                 CL A            08578910      10912        400     X         5              400          0          0
BEST BUY INC                  COM             08651610      18102        350     X         1              350          0          0
BEST BUY INC                  COM             08651610  102869730    2036324     X         3          2036324          0          0
BEST BUY INC                  COM             08651610       2121         41     X         4               41          0          0
BEST BUY INC                  COM             08651610    7711814     149107     X         5           105114          0      43993
BEST BUY INC                  COM             08651610    5929905     114654     X  X      6            93675       2267      18712
BEST BUY INC                  COM             08651610   30823982     595978     X         6           446135       1371     148472
BEST BUY INC                  COM             08651610      20998        406     X  X      7              406          0          0
BEST BUY INC                  COM             08651610      70339       1360     X         7             1360          0          0
BEVERLY ENTERPRISES INC       COM NEW         08785130    5361280     837700     X         3           837700          0          0
BEVERLY ENTERPRISES INC       COM NEW         08785130       5120        800     X         5              800          0          0
BEVERLY ENTERPRISES INC       COM NEW         08785130       5082        794     X  X      6              794          0          0
BEVERLY ENTERPRISES INC       COM NEW         08785130     661120     103300     X         6            94000          0       9300
BHP BILLITON LTD              SPONSORED ADR   08860610     619440      32984     X         13               0          0      32984
BHP BILLITON LTD              SPONSORED ADR   08860610    4276577     249000     X         3           249000          0          0
BHP BILLITON LTD              SPONSORED ADR   08860610    1766447      94060     X         5            92500          0       1560
BHP BILLITON LTD              SPONSORED ADR   08860610     385516      20528     X  X      6            19028       1500          0
BHP BILLITON LTD              SPONSORED ADR   08860610     221153      11776     X         6            11776          0          0
BHP BILLITON LTD              SPONSORED ADR   08860610       4150        221     X         7              221          0          0
BHP BILLITON LTD              SPONSORED ADR   08860610     600960      32000     X         8            32000          0          0
BIG 5 SPORTING GOODS CORP     COM             08915P10    3072748     121693     X         3           121693          0          0
BIG 5 SPORTING GOODS CORP     COM             08915P10      65851       2609     X         6                0          0       2609
BIG LOTS INC                  COM             08930210     639575      44121     X         3            44121          0          0
BIG LOTS INC                  COM             08930210      15733       1085     X         5              125          0        960
BIG LOTS INC                  COM             08930210      18401       1269     X  X      6             1269          0          0
BIG LOTS INC                  COM             08930210       2900        200     X         6              200          0          0
BIO RAD LABS INC              CL A            09057220      22548        400     X         3              400          0          0
BIO RAD LABS INC              CL A            09057220     181906       3227     X         5               50          0       3177
BIO RAD LABS INC              CL A            09057220      16911        300     X         6                0          0        300
BIOMET INC                    COM             09061310      60647       1581     X         13               0          0       1581
BIOMET INC                    COM             09061310    3694682      96316     X         3            96316          0          0
BIOMET INC                    COM             09061310    4677081     121926     X         5            95463          0      26463
BIOMET INC                    COM             09061310     172620       4500     X  X      6             4500          0          0
BIOMET INC                    COM             09061310     785037      20465     X         6            20353          0        112
BIOGEN IDEC INC               COM             09062X10       3058         55     X         1               55          0          0
BIOGEN IDEC INC               COM             09062X10   19130480     344712     X         3           344712          0          0
BIOGEN IDEC INC               COM             09062X10       3058         55     X         4               55          0          0
BIOGEN IDEC INC               COM             09062X10   11508477     206987     X         5           168564          0      38423
BIOGEN IDEC INC               COM             09062X10     513800       9241     X  X      6             7226        400       1615
BIOGEN IDEC INC               COM             09062X10    1585934      28524     X         6            15485          0      13039
BIOGEN IDEC INC               COM             09062X10       5838        105     X  X      7              105          0          0
BIOGEN IDEC INC               COM             09062X10      32526        585     X         7              585          0          0
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20      14210        100     X         13               0          0        100
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20    1443026      10155     X         5             9300          0        855
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20      28420        200     X  X      6              200          0          0
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20     220255       1550     X         6             1550          0          0
BIOVAIL CORP                  COM             09067J10     399204      25590     X         5            17287          0       8303
BIOVAIL CORP                  COM             09067J10       3120        200     X         6              200          0          0
BIOVAIL CORP                  COM             09067J10     312000      20000     X         8            20000          0          0
BIOLASE TECHNOLOGY INC        COM             09091110     410795      23474     X         5             7759          0      15715
BIOLASE TECHNOLOGY INC        COM             09091110       7000        400     X  X      6                0        400          0
BIOLASE TECHNOLOGY INC        COM             09091110      21000       1200     X         6             1200          0          0
BIOSITE INC                   COM             09094510     402151      12579     X         5             1382          0      11197
BIOSITE INC                   COM             09094510     204416       6394     X         6             6394          0          0
BIOMIRA INC                   COM             09161R10      29920      16000     X         5             4800          0      11200
BLACK & DECKER CORP           COM             09179710   20655270     362755     X         11               0     362755          0
BLACK & DECKER CORP           COM             09179710     677593      11900     X         13               0          0      11900
BLACK & DECKER CORP           COM             09179710   41129069     758939     X         3           758939          0          0
BLACK & DECKER CORP           COM             09179710       3701         65     X         4               65          0          0
BLACK & DECKER CORP           COM             09179710    4449690      78147     X         5            57185          0      20962
BLACK & DECKER CORP           COM             09179710    3744033      65754     X  X      6            14123        365      51266
BLACK & DECKER CORP           COM             09179710    7470186     131194     X         6            51408        114      79672
BLACK & DECKER CORP           COM             09179710       2391         42     X  X      7               42          0          0
BLACK & DECKER CORP           COM             09179710       2733         48     X         7               48          0          0
BLACK BOX CORP DEL            COM             09182610        748         14     X         13               0          0         14
BLACK BOX CORP DEL            COM             09182610     221242       4140     X         5               80          0       4060
BLACK BOX CORP DEL            COM             09182610      16032        300     X  X      6              300          0          0
BLACK BOX CORP DEL            COM             09182610     418382       7829     X         6             7829          0          0
BLACK BOX CORP DEL            COM             09182610       1496         28     X  X      7               28          0          0
BLACK HILLS CORP              COM             09211310     996129      31256     X         3            31256          0          0
BLACK HILLS CORP              COM             09211310     710892      22306     X         5            15006          0       7300
BLACK HILLS CORP              COM             09211310     100614       3157     X  X      6             3157          0          0
BLACK HILLS CORP              COM             09211310     205370       6444     X         6             4194       2250          0
BLACKROCK INSD MUN TERM TR I  COM             09247410     865375      74537     X         5            51895          0      22642
BLACKROCK INSD MUN TERM TR I  COM             09247410     425762      36672     X  X      6            36372          0        300
BLACKROCK INSD MUN TERM TR I  COM             09247410      23510       2025     X         6             2025          0          0
BLACKROCK INCOME OPP TRUST I  COM             09247510   11321112     976800     X         3           976800          0          0
BLACKROCK INCOME OPP TRUST I  COM             09247510       3651        315     X         5                0          0        315
BLACKROCK INCOME OPP TRUST I  COM             09247510       2318        200     X         6              200          0          0
BLACKROCK INCOME OPP TRUST I  COM             09247510   54273513    4682788     X         9          4682788          0          0
BLACKROCK ADVANTAGE TERM TR   COM             09247A10      98832       8700     X         3             8700          0          0
BLACKROCK ADVANTAGE TERM TR   COM             09247A10      40896       3600     X         5             1200          0       2400
BLACKROCK ADVANTAGE TERM TR   COM             09247A10      26128       2300     X         6             2300          0          0
BLACKROCK INVT QUALITY MUN T  COM             09247D10     189014      12370     X         5            10201          0       2169
BLACKROCK INVT QUALITY MUN T  COM             09247D10         61          4     X  X      6                0          0          4
BLACKROCK INVT QUALITY MUN T  COM             09247D10     129880       8500     X         6             8500          0          0
BLACKROCK INCOME TR INC       COM             09247F10      67972       8681     X         5             7601          0       1080
BLACKROCK INCOME TR INC       COM             09247F10      32698       4176     X         6             4176          0          0
BLACKROCK CA INSD MUN 2008 T  COM             09247G10      16321        950     X         5              950          0          0
BLACKROCK CA INSD MUN 2008 T  COM             09247G10     642532      37400     X         6                0          0      37400
BLACKROCK FL INSD MUN 2008 T  COM             09247H10     138694       8350     X         5             8350          0          0
BLACKROCK FL INSD MUN 2008 T  COM             09247H10     193507      11650     X  X      6            11250          0        400
BLACKROCK FL INSD MUN 2008 T  COM             09247H10     274198      16508     X         6            16508          0          0
BLACKROCK INVT QUALITY TERM   COM             09247J10      77930       8001     X         5             1001          0       7000
BLACKROCK INVT QUALITY TERM   COM             09247J10      28538       2930     X         6             2930          0          0
BLACKROCK INSD MUN 2008 TRM   COM             09247K10    1372864      78991     X         5            44288          0      34703
BLACKROCK INSD MUN 2008 TRM   COM             09247K10      34760       2000     X  X      6             2000          0          0
BLACKROCK INSD MUN 2008 TRM   COM             09247K10     197124      11342     X         6            11342          0          0
BLACKROCK MUN TARGET TERM TR  COM             09247M10     607842      54515     X         5            25641          0      28874
BLACKROCK MUN TARGET TERM TR  COM             09247M10      22300       2000     X  X      6             2000          0          0
BLACKROCK MUN TARGET TERM TR  COM             09247M10     435998      39103     X         6            39103          0          0
BLACKROCK MUNI 2018 TERM TR   COM             09248C10    1065864      71200     X         5            63200          0       8000
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10     207870      14112     X         13               0          0      14112
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10    1858072     126142     X         5            18602          0     107540
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10     106292       7216     X  X      6                0       7216          0
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10     471360      32000     X         6            32000          0          0
BLACKROCK N J MUN INCOME TR   SH BEN INT      09248J10     171810      11500     X         5            11500          0          0
BLACKROCK STRATEGIC MUN TR    COM             09248T10     139077       9090     X         5             6330          0       2760
BLACKROCK STRATEGIC MUN TR    COM             09248T10      15300       1000     X  X      6             1000          0          0
BLACKROCK CORE BD TR          SHS BEN INT     09249E10     731156      50810     X         5            16010          0      34800
BLACKROCK CORE BD TR          SHS BEN INT     09249E10      68353       4750     X  X      6             4000          0        750
BLACKROCK STRTGC BOND TR      COM             09249G10     379642      23639     X         5             7450          0      16189
BLACKROCK STRTGC BOND TR      COM             09249G10       4882        304     X         6              304          0          0
BLACKROCK MUNI INCOME TR II   COM             09249N10      52380       3600     X         5             3600          0          0
BLACKROCK MUNI INCOME TR II   COM             09249N10      48524       3335     X  X      6             3335          0          0
BLACKROCK MUNI INCOME TR II   COM             09249N10      67643       4649     X         6             2649       2000          0
BLACKROCK PFD OPPORTUNITY TR  COM SHS         09249V10     135890       5350     X         13               0          0       5350
BLACKROCK PFD OPPORTUNITY TR  COM SHS         09249V10     430708      16957     X         5            16457          0        500
BLACKROCK LTD DURATION INC T  COM SHS         09249W10     216247      10700     X         13               0          0      10700
BLACKROCK LTD DURATION INC T  COM SHS         09249W10    1088612      53865     X         5            38794          0      15071
BLACKROCK MUN 2020 TERM TR    COM SHS         09249X10     190331      12530     X         5            12530          0          0
BLACKROCK MUN 2020 TERM TR    COM SHS         09249X10     101302       6669     X         6             6669          0          0
BLOCK H & R INC               COM             09367110      15309        300     X         11               0        300          0
BLOCK H & R INC               COM             09367110      20412        400     X         13               0          0        400
BLOCK H & R INC               COM             09367110    3491852      68623     X         3            68623          0          0
BLOCK H & R INC               COM             09367110      10206        200     X         4              200          0          0
BLOCK H & R INC               COM             09367110   30835183     604256     X         5           183267          0     420989
BLOCK H & R INC               COM             09367110    6612723     129585     X  X      6           107660       3775      18150
BLOCK H & R INC               COM             09367110    7756050     151990     X         6            79480       9700      62810
BLOCK H & R INC               COM             09367110       1786         35     X  X      7               35          0          0
BLOCK H & R INC               COM             09367110      20412        400     X         7              400          0          0
BLYTH INC                     COM             09643P10    1442773      44162     X         3            44162          0          0
BLYTH INC                     COM             09643P10     498544      15260     X         5            14860          0        400
BLYTH INC                     COM             09643P10       3659        112     X  X      6              112          0          0
BLYTH INC                     COM             09643P10     138913       4252     X         6             4252          0          0
BLYTH INC                     COM             09643P10       4247        130     X         7              130          0          0
BOB EVANS FARMS INC           COM             09676110    1123285      35232     X         3            35232          0          0
BOB EVANS FARMS INC           COM             09676110    1005560      31103     X         5            19848          0      11255
BOB EVANS FARMS INC           COM             09676110      16165        500     X         6              500          0          0
BOEING CO                     COM             09702310      45177       1100     X  X      1             1100          0          0
BOEING CO                     COM             09702310      27681        674     X         1              674          0          0
BOEING CO                     COM             09702310      57580       1402     X         13               0          0       1402
BOEING CO                     COM             09702310   23503827     572287     X         3           572287          0          0
BOEING CO                     COM             09702310    7672293     186810     X         5            97032          0      89778
BOEING CO                     COM             09702310    4233290     103075     X  X      6            53098       6677      43300
BOEING CO                     COM             09702310    5831776     141996     X         6            76747         32      65217
BOEING CO                     COM             09702310      63494       1546     X         7             1546          0          0
BOEING CO                     COM             09702310    2714727      66100     X         8            66100          0          0
BOISE CASCADE CORP            COM             09738310    1144767      33038     X         3            33038          0          0
BOISE CASCADE CORP            COM             09738310     198648       5733     X         5             5033          0        700
BOISE CASCADE CORP            COM             09738310     141060       4071     X  X      6             4071          0          0
BOISE CASCADE CORP            COM             09738310    1567462      45237     X         6            31269          0      13968
BOISE CASCADE CORP            COM             09738310    8925840     257600     X         8           257600          0          0
BORDERS GROUP INC             COM             09970910    1815588      76478     X         3            76478          0          0
BORDERS GROUP INC             COM             09970910    3066163     129156     X         5           109564          0      19592
BORDERS GROUP INC             COM             09970910      19704        830     X  X      6              830          0          0
BORDERS GROUP INC             COM             09970910      14244        600     X         6              600          0          0
BORG WARNER INC               COM             09972410   55327398     652215     X         11               0     652215          0
BORG WARNER INC               COM             09972410   10150334     119655     X         3           119655          0          0
BORG WARNER INC               COM             09972410    1132905      13355     X         5            13355          0          0
BORG WARNER INC               COM             09972410    1100669      12975     X  X      6            12975          0          0
BORG WARNER INC               COM             09972410     859328      10130     X         6             9250          0        880
BORLAND SOFTWARE CORP         COM             09984910       2706        300     X         5              300          0          0
BORLAND SOFTWARE CORP         COM             09984910      52009       5766     X  X      6             5766          0          0
BORLAND SOFTWARE CORP         COM             09984910     528013      58538     X         6            58538          0          0
BOSTON PRIVATE FINL HLDGS IN  COM             10111910    8401736     297600     X         3           297600          0          0
BOSTON PRIVATE FINL HLDGS IN  COM             10111910      21252        759     X         5              759          0          0
BOSTON PRIVATE FINL HLDGS IN  COM             10111910      40124       1433     X  X      6             1433          0          0
BOSTON PRIVATE FINL HLDGS IN  COM             10111910    1177316      42047     X         6            38697         50       3300
BOSTON PROPERTIES INC         COM             10112110     228102       4200     X         11               0       4200          0
BOSTON PROPERTIES INC         COM             10112110     427583       7873     X         5             1500          0       6373
BOSTON PROPERTIES INC         COM             10112110    3012413      55467     X  X      6            12075        192      43200
BOSTON PROPERTIES INC         COM             10112110      76034       1400     X         6             1400          0          0
BOSTON SCIENTIFIC CORP        COM             10113710     105950       2500     X  X      1             2500          0          0
BOSTON SCIENTIFIC CORP        COM             10113710   81193075    1950167     X         3          1950167          0          0
BOSTON SCIENTIFIC CORP        COM             10113710       2289         54     X         4               54          0          0
BOSTON SCIENTIFIC CORP        COM             10113710   18856345     444935     X         5           324690          0     120245
BOSTON SCIENTIFIC CORP        COM             10113710    3045681      71866     X  X      6            40400       3400      28066
BOSTON SCIENTIFIC CORP        COM             10113710   18486580     436210     X         6           272410          0     163800
BOSTON SCIENTIFIC CORP        COM             10113710      84760       2000     X  X      7             2000          0          0
BOULDER GROWTH & INCOME FD I  COM             10150710     609157      93001     X         5            93001          0          0
BOULDER GROWTH & INCOME FD I  COM             10150710       9425       1439     X         6             1439          0          0
BOULDER TOTAL RETURN FD INC   COM             10154110      11942        700     X         13               0          0        700
BOULDER TOTAL RETURN FD INC   COM             10154110      68667       4025     X         5             4025          0          0
BOULDER TOTAL RETURN FD INC   COM             10154110     222343      13033     X         9            13033          0          0
BOWATER INC                   COM             10218310    2348952      53838     X         3            53838          0          0
BOWATER INC                   COM             10218310     137914       3161     X         5              300          0       2861
BOWATER INC                   COM             10218310     214136       4908     X  X      6             4578        250         80
BOWATER INC                   COM             10218310     960384      22012     X         6            21496         70        446
BOWATER INC                   COM             10218310    5239963     120100     X         8           120100          0          0
BOYD GAMING CORP              COM             10330410      18083        790     X         13               0          0        790
BOYD GAMING CORP              COM             10330410    1455323      63579     X         3            63579          0          0
BOYD GAMING CORP              COM             10330410      11468        501     X         5                1          0        500
BOYD GAMING CORP              COM             10330410      41202       1800     X         6                0          0       1800
BOYDS COLLECTION LTD          COM             10335410    1823013     726300     X         3           726300          0          0
BOYDS COLLECTION LTD          COM             10335410      28614      11400     X         5            11400          0          0
BOYKIN LODGING CO             COM             10343010     168905      18201     X         5              901          0      17300
BOYKIN LODGING CO             COM             10343010      16064       1731     X         6             1731          0          0
BRADLEY PHARMACEUTICALS INC   COM             10457610   11995853     476404     X         3           476404          0          0
BRADLEY PHARMACEUTICALS INC   COM             10457610     630935      25057     X         5            13359          0      11698
BRADLEY PHARMACEUTICALS INC   COM             10457610    1200608      47681     X         6            40436          0       7245
BRADLEY PHARMACEUTICALS INC   COM             10457610       1007         40     X         7               40          0          0
BRANDYWINE RLTY TR            SH BEN INT NEW  10536820      82729       2708     X         5             1350          0       1358
BRANDYWINE RLTY TR            SH BEN INT NEW  10536820     241345       7900     X  X      6             7900          0          0
BRANDYWINE RLTY TR            SH BEN INT NEW  10536820     137475       4500     X         6             4000          0        500
BRASCAN CORP                  CL A LTD VT SH  10549P60   10506572     260000     X         3           260000          0          0
BRASCAN CORP                  CL A LTD VT SH  10549P60    2435730      60500     X         5            60500          0          0
BRASCAN CORP                  CL A LTD VT SH  10549P60      26572        660     X  X      6              660          0          0
BRASCAN CORP                  CL A LTD VT SH  10549P60    1590914      39516     X         6            39516          0          0
BRASCAN CORP                  CL A LTD VT SH  10549P60       4630        115     X         7              115          0          0
BRAZIL FD INC                 COM             10575910     210426       8890     X         5             8890          0          0
BRAZIL FD INC                 COM             10575910     158589       6700     X         6             6700          0          0
BRIGGS & STRATTON CORP        COM             10904310   28978770     429506     X         3           429506          0          0
BRIGGS & STRATTON CORP        COM             10904310     929467      13776     X         5            13463          0        313
BRIGGS & STRATTON CORP        COM             10904310     512772       7600     X  X      6             7600          0          0
BRIGGS & STRATTON CORP        COM             10904310     964551      14296     X         6             7154          0       7142
BRIGHTPOINT INC               COM NEW         10947340       7675        500     X         3              500          0          0
BRIGHTPOINT INC               COM NEW         10947340     587567      38278     X         5              100          0      38178
BRIGHTPOINT INC               COM NEW         10947340       1535        100     X         7              100          0          0
BRINKER INTL INC              COM             10964110       4172        110     X         1              110          0          0
BRINKER INTL INC              COM             10964110      49309       1300     X         13               0          0       1300
BRINKER INTL INC              COM             10964110    3598947      95009     X         3            95009          0          0
BRINKER INTL INC              COM             10964110    1019900      26889     X         5            24891          0       1998
BRINKER INTL INC              COM             10964110     375886       9910     X  X      6             8910          0       1000
BRINKER INTL INC              COM             10964110    2033010      53599     X         6            47729          0       5870
BRINKS CO                     COM             10969610    1454156      52725     X         3            52725          0          0
BRINKS CO                     COM             10969610    1321551      47917     X         5            47917          0          0
BRINKS CO                     COM             10969610      72398       2625     X  X      6             2625          0          0
BRINKS CO                     COM             10969610     750038      27195     X         6            27195          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210    2284986      94304     X  X      1            93704        600          0
BRISTOL MYERS SQUIBB CO       COM             11012210    1937140      79948     X         1            79948          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210    1797745      74195     X         11               0      74195          0
BRISTOL MYERS SQUIBB CO       COM             11012210    2397437      98945     X         13               0          0      98945
BRISTOL MYERS SQUIBB CO       COM             11012210   89672143    3598510     X         3          3598510          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210       5791        239     X         4              239          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210   30603612    1263046     X         5           586515          0     676531
BRISTOL MYERS SQUIBB CO       COM             11012210   84667919    3494343     X  X      6          3004774     204823     284746
BRISTOL MYERS SQUIBB CO       COM             11012210   64193266    2649330     X         6          2194711       6528     448091
BRISTOL MYERS SQUIBB CO       COM             11012210       7451        308     X  X      7              308          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210      85314       3521     X         7             3521          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210    5465077     225550     X         8           225550          0          0
BRISTOL WEST HLDGS INC        COM             11037M10    8790360     430900     X         11               0     430900          0
BRISTOL WEST HLDGS INC        COM             11037M10       2040        100     X         5                0          0        100
BRISTOL WEST HLDGS INC        COM             11037M10      10200        500     X  X      6              500          0          0
BRISTOL WEST HLDGS INC        COM             11037M10      12240        600     X         6              600          0          0
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810      22183        736     X         13               0          0        736
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810    2638970     100500     X         3           100500          0          0
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810    1211960      40211     X         5            20686          0      19525
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810      65102       2160     X  X      6             1280          0        880
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810      38127       1265     X         6             1265          0          0
BRITISH SKY BROADCASTING GRO  SPONSORED ADR   11101310    6445790     380372     X         3           380372          0          0
BRITISH SKY BROADCASTING GRO  SPONSORED ADR   11101310         51          1     X         5                1          0          0
BRITISH SKY BROADCASTING GRO  SPONSORED ADR   11101310       4842         95     X         6               95          0          0
BROADCOM CORP                 CL A            11132010      29062        745     X         13               0          0        745
BROADCOM CORP                 CL A            11132010   11857503     302719     X         3           302719          0          0
BROADCOM CORP                 CL A            11132010    1634324      41895     X         5            21919          0      19976
BROADCOM CORP                 CL A            11132010      72793       1866     X  X      6             1866          0          0
BROADCOM CORP                 CL A            11132010    3957838     101457     X         6            58228         80      43149
BROADCOM CORP                 CL A            11132010       4525        116     X         7              116          0          0
BROADVISION INC               COM NEW         11141260      80409      13096     X         5            11640          0       1456
BROADVISION INC               COM NEW         11141260        203         33     X  X      6               33          0          0
BROADVISION INC               COM NEW         11141260        233         38     X         6               38          0          0
BROCADE COMMUNICATIONS SYS I  COM             11162110     477396      71897     X         5            65291          0       6606
BROCADE COMMUNICATIONS SYS I  COM             11162110       6640       1000     X  X      6             1000          0          0
BROCADE COMMUNICATIONS SYS I  COM             11162110      22297       3358     X         6             3308          0         50
BROCADE COMMUNICATIONS SYS I  NOTE  2.000% 1/ 111621AB     219833     240000     X         5                0          0     240000
BROCADE COMMUNICATIONS SYS I  NOTE  2.000% 1/ 111621AB      23156      25000     X         6            25000          0          0
BROOKFIELD PPTYS CORP         COM             11290010       2800         90     X         5                0          0         90
BROOKFIELD PPTYS CORP         COM             11290010     251991       8100     X  X      6             8100          0          0
BROOKSTONE INC                COM             11453710    3136498     114013     X         3           114013          0          0
BROOKSTONE INC                COM             11453710      83862       3073     X         6                0          0       3073
BROOKTROUT INC                COM             11458010     205027      10334     X         5              289          0      10045
BROOKTROUT INC                COM             11458010      70432       3550     X  X      6             3550          0          0
BROWN & BROWN INC             COM             11523610      77520       2000     X         13               0          0       2000
BROWN & BROWN INC             COM             11523610    2585796      66713     X         3            66713          0          0
BROWN & BROWN INC             COM             11523610     342135       8827     X         5             2601          0       6226
BROWN & BROWN INC             COM             11523610      31357        809     X  X      6              809          0          0
BROWN & BROWN INC             COM             11523610      12830        331     X         6              331          0          0
BROWN & BROWN INC             COM             11523610      11473        296     X  X      7              296          0          0
BROWN FORMAN CORP             CL A            11563710      38178        756     X         5                6          0        750
BROWN FORMAN CORP             CL A            11563710     327240       6480     X  X      6             6480          0          0
BROWN FORMAN CORP             CL A            11563710     166650       3300     X         6             2500          0        800
BROWN FORMAN CORP             CL B            11563720    2177728      45693     X         3            45693          0          0
BROWN FORMAN CORP             CL B            11563720      43657        916     X         5              416          0        500
BROWN FORMAN CORP             CL B            11563720    1737588      36458     X  X      6            36458          0          0
BROWN FORMAN CORP             CL B            11563720    1544184      32400     X         6            32400          0          0
BROWN TOM INC                 COM NEW         11566020   94890782    2523691     X         11               0    2523691          0
BROWN TOM INC                 COM NEW         11566020    9143280     243500     X         3           243500          0          0
BROWN TOM INC                 COM NEW         11566020      63920       1700     X         5             1700          0          0
BROWN TOM INC                 COM NEW         11566020     112800       3000     X         6             3000          0          0
BRUNSWICK CORP                COM             11704310    1469752      36057     X         3            36057          0          0
BRUNSWICK CORP                COM             11704310     777893      19052     X         5             5426          0      13626
BRUNSWICK CORP                COM             11704310      76760       1880     X  X      6                0       1880          0
BRUNSWICK CORP                COM             11704310    2090006      51188     X         6            36796          0      14392
BRUSH ENGINEERED MATLS INC    COM             11742110     280030      13815     X         5                0          0      13815
BRUSH ENGINEERED MATLS INC    COM             11742110      10135        500     X         6              500          0          0
BRYN MAWR BK CORP             COM             11766510       9160        400     X         5              400          0          0
BRYN MAWR BK CORP             COM             11766510     761929      33272     X  X      6            33272          0          0
BRYN MAWR BK CORP             COM             11766510      61326       2678     X         6             2678          0          0
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010       4320        100     X         13               0          0        100
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010    1237594      28648     X         5            22291          0       6357
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010    3007022      69607     X  X      6            59857       5000       4750
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010    2995920      69350     X         6            69350          0          0
BUCKEYE TECHNOLOGIES INC      COM             11825510     207200      20000     X         5            20000          0          0
BURLINGTON COAT FACTORY       COM             12157910    5531605     279374     X         3           279374          0          0
BURLINGTON NORTHN SANTA FE C  COM             12189T10      21263        675     X  X      1              675          0          0
BURLINGTON NORTHN SANTA FE C  COM             12189T10      44100       1400     X         1             1400          0          0
BURLINGTON NORTHN SANTA FE C  COM             12189T10      16143        512     X         13               0          0        512
BURLINGTON NORTHN SANTA FE C  COM             12189T10   22407765     734588     X         3           734588          0          0
BURLINGTON NORTHN SANTA FE C  COM             12189T10    1382841      43900     X         5            17886          0      26014
BURLINGTON NORTHN SANTA FE C  COM             12189T10    6684458     212205     X  X      6           157903      24260      30042
BURLINGTON NORTHN SANTA FE C  COM             12189T10    9677588     307225     X         6           186622          0     120603
BURLINGTON RES INC            COM             12201410      44541        700     X         1              700          0          0
BURLINGTON RES INC            COM             12201410      15589        245     X         13               0          0        245
BURLINGTON RES INC            COM             12201410    4836405      76185     X         3            76185          0          0
BURLINGTON RES INC            COM             12201410    3477827      54657     X         5            37883          0      16774
BURLINGTON RES INC            COM             12201410    3263328      51286     X  X      6            47932       1200       2154
BURLINGTON RES INC            COM             12201410    2938815      46186     X         6            21372          0      24814
BUTLER MFG CO DEL             COM             12365510    8255000     367706     X         3           367706          0          0
BUTLER MFG CO DEL             COM             12365510       4490        200     X         5                0          0        200
BUTLER MFG CO DEL             COM             12365510       3368        150     X         6              150          0          0
C&D TECHNOLOGIES INC          COM             12466110   37092407    2219773     X         11               0    2219773          0
C&D TECHNOLOGIES INC          COM             12466110        685         41     X         13               0          0         41
C&D TECHNOLOGIES INC          COM             12466110     183810      11000     X         6             4000       7000          0
CB BANCSHARES INC HAWAII      COM             12478510    1524038      21800     X  X      1            21800          0          0
CB BANCSHARES INC HAWAII      COM             12478510    3222501      46095     X         6                0          0      46095
CBL & ASSOC PPTYS INC         COM             12483010      35884        585     X         5              540          0         45
CBL & ASSOC PPTYS INC         COM             12483010     174819       2850     X  X      6             2850          0          0
CBL & ASSOC PPTYS INC         COM             12483010       2270         37     X         6               37          0          0
CBRL GROUP INC                COM             12489V10    1934115      48792     X         3            48792          0          0
CBRL GROUP INC                COM             12489V10    1656120      41779     X         5             9537          0      32242
CBRL GROUP INC                COM             12489V10      24973        630     X  X      6              130          0        500
CBRL GROUP INC                COM             12489V10     102311       2581     X         6             2581          0          0
CCBT FINL COS INC             COM             12500Q10     261635       7100     X         5             6000          0       1100
C COR NET CORP                COM             12501010     163333      11650     X         5            11650          0          0
C D W CORP                    COM             12512N10   10104168     153214     X         3           153214          0          0
C D W CORP                    COM             12512N10    1492761      22079     X         5            20309          0       1770
C D W CORP                    COM             12512N10     374695       5542     X  X      6               35          0       5507
C D W CORP                    COM             12512N10    1134023      16773     X         6            12113          0       4660
CEC ENTMT INC                 COM             12513710       3123         90     X         1               90          0          0
CEC ENTMT INC                 COM             12513710      40200       1200     X         3             1200          0          0
CEC ENTMT INC                 COM             12513710    3846321     110845     X         5           108348          0       2497
CEC ENTMT INC                 COM             12513710     106876       3080     X  X      6             3080          0          0
CEC ENTMT INC                 COM             12513710     733489      21138     X         6            16443          0       4695
CH ENERGY GROUP INC           COM             12541M10       2455         50     X         13               0          0         50
CH ENERGY GROUP INC           COM             12541M10    1430286      29136     X         5            28861          0        275
CH ENERGY GROUP INC           COM             12541M10     192089       3913     X  X      6             3463        450          0
CH ENERGY GROUP INC           COM             12541M10      50121       1021     X         6             1021          0          0
C H ROBINSON WORLDWIDE INC    COM             12541W10    3405864      82069     X         3            82069          0          0
C H ROBINSON WORLDWIDE INC    COM             12541W10      34113        822     X         5              113          0        709
C H ROBINSON WORLDWIDE INC    COM             12541W10      27888        672     X  X      6              672          0          0
C H ROBINSON WORLDWIDE INC    COM             12541W10      75779       1826     X         6             1826          0          0
C H ROBINSON WORLDWIDE INC    COM             12541W10      18966        457     X  X      7              457          0          0
CIGNA CORP                    COM             12550910      46744        792     X         13               0          0        792
CIGNA CORP                    COM             12550910   13166654     230287     X         3           230287          0          0
CIGNA CORP                    COM             12550910    4030847      68296     X         5            60617          0       7679
CIGNA CORP                    COM             12550910   11634377     197126     X  X      6           166904       9372      20850
CIGNA CORP                    COM             12550910    6210852     105233     X         6            68099       1900      35234
CIGNA HIGH INCOME SHS         SH BEN INT      12551D10     861045     303185     X         5           254292          0      48893
CIGNA HIGH INCOME SHS         SH BEN INT      12551D10       6157       2168     X         7             2168          0          0
CIT GROUP INC                 COM             12558110   14646058     411413     X         3           411413          0          0
CIT GROUP INC                 COM             12558110    1163911      30589     X         5            30061          0        528
CIT GROUP INC                 COM             12558110     778503      20460     X  X      6              427          0      20033
CIT GROUP INC                 COM             12558110    1633601      42933     X         6            17170          0      25763
CLECO CORP NEW                COM             12561W10     360885      18964     X         5             5464          0      13500
CLECO CORP NEW                COM             12561W10      69669       3661     X  X      6             3661          0          0
CMGI INC                      COM             12575010       5108       2085     X         13               0          0       2085
CMGI INC                      COM             12575010        221          0     X         3                0          0          0
CMGI INC                      COM             12575010      76683      31299     X         5            18526          0      12773
CMGI INC                      COM             12575010       5390       2200     X  X      6              200          0       2000
CMGI INC                      COM             12575010      14957       6105     X         6             6105          0          0
CMS ENERGY CORP               COM             12589610     542988      60669     X         3            60669          0          0
CMS ENERGY CORP               COM             12589610    1540796     172156     X         5            10790          0     161366
CMS ENERGY CORP               COM             12589610      72253       8073     X  X      6             7573          0        500
CMS ENERGY CORP               COM             12589610     329065      36767     X         6            13575          0      23192
CMS ENERGY CORP               COM             12589610        895        100     X  X      7              100          0          0
CNET INC                      NOTE  5.000% 3/ 125945AC      74250      75000     X         5            75000          0          0
CSK AUTO CORP                 COM             12596510       3260        180     X         1              180          0          0
CSK AUTO CORP                 COM             12596510      12677        700     X         3              700          0          0
CSK AUTO CORP                 COM             12596510     109747       6060     X  X      6             6060          0          0
CSK AUTO CORP                 COM             12596510    1542519      85175     X         6            73975          0      11200
CNA FINL CORP                 COM             12611710     733702      26622     X         5            26572          0         50
CNA SURETY CORP               COM             12612L10    8487009     767983     X         3           767983          0          0
CNA SURETY CORP               COM             12612L10     165750      15000     X  X      6                0          0      15000
CNF INC                       COM             12612W10       2352         70     X         13               0          0         70
CNF INC                       COM             12612W10   13094189     389708     X         3           389708          0          0
CNF INC                       COM             12612W10      21034        626     X         5              626          0          0
CNF INC                       COM             12612W10     174720       5200     X  X      6             5200          0          0
CNF INC                       COM             12612W10     292824       8715     X         6             8715          0          0
CNOOC LTD                     SPONSORED ADR   12613210    1649179      38353     X         5            34703          0       3650
CNOOC LTD                     SPONSORED ADR   12613210      13416        312     X  X      6              312          0          0
CNOOC LTD                     SPONSORED ADR   12613210       1763         41     X         6               41          0          0
CNS INC                       COM             12613610    8493210     798234     X         5           798074          0        160
CRH PLC                       ADR             12626K20       1027         50     X  X      6               50          0          0
CRH PLC                       ADR             12626K20     624868      30422     X         6            28985          0       1437
CSG SYS INTL INC              COM             12634910     873895      50867     X         3            50867          0          0
CSG SYS INTL INC              COM             12634910      25272       1471     X         5             1271          0        200
CSG SYS INTL INC              COM             12634910      34360       2000     X  X      6             2000          0          0
CSG SYS INTL INC              COM             12634910     488754      28449     X         6            28449          0          0
CSX CORP                      COM             12640810      18174        600     X         1              600          0          0
CSX CORP                      COM             12640810    2851482      80981     X         3            80981          0          0
CSX CORP                      COM             12640810    5192362     171422     X         5            95372          0      76050
CSX CORP                      COM             12640810    3280922     108317     X  X      6            94990       5902       7425
CSX CORP                      COM             12640810    3705830     122345     X         6           116792          0       5553
CT COMMUNICATIONS INC         COM NEW         12642640      24930       1800     X         5              800          0       1000
CT COMMUNICATIONS INC         COM NEW         12642640    1485648     107267     X  X      6            94267          0      13000
CT COMMUNICATIONS INC         COM NEW         12642640    3160044     228162     X         6           204876          0      23286
CUNO INC                      COM             12658310       7568        169     X         5              169          0          0
CUNO INC                      COM             12658310     492580      11000     X         6            11000          0          0
CVS CORP                      COM             12665010      17650        500     X  X      1              500          0          0
CVS CORP                      COM             12665010      35830       1015     X         1             1015          0          0
CVS CORP                      COM             12665010      74130       2100     X         11               0       2100          0
CVS CORP                      COM             12665010     840846      23820     X         13               0          0      23820
CVS CORP                      COM             12665010   42794118    1246317     X         3          1246317          0          0
CVS CORP                      COM             12665010       4413        125     X         4              125          0          0
CVS CORP                      COM             12665010   14559782     412458     X         5           372088          0      40370
CVS CORP                      COM             12665010    8089630     229168     X  X      6           148718      10221      70229
CVS CORP                      COM             12665010   38164701    1081153     X         6           895949       3507     181697
CVS CORP                      COM             12665010       7943        225     X  X      7              225          0          0
CVS CORP                      COM             12665010     136364       3863     X         7             3863          0          0
CABLE & WIRELESS PUB LTD CO   SPONSORED ADR   12683020          7          1     X         13               0          0          1
CABLE & WIRELESS PUB LTD CO   SPONSORED ADR   12683020     149495      63300     X         3            63300          0          0
CABLE & WIRELESS PUB LTD CO   SPONSORED ADR   12683020      65806       9242     X         5             8553          0        689
CABLE & WIRELESS PUB LTD CO   SPONSORED ADR   12683020      12104       1700     X  X      6             1700          0          0
CABLE & WIRELESS PUB LTD CO   SPONSORED ADR   12683020      14240       2000     X         6             2000          0          0
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10       4347        190     X         13               0          0        190
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10       2054        100     X         3              100          0          0
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10     356768      15593     X         5              935          0      14658
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10      11440        500     X  X      6              500          0          0
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10     457348      19989     X         6            19989          0          0
CABOT CORP                    COM             12705510    1967967      59999     X         3            59999          0          0
CABOT CORP                    COM             12705510     898720      27400     X         5             8800          0      18600
CABOT CORP                    COM             12705510      62320       1900     X  X      6             1900          0          0
CABOT CORP                    COM             12705510      75440       2300     X         6             2100          0        200
CABOT CORP                    COM             12705510       4264        130     X         7              130          0          0
CABOT OIL & GAS CORP          COM             12709710   15312057     501049     X         3           501049          0          0
CABOT OIL & GAS CORP          COM             12709710       1528         50     X         5               50          0          0
CABOT OIL & GAS CORP          COM             12709710      15280        500     X         6              500          0          0
CABOT MICROELECTRONICS CORP   COM             12709P10    1014912      24090     X         3            24090          0          0
CABOT MICROELECTRONICS CORP   COM             12709P10     250336       5942     X         5             5897          0         45
CABOT MICROELECTRONICS CORP   COM             12709P10     277384       6584     X  X      6             6584          0          0
CABOT MICROELECTRONICS CORP   COM             12709P10    1300048      30858     X         6            30708          0        150
CACI INTL INC                 CL A            12719030     710532      16524     X         5            12974          0       3550
CACI INTL INC                 CL A            12719030      19823        461     X  X      6              261          0        200
CACI INTL INC                 CL A            12719030      12040        280     X         6              280          0          0
CADBURY SCHWEPPES PLC         ADR             12720930    1929000      60000     X         3            60000          0          0
CADBURY SCHWEPPES PLC         ADR             12720930      12506        389     X  X      4              389          0          0
CADBURY SCHWEPPES PLC         ADR             12720930     927945      28863     X         5            23421          0       5442
CADBURY SCHWEPPES PLC         ADR             12720930     277455       8630     X  X      6             7000        600       1030
CADBURY SCHWEPPES PLC         ADR             12720930     823362      25610     X         6            25040          0        570
CADBURY SCHWEPPES PLC         ADR             12720930       8745        272     X  X      7              272          0          0
CADENCE DESIGN SYSTEM INC     COM             12738710   55025513    3727650     X         3          3727650          0          0
CADENCE DESIGN SYSTEM INC     COM             12738710     646924      43889     X         5             3146          0      40743
CADENCE DESIGN SYSTEM INC     COM             12738710     195305      13250     X  X      6             8200       1050       4000
CADENCE DESIGN SYSTEM INC     COM             12738710     164631      11169     X         6            11169          0          0
CADMUS COMMUNICATIONS CORP    COM             12758710    1878416     140600     X         11               0     140600          0
CADMUS COMMUNICATIONS CORP    COM             12758710      13360       1000     X         5             1000          0          0
CAESARS ENTMT INC             COM             12768710    3841727     294636     X         3           294636          0          0
CAESARS ENTMT INC             COM             12768710    2746863     210649     X         5           202117          0       8532
CAESARS ENTMT INC             COM             12768710     619478      47506     X         6            47506          0          0
CAL DIVE INTL INC             COM             12791410       9752        378     X         5                0          0        378
CAL DIVE INTL INC             COM             12791410     430421      16683     X         6            16683          0          0
CAL DIVE INTL INC             COM             12791410       2141         83     X  X      7               83          0          0
CALAMOS CONV OPP AND INC FD   SH BEN INT      12811710      24472       1203     X         13               0          0       1203
CALAMOS CONV OPP AND INC FD   SH BEN INT      12811710    5566213     273524     X         5           244109          0      29415
CALAMOS CONV OPP AND INC FD   SH BEN INT      12811710      47619       2340     X  X      6             2340          0          0
CALAMOS CONV & HIGH INCOME F  COM SHS         12811P10       7416        450     X         13               0          0        450
CALAMOS CONV & HIGH INCOME F  COM SHS         12811P10     221969      13469     X         5            10076          0       3393
CALIFORNIA MICRO DEVICES COR  COM             13043910    2897884     217886     X         3           217886          0          0
CALIFORNIA MICRO DEVICES COR  COM             13043910       3923        293     X         5                0          0        293
CALIFORNIA MICRO DEVICES COR  COM             13043910      78586       5869     X         6                0          0       5869
CALIFORNIA WTR SVC GROUP      COM             13078810    1013376      35821     X         5            10842          0      24979
CALIFORNIA WTR SVC GROUP      COM             13078810      71574       2530     X  X      6             2530          0          0
CALIFORNIA WTR SVC GROUP      COM             13078810      34797       1230     X         6             1230          0          0
CALLAWAY GOLF CO              COM             13119310   79792489    4204030     X         11               0    4204030          0
CALLAWAY GOLF CO              COM             13119310   10407322     548331     X         3           548331          0          0
CALLAWAY GOLF CO              COM             13119310     489299      25780     X         5            24353          0       1427
CALLAWAY GOLF CO              COM             13119310      43654       2300     X  X      6             2300          0          0
CALLAWAY GOLF CO              COM             13119310     399529      21050     X         6            17850          0       3200
CALLIDUS SOFTWARE INC         COM             13123E50    2590555     304413     X         3           304413          0          0
CALLIDUS SOFTWARE INC         COM             13123E50     318274      37400     X         6            34000          0       3400
CALLON PETE CO DEL            COM             13123X10     271700      26000     X         5            26000          0          0
CALLON PETE CO DEL            COM             13123X10       8987        860     X  X      6              860          0          0
CALLON PETE CO DEL            COM             13123X10      24171       2313     X         6             2313          0          0
CALPINE CORP                  COM             13134710    1233221     264073     X         13               0          0     264073
CALPINE CORP                  COM             13134710     726419     155550     X         3           155550          0          0
CALPINE CORP                  COM             13134710    1112768     238280     X         5           132133          0     106147
CALPINE CORP                  COM             13134710      70891      15180     X  X      6            13080       1800        300
CALPINE CORP                  COM             13134710      43707       9359     X         6             9359          0          0
CALPINE CORP                  COM             13134710        467        100     X  X      7              100          0          0
CALPINE CORP                  NOTE  4.000%12/ 131347BA      20000      20000     X         5            20000          0          0
CAMBREX CORP                  COM             13201110        726         27     X         13               0          0         27
CAMBREX CORP                  COM             13201110     301280      11200     X         3            11200          0          0
CAMBREX CORP                  COM             13201110      13450        500     X  X      6                0          0        500
CAMBIOR INC                   COM             13201L10       5321       1700     X         13               0          0       1700
CAMBIOR INC                   COM             13201L10     314064     100340     X         5            99940          0        400
CAMBIOR INC                   COM             13201L10       3130       1000     X  X      6             1000          0          0
CAMBIOR INC                   COM             13201L10        313        100     X         6              100          0          0
CAMBRIDGE ANTIBODY TECH GP    SPONSORED ADR   13214810     255930      30000     X         3            30000          0          0
CAMBRIDGE ANTIBODY TECH GP    SPONSORED ADR   13214810       4266        500     X  X      6                0          0        500
CAMDEN PPTY TR                SH BEN INT      13313110     323640       7200     X         5              784          0       6416
CAMDEN PPTY TR                SH BEN INT      13313110     112375       2500     X  X      6             2500          0          0
CAMDEN PPTY TR                SH BEN INT      13313110      22475        500     X         6              500          0          0
CAMECO CORP                   COM             13321L10    1181800      23750     X         3            23750          0          0
CAMECO CORP                   COM             13321L10      44784        900     X         5                0          0        900
CAMPBELL SOUP CO              COM             13442910      13635        500     X  X      1              500          0          0
CAMPBELL SOUP CO              COM             13442910      26997        990     X         11               0        990          0
CAMPBELL SOUP CO              COM             13442910      34797       1276     X         13               0          0       1276
CAMPBELL SOUP CO              COM             13442910    4757173     174594     X         3           174594          0          0
CAMPBELL SOUP CO              COM             13442910    1494532      54805     X         5            38992          0      15813
CAMPBELL SOUP CO              COM             13442910    4442992     162926     X  X      6           149093       4550       9283
CAMPBELL SOUP CO              COM             13442910    2784240     102099     X         6           102099          0          0
CANADA SOUTHN PETE LTD        LTD VTG SH      13523110      79707      16300     X         5                0          0      16300
CANADIAN NATL RY CO           COM             13637510     323450       8224     X         13               0          0       8224
CANADIAN NATL RY CO           COM             13637510     635455      16157     X         5            15632          0        525
CANADIAN NATL RY CO           COM             13637510    1746606      44409     X  X      6            38934       4875        600
CANADIAN NATL RY CO           COM             13637510    4458134     113352     X         6           113127          0        225
CANADIAN NAT RES LTD          COM             13638510     840053      14836     X         3            14836          0          0
CANADIAN NAT RES LTD          COM             13638510    2919264      52467     X         5            52155          0        312
CANADIAN NAT RES LTD          COM             13638510     288438       5184     X  X      6             5184          0          0
CANADIAN NAT RES LTD          COM             13638510      87355       1570     X         6             1570          0          0
CANADIAN NAT RES LTD          COM             13638510       5564        100     X  X      7              100          0          0
CANADIAN NAT RES LTD          COM             13638510       1725         31     X         7               31          0          0
CANADIAN PAC RY LTD           COM             13645T10     414276      17133     X         5            16742          0        391
CANADIAN PAC RY LTD           COM             13645T10      29064       1202     X  X      6              810        392          0
CANADIAN PAC RY LTD           COM             13645T10      25510       1055     X         6             1055          0          0
CANADIAN PAC RY LTD           COM             13645T10       3627        150     X  X      7              150          0          0
CANADIAN SUPERIOR ENERGY INC  COM             13664410     286000     200000     X         3           200000          0          0
CANADIAN SUPERIOR ENERGY INC  COM             13664410       5720       4000     X  X      6             4000          0          0
CANON INC                     ADR             13800630      28231        545     X         13               0          0        545
CANON INC                     ADR             13800630   10352872     205000     X         3           205000          0          0
CANON INC                     ADR             13800630       8910        172     X  X      4              172          0          0
CANON INC                     ADR             13800630     342398       6610     X         5             3368          0       3242
CANON INC                     ADR             13800630     240715       4647     X  X      6             3647       1000          0
CANON INC                     ADR             13800630    2165292      41801     X         6            40931          0        870
CANON INC                     ADR             13800630       6423        124     X  X      7              124          0          0
CANON INC                     ADR             13800630      12639        244     X         7              244          0          0
CANYON RESOURCES CORP         COM NEW         13886930      15812       3350     X         5                0          0       3350
CANYON RESOURCES CORP         COM NEW         13886930     118000      25000     X  X      6            25000          0          0
CAPITAL AUTOMOTIVE REIT       COM SH BEN INT  13973310      24187        685     X         13               0          0        685
CAPITAL AUTOMOTIVE REIT       COM SH BEN INT  13973310     590383      16720     X         5            11520          0       5200
CAPITAL AUTOMOTIVE REIT       COM SH BEN INT  13973310      17655        500     X         6              500          0          0
CAPITAL BK CORP               COM             13979310     199420      11800     X         5              300          0      11500
CAPITAL BK CORP               COM             13979310      13875        821     X  X      6              821          0          0
CAPITAL BK CORP               COM             13979310      18286       1082     X         6             1082          0          0
CAPITAL ONE FINL CORP         COM             14040H10     115408       1530     X         13               0          0       1530
CAPITAL ONE FINL CORP         COM             14040H10   31501369     464543     X         3           464543          0          0
CAPITAL ONE FINL CORP         COM             14040H10    8399641     111357     X         5            63205          0      48152
CAPITAL ONE FINL CORP         COM             14040H10   11261774     149301     X  X      6            81244      50780      17277
CAPITAL ONE FINL CORP         COM             14040H10   18006272     238715     X         6           148857       4000      85858
CAPITAL ONE FINL CORP         COM             14040H10      10560        140     X         7              140          0          0
CAPITALSOURCE INC             COM             14055X10       8980        400     X         5                0          0        400
CAPITALSOURCE INC             COM             14055X10       8531        380     X  X      6              380          0          0
CAPITALSOURCE INC             COM             14055X10  118512944    5278973     X         6          5278973          0          0
CAPSTONE TURBINE CORP         COM             14067D10      45725      18512     X         5              712          0      17800
CAPSTONE TURBINE CORP         COM             14067D10       7410       3000     X         6             3000          0          0
CAPTARIS INC                  COM             14071N10    1525750     277409     X         3           277409          0          0
CAPTARIS INC                  COM             14071N10      41305       7510     X         6                0          0       7510
CARAUSTAR INDS INC            COM             14090910       4660        400     X  X      6              400          0          0
CARAUSTAR INDS INC            COM             14090910     944489      81072     X         6            81072          0          0
CAPSTAR HOTEL CO              NOTE  4.750%10/ 140918AC      23880      24000     X         5                0          0      24000
CARDIAC SCIENCE INC           COM NEW         14141020      51346      16800     X         3            16800          0          0
CARDIAC SCIENCE INC           COM NEW         14141020      71775      16500     X         5            12000          0       4500
CARDIMA INC                   COM             14147M10       9100      10000     X         5                0          0      10000
CARDINAL FINL CORP            COM             14149F10     384511      40095     X         5            39095          0       1000
CARDINAL HEALTH INC           COM             14149Y10      12815        186     X  X      1              186          0          0
CARDINAL HEALTH INC           COM             14149Y10     104590       1518     X         1             1518          0          0
CARDINAL HEALTH INC           COM             14149Y10     201257       2921     X         13               0          0       2921
CARDINAL HEALTH INC           COM             14149Y10   11284649     163783     X         3           163783          0          0
CARDINAL HEALTH INC           COM             14149Y10    7987789     115933     X         5            36104          0      79829
CARDINAL HEALTH INC           COM             14149Y10    3829875      55586     X  X      6            48460       2837       4289
CARDINAL HEALTH INC           COM             14149Y10   14194502     206016     X         6           151940        927      53149
CARDINAL HEALTH INC           COM             14149Y10      16743        243     X  X      7              243          0          0
CARDINAL HEALTH INC           COM             14149Y10      36862        535     X         7              535          0          0
CAREER EDUCATION CORP         COM             14166510       2545         45     X         13               0          0         45
CAREER EDUCATION CORP         COM             14166510   67136884    1213691     X         3          1213691          0          0
CAREER EDUCATION CORP         COM             14166510     947721      16759     X         5            15595          0       1164
CAREER EDUCATION CORP         COM             14166510    1943510      34368     X  X      6            30906       3462          0
CAREER EDUCATION CORP         COM             14166510    4418817      78140     X         6            71492        210       6438
CAREMARK RX INC               COM             14170510       9975        300     X         1              300          0          0
CAREMARK RX INC               COM             14170510     184671       5554     X         13               0          0       5554
CAREMARK RX INC               COM             14170510   31746241     950449     X         3           950449          0          0
CAREMARK RX INC               COM             14170510       2793         84     X         4               84          0          0
CAREMARK RX INC               COM             14170510    7062965     212420     X         5            73590          0     138830
CAREMARK RX INC               COM             14170510    3316987      99759     X  X      6            86158       8137       5464
CAREMARK RX INC               COM             14170510   28311777     851482     X         6           733675       1774     116033
CAREMARK RX INC               COM             14170510      17855        537     X  X      7              537          0          0
CAREMARK RX INC               COM             14170510      92568       2784     X         7             2784          0          0
CARLISLE COS INC              COM             14233910       1983         35     X         13               0          0         35
CARLISLE COS INC              COM             14233910    1699103      29993     X         3            29993          0          0
CARLISLE COS INC              COM             14233910      25549        451     X         5              121          0        330
CARLISLE COS INC              COM             14233910      11330        200     X  X      6              100        100          0
CARLISLE COS INC              COM             14233910      73928       1305     X         6             1305          0          0
CARMAX INC                    COM             14313010        321         11     X         13               0          0         11
CARMAX INC                    COM             14313010    9209261     286894     X         3           286894          0          0
CARMAX INC                    COM             14313010     261077       8941     X         5             5061          0       3880
CARMAX INC                    COM             14313010     178500       6113     X  X      6             2551       3562          0
CARMAX INC                    COM             14313010     741709      25401     X         6            25401          0          0
CARNIVAL CORP                 PAIRED CTF      14365830     247454       5510     X         13               0          0       5510
CARNIVAL CORP                 PAIRED CTF      14365830   11207377     250449     X         3           250449          0          0
CARNIVAL CORP                 PAIRED CTF      14365830    4552616     101372     X         5            79387          0      21985
CARNIVAL CORP                 PAIRED CTF      14365830    2808447      62535     X  X      6            58160        400       3975
CARNIVAL CORP                 PAIRED CTF      14365830    4631164     103121     X         6            34270        200      68651
CARNIVAL PLC                  ADR             14365C10     318686       6795     X         6             6475          0        320
CARPENTER TECHNOLOGY CORP     COM             14428510    3712152     112900     X         11               0     112900          0
CARPENTER TECHNOLOGY CORP     COM             14428510      46065       1401     X         5              401          0       1000
CARPENTER TECHNOLOGY CORP     COM             14428510     830746      25266     X  X      6            18000       7266          0
CARPENTER TECHNOLOGY CORP     COM             14428510     159139       4840     X         6             3940          0        900
CARRAMERICA RLTY CORP         COM             14441810     183060       5400     X         3             5400          0          0
CARRAMERICA RLTY CORP         COM             14441810     551689      16274     X         5              312          0      15962
CARRAMERICA RLTY CORP         COM             14441810      33900       1000     X  X      6             1000          0          0
CARREKER CORP                 COM             14443310    1061280     134000     X         3           134000          0          0
CARTER INC                    COM             14622910       5718        200     X  X      6              200          0          0
CARTER INC                    COM             14622910    9673255     338344     X         6           338344          0          0
CASCADE NAT GAS CORP          COM             14733910      75176       3450     X         11               0       3450          0
CASCADE NAT GAS CORP          COM             14733910       8956        411     X         5                0          0        411
CASCADE NAT GAS CORP          COM             14733910     126927       5825     X  X      6             4825       1000          0
CASEYS GEN STORES INC         COM             14752810   21311694    1283837     X         3          1283837          0          0
CASEYS GEN STORES INC         COM             14752810     652663      41048     X         5            40848          0        200
CASEYS GEN STORES INC         COM             14752810       3737        235     X         6              235          0          0
CASH AMER INTL INC            COM             14754D10    5546890     240646     X         3           240646          0          0
CASH AMER INTL INC            COM             14754D10      13830        600     X         5              600          0          0
CASH AMER INTL INC            COM             14754D10     149802       6499     X         6                0          0       6499
CASH AMER INTL INC            COM             14754D10       1614         70     X         7               70          0          0
CASTLE A M & CO               COM             14841110     370064      40936     X         5                0          0      40936
CASTLE CONV FD INC            COM             14844310     507780      22087     X         5            21337          0        750
CASTLE CONV FD INC            COM             14844310      11495        500     X         6              500          0          0
CATALINA LTG INC              COM NEW         14886520     855821      70496     X         6            70496          0          0
CATALINA MARKETING CORP       COM             14886710    1006709      51919     X         3            51919          0          0
CATALINA MARKETING CORP       COM             14886710    9980091     514703     X         5             1943          0     512760
CATALINA MARKETING CORP       COM             14886710      11750        606     X  X      6              606          0          0
CATALINA MARKETING CORP       COM             14886710     297811      15359     X         6            15359          0          0
CATALINA MARKETING CORP       COM             14886710       8609        444     X  X      7              444          0          0
CATAPULT COMMUNICATIONS CORP  COM             14901610     405833      22723     X         6            22723          0          0
CATELLUS DEV CORP NEW         COM             14911310       4240        163     X         13               0          0        163
CATELLUS DEV CORP NEW         COM             14911310       2809        108     X         3              108          0          0
CATELLUS DEV CORP NEW         COM             14911310     439335      16891     X         5               91          0      16800
CATELLUS DEV CORP NEW         COM             14911310      35478       1364     X  X      6             1186        178          0
CATELLUS DEV CORP NEW         COM             14911310      54751       2105     X         6             2105          0          0
CATERPILLAR INC DEL           COM             14912310      47442        600     X  X      1              600          0          0
CATERPILLAR INC DEL           COM             14912310      39535        500     X         1              500          0          0
CATERPILLAR INC DEL           COM             14912310    7849674      99275     X         11               0      99275          0
CATERPILLAR INC DEL           COM             14912310     816398      10325     X         13               0          0      10325
CATERPILLAR INC DEL           COM             14912310   40360795     510613     X         3           510613          0          0
CATERPILLAR INC DEL           COM             14912310   11974965     151448     X         5            91021          0      60427
CATERPILLAR INC DEL           COM             14912310   15861521     200601     X  X      6           156516      15244      28841
CATERPILLAR INC DEL           COM             14912310   29604836     374413     X         6           262937       1260     110216
CATERPILLAR INC DEL           COM             14912310      45465        575     X         7              575          0          0
CAVCO INDS INC DEL            COM             14956810       1290         35     X         11               0         35          0
CAVCO INDS INC DEL            COM             14956810        369         10     X         13               0          0         10
CAVCO INDS INC DEL            COM             14956810    7346637     199377     X         3           199377          0          0
CAVCO INDS INC DEL            COM             14956810        884         24     X         5               10          0         14
CAVCO INDS INC DEL            COM             14956810       2874         78     X  X      6               68          0         10
CAVCO INDS INC DEL            COM             14956810      96989       2632     X         6              429          0       2203
CEDAR FAIR L P                DEPOSITRY UNIT  15018510     517556      14800     X         11               0      14800          0
CEDAR FAIR L P                DEPOSITRY UNIT  15018510    4168121     119191     X         5            94322          0      24869
CEDAR FAIR L P                DEPOSITRY UNIT  15018510     221920       6346     X  X      6             5546        800          0
CEDAR FAIR L P                DEPOSITRY UNIT  15018510     282732       8085     X         6             8085          0          0
CEL-SCI CORP                  COM NEW         15083740       1198       1033     X         5             1000          0         33
CEL-SCI CORP                  COM NEW         15083740      11600      10000     X  X      6                0          0      10000
CELLSTAR CORP                 COM NEW         15092520     135240      12880     X         5              120          0      12760
CELESTICA INC                 SUB VTG SHS     15101Q10      48905       2982     X         5             1622          0       1360
CELESTICA INC                 SUB VTG SHS     15101Q10      34112       2080     X  X      6             2080          0          0
CELESTICA INC                 SUB VTG SHS     15101Q10     173135      10557     X         6            10557          0          0
CELGENE CORP                  COM             15102010    7383047     155390     X         3           155390          0          0
CELGENE CORP                  COM             15102010    1508218      31652     X         5            26052          0       5600
CELGENE CORP                  COM             15102010     308010       6464     X  X      6             5704          0        760
CELGENE CORP                  COM             15102010    1949362      40910     X         6            34610          0       6300
CELSION CORPORATION           COM             15117N10      56885      45875     X         5             3500          0      42375
CEMEX S A                     SPON ADR 5 ORD  15129088   11234983     375720     X         3           375720          0          0
CEMEX S A                     SPON ADR 5 ORD  15129088     447240      14998     X         5             9565          0       5433
CEMEX S A                     SPON ADR 5 ORD  15129088      89609       3005     X  X      6             2005          0       1000
CEMEX S A                     SPON ADR 5 ORD  15129088     883149      29616     X         6            29616          0          0
CEMEX S A                     SPON ADR 5 ORD  15129088       3638        122     X         7              122          0          0
CENDANT CORP                  COM             15131310      46341       1900     X         1             1900          0          0
CENDANT CORP                  COM             15131310     566458      23225     X         13               0          0      23225
CENDANT CORP                  COM             15131310   80230068    3425599     X         3          3425599          0          0
CENDANT CORP                  COM             15131310   29407486    1205719     X         5           871123          0     334596
CENDANT CORP                  COM             15131310    7647753     313561     X  X      6           202870      44340      66351
CENDANT CORP                  COM             15131310   34169853    1400978     X         6          1049975       3641     347362
CENDANT CORP                  COM             15131310      89316       3662     X         7             3662          0          0
CENDANT CORP                  DBCV  3.875%11/ 151313AN       2197       2000     X         13               0          0       2000
CENDANT CORP                  DBCV  3.875%11/ 151313AN       8800       8000     X         5             8000          0          0
CENTENNIAL COMMUNCTNS CORP N  CL A NEW        15133V20    3839680     568000     X         3           568000          0          0
CENTENNIAL COMMUNCTNS CORP N  CL A NEW        15133V20       5907        870     X         5              870          0          0
CENTENE CORP DEL              COM             15135B10    6691501     218748     X         3           218748          0          0
CENTENE CORP DEL              COM             15135B10      45885       1500     X         5             1500          0          0
CENTENE CORP DEL              COM             15135B10     635660      20780     X         6            17222          0       3558
CENTER BANCORP INC            COM             15140810     312435      19650     X         6            19650          0          0
CENTERPOINT PPTYS TR          COM             15189510     156750       1900     X         3             1900          0          0
CENTERPOINT PPTYS TR          COM             15189510     289575       3510     X         5               30          0       3480
CENTERPOINT PPTYS TR          COM             15189510     609675       7390     X  X      6             7390          0          0
CENTERPOINT PPTYS TR          COM             15189510      10395        126     X         6              126          0          0
CENTERPOINT ENERGY INC        COM             15189T10       2858        250     X         13               0          0        250
CENTERPOINT ENERGY INC        COM             15189T10    8772739     767532     X         3           767532          0          0
CENTERPOINT ENERGY INC        COM             15189T10     435792      38127     X         5            28204          0       9923
CENTERPOINT ENERGY INC        COM             15189T10    1137605      99528     X  X      6            51422        195      47911
CENTERPOINT ENERGY INC        COM             15189T10    4504917     394131     X         6            78525          0     315606
CENTERPOINT ENERGY INC        NOTE  3.750% 5/ 15189TAC    3461250    3000000     X         3          3000000          0          0
CENTEX CORP                   COM             15231210   24311052     449705     X         11               0     449705          0
CENTEX CORP                   COM             15231210      21624        400     X         13               0          0        400
CENTEX CORP                   COM             15231210    2770826      51634     X         3            51634          0          0
CENTEX CORP                   COM             15231210    2031521      37579     X         5            33933          0       3646
CENTEX CORP                   COM             15231210    1479568      27369     X  X      6            26899         70        400
CENTEX CORP                   COM             15231210    5606022     103700     X         6            65018          0      38682
CENTEX CORP                   COM             15231210     -53837     -51000     X         8           -51000          0          0
CENTRAL COAST BANCORP         COM             15314510     865760      47129     X         5              330          0      46799
CENTRAL EUROPEAN DIST CORP    COM             15343510     189423       5850     X         5             3000          0       2850
CENTRAL EUROPEAN DIST CORP    COM             15343510      19428        600     X  X      6              600          0          0
CENTRAL EUROPE AND RUSSIA FD  COM             15343610     108486       4428     X         5              573          0       3855
CENTRAL EUROPE AND RUSSIA FD  COM             15343610     166968       6815     X         6             6815          0          0
CENTRAL FD CDA LTD            CL A            15350110     944809     149732     X         5           146232          0       3500
CENTRAL FD CDA LTD            CL A            15350110      32812       5200     X  X      6             5000        200          0
CENTRAL FD CDA LTD            CL A            15350110      34838       5521     X         6             5521          0          0
CENTRAL PKG CORP              COM             15478510    8403460     418499     X         5           418499          0          0
CENTRAL SECS CORP             COM             15512310    1311625      61148     X         5            61148          0          0
CENTRAL SECS CORP             COM             15512310     607035      28300     X         9            28300          0          0
CENTURY ALUM CO               COM             15643110    2173710      77000     X         3            77000          0          0
CENTURY BUSINESS SVCS INC     COM             15649010     637048     129745     X         6           129745          0          0
CENTURYTEL INC                COM             15670010     131952       4800     X         1             4800          0          0
CENTURYTEL INC                COM             15670010     392420      14275     X         13               0          0      14275
CENTURYTEL INC                COM             15670010   19250377     697579     X         3           697579          0          0
CENTURYTEL INC                COM             15670010       5361        195     X         4              195          0          0
CENTURYTEL INC                COM             15670010    3820230     138968     X         5            28916          0     110052
CENTURYTEL INC                COM             15670010    2797080     101749     X  X      6            94424       4750       2575
CENTURYTEL INC                COM             15670010    5953592     216573     X         6           144154         98      72321
CENTURYTEL INC                COM             15670010      21882        796     X  X      7              796          0          0
CENTURYTEL INC                COM             15670010       3849        140     X         7              140          0          0
CEPHALON INC                  COM             15670810    3174057      55384     X         3            55384          0          0
CEPHALON INC                  COM             15670810    2877966      50200     X         5            39062          0      11138
CEPHALON INC                  COM             15670810       3153         55     X  X      6               55          0          0
CEPHALON INC                  NOTE  2.500%12/ 156708AE      14850      15000     X         5            15000          0          0
CEPHEID                       COM             15670R10    7507044     806342     X         5           804342          0       2000
CERADYNE INC                  COM             15671010    2674522      73984     X         3            73984          0          0
CERADYNE INC                  COM             15671010     225757       6245     X         5               25          0       6220
CERADYNE INC                  COM             15671010      79277       2193     X         6              200          0       1993
CERES GROUP INC               COM             15677210     107895      15261     X         5            13261          0       2000
CERES GROUP INC               COM             15677210       3146        445     X  X      6              445          0          0
CERIDIAN CORP NEW             COM             15677910    3080417     156287     X         3           156287          0          0
CERIDIAN CORP NEW             COM             15677910       3942        200     X         5              200          0          0
CERIDIAN CORP NEW             COM             15677910     141124       7160     X  X      6             7160          0          0
CERIDIAN CORP NEW             COM             15677910      82565       4189     X         6             4189          0          0
CERNER CORP                   COM             15678210     211745       4695     X         5             4695          0          0
CERNER CORP                   COM             15678210      14748        327     X         6              277          0         50
CERTEGY INC                   COM             15688010       7880        225     X         13               0          0        225
CERTEGY INC                   COM             15688010    2190151      62540     X         3            62540          0          0
CERTEGY INC                   COM             15688010      65301       1865     X         5             1326          0        539
CERTEGY INC                   COM             15688010    2589484      73943     X  X      6            54493      18350       1100
CERTEGY INC                   COM             15688010    1087476      31053     X         6            31053          0          0
CERTEGY INC                   COM             15688010      11977        342     X  X      7              342          0          0
CHARLES RIVER ASSOCIATES      COM             15985210    1495501      45614     X         3            45614          0          0
CHARLES RIVER ASSOCIATES      COM             15985210      11470        350     X         5              350          0          0
CHARLES RIVER ASSOCIATES      COM             15985210       6554        200     X  X      6                0          0        200
CHARLES RIV LABS INTL INC     COM             15986410    9601828     224080     X         3           224080          0          0
CHARLES RIV LABS INTL INC     COM             15986410    1145252      26727     X         5             8377          0      18350
CHARLES RIV LABS INTL INC     COM             15986410       2228         52     X  X      6               52          0          0
CHARLES RIV LABS INTL INC     COM             15986410     609070      14214     X         6             6714          0       7500
CHARTER ONE FINL INC          COM             16090310      58698       1660     X         1             1660          0          0
CHARTER ONE FINL INC          COM             16090310   11126873     314674     X         11               0     314674          0
CHARTER ONE FINL INC          COM             16090310      52297       1479     X         13               0          0       1479
CHARTER ONE FINL INC          COM             16090310   32120680     908795     X         3           908795          0          0
CHARTER ONE FINL INC          COM             16090310    1782602      50413     X         5            33355          0      17058
CHARTER ONE FINL INC          COM             16090310   33011460     933582     X  X      6           915904      10328       7350
CHARTER ONE FINL INC          COM             16090310   34587702     978159     X         6           874351       1330     102478
CHARTER ONE FINL INC          COM             16090310      61880       1750     X         7             1750          0          0
CHARTERMAC                    SH BEN INT      16090810    1855279      74870     X         5            38031          0      36839
CHARTERMAC                    SH BEN INT      16090810     162829       6571     X  X      6             5571       1000          0
CHARTERMAC                    SH BEN INT      16090810      74340       3000     X         6             3000          0          0
CHARMING SHOPPES INC          COM             16113310     404426      51916     X         5            22341          0      29575
CHARTER COMMUNICATIONS INC D  CL A            16117M10       4720       1000     X         13               0          0       1000
CHARTER COMMUNICATIONS INC D  CL A            16117M10     729009     154451     X         5            26650          0     127801
CHARTER COMMUNICATIONS INC D  CL A            16117M10       1770        375     X  X      6              375          0          0
CHARTER COMMUNICATIONS INC D  CL A            16117M10      19324       4094     X         6             4094          0          0
CHATTEM INC                   COM             16245610       2567        100     X         1              100          0          0
CHATTEM INC                   COM             16245610      30804       1200     X         5              800          0        400
CHATTEM INC                   COM             16245610     113718       4430     X  X      6             4430          0          0
CHATTEM INC                   COM             16245610     917446      35740     X         6            27420          0       8320
CHECKFREE CORP NEW            COM             16281310    2847427      96654     X         3            96654          0          0
CHECKFREE CORP NEW            COM             16281310    1426512      48422     X         5            39809          0       8613
CHECKFREE CORP NEW            COM             16281310      66285       2250     X  X      6             2250          0          0
CHECKFREE CORP NEW            COM             16281310    1019316      34600     X         6            34600          0          0
CHECKPOINT SYS INC            COM             16282510     522188      27629     X         5            17087          0      10542
CHECKPOINT SYS INC            COM             16282510     200264      10596     X         6            10596          0          0
CHEESECAKE FACTORY INC        COM             16307210    2730534      59545     X         3            59545          0          0
CHEESECAKE FACTORY INC        COM             16307210    1173522      25456     X         5             5997          0      19459
CHEESECAKE FACTORY INC        COM             16307210     739444      16040     X         6            16040          0          0
CHELSEA PPTY GROUP INC        COM             16342110    2196800      34903     X         5            23070          0      11833
CHELSEA PPTY GROUP INC        COM             16342110     560166       8900     X  X      6             8500          0        400
CHELSEA PPTY GROUP INC        COM             16342110     188820       3000     X         6             3000          0          0
CHEMICAL FINL CORP            COM             16373110     776791      21692     X         5             1832          0      19860
CHESAPEAKE CORP               COM             16515910      47740       2000     X         5                0          0       2000
CHESAPEAKE CORP               COM             16515910     680844      28523     X  X      6             8773      12050       7700
CHESAPEAKE CORP               COM             16515910     656091      27486     X         6            27286          0        200
CHESAPEAKE ENERGY CORP        COM             16516710       3752        280     X         1              280          0          0
CHESAPEAKE ENERGY CORP        COM             16516710   18036700    1334450     X         3          1334450          0          0
CHESAPEAKE ENERGY CORP        COM             16516710    3294738     245876     X         5           230176          0      15700
CHESAPEAKE ENERGY CORP        COM             16516710     192277      14349     X  X      6            14349          0          0
CHESAPEAKE ENERGY CORP        COM             16516710    2005337     149652     X         6           112622          0      37030
CHESAPEAKE ENERGY CORP        COM             16516710      10720        800     X  X      7              800          0          0
CHESAPEAKE UTILS CORP         COM             16530310     204960       8000     X         1             8000          0          0
CHESAPEAKE UTILS CORP         COM             16530310     744261      29050     X         5                0          0      29050
CHESAPEAKE UTILS CORP         COM             16530310     147443       5755     X  X      6             5755          0          0
CHESAPEAKE UTILS CORP         COM             16530310     434797      16971     X         6            16971          0          0
CHEVRONTEXACO CORP            COM             16676410    1895872      21598     X  X      1            20674        924          0
CHEVRONTEXACO CORP            COM             16676410    2119799      24149     X         1            24149          0          0
CHEVRONTEXACO CORP            COM             16676410      96646       1101     X         11               0       1101          0
CHEVRONTEXACO CORP            COM             16676410    2826524      32200     X         13               0          0      32200
CHEVRONTEXACO CORP            COM             16676410  102765509    1246021     X         3          1246021          0          0
CHEVRONTEXACO CORP            COM             16676410      15800        180     X         4              180          0          0
CHEVRONTEXACO CORP            COM             16676410   51552696     587294     X         5           175728          0     411566
CHEVRONTEXACO CORP            COM             16676410   80774190     920189     X  X      6           753825      80575      85789
CHEVRONTEXACO CORP            COM             16676410   80686674     919192     X         6           699693       2274     217225
CHEVRONTEXACO CORP            COM             16676410      25895        295     X  X      7              295          0          0
CHEVRONTEXACO CORP            COM             16676410     145978       1663     X         7             1663          0          0
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010    2006098      72400     X         3            72400          0          0
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010      57052       2050     X         5              900          0       1150
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010      33396       1200     X  X      6             1200          0          0
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010     742143      26667     X         6            17167          0       9500
CHICAGO MERCANTILE HLDGS INC  CL A            16776010    7419958      76700     X         3            76700          0          0
CHICAGO MERCANTILE HLDGS INC  CL A            16776010     460869       4764     X         5             3272          0       1492
CHICAGO MERCANTILE HLDGS INC  CL A            16776010      50305        520     X  X      6              520          0          0
CHICAGO MERCANTILE HLDGS INC  CL A            16776010       5804         60     X         6               60          0          0
CHICOS FAS INC                COM             16861510      51736       1115     X         13               0          0       1115
CHICOS FAS INC                COM             16861510   93163203    2044999     X         3          2044999          0          0
CHICOS FAS INC                COM             16861510    7078552     152555     X         5           129189          0      23366
CHICOS FAS INC                COM             16861510     361920       7800     X  X      6             7800          0          0
CHICOS FAS INC                COM             16861510    1963323      42313     X         6            33835          0       8478
CHINA FD INC                  COM             16937310     547292      16635     X         5            13635          0       3000
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10    6963060     474000     X         3           474000          0          0
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10     564507      38428     X         5              700          0      37728
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10       3011        205     X  X      6              205          0          0
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10       5876        400     X         6              400          0          0
CHINA PETE & CHEM CORP        SPON ADR H SHS  16941R10    1723500      45000     X         3            45000          0          0
CHINA PETE & CHEM CORP        SPON ADR H SHS  16941R10    1090478      28472     X         5            20438          0       8034
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610    3780496    2039000     X         3          2039000          0          0
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610      53388       1539     X         5             1420          0        119
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610      49641       1431     X  X      6             1431          0          0
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610     448715      12935     X         6            12935          0          0
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610       8673        250     X         7              250          0          0
CHINA UNICOM LTD              SPONSORED ADR   16945R10    2342600     260000     X         3           260000          0          0
CHINA UNICOM LTD              SPONSORED ADR   16945R10      97182      10786     X         5              300          0      10486
CHIQUITA BRANDS INTL INC      *W EXP 03/19/20 17003211     159462      24994     X         5            24743          0        251
CHIQUITA BRANDS INTL INC      COM             17003280   74879022    3591320     X         11               0    3591320          0
CHIQUITA BRANDS INTL INC      COM             17003280      20850       1000     X         13               0          0       1000
CHIQUITA BRANDS INTL INC      COM             17003280    8100225     388500     X         3           388500          0          0
CHIQUITA BRANDS INTL INC      COM             17003280     101456       4866     X         5             4397          0        469
CHIQUITA BRANDS INTL INC      COM             17003280      31275       1500     X  X      6             1500          0          0
CHIQUITA BRANDS INTL INC      COM             17003280     365396      17525     X         6            15025          0       2500
CHIRON CORP                   COM             17004010      14479        329     X         13               0          0        329
CHIRON CORP                   COM             17004010    3239312      73604     X         3            73604          0          0
CHIRON CORP                   COM             17004010     746982      16973     X         5             3353          0      13620
CHIRON CORP                   COM             17004010     365283       8300     X  X      6             8200          0        100
CHIRON CORP                   COM             17004010     403440       9167     X         6             1357          0       7810
CHITTENDEN CORP               COM             17022810      23100        700     X         13               0          0        700
CHITTENDEN CORP               COM             17022810      26286        797     X         5                0          0        797
CHITTENDEN CORP               COM             17022810     168267       5099     X         6             5099          0          0
CHOICEPOINT INC               COM             17038810    3230725      84952     X         3            84952          0          0
CHOICEPOINT INC               COM             17038810     301502       7928     X         5             6191          0       1737
CHOICEPOINT INC               COM             17038810    2302945      60556     X  X      6            46160      14396          0
CHOICEPOINT INC               COM             17038810     377752       9933     X         6             9533        400          0
CHOLESTECH CORP               COM             17039310     110000      12500     X         3            12500          0          0
CHOLESTECH CORP               COM             17039310       2552        290     X         5              290          0          0
CHRISTOPHER & BANKS CORP      COM             17104610      15913        825     X         3              825          0          0
CHRISTOPHER & BANKS CORP      COM             17104610     126787       6006     X         5                0          0       6006
CHRISTOPHER & BANKS CORP      COM             17104610      59108       2800     X         6             2800          0          0
CHROMCRAFT REVINGTON INC      COM             17111710     238400      16000     X  X      6            16000          0          0
CHUBB CORP                    COM             17123210      22392        322     X         1              322          0          0
CHUBB CORP                    COM             17123210    9770440     140501     X         3           140501          0          0
CHUBB CORP                    COM             17123210    1893009      27222     X         5            15779          0      11443
CHUBB CORP                    COM             17123210    9780453     140645     X  X      6           138495       1450        700
CHUBB CORP                    COM             17123210    6304496      90660     X         6            71973          0      18687
CHUNGHWA TELECOM CO LTD       SPONSORED ADR   17133Q20   13333704     754000     X         3           754000          0          0
CHURCH & DWIGHT INC           COM             17134010    1724084      39808     X         3            39808          0          0
CHURCH & DWIGHT INC           COM             17134010    1336243      30853     X         5            28499          0       2354
CHURCH & DWIGHT INC           COM             17134010       7146        165     X  X      6              165          0          0
CHURCH & DWIGHT INC           COM             17134010    7056368     162927     X         6            65387          0      97540
CHURCH & DWIGHT INC           COM             17134010       3725         86     X  X      7               86          0          0
CIBER INC                     COM             17163B10     769549      69959     X         6            69959          0          0
CIENA CORP                    COM             17177910        268         54     X         13               0          0         54
CIENA CORP                    COM             17177910     964189     193418     X         3           193418          0          0
CIENA CORP                    COM             17177910     298538      60068     X         5            44302          0      15766
CIENA CORP                    COM             17177910      90235      18156     X  X      6            15120        300       2736
CIENA CORP                    COM             17177910      15258       3070     X         6             3070          0          0
CIENA CORP                    NOTE  3.750% 2/ 171779AA     271633     295000     X         5                0          0     295000
CIMAREX ENERGY CO             COM             17179810   41185072    1425089     X         11               0    1425089          0
CIMAREX ENERGY CO             COM             17179810    9835758     340365     X         3           340365          0          0
CIMAREX ENERGY CO             COM             17179810      83781       2899     X         5             2699          0        200
CIMAREX ENERGY CO             COM             17179810      14566        504     X  X      6              504          0          0
CIMAREX ENERGY CO             COM             17179810        607         21     X         6               21          0          0
CINCINNATI BELL INC NEW       COM             17187110     966015     237350     X         3           237350          0          0
CINCINNATI BELL INC NEW       COM             17187110      35613       8750     X         5             4725          0       4025
CINCINNATI BELL INC NEW       COM             17187110     374440      92000     X  X      6            52000          0      40000
CINCINNATI BELL INC NEW       COM             17187110      46500      11425     X         6            11425          0          0
CINCINNATI FINL CORP          COM             17206210     391050       9000     X  X      1             9000          0          0
CINCINNATI FINL CORP          COM             17206210    2893597      66613     X         3            66613          0          0
CINCINNATI FINL CORP          COM             17206210     313405       7213     X         5              810          0       6403
CINCINNATI FINL CORP          COM             17206210     892984      20552     X  X      6            20552          0          0
CINCINNATI FINL CORP          COM             17206210      29242        673     X         6              673          0          0
CINCINNATI FINL CORP          COM             17206210      10993        253     X  X      7              253          0          0
CINERGY CORP                  COM             17247410      16356        400     X  X      1              400          0          0
CINERGY CORP                  COM             17247410       9200        225     X         13               0          0        225
CINERGY CORP                  COM             17247410   16727510     420346     X         3           420346          0          0
CINERGY CORP                  COM             17247410    2097314      51292     X         5            34325          0      16967
CINERGY CORP                  COM             17247410    2263589      55358     X  X      6            44398       7223       3737
CINERGY CORP                  COM             17247410    1337921      32720     X         6            32353          0        367
CIRCUIT CITY STORE INC        COM             17273710    7453483     660801     X         3           660801          0          0
CIRCUIT CITY STORE INC        COM             17273710    6681170     591254     X         5           578108          0      13146
CIRCUIT CITY STORE INC        COM             17273710       9040        800     X  X      6              600        200          0
CIRCUIT CITY STORE INC        COM             17273710     126560      11200     X         6            11200          0          0
CIRRUS LOGIC INC              COM             17275510       2729        360     X         13               0          0        360
CIRRUS LOGIC INC              COM             17275510     462683      61040     X         5            60920          0        120
CISCO SYS INC                 COM             17275R10    2111118      89568     X  X      1            89568          0          0
CISCO SYS INC                 COM             17275R10    3376096     143237     X         1           142789          0        448
CISCO SYS INC                 COM             17275R10     223679       9490     X         11               0       9490          0
CISCO SYS INC                 COM             17275R10    1229152      52149     X         13               0          0      52149
CISCO SYS INC                 COM             17275R10  274968876   12417770     X         3         12417770          0          0
CISCO SYS INC                 COM             17275R10      21213        900     X  X      4              900          0          0
CISCO SYS INC                 COM             17275R10      29769       1263     X         4             1263          0          0
CISCO SYS INC                 COM             17275R10   62722363    2661110     X         5          1569099          0    1092011
CISCO SYS INC                 COM             17275R10  134194192    5693432     X  X      6          4856143     430123     407166
CISCO SYS INC                 COM             17275R10  280266981   11890835     X         6         10257265      43043    1590527
CISCO SYS INC                 COM             17275R10     183587       7789     X  X      7             7789          0          0
CISCO SYS INC                 COM             17275R10     474063      20113     X         7            20113          0          0
CISCO SYS INC                 COM             17275R10    3417650     145000     X         8           145000          0          0
CITADEL BROADCASTING CORP     COM             17285T10     446106      25300     X         3            25300          0          0
CITADEL BROADCASTING CORP     COM             17285T10      27048       1550     X         5             1150          0        400
CITADEL BROADCASTING CORP     COM             17285T10     399605      22900     X         6            22900          0          0
CINTAS CORP                   COM             17290810       6524        150     X         11               0        150          0
CINTAS CORP                   COM             17290810    2800843      64402     X         3            64402          0          0
CINTAS CORP                   COM             17290810     437901      10069     X         5             8535          0       1534
CINTAS CORP                   COM             17290810     929947      21383     X  X      6            15383          0       6000
CINTAS CORP                   COM             17290810     481739      11077     X         6            11077          0          0
CINTAS CORP                   COM             17290810      22006        506     X  X      7              506          0          0
CINTAS CORP                   COM             17290810       2566         59     X         7               59          0          0
CINTAS CORP                   COM             17290810    1348190      31000     X         8            31000          0          0
CITIGROUP INC                 COM             17296710     990210      19153     X  X      1            19153          0          0
CITIGROUP INC                 COM             17296710    1614694      31232     X         1            31082          0        150
CITIGROUP INC                 COM             17296710    2368377      45810     X         13               0          0      45810
CITIGROUP INC                 COM             17296710  456816588    9318295     X         3          9318295          0          0
CITIGROUP INC                 COM             17296710       3929         76     X  X      4               76          0          0
CITIGROUP INC                 COM             17296710     102676       1986     X         4             1986          0          0
CITIGROUP INC                 COM             17296710   76653794    1482665     X         5           936615          0     546050
CITIGROUP INC                 COM             17296710  240582745    4653438     X  X      6          3709799     612204     331435
CITIGROUP INC                 COM             17296710  357146340    6908053     X         6          5667097      16523    1224433
CITIGROUP INC                 COM             17296710     107381       2077     X  X      7             2077          0          0
CITIGROUP INC                 COM             17296710     748875      14485     X         7            14485          0          0
CITIGROUP INC                 COM             17296710   11034693     213437     X         8           213437          0          0
CITIGROUP INVTS LN FD INC     COM             17307C10     906242      59309     X         5             1021          0      58288
CITIZENS COMMUNICATIONS CO    COM             17453B10    1433030     110794     X         3           110794          0          0
CITIZENS COMMUNICATIONS CO    COM             17453B10     334408      25843     X         5             9520          0      16323
CITIZENS COMMUNICATIONS CO    COM             17453B10     455786      35223     X  X      6            20593          0      14630
CITIZENS COMMUNICATIONS CO    COM             17453B10    2109518     163023     X         6           118553          0      44470
CITIZENS COMMUNICATIONS CO    COM             17453B10       6121        473     X  X      7              473          0          0
CITRIX SYS INC                COM             17737610      23436       1084     X         13               0          0       1084
CITRIX SYS INC                COM             17737610   85477951    3934717     X         3          3934717          0          0
CITRIX SYS INC                COM             17737610    1616830      74784     X         5            37985          0      36799
CITRIX SYS INC                COM             17737610     298075      13787     X  X      6              700        800      12287
CITRIX SYS INC                COM             17737610    2078482      96137     X         6            11727          0      84410
CITY HLDG CO                  COM             17783510    1210790      35300     X         3            35300          0          0
CITY INVESTING CO LIQ TR      UNIT BEN INT    17790010      39000      20000     X         3            20000          0          0
CITY INVESTING CO LIQ TR      UNIT BEN INT    17790010        195        100     X         5              100          0          0
CITY INVESTING CO LIQ TR      UNIT BEN INT    17790010         23         12     X  X      6               12          0          0
CITY NATL CORP                COM             17856610     351014       5860     X         13               0          0       5860
CITY NATL CORP                COM             17856610    2855673      47674     X         3            47674          0          0
CITY NATL CORP                COM             17856610    3442693      57474     X         5             1352          0      56122
CITY NATL CORP                COM             17856610      73018       1219     X  X      6             1219          0          0
CLAIRES STORES INC            COM             17958410   10803148     518403     X         3           518403          0          0
CLAIRES STORES INC            COM             17958410    2470645     118553     X         5            78029          0      40524
CLAIRES STORES INC            COM             17958410      78984       3790     X  X      6                0       3790          0
CLAIRES STORES INC            COM             17958410     363491      17442     X         6             2742          0      14700
CLARCOR INC                   COM             17989510     816245      18488     X         5            18198          0        290
CLARCOR INC                   COM             17989510     250551       5675     X  X      6             2300       3375          0
CLARCOR INC                   COM             17989510     213024       4825     X         6             4825          0          0
CLARK INC                     COM             18145710    1480054      87062     X         6            87062          0          0
CLEAR CHANNEL COMMUNICATIONS  COM             18450210      10164        240     X         11               0        240          0
CLEAR CHANNEL COMMUNICATIONS  COM             18450210       7200        170     X         13               0          0        170
CLEAR CHANNEL COMMUNICATIONS  COM             18450210   21997544     511286     X         3           511286          0          0
CLEAR CHANNEL COMMUNICATIONS  COM             18450210    4457422     105252     X         5            71331          0      33921
CLEAR CHANNEL COMMUNICATIONS  COM             18450210      98506       2326     X  X      6             1886        285        155
CLEAR CHANNEL COMMUNICATIONS  COM             18450210    3335190      78753     X         6            10021          0      68732
CLEAR CHANNEL COMMUNICATIONS  COM             18450210     139755       3300     X         8             3300          0          0
CLINICAL DATA INC NEW         COM             18725U10     396851      30410     X         6            30410          0          0
CLOROX CO DEL                 COM             18905410     303242       6200     X  X      1             6200          0          0
CLOROX CO DEL                 COM             18905410     117384       2400     X         1             2400          0          0
CLOROX CO DEL                 COM             18905410   11931839     243955     X         11               0     243955          0
CLOROX CO DEL                 COM             18905410       2397         49     X         13               0          0         49
CLOROX CO DEL                 COM             18905410    5254041     106615     X         3           106615          0          0
CLOROX CO DEL                 COM             18905410    7274482     148732     X         5           103254          0      45478
CLOROX CO DEL                 COM             18905410    6270360     128202     X  X      6            97195      20317      10690
CLOROX CO DEL                 COM             18905410    8664700     177156     X         6           142367        400      34389
CLOSURE MED CORP              COM             18909310      13750        500     X         5                0          0        500
CLOSURE MED CORP              COM             18909310    4393125     159750     X         6           159750          0          0
COACH INC                     COM             18975410      60501       1476     X         1             1276          0        200
COACH INC                     COM             18975410       5821        142     X         11               0        142          0
COACH INC                     COM             18975410     174003       4245     X         13               0          0       4245
COACH INC                     COM             18975410   93979896    2326732     X         3          2326732          0          0
COACH INC                     COM             18975410   14399295     351288     X         5           326188          0      25100
COACH INC                     COM             18975410    2972800      72525     X  X      6            64800       3431       4294
COACH INC                     COM             18975410   21016639     512726     X         6           438274       1513      72939
COACH INC                     COM             18975410      34842        850     X         7              850          0          0
COCA COLA BOTTLING CO CONS    COM             19109810       5616        110     X         5              100          0         10
COCA COLA BOTTLING CO CONS    COM             19109810     752477      14740     X  X      6            14740          0          0
COCA COLA BOTTLING CO CONS    COM             19109810    5135222     100592     X         6           100587          0          5
COCA COLA CO                  COM             19121610    6569180     130600     X  X      1           130600          0          0
COCA COLA CO                  COM             19121610    2213452      44005     X         1            43955          0         50
COCA COLA CO                  COM             19121610      76305       1517     X         11               0       1517          0
COCA COLA CO                  COM             19121610     145719       2897     X         13               0          0       2897
COCA COLA CO                  COM             19121610  143920593    2914295     X         3          2914295          0          0
COCA COLA CO                  COM             19121610      15090        300     X  X      4              300          0          0
COCA COLA CO                  COM             19121610      24899        495     X         4              495          0          0
COCA COLA CO                  COM             19121610   30730607     610946     X         5           424962          0     185984
COCA COLA CO                  COM             19121610  340101816    6761468     X  X      6          5541003     986494     233971
COCA COLA CO                  COM             19121610  560026889   11133735     X         6         10498286       9180     626269
COCA COLA CO                  COM             19121610      68911       1370     X  X      7             1370          0          0
COCA COLA CO                  COM             19121610     234297       4658     X         7             4658          0          0
COCA COLA ENTERPRISES INC     COM             19121910   26200540    1162962     X         3          1162962          0          0
COCA COLA ENTERPRISES INC     COM             19121910     794033      32852     X         5            17277          0      15575
COCA COLA ENTERPRISES INC     COM             19121910    2300887      95196     X  X      6            41310          0      53886
COCA COLA ENTERPRISES INC     COM             19121910   17983568     744045     X         6           494737          0     249308
COCA-COLA FEMSA S A DE C V    SPON ADR REP L  19124110    1084050      45000     X         3            45000          0          0
COCA-COLA FEMSA S A DE C V    SPON ADR REP L  19124110     412975      17143     X         5             2651          0      14492
COCA-COLA FEMSA S A DE C V    SPON ADR REP L  19124110      15851        658     X         6              658          0          0
COEUR D ALENE MINES CORP IDA  COM             19210810     631351      90193     X         5            80915          0       9278
COEUR D ALENE MINES CORP IDA  COM             19210810      10500       1500     X  X      6             1500          0          0
COEUR D ALENE MINES CORP IDA  COM             19210810        700        100     X         6              100          0          0
COEUR D ALENE MINES CORP IDA  COM             19210810      15400       2200     X  X      7             2200          0          0
COGNEX CORP                   COM             19242210      30923        930     X         5              930          0          0
COGNEX CORP                   COM             19242210       4323        130     X  X      6              130          0          0
COGNEX CORP                   COM             19242210     194513       5850     X         6             5850          0          0
COGNIZANT TECHNOLOGY SOLUTIO  CL A            19244610   22592387     498666     X         3           498666          0          0
COGNIZANT TECHNOLOGY SOLUTIO  CL A            19244610    4038834      89256     X         5            88005          0       1251
COGNIZANT TECHNOLOGY SOLUTIO  CL A            19244610    1608638      35550     X  X      6            33567       1218        765
COGNIZANT TECHNOLOGY SOLUTIO  CL A            19244610    2499339      55234     X         6            48817         17       6400
COGNOS INC                    COM             19244C10       2298         74     X         4               74          0          0
COGNOS INC                    COM             19244C10     264693       8522     X         5             4637          0       3885
COGNOS INC                    COM             19244C10      33824       1089     X  X      6             1089          0          0
COGNOS INC                    COM             19244C10     616044      19834     X         6            19678          0        156
COHEN & STEERS QUALITY RLTY   COM             19247L10    4996230     256480     X         5           244880          0      11600
COHEN & STEERS QUALITY RLTY   COM             19247L10     155840       8000     X  X      6             8000          0          0
COHEN & STEERS QUALITY RLTY   COM             19247L10     143314       7357     X         6             7357          0          0
COHEN & STEERS TOTAL RETURN   COM             19247R10     640990      32804     X         5            23206          0       9598
COHEN & STEERS TOTAL RETURN   COM             19247R10       9770        500     X  X      6              100          0        400
COHEN & STEERS PREM INC RLTY  COM             19247V10     565313      28195     X         5            16200          0      11995
COHEN & STEERS PREM INC RLTY  COM             19247V10      20050       1000     X  X      6             1000          0          0
COHEN & STEERS PREM INC RLTY  COM             19247V10      52130       2600     X         6             2600          0          0
COHEN & STEERS ADV INC RLTY   COM             19247W10      15920        800     X         11               0        800          0
COHEN & STEERS ADV INC RLTY   COM             19247W10       8955        450     X         13               0          0        450
COHEN & STEERS ADV INC RLTY   COM             19247W10    4825272     242476     X         5           167233          0      75243
COHEN & STEERS REIT & PFD IN  COM             19247X10    1450745      53831     X         5            32681          0      21150
COHEN & STEERS REIT & PFD IN  COM             19247X10     100604       3733     X         6             3733          0          0
COHEN & STEERS REIT & UTIL I  COM             19247Y10    1672542      84600     X         5            83850          0        750
COHEN & STEERS REIT & UTIL I  COM             19247Y10      49425       2500     X         6             2500          0          0
COINSTAR INC                  COM             19259P30       4737        300     X         11               0        300          0
COINSTAR INC                  COM             19259P30     888172      56249     X         5            29016          0      27233
COLE KENNETH PRODTNS INC      CL A            19329410     167090       4900     X         13               0          0       4900
COLE KENNETH PRODTNS INC      CL A            19329410     570016      16716     X         5            16716          0          0
COLE KENNETH PRODTNS INC      CL A            19329410       3410        100     X         6              100          0          0
COLGATE PALMOLIVE CO          COM             19416210     519318       9425     X  X      1             9425          0          0
COLGATE PALMOLIVE CO          COM             19416210     545490       9900     X         1             9900          0          0
COLGATE PALMOLIVE CO          COM             19416210      33060        600     X         11               0        600          0
COLGATE PALMOLIVE CO          COM             19416210      66726       1211     X         13               0          0       1211
COLGATE PALMOLIVE CO          COM             19416210   26171701     464870     X         3           464870          0          0
COLGATE PALMOLIVE CO          COM             19416210   13639218     247536     X         5           167848          0      79688
COLGATE PALMOLIVE CO          COM             19416210   63537656    1153134     X  X      6           878602     249057      25475
COLGATE PALMOLIVE CO          COM             19416210   52552865     953773     X         6           865962       1766      86045
COLGATE PALMOLIVE CO          COM             19416210     144803       2628     X         7             2628          0          0
COLGATE PALMOLIVE CO          COM             19416210      66120       1200     X         8             1200          0          0
COLLAGENEX PHARMACEUTICALS I  COM             19419B10     301498      22635     X         6            22635          0          0
COLLEGIATE PACIFIC INC        *W EXP 05/26/20 19458911      97224      22663     X         6            22663          0          0
COLLEGIATE PACIFIC INC        COM NEW         19458920       1493        160     X         5              160          0          0
COLLEGIATE PACIFIC INC        COM NEW         19458920     515977      55303     X         6            55303          0          0
COLONIAL BANCGROUP INC        COM             19549330    8292580     448854     X         3           448854          0          0
COLONIAL BANCGROUP INC        COM             19549330     407000      22000     X         5             9635          0      12365
COLONIAL BANCGROUP INC        COM             19549330      99900       5400     X  X      6             5400          0          0
COLONIAL BANCGROUP INC        COM             19549330     324139      17521     X         6            17521          0          0
COLONIAL HIGH INCOME MUN TR   SH BEN INT      19574310      13260       2000     X         13               0          0       2000
COLONIAL HIGH INCOME MUN TR   SH BEN INT      19574310     421138      63520     X         5            46120          0      17400
COLONIAL HIGH INCOME MUN TR   SH BEN INT      19574310      14918       2250     X  X      6             2000        250          0
COLONIAL HIGH INCOME MUN TR   SH BEN INT      19574310       3315        500     X         6              500          0          0
COLONIAL INTERMARKET INCM TR  SH BEN INT      19576210     387672      43461     X         5            15206          0      28255
COLONIAL INTER HIGH INCOME F  SH BEN INT      19576310     448023     121416     X         5            22229          0      99187
COLONIAL INVT GRADE MUN TR    SH BEN INT      19576810       9729        900     X         13               0          0        900
COLONIAL INVT GRADE MUN TR    SH BEN INT      19576810     195953      18127     X         5             6995          0      11132
COLONIAL INVT GRADE MUN TR    SH BEN INT      19576810       5416        501     X  X      6              501          0          0
COLONIAL MUN INCOME TR        SH BEN INT      19579910     229284      38600     X         5                0          0      38600
COLONIAL MUN INCOME TR        SH BEN INT      19579910      40392       6800     X  X      6             6800          0          0
COLONIAL MUN INCOME TR        SH BEN INT      19579910     164146      27634     X         6            27634          0          0
COLONIAL PPTYS TR             COM SH BEN INT  19587210       4325        106     X         13               0          0        106
COLONIAL PPTYS TR             COM SH BEN INT  19587210     276175       6769     X         5              351          0       6418
COLONIAL PPTYS TR             COM SH BEN INT  19587210     721181      17676     X  X      6            17176        500          0
COLONIAL PPTYS TR             COM SH BEN INT  19587210     666346      16332     X         6            16332          0          0
COLUMBIA LABS INC             COM             19777910    1138500     230000     X         3           230000          0          0
COLUMBIA LABS INC             COM             19777910     241065      48700     X         5            48700          0          0
COLUMBIA SPORTSWEAR CO        COM             19851610      52611        950     X  X      1              950          0          0
COLUMBIA SPORTSWEAR CO        COM             19851610   31096716     560925     X         3           560925          0          0
COLUMBIA SPORTSWEAR CO        COM             19851610    6225930     112422     X         5           111972          0        450
COLUMBIA SPORTSWEAR CO        COM             19851610      59534       1075     X  X      6              200          0        875
COLUMBIA SPORTSWEAR CO        COM             19851610    5919181     106883     X         6            51690          0      55193
COMCAST CORP NEW              CL A            20030N10     167268       5816     X  X      1             5816          0          0
COMCAST CORP NEW              CL A            20030N10     179031       6225     X         1             6025          0        200
COMCAST CORP NEW              CL A            20030N10     621360      21605     X         13               0          0      21605
COMCAST CORP NEW              CL A            20030N10   30347382    1054820     X         3          1054820          0          0
COMCAST CORP NEW              CL A            20030N10    8544769     297106     X         5           139224          0     157882
COMCAST CORP NEW              CL A            20030N10   22750870     791059     X  X      6           627000     128705      35354
COMCAST CORP NEW              CL A            20030N10   50054966    1740437     X         6          1403152       7593     329692
COMCAST CORP NEW              CL A            20030N10      23008        800     X  X      7              800          0          0
COMCAST CORP NEW              CL A            20030N10      81765       2843     X         7             2843          0          0
COMCAST CORP NEW              CL A            20030N10    6619833     230175     X         8           230175          0          0
COMCAST CORP NEW              CL A SPL        20030N20       7420        258     X         11               0        258          0
COMCAST CORP NEW              CL A SPL        20030N20      14510        521     X         13               0          0        521
COMCAST CORP NEW              CL A SPL        20030N20   29119718    1040938     X         3          1040938          0          0
COMCAST CORP NEW              CL A SPL        20030N20      22670        814     X         4              814          0          0
COMCAST CORP NEW              CL A SPL        20030N20    5433145     195086     X         5            88085          0     107001
COMCAST CORP NEW              CL A SPL        20030N20    5518394     198147     X  X      6           146166       5481      46500
COMCAST CORP NEW              CL A SPL        20030N20   10011323     359473     X         6           220955      16335     122183
COMCAST CORP NEW              CL A SPL        20030N20       7185        258     X  X      7              258          0          0
COMCAST CORP NEW              CL A SPL        20030N20      38099       1368     X         7             1368          0          0
COMCAST CORP NEW              CL A SPL        20030N20     863350      31000     X         8            31000          0          0
COMERICA INC                  COM             20034010     260736       4800     X         1             4800          0          0
COMERICA INC                  COM             20034010     501102       9225     X         11               0       9225          0
COMERICA INC                  COM             20034010   13470482     325125     X         3           325125          0          0
COMERICA INC                  COM             20034010     817788      15055     X         5             5614          0       9441
COMERICA INC                  COM             20034010    4421159      81391     X  X      6            75016       6375          0
COMERICA INC                  COM             20034010    2900579      53398     X         6            44562          0       8836
COMMERCE BANCORP INC NJ       COM             20051910       5270         80     X         1               80          0          0
COMMERCE BANCORP INC NJ       COM             20051910     107187       1627     X         13               0          0       1627
COMMERCE BANCORP INC NJ       COM             20051910    4855290      73699     X         3            73699          0          0
COMMERCE BANCORP INC NJ       COM             20051910   15751513     239094     X         5           228985          0      10109
COMMERCE BANCORP INC NJ       COM             20051910    1006778      15282     X  X      6            15282          0          0
COMMERCE BANCORP INC NJ       COM             20051910    1361608      20668     X         6            15948          0       4720
COMMERCE BANCSHARES INC       COM             20052510       2624         55     X         13               0          0         55
COMMERCE BANCSHARES INC       COM             20052510     262834       5509     X         3             5509          0          0
COMMERCE BANCSHARES INC       COM             20052510     585927      12281     X         5            11531          0        750
COMMERCE BANCSHARES INC       COM             20052510      85639       1795     X  X      6             1795          0          0
COMMERCE BANCSHARES INC       COM             20052510     120993       2536     X         6             2116          0        420
COMMERCE GROUP INC MASS       COM             20064110       3840         80     X         1               80          0          0
COMMERCE GROUP INC MASS       COM             20064110      45360        945     X         5              945          0          0
COMMERCE GROUP INC MASS       COM             20064110     138240       2880     X  X      6             2880          0          0
COMMERCE GROUP INC MASS       COM             20064110     876240      18255     X         6            13885          0       4370
COMMERCIAL METALS CO          COM             20172310    9978369     313391     X         3           313391          0          0
COMMERCIAL METALS CO          COM             20172310       6400        201     X         5                1          0        200
COMMERCIAL METALS CO          COM             20172310    1139076      35775     X  X      6                0      35775          0
COMMERCIAL METALS CO          COM             20172310     128443       4034     X         6              566       2499        969
COMMERCIAL NET LEASE RLTY IN  COM             20221810     191575       9700     X         13               0          0       9700
COMMERCIAL NET LEASE RLTY IN  COM             20221810     296270      15001     X         5             4601          0      10400
COMMERCIAL NET LEASE RLTY IN  COM             20221810     103688       5250     X  X      6             4850        400          0
COMMERCIAL NET LEASE RLTY IN  COM             20221810     193254       9785     X         6             9785          0          0
COMMONWEALTH TEL ENTERPRISES  COM             20334910   32650399     796157     X         3           796157          0          0
COMMONWEALTH TEL ENTERPRISES  COM             20334910      15994        390     X         5              390          0          0
COMMONWEALTH TEL ENTERPRISES  COM             20334910     378235       9223     X  X      6             1200       8023          0
COMMONWEALTH TEL ENTERPRISES  COM             20334910     240975       5876     X         6             3296          0       2580
COMMSCOPE INC                 COM             20337210   13863872     832665     X         3           832665          0          0
COMMSCOPE INC                 COM             20337210       9574        575     X         5              100          0        475
COMMSCOPE INC                 COM             20337210     199384      11975     X  X      6            11975          0          0
COMMSCOPE INC                 COM             20337210     351265      21097     X         6            21097          0          0
COMMUNITY BK NORTHN VA        COM             20356610    2617235     153955     X         6           153955          0          0
COMMUNITY BK SYS INC          COM             20360710       3517         76     X         5                1          0         75
COMMUNITY BK SYS INC          COM             20360710     214647       4638     X  X      6             3638       1000          0
COMMUNITY BK SYS INC          COM             20360710      28231        610     X         6              610          0          0
COMMUNITY HEALTH SYS INC NEW  COM             20366810    2663832      95718     X         3            95718          0          0
COMMUNITY HEALTH SYS INC NEW  COM             20366810     384499      13816     X         5             7616          0       6200
COMMUNITY HEALTH SYS INC NEW  COM             20366810     483184      17362     X         6            17362          0          0
COMMUNITY HEALTH SYS INC NEW  NOTE  4.250%10/ 203668AA      10982      10000     X         5                0          0      10000
COMMUNITY TR BANCORP INC      COM             20414910    1973466      59802     X         6            59802          0          0
COMPANHIA ENERGETICA DE MINA  SP ADR N-V PFD  20440960    1366161      78290     X         3            78290          0          0
COMPANHIA BRASILEIRA DE DIST  SPON ADR PFD    20440T20     315750      15000     X         3            15000          0          0
COMPANHIA SIDERURGICA NACION  SPONSORED ADR   20440W10     593476       8702     X         5             8702          0          0
COMPANHIA SIDERURGICA NACION  SPONSORED ADR   20440W10       5592         82     X         6               82          0          0
COMPANHIA VALE DO RIO DOCE    SPON ADR PFD    20441210    1864630      39800     X         3            39800          0          0
COMPANHIA VALE DO RIO DOCE    SPON ADR PFD    20441210     503028      10737     X         6            10238          0        499
COMPANHIA VALE DO RIO DOCE    SPONSORED ADR   20441220     879278      15000     X         3            15000          0          0
COMPANHIA VALE DO RIO DOCE    SPONSORED ADR   20441220     383531       6986     X         5             3786          0       3200
COMPANHIA VALE DO RIO DOCE    SPONSORED ADR   20441220     147352       2684     X  X      6             2684          0          0
COMPANHIA VALE DO RIO DOCE    SPONSORED ADR   20441220     334121       6086     X         6             6086          0          0
COMPANHIA VALE DO RIO DOCE    SPONSORED ADR   20441220       6478        118     X         7              118          0          0
COMPANHIA PARANAENSE ENERG C  SPON ADR PFD    20441B40     885500     230000     X         3           230000          0          0
COMPANHIA PARANAENSE ENERG C  SPON ADR PFD    20441B40          4          1     X         5                1          0          0
COMPANHIA DE BEBIDAS DAS AME  SPON ADR PFD    20441W20     521860      26093     X         5             1219          0      24874
COMPANHIA DE BEBIDAS DAS AME  SPON ADR PFD    20441W20       4620        231     X  X      6              231          0          0
COMPANIA ANONIMA NACIONL TEL  SPON ADR D      20442110     587700      30000     X         3            30000          0          0
COMPANIA ANONIMA NACIONL TEL  SPON ADR D      20442110     204833      10456     X         5             6669          0       3787
COMPANIA ANONIMA NACIONL TEL  SPON ADR D      20442110      55753       2846     X  X      6             1637          0       1209
COMPANIA ANONIMA NACIONL TEL  SPON ADR D      20442110      21882       1117     X         6             1117          0          0
COMPANIA DE MINAS BUENAVENTU  SPONSORED ADR   20444810   16406530     567700     X         3           567700          0          0
COMPANIA DE MINAS BUENAVENTU  SPONSORED ADR   20444810       5780        200     X         5              200          0          0
COMPASS BANCSHARES INC        COM             20449H10     186615       4500     X  X      1             4500          0          0
COMPASS BANCSHARES INC        COM             20449H10   12939760     312027     X         11               0     312027          0
COMPASS BANCSHARES INC        COM             20449H10     570213      13750     X         13               0          0      13750
COMPASS BANCSHARES INC        COM             20449H10   13360722     321199     X         3           321199          0          0
COMPASS BANCSHARES INC        COM             20449H10     908276      21902     X         5            10350          0      11552
COMPASS BANCSHARES INC        COM             20449H10      58556       1412     X  X      6             1412          0          0
COMPASS BANCSHARES INC        COM             20449H10    6846448     165094     X         6            22673          0     142421
COMPUCOM SYS INC              COM             20478010     281093      51201     X         5            51201          0          0
COMPUCOM SYS INC              COM             20478010      43920       8000     X         6             8000          0          0
COMPUCREDIT CORP              COM             20478N10    3498311     165483     X         3           165483          0          0
COMPUCREDIT CORP              COM             20478N10     987027      46690     X         5            46590          0        100
COMPUCREDIT CORP              COM             20478N10      94707       4480     X         6                0          0       4480
COMPUDYNE CORP                COM PAR $0.75   20479530     177165      15762     X         5              140          0      15622
COMPUTER ASSOC INTL INC       COM             20491210       5372        200     X  X      1              200          0          0
COMPUTER ASSOC INTL INC       COM             20491210     879987      32762     X         13               0          0      32762
COMPUTER ASSOC INTL INC       COM             20491210    5982125     222715     X         3           222715          0          0
COMPUTER ASSOC INTL INC       COM             20491210    2162713      80518     X         5            35420          0      45098
COMPUTER ASSOC INTL INC       COM             20491210     700885      26094     X  X      6            22686       3208        200
COMPUTER ASSOC INTL INC       COM             20491210    2222504      82744     X         6            40151          0      42593
COMPUTER ASSOC INTL INC       COM             20491210      32984       1228     X         7             1228          0          0
COMPUTER SCIENCES CORP        COM             20536310    2848266      70624     X         3            70624          0          0
COMPUTER SCIENCES CORP        COM             20536310    2229765      55288     X         5            52148          0       3140
COMPUTER SCIENCES CORP        COM             20536310     571879      14180     X  X      6            13880        300          0
COMPUTER SCIENCES CORP        COM             20536310    2934008      72750     X         6            27624          0      45126
COMPUWARE CORP                COM             20563810      20926       2824     X         13               0          0       2824
COMPUWARE CORP                COM             20563810    1081196     145127     X         3           145127          0          0
COMPUWARE CORP                COM             20563810     503035      67886     X         5            63025          0       4861
COMPUWARE CORP                COM             20563810      34827       4700     X  X      6             3800        300        600
COMPUWARE CORP                COM             20563810     156870      21170     X         6            18200          0       2970
COMSTOCK RES INC              COM NEW         20576820    7128084     356200     X         3           356200          0          0
COMSTOCK RES INC              COM NEW         20576820     604604      30428     X         5            30228          0        200
COMSTOCK RES INC              COM NEW         20576820     231168      11634     X  X      6            11634          0          0
COMSTOCK RES INC              COM NEW         20576820    1581155      79575     X         6            75624         51       3900
COMSTOCK RES INC              COM NEW         20576820       1490         75     X         7               75          0          0
COMTECH TELECOMMUNICATIONS C  COM NEW         20582620    5750166     247852     X         3           247852          0          0
COMTECH TELECOMMUNICATIONS C  COM NEW         20582620      37120       1600     X         5             1000          0        600
COMTECH TELECOMMUNICATIONS C  COM NEW         20582620     128180       5525     X         6                0          0       5525
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240    1601798      88302     X         3            88302          0          0
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240     455604      25116     X         5            14832          0      10284
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240     322203      17762     X  X      6            17662          0        100
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240    1336047      73652     X         6            58468          0      15184
CONAGRA FOODS INC             COM             20588710      18858        700     X         1              700          0          0
CONAGRA FOODS INC             COM             20588710    4855935     180250     X         11               0     180250          0
CONAGRA FOODS INC             COM             20588710      25701        954     X         13               0          0        954
CONAGRA FOODS INC             COM             20588710   11229012     427705     X         3           427705          0          0
CONAGRA FOODS INC             COM             20588710    6893156     255871     X         5            68831          0     187040
CONAGRA FOODS INC             COM             20588710   12391646     459972     X  X      6           297065      71525      91382
CONAGRA FOODS INC             COM             20588710    6823301     253278     X         6           251118        300       1860
CONAGRA FOODS INC             COM             20588710       2694        100     X  X      7              100          0          0
CONAGRA FOODS INC             COM             20588710       7543        280     X         7              280          0          0
CONCEPTUS INC                 COM             20601610    1885744     158200     X         3           158200          0          0
CONCEPTUS INC                 COM             20601610        599         50     X         5               50          0          0
CONCEPTUS INC                 COM             20601610        132         11     X         6               11          0          0
CONCORD COMMUNICATIONS INC    COM             20618610    1318515      91500     X         3            91500          0          0
CONCORD COMMUNICATIONS INC    COM             20618610      39501       2700     X         5             2700          0          0
CONCORD COMMUNICATIONS INC    COM             20618610    1901900     130000     X         6           130000          0          0
CONCUR TECHNOLOGIES INC       COM             20670810    3393040     302950     X         3           302950          0          0
CONCUR TECHNOLOGIES INC       COM             20670810      12320       1100     X         5             1100          0          0
CONCUR TECHNOLOGIES INC       COM             20670810     441840      39450     X         6            36050          0       3400
CONEXANT SYSTEMS INC          COM             20714210    5574578     904964     X         3           904964          0          0
CONEXANT SYSTEMS INC          COM             20714210     524109      85499     X         5            76347          0       9152
CONEXANT SYSTEMS INC          COM             20714210      66498      10848     X  X      6             1852       4600       4396
CONEXANT SYSTEMS INC          COM             20714210     149958      24463     X         6               19          0      24444
CONEXANT SYSTEMS INC          COM             20714210       1686        275     X         7              275          0          0
CONNECTICUT WTR SVC INC       COM             20779710     302453      10646     X         5            10646          0          0
CONNETICS CORP                COM             20819210    5300847     239100     X         3           239100          0          0
CONNETICS CORP                COM             20819210       2202        100     X  X      6              100          0          0
CONNETICS CORP                COM             20819210     792192      35976     X         6            33276          0       2700
CONOCOPHILLIPS                COM             20825C10    2206136      31602     X  X      1            31602          0          0
CONOCOPHILLIPS                COM             20825C10     615585       8818     X         1             8818          0          0
CONOCOPHILLIPS                COM             20825C10       6283         90     X         13               0          0         90
CONOCOPHILLIPS                COM             20825C10   92549829    1462881     X         3          1462881          0          0
CONOCOPHILLIPS                COM             20825C10      24434        350     X  X      4              350          0          0
CONOCOPHILLIPS                COM             20825C10      36162        518     X         4              518          0          0
CONOCOPHILLIPS                COM             20825C10   15740695     225479     X         5           172681          0      52798
CONOCOPHILLIPS                COM             20825C10   29846149     427534     X  X      6           282876      64394      80264
CONOCOPHILLIPS                COM             20825C10   98072229    1404845     X         6          1191800       1823     211222
CONOCOPHILLIPS                COM             20825C10      21152        303     X  X      7              303          0          0
CONOCOPHILLIPS                COM             20825C10     223252       3198     X         7             3198          0          0
CONOCOPHILLIPS                COM             20825C10     205311       2941     X         8             2941          0          0
CONSECO INC                   COM NEW         20846488     224907       9711     X         5             6355          0       3356
CONSECO INC                   COM NEW         20846488      21400        924     X  X      6              924          0          0
CONSECO INC                   COM NEW         20846488        556         24     X         6               24          0          0
CONSOL ENERGY INC             COM             20854P10     163668       6107     X         5             2077          0       4030
CONSOL ENERGY INC             COM             20854P10      48240       1800     X  X      6             1800          0          0
CONSOL ENERGY INC             COM             20854P10     138020       5150     X         6             5150          0          0
CONSOL ENERGY INC             COM             20854P10       2680        100     X  X      7              100          0          0
CONSOLIDATED EDISON INC       COM             20911510     531405      12050     X         13               0          0      12050
CONSOLIDATED EDISON INC       COM             20911510    8457410     191140     X         3           191140          0          0
CONSOLIDATED EDISON INC       COM             20911510    3256035      73833     X         5            59054          0      14779
CONSOLIDATED EDISON INC       COM             20911510    4839843     109747     X  X      6            98447       8800       2500
CONSOLIDATED EDISON INC       COM             20911510    3180536      72121     X         6            60315        200      11606
CONSTELLATION BRANDS INC      CL A            21036P10     644408      20075     X         13               0          0      20075
CONSTELLATION BRANDS INC      CL A            21036P10    3302801     102891     X         3           102891          0          0
CONSTELLATION BRANDS INC      CL A            21036P10    4989656     155441     X         5           109241          0      46200
CONSTELLATION BRANDS INC      CL A            21036P10     112350       3500     X  X      6             3500          0          0
CONSTELLATION BRANDS INC      CL A            21036P10    1153289      35928     X         6             7928          0      28000
CONSTELLATION ENERGY GROUP I  COM             21037110    6771453     164079     X         3           164079          0          0
CONSTELLATION ENERGY GROUP I  COM             21037110    1778402      44516     X         5            32790          0      11726
CONSTELLATION ENERGY GROUP I  COM             21037110    3439775      86102     X  X      6            50774      29223       6105
CONSTELLATION ENERGY GROUP I  COM             21037110    4905620     122794     X         6            45468          0      77326
CONTINENTAL AIRLS INC         CL B            21079530    1193729      95190     X         3            95190          0          0
CONTINENTAL AIRLS INC         CL B            21079530     620724      49539     X         5            24364          0      25175
CONTINENTAL AIRLS INC         CL B            21079530      11916        951     X  X      6              951          0          0
CONTINENTAL AIRLS INC         CL B            21079530      32227       2572     X         6                0          0       2572
CONVERGYS CORP                COM             21248510     862758      56743     X         3            56743          0          0
CONVERGYS CORP                COM             21248510     500354      32918     X         5            14095          0      18823
CONVERGYS CORP                COM             21248510     155040      10200     X  X      6            10200          0          0
CONVERGYS CORP                COM             21248510    1473351      96931     X         6            22581          0      74350
COOPER CAMERON CORP           COM             21664010    2710214      61494     X         3            61494          0          0
COOPER CAMERON CORP           COM             21664010     429091       9741     X         5             9741          0          0
COOPER CAMERON CORP           COM             21664010     102416       2325     X  X      6             1624        126        575
COOPER CAMERON CORP           COM             21664010     700351      15899     X         6            15899          0          0
COOPER COS INC                COM NEW         21664840       7020        130     X         1              130          0          0
COOPER COS INC                COM NEW         21664840   64173060    1188390     X         11               0    1188390          0
COOPER COS INC                COM NEW         21664840     644274      11931     X         13               0          0      11931
COOPER COS INC                COM NEW         21664840    9100591     168638     X         3           168638          0          0
COOPER COS INC                COM NEW         21664840    6246126     115669     X         5            14589          0     101080
COOPER COS INC                COM NEW         21664840     329670       6105     X  X      6             6105          0          0
COOPER COS INC                COM NEW         21664840    1985688      36772     X         6            27855          0       8917
COOPER TIRE & RUBR CO         COM             21683110     560230      27803     X         3            27803          0          0
COOPER TIRE & RUBR CO         COM             21683110     864234      42890     X         5              300          0      42590
COOPER TIRE & RUBR CO         COM             21683110       2519        125     X  X      6              125          0          0
COOPER TIRE & RUBR CO         COM             21683110      88660       4400     X         6             4400          0          0
COOPERATIVE BANKSHARES INC    COM             21684410      52380       2000     X         5                0          0       2000
COOPERATIVE BANKSHARES INC    COM             21684410    2619000     100000     X         6           100000          0          0
COORS ADOLPH CO               CL B            21701610       3125         45     X         11               0         45          0
COORS ADOLPH CO               CL B            21701610     951882      13706     X         3            13706          0          0
COORS ADOLPH CO               CL B            21701610    2364425      34045     X         5            33671          0        374
COORS ADOLPH CO               CL B            21701610      13890        200     X  X      6                0        200          0
COORS ADOLPH CO               CL B            21701610    2684451      38653     X         6              462          0      38191
COPART INC                    COM             21720410    1878841      86463     X         3            86463          0          0
COPART INC                    COM             21720410     838800      38601     X         5            37701          0        900
COPART INC                    COM             21720410      19057        877     X  X      6              877          0          0
COPART INC                    COM             21720410      93374       4297     X         6             4297          0          0
COPART INC                    COM             21720410      14516        668     X  X      7              668          0          0
CORILLIAN CORP                COM             21872510    1871437     378068     X         3           378068          0          0
CORILLIAN CORP                COM             21872510      50663      10235     X         6                0          0      10235
CORGENTECH INC                COM             21872P10     564000      30000     X         3            30000          0          0
CORINTHIAN COLLEGES INC       COM             21886810    3544406     107598     X         3           107598          0          0
CORINTHIAN COLLEGES INC       COM             21886810    2143636      64939     X         5            46875          0      18064
CORINTHIAN COLLEGES INC       COM             21886810       5282        160     X  X      6              160          0          0
CORINTHIAN COLLEGES INC       COM             21886810     235031       7120     X         6             7120          0          0
CORIXA CORP                   COM             21887F10     348928      54520     X         5            54520          0          0
CORIXA CORP                   COM             21887F10       4058        634     X  X      6              634          0          0
CORN PRODS INTL INC           COM             21902310   20115680     502892     X         3           502892          0          0
CORN PRODS INTL INC           COM             21902310      59080       1477     X         5             1377          0        100
CORN PRODS INTL INC           COM             21902310     315560       7889     X  X      6             7689        200          0
CORN PRODS INTL INC           COM             21902310     178440       4461     X         6             4325          0        136
CORNERSTONE RLTY INCOME TR I  COM             21922V10     104720      11200     X         5             9691          0       1509
CORNERSTONE RLTY INCOME TR I  COM             21922V10      19214       2055     X  X      6             2055          0          0
CORNERSTONE RLTY INCOME TR I  COM             21922V10      13969       1494     X         6             1494          0          0
CORNING INC                   COM             21935010      33540       3000     X  X      1             3000          0          0
CORNING INC                   COM             21935010       1118        100     X         11               0        100          0
CORNING INC                   COM             21935010       9503        850     X         13               0          0        850
CORNING INC                   COM             21935010    6322046     565484     X         3           565484          0          0
CORNING INC                   COM             21935010    5087822     455083     X         5           255433          0     199650
CORNING INC                   COM             21935010    1074186      96081     X  X      6            65925       9010      21146
CORNING INC                   COM             21935010    3361446     300666     X         6           138804        450     161412
CORNING INC                   DBCV        11/ 219350AJ      15675      20000     X         5            20000          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10   22371084     473269     X         3           473269          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10       2115         45     X         4               45          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10     336567       7161     X  X      6             6436          0        725
CORPORATE EXECUTIVE BRD CO    COM             21988R10    7417211     157813     X         6           108052        259      49502
CORPORATE EXECUTIVE BRD CO    COM             21988R10       3572         76     X  X      7               76          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10      36519        777     X         7              777          0          0
CORPORATE HIGH YIELD FD INC   COM             21991410    2083512     216132     X         5           214884          0       1248
CORPORATE HIGH YIELD FD INC   COM             21991410      17593       1825     X  X      6                0       1825          0
CORPORATE HIGH YIELD FD III   COM             21992510      22175       2500     X         13               0          0       2500
CORPORATE HIGH YIELD FD III   COM             21992510    1798020     202708     X         5           201708          0       1000
CORPORATE HIGH YIELD FD III   COM             21992510      14547       1640     X  X      6                0       1640          0
CORPORATE HIGH YIELD FD V IN  COM             21993110     529324      34062     X         13               0          0      34062
CORPORATE HIGH YIELD FD V IN  COM             21993110    7096634     456669     X         5            38732          0     417937
CORPORATE HIGH YIELD FD V IN  COM             21993110      90148       5801     X  X      6             5801          0          0
CORPORATE HIGH YIELD FD VI I  COM             21993210    2785198     190767     X         5           190767          0          0
CORPORATE OFFICE PPTYS TR     SH BEN INT      22002T10     160000       6400     X         5             6400          0          0
CORPORATE OFFICE PPTYS TR     SH BEN INT      22002T10     765000      30600     X  X      6                0          0      30600
CORRECTIONAL PPTYS TR         COM             22025E10     312404      10143     X         5            10143          0          0
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40    2242800      63000     X         3            63000          0          0
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40      94660       2659     X         5             1054          0       1605
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40      60698       1705     X         6                0          0       1705
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40        570         16     X  X      7               16          0          0
CORRPRO COS INC               COM             22031710      60000      50000     X         5            50000          0          0
CORTEX PHARMACEUTICALS INC    COM NEW         22052430     307380     109000     X         5           109000          0          0
CORTEX PHARMACEUTICALS INC    COM NEW         22052430      47948      17003     X         6            17003          0          0
CORUS GROUP PLC               SPONSORED ADR   22087M10     392470      50904     X         5            25951          0      24953
CORUS GROUP PLC               SPONSORED ADR   22087M10      15497       2010     X  X      6             2010          0          0
CORUS GROUP PLC               SPONSORED ADR   22087M10      23932       3104     X         6             3104          0          0
CORVEL CORP                   COM             22100610    1417845      39167     X         5            38534          0        633
CORVEL CORP                   COM             22100610     214847       5935     X         6             5935          0          0
CORVIS CORP                   COM             22100910      24067      12535     X         5             6985          0       5550
CORVIS CORP                   COM             22100910      19200      10000     X  X      6                0          0      10000
CORVIS CORP                   COM             22100910        271        141     X         6              141          0          0
COST PLUS INC CALIF           COM             22148510       4175        100     X         5                0          0        100
COST PLUS INC CALIF           COM             22148510      58450       1400     X  X      6             1400          0          0
COST PLUS INC CALIF           COM             22148510     829155      19860     X         6            19860          0          0
COST-U-LESS INC               COM             22149210     107400      20000     X         5            20000          0          0
COSTCO WHSL CORP NEW          COM             22160K10       3385         90     X         11               0         90          0
COSTCO WHSL CORP NEW          COM             22160K10     245969       6540     X         13               0          0       6540
COSTCO WHSL CORP NEW          COM             22160K10   29248689     781213     X         3           781213          0          0
COSTCO WHSL CORP NEW          COM             22160K10      34977        930     X         4              930          0          0
COSTCO WHSL CORP NEW          COM             22160K10   15094510     401343     X         5           313146          0      88197
COSTCO WHSL CORP NEW          COM             22160K10    1889940      50251     X  X      6            47655        720       1876
COSTCO WHSL CORP NEW          COM             22160K10    9822115     261157     X         6           107305      10180     143672
COSTCO WHSL CORP NEW          COM             22160K10       5453        145     X  X      7              145          0          0
COSTCO WHSL CORP NEW          COM             22160K10      62433       1660     X         7             1660          0          0
COTT CORP QUE                 COM             22163N10      27274        928     X         13               0          0        928
COTT CORP QUE                 COM             22163N10    1326224      45125     X         5            44725          0        400
COTT CORP QUE                 COM             22163N10      71741       2441     X         6             2441          0          0
COTT CORP QUE                 COM             22163N10       1910         65     X  X      7               65          0          0
COUNTRYWIDE FINANCIAL CORP    COM             22237210     581634       6065     X         13               0          0       6065
COUNTRYWIDE FINANCIAL CORP    COM             22237210   34459859     450347     X         3           450347          0          0
COUNTRYWIDE FINANCIAL CORP    COM             22237210   24855067     259177     X         5           249463          0       9714
COUNTRYWIDE FINANCIAL CORP    COM             22237210    3551561      37034     X  X      6            12438       6780      17816
COUNTRYWIDE FINANCIAL CORP    COM             22237210   16533640     172405     X         6            97278          0      75127
COUNTRYWIDE FINANCIAL CORP    COM             22237210      32318        337     X         7              337          0          0
COURIER CORP                  COM             22266010     489121      10896     X         5            10896          0          0
COURIER CORP                  COM             22266010      13467        300     X         6              300          0          0
COUSINS PPTYS INC             COM             22279510      77286       2357     X         5             1857          0        500
COUSINS PPTYS INC             COM             22279510    2057146      62737     X  X      6            12937          0      49800
COUSINS PPTYS INC             COM             22279510     101649       3100     X         6             3100          0          0
COVANCE INC                   COM             22281610       4822        140     X         1              140          0          0
COVANCE INC                   COM             22281610    2130557      61960     X         3            61960          0          0
COVANCE INC                   COM             22281610     690212      20041     X         5            19571          0        470
COVANCE INC                   COM             22281610     537849      15617     X  X      6            12989        225       2403
COVANCE INC                   COM             22281610    1151536      33436     X         6            24976          0       8460
COVENANT TRANS INC            CL A            22284P10    4311875     239150     X         3           239150          0          0
COVENANT TRANS INC            CL A            22284P10     543605      30150     X         6            27400          0       2750
COVENTRY HEALTH CARE INC      COM             22286210   60790198    1436106     X         11               0    1436106          0
COVENTRY HEALTH CARE INC      COM             22286210   11955662     282522     X         3           282522          0          0
COVENTRY HEALTH CARE INC      COM             22286210    5317114     125611     X         5            89398          0      36213
COVENTRY HEALTH CARE INC      COM             22286210      50584       1195     X  X      6              745        450          0
COVENTRY HEALTH CARE INC      COM             22286210     695821      16438     X         6             8888          0       7550
COX COMMUNICATIONS INC NEW    CL A            22404410      63200       2000     X         11               0       2000          0
COX COMMUNICATIONS INC NEW    CL A            22404410     209856       6641     X         13               0          0       6641
COX COMMUNICATIONS INC NEW    CL A            22404410      69099        500     X         3              500          0          0
COX COMMUNICATIONS INC NEW    CL A            22404410    2059277      65167     X         5            30716          0      34451
COX COMMUNICATIONS INC NEW    CL A            22404410     386879      12243     X  X      6            12212         31          0
COX COMMUNICATIONS INC NEW    CL A            22404410     127632       4039     X         6             3829          0        210
CRANE CO                      COM             22439910   86702946    2627362     X         11               0    2627362          0
CRANE CO                      COM             22439910   15260025     462425     X         3           462425          0          0
CRANE CO                      COM             22439910     254034       7698     X         5             7248          0        450
CRANE CO                      COM             22439910     618090      18730     X  X      6            18730          0          0
CRANE CO                      COM             22439910     562914      17058     X         6            16119          0        939
CRAWFORD & CO                 CL B            22463310     531912     104707     X         5                0          0     104707
CRAWFORD & CO                 CL A            22463320     667218     136725     X         5             1200          0     135525
CRAWFORD & CO                 CL A            22463320       2928        600     X  X      6              600          0          0
CRAWFORD & CO                 CL A            22463320    5686918    1165352     X         6           181808          0     983544
CREDIT SUISSE ASSET MGMT INC  COM             22491610     221104      49464     X         5            32632          0      16832
CREDIT SUISSE ASSET MGMT INC  COM             22491610       8940       2000     X  X      6             2000          0          0
CREDIT SUISSE ASSET MGMT INC  COM             22491610       6705       1500     X         6             1500          0          0
CRAY INC                      COM             22522310     224757      33900     X         5            33900          0          0
CRAY INC                      COM             22522310      39117       5900     X  X      6             5900          0          0
CRAY INC                      COM             22522310     507195      76500     X         6            76500          0          0
CRAY INC                      COM             22522310       1691        255     X         7              255          0          0
CREDENCE SYS CORP             COM             22530210    6836833     575491     X         3           575491          0          0
CREDENCE SYS CORP             COM             22530210      33858       2850     X         5             1000          0       1850
CREDIT SUISSE GROUP           SPONSORED ADR   22540110     263117       8500     X         3             8500          0          0
CREDIT SUISSE GROUP           SPONSORED ADR   22540110     214855       6174     X         5             2074          0       4100
CREDIT SUISSE GROUP           SPONSORED ADR   22540110      58186       1672     X  X      6             1672          0          0
CREDIT SUISSE GROUP           SPONSORED ADR   22540110     145812       4190     X         6             3940          0        250
CREE INC                      COM             22544710    2019533      90562     X         3            90562          0          0
CREE INC                      COM             22544710     711716      32016     X         5            21965          0      10051
CREE INC                      COM             22544710      13560        610     X  X      6              610          0          0
CREE INC                      COM             22544710     432929      19475     X         6             7575          0      11900
CRESCENT REAL ESTATE EQUITIE  COM             22575610     119382       6643     X         5             4927          0       1716
CRESCENT REAL ESTATE EQUITIE  COM             22575610     212837      11844     X  X      6            11144          0        700
CRESCENT REAL ESTATE EQUITIE  COM             22575610     505460      28128     X         6            28128          0          0
CRESUD S A C I F Y A          SPONSORED ADR   22640610     181350      14625     X         13               0          0      14625
CRESUD S A C I F Y A          SPONSORED ADR   22640610    1117079      90087     X         5            88487          0       1600
CRITICAL PATH INC             COM NEW         22674V50         77         37     X         5                0          0         37
CRITICAL PATH INC             COM NEW         22674V50      55918      26755     X         6            26755          0          0
CROMPTON CORP                 COM             22711610     689844     108126     X         3           108126          0          0
CROMPTON CORP                 COM             22711610      59098       9263     X         5             1098          0       8165
CROMPTON CORP                 COM             22711610      54198       8495     X  X      6             8495          0          0
CROSS TIMBERS RTY TR          TR UNIT         22757R10       3789        135     X         3              135          0          0
CROSS TIMBERS RTY TR          TR UNIT         22757R10     222633       7853     X         5             7202          0        651
CROSS TIMBERS RTY TR          TR UNIT         22757R10        454         16     X  X      6               16          0          0
CROSS TIMBERS RTY TR          TR UNIT         22757R10      88991       3139     X         6             3139          0          0
CROSS TIMBERS RTY TR          TR UNIT         22757R10         28          1     X  X      7                1          0          0
CROSSTEX ENERGY INC           COM             22765Y10    6448948     153550     X         3           153550          0          0
CROWN CASTLE INTL CORP        COM             22822710       1023         81     X         13               0          0         81
CROWN CASTLE INTL CORP        COM             22822710    3573559     287720     X         3           287720          0          0
CROWN CASTLE INTL CORP        COM             22822710      27369       2167     X         5             2086          0         81
CROWN CASTLE INTL CORP        COM             22822710       7073        560     X  X      6              560          0          0
CROWN CASTLE INTL CORP        COM             22822710    2036651     161255     X         6           161255          0          0
CROWN HOLDINGS INC            COM             22836810       1184        127     X         13               0          0        127
CROWN HOLDINGS INC            COM             22836810     794064      85200     X         5            24650          0      60550
CROWN HOLDINGS INC            COM             22836810     131990      14162     X  X      6             2162          0      12000
CROWN HOLDINGS INC            COM             22836810      45165       4846     X         6             4846          0          0
CRYSTALLEX INTL CORP          COM             22942F10     112976      36800     X         5                0          0      36800
CRYSTALLEX INTL CORP          COM             22942F10     214900      70000     X  X      6            40000          0      30000
CUBIC CORP                    COM             22966910    8716240     332950     X         3           332950          0          0
CUBIC CORP                    COM             22966910     143130       5505     X         5             5505          0          0
CUBIC CORP                    COM             22966910      34632       1332     X  X      6             1332          0          0
CUBIC CORP                    COM             22966910    1363674      52449     X         6            48702         47       3700
CUBIST PHARMACEUTICALS INC    COM             22967810    1926480     209400     X         3           209400          0          0
CUBIST PHARMACEUTICALS INC    COM             22967810      13813       1503     X         5              500          0       1003
CULLEN FROST BANKERS INC      COM             22989910    2151598      50318     X         3            50318          0          0
CULLEN FROST BANKERS INC      COM             22989910     222865       5212     X         5             4750          0        462
CULLEN FROST BANKERS INC      COM             22989910    2024301      47341     X  X      6              641          0      46700
CULLEN FROST BANKERS INC      COM             22989910     199903       4675     X         6             4675          0          0
CULLEN FROST BANKERS INC      COM             22989910       3464         81     X  X      7               81          0          0
CUMMINS INC                   COM             23102110   15210502     260231     X         3           260231          0          0
CUMMINS INC                   COM             23102110    3687494      63088     X         5            61368          0       1720
CUMMINS INC                   COM             23102110      15489        265     X  X      6               65        200          0
CUMMINS INC                   COM             23102110    1256909      21504     X         6             1490          0      20014
CUMMINS INC                   COM             23102110    3267355      55900     X         8            55900          0          0
CUMULUS MEDIA INC             CL A            23108210     125937       6300     X         5              200          0       6100
CUMULUS MEDIA INC             CL A            23108210      11394        570     X  X      6              570          0          0
CUMULUS MEDIA INC             CL A            23108210     210795      10545     X         6            10545          0          0
CURIS INC                     COM             23126910      50753      10090     X         5             9990          0        100
CURIS INC                     COM             23126910      50300      10000     X         6            10000          0          0
CURAGEN CORP                  COM             23126R10     337216      54041     X         5            53066          0        975
CURATIVE HEALTH SRVCS INC     COM             23126W10     254211      18971     X         5                0          0      18971
CURTISS WRIGHT CORP           COM             23156110     550863      11753     X         5            11393          0        360
CURTISS WRIGHT CORP           COM             23156110      75742       1616     X         6             1616          0          0
CURTISS WRIGHT CORP           CL B            23156140     274385       6008     X  X      6             6008          0          0
CUTTER & BUCK INC             COM             23221710    3824785     379443     X         3           379443          0          0
CYANOTECH CORP                COM NEW         23243720      39816      31600     X         5                0          0      31600
CYBERSOURCE CORP              COM             23251J10     108378      22300     X         5             3100          0      19200
CYBERONICS INC                COM             23251P10    5482268     226850     X         3           226850          0          0
CYBERONICS INC                COM             23251P10     314224      13120     X         5            13000          0        120
CYBERONICS INC                COM             23251P10      27471       1147     X  X      6             1147          0          0
CYBERONICS INC                COM             23251P10     922075      38500     X         6            35961         39       2500
CYMER INC                     COM             23257210    2571408      65450     X         3            65450          0          0
CYMER INC                     COM             23257210      19498        505     X         5              305          0        200
CYMER INC                     COM             23257210      26409        684     X  X      6              684          0          0
CYMER INC                     COM             23257210     348610       9029     X         6             8406         23        600
CYPRESS BIOSCIENCES INC       COM PAR $.02    23267450     233450      20300     X         5             3800          0      16500
CYPRESS SEMICONDUCTOR CORP    COM             23280610   14189542     693169     X         3           693169          0          0
CYPRESS SEMICONDUCTOR CORP    COM             23280610    2302670     112490     X         5            23867          0      88623
CYPRESS SEMICONDUCTOR CORP    COM             23280610      28822       1408     X  X      6              283          0       1125
CYPRESS SEMICONDUCTOR CORP    COM             23280610    2510379     122637     X         6            58335          0      64302
CYTEC INDS INC                COM             23282010       2241         63     X         1               63          0          0
CYTEC INDS INC                COM             23282010    1353581      38054     X         3            38054          0          0
CYTEC INDS INC                COM             23282010    1357565      38166     X         5            37186          0        980
CYTEC INDS INC                COM             23282010     315648       8874     X  X      6             5272       1013       2589
CYTEC INDS INC                COM             23282010      60505       1701     X         6             1701          0          0
D & E COMMUNICATIONS INC      COM             23286010      45999       3267     X  X      6             3267          0          0
D & E COMMUNICATIONS INC      COM             23286010     299904      21300     X         6            21300          0          0
CYTYC CORP                    COM             23294610   11658457     526012     X         3           526012          0          0
CYTYC CORP                    COM             23294610    1113412      50041     X         5            42780          0       7261
CYTYC CORP                    COM             23294610      10836        487     X         6              487          0          0
CYTYC CORP                    COM             23294610       1602         72     X  X      7               72          0          0
CYCLE CTRY ACCESSORIES CORP   COM             23298410     127330      23800     X         5                0          0      23800
DNP SELECT INCOME FD          COM             23325P10      22800       2000     X         1             2000          0          0
DNP SELECT INCOME FD          COM             23325P10      33060       2900     X         13               0          0       2900
DNP SELECT INCOME FD          COM             23325P10     759761      66646     X         5            27551          0      39095
DNP SELECT INCOME FD          COM             23325P10     656754      57610     X  X      6            26374      27636       3600
DNP SELECT INCOME FD          COM             23325P10     373088      32727     X         6            28884          0       3843
DPL INC                       COM             23329310      61875       3300     X         11               0       3300          0
DPL INC                       COM             23329310       6563        350     X         13               0          0        350
DPL INC                       COM             23329310    2305088     122938     X         3           122938          0          0
DPL INC                       COM             23329310     903384      48181     X         5            17210          0      30971
DPL INC                       COM             23329310     483169      25769     X  X      6            23932       1687        150
DPL INC                       COM             23329310     360038      19202     X         6            19202          0          0
D R HORTON INC                COM             23331A10       6023        170     X         1              170          0          0
D R HORTON INC                COM             23331A10     453504      12800     X         11               0      12800          0
D R HORTON INC                COM             23331A10     458606      12944     X         13               0          0      12944
D R HORTON INC                COM             23331A10   11252970     317835     X         3           317835          0          0
D R HORTON INC                COM             23331A10   11686196     329839     X         5           198358          0     131481
D R HORTON INC                COM             23331A10    1278456      36084     X  X      6            34584        750        750
D R HORTON INC                COM             23331A10    1601755      45209     X         6            34402          0      10807
DST SYS INC DEL               COM             23332610    4103966      90836     X         3            90836          0          0
DST SYS INC DEL               COM             23332610    1391066      30674     X         5            30442          0        232
DST SYS INC DEL               COM             23332610     554404      12225     X         6            12225          0          0
DTE ENERGY CO                 COM             23333110      16460        400     X         13               0          0        400
DTE ENERGY CO                 COM             23333110    2615988      63572     X         3            63572          0          0
DTE ENERGY CO                 COM             23333110    1846730      44878     X         5            25088          0      19790
DTE ENERGY CO                 COM             23333110    2765445      67204     X  X      6            53802       8000       5402
DTE ENERGY CO                 COM             23333110    1109939      26973     X         6            26973          0          0
DTF TAX-FREE INCOME INC       COM             23334J10      33100       2000     X         13               0          0       2000
DTF TAX-FREE INCOME INC       COM             23334J10     165500      10000     X         5             1000          0       9000
DTF TAX-FREE INCOME INC       COM             23334J10        960         58     X  X      6               58          0          0
DTF TAX-FREE INCOME INC       COM             23334J10     101783       6150     X         6             6150          0          0
DTF TAX-FREE INCOME INC       COM             23334J10    1438195      86900     X         9            86900          0          0
DADE BEHRING HLDGS INC        COM             23342J20    2444132      54949     X         3            54949          0          0
DADE BEHRING HLDGS INC        COM             23342J20     177920       4000     X         5                0          0       4000
DADE BEHRING HLDGS INC        COM             23342J20    1139667      25622     X         6            19022          0       6600
DAKTRONICS INC                COM             23426410      30379       1346     X         5              246          0       1100
DAKTRONICS INC                COM             23426410     183494       8130     X         6             8130          0          0
DANA CORP                     COM             23581110       7944        400     X         13               0          0        400
DANA CORP                     COM             23581110    1173851      59213     X         3            59213          0          0
DANA CORP                     COM             23581110       2502        126     X         4              126          0          0
DANA CORP                     COM             23581110     112725       5676     X         5             3908          0       1768
DANA CORP                     COM             23581110     521345      26251     X  X      6            25951          0        300
DANA CORP                     COM             23581110    3301089     166218     X         6            54755          0     111463
DANAHER CORP DEL              COM             23585110       2334         25     X         1               25          0          0
DANAHER CORP DEL              COM             23585110    8475175      91274     X         3            91274          0          0
DANAHER CORP DEL              COM             23585110       2334         25     X         4               25          0          0
DANAHER CORP DEL              COM             23585110    6024512      64523     X         5            48723          0      15800
DANAHER CORP DEL              COM             23585110     563301       6033     X  X      6             6033          0          0
DANAHER CORP DEL              COM             23585110    3508004      37571     X         6            18261          0      19310
DANAHER CORP DEL              COM             23585110       4202         45     X  X      7               45          0          0
DANAHER CORP DEL              COM             23585110      26424        283     X         7              283          0          0
DANKA BUSINESS SYS PLC        SPONSORED ADR   23627710    1816386     423400     X         5           423400          0          0
DARDEN RESTAURANTS INC        COM             23719410      21072        850     X  X      1              850          0          0
DARDEN RESTAURANTS INC        COM             23719410     173530       7000     X         1             7000          0          0
DARDEN RESTAURANTS INC        COM             23719410       2107         85     X         11               0         85          0
DARDEN RESTAURANTS INC        COM             23719410     289969      11697     X         13               0          0      11697
DARDEN RESTAURANTS INC        COM             23719410   22350515     901594     X         3           901594          0          0
DARDEN RESTAURANTS INC        COM             23719410      12395        500     X  X      4              500          0          0
DARDEN RESTAURANTS INC        COM             23719410    5697312     229823     X         5            73160          0     156663
DARDEN RESTAURANTS INC        COM             23719410   20178787     813989     X  X      6           793738      15607       4644
DARDEN RESTAURANTS INC        COM             23719410   12299881     496163     X         6           417988        170      78005
DARDEN RESTAURANTS INC        COM             23719410       7437        300     X         7              300          0          0
DASSAULT SYS S A              SPONSORED ADR   23754510    2079000      50000     X         3            50000          0          0
DASSAULT SYS S A              SPONSORED ADR   23754510     244324       5876     X         6             5600          0        276
DATASCOPE CORP                COM             23811310    1464600      41679     X         11               0      41679          0
DATASCOPE CORP                COM             23811310       3514        100     X         13               0          0        100
DATASCOPE CORP                COM             23811310     298163       8485     X         5             8485          0          0
DATASCOPE CORP                COM             23811310       7871        224     X         6              224          0          0
DATASCOPE CORP                COM             23811310       1195         34     X  X      7               34          0          0
DATASTREAM SYS INC            COM             23812410     115992      16200     X         6             1200          0      15000
DAVITA INC                    COM             23918K10      35466        800     X         3              800          0          0
DAVITA INC                    COM             23918K10    8947204     187376     X         5           184756          0       2620
DAVITA INC                    COM             23918K10     119375       2500     X  X      6             2500          0          0
DAVITA INC                    COM             23918K10      51809       1085     X         6             1085          0          0
DEAN FOODS CO NEW             COM             24237010   38570120    1154794     X         11               0    1154794          0
DEAN FOODS CO NEW             COM             24237010     289044       8654     X         13               0          0       8654
DEAN FOODS CO NEW             COM             24237010   21760974     668236     X         3           668236          0          0
DEAN FOODS CO NEW             COM             24237010       2405         72     X         4               72          0          0
DEAN FOODS CO NEW             COM             24237010    8622544     258160     X         5           125955          0     132205
DEAN FOODS CO NEW             COM             24237010    1109715      33225     X  X      6             8233          0      24992
DEAN FOODS CO NEW             COM             24237010    2170031      64971     X         6            34624          0      30347
DEB SHOPS INC                 COM             24272810    4846798     188518     X         3           188518          0          0
DEBT STRATEGIES FD INC NEW    COM             24276Q10     357413      52950     X         13               0          0      52950
DEBT STRATEGIES FD INC NEW    COM             24276Q10    4218716     624995     X         5           623232          0       1763
DEBT STRATEGIES FD INC NEW    COM             24276Q10       9619       1425     X         6             1425          0          0
DECKERS OUTDOOR CORP          COM             24353710    1829475      70500     X         3            70500          0          0
DECODE GENETICS INC           COM             24358610      86369       8125     X         5             6125          0       2000
DECODE GENETICS INC           COM             24358610     132556      12470     X         6            12470          0          0
DECS TR IX                    DECS EXCH LABR  24366R20     265346      20102     X         5            20102          0          0
DEERE & CO                    COM             24419910      51983        750     X         1              750          0          0
DEERE & CO                    COM             24419910      86638       1250     X         11               0       1250          0
DEERE & CO                    COM             24419910    2259783      32604     X         13               0          0      32604
DEERE & CO                    COM             24419910  145094148    2086702     X         3          2086702          0          0
DEERE & CO                    COM             24419910      10743        155     X         4              155          0          0
DEERE & CO                    COM             24419910   27125342     391363     X         5           145865          0     245498
DEERE & CO                    COM             24419910   18244333     263228     X  X      6           202150      27857      33221
DEERE & CO                    COM             24419910   74515389    1075103     X         6           901031       2665     171407
DEERE & CO                    COM             24419910       9288        134     X  X      7              134          0          0
DEERE & CO                    COM             24419910     173136       2498     X         7             2498          0          0
DEL MONTE FOODS CO            COM             24522P10       4511        401     X  X      1              401          0          0
DEL MONTE FOODS CO            COM             24522P10      35381       3145     X         1             3145          0          0
DEL MONTE FOODS CO            COM             24522P10       3004        267     X         11               0        267          0
DEL MONTE FOODS CO            COM             24522P10       1721        153     X         13               0          0        153
DEL MONTE FOODS CO            COM             24522P10       3145        100     X         3              100          0          0
DEL MONTE FOODS CO            COM             24522P10       1170        104     X  X      4              104          0          0
DEL MONTE FOODS CO            COM             24522P10    1162924     103371     X         5            94233          0       9138
DEL MONTE FOODS CO            COM             24522P10     433125      38500     X  X      6            22363      14076       2061
DEL MONTE FOODS CO            COM             24522P10     995355      88476     X         6            88298          0        178
DELL INC                      COM             24702R10    1339757      39850     X  X      1            39850          0          0
DELL INC                      COM             24702R10     447818      13320     X         1            13320          0          0
DELL INC                      COM             24702R10      26896        800     X         11               0        800          0
DELL INC                      COM             24702R10     867161      25793     X         13               0          0      25793
DELL INC                      COM             24702R10   98258133    3079391     X         3          3079391          0          0
DELL INC                      COM             24702R10       9481        282     X         4              282          0          0
DELL INC                      COM             24702R10   41225752    1226227     X         5           512236          0     713991
DELL INC                      COM             24702R10   35180506    1046416     X  X      6           888502      71784      86130
DELL INC                      COM             24702R10  115000774    3420606     X         6          2885047      10338     525221
DELL INC                      COM             24702R10      20407        607     X  X      7              607          0          0
DELL INC                      COM             24702R10     237357       7060     X         7             7060          0          0
DELL INC                      COM             24702R10     136161       4050     X         8             4050          0          0
DELPHI CORP                   COM             24712610       1384        139     X         1              139          0          0
DELPHI CORP                   COM             24712610      10717       1076     X         13               0          0       1076
DELPHI CORP                   COM             24712610    2444768     243949     X         3           243949          0          0
DELPHI CORP                   COM             24712610    1007354     101140     X         5            62560          0      38580
DELPHI CORP                   COM             24712610     504942      50697     X  X      6            38982       7164       4551
DELPHI CORP                   COM             24712610     911101      91476     X         6            83670          0       7806
DELPHI CORP                   COM             24712610      29312       2943     X         7             2943          0          0
DELPHI FINL GROUP INC         CL A            24713110    4355373     103650     X         3           103650          0          0
DELPHI FINL GROUP INC         CL A            24713110      37818        900     X         5              900          0          0
DELPHI FINL GROUP INC         CL A            24713110     117908       2806     X         6                0          0       2806
DELTA & PINE LD CO            COM             24735710   21620872     866568     X         3           866568          0          0
DELTA & PINE LD CO            COM             24735710     105289       4220     X         5             4150          0         70
DELTA & PINE LD CO            COM             24735710      38797       1555     X  X      6             1555          0          0
DELTA & PINE LD CO            COM             24735710     415617      16658     X         6            16658          0          0
DELTA & PINE LD CO            COM             24735710       1672         67     X  X      7               67          0          0
DELTA AIR LINES INC DEL       COM             24736110     368169      46486     X         3            46486          0          0
DELTA AIR LINES INC DEL       COM             24736110     271711      34307     X         5            32817          0       1490
DELTA AIR LINES INC DEL       COM             24736110       8902       1124     X  X      6              624          0        500
DELTA AIR LINES INC DEL       COM             24736110      31157       3934     X         6             3664          0        270
DELTA AIR LINES INC DEL       NOTE  8.000% 6/ 247361YP      74000     100000     X         5           100000          0          0
DELTIC TIMBER CORP            COM             24785010    8319315     234479     X         3           234479          0          0
DELTIC TIMBER CORP            COM             24785010        532         15     X         5               15          0          0
DELUXE CORP                   COM             24801910   19088382     475046     X         3           475046          0          0
DELUXE CORP                   COM             24801910    3605957      89924     X         5            86388          0       3536
DELUXE CORP                   COM             24801910     429351      10707     X  X      6             1500        400       8807
DELUXE CORP                   COM             24801910    2150683      53633     X         6            10588          0      43045
DENDREON CORP                 COM             24823Q10    1330000     100000     X         3           100000          0          0
DENDREON CORP                 COM             24823Q10     424403      31910     X         5            20730          0      11180
DENDREON CORP                 COM             24823Q10       3325        250     X  X      6              250          0          0
DENDREON CORP                 COM             24823Q10       2394        180     X         6              180          0          0
DENTSPLY INTL INC NEW         COM             24903010    6884449     155300     X         11               0     155300          0
DENTSPLY INTL INC NEW         COM             24903010    8206017     190991     X         3           190991          0          0
DENTSPLY INTL INC NEW         COM             24903010    2576194      58114     X         5            46133          0      11981
DENTSPLY INTL INC NEW         COM             24903010      28815        650     X  X      6                0          0        650
DENTSPLY INTL INC NEW         COM             24903010     723421      16319     X         6            16319          0          0
DENTSPLY INTL INC NEW         COM             24903010       2704         61     X  X      7               61          0          0
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610      18022        999     X         13               0          0        999
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610   13338064     758937     X         3           758937          0          0
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610     511524      28355     X         5            19052          0       9303
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610     133803       7417     X  X      6             5377          0       2040
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610     481037      26665     X         6            26665          0          0
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610       7920        439     X         7              439          0          0
DEVELOPERS DIVERSIFIED RLTY   COM             25159110    1925262      47655     X         5            17978          0      29677
DEVELOPERS DIVERSIFIED RLTY   COM             25159110    1104940      27350     X  X      6            27350          0          0
DEVELOPERS DIVERSIFIED RLTY   COM             25159110     197031       4877     X         6             4877          0          0
DEVON ENERGY CORP NEW         COM             25179M10      29075        500     X  X      1              500          0          0
DEVON ENERGY CORP NEW         COM             25179M10     122697       2110     X         1             2110          0          0
DEVON ENERGY CORP NEW         COM             25179M10       5815        100     X         13               0          0        100
DEVON ENERGY CORP NEW         COM             25179M10   25135363     451692     X         3           451692          0          0
DEVON ENERGY CORP NEW         COM             25179M10      28435        489     X         4              489          0          0
DEVON ENERGY CORP NEW         COM             25179M10   12774450     219681     X         5           160071          0      59610
DEVON ENERGY CORP NEW         COM             25179M10    7797741     134097     X  X      6           114410      14127       5560
DEVON ENERGY CORP NEW         COM             25179M10   41574401     714951     X         6           618394       2858      93699
DEVON ENERGY CORP NEW         COM             25179M10      33494        576     X  X      7              576          0          0
DEVON ENERGY CORP NEW         COM             25179M10     109787       1888     X         7             1888          0          0
DEVON ENERGY CORP NEW         DEB   4.900% 8/ 25179MAA      10313      10000     X         13               0          0      10000
DEVON ENERGY CORP NEW         DEB   4.900% 8/ 25179MAA      40121      39000     X         5            26000          0      13000
DEVON ENERGY CORP NEW         DEB   4.950% 8/ 25179MAB      15488      15000     X         5            11000          0       4000
DEVRY INC DEL                 COM             25189310    2053939      68124     X         3            68124          0          0
DEVRY INC DEL                 COM             25189310     312173      10354     X         5                0          0      10354
DEVRY INC DEL                 COM             25189310     165825       5500     X  X      6             5500          0          0
DEVRY INC DEL                 COM             25189310      48240       1600     X         6             1600          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20     528800      10000     X  X      1            10000          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20   10168133     332169     X         3           332169          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20      10470        198     X  X      4              198          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20      17450        330     X         4              330          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20    6261256     118405     X         5            72389          0      46016
DIAGEO P L C                  SPON ADR NEW    25243Q20     486813       9206     X  X      6             7734       1172        300
DIAGEO P L C                  SPON ADR NEW    25243Q20     395965       7488     X         6             7053          0        435
DIAGEO P L C                  SPON ADR NEW    25243Q20      10206        193     X  X      7              193          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20      31728        600     X         7              600          0          0
DIAGNOSTIC PRODS CORP         COM             25245010     146830       3391     X         5               57          0       3334
DIAGNOSTIC PRODS CORP         COM             25245010      15848        366     X  X      6              366          0          0
DIAGNOSTIC PRODS CORP         COM             25245010     216803       5007     X         6             5007          0          0
DIAGNOSTIC PRODS CORP         COM             25245010      11604        268     X  X      7              268          0          0
DIAMOND OFFSHORE DRILLING IN  COM             25271C10     997717      41245     X         5             2538          0      38707
DIAMOND OFFSHORE DRILLING IN  COM             25271C10     447515      18500     X  X      6            17150        800        550
DIAMOND OFFSHORE DRILLING IN  COM             25271C10    1419953      58700     X         6            58700          0          0
DIAMOND OFFSHORE DRILLING IN  COM             25271C10   11833748     489200     X         8           489200          0          0
DIAMONDS TR                   UNIT SER 1      25278710     166272       1600     X         11               0       1600          0
DIAMONDS TR                   UNIT SER 1      25278710      33774        325     X         13               0          0        325
DIAMONDS TR                   UNIT SER 1      25278710   13694444     131779     X         5            76305          0      55474
DIAMONDS TR                   UNIT SER 1      25278710      14549        140     X  X      6              140          0          0
DIAMONDS TR                   UNIT SER 1      25278710    3169144      30496     X         6            28796          0       1700
DIAMONDCLUSTER INTL INC       COM             25278P10    5520740     566600     X         3           566600          0          0
DIAMONDCLUSTER INTL INC       COM             25278P10      19300       2000     X         5                0          0       2000
DIAMONDCLUSTER INTL INC       COM             25278P10      37085       3843     X  X      6             3843          0          0
DIAMONDCLUSTER INTL INC       COM             25278P10     825615      85556     X         6            79081         75       6400
DICKS SPORTING GOODS INC      COM             25339310     862042      14827     X         5             4725          0      10102
DICKS SPORTING GOODS INC      COM             25339310      11628        200     X  X      6              200          0          0
DIEBOLD INC                   COM             25365110       7218        150     X         11               0        150          0
DIEBOLD INC                   COM             25365110     529851      11011     X         13               0          0      11011
DIEBOLD INC                   COM             25365110    3409494      70854     X         3            70854          0          0
DIEBOLD INC                   COM             25365110    2877384      59796     X         5            51925          0       7871
DIEBOLD INC                   COM             25365110     397231       8255     X         6             8255          0          0
DIEBOLD INC                   COM             25365110       4812        100     X  X      7              100          0          0
DIEBOLD INC                   COM             25365110       9624        200     X         7              200          0          0
DIGENE CORP                   COM             25375210    2706290      77400     X         3            77400          0          0
DIGENE CORP                   COM             25375210    3725898     108374     X         5           108274          0        100
DIGENE CORP                   COM             25375210      27573        802     X  X      6              802          0          0
DIGENE CORP                   COM             25375210     449278      13068     X         6            12141         27        900
DIGITAL ANGEL CORP            COM             25383010      48983      13494     X         5            13494          0          0
DIGITAL INSIGHT CORP          COM             25385P10     460088      22205     X         6            22205          0          0
DIGITAL RECORDERS INC         COM             25386910      41116      16990     X         6            16990          0          0
DIGITAL RIV INC               COM             25388B10    3949138     166800     X         3           166800          0          0
DIGITAL RIV INC               COM             25388B10     196037       8342     X         5             8342          0          0
DIGITAL RIV INC               COM             25388B10      37953       1615     X  X      6             1615          0          0
DIGITAL RIV INC               COM             25388B10     592177      25199     X         6            23261         38       1900
DIGITAS INC                   COM             25388K10    4022557     390919     X         3           390919          0          0
DIGITAS INC                   COM             25388K10       1029        100     X         5                0          0        100
DIGITAS INC                   COM             25388K10       1142        111     X  X      6              111          0          0
DIGITAS INC                   COM             25388K10     306580      29794     X         6            19224          0      10570
DIME CMNTY BANCSHARES         COM             25392210    6679847     326100     X         3           326100          0          0
DIME CMNTY BANCSHARES         COM             25392210      91229       4483     X         5             4483          0          0
DIME CMNTY BANCSHARES         COM             25392210      25621       1259     X  X      6             1259          0          0
DIME CMNTY BANCSHARES         COM             25392210     759889      37341     X         6            34298         43       3000
DILLARDS INC                  CL A            25406710     601088      31372     X         3            31372          0          0
DILLARDS INC                  CL A            25406710      83557       4361     X         5             3496          0        865
DILLARDS INC                  CL A            25406710      22992       1200     X  X      6             1200          0          0
DILLARDS INC                  CL A            25406710     496359      25906     X         6            25536          0        370
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11        288       1200     X         3             1200          0          0
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11       1295       7195     X         5             5000          0       2195
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11         54        300     X  X      6                0          0        300
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11        450       2500     X         6             2500          0          0
DIMON INC                     COM             25439410          7          1     X         5                1          0          0
DIMON INC                     COM             25439410     109454      15416     X  X      6            15416          0          0
DIMON INC                     COM             25439410     142710      20100     X         6            20100          0          0
DIONEX CORP                   COM             25454610    4505846      85338     X         3            85338          0          0
DIONEX CORP                   COM             25454610     281211       5329     X         5                0          0       5329
DIONEX CORP                   COM             25454610     266014       5041     X         6             2730          0       2311
DIONEX CORP                   COM             25454610       2216         42     X  X      7               42          0          0
DISCOVERY PARTNERS INTL INC   COM             25467510     479700      78000     X         5            78000          0          0
DISNEY WALT CO                COM DISNEY      25468710     391094      15650     X  X      1            15650          0          0
DISNEY WALT CO                COM DISNEY      25468710     464814      18600     X         1            18600          0          0
DISNEY WALT CO                COM DISNEY      25468710    1288459      51559     X         13               0          0      51559
DISNEY WALT CO                COM DISNEY      25468710   84785013    3406703     X         3          3406703          0          0
DISNEY WALT CO                COM DISNEY      25468710       7497        300     X  X      4              300          0          0
DISNEY WALT CO                COM DISNEY      25468710       4223        169     X         4              169          0          0
DISNEY WALT CO                COM DISNEY      25468710   50133088    2006126     X         5           489887          0    1516239
DISNEY WALT CO                COM DISNEY      25468710   44646659    1786581     X  X      6          1585510      33209     167862
DISNEY WALT CO                COM DISNEY      25468710   68570061    2743900     X         6          2130165       5439     608296
DISNEY WALT CO                COM DISNEY      25468710      17243        690     X  X      7              690          0          0
DISNEY WALT CO                COM DISNEY      25468710     199895       7999     X         7             7999          0          0
DISNEY WALT CO                COM DISNEY      25468710    2304078      92200     X         8            92200          0          0
DISTRIBUTED ENERGY SYS CORP   COM             25475V10      53784      16200     X         5              500          0      15700
DISTRIBUTED ENERGY SYS CORP   COM             25475V10       3320       1000     X  X      6                0          0       1000
DITECH COMMUNICATIONS CORP    COM             25500M10    2297126     137800     X         3           137800          0          0
DITECH COMMUNICATIONS CORP    COM             25500M10     202474      12146     X         5            11246          0        900
DITECH COMMUNICATIONS CORP    COM             25500M10     142612       8555     X         6               55          0       8500
DITECH COMMUNICATIONS CORP    COM             25500M10       1584         95     X         7               95          0          0
DIXIE GROUP INC               CL A            25551910    2881596     263400     X         3           263400          0          0
DIXIE GROUP INC               SDCV  7.000% 5/ 255519AA      15480      18000     X         6            18000          0          0
DOBSON COMMUNICATIONS CORP    CL A            25606910     787516     272497     X         3           272497          0          0
DOBSON COMMUNICATIONS CORP    CL A            25606910       2890       1000     X         5                0          0       1000
DOBSON COMMUNICATIONS CORP    CL A            25606910        275         95     X         7               95          0          0
DR REDDYS LABS LTD            ADR             25613520   19792280     826400     X         3           826400          0          0
DR REDDYS LABS LTD            ADR             25613520      19256        804     X         5              200          0        604
DR REDDYS LABS LTD            ADR             25613520     204533       8540     X         6             8138          0        402
DOLLAR GEN CORP               COM             25666910      21120       1100     X         1             1100          0          0
DOLLAR GEN CORP               COM             25666910    7075903     363052     X         3           363052          0          0
DOLLAR GEN CORP               COM             25666910    2347978     122291     X         5           103252          0      19039
DOLLAR GEN CORP               COM             25666910    2100250     109388     X  X      6            60978       6887      41523
DOLLAR GEN CORP               COM             25666910   10105229     526314     X         6           437899        605      87810
DOLLAR GEN CORP               COM             25666910      19200       1000     X         7             1000          0          0
DOLLAR THRIFTY AUTOMOTIVE GP  COM             25674310    5872217     232379     X         3           232379          0          0
DOLLAR THRIFTY AUTOMOTIVE GP  COM             25674310      93499       3700     X         6             3700          0          0
DOLLAR TREE STORES INC        COM             25674710     330079      10696     X         13               0          0      10696
DOLLAR TREE STORES INC        COM             25674710    3464780     112194     X         3           112194          0          0
DOLLAR TREE STORES INC        COM             25674710       3240        105     X         4              105          0          0
DOLLAR TREE STORES INC        COM             25674710    7501202     243072     X         5           125791          0     117281
DOLLAR TREE STORES INC        COM             25674710      84433       2736     X  X      6             2236          0        500
DOLLAR TREE STORES INC        COM             25674710    1577193      51108     X         6            50700        180        228
DOMINION HOMES INC            COM             25738610   12904658     339150     X         11               0     339150          0
DOMINION HOMES INC            COM             25738610    8078015     212300     X         3           212300          0          0
DOMINION HOMES INC            COM             25738610     284995       7490     X         5                0          0       7490
DOMINION HOMES INC            COM             25738610      16818        442     X         6              442          0          0
DOMINION RES INC VA NEW       COM             25746U10     340790       5300     X  X      1             5300          0          0
DOMINION RES INC VA NEW       COM             25746U10      77160       1200     X         1             1200          0          0
DOMINION RES INC VA NEW       COM             25746U10      86162       1340     X         13               0          0       1340
DOMINION RES INC VA NEW       COM             25746U10   19376659     301300     X         3           301300          0          0
DOMINION RES INC VA NEW       COM             25746U10      32150        500     X  X      4              500          0          0
DOMINION RES INC VA NEW       COM             25746U10    9407639     146309     X         5            56715          0      89594
DOMINION RES INC VA NEW       COM             25746U10   14554293     226350     X  X      6           167508      14363      44479
DOMINION RES INC VA NEW       COM             25746U10   16139785     251008     X         6           233620       1161      16227
DOMINION RES INC VA NEW       COM             25746U10      32150        500     X  X      7              500          0          0
DOMINION RES INC VA NEW       COM             25746U10     140496       2185     X         7             2185          0          0
DOMINION RES INC VA NEW       NOTE  2.125%12/ 25746UAP    2590625    2500000     X         3          2500000          0          0
DOMTAR INC                    COM             25756110    1617747     134700     X         8           134700          0          0
DONALDSON INC                 COM             25765110    3967562     149550     X         3           149550          0          0
DONALDSON INC                 COM             25765110    4693024     176895     X         5           176213          0        682
DONALDSON INC                 COM             25765110      40060       1510     X  X      6             1510          0          0
DONALDSON INC                 COM             25765110     124744       4702     X         6             4702          0          0
DONALDSON INC                 COM             25765110       8914        336     X  X      7              336          0          0
DONALDSON INC                 COM             25765110       1380         52     X         7               52          0          0
DONNELLEY R R & SONS CO       COM             25786710       4856        160     X         11               0        160          0
DONNELLEY R R & SONS CO       COM             25786710    2440026      80662     X         3            80662          0          0
DONNELLEY R R & SONS CO       COM             25786710    1851028      61191     X         5            12154          0      49037
DONNELLEY R R & SONS CO       COM             25786710    2151683      71130     X  X      6            59394        736      11000
DONNELLEY R R & SONS CO       COM             25786710    5863267     193827     X         6           181062          0      12765
DONNELLEY R R & SONS CO       COM             25786710       3297        109     X  X      7              109          0          0
DORAL FINL CORP               COM             25811P10     239257        900     X         3              900          0          0
DORAL FINL CORP               COM             25811P10    1034739      29396     X         5            29053          0        343
DORAL FINL CORP               COM             25811P10     239043       6791     X  X      6              791       6000          0
DORAL FINL CORP               COM             25811P10     469498      13338     X         6            13338          0          0
DOT HILL SYS CORP             COM             25848T10     178160      17745     X         5            17745          0          0
DOT HILL SYS CORP             COM             25848T10        141         14     X         6               14          0          0
DOV PHARMACEUTICAL INC        COM             25985810    7013488     451900     X         3           451900          0          0
DOV PHARMACEUTICAL INC        COM             25985810     350752      22600     X         6            20500          0       2100
DOVER CORP                    COM             26000310     511376      13190     X         1            13190          0          0
DOVER CORP                    COM             26000310      76765       1980     X         13               0          0       1980
DOVER CORP                    COM             26000310   12733818     327949     X         3           327949          0          0
DOVER CORP                    COM             26000310     843015      21744     X         5            15496          0       6248
DOVER CORP                    COM             26000310   11492397     296425     X  X      6           275087       6882      14456
DOVER CORP                    COM             26000310   27514061     709674     X         6           700471       1640       7563
DOVER CORP                    COM             26000310      42918       1107     X         7             1107          0          0
DOW CHEM CO                   COM             26054310    1031168      25600     X  X      1            25600          0          0
DOW CHEM CO                   COM             26054310      24168        600     X         1              600          0          0
DOW CHEM CO                   COM             26054310      68476       1700     X         11               0       1700          0
DOW CHEM CO                   COM             26054310       8539        212     X         13               0          0        212
DOW CHEM CO                   COM             26054310   14837799     364929     X         3           364929          0          0
DOW CHEM CO                   COM             26054310       2215         55     X         4               55          0          0
DOW CHEM CO                   COM             26054310   14253517     353861     X         5           176536          0     177325
DOW CHEM CO                   COM             26054310   32939453     817762     X  X      6           661649      32585     123528
DOW CHEM CO                   COM             26054310   26332567     653738     X         6           515340        317     138081
DOW CHEM CO                   COM             26054310       3746         93     X  X      7               93          0          0
DOW CHEM CO                   COM             26054310      48094       1194     X         7             1194          0          0
DOW CHEM CO                   COM             26054310    4269680     106000     X         8           106000          0          0
DOW JONES & CO INC            COM             26056110       9582        200     X         11               0        200          0
DOW JONES & CO INC            COM             26056110    1471412      30712     X         3            30712          0          0
DOW JONES & CO INC            COM             26056110     380453       7941     X         5              850          0       7091
DOW JONES & CO INC            COM             26056110     391473       8171     X  X      6             4550       2651        970
DOW JONES & CO INC            COM             26056110     427597       8925     X         6             8525          0        400
DOW JONES & CO INC            COM             26056110    3188411      66550     X         8            66550          0          0
DREYFUS CALIF MUN INCOME INC  COM             26188110     279947      33933     X         5            33633          0        300
DREYFUS STRATEGIC MUNS INC    COM             26193210     598637      62423     X         5            58823          0       3600
DREYFUS STRATEGIC MUNS INC    COM             26193210     118091      12314     X  X      6             7329          0       4985
DREYFUS STRATEGIC MUNS INC    COM             26193210       2081        217     X         6              217          0          0
DREYFUS HIGH YIELD STRATEGIE  SH BEN INT      26200S10     438142      79953     X         5            57196          0      22757
DREYFUS HIGH YIELD STRATEGIE  SH BEN INT      26200S10       7902       1442     X         6             1442          0          0
DREYFUS STRATEGIC MUN BD FD   COM             26202F10     444983      48792     X         5            47092          0       1700
DREYFUS STRATEGIC MUN BD FD   COM             26202F10      54665       5994     X  X      6             5994          0          0
DREYFUS STRATEGIC MUN BD FD   COM             26202F10     181771      19931     X         6            19931          0          0
DRUGSTORE COM INC             COM             26224110    5650076    1050200     X         5          1050200          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410   11869562     281136     X  X      1           278236       2900          0
DU PONT E I DE NEMOURS & CO   COM             26353410    4623006     109498     X         1           109498          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410      46442       1100     X         11               0       1100          0
DU PONT E I DE NEMOURS & CO   COM             26353410      48342       1145     X         13               0          0       1145
DU PONT E I DE NEMOURS & CO   COM             26353410   17150511     398266     X         3           398266          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410       8444        200     X  X      4              200          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410       2111         50     X         4               50          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410   11379787     269535     X         5           129165          0     140370
DU PONT E I DE NEMOURS & CO   COM             26353410  100446446    2379120     X  X      6          2109713     115416     153991
DU PONT E I DE NEMOURS & CO   COM             26353410   54319197    1286575     X         6          1151083       7098     128394
DU PONT E I DE NEMOURS & CO   COM             26353410     122142       2893     X  X      7             2893          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410    2750549      65148     X         7            65148          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410   10166787     240805     X         8           240805          0          0
DUCKWALL-ALCO STORES INC NEW  COM             26414210     202064      13840     X         5                0          0      13840
DUFF & PHELPS UTIL CORP BD T  COM             26432K10      11105        733     X         1              733          0          0
DUFF & PHELPS UTIL CORP BD T  COM             26432K10     301288      19887     X         5            15173          0       4714
DUFF & PHELPS UTIL CORP BD T  COM             26432K10     195208      12885     X  X      6             5200       7685          0
DUFF & PHELPS UTIL CORP BD T  COM             26432K10      46086       3042     X         6             3042          0          0
DUKE ENERGY CORP              COM             26439910     103960       4600     X  X      1             4600          0          0
DUKE ENERGY CORP              COM             26439910       9040        400     X         1              400          0          0
DUKE ENERGY CORP              COM             26439910      24860       1100     X         11               0       1100          0
DUKE ENERGY CORP              COM             26439910       8475        375     X         13               0          0        375
DUKE ENERGY CORP              COM             26439910   22457484     993694     X         3           993694          0          0
DUKE ENERGY CORP              COM             26439910      18080        800     X  X      4              800          0          0
DUKE ENERGY CORP              COM             26439910      11289        500     X         4              500          0          0
DUKE ENERGY CORP              COM             26439910   14346705     634810     X         5           287977          0     346833
DUKE ENERGY CORP              COM             26439910   37877080    1675977     X  X      6          1583176      48358      44443
DUKE ENERGY CORP              COM             26439910   39069637    1728745     X         6          1601254       8238     119253
DUKE ENERGY CORP              COM             26439910      48364       2140     X  X      7             2140          0          0
DUKE ENERGY CORP              COM             26439910         11          1     X         7                1          0          0
DUKE REALTY CORP              COM NEW         26441150      31248        900     X         11               0        900          0
DUKE REALTY CORP              COM NEW         26441150     800296      23050     X         13               0          0      23050
DUKE REALTY CORP              COM NEW         26441150     830501      23920     X         5             3256          0      20664
DUKE REALTY CORP              COM NEW         26441150     970424      27950     X  X      6            15150       3300       9500
DUKE REALTY CORP              COM NEW         26441150     687352      19797     X         6            18797       1000          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10      21400        400     X         1              400          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10   23284538     435225     X         11               0     435225          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10   11316320     210658     X         3           210658          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10       9095        170     X         4              170          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10     938925      17550     X         5            15982          0       1568
DUN & BRADSTREET CORP DEL NE  COM             26483E10    2828866      52876     X  X      6            44202       3264       5410
DUN & BRADSTREET CORP DEL NE  COM             26483E10    3818884      71381     X         6            71381          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10       1605         30     X  X      7               30          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10      18190        340     X         7              340          0          0
DUQUESNE LT HLDGS INC         COM             26623310    5814549     298182     X         3           298182          0          0
DUQUESNE LT HLDGS INC         COM             26623310    1688583      86594     X         5            36285          0      50309
DUQUESNE LT HLDGS INC         COM             26623310     351624      18032     X  X      6             9432       6900       1700
DUQUESNE LT HLDGS INC         COM             26623310      96038       4925     X         6             4925          0          0
DURBAN ROODEPOORT DEEP LTD    SPONSORED ADR   26659730       3510       1000     X         13               0          0       1000
DURBAN ROODEPOORT DEEP LTD    SPONSORED ADR   26659730     539912     153821     X         3           153821          0          0
DURBAN ROODEPOORT DEEP LTD    SPONSORED ADR   26659730      44338      12632     X         5             2632          0      10000
DURBAN ROODEPOORT DEEP LTD    SPONSORED ADR   26659730       1755        500     X  X      6              500          0          0
DUSA PHARMACEUTICALS INC      COM             26689810    2343000     220000     X         3           220000          0          0
DUSA PHARMACEUTICALS INC      COM             26689810       8293        775     X         5              775          0          0
DYAX CORP                     COM             26746E10     890157      86507     X         3            86507          0          0
DYAX CORP                     COM             26746E10      24068       2339     X         6                0          0       2339
DYCOM INDS INC                COM             26747510       3315        125     X         11               0        125          0
DYCOM INDS INC                COM             26747510    7181165     270783     X         3           270783          0          0
DYCOM INDS INC                COM             26747510     708906      26731     X         5            26351          0        380
DYCOM INDS INC                COM             26747510     199139       7509     X         6             1447          0       6062
DYNEGY INC NEW                CL A            26816Q10     561758     141858     X         3           141858          0          0
DYNEGY INC NEW                CL A            26816Q10    5822875    1470423     X         5          1431688          0      38735
DYNEGY INC NEW                CL A            26816Q10      16596       4191     X  X      6             3791        400          0
DYNEGY INC NEW                CL A            26816Q10       3485        880     X         6              880          0          0
ECI TELECOM LTD               ORD             26825810     745000     125000     X         3           125000          0          0
ECI TELECOM LTD               ORD             26825810       1430        240     X         5              240          0          0
E-LOAN INC                    COM             26861P10    1079170     347000     X         6           347000          0          0
E M C CORP MASS               COM             26864810     364748      26800     X  X      1            26800          0          0
E M C CORP MASS               COM             26864810      22252       1635     X         1             1635          0          0
E M C CORP MASS               COM             26864810      23137       1700     X         11               0       1700          0
E M C CORP MASS               COM             26864810    1247384      91652     X         13               0          0      91652
E M C CORP MASS               COM             26864810  124191326    9184714     X         3          9184714          0          0
E M C CORP MASS               COM             26864810      10044        738     X         4              738          0          0
E M C CORP MASS               COM             26864810   13584835     998151     X         5           751434          0     246717
E M C CORP MASS               COM             26864810   29894481    2196509     X  X      6          1969999     150871      75639
E M C CORP MASS               COM             26864810   38793835    2850392     X         6          2055942       8188     786262
E M C CORP MASS               COM             26864810      11739        863     X  X      7              863          0          0
E M C CORP MASS               COM             26864810     166627      12243     X         7            12243          0          0
ENSCO INTL INC                COM             26874Q10     440015      15620     X         13               0          0      15620
ENSCO INTL INC                COM             26874Q10    9762736     345425     X         3           345425          0          0
ENSCO INTL INC                COM             26874Q10       2310         82     X         4               82          0          0
ENSCO INTL INC                COM             26874Q10   10359574     367752     X         5           345229          0      22523
ENSCO INTL INC                COM             26874Q10      18254        648     X  X      6              648          0          0
ENSCO INTL INC                COM             26874Q10    1606253      57020     X         6            21538         42      35440
ENSCO INTL INC                COM             26874Q10       1493         53     X  X      7               53          0          0
ENSCO INTL INC                COM             26874Q10       1634         58     X         7               58          0          0
ENI S P A                     SPONSORED ADR   26874R10   11017445     226057     X         3           226057          0          0
ENI S P A                     SPONSORED ADR   26874R10      11306        112     X  X      4              112          0          0
ENI S P A                     SPONSORED ADR   26874R10     475475       4710     X         5             3312          0       1398
ENI S P A                     SPONSORED ADR   26874R10     168788       1672     X  X      6             1672          0          0
ENI S P A                     SPONSORED ADR   26874R10    1139927      11292     X         6            11132          0        160
ENI S P A                     SPONSORED ADR   26874R10       8177         81     X  X      7               81          0          0
ENI S P A                     SPONSORED ADR   26874R10       6865         68     X         7               68          0          0
EOG RES INC                   COM             26875P10      34418        750     X         1              750          0          0
EOG RES INC                   COM             26875P10    9102052     198345     X         11               0     198345          0
EOG RES INC                   COM             26875P10   14575109     315961     X         3           315961          0          0
EOG RES INC                   COM             26875P10      14318        312     X         4              312          0          0
EOG RES INC                   COM             26875P10    3385615      73777     X         5            64570          0       9207
EOG RES INC                   COM             26875P10    2030908      44256     X  X      6            42001        455       1800
EOG RES INC                   COM             26875P10    3439410      74949     X         6            44579         37      30333
EOG RES INC                   COM             26875P10       3947         86     X  X      7               86          0          0
EOG RES INC                   COM             26875P10      24138        526     X         7              526          0          0
E ON AG                       SPONSORED ADR   26878010   10931737     167111     X         3           167111          0          0
E ON AG                       SPONSORED ADR   26878010     362318       5488     X         5             5197          0        291
E ON AG                       SPONSORED ADR   26878010     113818       1724     X  X      6             1144          0        580
E ON AG                       SPONSORED ADR   26878010     974257      14757     X         6            14757          0          0
E ON AG                       SPONSORED ADR   26878010       3895         59     X         7               59          0          0
EP MEDSYSTEMS INC             COM             26881P10     588845     189950     X         5           189950          0          0
EPIX MEDICAL INC              COM             26881Q10    1080785      52086     X         3            52086          0          0
EPIX MEDICAL INC              COM             26881Q10      44011       2121     X         6              713          0       1408
E PIPHANY INC                 COM             26881V10    5342121     734250     X         3           734250          0          0
E PIPHANY INC                 COM             26881V10      23942       3316     X  X      6             3316          0          0
E PIPHANY INC                 COM             26881V10     733299     101565     X         6            93449        116       8000
ESS TECHNOLOGY INC            COM             26915110    3636853     246100     X         3           246100          0          0
ESS TECHNOLOGY INC            COM             26915110    1167390      79631     X         5            47791          0      31840
ESS TECHNOLOGY INC            COM             26915110      24350       1661     X  X      6             1661          0          0
ESS TECHNOLOGY INC            COM             26915110     520107      35478     X         6            32638         40       2800
E TRADE FINANCIAL CORP        COM             26924610    1328365      99503     X         3            99503          0          0
E TRADE FINANCIAL CORP        COM             26924610    1202101      90045     X         5            71157          0      18888
E TRADE FINANCIAL CORP        COM             26924610      28582       2141     X  X      6             1141          0       1000
E TRADE FINANCIAL CORP        NOTE  6.000% 2/ 269246AB      10238      10000     X         6            10000          0          0
EAGLE MATERIALS INC           COM             26969P10    2515896      42751     X         11               0      42751          0
EAGLE MATERIALS INC           COM             26969P10       1589         27     X         13               0          0         27
EAGLE MATERIALS INC           COM             26969P10   23725142     403146     X         3           403146          0          0
EAGLE MATERIALS INC           COM             26969P10     383172       6511     X         5              483          0       6028
EAGLE MATERIALS INC           COM             26969P10       4414         75     X  X      6               66          1          8
EAGLE MATERIALS INC           COM             26969P10     114816       1951     X         6             1949          0          2
EAGLE MATERIALS INC           CL B            26969P20    1822138      31201     X         11               0      31201          0
EAGLE MATERIALS INC           CL B            26969P20       1694         29     X         13               0          0         29
EAGLE MATERIALS INC           CL B            26969P20      11271        193     X         3              193          0          0
EAGLE MATERIALS INC           CL B            26969P20      20031        343     X         5              228          0        115
EAGLE MATERIALS INC           CL B            26969P20      33288        570     X  X      6              536          5         29
EAGLE MATERIALS INC           CL B            26969P20     215262       3686     X         6             3676          0         10
EARTHLINK INC                 COM             27032110    1049609     118466     X         3           118466          0          0
EARTHLINK INC                 COM             27032110     429521      48424     X         5            38974          0       9450
EARTHLINK INC                 COM             27032110        310         35     X  X      6               35          0          0
EARTHLINK INC                 COM             27032110      45095       5084     X         6             1892          0       3192
EAST WEST BANCORP INC         COM             27579R10   10707592     190128     X         3           190128          0          0
EAST WEST BANCORP INC         COM             27579R10       4312         77     X         5                0          0         77
EAST WEST BANCORP INC         COM             27579R10      91168       1628     X  X      6             1628          0          0
EAST WEST BANCORP INC         COM             27579R10    2182152      38967     X         6            36375         21       2571
EASTERN AMERN NAT GAS TR      SPERS RCT UNIT  27621710     437909      18415     X         5            18415          0          0
EASTERN AMERN NAT GAS TR      SPERS RCT UNIT  27621710      59450       2500     X  X      6             2500          0          0
EASTERN AMERN NAT GAS TR      SPERS RCT UNIT  27621710      23780       1000     X         6             1000          0          0
EASTERN CO                    COM             27631710     721600      45100     X         5            45100          0          0
EASTERN CO                    COM             27631710      26992       1687     X  X      6             1687          0          0
EASTGROUP PPTY INC            COM             27727610     297171       8371     X         5                1          0       8370
EASTGROUP PPTY INC            COM             27727610      34542        973     X  X      6              973          0          0
EASTGROUP PPTY INC            COM             27727610     106784       3008     X         6             3008          0          0
EASTMAN CHEM CO               COM             27743210      55484       1300     X         13               0          0       1300
EASTMAN CHEM CO               COM             27743210    1245061      29130     X         3            29130          0          0
EASTMAN CHEM CO               COM             27743210     971613      22765     X         5             5074          0      17691
EASTMAN CHEM CO               COM             27743210     789879      18507     X  X      6            14200       2977       1330
EASTMAN CHEM CO               COM             27743210    1455986      34114     X         6             6741          0      27373
EASTMAN CHEM CO               COM             27743210    3943632      92400     X         8            92400          0          0
EASTMAN KODAK CO              COM             27746110     157020       6000     X  X      1             6000          0          0
EASTMAN KODAK CO              COM             27746110      50246       1920     X         13               0          0       1920
EASTMAN KODAK CO              COM             27746110    7943309     302504     X         3           302504          0          0
EASTMAN KODAK CO              COM             27746110       1151         44     X         4               44          0          0
EASTMAN KODAK CO              COM             27746110    3828260     146284     X         5           101415          0      44869
EASTMAN KODAK CO              COM             27746110    3107845     118756     X  X      6            77850      12591      28315
EASTMAN KODAK CO              COM             27746110    2514387      96079     X         6            49842         23      46214
EASTMAN KODAK CO              COM             27746110        759         29     X  X      7               29          0          0
EASTMAN KODAK CO              COM             27746110       6098        233     X         7              233          0          0
EATON CORP                    COM             27805810      16857        300     X  X      1              300          0          0
EATON CORP                    COM             27805810    3585652      63813     X         3            63813          0          0
EATON CORP                    COM             27805810    6761062     120325     X         5           117783          0       2542
EATON CORP                    COM             27805810    2969754      52852     X  X      6            45204       4548       3100
EATON CORP                    COM             27805810   10562877     187985     X         6           136643          0      51342
EATON VANCE CORP              COM NON VTG     27826510       4956        130     X         1              130          0          0
EATON VANCE CORP              COM NON VTG     27826510    2534141      66478     X         3            66478          0          0
EATON VANCE CORP              COM NON VTG     27826510    1338584      35115     X         5            11442          0      23673
EATON VANCE CORP              COM NON VTG     27826510     185606       4869     X  X      6             4869          0          0
EATON VANCE CORP              COM NON VTG     27826510    1061909      27857     X         6            21477          0       6380
EATON VANCE CORP              COM NON VTG     27826510      13037        342     X  X      7              342          0          0
EATON VANCE MA MUNI INCOME T  SH BEN INT      27826E10      49260       3000     X         13               0          0       3000
EATON VANCE MA MUNI INCOME T  SH BEN INT      27826E10      16356       1001     X         5             1001          0          0
EATON VANCE MA MUNI INCOME T  SH BEN INT      27826E10     104772       6412     X  X      6                0       6412          0
EATON VANCE SR INCOME TR      SH BEN INT      27826S10      14909       1581     X         13               0          0       1581
EATON VANCE SR INCOME TR      SH BEN INT      27826S10    1539787     163286     X         5           134007          0      29279
EATON VANCE SR INCOME TR      SH BEN INT      27826S10      57523       6100     X         6             6100          0          0
EATON VANCE INS MUN BD FD     COM             27827X10     223679      15331     X         5             7122          0       8209
EATON VANCE INS MUN BD FD     COM             27827X10      88999       6100     X  X      6             6100          0          0
EATON VANCE INS MUN BD FD     COM             27827X10     108637       7446     X         6             7446          0          0
EATON VANCE INS MUN BD FD     COM             27827X10     248030      17000     X         7            17000          0          0
EATON VANCE TAX ADVT DIV INC  COM             27828G10    2660575     128097     X         5            50010          0      78087
EATON VANCE TAX ADVT DIV INC  COM             27828G10     111120       5350     X  X      6             5350          0          0
EATON VANCE TAX ADVT DIV INC  COM             27828G10     223485      10760     X         6            10760          0          0
EATON VANCE LTD DUR INCOME F  COM             27828H10     848441      43689     X         5             5848          0      37841
EATON VANCE LTD DUR INCOME F  COM             27828H10      19420       1000     X  X      6             1000          0          0
EATON VANCE LTD DUR INCOME F  COM             27828H10     287047      14781     X         6            14781          0          0
EATON VANCE SR FLTNG RTE TR   COM             27828Q10     202111      10370     X         13               0          0      10370
EATON VANCE SR FLTNG RTE TR   COM             27828Q10    2115990     108568     X         5            34289          0      74279
EATON VANCE TX ADV GLBL DIV   COM             27828S10     664161      34112     X         5            24947          0       9165
EBAY INC                      COM             27864210      16558        239     X         13               0          0        239
EBAY INC                      COM             27864210  125736017    1827902     X         3          1827902          0          0
EBAY INC                      COM             27864210       5473         79     X         4               79          0          0
EBAY INC                      COM             27864210   11185395     161452     X         5           138885          0      22567
EBAY INC                      COM             27864210     705548      10184     X  X      6             9209          0        975
EBAY INC                      COM             27864210   16016428     231184     X         6           105205        220     125759
EBAY INC                      COM             27864210       4503         65     X  X      7               65          0          0
EBAY INC                      COM             27864210      67132        969     X         7              969          0          0
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210       1703         52     X         13               0          0         52
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210     534624      16970     X         3            16970          0          0
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210    1007750      30771     X         5            25251          0       5520
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210      28984        885     X  X      6              885          0          0
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210      57640       1760     X         6             1760          0          0
ECLIPSYS CORP                 COM             27885610    1348000     100000     X         3           100000          0          0
ECLIPSYS CORP                 COM             27885610      23051       1710     X         6             1710          0          0
ECOLAB INC                    COM             27886510      62766       2200     X         11               0       2200          0
ECOLAB INC                    COM             27886510      20199        708     X         13               0          0        708
ECOLAB INC                    COM             27886510   10011667     351289     X         3           351289          0          0
ECOLAB INC                    COM             27886510    4619863     161930     X         5           151801          0      10129
ECOLAB INC                    COM             27886510    2439515      85507     X  X      6            39207      41300       5000
ECOLAB INC                    COM             27886510    6715192     235373     X         6           185532       1000      48841
ECOLLEGE COM                  COM             27887E10    3547512     169900     X         3           169900          0          0
EDEN BIOSCIENCE CORP          COM             27944510      40827      26511     X         5              400          0      26111
EDGE PETE CORP DEL            COM             27986210      14610       1000     X         13               0          0       1000
EDGE PETE CORP DEL            COM             27986210    2579659     176689     X         3           176689          0          0
EDGE PETE CORP DEL            COM             27986210      14610       1000     X  X      6                0          0       1000
EDGE PETE CORP DEL            COM             27986210      62355       4268     X         6                0          0       4268
EDISON INTL                   COM             28102010    3003504     123671     X         3           123671          0          0
EDISON INTL                   COM             28102010    5394542     222089     X         5           219749          0       2340
EDISON INTL                   COM             28102010     840531      34604     X  X      6            31134       3470          0
EDISON INTL                   COM             28102010    3791183     156080     X         6            16819          0     139261
EDO CORP                      COM             28134710     727818      30225     X         6            30225          0          0
EDUCATION MGMT CORP           COM             28139T10    4328243     135980     X         3           135980          0          0
EDUCATION MGMT CORP           COM             28139T10     151606       4763     X         5             4763          0          0
EDUCATION MGMT CORP           COM             28139T10       1432         45     X  X      6               45          0          0
EDUCATION MGMT CORP           COM             28139T10       4138        130     X         6              130          0          0
EDWARDS AG INC                COM             28176010     194622       4975     X         13               0          0       4975
EDWARDS AG INC                COM             28176010    3045218      77843     X         3            77843          0          0
EDWARDS AG INC                COM             28176010     501597      12822     X         5            11142          0       1680
EDWARDS AG INC                COM             28176010      78240       2000     X  X      6             2000          0          0
EDWARDS AG INC                COM             28176010    1035858      26479     X         6            26479          0          0
EDWARDS LIFESCIENCES CORP     COM             28176E10       3195        100     X  X      1              100          0          0
EDWARDS LIFESCIENCES CORP     COM             28176E10       6390        200     X         13               0          0        200
EDWARDS LIFESCIENCES CORP     COM             28176E10   18192490     569405     X         3           569405          0          0
EDWARDS LIFESCIENCES CORP     COM             28176E10     151571       4744     X         5              940          0       3804
EDWARDS LIFESCIENCES CORP     COM             28176E10     197994       6197     X  X      6             4086        681       1430
EDWARDS LIFESCIENCES CORP     COM             28176E10     914345      28618     X         6            28618          0          0
EFUNDS CORP                   COM             28224R10    9260522     561700     X         3           561700          0          0
EFUNDS CORP                   COM             28224R10      22845       1393     X         5               96          0       1297
EFUNDS CORP                   COM             28224R10      97760       5961     X  X      6             5741        220          0
EFUNDS CORP                   COM             28224R10    1277462      77894     X         6            71536         58       6300
1838 BD-DEB TRADING FD        COM             28252010    2910619     149186     X         5            45219          0     103967
EL PASO CORP                  COM             28336L10    2426935     341341     X         3           341341          0          0
EL PASO CORP                  COM             28336L10    3781484     531854     X         5           159205          0     372649
EL PASO CORP                  COM             28336L10     300369      42246     X  X      6            41690        124        432
EL PASO CORP                  COM             28336L10     346563      48743     X         6            42492          0       6251
EL PASO CORP                  COM             28336L10       3555        500     X  X      7              500          0          0
EL PASO ELEC CO               COM NEW         28367785    5711768     412700     X         3           412700          0          0
EL PASO ELEC CO               COM NEW         28367785     450561      32555     X         5                0          0      32555
EL PASO ELEC CO               COM NEW         28367785       4152        300     X  X      6              100        200          0
EL PASO ELEC CO               COM NEW         28367785     695986      50288     X         6            50288          0          0
EL PASO ENERGY CAP TR I       PFD CV TR SECS  28367820    1297298      40604     X         5            40154          0        450
EL PASO ENERGY CAP TR I       PFD CV TR SECS  28367820      28755        900     X  X      6              900          0          0
ELAN PLC                      ADR             28413120      15321        743     X         13               0          0        743
ELAN PLC                      ADR             28413120    1185650      57500     X         3            57500          0          0
ELAN PLC                      ADR             28413120    1286544      62393     X         5            53582          0       8811
ELAN PLC                      ADR             28413120     258451      12534     X  X      6            12534          0          0
ELAN PLC                      ADR             28413120    2074784     100620     X         6           100120          0        500
ELECTRO RENT CORP             COM             28521810     194642      19120     X         6            19120          0          0
ELECTRO SCIENTIFIC INDS       COM             28522910       4732        201     X         13               0          0        201
ELECTRO SCIENTIFIC INDS       COM             28522910     485724      20634     X         5             3394          0      17240
ELECTRONIC ARTS INC           COM             28551210     182716       3400     X  X      1             3400          0          0
ELECTRONIC ARTS INC           COM             28551210   65305062    1238795     X         3          1238795          0          0
ELECTRONIC ARTS INC           COM             28551210       5589        104     X         4              104          0          0
ELECTRONIC ARTS INC           COM             28551210   10492574     195247     X         5           159346          0      35901
ELECTRONIC ARTS INC           COM             28551210    1994506      37114     X  X      6            14845          0      22269
ELECTRONIC ARTS INC           COM             28551210   16162735     300758     X         6           139945        266     160547
ELECTRONIC ARTS INC           COM             28551210       4138         77     X  X      7               77          0          0
ELECTRONIC ARTS INC           COM             28551210      45357        844     X         7              844          0          0
ELECTRONIC DATA SYS NEW       COM             28566110        774         40     X         1               40          0          0
ELECTRONIC DATA SYS NEW       COM             28566110       3870        200     X         11               0        200          0
ELECTRONIC DATA SYS NEW       COM             28566110      43383       2242     X         13               0          0       2242
ELECTRONIC DATA SYS NEW       COM             28566110    3499680     180862     X         3           180862          0          0
ELECTRONIC DATA SYS NEW       COM             28566110     946008      48889     X         5            23974          0      24915
ELECTRONIC DATA SYS NEW       COM             28566110     902426      46637     X  X      6            40623       4616       1398
ELECTRONIC DATA SYS NEW       COM             28566110    2520995     130284     X         6           106809          0      23475
ELECTRONIC DATA SYS NEW       COM             28566110    1741500      90000     X         8            90000          0          0
ELECTRONICS BOUTIQUE HLDGS C  COM             28604510       2936        100     X         3              100          0          0
ELECTRONICS BOUTIQUE HLDGS C  COM             28604510     241474       8233     X         5             5380          0       2853
ELECTRONICS BOUTIQUE HLDGS C  COM             28604510       4253        145     X  X      6              145          0          0
ELECTRONICS BOUTIQUE HLDGS C  COM             28604510     261037       8900     X         6             8900          0          0
ELECTRONICS FOR IMAGING INC   COM             28608210       1032         42     X         13               0          0         42
ELECTRONICS FOR IMAGING INC   COM             28608210    3681151     149823     X         3           149823          0          0
ELECTRONICS FOR IMAGING INC   COM             28608210     394496      16056     X         5            14021          0       2035
ELECTRONICS FOR IMAGING INC   COM             28608210     254373      10353     X         6             6297          0       4056
ELECTRONICS FOR IMAGING INC   COM             28608210       3956        161     X  X      7              161          0          0
ELKCORP                       COM             28745610         27          1     X         5                1          0          0
ELKCORP                       COM             28745610     444953      16425     X         6             3925          0      12500
ELLSWORTH CONV GROWTH & INCO  COM             28907410    2458319     299795     X         5           175867          0     123928
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10     693403      21677     X         3            21677          0          0
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10      20865        650     X         5              250          0        400
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10      12840        400     X  X      6              400          0          0
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10      22470        700     X         6              700          0          0
EMERGING MKTS TELECOMNC FD N  COM             29089010       2679        317     X         3              317          0          0
EMERGING MKTS TELECOMNC FD N  COM             29089010      61770       7310     X         5             4310          0       3000
EMERGING MKTS TELECOMNC FD N  COM             29089010     388581      45986     X         9            45986          0          0
EMERSON ELEC CO               COM             29101110      74900       1250     X  X      1              750        500          0
EMERSON ELEC CO               COM             29101110     149800       2500     X         1             2500          0          0
EMERSON ELEC CO               COM             29101110    1132188      18895     X         11               0      18895          0
EMERSON ELEC CO               COM             29101110      24387        407     X         13               0          0        407
EMERSON ELEC CO               COM             29101110   26851673     441893     X         3           441893          0          0
EMERSON ELEC CO               COM             29101110       8688        145     X         4              145          0          0
EMERSON ELEC CO               COM             29101110    5608293      93596     X         5            40221          0      53375
EMERSON ELEC CO               COM             29101110   37401645     624193     X  X      6           588591      19350      16252
EMERSON ELEC CO               COM             29101110   28894682     482221     X         6           412101       3815      66305
EMERSON ELEC CO               COM             29101110      16598        277     X  X      7              277          0          0
EMERSON ELEC CO               COM             29101110      19055        318     X         7              318          0          0
EMERSON ELEC CO               COM             29101110    5902120      98500     X         8            98500          0          0
EMMIS COMMUNICATIONS CORP     CL A            29152510    1318514      55644     X         3            55644          0          0
EMMIS COMMUNICATIONS CORP     CL A            29152510      19715        828     X         5              171          0        657
EMMIS COMMUNICATIONS CORP     CL A            29152510       3929        165     X  X      6              165          0          0
EMMIS COMMUNICATIONS CORP     CL A            29152510     795611      33415     X         6            33415          0          0
EMULEX CORP                   COM NEW         29247520     450943      21181     X         5             7435          0      13746
EMULEX CORP                   COM NEW         29247520      58590       2752     X  X      6             2752          0          0
EMULEX CORP                   COM NEW         29247520    1866473      87669     X         6            87054          0        615
ENCANA CORP                   COM             29250510     459623      10000     X         3            10000          0          0
ENCANA CORP                   COM             29250510       5088        118     X  X      4              118          0          0
ENCANA CORP                   COM             29250510    2114605      49040     X         5            33403          0      15637
ENCANA CORP                   COM             29250510     143762       3334     X  X      6             2834        500          0
ENCANA CORP                   COM             29250510    1486001      34462     X         6            33531          0        931
ENCANA CORP                   COM             29250510      18800        436     X  X      7              436          0          0
ENCANA CORP                   COM             29250510       3234         75     X         7               75          0          0
ENBRIDGE ENERGY PARTNERS L P  COM             29250R10     482647       9438     X         5             5522          0       3916
ENBRIDGE ENERGY PARTNERS L P  COM             29250R10     277025       5417     X  X      6             2817       2000        600
ENBRIDGE ENERGY PARTNERS L P  COM             29250R10     203895       3987     X         6             3987          0          0
ENCISION INC                  COM             29254Q10      62244      15600     X         5            15600          0          0
ENCYSIVE PHARMACEUTICALS INC  COM             29256X10    1601357     155774     X         3           155774          0          0
ENCYSIVE PHARMACEUTICALS INC  COM             29256X10      10280       1000     X         5             1000          0          0
ENCYSIVE PHARMACEUTICALS INC  COM             29256X10      43351       4217     X         6                0          0       4217
ENDESA S A                    SPONSORED ADR   29258N10     603905      33127     X         13               0          0      33127
ENDESA S A                    SPONSORED ADR   29258N10     300455      19900     X         3            19900          0          0
ENDESA S A                    SPONSORED ADR   29258N10       7784        427     X  X      4              427          0          0
ENDESA S A                    SPONSORED ADR   29258N10     566862      31095     X         5            29526          0       1569
ENDESA S A                    SPONSORED ADR   29258N10       2771        152     X  X      6              152          0          0
ENDESA S A                    SPONSORED ADR   29258N10     808737      44363     X         6            43418          0        945
ENDESA S A                    SPONSORED ADR   29258N10       5505        302     X  X      7              302          0          0
ENDO PHARMACEUTICALS HLDGS I  COM             29264F20   18246893     743300     X         3           743300          0          0
ENDO PHARMACEUTICALS HLDGS I  COM             29264F20      64005       2621     X         5             2621          0          0
ENDO PHARMACEUTICALS HLDGS I  COM             29264F20      14725        603     X         6              103          0        500
ENERGEN CORP                  COM             29265N10      24750        600     X         1              600          0          0
ENERGEN CORP                  COM             29265N10    4537500     110000     X         3           110000          0          0
ENERGEN CORP                  COM             29265N10    2185400      52979     X         5            36822          0      16157
ENERGEN CORP                  COM             29265N10      64639       1567     X  X      6             1367          0        200
ENERGEN CORP                  COM             29265N10      45994       1115     X         6             1115          0          0
ENERGY EAST CORP              COM             29266M10      15216        600     X         11               0        600          0
ENERGY EAST CORP              COM             29266M10    3599370     141931     X         3           141931          0          0
ENERGY EAST CORP              COM             29266M10     504719      19902     X         5            12810          0       7092
ENERGY EAST CORP              COM             29266M10     788413      31089     X  X      6            19077       7525       4487
ENERGY EAST CORP              COM             29266M10     217614       8581     X         6             8581          0          0
ENERGY EAST CORP              COM             29266M10       6923        273     X  X      7              273          0          0
ENERGIZER HLDGS INC           COM             29266R10   19418371     415900     X         11               0     415900          0
ENERGIZER HLDGS INC           COM             29266R10     912883      19552     X         13               0          0      19552
ENERGIZER HLDGS INC           COM             29266R10    5542449     117060     X         3           117060          0          0
ENERGIZER HLDGS INC           COM             29266R10   10416025     223089     X         5           165484          0      57605
ENERGIZER HLDGS INC           COM             29266R10     396632       8495     X  X      6             8467          0         28
ENERGIZER HLDGS INC           COM             29266R10     716972      15356     X         6            13956          0       1400
ENERGY PARTNERS LTD           COM             29270U10     373800      28000     X         3            28000          0          0
ENERGY PARTNERS LTD           COM             29270U10     177755      13315     X         6            13315          0          0
ENERGY TRANSFER PRTNRS L P    UNIT LTD PARTN  29273R10      39700       1000     X         13               0          0       1000
ENERGY TRANSFER PRTNRS L P    UNIT LTD PARTN  29273R10     256740       6467     X         5             3367          0       3100
ENERPLUS RES FD               UNIT TR G NEW   29274D60     577466      19702     X         5            16328          0       3374
ENERPLUS RES FD               UNIT TR G NEW   29274D60      84999       2900     X  X      6             1500       1000        400
ENERPLUS RES FD               UNIT TR G NEW   29274D60      87930       3000     X         6             2800          0        200
ENGELHARD CORP                COM             29284510    9246472     309350     X         11               0     309350          0
ENGELHARD CORP                COM             29284510       7174        240     X         13               0          0        240
ENGELHARD CORP                COM             29284510    7216552     241437     X         3           241437          0          0
ENGELHARD CORP                COM             29284510     437470      14636     X         5            14491          0        145
ENGELHARD CORP                COM             29284510     382562      12799     X  X      6            10887       1912          0
ENGELHARD CORP                COM             29284510    1242497      41569     X         6            25862          0      15707
ENGINEERED SUPPORT SYS INC    COM             29286610    2191959      44908     X         5            44596          0        312
ENGINEERED SUPPORT SYS INC    COM             29286610      43929        900     X         6              900          0          0
ENERGYSOUTH INC               COM             29297010    1154371      33068     X         5                0          0      33068
ENPRO INDS INC                COM             29355X10       6054        320     X         13               0          0        320
ENPRO INDS INC                COM             29355X10    9006109     476010     X         3           476010          0          0
ENPRO INDS INC                COM             29355X10      53714       2839     X         5             2319          0        520
ENPRO INDS INC                COM             29355X10       4068        215     X  X      6              215          0          0
ENPRO INDS INC                COM             29355X10     103057       5447     X         6             5447          0          0
ENTERCOM COMMUNICATIONS CORP  CL A            29363910    2661563      58771     X         3            58771          0          0
ENTERCOM COMMUNICATIONS CORP  CL A            29363910      29471        651     X         5              251          0        400
ENTERCOM COMMUNICATIONS CORP  CL A            29363910      12042        266     X  X      6              266          0          0
ENTERCOM COMMUNICATIONS CORP  CL A            29363910     449259       9924     X         6             9924          0          0
ENTERGY CORP NEW              COM             29364G10   50639965     868126     X         3           868126          0          0
ENTERGY CORP NEW              COM             29364G10       4641         78     X         4               78          0          0
ENTERGY CORP NEW              COM             29364G10    4320533      72614     X         5            66852          0       5762
ENTERGY CORP NEW              COM             29364G10    1807491      30378     X  X      6             8198       5138      17042
ENTERGY CORP NEW              COM             29364G10    8625715     144970     X         6            47154         40      97776
ENTERGY CORP NEW              COM             29364G10       2916         49     X  X      7               49          0          0
ENTERGY CORP NEW              COM             29364G10       3332         56     X         7               56          0          0
ENTERPRISE PRODS PARTNERS L   COM             29379210     285161      12150     X         13               0          0      12150
ENTERPRISE PRODS PARTNERS L   COM             29379210     545983      23263     X         5            19888          0       3375
ENTERPRISE PRODS PARTNERS L   COM             29379210     267089      11380     X  X      6             1380      10000          0
ENTERPRISE PRODS PARTNERS L   COM             29379210      73532       3133     X         6             3133          0          0
ENTERTAINMENT PPTYS TR        COM SH BEN INT  29380T10       3273         80     X         1               80          0          0
ENTERTAINMENT PPTYS TR        COM SH BEN INT  29380T10    1849500      45209     X         5            44209          0       1000
ENTERTAINMENT PPTYS TR        COM SH BEN INT  29380T10     110048       2690     X  X      6             2690          0          0
ENTERTAINMENT PPTYS TR        COM SH BEN INT  29380T10     736789      18010     X         6            13500          0       4510
ENTREMED INC                  COM             29382F10     224965      65000     X         3            65000          0          0
ENTREMED INC                  COM             29382F10      32921       9460     X         5             9010          0        450
ENTREMED INC                  COM             29382F10       6960       2000     X  X      6                0          0       2000
ENTREMED INC                  COM             29382F10       1914        550     X         6              550          0          0
ENTRAVISION COMMUNICATIONS C  CL A            29382R10    4734366     527800     X         3           527800          0          0
ENTRAVISION COMMUNICATIONS C  CL A            29382R10      28704       3200     X  X      6             3200          0          0
ENTRAVISION COMMUNICATIONS C  CL A            29382R10     902678     100633     X         6            80533          0      20100
ENZON PHARMACEUTICALS INC     COM             29390410     879510      57000     X         3            57000          0          0
ENZON PHARMACEUTICALS INC     COM             29390410     211052      13678     X         5             1792          0      11886
ENZON PHARMACEUTICALS INC     COM             29390410     220063      14262     X         6            14262          0          0
EPCOS AG                      ADR             29410P10     966185      91505     X         3            91505          0          0
EPCOS AG                      ADR             29410P10        655         29     X         6               29          0          0
EON LABS INC                  COM             29412E10    1284314      19146     X         5            19069          0         77
EON LABS INC                  COM             29412E10     100620       1500     X         6             1500          0          0
EQUIFAX INC                   COM             29442910      11619        450     X         13               0          0        450
EQUIFAX INC                   COM             29442910    1352064      52365     X         3            52365          0          0
EQUIFAX INC                   COM             29442910     377613      14625     X         5             8720          0       5905
EQUIFAX INC                   COM             29442910    2478927      96008     X  X      6            58032      35776       2200
EQUIFAX INC                   COM             29442910    2735216     105934     X         6            89734          0      16200
EQUIFAX INC                   COM             29442910       8288        321     X  X      7              321          0          0
EQUINIX INC                   COM NEW         29444U50   13164141     361969     X         3           361969          0          0
EQUINIX INC                   COM NEW         29444U50     699239      19300     X         5            19300          0          0
EQUINIX INC                   COM NEW         29444U50      33259        918     X  X      6              918          0          0
EQUINIX INC                   COM NEW         29444U50    1725526      47627     X         6            43503         32       4092
EQUITABLE RES INC             COM             29454910       2221         50     X         13               0          0         50
EQUITABLE RES INC             COM             29454910    5549257     124927     X         3           124927          0          0
EQUITABLE RES INC             COM             29454910    2310640      52018     X         5            32136          0      19882
EQUITABLE RES INC             COM             29454910    3406392      76686     X  X      6            74936       1750          0
EQUITABLE RES INC             COM             29454910    3395909      76450     X         6            76450          0          0
EQUITEX INC                   COM PAR $0.02   29459230     248489     250999     X         6           250999          0          0
EQUITY INCOME FD              UT 1 EX SR-ATT  29470070      98379       1185     X         5             1185          0          0
EQUITY INCOME FD              UT 1 EX SR-ATT  29470070     264004       3180     X  X      6             3180          0          0
EQUITY INCOME FD              UT 1 EX SR-ATT  29470070     326684       3935     X         6             3935          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110      72225       2500     X  X      1             2500          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110      26261        909     X         13               0          0        909
EQUITY OFFICE PROPERTIES TRU  COM             29474110   15770917     558004     X         3           558004          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110       5778        200     X         4              200          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110    2725428      94338     X         5            17799          0      76539
EQUITY OFFICE PROPERTIES TRU  COM             29474110    2251918      77948     X  X      6            12478          0      65470
EQUITY OFFICE PROPERTIES TRU  COM             29474110    3874698     134119     X         6            22011          0     112108
EQUITY ONE                    COM             29475210    2034725     105865     X         5           105865          0          0
EQUITY ONE                    COM             29475210      84568       4400     X  X      6             3650          0        750
EQUITY RESIDENTIAL            SH BEN INT      29476L10    3130459     104873     X         3           104873          0          0
EQUITY RESIDENTIAL            SH BEN INT      29476L10     522723      17512     X         5             2342          0      15170
EQUITY RESIDENTIAL            SH BEN INT      29476L10    2401283      80445     X  X      6            35025       2650      42770
EQUITY RESIDENTIAL            SH BEN INT      29476L10    3286634     110105     X         6            75807          0      34298
ERESEARCHTECHNOLOGY INC       COM             29481V10    2039235      72700     X         3            72700          0          0
ERESEARCHTECHNOLOGY INC       COM             29481V10     548714      19562     X         5            19562          0          0
ERESEARCHTECHNOLOGY INC       COM             29481V10     280500      10000     X         6              500          0       9500
ERESEARCHTECHNOLOGY INC       COM             29481V10       1038         37     X         7               37          0          0
ERICSSON L M TEL CO           ADR B SEK 10    29482160     238986       8609     X         13               0          0       8609
ERICSSON L M TEL CO           ADR B SEK 10    29482160    1260665      43000     X         3            43000          0          0
ERICSSON L M TEL CO           ADR B SEK 10    29482160    4599888     165702     X         5           160211          0       5491
ERICSSON L M TEL CO           ADR B SEK 10    29482160     532576      19185     X  X      6            17924          0       1261
ERICSSON L M TEL CO           ADR B SEK 10    29482160    1417398      51059     X         6            50899          0        160
ERICSSON L M TEL CO           ADR B SEK 10    29482160       7717        278     X         7              278          0          0
ESCALON MED CORP              COM NEW         29607430     882468      39030     X         5            38695          0        335
ESCO TECHNOLOGIES INC         COM             29631510       2398         52     X         13               0          0         52
ESCO TECHNOLOGIES INC         COM             29631510       2306         50     X         5               50          0          0
ESCO TECHNOLOGIES INC         COM             29631510      18679        405     X  X      6              405          0          0
ESCO TECHNOLOGIES INC         COM             29631510     306929       6655     X         6             6655          0          0
ESPEED INC                    CL A            29664310     192455       9182     X         5             3500          0       5682
ESPEED INC                    CL A            29664310      40264       1921     X  X      6             1921          0          0
ESPEED INC                    CL A            29664310     786880      37542     X         6            37542          0          0
ESTERLINE TECHNOLOGIES CORP   COM             29742510   38080513    1532415     X         11               0    1532415          0
ESTERLINE TECHNOLOGIES CORP   COM             29742510    3280200     132000     X         3           132000          0          0
ESTERLINE TECHNOLOGIES CORP   COM             29742510     170720       6870     X         5             6505          0        365
ESTERLINE TECHNOLOGIES CORP   COM             29742510       9940        400     X  X      6              400          0          0
ESTERLINE TECHNOLOGIES CORP   COM             29742510      14537        585     X         6              585          0          0
ESTERLINE TECHNOLOGIES CORP   COM             29742510       6461        260     X         7              260          0          0
ETABLISSEMENTS DELHAIZE FRER  SPONSORED ADR   29759W10      27953        601     X         5              379          0        222
ETABLISSEMENTS DELHAIZE FRER  SPONSORED ADR   29759W10     115066       2474     X  X      6             2034          0        440
ETABLISSEMENTS DELHAIZE FRER  SPONSORED ADR   29759W10     398172       8561     X         6              934          0       7627
ETHAN ALLEN INTERIORS INC     COM             29760210       1568         38     X         13               0          0         38
ETHAN ALLEN INTERIORS INC     COM             29760210     408474       9900     X         3             9900          0          0
ETHAN ALLEN INTERIORS INC     COM             29760210     711487      17244     X         5            14502          0       2742
ETHAN ALLEN INTERIORS INC     COM             29760210      14028        340     X  X      6              340          0          0
ETHAN ALLEN INTERIORS INC     COM             29760210     393332       9533     X         6             2933          0       6600
ETHYL CORP                    COM NEW         29765960      59430       3000     X         11               0       3000          0
ETHYL CORP                    COM NEW         29765960       7132        360     X         5              200          0        160
ETHYL CORP                    COM NEW         29765960     123971       6258     X  X      6             6258          0          0
ETHYL CORP                    COM NEW         29765960      53130       2682     X         6             2682          0          0
EUROPE FD INC                 COM             29874M10      10010       1000     X         5             1000          0          0
EUROPE FD INC                 COM             29874M10    3201198     319800     X         9           319800          0          0
EUROPEAN WT FD INC            COM             29879210       2129        902     X         5                1          0        901
EUROPEAN WT FD INC            COM             29879210    1534472     650200     X         9           650200          0          0
EVERGREEN RES INC             COM NO PAR      29990030     342092       9959     X         13               0          0       9959
EVERGREEN RES INC             COM NO PAR      29990030    3984600     116000     X         3           116000          0          0
EVERGREEN RES INC             COM NO PAR      29990030    1025485      29854     X         5            22651          0       7203
EVERGREEN RES INC             COM NO PAR      29990030     276689       8055     X  X      6             2055          0       6000
EVERGREEN RES INC             COM NO PAR      29990030     644578      18765     X         6            17565          0       1200
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10    1161797      75100     X         13               0          0      75100
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10    4650525     300616     X         5           197604          0     103012
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10      95373       6165     X  X      6             6165          0          0
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10      26732       1728     X         6             1728          0          0
EVERGREEN MANAGED INCOME FD   COM SHS         30024Y10    2999025     160119     X         5           121839          0      38280
EVERGREEN MANAGED INCOME FD   COM SHS         30024Y10      18767       1002     X  X      6             1002          0          0
EVERGREEN MANAGED INCOME FD   COM SHS         30024Y10      66304       3540     X         6             3540          0          0
EVERGREEN MANAGED INCOME FD   COM SHS         30024Y10      61172       3266     X         7             3266          0          0
EXAR CORP                     COM             30064510   12139650     651650     X         3           651650          0          0
EXAR CORP                     COM             30064510     107438       5839     X  X      6             5839          0          0
EXAR CORP                     COM             30064510    2393638     130089     X         6           122744         95       7250
EXCEL TECHNOLOGY INC          COM             30067T10      97495       3100     X         13               0          0       3100
EXCEL TECHNOLOGY INC          COM             30067T10     111553       3547     X         5             2497          0       1050
EXCEL TECHNOLOGY INC          COM             30067T10     179265       5700     X         6             5700          0          0
EXELON CORP                   COM             30161N10      99311       1442     X  X      1             1442          0          0
EXELON CORP                   COM             30161N10      13774        200     X         13               0          0        200
EXELON CORP                   COM             30161N10   55443734     810747     X         3           810747          0          0
EXELON CORP                   COM             30161N10       7094        103     X         4              103          0          0
EXELON CORP                   COM             30161N10   12598490     182931     X         5           156831          0      26100
EXELON CORP                   COM             30161N10    4563257      66259     X  X      6            53212       1100      11947
EXELON CORP                   COM             30161N10   13828958     200798     X         6            62512         53     138233
EXELON CORP                   COM             30161N10       4545         66     X  X      7               66          0          0
EXELON CORP                   COM             30161N10       5096         74     X         7               74          0          0
EXELIXIS INC                  COM             30161Q10     207062      24303     X         5               53          0      24250
EXELIXIS INC                  COM             30161Q10       1440        169     X         6              169          0          0
EXPEDITORS INTL WASH INC      COM             30213010    4318191     109687     X         3           109687          0          0
EXPEDITORS INTL WASH INC      COM             30213010    4813407     122292     X         5            23649          0      98643
EXPEDITORS INTL WASH INC      COM             30213010     153504       3900     X  X      6             3900          0          0
EXPRESS SCRIPTS INC           COM             30218210    2178028      29200     X         3            29200          0          0
EXPRESS SCRIPTS INC           COM             30218210    1079260      14477     X         5            13642          0        835
EXPRESS SCRIPTS INC           COM             30218210     120696       1619     X  X      6             1619          0          0
EXPRESS SCRIPTS INC           COM             30218210     223650       3000     X         6             2825        175          0
EXPRESS SCRIPTS INC           COM             30218210       1491         20     X         7               20          0          0
EXPRESSJET HOLDINGS INC       CL A            30218U10     337149      27102     X         5            27102          0          0
EXTENDED STAY AMER INC        COM             30224P10    1827753      94360     X         3            94360          0          0
EXTREME NETWORKS INC          COM             30226D10     375728      52112     X         5            51617          0        495
EXTREME NETWORKS INC          COM             30226D10       3605        500     X         6              500          0          0
EYETECH PHARMACEUTICALS INC   COM             30229710    2373136      71480     X         3            71480          0          0
EYETECH PHARMACEUTICALS INC   COM             30229710      11886        358     X         5              358          0          0
EXXON MOBIL CORP              COM             30231G10    7094006     170570     X  X      1           169070       1500          0
EXXON MOBIL CORP              COM             30231G10    6487458     155986     X         1           155058          0        928
EXXON MOBIL CORP              COM             30231G10     726744      17474     X         11               0      17474          0
EXXON MOBIL CORP              COM             30231G10    1550849      37289     X         13               0          0      37289
EXXON MOBIL CORP              COM             30231G10  295185394    7319085     X         3          7319085          0          0
EXXON MOBIL CORP              COM             30231G10      49908       1200     X  X      4             1200          0          0
EXXON MOBIL CORP              COM             30231G10      69622       1674     X         4             1674          0          0
EXXON MOBIL CORP              COM             30231G10   66062138    1588414     X         5           947445          0     640969
EXXON MOBIL CORP              COM             30231G10  700436321   16841460     X  X      6         13377681    2830053     633726
EXXON MOBIL CORP              COM             30231G10  590747801   14204083     X         6         12779203      39467    1385413
EXXON MOBIL CORP              COM             30231G10     209780       5044     X  X      7             5044          0          0
EXXON MOBIL CORP              COM             30231G10     750866      18054     X         7            18054          0          0
FEI CO                        COM             30241L10      23270       1065     X         13               0          0       1065
FEI CO                        COM             30241L10      40379       1848     X         5              133          0       1715
FEI CO                        COM             30241L10      23729       1086     X  X      6             1086          0          0
FEI CO                        COM             30241L10     210721       9644     X         6             9644          0          0
FEI CO                        COM             30241L10      13547        620     X         7              620          0          0
FLIR SYS INC                  COM             30244510       4956        130     X         1              130          0          0
FLIR SYS INC                  COM             30244510    3365157      88278     X         3            88278          0          0
FLIR SYS INC                  COM             30244510     283727       7443     X         5             2244          0       5199
FLIR SYS INC                  COM             30244510     186788       4900     X  X      6             4900          0          0
FLIR SYS INC                  COM             30244510    1662604      43615     X         6            25660          0      17955
F M C CORP                    COM NEW         30249130   17120635     399828     X         3           399828          0          0
F M C CORP                    COM NEW         30249130     262744       6136     X         5             5786          0        350
F M C CORP                    COM NEW         30249130       8221        192     X  X      6              192          0          0
FMC TECHNOLOGIES INC          COM             30249U10      27030       1000     X         13               0          0       1000
FMC TECHNOLOGIES INC          COM             30249U10    1739921      64370     X         3            64370          0          0
FMC TECHNOLOGIES INC          COM             30249U10      32355       1197     X         5              597          0        600
FMC TECHNOLOGIES INC          COM             30249U10      13515        500     X  X      6              500          0          0
FMC TECHNOLOGIES INC          COM             30249U10     327198      12105     X         6            12105          0          0
F N B CORP N C                COM             30251910     108063       5071     X         5                0          0       5071
F N B CORP N C                COM             30251910     734403      29757     X         6            29757          0          0
FNB FINANCIAL SERVICES CORP   COM             30252610      63709       3123     X         5                0          0       3123
FNB FINANCIAL SERVICES CORP   COM             30252610      99348       5010     X  X      6             5010          0          0
FNB FINANCIAL SERVICES CORP   COM             30252610     392594      19798     X         6            19798          0          0
FPL GROUP INC                 COM             30257110     456920       6835     X  X      1             6835          0          0
FPL GROUP INC                 COM             30257110     438202       6555     X         1             6455          0        100
FPL GROUP INC                 COM             30257110      42784        640     X         11               0        640          0
FPL GROUP INC                 COM             30257110     129488       1937     X         13               0          0       1937
FPL GROUP INC                 COM             30257110    7826522     116812     X         3           116812          0          0
FPL GROUP INC                 COM             30257110      13370        200     X  X      4              200          0          0
FPL GROUP INC                 COM             30257110      13370        200     X         4              200          0          0
FPL GROUP INC                 COM             30257110    8931093     133599     X         5           117674          0      15925
FPL GROUP INC                 COM             30257110   42013955     628481     X  X      6           545570      33569      49342
FPL GROUP INC                 COM             30257110   71931803    1076018     X         6          1047752       4202      24064
FPL GROUP INC                 COM             30257110     208906       3125     X         7             3125          0          0
FX ENERGY INC                 COM             30269510      27906       2975     X         13               0          0       2975
FX ENERGY INC                 COM             30269510     422363      45028     X         5                0          0      45028
FTI CONSULTING INC            COM             30294110   47971637    2879450     X         11               0    2879450          0
FTI CONSULTING INC            COM             30294110    5844328     350800     X         3           350800          0          0
FTI CONSULTING INC            COM             30294110       7031        422     X         5               30          0        392
FTI CONSULTING INC            COM             30294110     198820      11934     X         6            11934          0          0
FACTSET RESH SYS INC          COM             30307510     661255      15537     X         5             9440          0       6097
FACTSET RESH SYS INC          COM             30307510      17024        400     X  X      6              400          0          0
FACTSET RESH SYS INC          COM             30307510     709220      16664     X         6            16664          0          0
FAIR ISAAC CORP               COM             30325010    2905162      80520     X         3            80520          0          0
FAIR ISAAC CORP               COM             30325010     708359      19633     X         5             5740          0      13893
FAIR ISAAC CORP               COM             30325010      95828       2656     X  X      6             2056        600          0
FAIR ISAAC CORP               COM             30325010    1150447      31886     X         6            31886          0          0
FAIR ISAAC CORP               COM             30325010      16958        470     X  X      7              470          0          0
FAIRCHILD SEMICONDUCTOR INTL  COM             30372610    2749657     114426     X         3           114426          0          0
FAIRCHILD SEMICONDUCTOR INTL  COM             30372610    1441680      59995     X         5            59308          0        687
FAIRCHILD SEMICONDUCTOR INTL  COM             30372610       2523        105     X  X      6              105          0          0
FAIRCHILD SEMICONDUCTOR INTL  COM             30372610     364968      15188     X         6            14891          0        297
FAIRMONT HOTELS RESORTS INC   COM             30520410    5345456     212543     X         5           212351          0        192
FAIRMONT HOTELS RESORTS INC   COM             30520410      22962        913     X  X      6              717        196          0
FAIRMONT HOTELS RESORTS INC   COM             30520410      26231       1043     X         6             1043          0          0
FALCON PRODS INC              COM             30607510     258780      68100     X         5            68100          0          0
FAMILY DLR STORES INC         COM             30700010      62913       1750     X  X      1             1750          0          0
FAMILY DLR STORES INC         COM             30700010      21570        600     X         1              600          0          0
FAMILY DLR STORES INC         COM             30700010       1941         54     X         13               0          0         54
FAMILY DLR STORES INC         COM             30700010    2329884      64809     X         3            64809          0          0
FAMILY DLR STORES INC         COM             30700010     201032       5592     X         5             2777          0       2815
FAMILY DLR STORES INC         COM             30700010    9444245     262705     X  X      6           242482      11373       8850
FAMILY DLR STORES INC         COM             30700010    9433675     262411     X         6           250741          0      11670
FARGO ELECTRONICS INC         COM             30744P10    2360570     208900     X         5           208900          0          0
FARO TECHNOLOGIES INC         COM             31164210       9188        400     X         3              400          0          0
FARO TECHNOLOGIES INC         COM             31164210    1406689      61187     X         5            61187          0          0
FARO TECHNOLOGIES INC         COM             31164210       1264         55     X         7               55          0          0
FASTENAL CO                   COM             31190010    3959101      73740     X         3            73740          0          0
FASTENAL CO                   COM             31190010    1705463      31765     X         5             1200          0      30565
FASTENAL CO                   COM             31190010      85904       1600     X  X      6             1600          0          0
FASTENAL CO                   COM             31190010     361387       6731     X         6             3731          0       3000
FEDDERS CORP                  COM NEW         31313550     194140      34000     X         5            34000          0          0
FEDDERS CORP                  COM NEW         31313550      96293      16864     X  X      6                0        864      16000
FEDDERS CORP                  COM NEW         31313550      11420       2000     X         6             2000          0          0
FEDERAL HOME LN MTG CORP      COM             31340030     147650       2500     X         1             2500          0          0
FEDERAL HOME LN MTG CORP      COM             31340030       2658         45     X         11               0         45          0
FEDERAL HOME LN MTG CORP      COM             31340030      17423        295     X         13               0          0        295
FEDERAL HOME LN MTG CORP      COM             31340030   52892931     919654     X         3           919654          0          0
FEDERAL HOME LN MTG CORP      COM             31340030      10336        175     X  X      4              175          0          0
FEDERAL HOME LN MTG CORP      COM             31340030   12471634     211169     X         5           162806          0      48363
FEDERAL HOME LN MTG CORP      COM             31340030   12964556     219515     X  X      6           186738      14206      18571
FEDERAL HOME LN MTG CORP      COM             31340030   31214332     528519     X         6           391371       1260     135888
FEDERAL HOME LN MTG CORP      COM             31340030      39393        667     X         7              667          0          0
FEDERAL NATL MTG ASSN         COM             31358610     657998       8850     X  X      1             8850          0          0
FEDERAL NATL MTG ASSN         COM             31358610    1069525      14385     X         1            14385          0          0
FEDERAL NATL MTG ASSN         COM             31358610     431230       5800     X         11               0       5800          0
FEDERAL NATL MTG ASSN         COM             31358610     625655       8415     X         13               0          0       8415
FEDERAL NATL MTG ASSN         COM             31358610   97803715    1330634     X         3          1330634          0          0
FEDERAL NATL MTG ASSN         COM             31358610      14870        200     X         4              200          0          0
FEDERAL NATL MTG ASSN         COM             31358610   28240225     379828     X         5           174912          0     204916
FEDERAL NATL MTG ASSN         COM             31358610   73361517     986705     X  X      6           766489     161948      58268
FEDERAL NATL MTG ASSN         COM             31358610  101230722    1361543     X         6          1159483       2755     199305
FEDERAL NATL MTG ASSN         COM             31358610     266545       3585     X         7             3585          0          0
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720      23100        500     X         13               0          0        500
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720     567752      12289     X         5             9064          0       3225
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720      56179       1216     X  X      6             1216          0          0
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720     184661       3997     X         6             3997          0          0
FEDERAL SIGNAL CORP           COM             31385510       1171         59     X         13               0          0         59
FEDERAL SIGNAL CORP           COM             31385510     925625      46631     X         3            46631          0          0
FEDERAL SIGNAL CORP           COM             31385510    1264167      63686     X         5             3576          0      60110
FEDERAL SIGNAL CORP           COM             31385510     415599      20937     X  X      6            20937          0          0
FEDERAL SIGNAL CORP           COM             31385510       9865        497     X         6              497          0          0
FEDERATED DEPT STORES INC DE  COM             31410H10     150800       2790     X         13               0          0       2790
FEDERATED DEPT STORES INC DE  COM             31410H10   19026232     384075     X         3           384075          0          0
FEDERATED DEPT STORES INC DE  COM             31410H10    6539131     120983     X         5           119863          0       1120
FEDERATED DEPT STORES INC DE  COM             31410H10    1243312      23003     X  X      6             4963        400      17640
FEDERATED DEPT STORES INC DE  COM             31410H10    8964679     165859     X         6            55834          0     110025
FEDERATED DEPT STORES INC DE  COM             31410H10    1610690      29800     X         8            29800          0          0
FEDERATED INVS INC PA         CL B            31421110    1285896      40913     X         3            40913          0          0
FEDERATED INVS INC PA         CL B            31421110    1396686      44438     X         5            11456          0      32982
FEDERATED INVS INC PA         CL B            31421110      94290       3000     X  X      6             3000          0          0
FEDERATED INVS INC PA         CL B            31421110    2774043      88261     X         6            75115          0      13146
FEDEX CORP                    COM             31428X10     777906      10350     X         13               0          0      10350
FEDEX CORP                    COM             31428X10   33254725     461569     X         3           461569          0          0
FEDEX CORP                    COM             31428X10   12968901     172551     X         5           126410          0      46141
FEDEX CORP                    COM             31428X10    4492839      59777     X  X      6            37040       4103      18634
FEDEX CORP                    COM             31428X10   14092275     187497     X         6            94668        610      92219
FELCOR LODGING TR INC         COM             31430F10     102689       9855     X         5             9855          0          0
FELCOR LODGING TR INC         COM             31430F10      46004       4415     X  X      6             4015        400          0
FELCOR LODGING TR INC         COM             31430F10      36470       3500     X         6             3500          0          0
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310     215050       8500     X         13               0          0       8500
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310     178871       7070     X         5             6570          0        500
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310     118910       4700     X  X      6             4700          0          0
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310       5060        200     X         6              200          0          0
FERRO CORP                    COM             31540510   62150444    2376690     X         11               0    2376690          0
FERRO CORP                    COM             31540510      65506       2505     X         13               0          0       2505
FERRO CORP                    COM             31540510    2068831      79114     X         3            79114          0          0
FERRO CORP                    COM             31540510      17024        651     X         5              187          0        464
FERRO CORP                    COM             31540510     251851       9631     X  X      6             9631          0          0
FERRO CORP                    COM             31540510     366885      14030     X         6            11830          0       2200
F5 NETWORKS INC               COM             31561610   16626256     489084     X         3           489084          0          0
F5 NETWORKS INC               COM             31561610      49039       1450     X         5             1250          0        200
F5 NETWORKS INC               COM             31561610      42647       1261     X  X      6             1261          0          0
F5 NETWORKS INC               COM             31561610    1741629      51497     X         6            45600         44       5853
FIDELITY COMWLTH TR           NDQ CP IDX TRK  31591280     646888       8139     X         5             8074          0         65
FIDELITY NATL FINL INC        COM             31632610      18414        467     X         11               0        467          0
FIDELITY NATL FINL INC        COM             31632610   14505190     392114     X         3           392114          0          0
FIDELITY NATL FINL INC        COM             31632610    2452824      61940     X         5            50467          0      11473
FIDELITY NATL FINL INC        COM             31632610    1127016      28460     X  X      6            15471          0      12989
FIDELITY NATL FINL INC        COM             31632610    1629817      41157     X         6            26545          0      14612
FIFTH THIRD BANCORP           COM             31677310   17252794     311099     X         3           311099          0          0
FIFTH THIRD BANCORP           COM             31677310      11074        200     X         4              200          0          0
FIFTH THIRD BANCORP           COM             31677310    1706363      30817     X         5            16391          0      14426
FIFTH THIRD BANCORP           COM             31677310    4890500      88324     X  X      6            83921        411       3992
FIFTH THIRD BANCORP           COM             31677310   19913931     359652     X         6           314268        918      44466
FIFTH THIRD BANCORP           COM             31677310      12846        232     X  X      7              232          0          0
FIFTH THIRD BANCORP           COM             31677310      77020       1391     X         7             1391          0          0
FINANCIAL FED CORP            COM             31749210    1041913      31167     X         6            31167          0          0
FINISAR                       COM             31787A10      44496      20600     X         5            19300          0       1300
FIRST AMERN CORP CALIF        COM             31852230       7605        250     X         13               0          0        250
FIRST AMERN CORP CALIF        COM             31852230    2312833      76030     X         3            76030          0          0
FIRST AMERN CORP CALIF        COM             31852230     408662      13434     X         5            11999          0       1435
FIRST AMERN CORP CALIF        COM             31852230     288990       9500     X  X      6             9500          0          0
FIRST AMERN CORP CALIF        COM             31852230      47090       1548     X         6             1548          0          0
FIRST BANCORP P R             COM             31867210     269984       6490     X         5             4460          0       2030
FIRST BANCORP P R             COM             31867210      26749        643     X         6              643          0          0
FIRST BANCORP N C             COM             31891010     736677      23394     X         5              720          0      22674
FIRST BANCORP N C             COM             31891010    1447280      45960     X         6            45960          0          0
FIRST CASH FINL SVCS INC      COM             31942D10    2978306      88561     X         3            88561          0          0
FIRST CASH FINL SVCS INC      COM             31942D10     140010       4146     X         5                0          0       4146
FIRST CASH FINL SVCS INC      COM             31942D10      85708       2538     X         6              150          0       2388
FIRST CHARTER CORP            COM             31943910    1045098      49437     X         5            30295          0      19142
FIRST CHARTER CORP            COM             31943910    5865617     277465     X  X      6           268890          0       8575
FIRST CHARTER CORP            COM             31943910    2742386     129725     X         6           129725          0          0
FIRST CTZNS BANCSHARES INC N  CL A            31946M10    5412000      44000     X         3            44000          0          0
FIRST CTZNS BANCSHARES INC N  CL A            31946M10      12300        100     X         5                0          0        100
FIRST CTZNS BANCSHARES INC N  CL A            31946M10      36900        300     X  X      6                0        300          0
FIRST CTZNS BANCSHARES INC N  CL A            31946M10    1545126      12562     X         6            12562          0          0
FIRST CMNTY BANCSHARES INC N  COM             31983A10     742427      24310     X  X      6            24310          0          0
FIRST CMNTY BANCSHARES INC N  COM             31983A10      53323       1746     X         6             1746          0          0
FIRST DATA CORP               COM             31996310      16864        400     X  X      1              400          0          0
FIRST DATA CORP               COM             31996310     707571      16783     X         1            16783          0          0
FIRST DATA CORP               COM             31996310      47978       1138     X         11               0       1138          0
FIRST DATA CORP               COM             31996310    1051892      24950     X         13               0          0      24950
FIRST DATA CORP               COM             31996310   38500624     940527     X         3           940527          0          0
FIRST DATA CORP               COM             31996310       4300        102     X         4              102          0          0
FIRST DATA CORP               COM             31996310   38508440     913388     X         5           413614          0     499774
FIRST DATA CORP               COM             31996310   21094756     500350     X  X      6           450844      32294      17212
FIRST DATA CORP               COM             31996310   68120990    1615773     X         6          1389543       2204     224026
FIRST DATA CORP               COM             31996310       2698         64     X  X      7               64          0          0
FIRST DATA CORP               COM             31996310     184155       4368     X         7             4368          0          0
FIRST DATA CORP               COM             31996310    3073464      72900     X         8            72900          0          0
FIRST FINL FD INC             COM             32022810      12810        700     X         13               0          0        700
FIRST FINL FD INC             COM             32022810      38101       2082     X         5             2082          0          0
FIRST FINL FD INC             COM             32022810     373192      20393     X         6            20393          0          0
FIRST FINL HLDGS INC          COM             32023910       1737         58     X         13               0          0         58
FIRST FINL HLDGS INC          COM             32023910      37438       1250     X         5              300          0        950
FIRST FINL HLDGS INC          COM             32023910     308994      10317     X  X      6             7596       2721          0
FIRST FINL HLDGS INC          COM             32023910      78020       2605     X         6             2605          0          0
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10      12443        315     X         13               0          0        315
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10    6754500     171000     X         3           171000          0          0
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10     327060       8280     X         5              244          0       8036
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10      73470       1860     X  X      6              860       1000          0
FIRST LONG IS CORP            COM             32073410     378529       7560     X         6             7560          0          0
FIRST MIDWEST BANCORP DEL     COM             32086710     395446      11556     X         5            11556          0          0
FIRST MIDWEST BANCORP DEL     COM             32086710     109504       3200     X         6             3200          0          0
FIRST HEALTH GROUP CORP       COM             32096010    4459910     204007     X         3           204007          0          0
FIRST HEALTH GROUP CORP       COM             32096010    1338794      61244     X         5            59868          0       1376
FIRST HEALTH GROUP CORP       COM             32096010     109081       4990     X  X      6             3330       1660          0
FIRST HEALTH GROUP CORP       COM             32096010     432478      19784     X         6             1729      18055          0
FIRST HEALTH GROUP CORP       COM             32096010      16023        733     X  X      7              733          0          0
FIRST NATL BANKSHRS FL INC N  COM             32110010     834153      47476     X         5             2215          0      45261
FIRST NATL BANKSHRS FL INC N  COM             32110010      73267       4170     X  X      6             4170          0          0
FIRST REP BK SAN FRANCISCO    COM             33615810    3029582      78568     X         3            78568          0          0
FIRST REP BK SAN FRANCISCO    COM             33615810     115680       3000     X  X      6             3000          0          0
FIRST REP BK SAN FRANCISCO    COM             33615810     120731       3131     X         6                0          0       3131
FIRST SHARES BANCORP GREENWO  COM             33640Q10     876441      59219     X         5                0          0      59219
FIRST SENTINEL BANCORP INC    COM             33640T10     224507      10615     X         13               0          0      10615
FIRST ST BANCORPORATION       COM             33645310   13204946     429150     X         11               0     429150          0
FIRST ST BANCORPORATION       COM             33645310    4486612     145386     X         3           145386          0          0
FIRST ST BANCORPORATION       COM             33645310      88279       2869     X         5             2712          0        157
FIRST TENN NATL CORP          COM             33716210     200340       4200     X  X      1             4200          0          0
FIRST TENN NATL CORP          COM             33716210      57240       1200     X         1             1200          0          0
FIRST TENN NATL CORP          COM             33716210    2318223      48654     X         3            48654          0          0
FIRST TENN NATL CORP          COM             33716210    6288768     131840     X         5            78001          0      53839
FIRST TENN NATL CORP          COM             33716210    1894215      39711     X  X      6            36211       1200       2300
FIRST TENN NATL CORP          COM             33716210    4256568      89236     X         6            24988          0      64248
FIRST TR FOUR CRNRS SR FLT R  COM SHS         33733Q10     508060      25403     X         5            16703          0       8700
FIRST UN REAL EST EQ&MTG INV  SH BEN INT      33740010      57283      18243     X         5             5000          0      13243
FIRST UTD CORP                COM             33741H10      23150       1000     X         5                0          0       1000
FIRST UTD CORP                COM             33741H10     763487      32980     X         6            32980          0          0
FISERV INC                    COM             33773810    7675491     214579     X         3           214579          0          0
FISERV INC                    COM             33773810       2075         58     X         4               58          0          0
FISERV INC                    COM             33773810    1437918      40199     X         5            32979          0       7220
FISERV INC                    COM             33773810     354481       9910     X  X      6             1515          0       8395
FISERV INC                    COM             33773810    3282577      91769     X         6            34724          0      57045
FISERV INC                    COM             33773810      10481        293     X  X      7              293          0          0
FISERV INC                    COM             33773810       2110         59     X         7               59          0          0
FIRSTFED FINL CORP            COM             33790710      11440        248     X         13               0          0        248
FIRSTFED FINL CORP            COM             33790710    3142376      68120     X         3            68120          0          0
FIRSTFED FINL CORP            COM             33790710       4751        103     X  X      6              103          0          0
FIRSTFED FINL CORP            COM             33790710     144341       3129     X         6              378          0       2751
FIRSTMERIT CORP               COM             33791510     182350       7000     X         11               0       7000          0
FIRSTMERIT CORP               COM             33791510       1459         56     X         13               0          0         56
FIRSTMERIT CORP               COM             33791510    2145739      82370     X         3            82370          0          0
FIRSTMERIT CORP               COM             33791510     642914      24680     X         5            21436          0       3244
FIRSTMERIT CORP               COM             33791510     383560      14724     X  X      6            14724          0          0
FLAGSTAR BANCORP INC          COM             33793010      10260        400     X         3              400          0          0
FLAGSTAR BANCORP INC          COM             33793010     347788      13559     X         5             9859          0       3700
FLAGSTAR BANCORP INC          COM             33793010      29061       1133     X  X      6             1133          0          0
FLAGSTAR BANCORP INC          COM             33793010      22418        874     X         6              874          0          0
FIRSTENERGY CORP              COM             33793210      25910        663     X         13               0          0        663
FIRSTENERGY CORP              COM             33793210   19124180     489385     X         3           489385          0          0
FIRSTENERGY CORP              COM             33793210    2274925      58212     X         5            17385          0      40827
FIRSTENERGY CORP              COM             33793210     903608      23122     X  X      6            18803       2768       1551
FIRSTENERGY CORP              COM             33793210    1172283      29997     X         6            28789          0       1208
FISHER SCIENTIFIC INTL INC    COM NEW         33803220      92192       1675     X         13               0          0       1675
FISHER SCIENTIFIC INTL INC    COM NEW         33803220    6309268     115000     X         3           115000          0          0
FISHER SCIENTIFIC INTL INC    COM NEW         33803220       2257         41     X         4               41          0          0
FISHER SCIENTIFIC INTL INC    COM NEW         33803220    1690884      30721     X         5            26926          0       3795
FISHER SCIENTIFIC INTL INC    COM NEW         33803220      42106        765     X  X      6              765          0          0
FISHER SCIENTIFIC INTL INC    COM NEW         33803220     806721      14657     X         6            14569          0         88
FLAHERTY & CRMN/CLYMR PFD SE  COM SHS         33847810    2012184      72747     X         5            31734          0      41013
FLAHERTY & CRMN/CLYMR PFD SE  COM SHS         33847810       2766        100     X         6              100          0          0
FLAHERTY & CRMRN CLYMRE T R   COM             33847910     276414      10660     X         5             6760          0       3900
FLAHERTY & CRUMRINE PFD INC   COM             33848010    1121558      57164     X         5            54120          0       3044
FLAHERTY & CRUMRINE PFD INC   COM             33848010      79343       4044     X         6             4044          0          0
FLAMEL TECHNOLOGIES SA        SPONSORED ADR   33848810     264517      10213     X         5             9163          0       1050
FLAHERTY & CRUMRINE PFD INC   COM             33848E10     277406      18744     X         5             2616          0      16128
FLEETBOSTON FINL CORP         COM             33903010     257367       5732     X  X      1             5532        200          0
FLEETBOSTON FINL CORP         COM             33903010     550025      12250     X         1            12250          0          0
FLEETBOSTON FINL CORP         COM             33903010     188580       4200     X         11               0       4200          0
FLEETBOSTON FINL CORP         COM             33903010      23842        531     X         13               0          0        531
FLEETBOSTON FINL CORP         COM             33903010   32468131     832158     X         3           832158          0          0
FLEETBOSTON FINL CORP         COM             33903010    3755391      83639     X         5            46800          0      36839
FLEETBOSTON FINL CORP         COM             33903010   33975942     756703     X  X      6           628078      32773      95852
FLEETBOSTON FINL CORP         COM             33903010   25048139     557865     X         6           427577          0     130288
FLEETBOSTON FINL CORP         COM             33903010       8509        190     X  X      7              190          0          0
FLEETBOSTON FINL CORP         COM             33903010    3542610      78900     X         8            78900          0          0
FLEETWOOD ENTERPRISES INC     COM             33909910   14807507    1205823     X         5             8338          0    1197485
FLOATING RATE INCM STRT FD I  COM             33973510     206252      10577     X         13               0          0      10577
FLOATING RATE INCM STRT FD I  COM             33973510    1360301      69759     X         5             7814          0      61945
FLORIDA BANKS INC             COM             34056010     915184      40820     X         5            40420          0        400
FLORIDA BANKS INC             COM             34056010     103132       4600     X         6             4600          0          0
FLORIDA EAST COAST INDS       COM             34063210     554171      15471     X         5            14902          0        569
FLORIDA EAST COAST INDS       COM             34063210      10853        303     X  X      6              103          0        200
FLORIDA EAST COAST INDS       COM             34063210    1373196      38336     X         6            38336          0          0
FLORIDA PUB UTILS CO          COM             34113510     945317      46113     X         5                0          0      46113
FLORIDA PUB UTILS CO          COM             34113510      49774       2428     X  X      6             2428          0          0
FLORIDA PUB UTILS CO          COM             34113510    2825577     137833     X         6           137833          0          0
FLORIDA ROCK INDS INC         COM             34114010    1565915      37151     X         3            37151          0          0
FLORIDA ROCK INDS INC         COM             34114010    2754545      65351     X         5            56951          0       8400
FLORIDA ROCK INDS INC         COM             34114010    1954285      46365     X  X      6            46365          0          0
FLORIDA ROCK INDS INC         COM             34114010   14458967     343036     X         6           342031          0       1005
FLUOR CORP NEW                COM             34341210    1444607      37338     X         3            37338          0          0
FLUOR CORP NEW                COM             34341210    1268142      32777     X         5             3856          0      28921
FLUOR CORP NEW                COM             34341210     198480       5130     X  X      6             2030       3100          0
FLUOR CORP NEW                COM             34341210     693286      17919     X         6             7777          0      10142
FLOWERS FOODS INC             COM             34349810     195645       7456     X         5             6441          0       1015
FLOWERS FOODS INC             COM             34349810      91473       3486     X  X      6             3486          0          0
FLOWERS FOODS INC             COM             34349810    3713800     141532     X         6           141532          0          0
FLOWSERVE CORP                COM             34354P10       1215         58     X         13               0          0         58
FLOWSERVE CORP                COM             34354P10    1125099      53704     X         3            53704          0          0
FLOWSERVE CORP                COM             34354P10      48562       2318     X         5             1000          0       1318
FLOWSERVE CORP                COM             34354P10      94275       4500     X  X      6             4500          0          0
FLOWSERVE CORP                COM             34354P10      16886        806     X         6              806          0          0
FLOWSERVE CORP                COM             34354P10    8674348     414050     X         8           414050          0          0
FOMENTO ECONOMICO MEXICANO S  SPON ADR UNITS  34441910    3565226      72361     X         3            72361          0          0
FOMENTO ECONOMICO MEXICANO S  SPON ADR UNITS  34441910     465946       9457     X         5               23          0       9434
FOOT LOCKER INC               COM             34484910   75059114    2909268     X         11               0    2909268          0
FOOT LOCKER INC               COM             34484910   16349938     633809     X         3           633809          0          0
FOOT LOCKER INC               COM             34484910    1401694      54329     X         5            52445          0       1884
FOOT LOCKER INC               COM             34484910     126497       4903     X  X      6             4343        560          0
FOOT LOCKER INC               COM             34484910    1174648      45529     X         6            43129          0       2400
FORD MTR CO DEL               COM PAR $0.01   34537086      49965       3682     X  X      1             3682          0          0
FORD MTR CO DEL               COM PAR $0.01   34537086      36245       2671     X         1             2671          0          0
FORD MTR CO DEL               COM PAR $0.01   34537086      21386       1576     X         11               0       1576          0
FORD MTR CO DEL               COM PAR $0.01   34537086     747259      55067     X         13               0          0      55067
FORD MTR CO DEL               COM PAR $0.01   34537086    9914088     731459     X         3           731459          0          0
FORD MTR CO DEL               COM PAR $0.01   34537086    8793242     647991     X         5           276774          0     371217
FORD MTR CO DEL               COM PAR $0.01   34537086    8714437     642184     X  X      6           574460      20846      46878
FORD MTR CO DEL               COM PAR $0.01   34537086    6874566     506600     X         6           283035       1048     222517
FORD MTR CO DEL               COM PAR $0.01   34537086       6581        485     X         7              485          0          0
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520     178513       3365     X         13               0          0       3365
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520    3662095      69031     X         5            49726          0      19305
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520     551720      10400     X  X      6             9600        200        600
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520     140423       2647     X         6             2647          0          0
FORDING CDN COAL TR           TR UNIT         34542510     504920      12500     X         3            12500          0          0
FORDING CDN COAL TR           TR UNIT         34542510    3044488      75452     X         5            75392          0         60
FORDING CDN COAL TR           TR UNIT         34542510     259572       6433     X  X      6             6400         33          0
FORDING CDN COAL TR           TR UNIT         34542510       2623         65     X         6               65          0          0
FOREST CITY ENTERPRISES INC   CL A            34555010      11955        222     X         13               0          0        222
FOREST CITY ENTERPRISES INC   CL A            34555010   19945286     370386     X         3           370386          0          0
FOREST CITY ENTERPRISES INC   CL A            34555010     164081       3047     X         5             2099          0        948
FOREST LABS INC               COM             34583810     121754       1700     X  X      1             1700          0          0
FOREST LABS INC               COM             34583810     780658      10900     X         11               0      10900          0
FOREST LABS INC               COM             34583810     157206       2195     X         13               0          0       2195
FOREST LABS INC               COM             34583810   44766005     624127     X         3           624127          0          0
FOREST LABS INC               COM             34583810    4767672      66569     X         5            49887          0      16682
FOREST LABS INC               COM             34583810     277599       3876     X  X      6             3876          0          0
FOREST LABS INC               COM             34583810    3587661      50093     X         6            20067        500      29526
FOREST LABS INC               COM             34583810       4799         67     X         7               67          0          0
FOREST OIL CORP               COM PAR $0.01   34609170   16970323     672092     X         3           672092          0          0
FOREST OIL CORP               COM PAR $0.01   34609170     866353      34311     X         5             4061          0      30250
FORGENT NETWORKS INC          COM             34629U10      25438      16100     X         5                0          0      16100
FORGENT NETWORKS INC          COM             34629U10       3634       2300     X         6             2300          0          0
FORT DEARBORN INCOME SECS IN  COM             34720010     333004      21765     X         5             1619          0      20146
FORT DEARBORN INCOME SECS IN  COM             34720010      26010       1700     X  X      6             1700          0          0
FORT DEARBORN INCOME SECS IN  COM             34720010      32972       2155     X         6             2155          0          0
FORTUNE BRANDS INC            COM             34963110     498095       6500     X  X      1             6500          0          0
FORTUNE BRANDS INC            COM             34963110     649133       8471     X         13               0          0       8471
FORTUNE BRANDS INC            COM             34963110   20621493     268745     X         3           268745          0          0
FORTUNE BRANDS INC            COM             34963110   23189285     302614     X         5           108601          0     194013
FORTUNE BRANDS INC            COM             34963110   18703391     244074     X  X      6           187346      28738      27990
FORTUNE BRANDS INC            COM             34963110   14979862     195483     X         6           125561          0      69922
FORTUNE BRANDS INC            COM             34963110      25671        335     X         7              335          0          0
FORTUNE BRANDS INC            PFD CV $2.67    34963120     193640        412     X  X      6              412          0          0
FORTUNE BRANDS INC            PFD CV $2.67    34963120      68620        146     X         6              146          0          0
40 / 86 STRATEGIC INCOME FD   SH BEN INT      34973910     850479      79484     X         5            79484          0          0
40 / 86 STRATEGIC INCOME FD   SH BEN INT      34973910       4280        400     X  X      6              400          0          0
FORWARD AIR CORP              COM             34985310    8523553     257600     X         3           257600          0          0
FORWARD AIR CORP              COM             34985310     359466      10936     X         5             8446          0       2490
FORWARD AIR CORP              COM             34985310      33166       1009     X  X      6             1009          0          0
FORWARD AIR CORP              COM             34985310    1887560      57425     X         6            54491         34       2900
FOSSIL INC                    COM             34988210     165468       4975     X         5               20          0       4955
FOSSIL INC                    COM             34988210       2029         61     X  X      6               61          0          0
FOSSIL INC                    COM             34988210      83150       2500     X         6             2500          0          0
FOUNDRY NETWORKS INC          COM             35063R10   20893604    1214792     X         3          1214792          0          0
FOUNDRY NETWORKS INC          COM             35063R10     603062      35123     X         5            33674          0       1449
FOUNDRY NETWORKS INC          COM             35063R10      24811       1445     X  X      6             1445          0          0
FOUNDRY NETWORKS INC          COM             35063R10    1274254      74214     X         6            54807         43      19364
FOUR SEASONS HOTEL INC        LTD VTG SH      35100E10     203716       4110     X         3             4110          0          0
FOUR SEASONS HOTEL INC        LTD VTG SH      35100E10     162486       3060     X         5             1285          0       1775
FOX ENTMT GROUP INC           CL A            35138T10     535558      19745     X         3            19745          0          0
FOX ENTMT GROUP INC           CL A            35138T10    3219372     118796     X         5            76146          0      42650
FOX ENTMT GROUP INC           CL A            35138T10     196231       7241     X         6             7241          0          0
FRANCE GROWTH FD INC          COM             35177K10      40530       5305     X         5              130          0       5175
FRANCE GROWTH FD INC          COM             35177K10    6866068     898700     X         9           898700          0          0
FRANCE TELECOM                SPONSORED ADR   35177Q10    7352630     298727     X         3           298727          0          0
FRANCE TELECOM                SPONSORED ADR   35177Q10       3256        127     X         5                0          0        127
FRANCE TELECOM                SPONSORED ADR   35177Q10      30947       1207     X  X      6             1207          0          0
FRANCE TELECOM                SPONSORED ADR   35177Q10     268707      10480     X         6            10480          0          0
FRANCE TELECOM                SPONSORED ADR   35177Q10       5307        207     X         7              207          0          0
FRANKLIN ELEC INC             COM             35351410     483076       7586     X         5             7086          0        500
FRANKLIN ELEC INC             COM             35351410     158181       2484     X         6             2484          0          0
FRANKLIN RES INC              COM             35461310      16704        300     X  X      1              300          0          0
FRANKLIN RES INC              COM             35461310   17120208     307475     X         3           307475          0          0
FRANKLIN RES INC              COM             35461310    2228481      40023     X         5            25299          0      14724
FRANKLIN RES INC              COM             35461310    2488618      44695     X  X      6            41520        700       2475
FRANKLIN RES INC              COM             35461310    3455445      62059     X         6            38409          0      23650
FRANKLIN TEMPLETON LTD DUR I  COM             35472T10     390219      26242     X         5             4350          0      21892
FRANKLIN UNVL TR              SH BEN INT      35514510     353932      60295     X         5            60295          0          0
FREDS INC                     CL A            35610810       5328        220     X         1              220          0          0
FREDS INC                     CL A            35610810      79684       3290     X         5             1490          0       1800
FREDS INC                     CL A            35610810     177290       7320     X  X      6             7320          0          0
FREDS INC                     CL A            35610810    1164110      48064     X         6            36039          0      12025
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85   14525962     479324     X         3           479324          0          0
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85       1994         51     X         4               51          0          0
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85    2800017      71630     X         5            21278          0      50352
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85     780080      19956     X  X      6             9056      10580        320
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85    1479478      37848     X         6            16410         26      21412
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85       1251         32     X  X      7               32          0          0
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85       1446         37     X         7               37          0          0
FREEPORT-MCMORAN COPPER & GO  NOTE  7.000% 2/ 35671DAK    8896250    5500000     X         3          5500000          0          0
FREMONT GEN CORP              COM             35728810      40146       1400     X         3             1400          0          0
FREMONT GEN CORP              COM             35728810     632257      20662     X         5             3059          0      17603
FREMONT GEN CORP              COM             35728810      23072        754     X  X      6              754          0          0
FREMONT GEN CORP              COM             35728810      36812       1203     X         6             1203          0          0
FRESENIUS MED CARE AG         SPONSORED ADR   35802910     415325      19008     X         3            19008          0          0
FRESENIUS MED CARE AG         SPONSORED ADR   35802910     129243       5915     X         5             5915          0          0
FRESENIUS MED CARE AG         SPONSORED ADR   35802910      19162        877     X  X      6              877          0          0
FRESENIUS MED CARE AG         SPONSORED ADR   35802910      45361       2076     X         6             2076          0          0
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410     215920       8000     X  X      1             8000          0          0
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410      26990       1000     X         13               0          0       1000
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410    4096552     151780     X         5           121475          0      30305
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410     149956       5556     X  X      6             2676       2880          0
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410     433405      16058     X         6            16058          0          0
FRONTIER OIL CORP             COM             35914P10      96126       5700     X         3             5700          0          0
FRONTIER OIL CORP             COM             35914P10      98838       5100     X         6             5100          0          0
FRONTIER OIL CORP             COM             35914P10       4457        230     X         7              230          0          0
FROZEN FOOD EXPRESS INDS INC  COM             35936010     928671     134590     X         5            29890          0     104700
FUEL-TECH N V                 COM             35952310       8000       1600     X  X      6             1600          0          0
FUEL-TECH N V                 COM             35952310     105225      21045     X         6            21045          0          0
FUELCELL ENERGY INC           COM             35952H10      43256       3190     X         5             1550          0       1640
FUELCELL ENERGY INC           COM             35952H10       6780        500     X  X      6                0          0        500
FUELCELL ENERGY INC           COM             35952H10     111192       8200     X         6             8200          0          0
FUJI PHOTO FILM LTD           ADR             35958630       1521         48     X         13               0          0         48
FUJI PHOTO FILM LTD           ADR             35958630    1687472      55000     X         3            55000          0          0
FUJI PHOTO FILM LTD           ADR             35958630      12957        409     X  X      4              409          0          0
FUJI PHOTO FILM LTD           ADR             35958630      29557        933     X         5              433          0        500
FUJI PHOTO FILM LTD           ADR             35958630       3136         99     X  X      6               99          0          0
FUJI PHOTO FILM LTD           ADR             35958630     529753      16722     X         6            16722          0          0
FUJI PHOTO FILM LTD           ADR             35958630       9409        297     X  X      7              297          0          0
FULLER H B CO                 COM             35969410       1820         64     X         13               0          0         64
FULLER H B CO                 COM             35969410     603639      21225     X         6            21225          0          0
FULTON FINL CORP PA           COM             36027110     212834       9557     X         5             9557          0          0
FULTON FINL CORP PA           COM             36027110     723530      32489     X  X      6            24089       8400          0
FULTON FINL CORP PA           COM             36027110    4536622     203710     X         6           198243          0       5467
FURNITURE BRANDS INTL INC     COM             36092110   52302750    1624309     X         11               0    1624309          0
FURNITURE BRANDS INTL INC     COM             36092110   18832202     583608     X         3           583608          0          0
FURNITURE BRANDS INTL INC     COM             36092110    1200609      37286     X         5            35486          0       1800
FURNITURE BRANDS INTL INC     COM             36092110     139265       4325     X  X      6             4325          0          0
FURNITURE BRANDS INTL INC     COM             36092110    2258444      70138     X         6            65113         25       5000
GATX CORP                     COM             36144810    1059238      47778     X         3            47778          0          0
GATX CORP                     COM             36144810      58174       2624     X         5             2350          0        274
GATX CORP                     COM             36144810      72097       3252     X  X      6             1300       1952          0
GATX CORP                     COM             36144810       9977        450     X         6              450          0          0
GATX CORP                     COM             36144810     354720      16000     X         8            16000          0          0
GP STRATEGIES CORP            COM             36225V10      72345      10500     X         5            10500          0          0
GP STRATEGIES CORP            COM             36225V10         34          5     X  X      6                5          0          0
GSI COMMERCE INC              COM             36238G10    2933350     289000     X         3           289000          0          0
GSI COMMERCE INC              COM             36238G10        548         54     X         5               54          0          0
GSI COMMERCE INC              COM             36238G10     364385      35900     X         6            32700          0       3200
GABELLI EQUITY TR INC         COM             36239710      57087       6638     X         11               0       6638          0
GABELLI EQUITY TR INC         COM             36239710      12900       1500     X         13               0          0       1500
GABELLI EQUITY TR INC         COM             36239710     159788      18580     X         5            18580          0          0
GABELLI EQUITY TR INC         COM             36239710      40334       4690     X  X      6             1701       2989          0
GABELLI EQUITY TR INC         COM             36239710      15549       1808     X         6             1808          0          0
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10       2314        248     X         11               0        248          0
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10     512264      54905     X         5            54905          0          0
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10       1232        132     X         6              132          0          0
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10     657765      70500     X         9            70500          0          0
GABELLI ASSET MGMT INC        CL A            36239Y10     570848      14172     X         6            14172          0          0
GABELLI UTIL TR               COM             36240A10        488         50     X         13               0          0         50
GABELLI UTIL TR               COM             36240A10     195429      20044     X         5            19544          0        500
GABELLI UTIL TR               COM             36240A10      34661       3555     X  X      6             3220        335          0
GABELLI UTIL TR               COM             36240A10       1502        154     X         6              154          0          0
GABELLI CONV & INCOME SECS F  CONV SECS FD    36240B10     507072      45559     X         5            44559          0       1000
GABLES RESIDENTIAL TR         SH BEN INT      36241810     502316      13857     X         5             5925          0       7932
GABLES RESIDENTIAL TR         SH BEN INT      36241810      43500       1200     X  X      6             1200          0          0
GABELLI DIVD & INCOME TR      COM             36242H10      19170       1000     X         13               0          0       1000
GABELLI DIVD & INCOME TR      COM             36242H10     404487      21100     X         5            20800          0        300
GABELLI DIVD & INCOME TR      COM             36242H10      71888       3750     X  X      6             3750          0          0
GALLAGHER ARTHUR J & CO       COM             36357610   15298292     469705     X         11               0     469705          0
GALLAGHER ARTHUR J & CO       COM             36357610    2848637      87462     X         3            87462          0          0
GALLAGHER ARTHUR J & CO       COM             36357610    1400412      42997     X         5            35027          0       7970
GALLAGHER ARTHUR J & CO       COM             36357610     195909       6015     X  X      6             5185          0        830
GALLAGHER ARTHUR J & CO       COM             36357610      33319       1023     X         6             1023          0          0
GALLAHER GROUP PLC            SPONSORED ADR   36359510     253262       5273     X         5             3050          0       2223
GALLAHER GROUP PLC            SPONSORED ADR   36359510    8931179     185950     X  X      6           160538      22572       2840
GALLAHER GROUP PLC            SPONSORED ADR   36359510    3673238      76478     X         6            65478          0      11000
GAMESTOP CORP                 CL A            36466R10    4990128     276947     X         3           276947          0          0
GAMESTOP CORP                 CL A            36466R10       3604        200     X         5                0          0        200
GAMESTOP CORP                 CL A            36466R10       1622         90     X  X      6               90          0          0
GAMESTOP CORP                 CL A            36466R10     169442       9403     X         6             2356          0       7047
GANNETT INC                   COM             36473010      26089        296     X         1              296          0          0
GANNETT INC                   COM             36473010    6055659      68705     X         11               0      68705          0
GANNETT INC                   COM             36473010    1306587      14824     X         13               0          0      14824
GANNETT INC                   COM             36473010   10372668     102057     X         3           102057          0          0
GANNETT INC                   COM             36473010       7933         90     X         4               90          0          0
GANNETT INC                   COM             36473010   23185506     263053     X         5            80210          0     182843
GANNETT INC                   COM             36473010   32532210     369097     X  X      6           203013     103170      62914
GANNETT INC                   COM             36473010   33712580     382489     X         6           338425       1049      43015
GANNETT INC                   COM             36473010       1322         15     X  X      7               15          0          0
GANNETT INC                   COM             36473010     108765       1234     X         7             1234          0          0
GAP INC DEL                   COM             36476010      41867       1910     X         1             1910          0          0
GAP INC DEL                   COM             36476010       4713        215     X         13               0          0        215
GAP INC DEL                   COM             36476010   32831849    1546842     X         3          1546842          0          0
GAP INC DEL                   COM             36476010    4297372     196048     X         5           174858          0      21190
GAP INC DEL                   COM             36476010    4832330     220453     X  X      6           158702       5333      56418
GAP INC DEL                   COM             36476010   25473517    1162113     X         6           855350       1799     304964
GAP INC DEL                   COM             36476010      54712       2496     X         7             2496          0          0
GAP INC DEL                   NOTE  5.750% 3/ 364760AJ    7038563    4850000     X         3          4850000          0          0
GAP INC DEL                   NOTE  5.750% 3/ 364760AJ      11604       8000     X         5             1000          0       7000
GARTNER INC                   COM             36665110    1463520     125624     X         3           125624          0          0
GARTNER INC                   COM             36665110      23300       2000     X         5             1500          0        500
GARTNER INC                   COM             36665110      30057       2580     X  X      6             2580          0          0
GARTNER INC                   COM             36665110     306348      26296     X         6            26296          0          0
GARTNER INC                   CL B            36665120       2382        208     X         1              208          0          0
GARTNER INC                   CL B            36665120       4168        364     X         5              338          0         26
GARTNER INC                   CL B            36665120      55132       4815     X  X      6             4373         78        364
GARTNER INC                   CL B            36665120     329199      28751     X         6            28751          0          0
GATEWAY INC                   COM             36762610     744427     140990     X         3           140990          0          0
GATEWAY INC                   COM             36762610     209769      39729     X         5            37791          0       1938
GATEWAY INC                   COM             36762610       7783       1474     X         6             1274          0        200
GAYLORD ENTMT CO NEW          COM             36790510     315798      10220     X         6            10220          0          0
GEN-PROBE INC NEW             COM             36866T10    2198077      65791     X         3            65791          0          0
GEN-PROBE INC NEW             COM             36866T10      20010        600     X         5              600          0          0
GEN-PROBE INC NEW             COM             36866T10      29848        895     X  X      6              595          0        300
GEN-PROBE INC NEW             COM             36866T10     145873       4374     X         6             2774          0       1600
GEMSTAR-TV GUIDE INTL INC     COM             36866W10      71092      10595     X         5             6970          0       3625
GEMSTAR-TV GUIDE INTL INC     COM             36866W10      30309       4517     X  X      6             4517          0          0
GEMSTAR-TV GUIDE INTL INC     COM             36866W10     217941      32480     X         6            32480          0          0
GEMPLUS INTL S A              ADR             36866Y10      63297      13583     X         5            13583          0          0
GEMPLUS INTL S A              ADR             36866Y10       8644       1855     X  X      6             1855          0          0
GENAERA CORP                  COM             36867G10      44700      10000     X         3            10000          0          0
GENAERA CORP                  COM             36867G10      13410       3000     X         5             3000          0          0
GENCORP INC                   COM             36868210      10830       1000     X         13               0          0       1000
GENCORP INC                   COM             36868210    7584574     700330     X         3           700330          0          0
GENCORP INC                   COM             36868210     988443      91269     X         5            88600          0       2669
GENCORP INC                   COM             36868210      15292       1412     X  X      6             1412          0          0
GENELABS TECHNOLOGIES INC     COM             36870610      55011      20450     X         5             5500          0      14950
GENENTECH INC                 COM NEW         36871040     265714       2511     X         13               0          0       2511
GENENTECH INC                 COM NEW         36871040   54280676     513956     X         3           513956          0          0
GENENTECH INC                 COM NEW         36871040    5793857      54752     X         5            25537          0      29215
GENENTECH INC                 COM NEW         36871040     898200       8488     X  X      6             8488          0          0
GENENTECH INC                 COM NEW         36871040    2960738      27979     X         6            27954          0         25
GENENTECH INC                 COM NEW         36871040      11640        110     X         7              110          0          0
GENERAL AMERN INVS INC        COM             36880210      33689       1110     X         13               0          0       1110
GENERAL AMERN INVS INC        COM             36880210    1326234      43698     X         5            42314          0       1384
GENERAL AMERN INVS INC        COM             36880210     110110       3628     X  X      6             1125       2503          0
GENERAL AMERN INVS INC        COM             36880210      37543       1237     X         6             1237          0          0
GENERAL DYNAMICS CORP         COM             36955010       3573         40     X         1               40          0          0
GENERAL DYNAMICS CORP         COM             36955010      80397        900     X         11               0        900          0
GENERAL DYNAMICS CORP         COM             36955010     352407       3945     X         13               0          0       3945
GENERAL DYNAMICS CORP         COM             36955010    7824075      76123     X         3            76123          0          0
GENERAL DYNAMICS CORP         COM             36955010       4020         45     X         4               45          0          0
GENERAL DYNAMICS CORP         COM             36955010    5709795      63918     X         5            36297          0      27621
GENERAL DYNAMICS CORP         COM             36955010    2678739      29987     X  X      6            11737      11750       6500
GENERAL DYNAMICS CORP         COM             36955010    8272583      92607     X         6            42726          0      49881
GENERAL DYNAMICS CORP         COM             36955010       7146         80     X  X      7               80          0          0
GENERAL DYNAMICS CORP         COM             36955010      57350        642     X         7              642          0          0
GENERAL ELEC CO               COM             36960410   12508012     409830     X  X      1           405830       4000          0
GENERAL ELEC CO               COM             36960410    7295379     239036     X         1           237836          0       1200
GENERAL ELEC CO               COM             36960410    7047700     230921     X         11               0     230921          0
GENERAL ELEC CO               COM             36960410    4453419     145918     X         13               0          0     145918
GENERAL ELEC CO               COM             36960410  366931724   12625679     X         3         12625679          0          0
GENERAL ELEC CO               COM             36960410      39676       1300     X  X      4             1300          0          0
GENERAL ELEC CO               COM             36960410      51121       1675     X         4             1675          0          0
GENERAL ELEC CO               COM             36960410  119903962    3928701     X         5          2069781          0    1858920
GENERAL ELEC CO               COM             36960410  639463841   20952288     X  X      6         18431031    1668906     852351
GENERAL ELEC CO               COM             36960410  625771239   20503645     X         6         18237679      97237    2168729
GENERAL ELEC CO               COM             36960410     118479       3882     X  X      7             3882          0          0
GENERAL ELEC CO               COM             36960410     731656      23973     X         7            23973          0          0
GENERAL ELEC CO               COM             36960410    9336068     305900     X         8           305900          0          0
GENERAL GROWTH PPTYS INC      COM             37002110      61864       1760     X         13               0          0       1760
GENERAL GROWTH PPTYS INC      COM             37002110   12291955     349700     X         3           349700          0          0
GENERAL GROWTH PPTYS INC      COM             37002110    5875920     167167     X         5           141142          0      26025
GENERAL GROWTH PPTYS INC      COM             37002110    2330445      66300     X  X      6              500          0      65800
GENERAL GROWTH PPTYS INC      COM             37002110   15647497     445164     X         6            23232          0     421932
GENERAL MLS INC               COM             37033410     158012       3385     X  X      1             3385          0          0
GENERAL MLS INC               COM             37033410      37344        800     X         11               0        800          0
GENERAL MLS INC               COM             37033410       2427         52     X         13               0          0         52
GENERAL MLS INC               COM             37033410   20479387     413310     X         3           413310          0          0
GENERAL MLS INC               COM             37033410      18672        400     X  X      4              400          0          0
GENERAL MLS INC               COM             37033410    6562606     140587     X         5            86777          0      53810
GENERAL MLS INC               COM             37033410   31807565     681396     X  X      6           639955      23457      17984
GENERAL MLS INC               COM             37033410   27641469     592148     X         6           529148       1200      61800
GENERAL MLS INC               COM             37033410      71140       1524     X         7             1524          0          0
GENERAL MTRS CORP             COM             37044210     149260       3169     X  X      1             3169          0          0
GENERAL MTRS CORP             COM             37044210     318537       6763     X         1             6763          0          0
GENERAL MTRS CORP             COM             37044210       2072         44     X         11               0         44          0
GENERAL MTRS CORP             COM             37044210     654330      13892     X         13               0          0      13892
GENERAL MTRS CORP             COM             37044210   25629951     617027     X         3           617027          0          0
GENERAL MTRS CORP             COM             37044210      10127        215     X  X      4              215          0          0
GENERAL MTRS CORP             COM             37044210   13400268     284507     X         5           207785          0      76722
GENERAL MTRS CORP             COM             37044210   12866724     273179     X  X      6           162545      46553      64081
GENERAL MTRS CORP             COM             37044210   13873258     294549     X         6           196187          0      98362
GENERAL MTRS CORP             COM             37044210     186987       3970     X         7             3970          0          0
GENERAL MTRS CORP             DEB SR CV C 33  37044271    9978860     326000     X         3           326000          0          0
GENERAL MTRS CORP             DEB SR CV C 33  37044271      72178       2358     X         5             2058          0        300
GENERAL MTRS CORP             DEB SR CONV B   37044273      11985        470     X         13               0          0        470
GENERAL MTRS CORP             DEB SR CONV B   37044273     910223      35695     X         5            31295          0       4400
GENERAL MTRS CORP             DEB SR CONV B   37044273      76500       3000     X         6             3000          0          0
GENERAL MTRS CORP             DEB SR CONV A   37044274    2112976      80525     X         5            80255          0        270
GENERAL MTRS CORP             DEB SR CONV A   37044274       9315        355     X         6              355          0          0
GENEREX BIOTECHNOLOGY CP DEL  COM             37148510      54150      39239     X         5            39239          0          0
GENESEE & WYO INC             CL A            37155910    3858795     156227     X         3           156227          0          0
GENESEE & WYO INC             CL A            37155910     625429      25321     X         5            24984          0        337
GENESEE & WYO INC             CL A            37155910     103592       4194     X         6                0          0       4194
GENESIS MICROCHIP INC DEL     COM             37184C10    6590032     393200     X         3           393200          0          0
GENESIS MICROCHIP INC DEL     COM             37184C10      19681       1175     X         5             1175          0          0
GENESIS MICROCHIP INC DEL     COM             37184C10     814050      48600     X         6            44200          0       4400
GENTEX CORP                   COM             37190110      38773        894     X         13               0          0        894
GENTEX CORP                   COM             37190110    3247904      74871     X         3            74871          0          0
GENTEX CORP                   COM             37190110    7659359     176605     X         5           174573          0       2032
GENTEX CORP                   COM             37190110    2389687      55100     X         6            55100          0          0
GENLYTE GROUP INC             COM             37230210   14520805     259115     X         3           259115          0          0
GENLYTE GROUP INC             COM             37230210       5223         93     X  X      6               93          0          0
GENLYTE GROUP INC             COM             37230210       4774         85     X         6               85          0          0
GENOME THERAPEUTICS CORP      COM             37243010    9439258    1676600     X         3          1676600          0          0
GENOME THERAPEUTICS CORP      COM             37243010       9515       1693     X         5             1225          0        468
GENOME THERAPEUTICS CORP      COM             37243010     139938      24900     X         6              500          0      24400
GENTA INC                     COM NEW         37245M20    5447022     514800     X         3           514800          0          0
GENTA INC                     COM NEW         37245M20     243075      23150     X         5            19650          0       3500
GENTA INC                     COM NEW         37245M20      24455       2329     X  X      6             2329          0          0
GENTA INC                     COM NEW         37245M20     745301      70981     X         6            65101         80       5800
GENUINE PARTS CO              COM             37246010     549696      16800     X         1            16800          0          0
GENUINE PARTS CO              COM             37246010     202864       6200     X         11               0       6200          0
GENUINE PARTS CO              COM             37246010    8098200     247500     X         3           247500          0          0
GENUINE PARTS CO              COM             37246010     460894      14086     X         5             5652          0       8434
GENUINE PARTS CO              COM             37246010    7567056     231267     X  X      6            80003     124264      27000
GENUINE PARTS CO              COM             37246010    4882348     149216     X         6           148016          0       1200
GENZYME CORP                  COM GENL DIV    37291710      56136       1200     X         1             1200          0          0
GENZYME CORP                  COM GENL DIV    37291710   24339854     518961     X         3           518961          0          0
GENZYME CORP                  COM GENL DIV    37291710       1918         41     X         4               41          0          0
GENZYME CORP                  COM GENL DIV    37291710    1558663      33319     X         5            19924          0      13395
GENZYME CORP                  COM GENL DIV    37291710     888867      19001     X  X      6             2471          0      16530
GENZYME CORP                  COM GENL DIV    37291710    5029084     107505     X         6            28276          0      79229
GEORGIA GULF CORP             COM PAR $0.01   37320020       1508         50     X         13               0          0         50
GEORGIA GULF CORP             COM PAR $0.01   37320020     238185       7900     X         3             7900          0          0
GEORGIA GULF CORP             COM PAR $0.01   37320020       5035        167     X         5               60          0        107
GEORGIA GULF CORP             COM PAR $0.01   37320020   11191047     371179     X         6           365879          0       5300
GEORGIA PAC CORP              COM             37329810      47233       1402     X  X      1             1402          0          0
GEORGIA PAC CORP              COM             37329810   23914793     788646     X         3           788646          0          0
GEORGIA PAC CORP              COM             37329810    1632416      48454     X         5            34017          0      14437
GEORGIA PAC CORP              COM             37329810    3060905      90855     X  X      6            49968      11938      28949
GEORGIA PAC CORP              COM             37329810    9388662     278678     X         6           128225          0     150453
GERMANY FD INC                COM             37414310      41064       5917     X         6             5917          0          0
GERMANY FD INC                COM             37414310    5280646     760900     X         9           760900          0          0
GERON CORP                    COM             37416310     220900      23500     X         5            10400          0      13100
GERON CORP                    COM             37416310       4700        500     X         6              500          0          0
GETTY IMAGES INC              COM             37427610   21768402     403773     X         3           403773          0          0
GETTY IMAGES INC              COM             37427610       1403         26     X         4               26          0          0
GETTY IMAGES INC              COM             37427610      49985        926     X         5              904          0         22
GETTY IMAGES INC              COM             37427610      71901       1332     X  X      6              682          0        650
GETTY IMAGES INC              COM             37427610    5820987     107836     X         6            58018          0      49818
GETTY RLTY CORP NEW           COM             37429710    2048706      77106     X         5            77106          0          0
GETTY RLTY CORP NEW           COM             37429710      59251       2230     X  X      6             2230          0          0
GETTY RLTY CORP NEW           COM             37429710       8981        338     X         6              338          0          0
GEVITY HR INC                 COM             37439310      14600        500     X         13               0          0        500
GEVITY HR INC                 COM             37439310    4720998     161678     X         3           161678          0          0
GEVITY HR INC                 COM             37439310      31565       1081     X         5              131          0        950
GEVITY HR INC                 COM             37439310      14600        500     X  X      6              500          0          0
GEVITY HR INC                 COM             37439310     152249       5214     X         6              850          0       4364
GEVITY HR INC                 COM             37439310       2482         85     X         7               85          0          0
GILEAD SCIENCES INC           COM             37555810   32421340     581493     X         3           581493          0          0
GILEAD SCIENCES INC           COM             37555810    6084750     109734     X         5            81693          0      28041
GILEAD SCIENCES INC           COM             37555810     514576       9280     X  X      6             8555          0        725
GILEAD SCIENCES INC           COM             37555810    3740712      67461     X         6            26069          0      41392
GILEAD SCIENCES INC           COM             37555810       1331         24     X         7               24          0          0
GILEAD SCIENCES INC           COM             37555810    2633875      47500     X         8            47500          0          0
GILLETTE CO                   COM             37576610      15640        400     X  X      1              400          0          0
GILLETTE CO                   COM             37576610      68034       1740     X         1             1740          0          0
GILLETTE CO                   COM             37576610     117300       3000     X         11               0       3000          0
GILLETTE CO                   COM             37576610     535826      13704     X         13               0          0      13704
GILLETTE CO                   COM             37576610   14996403     380441     X         3           380441          0          0
GILLETTE CO                   COM             37576610       6764        173     X         4              173          0          0
GILLETTE CO                   COM             37576610   13442810     343806     X         5           254780          0      89026
GILLETTE CO                   COM             37576610   23707816     606338     X  X      6           492506      19682      94150
GILLETTE CO                   COM             37576610   39074424     999346     X         6           873387        825     125134
GILLETTE CO                   COM             37576610       3519         90     X  X      7               90          0          0
GILLETTE CO                   COM             37576610      67096       1716     X         7             1716          0          0
GILLETTE CO                   COM             37576610     875840      22400     X         8            22400          0          0
GLADSTONE CAPITAL CORP        COM             37653510     199449       8900     X         5             5200          0       3700
GLADSTONE CAPITAL CORP        COM             37653510       4482        200     X  X      6                0        200          0
GLADSTONE CAPITAL CORP        COM             37653510      17368        775     X         6              775          0          0
GLADSTONE COML CORP           COM             37653610     265050      15500     X  X      6             3500          0      12000
GLAMIS GOLD LTD               COM             37677510      18010       1000     X         13               0          0       1000
GLAMIS GOLD LTD               COM             37677510    2352718     130634     X         3           130634          0          0
GLAMIS GOLD LTD               COM             37677510     806848      44800     X         5            43950          0        850
GLAMIS GOLD LTD               COM             37677510      81946       4550     X  X      6             4550          0          0
GLAMIS GOLD LTD               COM             37677510      61234       3400     X         6             3400          0          0
GLAMIS GOLD LTD               COM             37677510      16209        900     X  X      7              900          0          0
GLATFELTER                    COM             37731610     478082      42534     X         3            42534          0          0
GLATFELTER                    COM             37731610      10071        896     X         5                0          0        896
GLATFELTER                    COM             37731610     190125      16915     X  X      6            12915       4000          0
GLATFELTER                    COM             37731610      12139       1080     X         6             1080          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10     193198       4836     X  X      1             4836          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10     137388       3439     X         1             3439          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10     144499       3617     X         13               0          0       3617
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10    8236645     305765     X         3           305765          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10      11346        284     X  X      4              284          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10    6414232     160556     X         5           105325          0      55231
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10  411614078   10303231     X  X      6         10255618      21133      26480
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10   48391595    1211304     X         6          1203329        910       7065
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10       5593        140     X  X      7              140          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10       6752        169     X         7              169          0          0
GLENAYRE TECHNOLOGIES INC     COM             37789910      53663      23850     X         5            23850          0          0
GLENBOROUGH RLTY TR INC       COM             37803P10      78225       3500     X  X      1             3500          0          0
GLENBOROUGH RLTY TR INC       COM             37803P10       3822        171     X         11               0        171          0
GLENBOROUGH RLTY TR INC       COM             37803P10      25591       1145     X         5                0          0       1145
GLENBOROUGH RLTY TR INC       COM             37803P10      17880        800     X  X      6              800          0          0
GLENBOROUGH RLTY TR INC       COM             37803P10     101804       4555     X         6             4555          0          0
GLOBAL INDS LTD               COM             37933610    5557500     950000     X         3           950000          0          0
GLOBAL INDS LTD               COM             37933610     128620      21800     X         5            21800          0          0
GLOBAL INDS LTD               COM             37933610        590        100     X  X      6              100          0          0
GLOBAL INDS LTD               COM             37933610       4620        783     X         6              783          0          0
GLOBAL INDS LTD               COM             37933610       4366        740     X         7              740          0          0
GLOBAL HIGH INCOME DLR FD IN  COM             37933G10      65394       3599     X         13               0          0       3599
GLOBAL HIGH INCOME DLR FD IN  COM             37933G10     138492       7622     X         5             6122          0       1500
GLOBAL HIGH INCOME DLR FD IN  COM             37933G10      36340       2000     X  X      6             2000          0          0
GLOBAL HIGH INCOME DLR FD IN  COM             37933G10       6051        333     X         6              333          0          0
GLOBAL IMAGING SYSTEMS        COM             37934A10     527534      15880     X         6            15880          0          0
GLOBAL PMTS INC               COM             37940X10       3606         80     X         1               80          0          0
GLOBAL PMTS INC               COM             37940X10   10780702     237800     X         3           237800          0          0
GLOBAL PMTS INC               COM             37940X10     397515       8818     X         5             8818          0          0
GLOBAL PMTS INC               COM             37940X10     378897       8405     X  X      6             8405          0          0
GLOBAL PMTS INC               COM             37940X10    2593452      57530     X         6            50663         27       6840
GLOBAL POWER EQUIPMENT INC    COM             37941P10     127336      15123     X         5            15123          0          0
GLYCOGENESYS INC              COM             37989P10      15655      15500     X         5                0          0      15500
GMX RES INC                   COM             38011M10      98090      17000     X         5                0          0      17000
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10      13150       1000     X         13               0          0       1000
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10   17738324    1348922     X         3          1348922          0          0
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10     199735      15189     X         5             3934          0      11255
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10       9863        750     X  X      6              750          0          0
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10      51219       3895     X         6             3895          0          0
GOLD RESV INC                 CL A            38068N10     466400     110000     X         5           110000          0          0
GOLDCORP INC NEW              COM             38095640   17834291    1204206     X         3          1204206          0          0
GOLDCORP INC NEW              COM             38095640    5615226     379151     X         5           338926          0      40225
GOLDCORP INC NEW              COM             38095640       6872        464     X  X      6              464          0          0
GOLDCORP INC NEW              COM             38095640      12974        876     X         6              876          0          0
GOLDCORP INC NEW              COM             38095640      41468       2800     X  X      7             2800          0          0
GOLDEN STAR RES LTD CDA       COM             38119T10    2633860     368372     X         5           202300          0     166072
GOLDEN STAR RES LTD CDA       COM             38119T10       7150       1000     X  X      6             1000          0          0
GOLDEN STAR RES LTD CDA       COM             38119T10        715        100     X         6              100          0          0
GOLDEN STAR RES LTD CDA       COM             38119T10       1394        195     X         7              195          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710       6157         55     X         11               0         55          0
GOLDEN WEST FINL CORP DEL     COM             38131710        784          7     X         13               0          0          7
GOLDEN WEST FINL CORP DEL     COM             38131710   27389170     270972     X         3           270972          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710      39742        355     X         4              355          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710   10761754      96130     X         5            94059          0       2071
GOLDEN WEST FINL CORP DEL     COM             38131710    1513452      13519     X  X      6             2140          0      11379
GOLDEN WEST FINL CORP DEL     COM             38131710    6169341      55108     X         6            15477          0      39631
GOLDEN WEST FINL CORP DEL     COM             38131710       6157         55     X  X      7               55          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710      69409        620     X         7              620          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10       7618         73     X         1               73          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10     659596       6321     X         13               0          0       6321
GOLDMAN SACHS GROUP INC       COM             38141G10   50794867     484026     X         3           484026          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10       4800         46     X         4               46          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10   25006221     239638     X         5           118798          0     120840
GOLDMAN SACHS GROUP INC       COM             38141G10    5165325      49500     X  X      6            33765        360      15375
GOLDMAN SACHS GROUP INC       COM             38141G10   24382525     233661     X         6           137926        265      95470
GOLDMAN SACHS GROUP INC       COM             38141G10       8035         77     X  X      7               77          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10      85880        823     X         7              823          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10    2598315      24900     X         8            24900          0          0
GOLDMAN SACHS GROUP INC       NOTE  0.250% 3/ 38141GAM       9344      10000     X         6            10000          0          0
GOODRICH CORP                 COM             38238810      66582       2372     X         13               0          0       2372
GOODRICH CORP                 COM             38238810    1242940      44280     X         3            44280          0          0
GOODRICH CORP                 COM             38238810     906942      32310     X         5             3895          0      28415
GOODRICH CORP                 COM             38238810     164462       5859     X  X      6             5859          0          0
GOODRICH CORP                 COM             38238810    1685744      60055     X         6            58970          0       1085
GOODYEAR TIRE & RUBR CO       COM             38255010       4270        500     X  X      1              500          0          0
GOODYEAR TIRE & RUBR CO       COM             38255010      13664       1600     X         13               0          0       1600
GOODYEAR TIRE & RUBR CO       COM             38255010     563751      66013     X         3            66013          0          0
GOODYEAR TIRE & RUBR CO       COM             38255010    1165027     136420     X         5            15124          0     121296
GOODYEAR TIRE & RUBR CO       COM             38255010      47474       5559     X  X      6             1859       3700          0
GOODYEAR TIRE & RUBR CO       COM             38255010      22938       2686     X         6             2686          0          0
GORMAN RUPP CO                COM             38308210     199430       7700     X         5                0          0       7700
GORMAN RUPP CO                COM             38308210     652680      25200     X  X      6                0      25200          0
GOVERNMENT PPTYS TR INC       COM             38374W10    4961139     376700     X         3           376700          0          0
GRACE W R & CO DEL NEW        COM             38388F10       6864       2200     X         5             2000          0        200
GRACE W R & CO DEL NEW        COM             38388F10       1516        486     X  X      6              306        180          0
GRACE W R & CO DEL NEW        COM             38388F10     101197      32435     X         6            32435          0          0
GRACO INC                     COM             38410910    4163894     143040     X         3           143040          0          0
GRACO INC                     COM             38410910    1904056      65409     X         5            59276          0       6133
GRACO INC                     COM             38410910      26199        900     X  X      6              900          0          0
GRACO INC                     COM             38410910      64799       2226     X         6              150          0       2076
GRAFTECH INTL LTD             COM             38431310   28630162    1910000     X         3          1910000          0          0
GRAFTECH INTL LTD             COM             38431310    4212163     281750     X         5           213481          0      68269
GRAFTECH INTL LTD             COM             38431310       4410        295     X  X      6              295          0          0
GRAFTECH INTL LTD             COM             38431310     214533      14350     X         6            14350          0          0
GRAINGER W W INC              COM             38480210      14400        300     X         1              300          0          0
GRAINGER W W INC              COM             38480210    1676639      34958     X         3            34958          0          0
GRAINGER W W INC              COM             38480210     476256       9922     X         5             8986          0        936
GRAINGER W W INC              COM             38480210    2338272      48714     X  X      6            43159       1910       3645
GRAINGER W W INC              COM             38480210    7198512     149969     X         6           131724         25      18220
GRAINGER W W INC              COM             38480210      34800        725     X         7              725          0          0
GRANITE CONSTR INC            COM             38732810   66642761    2803650     X         11               0    2803650          0
GRANITE CONSTR INC            COM             38732810    8523043     358563     X         3           358563          0          0
GRANITE CONSTR INC            COM             38732810     171334       7208     X         5             2896          0       4312
GRANITE CONSTR INC            COM             38732810      30901       1300     X  X      6             1300          0          0
GRANITE CONSTR INC            COM             38732810     373783      15725     X         6            13025          0       2700
GRANT PRIDECO INC             COM             38821G10       5425        350     X         13               0          0        350
GRANT PRIDECO INC             COM             38821G10    1828969     117998     X         3           117998          0          0
GRANT PRIDECO INC             COM             38821G10      23018       1485     X         5             1430          0         55
GRANT PRIDECO INC             COM             38821G10      23250       1500     X  X      6             1000          0        500
GRANT PRIDECO INC             COM             38821G10      65333       4215     X         6             3215          0       1000
GRAY TELEVISION INC           COM             38937510      20468       1400     X         5                0          0       1400
GRAY TELEVISION INC           COM             38937510       5556        380     X  X      6              380          0          0
GRAY TELEVISION INC           COM             38937510     362284      24780     X         6            24780          0          0
GREAT BASIN GOLD LTD          COM             39012410       4280       2000     X         13               0          0       2000
GREAT BASIN GOLD LTD          COM             39012410      21486      10040     X         5               40          0      10000
GREAT LAKES CHEM CORP         COM             39056810    8557380     358476     X         3           358476          0          0
GREAT LAKES CHEM CORP         COM             39056810      57502       2411     X         5              585          0       1826
GREAT LAKES CHEM CORP         COM             39056810      64395       2700     X  X      6             2700          0          0
GREAT LAKES CHEM CORP         COM             39056810       8228        345     X         6              345          0          0
GREAT LAKES REIT INC          COM             39075210     172602      11150     X         5                0          0      11150
GREAT LAKES REIT INC          COM             39075210       1548        100     X  X      6              100          0          0
GREAT NORTHN IRON ORE PPTYS   CTFS BEN INT    39106410     458522       5026     X         5             5026          0          0
GREAT NORTHN IRON ORE PPTYS   CTFS BEN INT    39106410      22808        250     X  X      6              250          0          0
GREAT PLAINS ENERGY INC       COM             39116410      16895        500     X         13               0          0        500
GREAT PLAINS ENERGY INC       COM             39116410    2375606      67305     X         3            67305          0          0
GREAT PLAINS ENERGY INC       COM             39116410    1714167      50730     X         5            22784          0      27946
GREAT PLAINS ENERGY INC       COM             39116410     238726       7065     X  X      6             5725        300       1040
GREAT PLAINS ENERGY INC       COM             39116410     327358       9688     X         6             9688          0          0
GREATER BAY BANCORP           COM             39164810    1503333      51396     X         3            51396          0          0
GREATER BAY BANCORP           COM             39164810    1539252      52624     X         5             2397          0      50227
GREATER BAY BANCORP           COM             39164810      16731        572     X  X      6              572          0          0
GREATER BAY BANCORP           COM             39164810      18720        640     X         6              640          0          0
GREATER CHINA FD INC          COM             39167B10     496480      31030     X         5            24530          0       6500
GREATER CHINA FD INC          COM             39167B10      81056       5066     X         6             5066          0          0
GREENPOINT FINL CORP          COM             39538410      13113        300     X         13               0          0        300
GREENPOINT FINL CORP          COM             39538410   11240779     257245     X         3           257245          0          0
GREENPOINT FINL CORP          COM             39538410     693721      15871     X         5            15171          0        700
GREENPOINT FINL CORP          COM             39538410      86677       1983     X         6             1983          0          0
GREY GLOBAL GROUP INC         COM             39787M10    6900000      10000     X         3            10000          0          0
GREY GLOBAL GROUP INC         COM             39787M10       3443          5     X         5                0          0          5
GREY GLOBAL GROUP INC         COM             39787M10      36493         53     X         6               53          0          0
GREY WOLF INC                 COM             39788810    6081946    1456700     X         3          1456700          0          0
GREY WOLF INC                 COM             39788810     134964      32600     X         5            30000          0       2600
GREY WOLF INC                 COM             39788810      34739       8391     X  X      6             8391          0          0
GREY WOLF INC                 COM             39788810     844585     204006     X         6           187758        248      16000
GROUP 1 AUTOMOTIVE INC        COM             39890510   63310904    1748920     X         11               0    1748920          0
GROUP 1 AUTOMOTIVE INC        COM             39890510    6874380     189900     X         3           189900          0          0
GROUP 1 AUTOMOTIVE INC        COM             39890510      84817       2343     X         5                0          0       2343
GROUP 1 AUTOMOTIVE INC        COM             39890510      27150        750     X  X      6              750          0          0
GROUP 1 AUTOMOTIVE INC        COM             39890510     347520       9600     X         6             8000          0       1600
GROUP 1 SOFTWARE INC NEW      COM             39943Y10   15742590     962261     X         5           962261          0          0
GROUPE DANONE                 SPONSORED ADR   39944910     154189       1100     X         3             1100          0          0
GROUPE DANONE                 SPONSORED ADR   39944910    2795945      84777     X         5            84777          0          0
GROUPE DANONE                 SPONSORED ADR   39944910       1154         35     X  X      6               35          0          0
GROUPE DANONE                 SPONSORED ADR   39944910      17644        535     X         6              535          0          0
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20   15981605     336962     X         3           336962          0          0
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20     252654       5337     X         5             1622          0       3715
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20      64572       1364     X  X      6             1364          0          0
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20     192721       4071     X         6             4071          0          0
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20       3551         75     X         7               75          0          0
GTECH HLDGS CORP              COM             40051810   21500258     363688     X         3           363688          0          0
GTECH HLDGS CORP              COM             40051810    3618540      61186     X         5            39976          0      21210
GTECH HLDGS CORP              COM             40051810     141049       2385     X  X      6             1260          0       1125
GTECH HLDGS CORP              COM             40051810    5082965      85948     X         6            45279          0      40669
GRUPO TMM S A                 SP ADR A SHS    40051D10     439045     158500     X         5           158500          0          0
GUANGSHEN RY LTD              SPONSORED ADR   40065W10      12312        800     X         13               0          0        800
GUANGSHEN RY LTD              SPONSORED ADR   40065W10    1379637      89645     X         5            87645          0       2000
GUCCI GROUP N V               COM NY REG      40156610     283675       3319     X         5             3319          0          0
GUCCI GROUP N V               COM NY REG      40156610       5470         64     X  X      6               64          0          0
GUIDANT CORP                  COM             40169810     398154       6283     X         13               0          0       6283
GUIDANT CORP                  COM             40169810  101698184    1678066     X         3          1678066          0          0
GUIDANT CORP                  COM             40169810    9965439     157258     X         5           124090          0      33168
GUIDANT CORP                  COM             40169810    3700111      58389     X  X      6            34332       2450      21607
GUIDANT CORP                  COM             40169810   13099086     206708     X         6           101472          0     105236
GUILFORD PHARMACEUTICALS INC  COM             40182910     232625      31954     X         5            31454          0        500
GUILFORD PHARMACEUTICALS INC  COM             40182910       3924        539     X  X      6              539          0          0
GUITAR CTR MGMT INC           COM             40204010      31569        850     X         11               0        850          0
GUITAR CTR MGMT INC           COM             40204010   10155673     271650     X         3           271650          0          0
GUITAR CTR MGMT INC           COM             40204010      44939       1210     X         5             1210          0          0
GUITAR CTR MGMT INC           COM             40204010     103843       2796     X  X      6             2796          0          0
GUITAR CTR MGMT INC           COM             40204010    2278019      61336     X         6            58350         36       2950
GULFTERRA ENERGY PARTNERS LP  COM             40274U10       8526        200     X         13               0          0        200
GULFTERRA ENERGY PARTNERS LP  COM             40274U10    1042734      24460     X         5             9782          0      14678
GULFTERRA ENERGY PARTNERS LP  COM             40274U10     587441      13780     X  X      6             4980       8800          0
GULFTERRA ENERGY PARTNERS LP  COM             40274U10      38367        900     X         6              900          0          0
H & Q HEALTHCARE FD           SH BEN INT      40405210     303283      15248     X         5            11856          0       3392
H & Q LIFE SCIENCES INVS      SH BEN INT      40405310     286596      17039     X         5            13721          0       3318
H & Q LIFE SCIENCES INVS      SH BEN INT      40405310      29300       1742     X  X      6             1742          0          0
H & Q LIFE SCIENCES INVS      SH BEN INT      40405310       8460        503     X         6              503          0          0
HCA INC                       COM             40411910       4062        100     X         1              100          0          0
HCA INC                       COM             40411910       4062        100     X         13               0          0        100
HCA INC                       COM             40411910   27238527     771762     X         3           771762          0          0
HCA INC                       COM             40411910       8327        205     X         4              205          0          0
HCA INC                       COM             40411910    3846308      94690     X         5            69204          0      25486
HCA INC                       COM             40411910    1822416      44865     X  X      6            42744       2051         70
HCA INC                       COM             40411910   14304658     352158     X         6           331044        610      20504
HCA INC                       COM             40411910       1219         30     X  X      7               30          0          0
HCA INC                       COM             40411910      34608        852     X         7              852          0          0
HCC INS HLDGS INC             COM             40413210   82727944    2558860     X         11               0    2558860          0
HCC INS HLDGS INC             COM             40413210       1164         36     X         13               0          0         36
HCC INS HLDGS INC             COM             40413210   16824629     520403     X         3           520403          0          0
HCC INS HLDGS INC             COM             40413210    8358631     258541     X         5           258141          0        400
HCC INS HLDGS INC             COM             40413210     232776       7200     X  X      6             7200          0          0
HCC INS HLDGS INC             COM             40413210    1615433      49967     X         6            45867          0       4100
HCC INS HLDGS INC             COM             40413210       1875         58     X  X      7               58          0          0
HDFC BANK LTD                 ADR REPS 3 SHS  40415F10      54144       1800     X         5                0          0       1800
HDFC BANK LTD                 ADR REPS 3 SHS  40415F10     719243      23911     X         6            22786          0       1125
HEI INC                       COM             40416010    1583857     491881     X         5           491881          0          0
HNC SOFTWARE INC              NOTE  5.250% 9/ 40425PAC    7146781    6475000     X         3          6475000          0          0
HRPT PPTYS TR                 COM SH BEN INT  40426W10      10272        909     X         13               0          0        909
HRPT PPTYS TR                 COM SH BEN INT  40426W10    1537783     136087     X         5           115287          0      20800
HRPT PPTYS TR                 COM SH BEN INT  40426W10    1372701     121478     X  X      6           116968       3010       1500
HRPT PPTYS TR                 COM SH BEN INT  40426W10     393975      34865     X         6            14865          0      20000
HRPT PPTYS TR                 COM SH BEN INT  40426W10       3390        300     X  X      7              300          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      50565        676     X         1              676          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      59840        800     X         11               0        800          0
HSBC HLDGS PLC                SPON ADR NEW    40428040   23582617     633009     X         3           633009          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040       8078        108     X  X      4              108          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      44805        599     X         4              599          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040    4694598      62762     X         5            54740          0       8022
HSBC HLDGS PLC                SPON ADR NEW    40428040    3700506      49472     X  X      6            48138        374        960
HSBC HLDGS PLC                SPON ADR NEW    40428040    3221860      43073     X         6            42332          0        741
HSBC HLDGS PLC                SPON ADR NEW    40428040     132471       1771     X  X      7             1771          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      89760       1200     X         7             1200          0          0
HAIN CELESTIAL GROUP INC      COM             40521710    1395116      63156     X         5            46129          0      17027
HAIN CELESTIAL GROUP INC      COM             40521710      35344       1600     X         6             1600          0          0
HALLIBURTON CO                COM             40621610      30268        996     X         13               0          0        996
HALLIBURTON CO                COM             40621610   22901691     751494     X         3           751494          0          0
HALLIBURTON CO                COM             40621610       4528        149     X         4              149          0          0
HALLIBURTON CO                COM             40621610    5404365     177834     X         5           102602          0      75232
HALLIBURTON CO                COM             40621610    5147245     169373     X  X      6           160873       8500          0
HALLIBURTON CO                COM             40621610    7887269     259535     X         6           188352       1077      70106
HALLIBURTON CO                COM             40621610       2978         98     X  X      7               98          0          0
HALLIBURTON CO                COM             40621610       3313        109     X         7              109          0          0
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510      10110       1000     X         13               0          0       1000
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510    2858734     282763     X         5           263823          0      18940
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510      61145       6048     X  X      6             6048          0          0
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510     139245      13773     X         6            13773          0          0
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510     626820      62000     X         9            62000          0          0
HANCOCK JOHN INCOME SECS TR   COM             41012310     114188       7088     X         5             3642          0       3446
HANCOCK JOHN INCOME SECS TR   COM             41012310      58205       3613     X  X      6             3613          0          0
HANCOCK JOHN INCOME SECS TR   COM             41012310     133600       8293     X         6             8293          0          0
HANCOCK JOHN INCOME SECS TR   COM             41012310    1283967      79700     X         9            79700          0          0
HANCOCK JOHN PATRIOT PREM DI  COM             41013Q10     161329      16649     X         5            12631          0       4018
HANCOCK JOHN PATRIOT PREM DI  COM             41013Q10      22452       2317     X  X      6             2317          0          0
HANCOCK JOHN PATRIOT PREM DI  COM             41013Q10      58373       6024     X         6             6024          0          0
HANCOCK JOHN PATRIOT PREM II  COM SH BEN INT  41013T10     122928      10400     X         5            10400          0          0
HANCOCK JOHN PATRIOT PREM II  COM SH BEN INT  41013T10      15662       1325     X         6             1325          0          0
HANCOCK JOHN PATRIOT SELCT D  COM             41013U10     429063      27952     X         13               0          0      27952
HANCOCK JOHN PATRIOT SELCT D  COM             41013U10     260305      16958     X         5            13781          0       3177
HANCOCK JOHN PATRIOT SELCT D  COM             41013U10       9763        636     X  X      6                0        636          0
HANCOCK JOHN PFD INCOME FD    SH BEN INT      41013W10     356385      13408     X         5             6950          0       6458
JOHN HANCOCK PREFERRED INC F  COM             41013X10     255310       9428     X         5             5128          0       4300
JOHN HANCOCK PREFERRED INC F  COM             41013X10     102904       3800     X  X      6             3800          0          0
JOHN HANCOCK PREFERRED INC F  COM             41013X10       2708        100     X         6              100          0          0
HANCOCK JOHN INVS TR          COM             41014210     104516       4832     X         5             2842          0       1990
HANCOCK JOHN INVS TR          COM             41014210      41378       1913     X  X      6             1913          0          0
HANCOCK JOHN INVS TR          COM             41014210      78625       3635     X         6             3635          0          0
HANCOCK JOHN FINL SVCS INC    COM             41014S10      10923        250     X         11               0        250          0
HANCOCK JOHN FINL SVCS INC    COM             41014S10    5619866     128760     X         3           128760          0          0
HANCOCK JOHN FINL SVCS INC    COM             41014S10     997093      22822     X         5            18647          0       4175
HANCOCK JOHN FINL SVCS INC    COM             41014S10     212596       4866     X  X      6             3027        900        939
HANCOCK JOHN FINL SVCS INC    COM             41014S10    3769704      86283     X         6            45117          0      41166
HANCOCK JOHN FINL TRENDS FD   COM             41014X10     275695      16945     X         5             2112          0      14833
HANCOCK JOHN FINL TRENDS FD   COM             41014X10       9933        611     X         6              611          0          0
HANCOCK JOHN PFD INCOME FD I  COM             41021P10     560005      21918     X         5            21918          0          0
HANCOCK JOHN PFD INCOME FD I  COM             41021P10      40267       1576     X         6             1576          0          0
HANDLEMAN CO DEL              COM             41025210       5985        250     X         5              250          0          0
HANDLEMAN CO DEL              COM             41025210     416341      17391     X         6            17391          0          0
HANMI FINL CORP               COM             41049510    1454473      54700     X         3            54700          0          0
HANOVER COMPRESSOR CO         COM             41076810     864628      71516     X         3            71516          0          0
HANOVER COMPRESSOR CO         COM             41076810      79190       6550     X         5             5150          0       1400
HANOVER COMPRESSOR CO         COM             41076810       4111        340     X  X      6              340          0          0
HANOVER COMPRESSOR CO         COM             41076810         60          5     X         6                0          0          5
HANSON PLC NEW                SPONSORED ADR   41134910       2170         56     X         13               0          0         56
HANSON PLC NEW                SPONSORED ADR   41134910     195223       5038     X         5             5029          0          9
HANSON PLC NEW                SPONSORED ADR   41134910      25110        648     X  X      6              423        125        100
HANSON PLC NEW                SPONSORED ADR   41134910       8680        224     X         6               99          0        125
HANSON PLC NEW                SPONSORED ADR   41134910       4844        125     X  X      7              125          0          0
HARBOR FLA BANCSHARES INC     COM             41190110      86910       3000     X  X      6             3000          0          0
HARBOR FLA BANCSHARES INC     COM             41190110     124571       4300     X         6             4300          0          0
HARKEN ENERGY CORP            COM NEW         41255230      47500      52198     X         5             3052          0      49146
HARKEN ENERGY CORP            COM NEW         41255230       1365       1500     X         6                0          0       1500
HARLAND JOHN H CO             COM             41269310   23100852     742355     X         3           742355          0          0
HARLAND JOHN H CO             COM             41269310      16774        539     X         5              339          0        200
HARLAND JOHN H CO             COM             41269310      44719       1437     X  X      6             1437          0          0
HARLAND JOHN H CO             COM             41269310    2032696      65318     X         6            62518          0       2800
HARLEY DAVIDSON INC           COM             41282210    4697120      88060     X         11               0      88060          0
HARLEY DAVIDSON INC           COM             41282210      82037       1538     X         13               0          0       1538
HARLEY DAVIDSON INC           COM             41282210    6134017     115070     X         3           115070          0          0
HARLEY DAVIDSON INC           COM             41282210   18232170     341810     X         5           188359          0     153451
HARLEY DAVIDSON INC           COM             41282210    2425957      45481     X  X      6            35461        720       9300
HARLEY DAVIDSON INC           COM             41282210    7894747     148008     X         6           108659        300      39049
HARLEY DAVIDSON INC           COM             41282210      17816        334     X         7              334          0          0
HARLEYSVILLE NATL CORP PA     COM             41285010       5566        200     X         5                0          0        200
HARLEYSVILLE NATL CORP PA     COM             41285010     106617       3831     X  X      6             2465       1366          0
HARLEYSVILLE NATL CORP PA     COM             41285010     989830      35567     X         6            35567          0          0
HARLEYSVILLE NATL CORP PA     COM             41285010     330982      11893     X         7            11893          0          0
HARMAN INTL INDS INC          COM             41308610     254720       3200     X  X      1             3200          0          0
HARMAN INTL INDS INC          COM             41308610       9552        120     X         1              120          0          0
HARMAN INTL INDS INC          COM             41308610   39757859     498338     X         3           498338          0          0
HARMAN INTL INDS INC          COM             41308610     533081       6697     X         5             4302          0       2395
HARMAN INTL INDS INC          COM             41308610     358200       4500     X  X      6             4500          0          0
HARMAN INTL INDS INC          COM             41308610    3216079      40403     X         6            31673          0       8730
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630      15430       1000     X         13               0          0       1000
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630   15863768    1028112     X         3          1028112          0          0
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630     254070      16466     X         5            14926          0       1540
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630       4629        300     X  X      6              300          0          0
HARRAHS ENTMT INC             COM             41361910    1342555      24459     X         13               0          0      24459
HARRAHS ENTMT INC             COM             41361910    7080123     130070     X         3           130070          0          0
HARRAHS ENTMT INC             COM             41361910   15007668     273414     X         5           101820          0     171594
HARRAHS ENTMT INC             COM             41361910     262210       4777     X  X      6             3839        938          0
HARRAHS ENTMT INC             COM             41361910    1755712      31986     X         6            21000          0      10986
HARRIS CORP DEL               COM             41387510     203322       4200     X  X      1             4200          0          0
HARRIS CORP DEL               COM             41387510   21236741     438685     X         3           438685          0          0
HARRIS CORP DEL               COM             41387510     372467       7694     X         5             6409          0       1285
HARRIS CORP DEL               COM             41387510     603189      12460     X  X      6            11760        700          0
HARRIS CORP DEL               COM             41387510     198820       4107     X         6             4072          0         35
HARRIS INTERACTIVE INC        COM             41454910    1982736     235200     X         3           235200          0          0
HARRIS INTERACTIVE INC        COM             41454910      12953       1555     X         5             1555          0          0
HARRIS INTERACTIVE INC        COM             41454910        916        110     X         7              110          0          0
HARSCO CORP                   COM             41586410     127400       2800     X         11               0       2800          0
HARSCO CORP                   COM             41586410    2108652      46344     X         3            46344          0          0
HARSCO CORP                   COM             41586410     362863       7975     X         5             3000          0       4975
HARSCO CORP                   COM             41586410     672172      14773     X  X      6             7673       7100          0
HARSCO CORP                   COM             41586410     367413       8075     X         6             8075          0          0
HARTE-HANKS INC               COM             41619610       2014         86     X         13               0          0         86
HARTE-HANKS INC               COM             41619610    1989248      84938     X         3            84938          0          0
HARTE-HANKS INC               COM             41619610     472428      20172     X  X      6            20172          0          0
HARTE-HANKS INC               COM             41619610      35411       1512     X         6             1512          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510      12740        200     X  X      1              200          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510     254800       4000     X         1             4000          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510   25750914     403973     X         3           403973          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510      17518        275     X  X      4              275          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510    2960914      46482     X         5            30542          0      15940
HARTFORD FINL SVCS GROUP INC  COM             41651510   17453736     273999     X  X      6           237206      20539      16254
HARTFORD FINL SVCS GROUP INC  COM             41651510   64211001    1008022     X         6           929576       2383      76063
HARTFORD FINL SVCS GROUP INC  COM             41651510      63700       1000     X  X      7             1000          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510     200782       3152     X         7             3152          0          0
HASBRO INC                    COM             41805610       8809        405     X         13               0          0        405
HASBRO INC                    COM             41805610    6045426     276922     X         3           276922          0          0
HASBRO INC                    COM             41805610     990234      45528     X         5            29145          0      16383
HASBRO INC                    COM             41805610     207604       9545     X  X      6             9545          0          0
HASBRO INC                    COM             41805610    1826674      83985     X         6             8836          0      75149
HATTERAS INCOME SECS INC      COM             41902510    1151645      85055     X         5            82155          0       2900
HATTERAS INCOME SECS INC      COM             41902510      59698       4409     X  X      6             4409          0          0
HATTERAS INCOME SECS INC      COM             41902510      17913       1323     X         6             1323          0          0
HAWAIIAN ELEC INDUSTRIES      COM             41987010    2002113      38621     X         3            38621          0          0
HAWAIIAN ELEC INDUSTRIES      COM             41987010    1150537      22194     X         5             1395          0      20799
HAWAIIAN ELEC INDUSTRIES      COM             41987010     175945       3394     X  X      6             1610          0       1784
HAWAIIAN ELEC INDUSTRIES      COM             41987010      10368        200     X         6              200          0          0
HAWAIIAN ELEC INDUSTRIES      COM             41987010       5184        100     X  X      7              100          0          0
HEALTHCARE SVCS GRP INC       COM             42190610     664596      40401     X         5                0          0      40401
HEALTHCARE SVCS GRP INC       COM             42190610       3701        225     X         6              225          0          0
HEALTH CARE PPTY INVS INC     COM             42191510      22640          0     X         3                0          0          0
HEALTH CARE PPTY INVS INC     COM             42191510     251530       8888     X         5             4432          0       4456
HEALTH CARE PPTY INVS INC     COM             42191510    1016932      35934     X  X      6            35934          0          0
HEALTH CARE PPTY INVS INC     COM             42191510      31866       1126     X         6             1126          0          0
HEALTH MGMT ASSOC INC NEW     CL A            42193310       2739        118     X         13               0          0        118
HEALTH MGMT ASSOC INC NEW     CL A            42193310    2173822      93663     X         3            93663          0          0
HEALTH MGMT ASSOC INC NEW     CL A            42193310    2670090     115041     X         5            53316          0      61725
HEALTH MGMT ASSOC INC NEW     CL A            42193310    1477433      63655     X  X      6            58155          0       5500
HEALTH MGMT ASSOC INC NEW     CL A            42193310    1310785      56475     X         6            55475          0       1000
HEALTH MGMT ASSOC INC NEW     CL A            42193310       2808        121     X         7              121          0          0
HEALTHCARE RLTY TR            COM             42194610     703995      16487     X         5             6951          0       9536
HEALTHCARE RLTY TR            COM             42194610     285492       6686     X  X      6             5186          0       1500
HEALTHCARE RLTY TR            COM             42194610     695711      16293     X         6            16293          0          0
HEALTHCARE RLTY TR            COM             42194610       4270        100     X  X      7              100          0          0
HEADWATERS INC                COM             42210P10       5124        200     X         5              200          0          0
HEADWATERS INC                COM             42210P10     673550      26290     X         6            26290          0          0
HEALTH CARE REIT INC          COM             42217K10     255780       6300     X         11               0       6300          0
HEALTH CARE REIT INC          COM             42217K10     343273       8455     X         5             3320          0       5135
HEALTH CARE REIT INC          COM             42217K10     296867       7312     X  X      6             7012          0        300
HEALTH CARE REIT INC          COM             42217K10     199590       4916     X         6             4916          0          0
HEALTHEXTRAS INC              COM             42221110    7067995     615679     X         5           615679          0          0
HEALTH NET INC                COM             42222G10    2760495     110761     X         3           110761          0          0
HEALTH NET INC                COM             42222G10    2658909     106655     X         5           106451          0        204
HEALTH NET INC                COM             42222G10       3366        135     X  X      6              135          0          0
HEALTH NET INC                COM             42222G10     198218       7951     X         6             7951          0          0
HEALTHSTREAM INC              COM             42222N10      40075      17500     X         5                0          0      17500
HEARTLAND EXPRESS INC         COM             42234710      27485          0     X         3                0          0          0
HEARTLAND EXPRESS INC         COM             42234710    1214912      53309     X         5             1788          0      51521
HEARTLAND EXPRESS INC         COM             42234710     303494      13317     X         6            13317          0          0
HECLA MNG CO                  COM             42270410     830319      98730     X         13               0          0      98730
HECLA MNG CO                  COM             42270410     331497      39417     X         5            38417          0       1000
HECLA MNG CO                  COM             42270410      12615       1500     X  X      6             1500          0          0
HECLA MNG CO                  COM             42270410      21025       2500     X         6             2500          0          0
HECLA MNG CO                  COM             42270410       3364        400     X  X      7              400          0          0
HEIDRICK & STRUGGLES INTL IN  COM             42281910   16450128     685482     X         3           685482          0          0
HEIDRICK & STRUGGLES INTL IN  COM             42281910      27017       1129     X  X      6             1129          0          0
HEIDRICK & STRUGGLES INTL IN  COM             42281910     907952      37942     X         6            34903         39       3000
HEINZ H J CO                  COM             42307410     234927       6300     X  X      1             6300          0          0
HEINZ H J CO                  COM             42307410     630015      16895     X         1            16895          0          0
HEINZ H J CO                  COM             42307410      96954       2600     X         11               0       2600          0
HEINZ H J CO                  COM             42307410   27877983     860781     X         3           860781          0          0
HEINZ H J CO                  COM             42307410       8763        235     X  X      4              235          0          0
HEINZ H J CO                  COM             42307410    5516716     147941     X         5            90802          0      57139
HEINZ H J CO                  COM             42307410   16675118     447174     X  X      6           385869      46430      14875
HEINZ H J CO                  COM             42307410   13645110     365919     X         6           344679       6000      15240
HEINZ H J CO                  COM             42307410       5594        150     X  X      7              150          0          0
HEINZ H J CO                  COM             42307410    1310744      35150     X         8            35150          0          0
HELIX TECHNOLOGY CORP         COM             42331910    2831309     116755     X         3           116755          0          0
HELIX TECHNOLOGY CORP         COM             42331910      11640        480     X         5                0          0        480
HELIX TECHNOLOGY CORP         COM             42331910      21219        875     X  X      6              875          0          0
HELIX TECHNOLOGY CORP         COM             42331910     157649       6501     X         6             3356          0       3145
HELLENIC TELECOM ORGANIZATN   SPONSORED ADR   42332530     659700      91625     X         6            91625          0          0
HELMERICH & PAYNE INC         COM             42345210      97410       3400     X         11               0       3400          0
HELMERICH & PAYNE INC         COM             42345210    1397862      48791     X         3            48791          0          0
HELMERICH & PAYNE INC         COM             42345210     165339       5771     X         5             5536          0        235
HELMERICH & PAYNE INC         COM             42345210      53003       1850     X  X      6             1850          0          0
HELMERICH & PAYNE INC         COM             42345210      64176       2240     X         6             2240          0          0
HENRY JACK & ASSOC INC        COM             42628110    1677700      87108     X         3            87108          0          0
HENRY JACK & ASSOC INC        COM             42628110     574263      30019     X         5              554          0      29465
HENRY JACK & ASSOC INC        COM             42628110      91518       4784     X  X      6             4784          0          0
HENRY JACK & ASSOC INC        COM             42628110     285764      14938     X         6            14938          0          0
HENRY JACK & ASSOC INC        COM             42628110      11344        593     X  X      7              593          0          0
HERCULES INC                  COM             42705610      17220       1500     X         1             1500          0          0
HERCULES INC                  COM             42705610     501122      43661     X         3            43661          0          0
HERCULES INC                  COM             42705610     342219      29810     X         5            29810          0          0
HERCULES INC                  COM             42705610     530376      46200     X  X      6            35500       5700       5000
HERCULES INC                  COM             42705610      81657       7113     X         6             7113          0          0
HERITAGE PPTY INVT TR INC     COM             42725M10    5619770     180700     X         11               0     180700          0
HERITAGE PPTY INVT TR INC     COM             42725M10       3110        100     X         13               0          0        100
HERITAGE PPTY INVT TR INC     COM             42725M10     905010      29100     X         3            29100          0          0
HERITAGE PPTY INVT TR INC     COM             42725M10      69664       2240     X         5             2150          0         90
HERLEY INDS INC DEL           COM             42739810    4402816     233200     X         11               0     233200          0
HERLEY INDS INC DEL           COM             42739810       9346        495     X         5                0          0        495
HERLEY INDS INC DEL           COM             42739810      77408       4100     X         6             4100          0          0
HERSHEY FOODS CORP            COM             42786610      12428        150     X  X      1              150          0          0
HERSHEY FOODS CORP            COM             42786610     120961       1460     X         13               0          0       1460
HERSHEY FOODS CORP            COM             42786610   28839598     352129     X         3           352129          0          0
HERSHEY FOODS CORP            COM             42786610      10356        125     X         4              125          0          0
HERSHEY FOODS CORP            COM             42786610    9817781     118501     X         5            97497          0      21004
HERSHEY FOODS CORP            COM             42786610   10459895     126251     X  X      6           103037      15550       7664
HERSHEY FOODS CORP            COM             42786610   17609646     212549     X         6           149968          0      62581
HERSHEY FOODS CORP            COM             42786610       1657         20     X  X      7               20          0          0
HERSHEY FOODS CORP            COM             42786610      26098        315     X         7              315          0          0
HEWITT ASSOCS INC             COM             42822Q10     371188      11596     X         5             2836          0       8760
HEWITT ASSOCS INC             COM             42822Q10     233193       7285     X         6             7285          0          0
HEWLETT PACKARD CO            COM             42823610    1064595      46611     X  X      1            46611          0          0
HEWLETT PACKARD CO            COM             42823610     983331      43053     X         1            42903          0        150
HEWLETT PACKARD CO            COM             42823610      34488       1510     X         11               0       1510          0
HEWLETT PACKARD CO            COM             42823610     769137      33675     X         13               0          0      33675
HEWLETT PACKARD CO            COM             42823610   98270127    4531069     X         3          4531069          0          0
HEWLETT PACKARD CO            COM             42823610      18249        799     X         4              799          0          0
HEWLETT PACKARD CO            COM             42823610   21789392     954001     X         5           341823          0     612178
HEWLETT PACKARD CO            COM             42823610   36233422    1586402     X  X      6          1208121     106626     271655
HEWLETT PACKARD CO            COM             42823610   83846896    3671055     X         6          2836063       6644     828348
HEWLETT PACKARD CO            COM             42823610      24302       1064     X  X      7             1064          0          0
HEWLETT PACKARD CO            COM             42823610     242287      10608     X         7            10608          0          0
HEWLETT PACKARD CO            COM             42823610    8071793     353406     X         8           353406          0          0
HEXCEL CORP NEW               COM             42829110    1226680     168500     X         5           168500          0          0
HIBBETT SPORTING GOODS INC    COM             42856510    7961878     207325     X         3           207325          0          0
HIBBETT SPORTING GOODS INC    COM             42856510     499634      13100     X         5            13100          0          0
HIBBETT SPORTING GOODS INC    COM             42856510      44929       1178     X  X      6             1178          0          0
HIBBETT SPORTING GOODS INC    COM             42856510    1133635      29723     X         6            27344         29       2350
HIBERNIA CORP                 CL A            42865610       1175         50     X         1               50          0          0
HIBERNIA CORP                 CL A            42865610    3570565     151025     X         3           151025          0          0
HIBERNIA CORP                 CL A            42865610     377672      16078     X         5            15074          0       1004
HIBERNIA CORP                 CL A            42865610     451971      19241     X  X      6            19241          0          0
HIBERNIA CORP                 CL A            42865610     800680      34086     X         6            31566          0       2520
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10     513207      71677     X         13               0          0      71677
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10    7841082    1095123     X         5           277718          0     817405
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10      52769       7370     X  X      6             7370          0          0
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10      27566       3850     X         6             3041          0        809
HIGH YIELD PLUS FD INC        COM             42990610      63055      14664     X         5            14664          0          0
HIGH YIELD PLUS FD INC        COM             42990610       4300       1000     X  X      6             1000          0          0
HIGHWOODS PPTYS INC           COM             43128410    1353301      51633     X         3            51633          0          0
HIGHWOODS PPTYS INC           COM             43128410     432229      16491     X         5             1164          0      15327
HIGHWOODS PPTYS INC           COM             43128410      30142       1150     X  X      6              775          0        375
HIGHWOODS PPTYS INC           COM             43128410    3144728     119982     X         6           118982       1000          0
HILB ROGAL & HAMILTON CO      COM             43129410    6562306     161100     X         3           161100          0          0
HILB ROGAL & HAMILTON CO      COM             43129410     703136      18455     X         5               25          0      18430
HILB ROGAL & HAMILTON CO      COM             43129410      76200       2000     X  X      6             2000          0          0
HILB ROGAL & HAMILTON CO      COM             43129410     805815      21150     X         6            21150          0          0
HILLENBRAND INDS INC          COM             43157310    4918631      72450     X         11               0      72450          0
HILLENBRAND INDS INC          COM             43157310    5255704      76755     X         3            76755          0          0
HILLENBRAND INDS INC          COM             43157310    2505005      36898     X         5            35226          0       1672
HILLENBRAND INDS INC          COM             43157310     115820       1706     X  X      6             1651         55          0
HILLENBRAND INDS INC          COM             43157310     205775       3031     X         6             3031          0          0
HILTON HOTELS CORP            COM             43284810    2321231     142845     X         3           142845          0          0
HILTON HOTELS CORP            COM             43284810     292175      17980     X         5            11952          0       6028
HILTON HOTELS CORP            COM             43284810      49400       3040     X  X      6             3040          0          0
HILTON HOTELS CORP            COM             43284810     273325      16820     X         6            16820          0          0
HITACHI LIMITED               ADR 10 COM      43357850       1008         13     X         13               0          0         13
HITACHI LIMITED               ADR 10 COM      43357850     179217      16000     X         3            16000          0          0
HITACHI LIMITED               ADR 10 COM      43357850       7445         96     X  X      4               96          0          0
HITACHI LIMITED               ADR 10 COM      43357850     845217      10899     X         5             5666          0       5233
HITACHI LIMITED               ADR 10 COM      43357850     170920       2204     X  X      6             1439          0        765
HITACHI LIMITED               ADR 10 COM      43357850     500042       6448     X         6             6448          0          0
HITACHI LIMITED               ADR 10 COM      43357850       4731         61     X  X      7               61          0          0
HITACHI LIMITED               ADR 10 COM      43357850       7212         93     X         7               93          0          0
HOLLINGER INTL INC            CL A            43556910      76289       3853     X         5                0          0       3853
HOLLINGER INTL INC            CL A            43556910    1117314      56430     X         6            56430          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210     955022      98966     X         3            98966          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210       9660       1000     X         5             1000          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210       9660       1000     X  X      6             1000          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210      22740       2354     X         6                0          0       2354
HOLOGIC INC                   COM             43644010     261266      12902     X         5            11102          0       1800
HOME DEPOT INC                COM             43707610    1416542      37916     X  X      1            37916          0          0
HOME DEPOT INC                COM             43707610    2952673      79033     X         1            79033          0          0
HOME DEPOT INC                COM             43707610      60150       1610     X         11               0       1610          0
HOME DEPOT INC                COM             43707610     411483      11014     X         13               0          0      11014
HOME DEPOT INC                COM             43707610   94188147    2475675     X         3          2475675          0          0
HOME DEPOT INC                COM             43707610      18680        500     X  X      4              500          0          0
HOME DEPOT INC                COM             43707610      11357        304     X         4              304          0          0
HOME DEPOT INC                COM             43707610   64742742    1732943     X         5          1095718          0     637225
HOME DEPOT INC                COM             43707610   65837268    1762240     X  X      6          1210753     424557     126930
HOME DEPOT INC                COM             43707610   80918718    2165919     X         6          1587330      71705     506884
HOME DEPOT INC                COM             43707610      18437        494     X  X      7              494          0          0
HOME DEPOT INC                COM             43707610      19838        531     X         7              531          0          0
HOME DEPOT INC                COM             43707610      14944        400     X         8              400          0          0
HOME PROPERTIES INC           COM             43730610     362838       8904     X         13               0          0       8904
HOME PROPERTIES INC           COM             43730610    4052431      99446     X         5              900          0      98546
HOME PROPERTIES INC           COM             43730610     456400      11200     X  X      6            11100          0        100
HON INDS INC                  COM             43809210    2103256      56600     X         3            56600          0          0
HON INDS INC                  COM             43809210      94944       2555     X         5              905          0       1650
HON INDS INC                  COM             43809210      38163       1027     X         6             1027          0          0
HONDA MOTOR LTD               AMERN SHS       43812830     297789      12869     X         13               0          0      12869
HONDA MOTOR LTD               AMERN SHS       43812830    1530532      57800     X         3            57800          0          0
HONDA MOTOR LTD               AMERN SHS       43812830    4235106     183021     X         5           164206          0      18815
HONDA MOTOR LTD               AMERN SHS       43812830      41652       1800     X  X      6             1500          0        300
HONDA MOTOR LTD               AMERN SHS       43812830     643616      27814     X         6            27714          0        100
HONEYWELL INTL INC            COM             43851610     339752      10037     X  X      1            10037          0          0
HONEYWELL INTL INC            COM             43851610     331730       9800     X         1             9800          0          0
HONEYWELL INTL INC            COM             43851610      20615        609     X         13               0          0        609
HONEYWELL INTL INC            COM             43851610   37616884    1108810     X         3          1108810          0          0
HONEYWELL INTL INC            COM             43851610       6228        184     X         4              184          0          0
HONEYWELL INTL INC            COM             43851610   13380255     395281     X         5           258764          0     136517
HONEYWELL INTL INC            COM             43851610   14357342     424146     X  X      6           367009      31159      25978
HONEYWELL INTL INC            COM             43851610   20923654     618129     X         6           472390       1195     144544
HONEYWELL INTL INC            COM             43851610       3994        118     X  X      7              118          0          0
HONEYWELL INTL INC            COM             43851610      24643        728     X         7              728          0          0
HONEYWELL INTL INC            COM             43851610    6928520     204683     X         8           204683          0          0
HORACE MANN EDUCATORS CORP N  COM             44032710    8714822     554378     X         3           554378          0          0
HORACE MANN EDUCATORS CORP N  COM             44032710     868137      55225     X         5             7000          0      48225
HORMEL FOODS CORP             COM             44045210     359879      12270     X         13               0          0      12270
HORMEL FOODS CORP             COM             44045210    3952716     134767     X         3           134767          0          0
HORMEL FOODS CORP             COM             44045210      90248       3077     X         5             2634          0        443
HORMEL FOODS CORP             COM             44045210     698054      23800     X  X      6             5800      18000          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10    3002637      64712     X         3            64712          0          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10     953552      20551     X         5             8740          0      11811
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10     286752       6180     X  X      6             6070        110          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10    1561360      33650     X         6            33650          0          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10       4640        100     X  X      7              100          0          0
HOST MARRIOTT CORP NEW        COM             44107P10     214730      16802     X         5            14862          0       1940
HOST MARRIOTT CORP NEW        COM             44107P10     210589      16478     X  X      6            16478          0          0
HOST MARRIOTT CORP NEW        COM             44107P10      72156       5646     X         6             5646          0          0
HOT TOPIC INC                 COM             44133910   16449934     620772     X         3           620772          0          0
HOT TOPIC INC                 COM             44133910     128468       4857     X         5             2202          0       2655
HOT TOPIC INC                 COM             44133910      31872       1205     X  X      6             1205          0          0
HOT TOPIC INC                 COM             44133910     549076      20759     X         6            19233         26       1500
HOUSTON EXPL CO               COM             44212010       1923         43     X         13               0          0         43
HOUSTON EXPL CO               COM             44212010     444482       9937     X         5             9737          0        200
HOUSTON EXPL CO               COM             44212010       5457        122     X  X      6              122          0          0
HOVNANIAN ENTERPRISES INC     CL A            44248720      10356        240     X         1              240          0          0
HOVNANIAN ENTERPRISES INC     CL A            44248720    2620383      60838     X         3            60838          0          0
HOVNANIAN ENTERPRISES INC     CL A            44248720     667531      15470     X         5            15210          0        260
HOVNANIAN ENTERPRISES INC     CL A            44248720     398188       9228     X  X      6             9228          0          0
HOVNANIAN ENTERPRISES INC     CL A            44248720    2880263      66750     X         6            53170          0      13580
HUANENG PWR INTL INC          SPON ADR N      44330410    3622613      46254     X         5            46054          0        200
HUANENG PWR INTL INC          SPON ADR N      44330410        783         10     X         6               10          0          0
HUB INTERNATIONAL LTD         COM             44332P10    5991293     324200     X         3           324200          0          0
HUB INTERNATIONAL LTD         COM             44332P10      24369       1328     X  X      6             1328          0          0
HUB INTERNATIONAL LTD         COM             44332P10     809107      44093     X         6            40447         46       3600
HUBBELL INC                   CL B            44351020    2329667      58053     X         3            58053          0          0
HUBBELL INC                   CL B            44351020     280790       6997     X         5             2197          0       4800
HUBBELL INC                   CL B            44351020    1348448      33602     X  X      6            28602          0       5000
HUBBELL INC                   CL B            44351020     319756       7968     X         6             7418          0        550
HUDSON UNITED BANCORP         COM             44416510     434645      11423     X         13               0          0      11423
HUDSON UNITED BANCORP         COM             44416510    3556757      93476     X         5             1458          0      92018
HUDSON UNITED BANCORP         COM             44416510     188043       4942     X  X      6             4942          0          0
HUDSON UNITED BANCORP         COM             44416510     482778      12688     X         6            12688          0          0
HUGHES ELECTRONICS CORP       COM             44441810     335737      21023     X         5            21023          0          0
HUGHES SUPPLY INC             COM             44448210       1205         23     X         13               0          0         23
HUGHES SUPPLY INC             COM             44448210   10788374     200000     X         3           200000          0          0
HUGHES SUPPLY INC             COM             44448210     445505       8502     X         5             8202          0        300
HUGHES SUPPLY INC             COM             44448210     110721       2113     X  X      6             2113          0          0
HUGHES SUPPLY INC             COM             44448210    2185656      41711     X         6            39486         25       2200
HUGOTON RTY TR TEX            UNIT BEN INT    44471710     203003       9240     X         13               0          0       9240
HUGOTON RTY TR TEX            UNIT BEN INT    44471710      17466        795     X         5              795          0          0
HUGOTON RTY TR TEX            UNIT BEN INT    44471710      13182        600     X  X      6              600          0          0
HUMANA INC                    COM             44485910       4280        225     X         13               0          0        225
HUMANA INC                    COM             44485910    2610191     137234     X         3           137234          0          0
HUMANA INC                    COM             44485910    1466005      77077     X         5            52918          0      24159
HUMANA INC                    COM             44485910      27940       1469     X  X      6             1469          0          0
HUMANA INC                    COM             44485910    1748680      91939     X         6            11117          0      80822
HUMANA INC                    COM             44485910       3804        200     X  X      7              200          0          0
HUMAN GENOME SCIENCES INC     COM             44490310       2005        160     X         13               0          0        160
HUMAN GENOME SCIENCES INC     COM             44490310     250600      20000     X         3            20000          0          0
HUMAN GENOME SCIENCES INC     COM             44490310     430055      34322     X         5            32017          0       2305
HUMAN GENOME SCIENCES INC     COM             44490310       5012        400     X         6                0          0        400
HUNT J B TRANS SVCS INC       COM             44565810   23903070     846915     X         3           846915          0          0
HUNT J B TRANS SVCS INC       COM             44565810    1808998      64240     X         5            45580          0      18660
HUNT J B TRANS SVCS INC       COM             44565810     145784       5177     X         6               47          0       5130
HUNTINGTON BANCSHARES INC     COM             44615010    2029497      91460     X         3            91460          0          0
HUNTINGTON BANCSHARES INC     COM             44615010    1171401      53173     X         5            22273          0      30900
HUNTINGTON BANCSHARES INC     COM             44615010    1472221      66828     X  X      6            66828          0          0
HUNTINGTON BANCSHARES INC     COM             44615010    4286509     194576     X         6            68298          0     126278
HUTCHINSON TECHNOLOGY INC     COM             44840710     452327      16120     X         5              500          0      15620
HUTCHINSON TECHNOLOGY INC     COM             44840710       5780        206     X  X      6              206          0          0
HUTCHINSON TECHNOLOGY INC     COM             44840710      12795        456     X         6              456          0          0
HYDRIL                        COM             44877410     104014       3970     X         5             3970          0          0
HYDRIL                        COM             44877410     431776      16480     X         6            16480          0          0
HYPERION 2005 INVT GRADE OPP  COM             44891810    1436483     148091     X         5           147891          0        200
HYPERION 2005 INVT GRADE OPP  COM             44891810       5578        575     X  X      6              575          0          0
HYPERION TOTAL RETURN & INCO  COM             44914510     313783      30763     X         5            28138          0       2625
HYPERION TOTAL RETURN & INCO  COM             44914510      41820       4100     X         6             4100          0          0
HYPERION SOLUTIONS CORP       COM             44914M10      53636       1294     X         5             1119          0        175
HYPERION SOLUTIONS CORP       COM             44914M10    1128932      27236     X         6            27236          0          0
IA GLOBAL INC                 COM             44920E10      19800      60000     X         5            60000          0          0
ICOS CORP                     COM             44929510       3693        100     X         13               0          0        100
ICOS CORP                     COM             44929510     288634       7910     X         3             7910          0          0
ICOS CORP                     COM             44929510    3249877      88001     X         5            73099          0      14902
ICOS CORP                     COM             44929510       1588         43     X  X      6               43          0          0
ICOS CORP                     COM             44929510      93248       2525     X         6             2525          0          0
ICT GROUP INC                 COM             44929Y10     385981      29668     X         6            29668          0          0
ICU MED INC                   COM             44930G10      29763        980     X         5              980          0          0
ICU MED INC                   COM             44930G10      38570       1270     X  X      6             1270          0          0
ICU MED INC                   COM             44930G10     464145      15283     X         6            15283          0          0
ID BIOMEDICAL CORP            COM             44936D10     267510      24100     X         5            23900          0        200
ID BIOMEDICAL CORP            COM             44936D10      33300       3000     X  X      6             3000          0          0
ID BIOMEDICAL CORP            COM             44936D10        888         80     X         7               80          0          0
IDX SYS CORP                  COM             44949110     692000      20000     X         3            20000          0          0
IDX SYS CORP                  COM             44949110     121308       3506     X         5             3406          0        100
I-FLOW CORP                   COM NEW         44952030     212045      15060     X         5            10460          0       4600
IMC GLOBAL INC                COM             44966910    1599555     111857     X         3           111857          0          0
IMC GLOBAL INC                COM             44966910    2557358     178836     X         5           164330          0      14506
IMC GLOBAL INC                COM             44966910      55184       3859     X  X      6             1598       2261          0
IMC GLOBAL INC                COM             44966910      90619       6337     X         6             6337          0          0
I-MANY INC                    COM             44973Q10      18920      17200     X         5            17200          0          0
ING PRIME RATE TR             SH BEN INT      44977W10      15476       1927     X         13               0          0       1927
ING PRIME RATE TR             SH BEN INT      44977W10    5138988     639974     X         5           509897          0     130077
ING PRIME RATE TR             SH BEN INT      44977W10      58964       7343     X  X      6             7343          0          0
ING PRIME RATE TR             SH BEN INT      44977W10      79497       9900     X         6             9900          0          0
ING CLARION GLB RE EST INCM   COM             44982G10    1352776      90125     X         5            89125          0       1000
IMS HEALTH INC                COM             44993410      37216       1600     X         1             1600          0          0
IMS HEALTH INC                COM             44993410    2117077      91027     X         3            91027          0          0
IMS HEALTH INC                COM             44993410     882833      37955     X         5            31038          0       6917
IMS HEALTH INC                COM             44993410    3613278     155343     X  X      6           141170       9187       4986
IMS HEALTH INC                COM             44993410    4805725     206609     X         6           206609          0          0
IMS HEALTH INC                COM             44993410      17375        747     X  X      7              747          0          0
ISTAR FINL INC                COM             45031U10      15566        368     X         13               0          0        368
ISTAR FINL INC                COM             45031U10    1161600      27461     X         5            25473          0       1988
ISTAR FINL INC                COM             45031U10     134937       3190     X  X      6             2790          0        400
ISTAR FINL INC                COM             45031U10     149531       3535     X         6             3535          0          0
ITT EDUCATIONAL SERVICES INC  COM             45068B10    1404627      45082     X         3            45082          0          0
ITT EDUCATIONAL SERVICES INC  COM             45068B10     512959      16441     X         5            14146          0       2295
ITT INDS INC IND              COM             45091110   15562160     203880     X         11               0     203880          0
ITT INDS INC IND              COM             45091110       3435         45     X         13               0          0         45
ITT INDS INC IND              COM             45091110    4438088      57684     X         3            57684          0          0
ITT INDS INC IND              COM             45091110     398595       5222     X         5             1737          0       3485
ITT INDS INC IND              COM             45091110    1137012      14896     X  X      6            11670       2576        650
ITT INDS INC IND              COM             45091110    4276388      56025     X         6            18741          0      37284
IDACORP INC                   COM             45110710    1108871      37086     X         3            37086          0          0
IDACORP INC                   COM             45110710    1753665      58651     X         5             9075          0      49576
IDACORP INC                   COM             45110710      70564       2360     X  X      6             1400          0        960
IDACORP INC                   COM             45110710      26910        900     X         6              900          0          0
IDEX CORP                     COM             45167R10    7804660     179500     X         3           179500          0          0
IDEX CORP                     COM             45167R10    1199831      27595     X         6            25595          0       2000
IDEXX LABS INC                COM             45168D10    1265301      22249     X         5            20949          0       1300
IDEXX LABS INC                COM             45168D10      17061        300     X  X      6              300          0          0
IDEXX LABS INC                COM             45168D10      17061        300     X         6              300          0          0
IKON OFFICE SOLUTIONS INC     COM             45171310    9187840     717800     X         11               0     717800          0
IKON OFFICE SOLUTIONS INC     COM             45171310    9187840     717800     X         3           717800          0          0
IKON OFFICE SOLUTIONS INC     COM             45171310     348570      27232     X         5            17408          0       9824
IKON OFFICE SOLUTIONS INC     COM             45171310     688640      53800     X  X      6            53800          0          0
IKON OFFICE SOLUTIONS INC     COM             45171310      56320       4400     X         6             4400          0          0
IDENTIX INC                   COM             45190610     118712      20574     X         5            19824          0        750
IDENTIX INC                   COM             45190610       5770       1000     X  X      7             1000          0          0
ILEX ONCOLOGY INC             COM             45192310    1196000      50000     X         3            50000          0          0
ILEX ONCOLOGY INC             COM             45192310      40664       1700     X         5             1700          0          0
ILEX ONCOLOGY INC             COM             45192310       9568        400     X  X      6              400          0          0
ILEX ONCOLOGY INC             COM             45192310      40664       1700     X         6             1700          0          0
ILLINOIS TOOL WKS INC         COM             45230810     578379       7300     X  X      1             7300          0          0
ILLINOIS TOOL WKS INC         COM             45230810     990375      12500     X         1            12500          0          0
ILLINOIS TOOL WKS INC         COM             45230810    1248902      15763     X         13               0          0      15763
ILLINOIS TOOL WKS INC         COM             45230810   24628983     300002     X         3           300002          0          0
ILLINOIS TOOL WKS INC         COM             45230810       4437         56     X         4               56          0          0
ILLINOIS TOOL WKS INC         COM             45230810   18324631     231284     X         5            83044          0     148240
ILLINOIS TOOL WKS INC         COM             45230810   23320558     294340     X  X      6           276599       7310      10431
ILLINOIS TOOL WKS INC         COM             45230810   67772312     855387     X         6           782458       1273      71656
ILLINOIS TOOL WKS INC         COM             45230810      11726        148     X  X      7              148          0          0
ILLINOIS TOOL WKS INC         COM             45230810      86519       1092     X         7             1092          0          0
ILLINOIS TOOL WKS INC         COM             45230810    4001115      50500     X         8            50500          0          0
ILLUMINA INC                  COM             45232710     422250      56300     X         5            48200          0       8100
ILLUMINA INC                  COM             45232710     303263      40435     X  X      6            34726          0       5709
IMAGE ENTMT INC               COM NEW         45243920      77550      23500     X         5            23500          0          0
IMATION CORP                  COM             45245A10   92596062    2461352     X         11               0    2461352          0
IMATION CORP                  COM             45245A10     299643       7965     X         13               0          0       7965
IMATION CORP                  COM             45245A10   36301457     963875     X         3           963875          0          0
IMATION CORP                  COM             45245A10    6765258     179831     X         5             1945          0     177886
IMATION CORP                  COM             45245A10     493198      13110     X  X      6            13010        100          0
IMATION CORP                  COM             45245A10     573630      15248     X         6            11128          0       4120
IMAX CORP                     COM             45245E10    3933843     667885     X         3           667885          0          0
IMAX CORP                     COM             45245E10     497092      84396     X         5            81696          0       2700
IMAX CORP                     COM             45245E10         35          6     X         6                6          0          0
IMCLONE SYS INC               COM             45245W10      39890        786     X         3              786          0          0
IMCLONE SYS INC               COM             45245W10     182954       3605     X         5             3605          0          0
IMCLONE SYS INC               COM             45245W10      20402        402     X  X      6               52          0        350
IMCLONE SYS INC               COM             45245W10      21620        426     X         6              426          0          0
IMAGISTICS INTERNATIONAL INC  COM             45247T10    4405969     100022     X         3           100022          0          0
IMAGISTICS INTERNATIONAL INC  COM             45247T10     128538       2918     X         5             2449          0        469
IMAGISTICS INTERNATIONAL INC  COM             45247T10     109993       2497     X  X      6             2497          0          0
IMAGISTICS INTERNATIONAL INC  COM             45247T10     146598       3328     X         6              620          0       2708
IMMTECH INTL INC              COM             45251910    2469901     133364     X         5                0          0     133364
IMPAC MTG HLDGS INC           COM             45254P10      57120       2100     X         13               0          0       2100
IMPAC MTG HLDGS INC           COM             45254P10    2380048      87502     X         5            51751          0      35751
IMPAC MTG HLDGS INC           COM             45254P10     326400      12000     X  X      6            12000          0          0
IMPAC MTG HLDGS INC           COM             45254P10      34598       1272     X         6             1272          0          0
IMPAX LABORATORIES INC        COM             45256B10     436953      19533     X         5            11806          0       7727
IMPAX LABORATORIES INC        COM             45256B10        157          7     X         6                7          0          0
IMPERIAL CHEM INDS PLC        ADR NEW         45270450    4268015     252000     X         3           252000          0          0
IMPERIAL CHEM INDS PLC        ADR NEW         45270450     286029      17056     X         5            16946          0        110
IMPERIAL CHEM INDS PLC        ADR NEW         45270450      96327       5744     X  X      6             3714          0       2030
IMPERIAL CHEM INDS PLC        ADR NEW         45270450     272076      16224     X         6            16224          0          0
IMPERIAL CHEM INDS PLC        ADR NEW         45270450       4997        298     X         7              298          0          0
IMMUNOMEDICS INC              COM             45290710      39285       9700     X         5              400          0       9300
IMMUNOMEDICS INC              COM             45290710       2025        500     X         6              500          0          0
IMPERIAL OIL LTD              COM NEW         45303840     296975       6623     X         5             5240          0       1383
IMPERIAL OIL LTD              COM NEW         45303840      40356        900     X  X      6              900          0          0
IMPERIAL OIL LTD              COM NEW         45303840     816043      18199     X         6            17482          0        717
IMPERIAL TOBACCO GROUP PLC    SPONSORED ADR   45314210      18050        412     X         5              212          0        200
IMPERIAL TOBACCO GROUP PLC    SPONSORED ADR   45314210     120740       2756     X  X      6             2156        500        100
IMPERIAL TOBACCO GROUP PLC    SPONSORED ADR   45314210     157059       3585     X         6             3385          0        200
INAMED CORP                   COM             45323510    4044751      73236     X         3            73236          0          0
INAMED CORP                   COM             45323510       2398         45     X         4               45          0          0
INAMED CORP                   COM             45323510      18222        342     X         5               42          0        300
INAMED CORP                   COM             45323510     284462       5339     X  X      6             5339          0          0
INAMED CORP                   COM             45323510    4443072      83391     X         6            81714        258       1419
INAMED CORP                   COM             45323510       3996         75     X  X      7               75          0          0
INAMED CORP                   COM             45323510      41079        771     X         7              771          0          0
INCO LTD                      COM             45325840   17838086     513900     X         3           513900          0          0
INCO LTD                      COM             45325840     848470      24501     X         5            22641          0       1860
INCO LTD                      COM             45325840     116011       3350     X  X      6              600          0       2750
INCO LTD                      COM             45325840    1053064      30409     X         6            30409          0          0
INCYTE CORP                   COM             45337C10        997        120     X         13               0          0        120
INCYTE CORP                   COM             45337C10    1300515     156500     X         3           156500          0          0
INCYTE CORP                   COM             45337C10      25761       3100     X         5             1300          0       1800
INDEPENDENCE CMNTY BK CORP    COM             45341410   11583188     284250     X         11               0     284250          0
INDEPENDENCE CMNTY BK CORP    COM             45341410      17889        439     X         13               0          0        439
INDEPENDENCE CMNTY BK CORP    COM             45341410    3906825      95873     X         3            95873          0          0
INDEPENDENCE CMNTY BK CORP    COM             45341410     436514      10712     X         5            10712          0          0
INDEPENDENCE CMNTY BK CORP    COM             45341410     435862      10696     X         6             3996          0       6700
INDEVUS PHARMACEUTICALS INC   COM             45407210    2958583     489022     X         3           489022          0          0
INDEVUS PHARMACEUTICALS INC   COM             45407210      59593       9850     X         5             9650          0        200
INDEVUS PHARMACEUTICALS INC   COM             45407210      79745      13181     X         6                0          0      13181
INDIA FD INC                  COM             45408910    1093081      41562     X         5            12826          0      28736
INDIA FD INC                  COM             45408910       5260        200     X         6              200          0          0
INDIA FD INC                  COM             45408910       5260        200     X  X      7              200          0          0
INDYMAC BANCORP INC           COM             45660710    1975773      54444     X         3            54444          0          0
INDYMAC BANCORP INC           COM             45660710    4460876     122923     X         5           113195          0       9728
INDYMAC BANCORP INC           COM             45660710     326610       9000     X  X      6                0          0       9000
INDYMAC BANCORP INC           COM             45660710      36544       1007     X         6             1007          0          0
INFOCUS CORP                  COM             45665B10    3811528     407650     X         3           407650          0          0
INFOCUS CORP                  COM             45665B10     195415      20900     X         5             3000          0      17900
INFOCUS CORP                  COM             45665B10       2805        300     X  X      6                0        300          0
INFOCUS CORP                  COM             45665B10     472549      50540     X         6            46040          0       4500
INFOCUS CORP                  COM             45665B10       7667        820     X         7              820          0          0
INFINITY PPTY & CAS CORP      COM             45665Q10      53397       1700     X  X      6             1700          0          0
INFINITY PPTY & CAS CORP      COM             45665Q10     508842      16200     X         6            16200          0          0
INFORMATICA CORP              COM             45666Q10       4295        500     X         5                0          0        500
INFORMATICA CORP              COM             45666Q10     189186      22024     X         6            22024          0          0
INFORMATION HLDGS INC         COM             45672710      20620       1000     X  X      6             1000          0          0
INFORMATION HLDGS INC         COM             45672710     503314      24409     X         6            24409          0          0
INFOSPACE INC                 COM NEW         45678T20     656709      16895     X         5            16111          0        784
INFOSPACE INC                 COM NEW         45678T20        777         20     X  X      6               20          0          0
INFOSPACE INC                 COM NEW         45678T20      27209        700     X         6              700          0          0
ING GROUP N V                 SPONSORED ADR   45683710       6681        303     X         13               0          0        303
ING GROUP N V                 SPONSORED ADR   45683710    3713708     172700     X         3           172700          0          0
ING GROUP N V                 SPONSORED ADR   45683710       9834        446     X  X      4              446          0          0
ING GROUP N V                 SPONSORED ADR   45683710     990773      44933     X         5            22060          0      22873
ING GROUP N V                 SPONSORED ADR   45683710      79182       3591     X  X      6             3591          0          0
ING GROUP N V                 SPONSORED ADR   45683710     378091      17147     X         6            17147          0          0
ING GROUP N V                 SPONSORED ADR   45683710       6902        313     X  X      7              313          0          0
ING GROUP N V                 SPONSORED ADR   45683710       6020        273     X         7              273          0          0
INGLES MKTS INC               CL A            45703010       8704        800     X         5              800          0          0
INGLES MKTS INC               CL A            45703010      96451       8865     X  X      6             8865          0          0
INGLES MKTS INC               CL A            45703010      16951       1558     X         6             1558          0          0
INGRAM MICRO INC              CL A            45715310    8546892     470274     X         3           470274          0          0
INGRAM MICRO INC              CL A            45715310       2462        136     X         4              136          0          0
INGRAM MICRO INC              CL A            45715310    1199885      66292     X         5            56341          0       9951
INGRAM MICRO INC              CL A            45715310     128637       7107     X  X      6             7107          0          0
INGRAM MICRO INC              CL A            45715310    2029987     112154     X         6            54424         71      57659
INGRAM MICRO INC              CL A            45715310       1575         87     X  X      7               87          0          0
INGRAM MICRO INC              CL A            45715310       1828        101     X         7              101          0          0
INKINE PHARMACEUTICALS INC    COM             45721410      84078      16200     X         5             6500          0       9700
INKINE PHARMACEUTICALS INC    COM             45721410       9602       1850     X         6             1850          0          0
INSIGHT ENTERPRISES INC       COM             45765U10    4238330     220173     X         3           220173          0          0
INSIGHT ENTERPRISES INC       COM             45765U10     195709      10172     X         5            10172          0          0
INSIGHT ENTERPRISES INC       COM             45765U10      30784       1600     X  X      6             1600          0          0
INSIGHT ENTERPRISES INC       COM             45765U10     701183      36444     X         6            30490          0       5954
INSMED INC                    COM NEW         45766920      42465      13567     X         5              767          0      12800
INSMED INC                    COM NEW         45766920       9390       3000     X         6             3000          0          0
INNOVATIVE SOLUTIONS & SUPPO  COM             45769N10    1786152     129244     X         3           129244          0          0
INNOVATIVE SOLUTIONS & SUPPO  COM             45769N10     544563      39404     X         5                0          0      39404
INNOVATIVE SOLUTIONS & SUPPO  COM             45769N10      48356       3499     X         6                0          0       3499
INNKEEPERS USA TR             COM             4576J010      63980       7000     X         3             7000          0          0
INNKEEPERS USA TR             COM             4576J010     489447      53550     X         5                0          0      53550
INNKEEPERS USA TR             COM             4576J010      15767       1725     X         6             1725          0          0
INSTINET GROUP INC            COM             45775010    3657307     518767     X         3           518767          0          0
INSTINET GROUP INC            COM             45775010     718007     101845     X         5             1500          0     100345
INSTINET GROUP INC            COM             45775010      99010      14044     X         6                0          0      14044
INTEGRA LIFESCIENCES HLDGS C  COM NEW         45798520      19825        650     X         5              150          0        500
INTEGRA LIFESCIENCES HLDGS C  COM NEW         45798520      45750       1500     X  X      6             1500          0          0
INTEGRA LIFESCIENCES HLDGS C  COM NEW         45798520     488000      16000     X         6            16000          0          0
INSURED MUN INCOME FD         COM             45809F10     222326      15354     X         5             4354          0      11000
INSURED MUN INCOME FD         COM             45809F10      72516       5008     X         6             5008          0          0
INSURED MUN INCOME FD         COM             45809F10    4390336     303200     X         9           303200          0          0
INTEGRATED DEVICE TECHNOLOGY  COM             45811810      30000       2000     X         11               0       2000          0
INTEGRATED DEVICE TECHNOLOGY  COM             45811810       6075        405     X         13               0          0        405
INTEGRATED DEVICE TECHNOLOGY  COM             45811810    1562359     104136     X         3           104136          0          0
INTEGRATED DEVICE TECHNOLOGY  COM             45811810      64050       4270     X         5             3270          0       1000
INTEGRATED DEVICE TECHNOLOGY  COM             45811810       3525        235     X  X      6              235          0          0
INTEGRATED DEVICE TECHNOLOGY  COM             45811810      56175       3745     X         6             3745          0          0
INTEGRATED CIRCUIT SYS INC    COM             45811K20    2076414      82957     X         3            82957          0          0
INTEGRATED CIRCUIT SYS INC    COM             45811K20     548157      21900     X         5             3200          0      18700
INTEGRATED CIRCUIT SYS INC    COM             45811K20     227848       9103     X  X      6             8983          0        120
INTEGRATED CIRCUIT SYS INC    COM             45811K20    1920151      76714     X         6            76714          0          0
INTEGRATED SILICON SOLUTION   COM             45812P10   10828673     610410     X         3           610410          0          0
INTEGRATED SILICON SOLUTION   COM             45812P10     555156      31294     X         5            31294          0          0
INTEGRATED SILICON SOLUTION   COM             45812P10     285809      16111     X         6                0          0      16111
INTEL CORP                    COM             45814010    2269568      83440     X  X      1            82040       1400          0
INTEL CORP                    COM             45814010    3129904     115070     X         1           114910          0        160
INTEL CORP                    COM             45814010    1922768      70690     X         11               0      70690          0
INTEL CORP                    COM             45814010    1139571      41896     X         13               0          0      41896
INTEL CORP                    COM             45814010  266399961   10406183     X         3         10406183          0          0
INTEL CORP                    COM             45814010      19040        700     X  X      4              700          0          0
INTEL CORP                    COM             45814010      29757       1094     X         4             1094          0          0
INTEL CORP                    COM             45814010   80970595    2976860     X         5          1483052          0    1493808
INTEL CORP                    COM             45814010  159160419    5851486     X  X      6          4776724     639515     435247
INTEL CORP                    COM             45814010  276753820   10174773     X         6          8321323      20164    1833286
INTEL CORP                    COM             45814010     122346       4498     X  X      7             4498          0          0
INTEL CORP                    COM             45814010     447984      16470     X         7            16470          0          0
INTEL CORP                    COM             45814010    4917760     180800     X         8           180800          0          0
INTELIDATA TECHNOLOGIES CORP  COM             45814T10     108965      87875     X         5            87875          0          0
INTELLISYNC CORP              COM             45817610      99555      30260     X         5            30200          0         60
INTER TEL INC                 COM             45837210    1193382      39700     X         3            39700          0          0
INTER TEL INC                 COM             45837210      36156       1200     X         5                0          0       1200
INTERACTIVE DATA CORP         COM             45840J10       2667        150     X         5              150          0          0
INTERACTIVE DATA CORP         COM             45840J10      26937       1515     X  X      6              315       1200          0
INTERACTIVE DATA CORP         COM             45840J10    1612557      90695     X         6            63309      13905      13481
INTERACTIVECORP               COM             45840Q10     338915      10715     X         13               0          0      10715
INTERACTIVECORP               COM             45840Q10    2321565      84668     X         3            84668          0          0
INTERACTIVECORP               COM             45840Q10    2961833      93640     X         5            43920          0      49720
INTERACTIVECORP               COM             45840Q10     218405       6905     X  X      6             6905          0          0
INTERACTIVECORP               COM             45840Q10     720057      22765     X         6            22765          0          0
INTERCONTINENTAL HOTELS GP P  SPONSORED ADR   45857310     599547      64886     X         5              692          0      64194
INTERCONTINENTAL HOTELS GP P  SPONSORED ADR   45857310       1765        191     X  X      6              191          0          0
INTERCONTINENTAL HOTELS GP P  SPONSORED ADR   45857310       2735        296     X         6              296          0          0
INTERDIGITAL COMMUNICATIONS   COM             45866A10      96577       5525     X         13               0          0       5525
INTERDIGITAL COMMUNICATIONS   COM             45866A10     157320       9000     X         3             9000          0          0
INTERDIGITAL COMMUNICATIONS   COM             45866A10     315514      18050     X         5            17700          0        350
INTERDIGITAL COMMUNICATIONS   COM             45866A10       9177        525     X  X      6              525          0          0
INTERDIGITAL COMMUNICATIONS   COM             45866A10      47039       2691     X         6             2691          0          0
INTERGRAPH CORP               COM             45868310   20158866     833700     X         3           833700          0          0
INTERGRAPH CORP               COM             45868310      25958       1070     X         5               70          0       1000
INTERGRAPH CORP               COM             45868310       3396        140     X  X      6              140          0          0
INTERGRAPH CORP               COM             45868310    1077217      44403     X         6            44403          0          0
INTERMEDIATE MUNI FD INC      COM             45880P10    3198988     304956     X         5             3183          0     301773
INTERMEDIATE MUNI FD INC      COM             45880P10       8749        834     X         6              834          0          0
INTERMUNE INC                 COM             45884X10    2230460     114500     X         3           114500          0          0
INTERMUNE INC                 COM             45884X10      68933       3535     X         5             2835          0        700
INTERNAP NETWORK SVCS CORP    COM             45885A10     169936      98800     X         5             4200          0      94600
INTERNATIONAL BUSINESS MACHS  COM             45920010    3639619      39630     X  X      1            38830        800          0
INTERNATIONAL BUSINESS MACHS  COM             45920010    3326445      36220     X         1            36040          0        180
INTERNATIONAL BUSINESS MACHS  COM             45920010     333196       3628     X         11               0       3628          0
INTERNATIONAL BUSINESS MACHS  COM             45920010    1359048      14798     X         13               0          0      14798
INTERNATIONAL BUSINESS MACHS  COM             45920010  137848201    1629811     X         3          1629811          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010      27552        300     X  X      4              300          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010      22317        243     X         4              243          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010   55944232     609149     X         5           371855          0     237294
INTERNATIONAL BUSINESS MACHS  COM             45920010  238494980    2596853     X  X      6          2234363     147476     215014
INTERNATIONAL BUSINESS MACHS  COM             45920010  261846546    2851117     X         6          2486147       7710     357260
INTERNATIONAL BUSINESS MACHS  COM             45920010      80911        881     X  X      7              881          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010     536897       5846     X         7             5846          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010    2185792      23800     X         8            23800          0          0
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610    1251837      35263     X         3            35263          0          0
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610     129433       3646     X         5             2007          0       1639
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610     915936      25801     X  X      6            23601        200       2000
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610     983741      27711     X         6            14354          0      13357
INTERNATIONAL GAME TECHNOLOG  COM             45990210     233792       5200     X  X      1             5200          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210      11240        250     X         1              250          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210      25178        560     X         11               0        560          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210      30573        680     X         13               0          0        680
INTERNATIONAL GAME TECHNOLOG  COM             45990210  185487055    4290217     X         3          4290217          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210       4136         92     X         4               92          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210   31551354     701765     X         5           647555          0      54210
INTERNATIONAL GAME TECHNOLOG  COM             45990210   29216627     649836     X  X      6           614615       2960      32261
INTERNATIONAL GAME TECHNOLOG  COM             45990210   31616097     703205     X         6           570050       1634     131521
INTERNATIONAL GAME TECHNOLOG  COM             45990210       7014        156     X  X      7              156          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210     111186       2473     X         7             2473          0          0
INTL PAPER CO                 COM             46014610      42260       1000     X         11               0       1000          0
INTL PAPER CO                 COM             46014610     245066       5799     X         13               0          0       5799
INTL PAPER CO                 COM             46014610   25878841     610642     X         3           610642          0          0
INTL PAPER CO                 COM             46014610       5156        122     X         4              122          0          0
INTL PAPER CO                 COM             46014610    4068920      96283     X         5            44572          0      51711
INTL PAPER CO                 COM             46014610    5150226     121870     X  X      6            98257      22902        711
INTL PAPER CO                 COM             46014610   13076258     309424     X         6           182382         64     126978
INTL PAPER CO                 COM             46014610       3381         80     X  X      7               80          0          0
INTL PAPER CO                 COM             46014610      27384        648     X         7              648          0          0
INTL PAPER CO                 COM             46014610   11682397     276441     X         8           276441          0          0
INTERNATIONAL RECTIFIER CORP  COM             46025410     639721      13910     X         13               0          0      13910
INTERNATIONAL RECTIFIER CORP  COM             46025410    3178139      69105     X         3            69105          0          0
INTERNATIONAL RECTIFIER CORP  COM             46025410    1501114      32640     X         5             4049          0      28591
INTERNATIONAL RECTIFIER CORP  COM             46025410     399331       8683     X  X      6             8583          0        100
INTERNATIONAL RECTIFIER CORP  COM             46025410     554180      12050     X         6             1050      11000          0
INTERNATIONAL RECTIFIER CORP  COM             46025410       5519        120     X         7              120          0          0
INTERNATIONAL RECTIFIER CORP  NOTE  4.250% 7/ 460254AE     338664     338000     X         5             8000          0     330000
INTERNATIONAL SPEEDWAY CORP   CL A            46033520    2430793      51719     X         3            51719          0          0
INTERNATIONAL SPEEDWAY CORP   CL A            46033520    4403101      93683     X         5            89859          0       3824
INTERNATIONAL SPEEDWAY CORP   CL A            46033520      11280        240     X  X      6              240          0          0
INTERNATIONAL SPEEDWAY CORP   CL A            46033520       2397         51     X         6               51          0          0
INTERNATIONAL STL GROUP INC   COM             46037710     263160       6800     X         5             6800          0          0
INTERNET CAP GROUP INC        COM             46059C10      15442      38606     X         5            12356          0      26250
INTERNET CAP GROUP INC        COM             46059C10        120        300     X         6              300          0          0
INTERNET INFRASTRUCTR HOLDS   DEPOSTRY RCPT   46059V10      56823      14100     X         5             3900          0      10200
INTERNET SEC SYS INC          COM             46060X10     853511      48385     X         3            48385          0          0
INTERNET SEC SYS INC          COM             46060X10      44488       2522     X         5             2522          0          0
INTERNET SEC SYS INC          COM             46060X10      20656       1171     X  X      6             1171          0          0
INTERNET SEC SYS INC          COM             46060X10     489069      27725     X         6            27725          0          0
INTERPUBLIC GROUP COS INC     COM             46069010      15380       1000     X         13               0          0       1000
INTERPUBLIC GROUP COS INC     COM             46069010    2402233     156192     X         3           156192          0          0
INTERPUBLIC GROUP COS INC     COM             46069010    1136228      73877     X         5            57494          0      16383
INTERPUBLIC GROUP COS INC     COM             46069010    3585539     233130     X  X      6           233130          0          0
INTERPUBLIC GROUP COS INC     COM             46069010    3309453     215179     X         6           203254          0      11925
INTERPUBLIC GROUP COS INC     NOTE  1.870% 6/ 460690AJ       9386      10000     X         5                0          0      10000
INTERSIL CORP                 CL A            46069S10   26783328    1199524     X         3          1199524          0          0
INTERSIL CORP                 CL A            46069S10      43753       1962     X         5              230          0       1732
INTERSIL CORP                 CL A            46069S10       3791        170     X  X      6              170          0          0
INTERSIL CORP                 CL A            46069S10      76422       3427     X         6             3427          0          0
INTERSTATE BAKERIES CORP DEL  COM             46072H10    6538716     575085     X         3           575085          0          0
INTERSTATE BAKERIES CORP DEL  COM             46072H10     148083      13024     X         5            12725          0        299
INTERSTATE BAKERIES CORP DEL  COM             46072H10     227400      20000     X  X      6            20000          0          0
INTERSTATE BAKERIES CORP DEL  COM             46072H10      23263       2046     X         6             2046          0          0
INTRAWEST CORPORATION         COM NEW         46091520       1701        100     X         5                0          0        100
INTRAWEST CORPORATION         COM NEW         46091520     345303      20300     X         6            20300          0          0
INTERVOICE INC NEW            COM             46114210    3282497     194576     X         3           194576          0          0
INTERVOICE INC NEW            COM             46114210     841636      50187     X         5            49187          0       1000
INTERVOICE INC NEW            COM             46114210      88328       5267     X         6                0          0       5267
INTERWOVEN INC                COM NEW         46114T50    3930673     394250     X         3           394250          0          0
INTERWOVEN INC                COM NEW         46114T50      62741       6293     X         5             5515          0        778
INTERWOVEN INC                COM NEW         46114T50     485539      48700     X         6            44300          0       4400
INTRADO INC                   COM             46117A10     604828      31225     X         5            18640          0      12585
INTRADO INC                   COM             46117A10       9685        500     X  X      6              500          0          0
INTRAWARE INC                 COM             46118M10      33462      20280     X         5             1000          0      19280
INTROGEN THERAPEUTICS INC     COM             46119F10    2611494     306154     X         3           306154          0          0
INTROGEN THERAPEUTICS INC     COM             46119F10      10296       1200     X         5             1200          0          0
INTROGEN THERAPEUTICS INC     COM             46119F10        858        100     X  X      6              100          0          0
INTROGEN THERAPEUTICS INC     COM             46119F10      71111       8288     X         6                0          0       8288
INTUIT                        COM             46120210      21422        480     X         1              480          0          0
INTUIT                        COM             46120210      79977       1792     X         13               0          0       1792
INTUIT                        COM             46120210   33109098     732399     X         3           732399          0          0
INTUIT                        COM             46120210     872115      19541     X         5            13181          0       6360
INTUIT                        COM             46120210    1260574      28245     X  X      6            26505        815        925
INTUIT                        COM             46120210    7331325     164269     X         6           113423       1150      49696
INTUIT                        COM             46120210       2812         63     X         7               63          0          0
INTUIT                        COM             46120210    5560898     124600     X         8           124600          0          0
INTUITIVE SURGICAL INC        COM NEW         46120E60      16970       1000     X         13               0          0       1000
INTUITIVE SURGICAL INC        COM NEW         46120E60     585465      34500     X         5            34500          0          0
INVESTMENT TECHNOLOGY GRP NE  COM             46145F10   22513262    1471455     X         3          1471455          0          0
INVESTMENT TECHNOLOGY GRP NE  COM             46145F10     517966      33854     X         5            20450          0      13404
INVESTMENT TECHNOLOGY GRP NE  COM             46145F10       7650        500     X  X      6              500          0          0
INVESTMENT TECHNOLOGY GRP NE  COM             46145F10      87822       5740     X         6                0          0       5740
INVESTORS FIRST FD INC        COM             46150W10      15516       1200     X         13               0          0       1200
INVESTORS FIRST FD INC        COM             46150W10     265013      20496     X         5            19696          0        800
INVISION TECHNOLOGIES INC     COM             46185110     378982       7630     X         5             1450          0       6180
INVITROGEN CORP               COM             46185R10       2509         35     X         13               0          0         35
INVITROGEN CORP               COM             46185R10   10431100     146276     X         3           146276          0          0
INVITROGEN CORP               COM             46185R10     422899       5899     X         5             3432          0       2467
INVITROGEN CORP               COM             46185R10      66026        921     X  X      6              921          0          0
INVITROGEN CORP               COM             46185R10    1093989      15260     X         6            13523          0       1737
INVESTORS FINL SERVICES CORP  COM             46191510   11518759     279789     X         3           279789          0          0
INVESTORS FINL SERVICES CORP  COM             46191510       1280         31     X         4               31          0          0
INVESTORS FINL SERVICES CORP  COM             46191510    1235562      29924     X         5            23924          0       6000
INVESTORS FINL SERVICES CORP  COM             46191510     213511       5171     X  X      6             5171          0          0
INVESTORS FINL SERVICES CORP  COM             46191510    3221157      78013     X         6            68821         26       9166
IONICS INC                    COM             46221810      28968       1020     X         5              220          0        800
IONICS INC                    COM             46221810     582200      20500     X  X      6            20500          0          0
IONICS INC                    COM             46221810      37630       1325     X         6             1325          0          0
IRELAND BK                    SPONSORED ADR   46267Q10     167472       3313     X         5             3293          0         20
IRELAND BK                    SPONSORED ADR   46267Q10      16277        322     X  X      6              322          0          0
IRELAND BK                    SPONSORED ADR   46267Q10      16277        322     X         6              322          0          0
IRON MTN INC PA               COM             46284610     370518       8302     X         5             6918          0       1384
IRON MTN INC PA               COM             46284610       4686        105     X  X      6              105          0          0
IRON MTN INC PA               COM             46284610      45969       1030     X         6             1030          0          0
ISHARES INC                   MSCI AUSTRALIA  46428610      11960        850     X  X      4              850          0          0
ISHARES INC                   MSCI AUSTRALIA  46428610    1000630      71118     X         5            24343          0      46775
ISHARES INC                   MSCI AUSTRALIA  46428610       9933        706     X  X      6              706          0          0
ISHARES INC                   MSCI AUSTRALIA  46428610     250263      17787     X         6            17787          0          0
ISHARES INC                   MSCI BRAZIL     46428640     293042      17443     X         5              279          0      17164
ISHARES INC                   MSCI BRAZIL     46428640       3696        220     X  X      6              220          0          0
ISHARES INC                   MSCI BRAZIL     46428640      93845       5586     X         6             5586          0          0
ISHARES INC                   MSCI CDA INDEX  46428650     192034      13162     X         5            13162          0          0
ISHARES INC                   MSCI CDA INDEX  46428650       2845        195     X  X      6              195          0          0
ISHARES INC                   MSCI CDA INDEX  46428650      71914       4929     X         6             4929          0          0
ISHARES INC                   MSCI EMU INDEX  46428660    2469942      40584     X         5            36436          0       4148
ISHARES INC                   MSCI EMU INDEX  46428660    1959692      32200     X         9            32200          0          0
ISHARES INC                   MSCI PAC J IDX  46428666      27115        350     X         13               0          0        350
ISHARES INC                   MSCI PAC J IDX  46428666    5067313      65410     X         5            52728          0      12682
ISHARES INC                   MSCI PAC J IDX  46428666      15494        200     X         6                0        200          0
ISHARES INC                   MSCI SINGAPORE  46428667     143008      22415     X         5            16285          0       6130
ISHARES INC                   MSCI SINGAPORE  46428667       4906        769     X  X      6              769          0          0
ISHARES INC                   MSCI SINGAPORE  46428667     135983      21314     X         6            21314          0          0
ISHARES INC                   MSCI UTD KINGD  46428669     655778      41374     X         5            28628          0      12746
ISHARES INC                   MSCI UTD KINGD  46428669      26755       1688     X  X      6             1688          0          0
ISHARES INC                   MSCI UTD KINGD  46428669     676462      42679     X         6            42679          0          0
ISHARES INC                   MSCI UTD KINGD  46428669    2469430     155800     X         9           155800          0          0
ISHARES INC                   MSCI FRANCE     46428670      10200        500     X  X      4              500          0          0
ISHARES INC                   MSCI FRANCE     46428670     217444      10659     X         5             8446          0       2213
ISHARES INC                   MSCI FRANCE     46428670       7446        365     X  X      6              365          0          0
ISHARES INC                   MSCI FRANCE     46428670     187802       9206     X         6             9206          0          0
ISHARES INC                   MSCI TAIWAN     46428673     157926      12966     X         5            10726          0       2240
ISHARES INC                   MSCI TAIWAN     46428673       5225        429     X  X      6              429          0          0
ISHARES INC                   MSCI TAIWAN     46428673     130545      10718     X         6            10718          0          0
ISHARES INC                   MSCI SWITZERLD  46428674      11856        800     X  X      4              800          0          0
ISHARES INC                   MSCI SWITZERLD  46428674     198336      13383     X         5            13383          0          0
ISHARES INC                   MSCI SWITZERLD  46428674       2608        176     X  X      6              176          0          0
ISHARES INC                   MSCI SWITZERLD  46428674      64052       4322     X         6             4322          0          0
ISHARES INC                   MSCI SWEDEN     46428675      90605       5445     X         5             5445          0          0
ISHARES INC                   MSCI SWEDEN     46428675       6606        397     X  X      6              397          0          0
ISHARES INC                   MSCI SWEDEN     46428675     167365      10058     X         6            10058          0          0
ISHARES INC                   MSCI SPAIN      46428676     207925       7368     X         5             5963          0       1405
ISHARES INC                   MSCI SPAIN      46428676       7196        255     X  X      6              255          0          0
ISHARES INC                   MSCI SPAIN      46428676     180693       6403     X         6             6403          0          0
ISHARES INC                   MSCI S KOREA    46428677     373010      13232     X         5             2977          0      10255
ISHARES INC                   MSCI S KOREA    46428677       4398        156     X  X      6              156          0          0
ISHARES INC                   MSCI S KOREA    46428677     109264       3876     X         6             3876          0          0
ISHARES INC                   MSCI GERMAN     46428680       6224        400     X         11               0        400          0
ISHARES INC                   MSCI GERMAN     46428680       4668        300     X         13               0          0        300
ISHARES INC                   MSCI GERMAN     46428680       9849        633     X  X      4              633          0          0
ISHARES INC                   MSCI GERMAN     46428680     423248      27201     X         5            14875          0      12326
ISHARES INC                   MSCI GERMAN     46428680       6582        423     X  X      6              423          0          0
ISHARES INC                   MSCI GERMAN     46428680     185444      11918     X         6            11918          0          0
ISHARES INC                   MSCI NETHERLND  46428681     107816       6798     X         5             6798          0          0
ISHARES INC                   MSCI NETHERLND  46428681       1586        100     X  X      6              100          0          0
ISHARES INC                   MSCI NETHERLND  46428681      56351       3553     X         6             3553          0          0
ISHARES INC                   MSCI MEXICO     46428682      14532        700     X         11               0        700          0
ISHARES INC                   MSCI MEXICO     46428682     187297       9022     X         5             6739          0       2283
ISHARES INC                   MSCI MALAYSIA   46428683     437400      60000     X         3            60000          0          0
ISHARES INC                   MSCI MALAYSIA   46428683     105136      14422     X         5            14422          0          0
ISHARES INC                   MSCI MALAYSIA   46428683       1473        202     X  X      6              202          0          0
ISHARES INC                   MSCI MALAYSIA   46428683      36734       5039     X         6             5039          0          0
ISHARES INC                   MSCI JAPAN      46428684       9783        900     X         11               0        900          0
ISHARES INC                   MSCI JAPAN      46428684     385831      35495     X         13               0          0      35495
ISHARES INC                   MSCI JAPAN      46428684   47484008    4368354     X         5          3197017          0    1171337
ISHARES INC                   MSCI JAPAN      46428684      43023       3958     X  X      6             3958          0          0
ISHARES INC                   MSCI JAPAN      46428684     991931      91254     X         6            91254          0          0
ISHARES INC                   MSCI JAPAN      46428684   18630093    1713900     X         9          1713900          0          0
ISHARES INC                   MSCI HONG KONG  46428687     400309      37765     X         13               0          0      37765
ISHARES INC                   MSCI HONG KONG  46428687    2033451     191835     X         5           161175          0      30660
ISHARES INC                   MSCI HONG KONG  46428687       2364        223     X  X      6              223          0          0
ISHARES INC                   MSCI HONG KONG  46428687      61310       5784     X         6             5784          0          0
ISHARES TR                    S&P 100 IDX FD  46428710    4295808      77533     X         5            71801          0       5732
ISHARES TR                    DJ SEL DIV INX  46428716   12699843     229695     X         5           114905          0     114790
ISHARES TR                    DJ SEL DIV INX  46428716     326211       5900     X  X      6             5900          0          0
ISHARES TR                    US TIPS BD FD   46428717     990521       9265     X         13               0          0       9265
ISHARES TR                    US TIPS BD FD   46428717   10748945     100542     X         5            78044          0      22498
ISHARES TR                    US TIPS BD FD   46428717      96219        900     X  X      6              900          0          0
ISHARES TR                    US TIPS BD FD   46428717     324258       3033     X         6             3033          0          0
ISHARES TR                    S&P 500 INDEX   46428720     188528       1665     X         13               0          0       1665
ISHARES TR                    S&P 500 INDEX   46428720    3517943      31069     X         5            18137          0      12932
ISHARES TR                    S&P 500 INDEX   46428720     926518       8200     X  X      6             8200          0          0
ISHARES TR                    S&P 500 INDEX   46428720    2179690      19291     X         6            19291          0          0
ISHARES TR                    LEHMAN AGG BND  46428722       5198         50     X         13               0          0         50
ISHARES TR                    LEHMAN AGG BND  46428722   13251754     127482     X         5           115479          0      12003
ISHARES TR                    LEHMAN AGG BND  46428722     307380       2957     X         6             2957          0          0
ISHARES TR                    MSCI EMERG MKT  46428723     564584       3217     X         13               0          0       3217
ISHARES TR                    MSCI EMERG MKT  46428723   17512092      99784     X         5            44915          0      54869
ISHARES TR                    GS CORP BD FD   46428724       5692         50     X         13               0          0         50
ISHARES TR                    GS CORP BD FD   46428724    6602571      57999     X         5            28982          0      29017
ISHARES TR                    GS CORP BD FD   46428724     626120       5500     X  X      6             5500          0          0
ISHARES TR                    GS CORP BD FD   46428724      16621        146     X         6              146          0          0
ISHARES TR                    S&P GBL TELCM   46428727     498641      10657     X         5             1614          0       9043
ISHARES TR                    S&P500/BAR GRW  46428730      44416        800     X         13               0          0        800
ISHARES TR                    S&P500/BAR GRW  46428730    3166904      57041     X         5            46524          0      10517
ISHARES TR                    S&P500/BAR GRW  46428730     852898      15362     X         6            15362          0          0
ISHARES TR                    S&P GBL HLTHCR  46428732     214614       4576     X         5             3676          0        900
ISHARES TR                    S&P GBL ENER    46428734     748467      12192     X         5            11747          0        445
ISHARES TR                    GS NAT RES IDX  46428737      57455        520     X         13               0          0        520
ISHARES TR                    GS NAT RES IDX  46428737    3972999      35958     X         5            21184          0      14774
ISHARES TR                    S&P/TOPIX 150   46428738     236625       2500     X         5              950          0       1550
ISHARES TR                    S&P LTN AM 40   46428739     359760       5770     X         5             5725          0         45
ISHARES TR                    S&P500/BAR VAL  46428740    5947850     104202     X         5            67600          0      36602
ISHARES TR                    S&P500/BAR VAL  46428740     731024      12807     X         6            12807          0          0
ISHARES TR                    20+ YR TRS BD   46428743      35820        400     X         13               0          0        400
ISHARES TR                    20+ YR TRS BD   46428743    1339041      14953     X         5             3181          0      11772
ISHARES TR                    20+ YR TRS BD   46428743       5104         57     X         6               57          0          0
ISHARES TR                    7-10 YR TRS BD  46428744     217562       2485     X         13               0          0       2485
ISHARES TR                    7-10 YR TRS BD  46428744    3318583      37905     X         5            11556          0      26349
ISHARES TR                    7-10 YR TRS BD  46428744      12782        146     X         6              146          0          0
ISHARES TR                    1-3 YR TRS BD   46428745     517733       6240     X         13               0          0       6240
ISHARES TR                    1-3 YR TRS BD   46428745   20017342     241260     X         5           138426          0     102834
ISHARES TR                    1-3 YR TRS BD   46428745     340177       4100     X  X      6             4100          0          0
ISHARES TR                    1-3 YR TRS BD   46428745       2489         30     X         6               30          0          0
ISHARES TR                    MSCI EAFE IDX   46428746      92040        650     X         11               0        650          0
ISHARES TR                    MSCI EAFE IDX   46428746    2233174      15771     X         13               0          0      15771
ISHARES TR                    MSCI EAFE IDX   46428746   47743747     337173     X         5           113401          0     223772
ISHARES TR                    MSCI EAFE IDX   46428746     973075       6872     X  X      6             6872          0          0
ISHARES TR                    MSCI EAFE IDX   46428746     778658       5499     X         6             5499          0          0
ISHARES TR                    MSCI EAFE IDX   46428746    3115200      22000     X         9            22000          0          0
ISHARES TR                    RUSSELL MCP VL  46428747    4545665      46522     X         5            41515          0       5007
ISHARES TR                    RUSSELL MCP GR  46428748    3204726      41512     X         5            34804          0       6708
ISHARES TR                    RUSSELL MIDCAP  46428749    2648080      37679     X         5            35368          0       2311
ISHARES TR                    RUSSELL MIDCAP  46428749    1827280      26000     X         6            26000          0          0
ISHARES TR                    S&P MIDCAP 400  46428750    2765401      22864     X         5            16364          0       6500
ISHARES TR                    S&P MIDCAP 400  46428750     173684       1436     X  X      6             1436          0          0
ISHARES TR                    S&P MIDCAP 400  46428750   10931340      90379     X         6            90379          0          0
ISHARES TR                    GLMN SCHS SOFT  46428751      90107       2380     X         13               0          0       2380
ISHARES TR                    GLMN SCHS SOFT  46428751    2266527      59866     X         5            50081          0       9785
ISHARES TR                    GLDM SCHS SEMI  46428752      17265        280     X         13               0          0        280
ISHARES TR                    GLDM SCHS SEMI  46428752     334321       5422     X         5             4437          0        985
ISHARES TR                    GLDM SCHS SEMI  46428752       8632        140     X         6                0          0        140
ISHARES TR                    GLDM SCHS NETW  46428753     241631       7710     X         13               0          0       7710
ISHARES TR                    GLDM SCHS NETW  46428753    2467210      78724     X         5            58844          0      19880
ISHARES TR                    GLDM SACHS TEC  46428754       4531        100     X         13               0          0        100
ISHARES TR                    GLDM SACHS TEC  46428754     972398      21461     X         5            18298          0       3163
ISHARES TR                    GLDM SACHS TEC  46428754       1133         25     X  X      6               25          0          0
ISHARES TR                    NASDQ BIO INDX  46428755     381040       4930     X         13               0          0       4930
ISHARES TR                    NASDQ BIO INDX  46428755    4541483      58759     X         5            42139          0      16620
ISHARES TR                    NASDQ BIO INDX  46428755     195157       2525     X  X      6              700        825       1000
ISHARES TR                    COHEN&ST RLTY   46428756     281506       2381     X         13               0          0       2381
ISHARES TR                    COHEN&ST RLTY   46428756    8170166      69104     X         5            21982          0      47122
ISHARES TR                    COHEN&ST RLTY   46428756     403164       3410     X  X      6             2610        800          0
ISHARES TR                    COHEN&ST RLTY   46428756    3968508      33566     X         6            33466        100          0
ISHARES TR                    DJ US CON CYCL  46428758      83443       1465     X         13               0          0       1465
ISHARES TR                    DJ US CON CYCL  46428758    6384835     112113     X         5            88787          0      23326
ISHARES TR                    DJ US CON CYCL  46428758       5695        100     X         6              100          0          0
ISHARES TR                    RUSSELL1000VAL  46428759   17386301     290207     X         5            98960          0     191247
ISHARES TR                    RUSSELL1000VAL  46428759     662006      11050     X  X      6            11050          0          0
ISHARES TR                    RUSSELL1000VAL  46428759     166730       2783     X         6             2783          0          0
ISHARES TR                    S&P MIDCP GROW  46428760    6794456      54794     X         5            51814          0       2980
ISHARES TR                    S&P MIDCP GROW  46428760     171864       1386     X         6             1386          0          0
ISHARES TR                    RUSSELL1000GRW  46428761   18409883     390868     X         5           296127          0      94741
ISHARES TR                    RUSSELL1000GRW  46428761      70650       1500     X  X      6             1500          0          0
ISHARES TR                    RUSSELL1000GRW  46428761     284249       6035     X         6             6035          0          0
ISHARES TR                    RUSSELL 1000    46428762     384599       6357     X         5              702          0       5655
ISHARES TR                    RUSSELL 1000    46428762     110715       1830     X         6             1830          0          0
ISHARES TR                    RUSL 2000 VALU  46428763   12760123      74555     X         5             6292          0      68263
ISHARES TR                    RUSL 2000 VALU  46428763     240637       1406     X  X      6             1406          0          0
ISHARES TR                    RUSL 2000 VALU  46428763      96186        562     X         6              202          0        360
ISHARES TR                    RUSL 2000 GROW  46428764      18758        300     X         13               0          0        300
ISHARES TR                    RUSL 2000 GROW  46428764    6703060     107249     X         5            24334          0      82915
ISHARES TR                    RUSL 2000 GROW  46428764     239313       3829     X  X      6             3829          0          0
ISHARES TR                    RUSL 2000 GROW  46428764     173688       2779     X         6             2779          0          0
ISHARES TR                    RUSSELL 2000    46428765      66972        600     X         3              600          0          0
ISHARES TR                    RUSSELL 2000    46428765    8411928      71530     X         5            30306          0      41224
ISHARES TR                    RUSSELL 2000    46428765    2428440      20650     X  X      6            16325       4325          0
ISHARES TR                    RUSSELL 2000    46428765   21371095     181727     X         6           181657          0         70
ISHARES TR                    RUSL 3000 VALU  46428766     602709       7732     X         13               0          0       7732
ISHARES TR                    RUSL 3000 VALU  46428766     125967       1616     X         5              300          0       1316
ISHARES TR                    RUSL 3000 GROW  46428767       3823        100     X         13               0          0        100
ISHARES TR                    RUSL 3000 GROW  46428767     753819      19718     X         5            18218          0       1500
ISHARES TR                    RUSSELL 3000    46428768     432497       6856     X         5             6263          0        593
ISHARES TR                    RUSSELL 3000    46428768     378667       5901     X  X      6             5901          0          0
ISHARES TR                    RUSSELL 3000    46428768    1546888      23734     X         6            23734          0          0
ISHARES TR                    DJ US UTILS     46428769      10579        176     X         13               0          0        176
ISHARES TR                    DJ US UTILS     46428769    4450139      74218     X         5            54845          0      19373
ISHARES TR                    DJ US UTILS     46428769       8994        150     X  X      6                0        150          0
ISHARES TR                    DJ US UTILS     46428769        600         10     X         6               10          0          0
ISHARES TR                    S&P MIDCP VALU  46428770    9953738      86105     X         5            72085          0      14020
ISHARES TR                    S&P MIDCP VALU  46428770      23120        200     X  X      6              200          0          0
ISHARES TR                    S&P MIDCP VALU  46428770     228541       1977     X         6             1977          0          0
ISHARES TR                    DJ US TELECOMM  46428771    4285028     198106     X         5           178337          0      19769
ISHARES TR                    DJ US TELECOMM  46428771       3353        155     X         6              155          0          0
ISHARES TR                    DJ US TECH SEC  46428772    4653232      98066     X         5            90114          0       7952
ISHARES TR                    DJ US TECH SEC  46428772      29656        625     X  X      6              625          0          0
ISHARES TR                    DJ US TECH SEC  46428772       4033         85     X         6               85          0          0
ISHARES TR                    DJ US REAL EST  46428773     132763       1213     X         13               0          0       1213
ISHARES TR                    DJ US REAL EST  46428773    5918870      54078     X         5            40652          0      13426
ISHARES TR                    DJ US INDUSTRL  46428775    3562357      73059     X         5            54101          0      18958
ISHARES TR                    DJ US INDUSTRL  46428775       2926         60     X         6               60          0          0
ISHARES TR                    DJ US HEALTHCR  46428776   13209034     230123     X         5           200914          0      29209
ISHARES TR                    DJ US HEALTHCR  46428776      17220        300     X  X      6              300          0          0
ISHARES TR                    DJ US HEALTHCR  46428776       1091         19     X         6               19          0          0
ISHARES TR                    DJ US FINL SVC  46428777      55604        520     X         13               0          0        520
ISHARES TR                    DJ US FINL SVC  46428777    2105879      19694     X         5            15602          0       4092
ISHARES TR                    DJ US FINL SVC  46428777      21386        200     X         6                0          0        200
ISHARES TR                    DJ US FINL SEC  46428778      56059        605     X         13               0          0        605
ISHARES TR                    DJ US FINL SEC  46428778    6613237      71371     X         5            64124          0       7247
ISHARES TR                    DJ US FINL SEC  46428778      92660       1000     X  X      6             1000          0          0
ISHARES TR                    DJ US FINL SEC  46428778       4911         53     X         6               53          0          0
ISHARES TR                    DJ US ENERGY    46428779      60848       1165     X         13               0          0       1165
ISHARES TR                    DJ US ENERGY    46428779    3917877      75012     X         5            62923          0      12089
ISHARES TR                    DJ US ENERGY    46428779       3969         76     X         6               76          0          0
ISHARES TR                    S&P SMLCAP 600  46428780     165207       1160     X         13               0          0       1160
ISHARES TR                    S&P SMLCAP 600  46428780    5970376      42990     X         5            24779          0      18211
ISHARES TR                    S&P SMLCAP 600  46428780     175864       1235     X  X      6             1235          0          0
ISHARES TR                    S&P SMLCAP 600  46428780   10830944      76060     X         6            76060          0          0
ISHARES TR                    DJ CON NON CYCL 46428781     129769       2552     X         13               0          0       2552
ISHARES TR                    DJ CON NON CYCL 46428781    4644639      91340     X         5            84765          0       6575
ISHARES TR                    DJ CON NON CYCL 46428781       3661         72     X         6               72          0          0
ISHARES TR                    DJ US BAS MATL  46428783     420127       9445     X         13               0          0       9445
ISHARES TR                    DJ US BAS MATL  46428783    7372871     165757     X         5           121622          0      44135
ISHARES TR                    DJ US BAS MATL  46428783       2224         50     X  X      6               50          0          0
ISHARES TR                    DJ US BAS MATL  46428783       1290         29     X         6               29          0          0
ISHARES TR                    DJ US TOTL MKT  46428784    1377451      25627     X         5             4641          0      20986
ISHARES TR                    S&P EURO PLUS   46428786    1142922      17578     X         5             8030          0       9548
ISHARES TR                    S&P EURO PLUS   46428786      19506        300     X  X      6              300          0          0
ISHARES TR                    S&P EURO PLUS   46428786    2867382      44100     X         9            44100          0          0
ISHARES TR                    S&P SMLCP VALU  46428787    2305635      21550     X         13               0          0      21550
ISHARES TR                    S&P SMLCP VALU  46428787     165273       1900     X         3             1900          0          0
ISHARES TR                    S&P SMLCP VALU  46428787    7495612      70059     X         5            60653          0       9406
ISHARES TR                    S&P SMLCP VALU  46428787     123039       1150     X  X      6             1150          0          0
ISHARES TR                    S&P SMLCP VALU  46428787     279244       2610     X         6             2610          0          0
ISHARES TR                    S&P SMLCP GROW  46428788    1005294      10730     X         13               0          0      10730
ISHARES TR                    S&P SMLCP GROW  46428788    5001360      53382     X         5            44798          0       8584
ISHARES TR                    S&P SMLCP GROW  46428788      96969       1035     X  X      6             1035          0          0
ISHARES TR                    S&P SMLCP GROW  46428788     182040       1943     X         6             1943          0          0
ISIS PHARMACEUTICALS INC      COM             46433010    5040120     649500     X         3           649500          0          0
ISIS PHARMACEUTICALS INC      COM             46433010      34920       4500     X         5             2505          0       1995
ISIS PHARMACEUTICALS INC      COM             46433010      23280       3000     X  X      6             3000          0          0
ISIS PHARMACEUTICALS INC      COM             46433010     623904      80400     X         6            73100          0       7300
ISOLAGEN INC                  COM             46488N10     312447      26501     X         5            26501          0          0
IVANHOE ENERGY INC            COM             46579010      67650      27500     X         5              200          0      27300
IVANHOE ENERGY INC            COM             46579010      13038       5300     X         6             5300          0          0
IVANHOE MINES LTD             COM             46579N10      64860      11500     X         5              500          0      11000
IVANHOE MINES LTD             COM             46579N10       5640       1000     X  X      6             1000          0          0
IVAX CORP                     COM             46582310      78329       3440     X         13               0          0       3440
IVAX CORP                     COM             46582310    5143720     225899     X         3           225899          0          0
IVAX CORP                     COM             46582310     808813      35521     X         5             3350          0      32171
IVAX CORP                     COM             46582310     129288       5678     X  X      6             5678          0          0
IVAX CORP                     COM             46582310      67741       2975     X         6             2375          0        600
IVAX CORP                     NOTE  5.500% 5/ 465823AD      10213      10000     X         5            10000          0          0
IVAX CORP                     NOTE  4.500% 5/ 465823AG      25197      25000     X         5                0          0      25000
JDS UNIPHASE CORP             COM             46612J10       4070       1000     X  X      1             1000          0          0
JDS UNIPHASE CORP             COM             46612J10       5572       1369     X         13               0          0       1369
JDS UNIPHASE CORP             COM             46612J10    2200482     540659     X         3           540659          0          0
JDS UNIPHASE CORP             COM             46612J10    1230646     302370     X         5           162403          0     139967
JDS UNIPHASE CORP             COM             46612J10     187887      46164     X  X      6            42485        150       3529
JDS UNIPHASE CORP             COM             46612J10     185739      45636     X         6            44643        380        613
J JILL GROUP INC              COM             46618910     324559      15809     X         5            15809          0          0
JPS INDUSTRIES INC            COM             46624E40      31175      10500     X         6            10500          0          0
J P MORGAN CHASE & CO         COM             46625H10    2717521      64780     X  X      1            62470       2310          0
J P MORGAN CHASE & CO         COM             46625H10    2624182      62555     X         1            62255          0        300
J P MORGAN CHASE & CO         COM             46625H10    1511123      36022     X         11               0      36022          0
J P MORGAN CHASE & CO         COM             46625H10    6800221     162103     X         13               0          0     162103
J P MORGAN CHASE & CO         COM             46625H10  157044591    3900316     X         3          3900316          0          0
J P MORGAN CHASE & CO         COM             46625H10      17451        416     X         4              416          0          0
J P MORGAN CHASE & CO         COM             46625H10   55352266    1319482     X         5           709619          0     609863
J P MORGAN CHASE & CO         COM             46625H10   97519361    2324657     X  X      6          2011173     141881     171603
J P MORGAN CHASE & CO         COM             46625H10  129177642    3079324     X         6          2561259       7752     510313
J P MORGAN CHASE & CO         COM             46625H10     103868       2476     X  X      7             2476          0          0
J P MORGAN CHASE & CO         COM             46625H10     262523       6258     X         7             6258          0          0
J2 GLOBAL COMMUNICATIONS INC  COM NEW         46626E20     522569      23143     X         5            23117          0         26
J2 GLOBAL COMMUNICATIONS INC  COM NEW         46626E20      15806        700     X         6              700          0          0
JABIL CIRCUIT INC             COM             46631310     379470      12894     X         13               0          0      12894
JABIL CIRCUIT INC             COM             46631310    8358275     299998     X         3           299998          0          0
JABIL CIRCUIT INC             COM             46631310       2296         78     X         4               78          0          0
JABIL CIRCUIT INC             COM             46631310    4305403     146293     X         5            21168          0     125125
JABIL CIRCUIT INC             COM             46631310     426411      14489     X  X      6             4275          0      10214
JABIL CIRCUIT INC             COM             46631310    2209546      75078     X         6            22378          0      52700
JACK IN THE BOX INC           COM             46636710   21545864     862870     X         3           862870          0          0
JACK IN THE BOX INC           COM             46636710     396149      15865     X         5            14380          0       1485
JACK IN THE BOX INC           COM             46636710       1249         50     X         6               50          0          0
JACOBS ENGR GROUP INC DEL     COM             46981410    5856336     131471     X         3           131471          0          0
JACOBS ENGR GROUP INC DEL     COM             46981410    1999552      44833     X         5            20766          0      24067
JACOBS ENGR GROUP INC DEL     COM             46981410     209620       4700     X  X      6             4700          0          0
JACOBS ENGR GROUP INC DEL     COM             46981410     525477      11782     X         6            11782          0          0
JACUZZI BRANDS INC            COM             46986510       4099        437     X         5              407          0         30
JACUZZI BRANDS INC            COM             46986510      58784       6267     X  X      6             6252          0         15
JACUZZI BRANDS INC            COM             46986510     709231      75611     X         6            75611          0          0
JAKKS PAC INC                 COM             47012E10     122528       8174     X         5             2100          0       6074
JAKKS PAC INC                 COM             47012E10      67455       4500     X         6             4500          0          0
JAKKS PAC INC                 COM             47012E10       2698        180     X         7              180          0          0
JAMESON INNS INC              COM             47045710      69600      24000     X  X      6            24000          0          0
JANUS CAP GROUP INC           COM             47102X10    5644810     344616     X         3           344616          0          0
JANUS CAP GROUP INC           COM             47102X10    2887909     176307     X         5           173374          0       2933
JANUS CAP GROUP INC           COM             47102X10      86405       5275     X  X      6             4875          0        400
JANUS CAP GROUP INC           COM             47102X10      30794       1880     X         6             1880          0          0
JAPAN SMALLER CAPTLZTN FD IN  COM             47109U10    2218568     155689     X         5           144589          0      11100
JARDEN CORP                   COM             47110910    2897652      81601     X         3            81601          0          0
JARDEN CORP                   COM             47110910     181101       5100     X  X      6             4650        450          0
JARDEN CORP                   COM             47110910     250168       7045     X         6             4836          0       2209
JARDEN CORP                   COM             47110910       2131         60     X         7               60          0          0
JEFFERIES GROUP INC NEW       COM             47231910       5300        150     X         1              150          0          0
JEFFERIES GROUP INC NEW       COM             47231910    1891215      53530     X         3            53530          0          0
JEFFERIES GROUP INC NEW       COM             47231910     147503       4175     X         5             3775          0        400
JEFFERIES GROUP INC NEW       COM             47231910     185659       5255     X  X      6             5255          0          0
JEFFERIES GROUP INC NEW       COM             47231910    2129622      60278     X         6            51498          0       8780
JEFFERSON PILOT CORP          COM             47507010    3199987      53109     X         3            53109          0          0
JEFFERSON PILOT CORP          COM             47507010    3176044      57736     X         5            28014          0      29722
JEFFERSON PILOT CORP          COM             47507010   13237001     240629     X  X      6           185692      42388      12549
JEFFERSON PILOT CORP          COM             47507010   37710125     685514     X         6           680013       3155       2346
JETBLUE AWYS CORP             COM             47714310       3788        150     X         13               0          0        150
JETBLUE AWYS CORP             COM             47714310   35434016    1397335     X         3          1397335          0          0
JETBLUE AWYS CORP             COM             47714310     198819       7874     X         5             1987          0       5887
JETBLUE AWYS CORP             COM             47714310      22725        900     X  X      6              900          0          0
JETBLUE AWYS CORP             COM             47714310      39138       1550     X         6             1550          0          0
JILIN CHEM INDL LTD           SPON ADR H SHS  47741810     223516      10146     X         5                0          0      10146
JOHNSON & JOHNSON             COM             47816010    3202156      63134     X  X      1            61334       1800          0
JOHNSON & JOHNSON             COM             47816010    4470207      88135     X         1            87935          0        200
JOHNSON & JOHNSON             COM             47816010    1355644      26728     X         11               0      26728          0
JOHNSON & JOHNSON             COM             47816010    2219811      43766     X         13               0          0      43766
JOHNSON & JOHNSON             COM             47816010  193649395    3991538     X         3          3991538          0          0
JOHNSON & JOHNSON             COM             47816010      20288        400     X  X      4              400          0          0
JOHNSON & JOHNSON             COM             47816010      25918        511     X         4              511          0          0
JOHNSON & JOHNSON             COM             47816010   89883341    1772148     X         5           879811          0     892337
JOHNSON & JOHNSON             COM             47816010  221658066    4370230     X  X      6          3238099     626707     505424
JOHNSON & JOHNSON             COM             47816010  278536944    5491659     X         6          4758311      15588     717760
JOHNSON & JOHNSON             COM             47816010     132126       2605     X  X      7             2605          0          0
JOHNSON & JOHNSON             COM             47816010     428838       8455     X         7             8455          0          0
JOHNSON & JOHNSON             COM             47816010    4438000      87500     X         8            87500          0          0
JOHNSON CTLS INC              COM             47836610      11830        200     X  X      1              200          0          0
JOHNSON CTLS INC              COM             47836610      89790       1518     X         1             1518          0          0
JOHNSON CTLS INC              COM             47836610   48726537     863014     X         3           863014          0          0
JOHNSON CTLS INC              COM             47836610    9279185     156875     X         5           147623          0       9252
JOHNSON CTLS INC              COM             47836610   49274020     833035     X  X      6           802743      10884      19408
JOHNSON CTLS INC              COM             47836610   33367343     564114     X         6           504935       1040      58139
JOHNSON CTLS INC              COM             47836610       8044        136     X         7              136          0          0
JONES APPAREL GROUP INC       COM             48007410   18501122     511211     X         3           511211          0          0
JONES APPAREL GROUP INC       COM             48007410       2567         71     X         4               71          0          0
JONES APPAREL GROUP INC       COM             48007410     734857      20328     X         5            19867          0        461
JONES APPAREL GROUP INC       COM             48007410    1060063      29324     X  X      6             9030          0      20294
JONES APPAREL GROUP INC       COM             48007410    3542989      98008     X         6            31931        121      65956
JONES APPAREL GROUP INC       COM             48007410       1627         45     X  X      7               45          0          0
JONES APPAREL GROUP INC       COM             48007410       1880         52     X         7               52          0          0
JOS A BANK CLOTHIERS INC      COM             48083810    1985184      55144     X         3            55144          0          0
JOS A BANK CLOTHIERS INC      COM             48083810      16308        450     X         5                0          0        450
JOS A BANK CLOTHIERS INC      COM             48083810     760786      20993     X         6                0          0      20993
JOURNAL REGISTER CO           COM             48113810   73311453    3507725     X         11               0    3507725          0
JOURNAL REGISTER CO           COM             48113810       3762        180     X         13               0          0        180
JOURNAL REGISTER CO           COM             48113810    8146820     389800     X         3           389800          0          0
JOURNAL REGISTER CO           COM             48113810       3135        150     X         5              150          0          0
JOURNAL REGISTER CO           COM             48113810      28215       1350     X  X      6             1350          0          0
JOURNAL REGISTER CO           COM             48113810     385083      18425     X         6            13425          0       5000
JOY GLOBAL INC                COM             48116510   25924527     925584     X         3           925584          0          0
JOY GLOBAL INC                COM             48116510      43646       1556     X         5              276          0       1280
JOY GLOBAL INC                COM             48116510       2272         81     X  X      6               81          0          0
JOY GLOBAL INC                COM             48116510      11332        404     X         6              404          0          0
JUNIPER NETWORKS INC          COM             48203R10      26358       1013     X         13               0          0       1013
JUNIPER NETWORKS INC          COM             48203R10    9521072     365625     X         3           365625          0          0
JUNIPER NETWORKS INC          COM             48203R10    2961206     113805     X         5            50569          0      63236
JUNIPER NETWORKS INC          COM             48203R10     125026       4805     X  X      6             3805          0       1000
JUNIPER NETWORKS INC          COM             48203R10     399173      15341     X         6            15341          0          0
JUNIPER NETWORKS INC          COM             48203R10       4423        170     X         7              170          0          0
KCS ENERGY INC                COM             48243420    3099383     289662     X         3           289662          0          0
KCS ENERGY INC                COM             48243420      23540       2200     X         5             2000          0        200
KCS ENERGY INC                COM             48243420      83813       7833     X         6                0          0       7833
KCS ENERGY INC                COM             48243420       2087        195     X         7              195          0          0
KLA-TENCOR CORP               COM             48248010       7140        142     X         13               0          0        142
KLA-TENCOR CORP               COM             48248010   10246678     203509     X         3           203509          0          0
KLA-TENCOR CORP               COM             48248010    1526149      30353     X         5             9053          0      21300
KLA-TENCOR CORP               COM             48248010    6647016     132200     X  X      6           128755       1045       2400
KLA-TENCOR CORP               COM             48248010    1842259      36640     X         6             9035          0      27605
KLM ROYAL DUTCH AIRLS         COM NY REG NEW  48251630    1492948      71880     X         5            41170          0      30710
KLM ROYAL DUTCH AIRLS         COM NY REG NEW  48251630      14539        700     X  X      6              700          0          0
K-SWISS INC                   CL A            48268610    1573421      64300     X         3            64300          0          0
K-SWISS INC                   CL A            48268610    1197317      48930     X         5            48930          0          0
K-SWISS INC                   CL A            48268610     122350       5000     X  X      6                0       5000          0
KT CORP                       SPONSORED ADR   48268K10    6256011     328572     X         3           328572          0          0
KT CORP                       SPONSORED ADR   48268K10       7330        385     X  X      4              385          0          0
KT CORP                       SPONSORED ADR   48268K10     839721      44103     X         5             3208          0      40895
KT CORP                       SPONSORED ADR   48268K10      26808       1408     X  X      6             1408          0          0
KT CORP                       SPONSORED ADR   48268K10      46343       2434     X         6             2434          0          0
KT CORP                       SPONSORED ADR   48268K10       5217        274     X  X      7              274          0          0
KVH INDS INC                  COM             48273810     770935      53500     X         3            53500          0          0
KVH INDS INC                  COM             48273810     138840       9635     X         5             9635          0          0
KVH INDS INC                  COM             48273810     241022      16726     X         6            16726          0          0
K V PHARMACEUTICAL CO         CL B CONV       48274010       4946        180     X         1              180          0          0
K V PHARMACEUTICAL CO         CL B CONV       48274010      90272       3285     X         5              125          0       3160
K V PHARMACEUTICAL CO         CL B CONV       48274010     221077       8045     X  X      6             8045          0          0
K V PHARMACEUTICAL CO         CL B CONV       48274010    1216924      44284     X         6            30729          0      13555
K V PHARMACEUTICAL CO         CL A            48274020     560066      22804     X         5            22490          0        314
K V PHARMACEUTICAL CO         CL A            48274020      64151       2612     X  X      6             2612          0          0
K V PHARMACEUTICAL CO         CL A            48274020      85125       3466     X         6             3466          0          0
KADANT INC                    COM             48282T10   18436842     884181     X         3           884181          0          0
KADANT INC                    COM             48282T10       2731        131     X         5               37          0         94
KADANT INC                    COM             48282T10     176600       8470     X         6             3600          0       4870
KADANT INC                    COM             48282T10       6443        309     X  X      7              309          0          0
KNBT BANCORP INC              COM             48292110      17159        970     X         5              200          0        770
KNBT BANCORP INC              COM             48292110     258309      14602     X         6            14602          0          0
KAMAN CORP                    CL A            48354810    2375154     159086     X         3           159086          0          0
KAMAN CORP                    CL A            48354810    1705218     114598     X         5                0          0     114598
KAMAN CORP                    CL A            48354810       1071         72     X  X      6               72          0          0
KAMAN CORP                    CL A            48354810       7440        500     X         6              500          0          0
KANEB PIPE LINE PARTNERS L P  SR PREF UNIT    48416910     245596       4588     X         5             3588          0       1000
KANEB PIPE LINE PARTNERS L P  SR PREF UNIT    48416910     535300      10000     X  X      6             4000       6000          0
KANEB PIPE LINE PARTNERS L P  SR PREF UNIT    48416910      33456        625     X         6              625          0          0
KANSAS CITY SOUTHERN          COM NEW         48517030     302673      21775     X         5            18625          0       3150
KANSAS CITY SOUTHERN          COM NEW         48517030      53029       3815     X  X      6             3215        500        100
KANSAS CITY SOUTHERN          COM NEW         48517030      27105       1950     X         6             1950          0          0
KAYDON CORP                   COM             48658710      22024        800     X  X      1              800          0          0
KAYDON CORP                   COM             48658710     129914       4719     X         5             1271          0       3448
KAYDON CORP                   COM             48658710     151415       5500     X  X      6             5500          0          0
KAYDON CORP                   COM             48658710     264288       9600     X         6             9600          0          0
KEANE INC                     COM             48666510       2361        150     X         11               0        150          0
KEANE INC                     COM             48666510       1165         74     X         13               0          0         74
KEANE INC                     COM             48666510     979878      62254     X         3            62254          0          0
KEANE INC                     COM             48666510     386480      24554     X         5             3320          0      21234
KEANE INC                     COM             48666510      69256       4400     X  X      6             4400          0          0
KEANE INC                     COM             48666510    1851433     117626     X         6           117626          0          0
KB HOME                       COM             48666K10       2424         30     X         13               0          0         30
KB HOME                       COM             48666K10    1506004      18879     X         3            18879          0          0
KB HOME                       COM             48666K10    1600486      19808     X         5            19358          0        450
KB HOME                       COM             48666K10    6104440      75550     X  X      6            75550          0          0
KB HOME                       COM             48666K10    1983236      24545     X         6             1972          0      22573
KELLOGG CO                    COM             48783610     172656       4400     X  X      1             4400          0          0
KELLOGG CO                    COM             48783610      54858       1398     X         1             1398          0          0
KELLOGG CO                    COM             48783610      62784       1600     X         11               0       1600          0
KELLOGG CO                    COM             48783610     220686       5624     X         13               0          0       5624
KELLOGG CO                    COM             48783610   23754351     604409     X         3           604409          0          0
KELLOGG CO                    COM             48783610       3021         77     X         4               77          0          0
KELLOGG CO                    COM             48783610    4824205     122941     X         5            72730          0      50211
KELLOGG CO                    COM             48783610   15946704     406389     X  X      6            86444       8220     311725
KELLOGG CO                    COM             48783610    5473077     139477     X         6            64807         39      74631
KELLOGG CO                    COM             48783610       1884         48     X  X      7               48          0          0
KELLOGG CO                    COM             48783610       2158         55     X         7               55          0          0
KELLWOOD CO                   COM             48804410   28214038     718829     X         3           718829          0          0
KELLWOOD CO                   COM             48804410     630118      16054     X         5            15243          0        811
KELLWOOD CO                   COM             48804410       2355         60     X  X      6               60          0          0
KELLWOOD CO                   COM             48804410     152879       3895     X         6              303          0       3592
KELLY SVCS INC                CL A            48815220       2369         80     X         1               80          0          0
KELLY SVCS INC                CL A            48815220    1000640      33794     X         3            33794          0          0
KELLY SVCS INC                CL A            48815220    1223633      41325     X         5             2290          0      39035
KELLY SVCS INC                CL A            48815220     521047      17597     X  X      6            17597          0          0
KELLY SVCS INC                CL A            48815220     568808      19210     X         6            14090          0       5120
KEMET CORP                    COM             48836010    8051107     561444     X         3           561444          0          0
KEMET CORP                    COM             48836010      51839       3615     X         5             3555          0         60
KEMET CORP                    COM             48836010      11472        800     X  X      6              800          0          0
KEMET CORP                    COM             48836010     102531       7150     X         6             7150          0          0
KENNAMETAL INC                COM             48917010   12789449     308136     X         3           308136          0          0
KENNAMETAL INC                COM             48917010      20635        500     X         5              400          0        100
KENNAMETAL INC                COM             48917010      79734       1932     X  X      6             1532        400          0
KENNAMETAL INC                COM             48917010    1552041      37607     X         6            34471         36       3100
KENSEY NASH CORP              COM             49005710    8957301     361291     X         3           361291          0          0
KENSEY NASH CORP              COM             49005710      31953       1301     X  X      6             1301          0          0
KENSEY NASH CORP              COM             49005710     993845      40466     X         6            34964         42       5460
KERR MCGEE CORP               COM             49238610     430025       8350     X         11               0       8350          0
KERR MCGEE CORP               COM             49238610    1292496      25097     X         13               0          0      25097
KERR MCGEE CORP               COM             49238610    2119446      41171     X         3            41171          0          0
KERR MCGEE CORP               COM             49238610    6288974     122116     X         5            29981          0      92135
KERR MCGEE CORP               COM             49238610     870762      16908     X  X      6            16808        100          0
KERR MCGEE CORP               COM             49238610    3209068      62312     X         6            11915          0      50397
KERR MCGEE CORP               COM             49238610      22145        430     X         7              430          0          0
KERR MCGEE CORP               DECS    080404  49238630    1386750      27735     X         5            27735          0          0
KERR MCGEE CORP               DECS    080404  49238630       5000        100     X         6              100          0          0
KEY ENERGY SVCS INC           COM             49291410     425865      38715     X         5            37905          0        810
KEY ENERGY SVCS INC           COM             49291410      84590       7690     X  X      6             7690          0          0
KEY ENERGY SVCS INC           COM             49291410     962313      87483     X         6            87483          0          0
KEY TECHNOLOGY INC            COM             49314310    2474541     154177     X         5                0          0     154177
KEYCORP NEW                   COM             49326710      33319       1100     X         11               0       1100          0
KEYCORP NEW                   COM             49326710      96686       3192     X         13               0          0       3192
KEYCORP NEW                   COM             49326710   17209630     650482     X         3           650482          0          0
KEYCORP NEW                   COM             49326710    5618946     185505     X         5            26607          0     158898
KEYCORP NEW                   COM             49326710    3973927     131196     X  X      6            98692      26070       6434
KEYCORP NEW                   COM             49326710    3392783     112010     X         6            82927          0      29083
KEYCORP NEW                   COM             49326710       9087        300     X         7              300          0          0
KEYSPAN CORP                  COM             49337W10     841031      22005     X         13               0          0      22005
KEYSPAN CORP                  COM             49337W10    2667794      69801     X         3            69801          0          0
KEYSPAN CORP                  COM             49337W10     480005      12559     X         5             7551          0       5008
KEYSPAN CORP                  COM             49337W10     574982      15044     X  X      6             8721        352       5971
KEYSPAN CORP                  COM             49337W10     652186      17064     X         6            10914          0       6150
KEYSPAN CORP                  COM             49337W10      13377        350     X  X      7              350          0          0
KFORCE INC                    COM             49373210    6024311     629853     X         3           629853          0          0
KFORCE INC                    COM             49373210      23855       2511     X  X      6             2511          0          0
KFORCE INC                    COM             49373210     833578      87745     X         6            80657         88       7000
KIMBERLY CLARK CORP           COM             49436810    1574850      24958     X  X      1            24958          0          0
KIMBERLY CLARK CORP           COM             49436810      69410       1100     X         1             1100          0          0
KIMBERLY CLARK CORP           COM             49436810     109731       1739     X         11               0       1739          0
KIMBERLY CLARK CORP           COM             49436810      49597        786     X         13               0          0        786
KIMBERLY CLARK CORP           COM             49436810   29083981     452223     X         3           452223          0          0
KIMBERLY CLARK CORP           COM             49436810       4796         76     X         4               76          0          0
KIMBERLY CLARK CORP           COM             49436810   11775694     186620     X         5           106305          0      80315
KIMBERLY CLARK CORP           COM             49436810   49814737     789457     X  X      6           562238     167037      60182
KIMBERLY CLARK CORP           COM             49436810   36617309     580306     X         6           464145       1529     114632
KIMBERLY CLARK CORP           COM             49436810       3029         48     X  X      7               48          0          0
KIMBERLY CLARK CORP           COM             49436810      62974        998     X         7              998          0          0
KIMBERLY CLARK CORP           COM             49436810    6354170     100700     X         8           100700          0          0
KIMCO REALTY CORP             COM             49446R10      34412        675     X         11               0        675          0
KIMCO REALTY CORP             COM             49446R10     395095       7750     X         5             5400          0       2350
KIMCO REALTY CORP             COM             49446R10     116744       2290     X  X      6             1140        950        200
KIMCO REALTY CORP             COM             49446R10     198822       3900     X         6             3900          0          0
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010      27054        600     X         13               0          0        600
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010    5688633     126162     X         5            20722          0     105440
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010    1739211      38572     X  X      6            19597       6975      12000
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010     680183      15085     X         6            13885        300        900
KINDER MORGAN INC KANS        COM             49455P10    6705202     106398     X         3           106398          0          0
KINDER MORGAN INC KANS        COM             49455P10     564659       8960     X         5             3486          0       5474
KINDER MORGAN INC KANS        COM             49455P10      80035       1270     X  X      6              570          0        700
KINDER MORGAN INC KANS        COM             49455P10     690762      10961     X         6             1050          0       9911
KINDER MORGAN MANAGEMENT LLC  SHS             49455U10       4370        103     X         13               0          0        103
KINDER MORGAN MANAGEMENT LLC  SHS             49455U10      74738       1767     X         5              102          0       1665
KINDER MORGAN MANAGEMENT LLC  SHS             49455U10      12944        306     X  X      6              306          0          0
KINDER MORGAN MANAGEMENT LLC  SHS             49455U10     305871       7231     X         6             7231          0          0
KINDRED HEALTHCARE INC        COM             49458010     236410       4700     X         6             4700          0          0
KINETIC CONCEPTS INC          COM NEW         49460W20    5790135     129100     X         3           129100          0          0
KINETIC CONCEPTS INC          COM NEW         49460W20       4620        103     X         5               53          0         50
KINETIC CONCEPTS INC          COM NEW         49460W20     282555       6300     X         6             5700          0        600
KING PHARMACEUTICALS INC      COM             49558210   15300505     966209     X         3           966209          0          0
KING PHARMACEUTICALS INC      COM             49558210    1387801      82411     X         5            68908          0      13503
KING PHARMACEUTICALS INC      COM             49558210     630641      37449     X  X      6              600          0      36849
KING PHARMACEUTICALS INC      COM             49558210    4218892     250528     X         6            36991          0     213537
KING PHARMACEUTICALS INC      DBCV  2.750%11/ 495582AG      14475      15000     X         5            15000          0          0
KINROSS GOLD CORP             COM NEW         49690220     566323      77261     X         5            54077          0      23184
KINROSS GOLD CORP             COM NEW         49690220      33520       4573     X  X      6             4573          0          0
KINROSS GOLD CORP             COM NEW         49690220      43489       5933     X         6             5933          0          0
KIRBY CORP                    COM             49726610   18905505     559500     X         11               0     559500          0
KIRBY CORP                    COM             49726610    7247955     214500     X         3           214500          0          0
KMART HLDG CORPORATION        COM             49878010     197071       4751     X         5              376          0       4375
KMART HLDG CORPORATION        COM             49878010       4729        114     X  X      6              114          0          0
KMART HLDG CORPORATION        COM             49878010     286212       6900     X         6             6900          0          0
KNAPE & VOGT MFG CO           COM             49878210     673066      49345     X         5                0          0      49345
KNIGHT RIDDER INC             COM             49904010      51275        700     X         1              700          0          0
KNIGHT RIDDER INC             COM             49904010   16169571     220745     X         11               0     220745          0
KNIGHT RIDDER INC             COM             49904010      27835        380     X         13               0          0        380
KNIGHT RIDDER INC             COM             49904010   14021906     189821     X         3           189821          0          0
KNIGHT RIDDER INC             COM             49904010    1878936      25651     X         5            18637          0       7014
KNIGHT RIDDER INC             COM             49904010    5729981      78225     X  X      6            64507       2346      11372
KNIGHT RIDDER INC             COM             49904010   11693996     159645     X         6           113040        140      46465
KNIGHT RIDDER INC             COM             49904010      10988        150     X         7              150          0          0
KNIGHT TRADING GROUP INC      COM             49906310       1264        100     X         11               0        100          0
KNIGHT TRADING GROUP INC      COM             49906310    4891824     386400     X         3           386400          0          0
KNIGHT TRADING GROUP INC      COM             49906310     931884      73725     X         5            52557          0      21168
KNIGHT TRADING GROUP INC      COM             49906310      10744        850     X  X      6              850          0          0
KNIGHT TRADING GROUP INC      COM             49906310     164320      13000     X         6                0          0      13000
KNOLOGY INC                   COM             49918380    2385876     346281     X         6           346281          0          0
KOGER EQUITY INC              COM             50022810      58675       2500     X         5                0          0       2500
KOGER EQUITY INC              COM             50022810      77451       3300     X  X      6             3300          0          0
KOGER EQUITY INC              COM             50022810     164290       7000     X         6             7000          0          0
KOHLS CORP                    COM             50025510   14934840     309018     X         3           309018          0          0
KOHLS CORP                    COM             50025510    1140781      23604     X         5            11162          0      12442
KOHLS CORP                    COM             50025510     578752      11975     X  X      6            11825        150          0
KOHLS CORP                    COM             50025510    2242077      46391     X         6            29262          0      17129
KOHLS CORP                    COM             50025510       4350         90     X         7               90          0          0
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730     594709      72086     X         13               0          0      72086
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730     426005      51637     X         5            36938          0      14699
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730      64061       7765     X  X      6             4925          0       2840
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730      45128       5470     X         6             5470          0          0
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230      72392       2498     X         13               0          0       2498
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230       8172        282     X  X      4              282          0          0
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230    1123207      38758     X         5            25552          0      13206
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230    1089996      37612     X  X      6            26548        356      10708
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230     990768      34188     X         6            34188          0          0
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230       5593        193     X  X      7              193          0          0
KOOKMIN BK NEW                SPONSORED ADR   50049M10    1335180      33000     X         3            33000          0          0
KOOKMIN BK NEW                SPONSORED ADR   50049M10      11531        285     X  X      6              285          0          0
KOOKMIN BK NEW                SPONSORED ADR   50049M10       7404        183     X         6              183          0          0
KOPIN CORP                    COM             50060010     105427      18240     X         5            14440          0       3800
KOPIN CORP                    COM             50060010       2312        400     X  X      6              400          0          0
KOPIN CORP                    COM             50060010     310045      53641     X         6            53641          0          0
KOREA ELECTRIC PWR            SPONSORED ADR   50063110       4561        442     X  X      4              442          0          0
KOREA ELECTRIC PWR            SPONSORED ADR   50063110    1097914     106387     X         5            20996          0      85391
KOREA ELECTRIC PWR            SPONSORED ADR   50063110      56708       5495     X  X      6             2625          0       2870
KOREA ELECTRIC PWR            SPONSORED ADR   50063110      36512       3538     X         6             3538          0          0
KOREA ELECTRIC PWR            SPONSORED ADR   50063110       3282        318     X  X      7              318          0          0
KOREA FD                      COM             50063410     566623      26602     X         5             2300          0      24302
KOREA FD                      COM             50063410    2274562     106787     X         9           106787          0          0
KOREA EQUITY FD INC           COM             50063B10      64617      11900     X         9            11900          0          0
KORN FERRY INTL               COM NEW         50064320      16000       1000     X         13               0          0       1000
KORN FERRY INTL               COM NEW         50064320     584992      36562     X         3            36562          0          0
KORN FERRY INTL               COM NEW         50064320     230784      14424     X         5             2824          0      11600
KOS PHARMACEUTICALS INC       COM             50064810    1222551      30000     X         3            30000          0          0
KOS PHARMACEUTICALS INC       COM             50064810     438118      10754     X         5            10754          0          0
KOS PHARMACEUTICALS INC       COM             50064810      15685        385     X         6              385          0          0
KRAFT FOODS INC               CL A            50075N10       9603        300     X  X      1              300          0          0
KRAFT FOODS INC               CL A            50075N10       8003        250     X         1              250          0          0
KRAFT FOODS INC               CL A            50075N10     133130       4159     X         13               0          0       4159
KRAFT FOODS INC               CL A            50075N10   10891260     363100     X         3           363100          0          0
KRAFT FOODS INC               CL A            50075N10       7522        235     X  X      4              235          0          0
KRAFT FOODS INC               CL A            50075N10       5762        180     X         4              180          0          0
KRAFT FOODS INC               CL A            50075N10    3351471     104701     X         5            73316          0      31385
KRAFT FOODS INC               CL A            50075N10     646666      20202     X  X      6            17521       1606       1075
KRAFT FOODS INC               CL A            50075N10    2770690      86557     X         6            82422          0       4135
KRAFT FOODS INC               CL A            50075N10        960         30     X  X      7               30          0          0
KRAFT FOODS INC               CL A            50075N10      29065        908     X         7              908          0          0
KRAFT FOODS INC               CL A            50075N10    2951322      92200     X         8            92200          0          0
KRISPY KREME DOUGHNUTS INC    COM             50101410      49965       1455     X         13               0          0       1455
KRISPY KREME DOUGHNUTS INC    COM             50101410    3753225     109296     X         3           109296          0          0
KRISPY KREME DOUGHNUTS INC    COM             50101410       3434        100     X         4              100          0          0
KRISPY KREME DOUGHNUTS INC    COM             50101410    1372845      39978     X         5            30918          0       9060
KRISPY KREME DOUGHNUTS INC    COM             50101410    1431532      41687     X  X      6            37182       3760        745
KRISPY KREME DOUGHNUTS INC    COM             50101410   14089256     410287     X         6           407856        755       1676
KRISPY KREME DOUGHNUTS INC    COM             50101410      13049        380     X         7              380          0          0
KROGER CO                     COM             50104410       2829        170     X         13               0          0        170
KROGER CO                     COM             50104410    4689309     281610     X         3           281610          0          0
KROGER CO                     COM             50104410    2009164     120743     X         5            96733          0      24010
KROGER CO                     COM             50104410    1107425      66552     X  X      6            63257       1070       2225
KROGER CO                     COM             50104410    3920717     235620     X         6            96411          0     139209
KROLL INC                     COM             50104910   11110799     410700     X         3           410700          0          0
KROLL INC                     COM             50104910     824295      30700     X         5            28000          0       2700
KROLL INC                     COM             50104910      36704       1367     X  X      6             1367          0          0
KROLL INC                     COM             50104910    2472670      92092     X         6            88345         47       3700
KRONOS INC                    COM             50105210    2669997      80600     X         3            80600          0          0
KRONOS INC                    COM             50105210     127713       3926     X         5             1611          0       2315
KRONOS INC                    COM             50105210      30969        952     X  X      6              952          0          0
KRONOS INC                    COM             50105210     537038      16509     X         6            15579         30        900
KUBOTA CORP                   ADR             50117320    3828408     158000     X         3           158000          0          0
KUBOTA CORP                   ADR             50117320      25488       1062     X  X      6             1062          0          0
KUBOTA CORP                   ADR             50117320     217800       9075     X         6             9075          0          0
KUBOTA CORP                   ADR             50117320       4176        174     X         7              174          0          0
KULICKE & SOFFA INDS INC      COM             50124210    4521646     385806     X         3           385806          0          0
KULICKE & SOFFA INDS INC      COM             50124210     101790       8700     X         5             8100          0        600
KULICKE & SOFFA INDS INC      COM             50124210      87750       7500     X  X      6             7500          0          0
KULICKE & SOFFA INDS INC      COM             50124210     122171      10442     X         6                0          0      10442
KYOCERA CORP                  ADR             50155620        923         11     X         13               0          0         11
KYOCERA CORP                  ADR             50155620      34756        414     X         5                0          0        414
KYOCERA CORP                  ADR             50155620     433886       5169     X         6             4998          0        171
KYPHON INC                    COM             50157710    3466950     145000     X         3           145000          0          0
KYPHON INC                    COM             50157710      11955        500     X         5              300          0        200
KYPHON INC                    COM             50157710       1243         52     X  X      6               52          0          0
KYPHON INC                    COM             50157710      21782        911     X         6              911          0          0
LCA-VISION INC                COM PAR $.001   50180330    4959328     211305     X         3           211305          0          0
LCA-VISION INC                COM PAR $.001   50180330      33234       1410     X         5             1410          0          0
LCA-VISION INC                COM PAR $.001   50180330        849         36     X  X      6               36          0          0
LCA-VISION INC                COM PAR $.001   50180330     137437       5831     X         6              125          0       5706
L S B BANCSHARES N C          COM             50215810      31312       1811     X         5                0          0       1811
L S B BANCSHARES N C          COM             50215810     123900       7166     X  X      6             2008       5158          0
L S B BANCSHARES N C          COM             50215810     225064      13017     X         6            13017          0          0
LSI LOGIC CORP                COM             50216110       2802        300     X         11               0        300          0
LSI LOGIC CORP                COM             50216110     260166      27855     X         13               0          0      27855
LSI LOGIC CORP                COM             50216110    1333005     142720     X         3           142720          0          0
LSI LOGIC CORP                COM             50216110    1610403     172420     X         5           142930          0      29490
LSI LOGIC CORP                COM             50216110      63493       6798     X  X      6              600       5898        300
LSI LOGIC CORP                COM             50216110     218696      23415     X         6            23065        350          0
LSI LOGIC CORP                COM             50216110    1797950     192500     X         8           192500          0          0
LSI LOGIC CORP                NOTE  4.000%11/ 502161AG      39250      40000     X  X      6            40000          0          0
LTX CORP                      COM             50239210   19199002    1266488     X         3          1266488          0          0
LTX CORP                      COM             50239210      50485       3350     X         5              250          0       3100
LTX CORP                      COM             50239210      87074       5778     X  X      6             5778          0          0
LTX CORP                      COM             50239210    2035354     135060     X         6           116603         99      18358
L-3 COMMUNICATIONS HLDGS INC  COM             50242410     400895       6740     X         13               0          0       6740
L-3 COMMUNICATIONS HLDGS INC  COM             50242410   27035618     491654     X         3           491654          0          0
L-3 COMMUNICATIONS HLDGS INC  COM             50242410   14319988     240753     X         5           107861          0     132892
L-3 COMMUNICATIONS HLDGS INC  COM             50242410    2039569      34290     X  X      6            15541        300      18449
L-3 COMMUNICATIONS HLDGS INC  COM             50242410    3326954      55934     X         6            30725          0      25209
LA QUINTA CORP                PAIRED CTF      50419U20   26707849    3542155     X         3          3542155          0          0
LA QUINTA CORP                PAIRED CTF      50419U20      54514       7230     X         5             6730          0        500
LA QUINTA CORP                PAIRED CTF      50419U20      87916      11660     X         6                0          0      11660
LA Z BOY INC                  COM             50533610     382715      17588     X         5            17588          0          0
LA Z BOY INC                  COM             50533610       2502        115     X         6              115          0          0
LABOR READY INC               COM NEW         50540120    2038208     150755     X         3           150755          0          0
LABOR READY INC               COM NEW         50540120      14872       1100     X         5              500          0        600
LABOR READY INC               COM NEW         50540120      29825       2206     X         6                0          0       2206
LABONE INC NEW                COM             50540L10    6043075     197300     X         3           197300          0          0
LABONE INC NEW                COM             50540L10     103765       3401     X  X      6             3401          0          0
LABONE INC NEW                COM             50540L10     888207      29112     X         6            26782         30       2300
LABORATORY CORP AMER HLDGS    COM NEW         50540R40    2616484      66662     X         5            39672          0      26990
LABORATORY CORP AMER HLDGS    COM NEW         50540R40     161985       4127     X  X      6             3502        625          0
LABORATORY CORP AMER HLDGS    COM NEW         50540R40     544123      13863     X         6             6663       7200          0
LABRANCHE & CO INC            COM             50544710    7279852     649407     X         3           649407          0          0
LABRANCHE & CO INC            COM             50544710     645931      57621     X         5            38275          0      19346
LABRANCHE & CO INC            COM             50544710       5605        500     X  X      6              500          0          0
LADISH INC                    COM NEW         50575420    4198324     478169     X         3           478169          0          0
LAFARGE COPPEE S A            SPON ADR NEW    50586140     734760      36000     X         3            36000          0          0
LAFARGE COPPEE S A            SPON ADR NEW    50586140      52699       2582     X         5             2547          0         35
LAFARGE COPPEE S A            SPON ADR NEW    50586140     112459       5510     X  X      6             4000          0       1510
LAFARGE COPPEE S A            SPON ADR NEW    50586140     434835      21305     X         6            21305          0          0
LAFARGE NORTH AMERICA INC     COM             50586210    6091037     149841     X         5           149641          0        200
LAFARGE NORTH AMERICA INC     COM             50586210      35975        885     X  X      6              885          0          0
LAFARGE NORTH AMERICA INC     COM             50586210     440524      10837     X         6            10837          0          0
LAIDLAW INTL INC              COM             50730R10       1746        120     X         13               0          0        120
LAIDLAW INTL INC              COM             50730R10   11317572     779700     X         3           779700          0          0
LAIDLAW INTL INC              COM             50730R10      43650       3000     X  X      6             3000          0          0
LAM RESEARCH CORP             COM             51280710      62800       2500     X         1             2500          0          0
LAM RESEARCH CORP             COM             51280710       4321        172     X         13               0          0        172
LAM RESEARCH CORP             COM             51280710   12320959     488733     X         3           488733          0          0
LAM RESEARCH CORP             COM             51280710    2425462      96555     X         5            36526          0      60029
LAM RESEARCH CORP             COM             51280710      99299       3953     X  X      6             1953       2000          0
LAM RESEARCH CORP             COM             51280710     938433      37358     X         6            37358          0          0
LAMAR ADVERTISING CO          CL A            51281510        847         21     X         13               0          0         21
LAMAR ADVERTISING CO          CL A            51281510     555612      14150     X         3            14150          0          0
LAMAR ADVERTISING CO          CL A            51281510      24210        600     X         5              400          0        200
LAMAR ADVERTISING CO          CL A            51281510       4640        115     X  X      6              115          0          0
LAMAR ADVERTISING CO          CL A            51281510      65367       1620     X         6             1620          0          0
LANCASTER COLONY CORP         COM             51384710    1404183      34757     X         3            34757          0          0
LANCASTER COLONY CORP         COM             51384710     376770       9326     X         5              126          0       9200
LANCASTER COLONY CORP         COM             51384710       5656        140     X         6              140          0          0
LANCE INC                     COM             51460610    4747216     289641     X         3           289641          0          0
LANCE INC                     COM             51460610      16971       1037     X         5                0          0       1037
LANCE INC                     COM             51460610     684093      41815     X  X      6            41815          0          0
LANCE INC                     COM             51460610    2414033     147557     X         6           147557          0          0
LANDAMERICA FINL GROUP INC    COM             51493610   11484408     242848     X         3           242848          0          0
LANDAMERICA FINL GROUP INC    COM             51493610     466631      10310     X         5             9210          0       1100
LANDAMERICA FINL GROUP INC    COM             51493610     107493       2375     X  X      6             2075          0        300
LANDAMERICA FINL GROUP INC    COM             51493610      55444       1225     X         6             1225          0          0
LANDAMERICA FINL GROUP INC    COM             51493610       1132         25     X         7               25          0          0
LANDRYS RESTAURANTS INC       COM             51508L10       3729        125     X         11               0        125          0
LANDRYS RESTAURANTS INC       COM             51508L10     568142      19046     X         5             6603          0      12443
LANDRYS RESTAURANTS INC       COM             51508L10      33887       1136     X  X      6             1136          0          0
LANDRYS RESTAURANTS INC       COM             51508L10     396441      13290     X         6            13290          0          0
LANDSTAR SYS INC              COM             51509810     604053      14751     X         5            12181          0       2570
LANDSTAR SYS INC              COM             51509810       1433         35     X  X      6               35          0          0
LANDSTAR SYS INC              COM             51509810     202498       4945     X         6             4945          0          0
LASALLE HOTEL PPTYS           COM SH BEN INT  51794210     433060      18350     X         5            16350          0       2000
LATIN AMER EQUITY FD INC NEW  COM             51827Q10      20318       1290     X         5             1290          0          0
LATIN AMER EQUITY FD INC NEW  COM             51827Q10      16837       1069     X         7             1069          0          0
LATIN AMER EQUITY FD INC NEW  COM             51827Q10    2426430     154059     X         9           154059          0          0
LATIN AMERN DISCOVERY FD INC  COM             51828C10      29866       2188     X         5             1530          0        658
LATIN AMERN DISCOVERY FD INC  COM             51828C10    4032783     295442     X         9           295442          0          0
LATTICE SEMICONDUCTOR CORP    COM             51841510       2270        260     X         13               0          0        260
LATTICE SEMICONDUCTOR CORP    COM             51841510    6664674     763422     X         3           763422          0          0
LATTICE SEMICONDUCTOR CORP    COM             51841510      86820       9945     X         5             8315          0       1630
LATTICE SEMICONDUCTOR CORP    COM             51841510      69840       8000     X  X      6             8000          0          0
LATTICE SEMICONDUCTOR CORP    COM             51841510       5762        660     X         7              660          0          0
LAUDER ESTEE COS INC          CL A            51843910       2931        100     X         3              100          0          0
LAUDER ESTEE COS INC          CL A            51843910     731832      16505     X         5            11892          0       4613
LAUDER ESTEE COS INC          CL A            51843910     129961       2931     X  X      6             1139          0       1792
LAUDER ESTEE COS INC          CL A            51843910    1175498      26511     X         6            26511          0          0
LAUDER ESTEE COS INC          CL A            51843910       4656        105     X         7              105          0          0
LAWSON SOFTWARE INC           COM             52078010      35690       4300     X         5             4300          0          0
LAWSON SOFTWARE INC           COM             52078010       2274        274     X  X      6              274          0          0
LAWSON SOFTWARE INC           COM             52078010      87731      10570     X         6            10570          0          0
LEAR CORP                     COM             52186510      37796        610     X         1              610          0          0
LEAR CORP                     COM             52186510   46835378     755897     X         11               0     755897          0
LEAR CORP                     COM             52186510     131975       2130     X         13               0          0       2130
LEAR CORP                     COM             52186510   26355919     424347     X         3           424347          0          0
LEAR CORP                     COM             52186510     855977      13815     X         5            12291          0       1524
LEAR CORP                     COM             52186510    2646993      42721     X  X      6            29002       1086      12633
LEAR CORP                     COM             52186510   13979849     225627     X         6           206880        726      18021
LEAR CORP                     COM             52186510      41203        665     X         7              665          0          0
LEAPFROG ENTERPRISES INC      CL A            52186N10    4724206     244145     X         5           241445          0       2700
LEAPFROG ENTERPRISES INC      CL A            52186N10       9191        475     X  X      6              475          0          0
LEAPFROG ENTERPRISES INC      CL A            52186N10        116          6     X         6                6          0          0
LEE ENTERPRISES INC           COM             52376810       6777        150     X         13               0          0        150
LEE ENTERPRISES INC           COM             52376810    1973282      43676     X         3            43676          0          0
LEE ENTERPRISES INC           COM             52376810      95330       2110     X         5             1880          0        230
LEE ENTERPRISES INC           COM             52376810     420174       9300     X  X      6             9300          0          0
LEE ENTERPRISES INC           COM             52376810      97363       2155     X         6             1055          0       1100
LEGGETT & PLATT INC           COM             52466010     568590      23981     X         13               0          0      23981
LEGGETT & PLATT INC           COM             52466010    1713451      72267     X         3            72267          0          0
LEGGETT & PLATT INC           COM             52466010    4038070     170311     X         5             6101          0     164210
LEGGETT & PLATT INC           COM             52466010     392519      16555     X  X      6            16555          0          0
LEGGETT & PLATT INC           COM             52466010   12682764     534912     X         6           534912          0          0
LEGG MASON INC                COM             52490110   22696476     244892     X         3           244892          0          0
LEGG MASON INC                COM             52490110    4566353      49217     X         5            27383          0      21834
LEGG MASON INC                COM             52490110      83688        902     X  X      6              552          0        350
LEGG MASON INC                COM             52490110    3803238      40992     X         6            21507          0      19485
LEHMAN BROS HLDGS INC         COM             52490810       2486         30     X         11               0         30          0
LEHMAN BROS HLDGS INC         COM             52490810       4558         55     X         13               0          0         55
LEHMAN BROS HLDGS INC         COM             52490810   29391309     368907     X         3           368907          0          0
LEHMAN BROS HLDGS INC         COM             52490810    8662096     104526     X         5            91447          0      13079
LEHMAN BROS HLDGS INC         COM             52490810    2261108      27285     X  X      6            14300        300      12685
LEHMAN BROS HLDGS INC         COM             52490810    9554331     115293     X         6            36090        600      78603
LEHMAN BROS HLDGS INC         COM             52490810       8287        100     X         7              100          0          0
LEHMAN BR FIRST TR INCM OPP   COM             52517810      48600       3000     X         13               0          0       3000
LEHMAN BR FIRST TR INCM OPP   COM             52517810     189905      11723     X         5              600          0      11123
LENNAR CORP                   CL A            52605710   31537365     583701     X         11               0     583701          0
LENNAR CORP                   CL A            52605710      10806        200     X         13               0          0        200
LENNAR CORP                   CL A            52605710   11034794     204725     X         3           204725          0          0
LENNAR CORP                   CL A            52605710    6278286     116200     X         5            72733          0      43467
LENNAR CORP                   CL A            52605710      81855       1515     X  X      6             1515          0          0
LENNAR CORP                   CL A            52605710     877663      16244     X         6            14944          0       1300
LENNAR CORP                   CL A            52605710       1297         24     X         7               24          0          0
LEUCADIA NATL CORP            COM             52728810      21578        405     X         13               0          0        405
LEUCADIA NATL CORP            COM             52728810    3606097      67682     X         3            67682          0          0
LEUCADIA NATL CORP            COM             52728810    2413211      45293     X         5            37008          0       8285
LEUCADIA NATL CORP            COM             52728810      39960        750     X  X      6              250          0        500
LEUCADIA NATL CORP            COM             52728810     335131       6290     X         6             6290          0          0
LEVEL 3 COMMUNICATIONS INC    COM             52729N10      11520       2880     X         13               0          0       2880
LEVEL 3 COMMUNICATIONS INC    COM             52729N10    1210424     302606     X         5           293661          0       8945
LEVEL 3 COMMUNICATIONS INC    COM             52729N10     323200      80800     X  X      6            80800          0          0
LEVEL 3 COMMUNICATIONS INC    COM             52729N10      61360      15340     X         6            15340          0          0
LEVEL 3 COMMUNICATIONS INC    NOTE  6.000% 9/ 52729NAG     219600     360000     X         5           360000          0          0
LEXAR MEDIA INC               COM             52886P10    1175992      71014     X         5            16300          0      54714
LEXAR MEDIA INC               COM             52886P10      16560       1000     X         6             1000          0          0
LEXINGTON CORP PPTYS TR       COM             52904310     701638      32200     X         11               0      32200          0
LEXINGTON CORP PPTYS TR       COM             52904310       8716        400     X         13               0          0        400
LEXINGTON CORP PPTYS TR       COM             52904310     501934      23035     X         5             2150          0      20885
LEXINGTON CORP PPTYS TR       COM             52904310     385204      17678     X  X      6             2200        707      14771
LEXINGTON CORP PPTYS TR       COM             52904310      58005       2662     X         6             2662          0          0
LEXMARK INTL NEW              CL A            52977110       9200        100     X         13               0          0        100
LEXMARK INTL NEW              CL A            52977110   12447920     122584     X         3           122584          0          0
LEXMARK INTL NEW              CL A            52977110      20884        227     X         4              227          0          0
LEXMARK INTL NEW              CL A            52977110   11530268     125329     X         5           100993          0      24336
LEXMARK INTL NEW              CL A            52977110    4722176      51328     X  X      6            44763       2780       3785
LEXMARK INTL NEW              CL A            52977110   12965560     140930     X         6           104121        430      36379
LEXMARK INTL NEW              CL A            52977110       2760         30     X  X      7               30          0          0
LEXMARK INTL NEW              CL A            52977110      48116        523     X         7              523          0          0
LIBBEY INC                    COM             52989810    7303548     281664     X         3           281664          0          0
LIBBEY INC                    COM             52989810      22948        885     X         5                0          0        885
LIBERTY ALL STAR EQUITY FD    SH BEN INT      53015810     378262      37526     X         5            14072          0      23454
LIBERTY ALL STAR EQUITY FD    SH BEN INT      53015810      18144       1800     X  X      6             1800          0          0
LIBERTY ALL STAR EQUITY FD    SH BEN INT      53015810      22267       2209     X         7             2209          0          0
LIBERTY CORP S C              COM             53037010   22703810     490681     X         3           490681          0          0
LIBERTY CORP S C              COM             53037010     955059      20641     X  X      6            14025       6616          0
LIBERTY CORP S C              COM             53037010    1850522      39994     X         6            37834          0       2160
LIBERTY MEDIA CORP            DEB   3.750% 2/ 530715AL      13194      19000     X         5             5000          0      14000
LIBERTY MEDIA CORP            DEB   3.500% 1/ 530715AN      41470      44000     X         5                0          0      44000
LIBERTY MEDIA CORP            DEB   3.250% 3/ 530715AR       9563      10000     X         5             5000          0       5000
LIBERTY MEDIA CORP NEW        COM SER A       53071810      82344       7520     X         13               0          0       7520
LIBERTY MEDIA CORP NEW        COM SER A       53071810   22785439    2072471     X         3          2072471          0          0
LIBERTY MEDIA CORP NEW        COM SER A       53071810       6603        603     X         4              603          0          0
LIBERTY MEDIA CORP NEW        COM SER A       53071810    7443284     679752     X         5           519723          0     160029
LIBERTY MEDIA CORP NEW        COM SER A       53071810     997282      91076     X  X      6            74916      11459       4701
LIBERTY MEDIA CORP NEW        COM SER A       53071810    8203860     749211     X         6           460161      25934     263116
LIBERTY MEDIA CORP NEW        COM SER A       53071810       4205        384     X  X      7              384          0          0
LIBERTY MEDIA CORP NEW        COM SER A       53071810      21046       1922     X         7             1922          0          0
LIBERTY MEDIA CORP NEW        COM SER B       53071820     121867      10354     X         5             8754          0       1600
LIBERTY PPTY TR               SH BEN INT      53117210    3656520      81256     X         3            81256          0          0
LIBERTY PPTY TR               SH BEN INT      53117210    1435002      31889     X         5             1487          0      30402
LIBERTY PPTY TR               SH BEN INT      53117210     856260      19028     X  X      6            19028          0          0
LIBERTY PPTY TR               SH BEN INT      53117210     143550       3190     X         6             3190          0          0
LIBERTY PPTY TR               SH BEN INT      53117210       9000        200     X  X      7              200          0          0
LIBERTY PPTY TR               SH BEN INT      53117210      13500        300     X         8              300          0          0
LIFEPOINT HOSPITALS INC       COM             53219L10       1035         32     X         13               0          0         32
LIFEPOINT HOSPITALS INC       COM             53219L10    1184582      36629     X         3            36629          0          0
LIFEPOINT HOSPITALS INC       COM             53219L10     738193      22826     X         5            14133          0       8693
LIFEPOINT HOSPITALS INC       COM             53219L10     386883      11963     X         6            11963          0          0
LIGAND PHARMACEUTICALS INC    CL B            53220K20    6596800     328199     X         3           328199          0          0
LIGAND PHARMACEUTICALS INC    CL B            53220K20    1692058      84182     X         5            82881          0       1301
LILLY ELI & CO                COM             53245710    2435160      36400     X  X      1            36400          0          0
LILLY ELI & CO                COM             53245710     170595       2550     X         1             2550          0          0
LILLY ELI & CO                COM             53245710      13380        200     X         11               0        200          0
LILLY ELI & CO                COM             53245710    1025912      15335     X         13               0          0      15335
LILLY ELI & CO                COM             53245710   37480731     546989     X         3           546989          0          0
LILLY ELI & CO                COM             53245710      13380        200     X  X      4              200          0          0
LILLY ELI & CO                COM             53245710      26091        390     X         4              390          0          0
LILLY ELI & CO                COM             53245710   16203046     242198     X         5            29180          0     213018
LILLY ELI & CO                COM             53245710   32172143     480899     X  X      6           386982      29114      64803
LILLY ELI & CO                COM             53245710   42389312     633622     X         6           494692        600     138330
LILLY ELI & CO                COM             53245710      12510        187     X  X      7              187          0          0
LILLY ELI & CO                COM             53245710      65830        984     X         7              984          0          0
LILLY ELI & CO                COM             53245710      53520        800     X         8              800          0          0
LIMITED BRANDS INC            COM             53271610       2560        128     X         13               0          0        128
LIMITED BRANDS INC            COM             53271610    3872880     193644     X         3           193644          0          0
LIMITED BRANDS INC            COM             53271610    1970090      98505     X         5            90173          0       8332
LIMITED BRANDS INC            COM             53271610     152380       7619     X  X      6             6169       1450          0
LIMITED BRANDS INC            COM             53271610    5608680     280434     X         6           136237          0     144197
LIN TV CORP                   CL A            53277410     201616       8500     X         3             8500          0          0
LIN TV CORP                   CL A            53277410      27382       1150     X         5               25          0       1125
LINCARE HLDGS INC             COM             53279110       3140        100     X         1              100          0          0
LINCARE HLDGS INC             COM             53279110   35243988    1122420     X         11               0    1122420          0
LINCARE HLDGS INC             COM             53279110   11835491     375685     X         3           375685          0          0
LINCARE HLDGS INC             COM             53279110    1675316      53354     X         5            38562          0      14792
LINCARE HLDGS INC             COM             53279110     656260      20900     X  X      6            19720       1180          0
LINCARE HLDGS INC             COM             53279110    1892918      60284     X         6            53724          0       6560
LINCOLN ELEC HLDGS INC        COM             53390010     653643      23220     X         5            18620          0       4600
LINCOLN ELEC HLDGS INC        COM             53390010     706621      25102     X         6            25102          0          0
LINCOLN NATL CONV SECS FD IN  COM             53418310      28296       2073     X         13               0          0       2073
LINCOLN NATL CONV SECS FD IN  COM             53418310    1740552     127513     X         5           121613          0       5900
LINCOLN NATL CONV SECS FD IN  COM             53418310       2048        150     X  X      6              150          0          0
LINCOLN NATL CONV SECS FD IN  COM             53418310      40950       3000     X         6             3000          0          0
LINCOLN NATL CORP IND         COM             53418710      37856        800     X         11               0        800          0
LINCOLN NATL CORP IND         COM             53418710      14196        300     X         13               0          0        300
LINCOLN NATL CORP IND         COM             53418710    3227839      68213     X         3            68213          0          0
LINCOLN NATL CORP IND         COM             53418710    3801660      80339     X         5            76108          0       4231
LINCOLN NATL CORP IND         COM             53418710    3112994      65786     X  X      6            64482       1304          0
LINCOLN NATL CORP IND         COM             53418710    1951335      41237     X         6            15545          0      25692
LINCOLN NATL CORP IND         COM             53418710       7098        150     X  X      7              150          0          0
LINEAR TECHNOLOGY CORP        COM             53567810       5786        156     X         13               0          0        156
LINEAR TECHNOLOGY CORP        COM             53567810    6630065     175629     X         3           175629          0          0
LINEAR TECHNOLOGY CORP        COM             53567810       2040         55     X         4               55          0          0
LINEAR TECHNOLOGY CORP        COM             53567810     616818      16630     X         5             5856          0      10774
LINEAR TECHNOLOGY CORP        COM             53567810    4907638     132317     X  X      6           123379       7360       1578
LINEAR TECHNOLOGY CORP        COM             53567810    6902783     186109     X         6           163427          0      22682
LINEAR TECHNOLOGY CORP        COM             53567810       2077         56     X         7               56          0          0
LINENS N THINGS INC           COM             53567910    8140759     229900     X         3           229900          0          0
LINENS N THINGS INC           COM             53567910      37216       1051     X         5              926          0        125
LINENS N THINGS INC           COM             53567910    2028745      57293     X  X      6            55648       1645          0
LINENS N THINGS INC           COM             53567910    2774374      78350     X         6            75670          0       2680
LIONS GATE ENTMNT CORP        COM NEW         53591920     240031      38405     X         6            38405          0          0
LINKTONE LTD                  ADR             53592510     725400      60000     X         3            60000          0          0
LIONBRIDGE TECHNOLOGIES INC   COM             53625210      56726       5830     X         5             5830          0          0
LIONBRIDGE TECHNOLOGIES INC   COM             53625210      54488       5600     X  X      6             5600          0          0
LIONBRIDGE TECHNOLOGIES INC   COM             53625210     732669      75300     X         6            75300          0          0
LITTELFUSE INC                COM             53700810    4380040     117743     X         3           117743          0          0
LITTELFUSE INC                COM             53700810     118259       3179     X         6                0          0       3179
LIZ CLAIBORNE INC             COM             53932010     439509      11979     X         13               0          0      11979
LIZ CLAIBORNE INC             COM             53932010   20225413     549238     X         3           549238          0          0
LIZ CLAIBORNE INC             COM             53932010       5393        147     X         4              147          0          0
LIZ CLAIBORNE INC             COM             53932010    7139189     194581     X         5            37637          0     156944
LIZ CLAIBORNE INC             COM             53932010     391959      10683     X  X      6             8483        200       2000
LIZ CLAIBORNE INC             COM             53932010    3528404      96168     X         6            32075        877      63216
LIZ CLAIBORNE INC             COM             53932010       3486         95     X  X      7               95          0          0
LIZ CLAIBORNE INC             COM             53932010       3926        107     X         7              107          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910    5882719     278512     X         3           278512          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910       9016        290     X         4              290          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910       3358        108     X         5               93          0         15
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910      36189       1164     X  X      6             1164          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910     652610      20991     X         6            20991          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910       1555         50     X  X      7               50          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910      20488        659     X         7              659          0          0
LOCKHEED MARTIN CORP          COM             53983010      68916       1510     X  X      1             1510          0          0
LOCKHEED MARTIN CORP          COM             53983010      29666        650     X         1              650          0          0
LOCKHEED MARTIN CORP          COM             53983010   19746248     425634     X         3           425634          0          0
LOCKHEED MARTIN CORP          COM             53983010       9128        200     X         4              200          0          0
LOCKHEED MARTIN CORP          COM             53983010    5772419     126477     X         5           112459          0      14018
LOCKHEED MARTIN CORP          COM             53983010    6306922     138188     X  X      6           127711       5677       4800
LOCKHEED MARTIN CORP          COM             53983010   21989535     481804     X         6           465583       1030      15191
LOCKHEED MARTIN CORP          COM             53983010      98217       2152     X         7             2152          0          0
LOCKHEED MARTIN CORP          COM             53983010    6626928     145200     X         8           145200          0          0
LOEWS CORP                    COM             54042410      47248        800     X         1              800          0          0
LOEWS CORP                    COM             54042410   16087396     286631     X         3           286631          0          0
LOEWS CORP                    COM             54042410      22148        375     X         4              375          0          0
LOEWS CORP                    COM             54042410    1730479      29300     X         5            21652          0       7648
LOEWS CORP                    COM             54042410    2741447      46418     X  X      6            33145        460      12813
LOEWS CORP                    COM             54042410    5411313      91624     X         6            30588          0      61036
LOEWS CORP                    COM             54042410       3544         60     X  X      7               60          0          0
LOEWS CORP                    COM             54042410      38980        660     X         7              660          0          0
LOEWS CORP                    CAROLNA GP STK  54042420   15805010     577900     X         3           577900          0          0
LOEWS CORP                    CAROLNA GP STK  54042420     428328      15661     X         5            14722          0        939
LOEWS CORP                    CAROLNA GP STK  54042420     109400       4000     X  X      6             4000          0          0
LOEWS CORP                    CAROLNA GP STK  54042420      94768       3465     X         6             3465          0          0
LOEWS CORP                    NOTE  3.125% 9/ 540424AL     245886     249000     X         5           205000          0      44000
LOGITECH INTERNATIONAL S A    SPONSORED ADR   54141910      90844       2120     X         3             2120          0          0
LOGITECH INTERNATIONAL S A    SPONSORED ADR   54141910     462634      10110     X         6            10110          0          0
LONE STAR STEAKHOUSE SALOON   COM             54230710   15120099     517989     X         3           517989          0          0
LONE STAR STEAKHOUSE SALOON   COM             54230710     493019      16890     X         5            16890          0          0
LONE STAR TECHNOLOGIES INC    COM             54231210    5629662     318600     X         3           318600          0          0
LONE STAR TECHNOLOGIES INC    COM             54231210       9719        550     X         5                0          0        550
LONE STAR TECHNOLOGIES INC    COM             54231210      15037        851     X  X      6                0        851          0
LONE STAR TECHNOLOGIES INC    COM             54231210     694431      39300     X         6            35700          0       3600
LONG ISLAND FINANCIAL CORP    COM             54266910    2848475      71750     X         6            71750          0          0
LONGS DRUG STORES CORP        COM             54316210     685789      36420     X         3            36420          0          0
LONGS DRUG STORES CORP        COM             54316210     349654      18569     X         5             4551          0      14018
LONGS DRUG STORES CORP        COM             54316210     393547      20900     X  X      6            20900          0          0
LONGVIEW FIBRE CO             COM             54321310     553960      49638     X         3            49638          0          0
LONGVIEW FIBRE CO             COM             54321310     508762      45588     X         5             1307          0      44281
LONGVIEW FIBRE CO             COM             54321310     636120      57000     X  X      6             5000      52000          0
LOUDEYE CORP                  COM             54575410      20130      11000     X         5                0          0      11000
LOUDEYE CORP                  COM             54575410      21045      11500     X  X      6            11500          0          0
LOUISIANA PAC CORP            COM             54634710    1560298      60570     X         3            60570          0          0
LOUISIANA PAC CORP            COM             54634710    4786261     185514     X         5           179927          0       5587
LOUISIANA PAC CORP            COM             54634710     257639       9986     X  X      6             9986          0          0
LOUISIANA PAC CORP            COM             54634710    3403355     131913     X         6             6723          0     125190
LOUISIANA PAC CORP            COM             54634710      16460        638     X  X      7              638          0          0
LOWES COS INC                 COM             54866110    1410547      25130     X  X      1            25130          0          0
LOWES COS INC                 COM             54866110     489285       8717     X         1             8567          0        150
LOWES COS INC                 COM             54866110       9935        177     X         13               0          0        177
LOWES COS INC                 COM             54866110   84268282    1641475     X         3          1641475          0          0
LOWES COS INC                 COM             54866110      24136        430     X         4              430          0          0
LOWES COS INC                 COM             54866110   17435467     310627     X         5           140875          0     169752
LOWES COS INC                 COM             54866110   83359505    1485115     X  X      6          1335095      65941      84079
LOWES COS INC                 COM             54866110  250539230    4463553     X         6          4247920      10630     205003
LOWES COS INC                 COM             54866110     118603       2113     X  X      7             2113          0          0
LOWES COS INC                 COM             54866110     386287       6882     X         7             6882          0          0
LUBRIZOL CORP                 COM             54927110    1579035      50144     X         3            50144          0          0
LUBRIZOL CORP                 COM             54927110    1590528      50509     X         5            15304          0      35205
LUBRIZOL CORP                 COM             54927110     491590      15611     X  X      6            15611          0          0
LUBRIZOL CORP                 COM             54927110      94470       3000     X         6             3000          0          0
LUCENT TECHNOLOGIES INC       COM             54946310       2121        516     X  X      1              516          0          0
LUCENT TECHNOLOGIES INC       COM             54946310       2918        710     X         1              710          0          0
LUCENT TECHNOLOGIES INC       COM             54946310      44799      10900     X         11               0      10900          0
LUCENT TECHNOLOGIES INC       COM             54946310     421028     102440     X         13               0          0     102440
LUCENT TECHNOLOGIES INC       COM             54946310    6948239    1689789     X         3          1689789          0          0
LUCENT TECHNOLOGIES INC       COM             54946310       3206        780     X         4              780          0          0
LUCENT TECHNOLOGIES INC       COM             54946310   17495647    4256848     X         5          4003871          0     252977
LUCENT TECHNOLOGIES INC       COM             54946310    1390204     338249     X  X      6           215915      22089     100245
LUCENT TECHNOLOGIES INC       COM             54946310    3484981     847927     X         6           232081        500     615346
LUCENT TECHNOLOGIES INC       COM             54946310       5754       1400     X  X      7             1400          0          0
LUCENT TECHNOLOGIES INC       COM             54946310      32222       7840     X         7             7840          0          0
LUCENT TECHNOLOGIES INC       DBCV  2.750% 6/ 549463AG   12910750    8600000     X         3          8600000          0          0
LUCENT TECHNOLOGIES INC       DBCV  2.750% 6/ 549463AG      37406      25000     X         5            25000          0          0
LUXOTTICA GROUP S P A         SPONSORED ADR   55068R20    1609970     101768     X         5                0          0     101768
LUXOTTICA GROUP S P A         SPONSORED ADR   55068R20      24126       1525     X         6             1525          0          0
LYONDELL CHEMICAL CO          COM             55207810      40068       2700     X         13               0          0       2700
LYONDELL CHEMICAL CO          COM             55207810   13278683     883070     X         3           883070          0          0
LYONDELL CHEMICAL CO          COM             55207810     977748      65886     X         5            51747          0      14139
LYONDELL CHEMICAL CO          COM             55207810     161756      10900     X  X      6            10900          0          0
LYONDELL CHEMICAL CO          COM             55207810     898325      60534     X         6            60534          0          0
M & T BK CORP                 COM             55261F10    4033816      44895     X         3            44895          0          0
M & T BK CORP                 COM             55261F10    1148193      12779     X         5             2886          0       9893
M & T BK CORP                 COM             55261F10    1054390      11735     X  X      6            11514        221          0
M & T BK CORP                 COM             55261F10    1820720      20264     X         6            19750          0        514
M & T BK CORP                 COM             55261F10       2875         32     X  X      7               32          0          0
MBIA INC                      COM             55262C10     263340       4200     X         1             4200          0          0
MBIA INC                      COM             55262C10       7838        125     X         13               0          0        125
MBIA INC                      COM             55262C10    3703814      59072     X         3            59072          0          0
MBIA INC                      COM             55262C10   28225784     450172     X         5            35186          0     414986
MBIA INC                      COM             55262C10    2402225      38313     X  X      6            32266       6047          0
MBIA INC                      COM             55262C10    8070054     128709     X         6           103492       1600      23617
MBNA CORP                     COM             55262L10     527208      19081     X  X      1            16776       2305          0
MBNA CORP                     COM             55262L10     881369      31899     X         1            31899          0          0
MBNA CORP                     COM             55262L10      85957       3111     X         13               0          0       3111
MBNA CORP                     COM             55262L10   20029235     725233     X         3           725233          0          0
MBNA CORP                     COM             55262L10       9394        340     X         4              340          0          0
MBNA CORP                     COM             55262L10   24676077     893090     X         5           804332          0      88758
MBNA CORP                     COM             55262L10    8388910     303616     X  X      6           179538          0     124078
MBNA CORP                     COM             55262L10   12277252     444345     X         6           163544          0     280801
MBNA CORP                     COM             55262L10       9118        330     X  X      7              330          0          0
MBNA CORP                     COM             55262L10      56807       2056     X         7             2056          0          0
M D C HLDGS INC               COM             55267610     102563       2281     X         3             2281          0          0
M D C HLDGS INC               COM             55267610    1006790      14301     X         5            14301          0          0
M D C HLDGS INC               COM             55267610      26822        381     X         6              381          0          0
MDU RES GROUP INC             COM             55269010      11745        500     X         11               0        500          0
MDU RES GROUP INC             COM             55269010    7950472     338462     X         3           338462          0          0
MDU RES GROUP INC             COM             55269010    1190708      50690     X         5            48555          0       2135
MDU RES GROUP INC             COM             55269010     258836      11019     X  X      6             8462       2332        225
MDU RES GROUP INC             COM             55269010      82426       3509     X         6             2309       1200          0
MDC PARTNERS INC              CL A SUB VTG    55269710    1046516      66870     X         6            66870          0          0
MDS INC                       COM             55269P30     806740      48250     X         5                0          0      48250
MEMC ELECTR MATLS INC         COM             55271510     129967      14204     X         5            14084          0        120
MFC BANCORP LTD               COM NEW         55271X20     282956      11350     X         5            11350          0          0
MFS CHARTER INCOME TR         SH BEN INT      55272710      13680       1500     X         11               0       1500          0
MFS CHARTER INCOME TR         SH BEN INT      55272710     574560      63000     X         5            63000          0          0
MFS CHARTER INCOME TR         SH BEN INT      55272710      31920       3500     X  X      6             2500       1000          0
MFS CHARTER INCOME TR         SH BEN INT      55272710     147379      16160     X         6            16160          0          0
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710      10995       1718     X         13               0          0       1718
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710     250822      39191     X         5            20551          0      18640
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710     131894      20609     X  X      6            20609          0          0
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710      64598      10094     X         6            10094          0          0
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710    2419840     378100     X         9           378100          0          0
MFS MUN INCOME TR             SH BEN INT      55273810       5642        700     X         1              700          0          0
MFS MUN INCOME TR             SH BEN INT      55273810     233450      28964     X         5            24674          0       4290
MFS MUN INCOME TR             SH BEN INT      55273810     102596      12729     X  X      6            11729       1000          0
MFS MUN INCOME TR             SH BEN INT      55273810     306312      38004     X         6            38004          0          0
MFS INTER INCOME TR           SH BEN INT      55273C10       3475        500     X  X      1              500          0          0
MFS INTER INCOME TR           SH BEN INT      55273C10     140390      20200     X         13               0          0      20200
MFS INTER INCOME TR           SH BEN INT      55273C10     883887     127178     X         5           108278          0      18900
MFS INTER INCOME TR           SH BEN INT      55273C10      57980       8343     X  X      6             8343          0          0
MFS INTER INCOME TR           SH BEN INT      55273C10     116763      16801     X         6            16801          0          0
MGE ENERGY INC                COM             55277P10     663275      21500     X         3            21500          0          0
MGE ENERGY INC                COM             55277P10     506866      16430     X         5            12760          0       3670
MGE ENERGY INC                COM             55277P10      30850       1000     X  X      6             1000          0          0
MGE ENERGY INC                COM             55277P10      40105       1300     X         6             1300          0          0
MGIC INVT CORP WIS            COM             55284810    9475395     157889     X         3           157889          0          0
MGIC INVT CORP WIS            COM             55284810     268160       4175     X         5             1495          0       2680
MGIC INVT CORP WIS            COM             55284810    1083046      16862     X  X      6            11826          0       5036
MGIC INVT CORP WIS            COM             55284810    5503612      85686     X         6            75255          0      10431
MGIC INVT CORP WIS            COM             55284810      29738        463     X         7              463          0          0
MGI PHARMA INC                COM             55288010    5705511      93136     X         3            93136          0          0
MGI PHARMA INC                COM             55288010      56420        921     X         5              271          0        650
MGI PHARMA INC                COM             55288010     367560       6000     X  X      6                0          0       6000
MGI PHARMA INC                COM             55288010     134772       2200     X         6                9          0       2191
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910       5220        756     X         13               0          0        756
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910    5828430     844700     X         3           844700          0          0
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910    1328623     192554     X         5           177985          0      14569
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910       2070        300     X  X      6              300          0          0
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910       7114       1031     X         6             1031          0          0
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910   32041530    4643700     X         9          4643700          0          0
MGM MIRAGE                    COM             55295310       2267         50     X         11               0         50          0
MGM MIRAGE                    COM             55295310      26660        588     X         13               0          0        588
MGM MIRAGE                    COM             55295310     200856       4430     X         5             3691          0        739
MGM MIRAGE                    COM             55295310       5033        111     X  X      6              111          0          0
MGM MIRAGE                    COM             55295310      73678       1625     X         6              325          0       1300
MIM CORP                      COM             55304410     380350      50000     X         3            50000          0          0
MI DEVS INC                   CL A SUB VTG    55304X10     263564       9413     X         5             9091          0        322
MI DEVS INC                   CL A SUB VTG    55304X10      23800        850     X         6              813          0         37
M/I HOMES INC                 COM             55305B10     209119       4423     X         5             4423          0          0
M/I HOMES INC                 COM             55305B10       8274        175     X  X      6              175          0          0
MKS INSTRUMENT INC            COM             55306N10     254410      10596     X         5             4149          0       6447
MKS INSTRUMENT INC            COM             55306N10       5882        245     X  X      6              245          0          0
MKS INSTRUMENT INC            COM             55306N10        384         16     X         6               16          0          0
ML MACADAMIA ORCHARDS L P     DEP UNIT CL A   55307U10     139111      30913     X         5             2000          0      28913
MPS GROUP INC                 COM             55340910   10366064     926587     X         3           926587          0          0
MPS GROUP INC                 COM             55340910      80220       7214     X  X      6             7214          0          0
MPS GROUP INC                 COM             55340910    1988801     178849     X         6           141985        114      36750
MRV COMMUNICATIONS INC        COM             55347710      85977      25819     X         5             4400          0      21419
MRV COMMUNICATIONS INC        COM             55347710        333        100     X  X      6              100          0          0
MSC INDL DIRECT INC           CL A            55353010      59900       2000     X         11               0       2000          0
MSC INDL DIRECT INC           CL A            55353010   15652888     520150     X         3           520150          0          0
MSC INDL DIRECT INC           CL A            55353010    1349517      45059     X         5            45059          0          0
MSC INDL DIRECT INC           CL A            55353010      43607       1456     X  X      6             1456          0          0
MSC INDL DIRECT INC           CL A            55353010    1676751      55985     X         6            47961         50       7974
MVC CAP                       COM             55382910      18700       2200     X         13               0          0       2200
MVC CAP                       COM             55382910     304045      35770     X         5            35770          0          0
MVC CAP                       COM             55382910       3111        366     X         6              366          0          0
MTI TECHNOLOGY CORP           COM             55390310      46722      13161     X         5            13161          0          0
MACDERMID INC                 COM             55427310    1711466      48635     X         3            48635          0          0
MACDERMID INC                 COM             55427310       9677        275     X         5              200          0         75
MACDERMID INC                 COM             55427310      67424       1916     X         6              600          0       1316
MACK CALI RLTY CORP           COM             55448910      80838       1800     X  X      1             1800          0          0
MACK CALI RLTY CORP           COM             55448910      53892       1200     X         13               0          0       1200
MACK CALI RLTY CORP           COM             55448910    2622385      58392     X         3            58392          0          0
MACK CALI RLTY CORP           COM             55448910    1161822      25870     X         5            21132          0       4738
MACK CALI RLTY CORP           COM             55448910      74640       1662     X  X      6              212       1350        100
MACK CALI RLTY CORP           COM             55448910      32200        717     X         6              717          0          0
MACROVISION CORP              COM             55590410     898257      47552     X         3            47552          0          0
MACROVISION CORP              COM             55590410     101250       5360     X         5              270          0       5090
MACROVISION CORP              COM             55590410     205448      10876     X         6            10876          0          0
MACROMEDIA INC                COM             55610010        201         10     X         13               0          0         10
MACROMEDIA INC                COM             55610010    1312678      65405     X         3            65405          0          0
MACROMEDIA INC                COM             55610010     227152      11318     X         5             4458          0       6860
MACROMEDIA INC                COM             55610010      48670       2425     X         6             2425          0          0
MADDEN STEVEN LTD             COM             55626910     396006      19840     X         5            19840          0          0
MAGELLAN MIDSTREAM PRTNRS LP  COM UNIT RP LP  55908010     210114       3827     X         5             2193          0       1634
MAGELLAN MIDSTREAM PRTNRS LP  COM UNIT RP LP  55908010      32940        600     X  X      6              600          0          0
MAGELLAN MIDSTREAM PRTNRS LP  COM UNIT RP LP  55908010      46665        850     X         6                0          0        850
MAGELLAN PETE CORP            COM             55909130      31037      18925     X         5             1125          0      17800
MAGNA ENTMT CORP              CL A            55921110      85074      14179     X         5            14000          0        179
MAGNA INTL INC                CL A            55922240    2963664      37420     X         5            36363          0       1057
MAGNA INTL INC                CL A            55922240      69300        875     X  X      6              875          0          0
MAGNA INTL INC                CL A            55922240     828907      10466     X         6             9995          0        471
MAGNA INTL INC                CL A            55922240       7920        100     X  X      7              100          0          0
MAGNETEK INC                  COM             55942410     113400      15000     X  X      6            15000          0          0
MAGNETEK INC                  COM             55942410       1814        240     X         7              240          0          0
MAGNUM HUNTER RES INC         COM PAR $0.002  55972F20     529815      52250     X         11               0      52250          0
MAGNUM HUNTER RES INC         COM PAR $0.002  55972F20     205335      20250     X         5            18250          0       2000
MAGNUM HUNTER RES INC         COM PAR $0.002  55972F20       3853        380     X  X      6              380          0          0
MAHANAGAR TEL NIGAM LTD       SPONS ADR 2001  55977840     700415      90963     X         3            90963          0          0
MAHANAGAR TEL NIGAM LTD       SPONS ADR 2001  55977840      34034       4420     X         5                0          0       4420
MAIN STREET AND MAIN INC      COM NEW         56034530      29160      12000     X         5            12000          0          0
MAIN STR BKS INC NEW          COM             56034R10      10936        400     X         5                0          0        400
MAIN STR BKS INC NEW          COM             56034R10      86476       3163     X  X      6             3163          0          0
MAIN STR BKS INC NEW          COM             56034R10     103373       3781     X         6             3781          0          0
MAINE & MARITIMES CORP        COM             56037710    1195250      35000     X         3            35000          0          0
MAKITA CORP                   ADR NEW         56087730     239408      21000     X         3            21000          0          0
MANAGED MUNS PORTFOLIO INC    COM             56166210     133340      11475     X         5                0          0      11475
MANAGED MUNS PORTFOLIO INC    COM             56166210      20045       1725     X  X      6             1725          0          0
MANAGED MUNS PORTFOLIO INC    COM             56166210       6507        560     X         6              560          0          0
MANAGED MUNS PORTFOLIO INC    COM             56166210     778540      67000     X         9            67000          0          0
MANAGED HIGH INCOME PORTFOLI  COM             56166C10      22421       3240     X         13               0          0       3240
MANAGED HIGH INCOME PORTFOLI  COM             56166C10    1417126     204787     X         5           197326          0       7461
MANAGED HIGH INCOME PORTFOLI  COM             56166C10      52364       7567     X  X      6             7567          0          0
MANAGED HIGH INCOME PORTFOLI  COM             56166C10      11287       1631     X         6             1631          0          0
MANAGED HIGH YIELD PLUS FD I  COM             56191110     114039      19730     X         5             3000          0      16730
MANAGED HIGH YIELD PLUS FD I  COM             56191110      13930       2410     X         6             2410          0          0
MANDALAY RESORT GROUP         COM             56256710   31625099     550609     X         3           550609          0          0
MANDALAY RESORT GROUP         COM             56256710     338120       5905     X         5             3205          0       2700
MANDALAY RESORT GROUP         COM             56256710      25767        450     X  X      6              450          0          0
MANDALAY RESORT GROUP         COM             56256710     395094       6900     X         6              300          0       6600
MANITOWOC INC                 COM             56357110      11093        375     X         11               0        375          0
MANITOWOC INC                 COM             56357110       1627         55     X         13               0          0         55
MANITOWOC INC                 COM             56357110     179906       6082     X         5              289          0       5793
MANITOWOC INC                 COM             56357110      13311        450     X  X      6                0        450          0
MANOR CARE INC NEW            COM             56405510    1187191      33641     X         3            33641          0          0
MANOR CARE INC NEW            COM             56405510     424680      12034     X         5            11309          0        725
MANOR CARE INC NEW            COM             56405510     183508       5200     X  X      6             4700        500          0
MANOR CARE INC NEW            COM             56405510    1484650      42070     X         6            42070          0          0
MANPOWER INC                  COM             56418H10   23626671     505690     X         3           505690          0          0
MANPOWER INC                  COM             56418H10       2232         48     X         4               48          0          0
MANPOWER INC                  COM             56418H10    1416057      30453     X         5            19400          0      11053
MANPOWER INC                  COM             56418H10     363770       7823     X  X      6             6123          0       1700
MANPOWER INC                  COM             56418H10    8304482     178591     X         6           124359        277      53955
MANPOWER INC                  COM             56418H10       3767         81     X  X      7               81          0          0
MANPOWER INC                  COM             56418H10      38642        831     X         7              831          0          0
MANTECH INTL CORP             CL A            56456310     226927      11075     X         5                0          0      11075
MANUFACTURED HOME CMNTYS INC  COM             56468210     567095      16065     X         5             7800          0       8265
MANUGISTICS GROUP INC         NOTE  5.000%11/ 565011AB       9838      10000     X         5            10000          0          0
MANULIFE FINL CORP            COM             56501R10    1325661      35684     X         5            17738          0      17946
MANULIFE FINL CORP            COM             56501R10    1732713      46641     X  X      6            36599       3774       6268
MANULIFE FINL CORP            COM             56501R10    3700214      99602     X         6            99477          0        125
MAPINFO CORP                  COM             56510510    1319384     103400     X         3           103400          0          0
MAPINFO CORP                  COM             56510510      10889        850     X         5                0          0        850
MARATHON OIL CORP             COM             56584910      28620        850     X         13               0          0        850
MARATHON OIL CORP             COM             56584910   21600471     677375     X         3           677375          0          0
MARATHON OIL CORP             COM             56584910    6579892     195423     X         5           116715          0      78708
MARATHON OIL CORP             COM             56584910    2229661      66221     X  X      6            37680       3208      25333
MARATHON OIL CORP             COM             56584910    7063394     209783     X         6            71001       1000     137782
MARATHON OIL CORP             COM             56584910       3367        100     X  X      7              100          0          0
MARATHON OIL CORP             COM             56584910      16835        500     X         7              500          0          0
MARATHON OIL CORP             COM             56584910    4126259     122550     X         8           122550          0          0
MARINEMAX INC                 COM             56790810     312198      11750     X         5            11750          0          0
MARKEL CORP                   COM             57053510   11835857      37920     X         3            37920          0          0
MARKEL CORP                   COM             57053510    1130871       3928     X         5             3860          0         68
MARKEL CORP                   COM             57053510     509007       1768     X  X      6             1608        160          0
MARKEL CORP                   COM             57053510    3155096      10959     X         6             8818       1741        400
MARSH & MCLENNAN COS INC      COM             57174810     611160      13200     X  X      1            13200          0          0
MARSH & MCLENNAN COS INC      COM             57174810     800666      17293     X         1            17293          0          0
MARSH & MCLENNAN COS INC      COM             57174810      30327        655     X         11               0        655          0
MARSH & MCLENNAN COS INC      COM             57174810     718252      15513     X         13               0          0      15513
MARSH & MCLENNAN COS INC      COM             57174810    9355647     202040     X         3           202040          0          0
MARSH & MCLENNAN COS INC      COM             57174810       5093        110     X         4              110          0          0
MARSH & MCLENNAN COS INC      COM             57174810   16360872     353367     X         5           100244          0     253123
MARSH & MCLENNAN COS INC      COM             57174810   16011883     345829     X  X      6           311483      10700      23646
MARSH & MCLENNAN COS INC      COM             57174810   16642628     359452     X         6           305908        420      53124
MARSH & MCLENNAN COS INC      COM             57174810       9260        200     X  X      7              200          0          0
MARSH & MCLENNAN COS INC      COM             57174810      88433       1910     X         7             1910          0          0
MARSHALL & ILSLEY CORP        COM             57183410      60496       1600     X         11               0       1600          0
MARSHALL & ILSLEY CORP        COM             57183410    3223529      85256     X         3            85256          0          0
MARSHALL & ILSLEY CORP        COM             57183410    1034898      27371     X         5             1970          0      25401
MARSHALL & ILSLEY CORP        COM             57183410     147459       3900     X  X      6             3900          0          0
MARSHALL & ILSLEY CORP        COM             57183410    1188028      31421     X         6             2220          0      29201
MARRIOTT INTL INC NEW         CL A            57190320       1021         24     X         13               0          0         24
MARRIOTT INTL INC NEW         CL A            57190320    3685553      86617     X         3            86617          0          0
MARRIOTT INTL INC NEW         CL A            57190320      10595        249     X         4              249          0          0
MARRIOTT INTL INC NEW         CL A            57190320    1427212      33542     X         5            26299          0       7243
MARRIOTT INTL INC NEW         CL A            57190320    2744135      64492     X  X      6            61002       2490       1000
MARRIOTT INTL INC NEW         CL A            57190320    1541161      36220     X         6            21133          0      15087
MARRIOTT INTL INC NEW         CL A            57190320       1489         35     X  X      7               35          0          0
MARRIOTT INTL INC NEW         CL A            57190320      14042        330     X         7              330          0          0
MARTEK BIOSCIENCES CORP       COM             57290110    9177992     160160     X         3           160160          0          0
MARTEK BIOSCIENCES CORP       COM             57290110     407891       7161     X         5             5811          0       1350
MARTEK BIOSCIENCES CORP       COM             57290110     216334       3798     X  X      6             3798          0          0
MARTEK BIOSCIENCES CORP       COM             57290110    1208919      21224     X         6            18893         17       2314
MARTEN TRANS LTD              COM             57307510    3213432     169128     X         3           169128          0          0
MARTEN TRANS LTD              COM             57307510      80959       4261     X         6                0          0       4261
MARTHA STEWART LIVING OMNIME  CL A            57308310     148676      13516     X         5             9162          0       4354
MARTHA STEWART LIVING OMNIME  CL A            57308310       5500        500     X         6                0          0        500
MARTIN MARIETTA MATLS INC     COM             57328410    2195000      47552     X         3            47552          0          0
MARTIN MARIETTA MATLS INC     COM             57328410     630499      13659     X         5             9824          0       3835
MARTIN MARIETTA MATLS INC     COM             57328410    2066814      44775     X  X      6            43775       1000          0
MARTIN MARIETTA MATLS INC     COM             57328410    1186635      25707     X         6            24132          0       1575
MARVEL ENTERPRISES INC        COM             57383M10    9495665     492843     X         3           492843          0          0
MARVEL ENTERPRISES INC        COM             57383M10       1036         54     X         4               54          0          0
MARVEL ENTERPRISES INC        COM             57383M10     422928      22039     X         5            21889          0        150
MARVEL ENTERPRISES INC        COM             57383M10      56754       2958     X  X      6             2958          0          0
MARVEL ENTERPRISES INC        COM             57383M10    1160468      60473     X         6            51765         41       8667
MASCO CORP                    COM             57459910     146112       4800     X         1             4800          0          0
MASCO CORP                    COM             57459910   25689240     857540     X         3           857540          0          0
MASCO CORP                    COM             57459910    2538727      83401     X         5            37283          0      46118
MASCO CORP                    COM             57459910    3727500     122454     X  X      6            88905          0      33549
MASCO CORP                    COM             57459910    9207309     302474     X         6           100944       9000     192530
MASCO CORP                    COM             57459910       7793        256     X         7              256          0          0
MASSEY ENERGY CORP            COM             57620610   53689275    2428971     X         3          2428971          0          0
MASSEY ENERGY CORP            COM             57620610     515335      23350     X         5            23204          0        146
MASSEY ENERGY CORP            COM             57620610     110350       5000     X  X      6             1900       3100          0
MASSEY ENERGY CORP            COM             57620610       3399        154     X         6              154          0          0
MASSMUTUAL CORPORATE INVS IN  COM             57629210      36000       1500     X         13               0          0       1500
MASSMUTUAL CORPORATE INVS IN  COM             57629210     391824      16326     X         5             3951          0      12375
MASSMUTUAL CORPORATE INVS IN  COM             57629210       2280         95     X  X      6                0         95          0
MASSMUTUAL CORPORATE INVS IN  COM             57629210      12480        520     X         6              520          0          0
MASSMUTUAL PARTN INVS         SH BEN INT      57629910     102203       8926     X         5             8926          0          0
MASSMUTUAL PARTN INVS         SH BEN INT      57629910      22900       2000     X         6             2000          0          0
MATRIX SVC CO                 COM             57685310    2183539     161385     X         3           161385          0          0
MATRIX SVC CO                 COM             57685310     357503      26423     X         5               50          0      26373
MATRIX SVC CO                 COM             57685310     756584      55919     X         6            51550          0       4369
MATSUSHITA ELEC INDL          ADR             57687920       1079         70     X         13               0          0         70
MATSUSHITA ELEC INDL          ADR             57687920   15328858    1010000     X         3          1010000          0          0
MATSUSHITA ELEC INDL          ADR             57687920    1791187     116160     X         5            25441          0      90719
MATSUSHITA ELEC INDL          ADR             57687920     100600       6524     X  X      6             4959          0       1565
MATSUSHITA ELEC INDL          ADR             57687920     839419      54437     X         6            53144          0       1293
MATSUSHITA ELEC INDL          ADR             57687920       7062        458     X         7              458          0          0
MATTEL INC                    COM             57708110    4206457     179889     X         3           179889          0          0
MATTEL INC                    COM             57708110   19326226    1048060     X         5           119600          0     928460
MATTEL INC                    COM             57708110     168874       9158     X  X      6             8061        800        297
MATTEL INC                    COM             57708110     927790      50314     X         6            38943          0      11371
MATTEL INC                    COM             57708110      13904        754     X         7              754          0          0
MATTHEWS INTL CORP            CL A            57712810    1682941      50691     X         3            50691          0          0
MATTHEWS INTL CORP            CL A            57712810      34860       1050     X         5              750          0        300
MATTHEWS INTL CORP            CL A            57712810      54680       1647     X         6              275          0       1372
MAXTOR CORP                   COM NEW         57772920      10072        800     X         3              800          0          0
MAXTOR CORP                   COM NEW         57772920     575577      70623     X         5            67287          0       3336
MAXTOR CORP                   COM NEW         57772920     200898      24650     X         6            24650          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10      46970       1000     X         1             1000          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10       7139        152     X         13               0          0        152
MAXIM INTEGRATED PRODS INC    COM             57772K10    7168418     149875     X         3           149875          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10     612865      13048     X         5             5058          0       7990
MAXIM INTEGRATED PRODS INC    COM             57772K10     101220       2155     X  X      6             2155          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10    4201701      89455     X         6            29765          0      59690
MAXIM INTEGRATED PRODS INC    COM             57772K10      10333        220     X  X      7              220          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10       4415         94     X         7               94          0          0
MAXWELL SHOE INC              CL A            57776610    4654483     206774     X         3           206774          0          0
MAXWELL SHOE INC              CL A            57776610     243000      10800     X  X      6            10800          0          0
MAXWELL TECHNOLOGIES INC      COM             57776710     876678      66922     X         5                0          0      66922
MAXYGEN INC                   COM             57777610     127032      13400     X         3            13400          0          0
MAXYGEN INC                   COM             57777610      35550       3750     X         5                0          0       3750
MAY DEPT STORES CO            COM             57777810      49277       1425     X  X      1             1425          0          0
MAY DEPT STORES CO            COM             57777810       7781        225     X         1              225          0          0
MAY DEPT STORES CO            COM             57777810    2152432      62245     X         11               0      62245          0
MAY DEPT STORES CO            COM             57777810    4042609     116906     X         3           116906          0          0
MAY DEPT STORES CO            COM             57777810    3720704     107597     X         5            46117          0      61480
MAY DEPT STORES CO            COM             57777810    1789826      51759     X  X      6            48543       2916        300
MAY DEPT STORES CO            COM             57777810    6720208     194338     X         6           110374          0      83964
MAYTAG CORP                   COM             57859210      18942        600     X         1              600          0          0
MAYTAG CORP                   COM             57859210    9408807     298030     X         11               0     298030          0
MAYTAG CORP                   COM             57859210     631400      20000     X         13               0          0      20000
MAYTAG CORP                   COM             57859210    2298012      71377     X         3            71377          0          0
MAYTAG CORP                   COM             57859210    1051565      33309     X         5             7409          0      25900
MAYTAG CORP                   COM             57859210     260642       8256     X  X      6             2056        200       6000
MAYTAG CORP                   COM             57859210    1195745      37876     X         6            21444          0      16432
MBT FINL CORP                 COM             57887710    1499378      86320     X         5            54470          0      31850
MCCLATCHY CO                  CL A            57948910      18115        255     X         13               0          0        255
MCCLATCHY CO                  CL A            57948910     174261       2453     X         5             2453          0          0
MCCLATCHY CO                  CL A            57948910     215677       3036     X         6             1761          0       1275
MCCORMICK & CO INC            COM VTG         57978010     796373      24096     X  X      6                0      24096          0
MCCORMICK & CO INC            COM NON VTG     57978020      26816        800     X  X      1              800          0          0
MCCORMICK & CO INC            COM NON VTG     57978020      33520       1000     X         1             1000          0          0
MCCORMICK & CO INC            COM NON VTG     57978020    7502003     224260     X         3           224260          0          0
MCCORMICK & CO INC            COM NON VTG     57978020    1329671      39668     X         5            39223          0        445
MCCORMICK & CO INC            COM NON VTG     57978020    8462258     252454     X  X      6           208364      16300      27790
MCCORMICK & CO INC            COM NON VTG     57978020    4763527     142110     X         6           139260          0       2850
MCDATA CORP                   CL A            58003120       2013        286     X  X      1              286          0          0
MCDATA CORP                   CL A            58003120         42          6     X         13               0          0          6
MCDATA CORP                   CL A            58003120     804157     114168     X         3           114168          0          0
MCDATA CORP                   CL A            58003120      38276       5437     X         5              439          0       4998
MCDATA CORP                   CL A            58003120      17410       2473     X  X      6             2269         50        154
MCDATA CORP                   CL A            58003120      16572       2354     X         6             2315         39          0
MCDONALDS CORP                COM             58013510     428550      15000     X  X      1            15000          0          0
MCDONALDS CORP                COM             58013510     908526      31800     X         1            31800          0          0
MCDONALDS CORP                COM             58013510    1297592      45418     X         13               0          0      45418
MCDONALDS CORP                COM             58013510   15188116     482284     X         3           482284          0          0
MCDONALDS CORP                COM             58013510       4714        165     X         4              165          0          0
MCDONALDS CORP                COM             58013510   27253414     953917     X         5           731022          0     222895
MCDONALDS CORP                COM             58013510   16961780     593692     X  X      6           565243      10327      18122
MCDONALDS CORP                COM             58013510   24876128     870708     X         6           687099       2600     181009
MCDONALDS CORP                COM             58013510       8428        295     X  X      7              295          0          0
MCDONALDS CORP                COM             58013510      60483       2117     X         7             2117          0          0
MCF CORP                      COM             58039510      81900      35000     X         5            35000          0          0
MCG CAPITAL CORP              COM             58047P10     717823      35571     X         5            33245          0       2326
MCGRAW HILL COS INC           COM             58064510     635008       8340     X  X      1             8340          0          0
MCGRAW HILL COS INC           COM             58064510    2383563      31305     X         1            31305          0          0
MCGRAW HILL COS INC           COM             58064510    8106626     106470     X         11               0     106470          0
MCGRAW HILL COS INC           COM             58064510     445647       5853     X         13               0          0       5853
MCGRAW HILL COS INC           COM             58064510   21240062     275530     X         3           275530          0          0
MCGRAW HILL COS INC           COM             58064510    5858059      76938     X         5            45505          0      31433
MCGRAW HILL COS INC           COM             58064510   23469774     308245     X  X      6           269353      17440      21452
MCGRAW HILL COS INC           COM             58064510   52045421     683549     X         6           629540       2130      51879
MCGRAW HILL COS INC           COM             58064510      60912        800     X  X      7              800          0          0
MCGRAW HILL COS INC           COM             58064510      89008       1169     X         7             1169          0          0
MCKESSON CORP                 COM             58155Q10      38274       1272     X         13               0          0       1272
MCKESSON CORP                 COM             58155Q10   13322171     441907     X         3           441907          0          0
MCKESSON CORP                 COM             58155Q10     886606      29465     X         5            13597          0      15868
MCKESSON CORP                 COM             58155Q10     997484      33150     X  X      6            28350        800       4000
MCKESSON CORP                 COM             58155Q10    3975340     132115     X         6            15432          0     116683
MCLEODUSA INC                 CL A            58226670      85948      57683     X         5              180          0      57503
MCLEODUSA INC                 CL A            58226670       1046        702     X  X      6              702          0          0
MCLEODUSA INC                 CL A            58226670      19799      13288     X         6            13288          0          0
MCMORAN EXPLORATION CO        NOTE  6.000% 7/ 582411AB    5270000    4000000     X         3          4000000          0          0
MEADE INSTRUMENTS CORP        COM             58306210      40400      10000     X         5                0          0      10000
MEADWESTVACO CORP             COM             58333410      14145        500     X         13               0          0        500
MEADWESTVACO CORP             COM             58333410    8082962     285718     X         3           285718          0          0
MEADWESTVACO CORP             COM             58333410    1198364      42360     X         5            19615          0      22745
MEADWESTVACO CORP             COM             58333410    1804251      63777     X  X      6            57215       6400        162
MEADWESTVACO CORP             COM             58333410    1357524      47986     X         6            40895          0       7091
MEDAREX INC                   COM             58391610      94185      10500     X         5             9300          0       1200
MEDAREX INC                   COM             58391610       4907        547     X  X      6              547          0          0
MEDAREX INC                   COM             58391610      17940       2000     X         6             2000          0          0
MED-DESIGN CORP               COM             58392610      89622      23400     X         5            21500          0       1900
MEDCO HEALTH SOLUTIONS INC    COM             58405U10     310216       9124     X  X      1             9004        120          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10     145724       4286     X         1             4274          0         12
MEDCO HEALTH SOLUTIONS INC    COM             58405U10      16524        486     X         13               0          0        486
MEDCO HEALTH SOLUTIONS INC    COM             58405U10   14068642     415862     X         3           415862          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10        816         24     X  X      4               24          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10    4197640     123460     X         5           106936          0      16524
MEDCO HEALTH SOLUTIONS INC    COM             58405U10   10672736     313904     X  X      6           261538      21808      30558
MEDCO HEALTH SOLUTIONS INC    COM             58405U10   17222406     506541     X         6           372344        336     133861
MEDCO HEALTH SOLUTIONS INC    COM             58405U10       8194        241     X  X      7              241          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10        816         24     X         7               24          0          0
MEDIA GEN INC                 CL A            58440410    1807410      22864     X         3            22864          0          0
MEDIA GEN INC                 CL A            58440410     368964       5484     X         5              250          0       5234
MEDIA GEN INC                 CL A            58440410     121104       1800     X  X      6             1800          0          0
MEDIA GEN INC                 CL A            58440410    1289421      19165     X         6            18765          0        400
MEDIACOM COMMUNICATIONS CORP  CL A            58446K10        481         60     X         5               60          0          0
MEDIACOM COMMUNICATIONS CORP  CL A            58446K10     379121      47272     X         6            47272          0          0
MEDICINES CO                  COM             58468810   25602569     791900     X         3           791900          0          0
MEDICINES CO                  COM             58468810      22547        700     X         5              700          0          0
MEDICINES CO                  COM             58468810      13303        413     X  X      6              413          0          0
MEDICINES CO                  COM             58468810     800676      24858     X         6            22858          0       2000
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030   31621947     786800     X         3           786800          0          0
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030      36320        908     X         5              118          0        790
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030      44720       1118     X  X      6             1118          0          0
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030    1159240      28981     X         6            26643         38       2300
MEDIMMUNE INC                 COM             58469910     366672      15887     X         13               0          0      15887
MEDIMMUNE INC                 COM             58469910    5433032     235400     X         3           235400          0          0
MEDIMMUNE INC                 COM             58469910    8235152     356809     X         5            60435          0     296374
MEDIMMUNE INC                 COM             58469910      48283       2092     X  X      6             2092          0          0
MEDIMMUNE INC                 COM             58469910      62339       2701     X         6             1332          0       1369
MEDIMMUNE INC                 COM             58469910    2848072     123400     X         8           123400          0          0
MEDIWARE INFORMATION SYS INC  COM             58494610     321334      18268     X         5             2000          0      16268
MEDQUIST INC                  COM             58494910      78700       5000     X         3             5000          0          0
MEDQUIST INC                  COM             58494910      92173       5856     X         5               18          0       5838
MEDTRONIC INC                 COM             58505510     501375      10500     X  X      1            10500          0          0
MEDTRONIC INC                 COM             58505510     174908       3663     X         1             3563          0        100
MEDTRONIC INC                 COM             58505510      74013       1550     X         11               0       1550          0
MEDTRONIC INC                 COM             58505510     185986       3895     X         13               0          0       3895
MEDTRONIC INC                 COM             58505510  122333613    2552354     X         3          2552354          0          0
MEDTRONIC INC                 COM             58505510       8547        179     X         4              179          0          0
MEDTRONIC INC                 COM             58505510   22105492     462942     X         5           259126          0     203816
MEDTRONIC INC                 COM             58505510   57304345    1200091     X  X      6          1071940      66369      61782
MEDTRONIC INC                 COM             58505510  103820103    2174243     X         6          1921250       3801     249192
MEDTRONIC INC                 COM             58505510      26883        563     X  X      7              563          0          0
MEDTRONIC INC                 COM             58505510     224043       4692     X         7             4692          0          0
MEDTRONIC INC                 COM             58505510    2468675      51700     X         8            51700          0          0
MELLON FINL CORP              COM             58551A10     636439      20340     X  X      1            20340          0          0
MELLON FINL CORP              COM             58551A10     413028      13200     X         1            13200          0          0
MELLON FINL CORP              COM             58551A10      78194       2499     X         13               0          0       2499
MELLON FINL CORP              COM             58551A10   14436660     461600     X         3           461600          0          0
MELLON FINL CORP              COM             58551A10    2532965      80951     X         5            45017          0      35934
MELLON FINL CORP              COM             58551A10    3755645     120027     X  X      6            92227       7000      20800
MELLON FINL CORP              COM             58551A10    4426127     141455     X         6           121294          0      20161
MEMRY CORP                    COM NEW         58626320      42558      24600     X         5                0          0      24600
MENTOR CORP MINN              COM             58718810      82926       2755     X         13               0          0       2755
MENTOR CORP MINN              COM             58718810     987551      32809     X         5              115          0      32694
MENTOR CORP MINN              COM             58718810      60200       2000     X  X      6             2000          0          0
MENTOR CORP MINN              COM             58718810      43735       1453     X         6             1453          0          0
MENTOR CORP MINN              COM             58718810       4515        150     X  X      7              150          0          0
MENTOR GRAPHICS CORP          COM             58720010      83059       4661     X         13               0          0       4661
MENTOR GRAPHICS CORP          COM             58720010    1180949      66271     X         3            66271          0          0
MENTOR GRAPHICS CORP          COM             58720010     559673      31407     X         5            26879          0       4528
MENTOR GRAPHICS CORP          COM             58720010      24948       1400     X         6             1400          0          0
MERCANTILE BANK CORP          COM             58737610     526073      14819     X         5             1000          0      13819
MERCANTILE BANKSHARES CORP    COM             58740510       3220         75     X         11               0         75          0
MERCANTILE BANKSHARES CORP    COM             58740510       3563         83     X         13               0          0         83
MERCANTILE BANKSHARES CORP    COM             58740510    3324804      77375     X         3            77375          0          0
MERCANTILE BANKSHARES CORP    COM             58740510     595182      13864     X         5             2394          0      11470
MERCANTILE BANKSHARES CORP    COM             58740510    1568662      36540     X  X      6            33890       2650          0
MERCANTILE BANKSHARES CORP    COM             58740510     881718      20539     X         6            17964          0       2575
MERCER INTL INC               SH BEN INT      58805610    1444000     152000     X         3           152000          0          0
MERCHANTS GROUP INC           COM             58853910    2348643      96059     X         3            96059          0          0
MERCK & CO INC                COM             58933110    5754245     130216     X  X      1           128116       2100          0
MERCK & CO INC                COM             58933110    1880285      42550     X         1            42450          0        100
MERCK & CO INC                COM             58933110    3543154      80180     X         11               0      80180          0
MERCK & CO INC                COM             58933110    1105474      25016     X         13               0          0      25016
MERCK & CO INC                COM             58933110  149993767    3301759     X         3          3301759          0          0
MERCK & CO INC                COM             58933110      17676        400     X  X      4              400          0          0
MERCK & CO INC                COM             58933110      26072        590     X         4              590          0          0
MERCK & CO INC                COM             58933110   88318466    1998608     X         5          1151600          0     847008
MERCK & CO INC                COM             58933110  206375122    4670177     X  X      6          3949151     517701     203325
MERCK & CO INC                COM             58933110  254331082    5755399     X         6          5208014      11223     536162
MERCK & CO INC                COM             58933110      96202       2177     X  X      7             2177          0          0
MERCK & CO INC                COM             58933110     172032       3893     X         7             3893          0          0
MERCK & CO INC                COM             58933110    5331524     120650     X         8           120650          0          0
MERCURY GENL CORP NEW         COM             58940010    5242595     104999     X         5            22263          0      82736
MERCURY GENL CORP NEW         COM             58940010      81436       1631     X  X      6             1631          0          0
MERCURY GENL CORP NEW         COM             58940010     764828      15318     X         6            15318          0          0
MERCURY INTERACTIVE CORP      COM             58940510       7885        176     X         13               0          0        176
MERCURY INTERACTIVE CORP      COM             58940510    1518675      33899     X         3            33899          0          0
MERCURY INTERACTIVE CORP      COM             58940510    1317702      29413     X         5             9386          0      20027
MERCURY INTERACTIVE CORP      COM             58940510       5555        124     X  X      6              124          0          0
MERCURY INTERACTIVE CORP      COM             58940510     158637       3541     X         6             3541          0          0
MERCURY INTERACTIVE CORP      COM             58940510       2598         58     X         7               58          0          0
MEREDITH CORP                 COM             58943310    1505362      30039     X         3            30039          0          0
MEREDITH CORP                 COM             58943310     218166       4315     X         5             4315          0          0
MEREDITH CORP                 COM             58943310     305180       6036     X  X      6             6036          0          0
MEREDITH CORP                 COM             58943310      23915        473     X         6              473          0          0
MERIDIAN BIOSCIENCE INC       COM             58958410      35359       3470     X         5             1470          0       2000
MERIDIAN BIOSCIENCE INC       COM             58958410     133693      13120     X         6            13120          0          0
MERIDIAN RESOURCE CORP        COM             58977Q10     243810      40500     X         3            40500          0          0
MERIDIAN RESOURCE CORP        COM             58977Q10       6020       1000     X         5                0          0       1000
MERITAGE CORP                 COM             59001A10       3713         50     X         1               50          0          0
MERITAGE CORP                 COM             59001A10      14850        200     X         3              200          0          0
MERITAGE CORP                 COM             59001A10     141075       1900     X  X      6             1900          0          0
MERITAGE CORP                 COM             59001A10    1619244      21808     X         6            18708          0       3100
MERIX CORP                    COM             59004910     383908      20808     X         5            20808          0          0
MERRILL LYNCH & CO INC        COM             59018810     190592       3200     X         1             3100          0        100
MERRILL LYNCH & CO INC        COM             59018810    8308084     139491     X         11               0     139491          0
MERRILL LYNCH & CO INC        COM             59018810      11852        199     X         13               0          0        199
MERRILL LYNCH & CO INC        COM             59018810  119154813    2006873     X         3          2006873          0          0
MERRILL LYNCH & CO INC        COM             59018810      34247        575     X         4              575          0          0
MERRILL LYNCH & CO INC        COM             59018810   23221491     389884     X         5           349000          0      40884
MERRILL LYNCH & CO INC        COM             59018810   27257038     457640     X  X      6           411174      22424      24042
MERRILL LYNCH & CO INC        COM             59018810  108582407    1823076     X         6          1490219       4705     328152
MERRILL LYNCH & CO INC        COM             59018810       9470        159     X  X      7              159          0          0
MERRILL LYNCH & CO INC        COM             59018810     241814       4060     X         7             4060          0          0
MERRILL LYNCH & CO INC        COM             59018810    7486692     125700     X         8           125700          0          0
MESA AIR GROUP INC            COM             59047910      41250       5000     X         13               0          0       5000
MESA AIR GROUP INC            COM             59047910     408936      49568     X         5             6928          0      42640
MESA AIR GROUP INC            COM             59047910       1526        185     X  X      6              185          0          0
MESA AIR GROUP INC            COM             59047910       2558        310     X         6              310          0          0
MET PRO CORP                  COM             59087630    1419331      84484     X         5            84484          0          0
MET PRO CORP                  COM             59087630      11189        666     X  X      6              666          0          0
METHANEX CORP                 COM             59151K10      74267       6631     X         5             4909          0       1722
METHANEX CORP                 COM             59151K10       5286        472     X  X      6              472          0          0
METHANEX CORP                 COM             59151K10     387520      34600     X         6            34600          0          0
METLIFE INC                   COM             59156R10     459130      12868     X         13               0          0      12868
METLIFE INC                   COM             59156R10   24513613     740587     X         3           740587          0          0
METLIFE INC                   COM             59156R10   19576615     548672     X         5           543918          0       4754
METLIFE INC                   COM             59156R10    5193153     145548     X  X      6           110746       8078      26724
METLIFE INC                   COM             59156R10   22883011     641340     X         6           480604        750     159986
METLIFE INC                   COM             59156R10      70468       1975     X         7             1975          0          0
METRO GOLDWYN MAYER INC       COM             59161010       1218         70     X         13               0          0         70
METRO GOLDWYN MAYER INC       COM             59161010      67860       3900     X         3             3900          0          0
METRO GOLDWYN MAYER INC       COM             59161010     208000      11954     X         5             2800          0       9154
METRO GOLDWYN MAYER INC       COM             59161010        278         16     X  X      6               16          0          0
METRO GOLDWYN MAYER INC       COM             59161010     126550       7273     X         6             7273          0          0
METROLOGIC INSTRS INC         COM             59167610    3364171     143768     X         3           143768          0          0
METROLOGIC INSTRS INC         COM             59167610      90722       3877     X         6                0          0       3877
METTLER TOLEDO INTERNATIONAL  COM             59268810     573204      12910     X         5            12890          0         20
METTLER TOLEDO INTERNATIONAL  COM             59268810       6083        137     X  X      6              137          0          0
METTLER TOLEDO INTERNATIONAL  COM             59268810    4571690     102966     X         6             1305          0     101661
METTLER TOLEDO INTERNATIONAL  COM             59268810      12965        292     X  X      7              292          0          0
MICHAELS STORES INC           COM             59408710      97240       2000     X  X      1             2000          0          0
MICHAELS STORES INC           COM             59408710   21433488     453366     X         3           453366          0          0
MICHAELS STORES INC           COM             59408710    1653663      34012     X         5            31412          0       2600
MICHAELS STORES INC           COM             59408710     698037      14357     X  X      6              596          0      13761
MICHAELS STORES INC           COM             59408710    2082297      42828     X         6            26919         22      15887
MICHAELS STORES INC           COM             59408710       4376         90     X         7               90          0          0
MICREL INC                    COM             59479310    9262387     689453     X         3           689453          0          0
MICREL INC                    COM             59479310        669         50     X         5                0          0         50
MICREL INC                    COM             59479310      34293       2563     X  X      6             2563          0          0
MICREL INC                    COM             59479310    1111182      83048     X         6            76260         88       6700
MICROS SYS INC                COM             59490110     276728       6125     X         5              125          0       6000
MICROS SYS INC                COM             59490110     478682      10595     X  X      6              595          0      10000
MICROS SYS INC                COM             59490110     177557       3930     X         6             3930          0          0
MICROSOFT CORP                COM             59491810     785544      31510     X  X      1            31510          0          0
MICROSOFT CORP                COM             59491810    2227321      89343     X         1            89043          0        300
MICROSOFT CORP                COM             59491810     235788       9458     X         11               0       9458          0
MICROSOFT CORP                COM             59491810    3721351     149272     X         13               0          0     149272
MICROSOFT CORP                COM             59491810  363915595   15136753     X         3         15136753          0          0
MICROSOFT CORP                COM             59491810      24930       1000     X  X      4             1000          0          0
MICROSOFT CORP                COM             59491810      56043       2248     X         4             2248          0          0
MICROSOFT CORP                COM             59491810  101342951    4065100     X         5          2558026          0    1507074
MICROSOFT CORP                COM             59491810  133044180    5336710     X  X      6          4413846     351743     571121
MICROSOFT CORP                COM             59491810  300143439   12039448     X         6          9740037      39049    2260362
MICROSOFT CORP                COM             59491810     217589       8728     X  X      7             8728          0          0
MICROSOFT CORP                COM             59491810     552100      22146     X         7            22146          0          0
MICROSOFT CORP                COM             59491810    5123115     205500     X         8           205500          0          0
MICROSTRATEGY INC             CL A NEW        59497240    5534992     103200     X         3           103200          0          0
MICROSTRATEGY INC             CL A NEW        59497240     586780      11009     X         5             9157          0       1852
MICROSTRATEGY INC             CL A NEW        59497240      21480        403     X  X      6              403          0          0
MICROSTRATEGY INC             CL A NEW        59497240     734421      13779     X         6            12666         13       1100
MICROSTRATEGY INC             CL A NEW        59497240       2132         40     X         7               40          0          0
MICRO THERAPEUTICS INC        COM             59500W10      63214      15051     X         5            15051          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710       9247        350     X         11               0        350          0
MICROCHIP TECHNOLOGY INC      COM             59501710      12576        476     X         13               0          0        476
MICROCHIP TECHNOLOGY INC      COM             59501710    5371388     202236     X         3           202236          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710       2351         89     X         4               89          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710     293236      11099     X         5             2620          0       8479
MICROCHIP TECHNOLOGY INC      COM             59501710      49300       1866     X  X      6             1866          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710    1391647      52674     X         6            52480          0        194
MICROCHIP TECHNOLOGY INC      COM             59501710      12919        489     X  X      7              489          0          0
MICROMUSE INC                 COM             59509410    6371921     811250     X         3           811250          0          0
MICROMUSE INC                 COM             59509410     226169      28996     X         5             7811          0      21185
MICROMUSE INC                 COM             59509410      90940      11659     X  X      6            11659          0          0
MICROMUSE INC                 COM             59509410     882531     113145     X         6           103930        115       9100
MICRON TECHNOLOGY INC         COM             59511210    3833708     229426     X         3           229426          0          0
MICRON TECHNOLOGY INC         COM             59511210    3964464     237251     X         5           116879          0     120372
MICRON TECHNOLOGY INC         COM             59511210     169272      10130     X  X      6            10130          0          0
MICRON TECHNOLOGY INC         COM             59511210    1691420     101222     X         6            17387          0      83835
MICRON TECHNOLOGY INC         COM             59511210      18381       1100     X         7             1100          0          0
MICRON TECHNOLOGY INC         COM             59511210    8862984     530400     X         8           530400          0          0
MICROSEMI CORP                COM             59513710    7611347     556385     X         3           556385          0          0
MICROSEMI CORP                COM             59513710      10944        800     X         5              800          0          0
MICROSEMI CORP                COM             59513710     358471      26204     X         6                0          0      26204
MID-AMER APT CMNTYS INC       COM             59522J10       9283        250     X         11               0        250          0
MID-AMER APT CMNTYS INC       COM             59522J10     918596      24740     X         5            24740          0          0
MID-AMER APT CMNTYS INC       COM             59522J10      13478        363     X  X      6              363          0          0
MID-STATE BANCSHARES          COM             59544010    4648644     196560     X         3           196560          0          0
MIDAS GROUP INC               COM             59562610      42790       2200     X         5                0          0       2200
MIDAS GROUP INC               COM             59562610       5465        281     X  X      6                0         33        248
MIDAS GROUP INC               COM             59562610     902480      46400     X         6            46400          0          0
MIDCAP SPDR TR                UNIT SER 1      59563510    1425561      12901     X         13               0          0      12901
MIDCAP SPDR TR                UNIT SER 1      59563510      93387       1250     X         3             1250          0          0
MIDCAP SPDR TR                UNIT SER 1      59563510   13354920     120859     X         5            66636          0      54223
MIDCAP SPDR TR                UNIT SER 1      59563510    2275858      20596     X  X      6            15941       4460        195
MIDCAP SPDR TR                UNIT SER 1      59563510   19310759     174758     X         6           174688          0         70
MIDDLEBY CORP                 COM             59627810    2606638      57063     X         3            57063          0          0
MIDDLEBY CORP                 COM             59627810    1315727      28860     X         5            17210          0      11650
MIDDLEBY CORP                 COM             59627810      75953       1666     X         6              130          0       1536
MIDDLEBY CORP                 COM             59627810       1140         25     X         7               25          0          0
MILLENNIUM PHARMACEUTICALS I  COM             59990210       4056        240     X         13               0          0        240
MILLENNIUM PHARMACEUTICALS I  COM             59990210    6959334     411923     X         3           411923          0          0
MILLENNIUM PHARMACEUTICALS I  COM             59990210    2648281     156703     X         5            66341          0      90362
MILLENNIUM PHARMACEUTICALS I  COM             59990210     476884      28218     X  X      6            28218          0          0
MILLENNIUM PHARMACEUTICALS I  COM             59990210     120869       7152     X         6             7152          0          0
MILLENNIUM PHARMACEUTICALS I  NOTE  5.500% 1/ 599902AB     131685     130000     X         5                0          0     130000
MILLENNIUM CHEMICALS INC      COM             59990310     707543      47359     X         5            46774          0        585
MILLENNIUM CHEMICALS INC      COM             59990310       6140        411     X  X      6              311          0        100
MILLENNIUM CHEMICALS INC      COM             59990310       2196        147     X         6              147          0          0
MILLEA HOLDINGS INC           ADR             60032R10    5193668      66000     X         3            66000          0          0
MILLEA HOLDINGS INC           ADR             60032R10       6143         79     X  X      4               79          0          0
MILLEA HOLDINGS INC           ADR             60032R10     760571       9781     X         5             4727          0       5054
MILLEA HOLDINGS INC           ADR             60032R10     670058       8617     X  X      6             8137          0        480
MILLEA HOLDINGS INC           ADR             60032R10     460339       5920     X         6             5920          0          0
MILLEA HOLDINGS INC           ADR             60032R10       4277         55     X  X      7               55          0          0
MILLEA HOLDINGS INC           ADR             60032R10       6843         88     X         7               88          0          0
MILLER HERMAN INC             COM             60054410       3032        114     X         13               0          0        114
MILLER HERMAN INC             COM             60054410    2203952      82762     X         3            82762          0          0
MILLER HERMAN INC             COM             60054410     209129       7862     X         5             3997          0       3865
MILLER HERMAN INC             COM             60054410     409480      15394     X  X      6            15394          0          0
MILLER HERMAN INC             COM             60054410      69187       2601     X         6             2601          0          0
MILLER INDS INC TENN          COM NEW         60055120     125160      14000     X         5            14000          0          0
MILLER INDS INC TENN          COM NEW         60055120        536         60     X         6               60          0          0
MILLIPORE CORP                COM             60107310   22376703     436389     X         3           436389          0          0
MILLIPORE CORP                COM             60107310    1930398      37571     X         5            37571          0          0
MILLIPORE CORP                COM             60107310     413198       8042     X  X      6             3717       1500       2825
MILLIPORE CORP                COM             60107310     616560      12000     X         6            12000          0          0
MILLS CORP                    COM             60114810     509985       9570     X         5             2096          0       7474
MILLS CORP                    COM             60114810     122567       2300     X  X      6             2300          0          0
MILLS CORP                    COM             60114810      34639        650     X         6              650          0          0
MINE SAFETY APPLIANCES CO     COM             60272010      25524        900     X         13               0          0        900
MINE SAFETY APPLIANCES CO     COM             60272010    2354164      83010     X         3            83010          0          0
MINE SAFETY APPLIANCES CO     COM             60272010     288563      10175     X         5            10000          0        175
MINE SAFETY APPLIANCES CO     COM             60272010      60293       2126     X         6              135          0       1991
MINEFINDERS LTD               COM             60290010    1962972     198280     X         5           198280          0          0
MINERALS TECHNOLOGIES INC     COM             60315810    1130523      19799     X         3            19799          0          0
MINERALS TECHNOLOGIES INC     COM             60315810      51961        910     X         5              200          0        710
MISSION RESOURCES CORP        COM             60510910      86548      26630     X         5            26500          0        130
MISSION RESOURCES CORP        COM             60510910      46475      14300     X         6            14300          0          0
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610   11661508     569645     X         3           569645          0          0
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610    2678300     269718     X         5           236134          0      33584
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610      86689       8730     X  X      6             4910          0       3820
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610     224100      22568     X         6            22568          0          0
MITSUI & CO LTD               ADR             60682720     208715      28000     X         3            28000          0          0
MOBILE TELESYSTEMS OJSC       SPONSORED ADR   60740910      31560        240     X         13               0          0        240
MOBILE TELESYSTEMS OJSC       SPONSORED ADR   60740910     736400       5600     X         3             5600          0          0
MOBILE TELESYSTEMS OJSC       SPONSORED ADR   60740910     161745       1230     X         5             1181          0         49
MOBILE TELESYSTEMS OJSC       SPONSORED ADR   60740910      29588        225     X         6              225          0          0
MOBILE MINI INC               COM             60740F10     845918      48897     X         5            48447          0        450
MOBILE MINI INC               COM             60740F10      14705        850     X         6              850          0          0
MODINE MFG CO                 COM             60782810       1407         54     X         13               0          0         54
MODINE MFG CO                 COM             60782810     869153      33352     X         3            33352          0          0
MODINE MFG CO                 COM             60782810      95510       3665     X         5             2335          0       1330
MODINE MFG CO                 COM             60782810      32575       1250     X  X      6                0       1250          0
MODINE MFG CO                 COM             60782810     277148      10635     X         6            10635          0          0
MOHAWK INDS INC               COM             60819010    5665271      69312     X         3            69312          0          0
MOHAWK INDS INC               COM             60819010    1298824      15772     X         5             8780          0       6992
MOHAWK INDS INC               COM             60819010    6307516      76594     X  X      6            76594          0          0
MOHAWK INDS INC               COM             60819010     629236       7641     X         6             7559          0         82
MOHAWK INDS INC               COM             60819010       2800         34     X  X      7               34          0          0
MOLDFLOW CORP                 COM             60850710    7598986     749900     X         3           749900          0          0
MOLDFLOW CORP                 COM             60850710      36622       3644     X  X      6             3644          0          0
MOLDFLOW CORP                 COM             60850710     939695      93502     X         6            85176        126       8200
MOLEX INC                     COM             60855410       2067         68     X         13               0          0         68
MOLEX INC                     COM             60855410    2187685      71987     X         3            71987          0          0
MOLEX INC                     COM             60855410      22793        750     X         5              750          0          0
MOLEX INC                     COM             60855410     118369       3895     X  X      6             3895          0          0
MOLEX INC                     COM             60855410     740179      24356     X         6            24356          0          0
MONACO COACH CORP             COM             60886R10   12490864     464176     X         3           464176          0          0
MONACO COACH CORP             COM             60886R10     723546      26998     X         5            26998          0          0
MONACO COACH CORP             COM             60886R10      32348       1207     X  X      6             1207          0          0
MONACO COACH CORP             COM             60886R10    1749477      65279     X         6            57284         38       7957
MONDAVI ROBERT CORP           CL A            60920010     332082       8769     X         5             7569          0       1200
MONMOUTH CAP CORP             COM             60952410     109093      14279     X         5                0          0      14279
MONRO MUFFLER BRAKE INC       COM             61023610    6320896     251000     X         3           251000          0          0
MONRO MUFFLER BRAKE INC       COM             61023610      28189       1128     X  X      6             1128          0          0
MONRO MUFFLER BRAKE INC       COM             61023610     881647      35280     X         6            32390         40       2850
MONSANTO CO NEW               COM             61166W10      10598        289     X  X      1              289          0          0
MONSANTO CO NEW               COM             61166W10       4657        127     X         1              127          0          0
MONSANTO CO NEW               COM             61166W10      17455        476     X         13               0          0        476
MONSANTO CO NEW               COM             61166W10    9812493     356648     X         3           356648          0          0
MONSANTO CO NEW               COM             61166W10       2384         65     X         4               65          0          0
MONSANTO CO NEW               COM             61166W10    1074370      29298     X         5            25015          0       4283
MONSANTO CO NEW               COM             61166W10    4306580     117442     X  X      6            82191      10948      24303
MONSANTO CO NEW               COM             61166W10    4133002     112708     X         6            64603          0      48105
MONSANTO CO NEW               COM             61166W10         18          1     X  X      7                1          0          0
MONSANTO CO NEW               COM             61166W10      29336        800     X         7              800          0          0
MONSTER WORLDWIDE INC         COM             61174210   61134288    2334256     X         3          2334256          0          0
MONSTER WORLDWIDE INC         COM             61174210      75561       2884     X         5             2184          0        700
MONSTER WORLDWIDE INC         COM             61174210     496464      18949     X         6             2312          0      16637
MONTGOMERY STR INCOME SECS I  COM             61411510      28725       1500     X  X      1             1500          0          0
MONTGOMERY STR INCOME SECS I  COM             61411510    1536654      80243     X         5              500          0      79743
MONTGOMERY STR INCOME SECS I  COM             61411510      57450       3000     X  X      6             3000          0          0
MONTGOMERY STR INCOME SECS I  COM             61411510      19150       1000     X         6             1000          0          0
MONY GROUP INC                COM             61533710        220          7     X         13               0          0          7
MONY GROUP INC                COM             61533710   17451621     555077     X         3           555077          0          0
MONY GROUP INC                COM             61533710      40872       1300     X         5             1000          0        300
MONY GROUP INC                COM             61533710      30159        959     X  X      6              959          0          0
MONY GROUP INC                COM             61533710      27196        865     X         6              865          0          0
MOODYS CORP                   COM             61536910       7080        100     X  X      1              100          0          0
MOODYS CORP                   COM             61536910      56640        800     X         1              800          0          0
MOODYS CORP                   COM             61536910       1699         24     X         13               0          0         24
MOODYS CORP                   COM             61536910    3969233      56125     X         3            56125          0          0
MOODYS CORP                   COM             61536910      14514        205     X         4              205          0          0
MOODYS CORP                   COM             61536910    2885100      40750     X         5            30395          0      10355
MOODYS CORP                   COM             61536910    9319404     131630     X  X      6           109705      10103      11822
MOODYS CORP                   COM             61536910    8761712     123753     X         6           123103        650          0
MOODYS CORP                   COM             61536910       2124         30     X  X      7               30          0          0
MOODYS CORP                   COM             61536910      32568        460     X         7              460          0          0
MOOG INC                      CL A            61539420       2388         70     X         1               70          0          0
MOOG INC                      CL A            61539420    3006347      88111     X         3            88111          0          0
MOOG INC                      CL A            61539420     138732       4066     X         5                0          0       4066
MOOG INC                      CL A            61539420      85129       2495     X  X      6             2495          0          0
MOOG INC                      CL A            61539420    1247598      36565     X         6            29853          0       6712
MORGAN STANLEY EASTN EUR FD   COM             61698810      10200        300     X         5              200          0        100
MORGAN STANLEY EASTN EUR FD   COM             61698810      71400       2100     X         6             2000          0        100
MORGAN STANLEY EASTN EUR FD   COM             61698810     363800      10700     X         9            10700          0          0
MORGAN STANLEY                COM NEW         61744644     514554       8980     X  X      1             8980          0          0
MORGAN STANLEY                COM NEW         61744644    1284953      22425     X         1            22425          0          0
MORGAN STANLEY                COM NEW         61744644      45496        794     X         11               0        794          0
MORGAN STANLEY                COM NEW         61744644     685537      11964     X         13               0          0      11964
MORGAN STANLEY                COM NEW         61744644  141791501    2492454     X         3          2492454          0          0
MORGAN STANLEY                COM NEW         61744644      19940        348     X         4              348          0          0
MORGAN STANLEY                COM NEW         61744644    8415151     146861     X         5            84344          0      62517
MORGAN STANLEY                COM NEW         61744644   41138306     717946     X  X      6           592000      94355      31591
MORGAN STANLEY                COM NEW         61744644   56891451     992870     X         6           740702        989     251179
MORGAN STANLEY                COM NEW         61744644      85091       1485     X  X      7             1485          0          0
MORGAN STANLEY                COM NEW         61744644      67843       1184     X         7             1184          0          0
MORGAN STANLEY EMER MKTS FD   COM             61744G10     277216      17691     X         5             9539          0       8152
MORGAN STANLEY EMER MKTS FD   COM             61744G10   13344572     851600     X         9           851600          0          0
MORGAN STANLEY EMER MKTS DEB  COM             61744H10    1066473     108052     X         5            92352          0      15700
MORGAN STANLEY EMER MKTS DEB  COM             61744H10      31584       3200     X  X      6             3200          0          0
MORGAN STANLEY HIGH YIELD FD  COM             61744M10     756571     117480     X         5           116980          0        500
MORGAN STANLEY HIGH YIELD FD  COM             61744M10       1610        250     X         6              250          0          0
MORGAN STANLEY ASIA PAC FD I  COM             61744U10    1220159     101258     X         5             3125          0      98133
MORGAN STANLEY ASIA PAC FD I  COM             61744U10   23302362    1933806     X         9          1933806          0          0
MORGAN STANLEY                GOVT INCOME TR  61745P10       5135        563     X         13               0          0        563
MORGAN STANLEY                GOVT INCOME TR  61745P10    1377220     151011     X         5           134511          0      16500
MORGAN STANLEY                GOVT INCOME TR  61745P10       4925        540     X  X      6              540          0          0
MORGAN STANLEY                GOVT INCOME TR  61745P10      44205       4847     X         6             4847          0          0
MORGAN STANLEY                GOVT INCOME TR  61745P10    6957648     762900     X         9           762900          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42      99958      10179     X         5            10179          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42      99634      10146     X  X      6            10146          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42      28174       2869     X         6             2869          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42    4860900     495000     X         9           495000          0          0
MORGAN STANLEY                MUN INCOME III  61745P43     160578      18002     X         5              224          0      17778
MORGAN STANLEY                MUN INCOME III  61745P43      11596       1300     X  X      6              200          0       1100
MORGAN STANLEY                MUN INCM OPPTN  61745P45     132072      17355     X         5            17355          0          0
MORGAN STANLEY                MUN INCM OPPTN  61745P45      15220       2000     X  X      6             2000          0          0
MORGAN STANLEY                MUN INCM OPPTN  61745P45       9140       1201     X         6             1201          0          0
MORGAN STANLEY                CA INSD MUN TR  61745P50     121316       8460     X         5             8460          0          0
MORGAN STANLEY                CA INSD MUN TR  61745P50     205048      14299     X         6            14299          0          0
MORGAN STANLEY                N Y QULTY MUN   61745P52     195017      13468     X         5            13468          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58      11233        760     X         5              760          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58       6089        412     X  X      6              412          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58      66540       4502     X         6             4502          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58    2623450     177500     X         9           177500          0          0
MORGAN STANLEY                QUALT MUN INCM  61745P73      14687       1008     X         13               0          0       1008
MORGAN STANLEY                QUALT MUN INCM  61745P73      75837       5205     X         5             3000          0       2205
MORGAN STANLEY                QUALT MUN INCM  61745P73      14570       1000     X  X      6             1000          0          0
MORGAN STANLEY                QUALT MUN INCM  61745P73      52845       3627     X         6             3627          0          0
MORGAN STANLEY                QUALT MUN INCM  61745P73    1346268      92400     X         9            92400          0          0
MORGAN STANLEY                INSD MUN INCM   61745P79      16147       1075     X         13               0          0       1075
MORGAN STANLEY                INSD MUN INCM   61745P79     163418      10880     X         5            10380          0        500
MORGAN STANLEY                INSD MUN INCM   61745P79     115804       7710     X  X      6             7710          0          0
MORGAN STANLEY                INSD MUN INCM   61745P79     161720      10767     X         6            10767          0          0
MORGAN STANLEY                INSD MUN SECS   61745P83     203094      13901     X         5             4041          0       9860
MORGAN STANLEY                INSD MUN TR     61745P86      40301       2714     X         13               0          0       2714
MORGAN STANLEY                INSD MUN TR     61745P86     448470      30200     X         5                0          0      30200
MORGAN STANLEY                INSD MUN TR     61745P86      29700       2000     X  X      6             2000          0          0
MORGAN STANLEY                INSD MUN TR     61745P86      92278       6214     X         6             6214          0          0
MORGAN STANLEY                INCOME SEC INC  61745P87    1239824      75599     X         5            70566          0       5033
MORGAN STANLEY                INCOME SEC INC  61745P87     100876       6151     X  X      6             5856        295          0
MORGAN STANLEY                INCOME SEC INC  61745P87      26420       1611     X         6             1611          0          0
MOTOROLA INC                  COM             62007610      43085       2448     X  X      1             2448          0          0
MOTOROLA INC                  COM             62007610       2816        160     X         11               0        160          0
MOTOROLA INC                  COM             62007610     371765      21123     X         13               0          0      21123
MOTOROLA INC                  COM             62007610   30982320    1829079     X         3          1829079          0          0
MOTOROLA INC                  COM             62007610   13077557     743043     X         5           518522          0     224521
MOTOROLA INC                  COM             62007610   14160802     804591     X  X      6           685504      17200     101887
MOTOROLA INC                  COM             62007610   17100758     971634     X         6           595279        405     375950
MOTOROLA INC                  COM             62007610      42205       2398     X         7             2398          0          0
MOTOROLA INC                  COM             62007610   13044152     741145     X         8           741145          0          0
MOTOROLA INC                  EQTY UNIT 7%    62007620      13840        285     X         13               0          0        285
MOTOROLA INC                  EQTY UNIT 7%    62007620    4387590      90354     X         5            89659          0        695
MOTOROLA INC                  EQTY UNIT 7%    62007620       7284        150     X  X      6              150          0          0
MOTOROLA INC                  EQTY UNIT 7%    62007620       7284        150     X         6              150          0          0
MOTOROLA INC                  NOTE         9/ 620076AJ      73800      90000     X         5            90000          0          0
MOVIE GALLERY INC             COM             62458110       2547        130     X         1              130          0          0
MOVIE GALLERY INC             COM             62458110       3918        200     X         3              200          0          0
MOVIE GALLERY INC             COM             62458110     486635      24841     X         5            24841          0          0
MOVIE GALLERY INC             COM             62458110      66998       3420     X  X      6             3420          0          0
MOVIE GALLERY INC             COM             62458110     453313      23140     X         6            17620          0       5520
MUELLER INDS INC              COM             62475610   38492723    1132472     X         3          1132472          0          0
MUELLER INDS INC              COM             62475610   41114984    1209620     X         5          1209420          0        200
MUELLER INDS INC              COM             62475610      92793       2730     X         6                0          0       2730
MULTIMEDIA GAMES INC          COM             62545310       2474        100     X         3              100          0          0
MULTIMEDIA GAMES INC          COM             62545310     843461      34093     X         5            29913          0       4180
MULTIMEDIA GAMES INC          COM             62545310       2375         96     X  X      6               96          0          0
MUNIHOLDINGS INSD FD INC      COM             62593010      64746       4566     X         5             4566          0          0
MUNIHOLDINGS INSD FD INC      COM             62593010      36173       2551     X  X      6             2551          0          0
MUNIHOLDINGS INSD FD INC      COM             62593010      82244       5800     X         6             5800          0          0
MUNIHOLDINGS N Y INSD FD INC  COM             62593110     364536      24400     X         5            24400          0          0
MUNIHOLDINGS FD II INC        COM             62593510      86880       6000     X         5             6000          0          0
MUNIHOLDINGS FD II INC        COM             62593510      62872       4342     X         6             4342          0          0
MUNIHOLDINGS N J INSD FD INC  COM             62593610     161835      10746     X         3            10746          0          0
MUNIHOLDINGS N J INSD FD INC  COM             62593610     399692      26540     X         5            26040          0        500
MUNIHOLDINGS N J INSD FD INC  COM             62593610     194394      12908     X  X      6            12908          0          0
MUNIHOLDINGS N J INSD FD INC  COM             62593610      87725       5825     X         6             5825          0          0
MUNICIPAL ADVANTAGE FD INC    COM             62618910     120433       8300     X         5             6100          0       2200
MUNICIPAL ADVANTAGE FD INC    COM             62618910       8706        600     X  X      6              600          0          0
MUNICIPAL ADVANTAGE FD INC    COM             62618910      22403       1544     X         6             1544          0          0
MUNIENHANCED FD INC           COM             62624310      33810       3000     X         5             1000          0       2000
MUNIENHANCED FD INC           COM             62624310      18922       1679     X  X      6             1679          0          0
MUNIENHANCED FD INC           COM             62624310     255153      22640     X         6            22640          0          0
MUNIINSURED FD INC            COM             62624510      97783      10029     X         5             4774          0       5255
MUNICIPAL MTG & EQUITY L L C  GROWTH SHS      62624B10     388770      15139     X         5            12150          0       2989
MUNICIPAL MTG & EQUITY L L C  GROWTH SHS      62624B10      31330       1220     X  X      6              267        953          0
MUNICIPAL MTG & EQUITY L L C  GROWTH SHS      62624B10      94759       3690     X         6             3690          0          0
MUNIHOLDINGS FLA INSD FD      COM             62624W10     100874       6606     X         13               0          0       6606
MUNIHOLDINGS FLA INSD FD      COM             62624W10     216422      14173     X         5            11673          0       2500
MUNIHOLDINGS FLA INSD FD      COM             62624W10     364571      23875     X  X      6            23875          0          0
MUNIHOLDINGS FLA INSD FD      COM             62624W10    1855855     121536     X         6           121536          0          0
MUNIHOLDINGS FLA INSD FD      COM             62624W10      47505       3111     X         7             3111          0          0
MUNIHOLDINGS INSD FD II INC   COM             62625A10     205648      14902     X         5            14902          0          0
MUNIHOLDINGS INSD FD II INC   COM             62625A10     173852      12598     X         6            12598          0          0
MUNIHOLDINGS FD INC           COM             62625H10     254689      16089     X         5            15019          0       1070
MUNIHOLDINGS FD INC           COM             62625H10     111285       7030     X  X      6             7030          0          0
MUNIHOLDINGS FD INC           COM             62625H10      55753       3522     X         6             3522          0          0
MUNIVEST FD INC               COM             62629510      63422       6579     X         5             3000          0       3579
MUNIVEST FD INC               COM             62629510     816672      84717     X  X      6             8958      75759          0
MUNIVEST FD INC               COM             62629510     420738      43645     X         6            43645          0          0
MUNIYIELD CALIF FD INC        COM             62629610     220769      14708     X         5                0          0      14708
MUNIYIELD FLA FD              COM             62629710      53521       3609     X         13               0          0       3609
MUNIYIELD FLA FD              COM             62629710     122066       8231     X         5             8231          0          0
MUNIYIELD FLA FD              COM             62629710      79059       5331     X  X      6             5331          0          0
MUNIYIELD FLA FD              COM             62629710      99242       6692     X         6             6692          0          0
MUNIYIELD FLA FD              COM             62629710      45825       3090     X         7             3090          0          0
MUNIYIELD FLA INSD FD         COM             62629810      10290        677     X         5              677          0          0
MUNIYIELD FLA INSD FD         COM             62629810     275713      18139     X  X      6            18139          0          0
MUNIYIELD FLA INSD FD         COM             62629810     464573      30564     X         6            30564          0          0
MUNIYIELD FD INC              COM             62629910      20775       1500     X         5              900          0        600
MUNIYIELD FD INC              COM             62629910      94665       6835     X  X      6             6835          0          0
MUNIYIELD FD INC              COM             62629910      80192       5790     X         6             5790          0          0
MUNIYIELD FD INC              COM             62629910       9238        667     X         7              667          0          0
MUNIYIELD MICH INSD FD II IN  COM             62630010     245581      16890     X         5            16890          0          0
MUNIYIELD QUALITY FD INC      COM             62630210      61912       4133     X         5              800          0       3333
MUNIYIELD QUALITY FD INC      COM             62630210     325006      21696     X  X      6            21696          0          0
MUNIYIELD QUALITY FD INC      COM             62630210     198919      13279     X         6            13279          0          0
MUNIYIELD INSD FD INC         COM             62630E10     228276      14920     X         13               0          0      14920
MUNIYIELD INSD FD INC         COM             62630E10    1398542      91408     X         5             4796          0      86612
MUNIYIELD INSD FD INC         COM             62630E10     813042      53140     X  X      6            30578          0      22562
MUNIYIELD INSD FD INC         COM             62630E10     118009       7713     X         6             7713          0          0
MUNIYIELD MICH INSD FD INC    COM             62630J10     338926      21838     X         5            21838          0          0
MUNIYIELD QUALITY FD II       COM             62630T10     334028      25655     X         5            22005          0       3650
MUNIYIELD QUALITY FD II       COM             62630T10     364482      27994     X  X      6            19868       7126       1000
MUNIYIELD QUALITY FD II       COM             62630T10      30350       2331     X         6             2331          0          0
MUNIYIELD QUALITY FD II       COM             62630T10      98952       7600     X         9             7600          0          0
MUNIYIELD PA INSD FD          COM             62630V10      17402       1100     X         13               0          0       1100
MUNIYIELD PA INSD FD          COM             62630V10     401860      25402     X         5            16336          0       9066
MUNIYIELD PA INSD FD          COM             62630V10     132761       8392     X  X      6             8392          0          0
MUNIYIELD PA INSD FD          COM             62630V10     101280       6402     X         6             6402          0          0
MURPHY OIL CORP               COM             62671710     126948       2016     X         13               0          0       2016
MURPHY OIL CORP               COM             62671710    6264238     100319     X         3           100319          0          0
MURPHY OIL CORP               COM             62671710     140171       2226     X         5             2210          0         16
MURPHY OIL CORP               COM             62671710      19017        302     X  X      6              302          0          0
MURPHY OIL CORP               COM             62671710      25188        400     X         6              400          0          0
MYKROLIS CORP                 COM             62852P10      33568       2354     X  X      6             1340       1014          0
MYKROLIS CORP                 COM             62852P10     257978      18091     X         6            18091          0          0
MYLAN LABS INC                COM             62853010      17048        750     X  X      1              750          0          0
MYLAN LABS INC                COM             62853010   28741981    1267271     X         3          1267271          0          0
MYLAN LABS INC                COM             62853010    3364313     148012     X         5           100025          0      47987
MYLAN LABS INC                COM             62853010   24575585    1081196     X  X      6          1062026      17515       1655
MYLAN LABS INC                COM             62853010    9959502     438166     X         6           423000       1750      13416
MYLAN LABS INC                COM             62853010       5114        225     X  X      7              225          0          0
MYLAN LABS INC                COM             62853010      29140       1282     X         7             1282          0          0
MYRIAD GENETICS INC           COM             62855J10      34183       2114     X         5             2044          0         70
MYRIAD GENETICS INC           COM             62855J10     144333       8926     X         6             8926          0          0
MYOGEN INC                    COM             62856E10     547500      50000     X         3            50000          0          0
NBT BANCORP INC               COM             62877810      31343       1393     X         5                0          0       1393
NBT BANCORP INC               COM             62877810     453711      20165     X  X      6             4000          0      16165
NBT BANCORP INC               COM             62877810     202500       9000     X         6             9000          0          0
NBTY INC                      COM             62878210     731702      19680     X         13               0          0      19680
NBTY INC                      COM             62878210     554279      14908     X         5             4400          0      10508
NBTY INC                      COM             62878210      19445        523     X         6              523          0          0
NCR CORP NEW                  COM             62886E10      63535       1442     X         13               0          0       1442
NCR CORP NEW                  COM             62886E10    1573735      35718     X         3            35718          0          0
NCR CORP NEW                  COM             62886E10     261981       5946     X         5             4610          0       1336
NCR CORP NEW                  COM             62886E10    1470646      33378     X  X      6            32603        571        204
NCR CORP NEW                  COM             62886E10    1833028      41603     X         6             3540          0      38063
NEC CORP                      ADR             62905020        740         90     X         13               0          0         90
NEC CORP                      ADR             62905020    4042802     488000     X         3           488000          0          0
NEC CORP                      ADR             62905020    1855673     225751     X         5           218310          0       7441
NEC CORP                      ADR             62905020      21635       2632     X  X      6             2632          0          0
NEC CORP                      ADR             62905020     196836      23946     X         6            23946          0          0
NEC CORP                      ADR             62905020       3584        436     X         7              436          0          0
NII HLDGS INC                 CL B NEW        62913F20       2210         63     X         5               63          0          0
NII HLDGS INC                 CL B NEW        62913F20     263521       7512     X         6             6780          0        732
NIC INC                       COM             62914B10    2064472     341800     X         3           341800          0          0
NIC INC                       COM             62914B10       2416        400     X         5              400          0          0
NIC INC                       COM             62914B10     254888      42200     X         6            38400          0       3800
NN INC                        COM             62933710      13794       1179     X         5             1179          0          0
NN INC                        COM             62933710     267930      22900     X         6            22900          0          0
NTL INC DEL                   COM             62940M10     956629      16638     X         3            16638          0          0
NUCO2 INC                     COM             62942810     501416      26900     X         5            26500          0        400
NUCO2 INC                     COM             62942810      49396       2650     X  X      6             2650          0          0
NTT DOCOMO INC                SPONS ADR       62942M20    3506282     143171     X         3           143171          0          0
NTT DOCOMO INC                SPONS ADR       62942M20     267449      12069     X         5              142          0      11927
NTT DOCOMO INC                SPONS ADR       62942M20      10770        486     X  X      6              486          0          0
NTT DOCOMO INC                SPONS ADR       62942M20     593068      26763     X         6            26763          0          0
NTT DOCOMO INC                SPONS ADR       62942M20       1773         80     X         7               80          0          0
NUI CORP                      COM             62943110        761         45     X         5                0          0         45
NUI CORP                      COM             62943110     355110      21000     X  X      6            18000          0       3000
NUI CORP                      COM             62943110      29491       1744     X         6             1744          0          0
NVE CORP                      COM NEW         62944520    1520992      31900     X         3            31900          0          0
NVE CORP                      COM NEW         62944520     119438       2505     X         5              532          0       1973
NVR INC                       COM             62944T10      46000        100     X         3              100          0          0
NVR INC                       COM             62944T10     442980        963     X         5              931          0         32
NVR INC                       COM             62944T10      36800         80     X         6               80          0          0
NABI BIOPHARMACEUTICALS       COM             62951910     219987      14138     X         5            13388          0        750
NAM TAI ELECTRS INC           COM PAR $0.02   62986520     928380      36536     X         5            34661          0       1875
NANOGEN INC                   COM             63007510     646616      85872     X         5             1442          0      84430
NANOGEN INC                   COM             63007510       7530       1000     X  X      6             1000          0          0
NANOPHASE TCHNOLOGIES CORP    COM             63007910     481725      48561     X         5            48561          0          0
NASDAQ 100 TR                 UNIT SER 1      63110010      35840       1000     X         11               0       1000          0
NASDAQ 100 TR                 UNIT SER 1      63110010     751601      20971     X         13               0          0      20971
NASDAQ 100 TR                 UNIT SER 1      63110010    7170000     200000     X         3           200000          0          0
NASDAQ 100 TR                 UNIT SER 1      63110010   15722578     438688     X         5           312673          0     126015
NASDAQ 100 TR                 UNIT SER 1      63110010     559176      15602     X  X      6            13402        500       1700
NASDAQ 100 TR                 UNIT SER 1      63110010    3568374      99564     X         6            96614          0       2950
NASH FINCH CO                 COM             63115810       2615        110     X         5                0          0        110
NASH FINCH CO                 COM             63115810    1188500      50000     X  X      6                0      50000          0
NASTECH PHARMACEUTICAL INC    COM PAR $0.006  63172840     347952      26400     X         5            24400          0       2000
NATIONAL AUSTRALIA BK LTD     CAP UTS EXCHBL  63252530       7127        181     X         13               0          0        181
NATIONAL AUSTRALIA BK LTD     CAP UTS EXCHBL  63252530     281820       7171     X         5             6486          0        685
NATIONAL AUSTRALIA BK LTD     CAP UTS EXCHBL  63252530     104617       2662     X         6              662          0       2000
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540     156345       9700     X         3             9700          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540      10183         86     X  X      4               86          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540      27234        230     X         5              145          0         85
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540       2487         21     X  X      6               21          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540     483705       4085     X         6             4085          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540       7223         61     X  X      7               61          0          0
NATIONAL BANKSHARES INC VA    COM             63486510      90720       1775     X         5             1775          0          0
NATIONAL BANKSHARES INC VA    COM             63486510     205785       5100     X         6             5100          0          0
NATIONAL CITY CORP            COM             63540510     462540      13000     X  X      1            13000          0          0
NATIONAL CITY CORP            COM             63540510    2104557      59150     X         1            59150          0          0
NATIONAL CITY CORP            COM             63540510       7116        200     X         13               0          0        200
NATIONAL CITY CORP            COM             63540510   28370661     801644     X         3           801644          0          0
NATIONAL CITY CORP            COM             63540510      10674        300     X         4              300          0          0
NATIONAL CITY CORP            COM             63540510    4969850     139681     X         5            30705          0     108976
NATIONAL CITY CORP            COM             63540510   29131516     818761     X  X      6           544819      31675     242267
NATIONAL CITY CORP            COM             63540510   32887555     924327     X         6           769809       1935     152583
NATIONAL CITY CORP            COM             63540510      32912        925     X         7              925          0          0
NATIONAL COMMERCE FINL CORP   COM             63545P10      14019        490     X         11               0        490          0
NATIONAL COMMERCE FINL CORP   COM             63545P10    5728180     199216     X         3           199216          0          0
NATIONAL COMMERCE FINL CORP   COM             63545P10    2702604      94464     X         5            19668          0      74796
NATIONAL COMMERCE FINL CORP   COM             63545P10    2258416      78938     X  X      6            78571        367          0
NATIONAL COMMERCE FINL CORP   COM             63545P10    5633762     196916     X         6           196916          0          0
NATIONAL COMMERCE FINL CORP   COM             63545P10      13790        482     X  X      7              482          0          0
NATIONAL FUEL GAS CO N J      COM             63618010      24600       1000     X         1             1000          0          0
NATIONAL FUEL GAS CO N J      COM             63618010        886         36     X         13               0          0         36
NATIONAL FUEL GAS CO N J      COM             63618010    1967237      79469     X         3            79469          0          0
NATIONAL FUEL GAS CO N J      COM             63618010    2615890     106337     X         5             5057          0     101280
NATIONAL FUEL GAS CO N J      COM             63618010     547399      22252     X  X      6            14152       5000       3100
NATIONAL FUEL GAS CO N J      COM             63618010     253872      10320     X         6             8912          0       1408
NATIONAL GRID TRANSCO PLC     SPONSORED ADR   63627410     439271      10919     X         5            10659          0        260
NATIONAL GRID TRANSCO PLC     SPONSORED ADR   63627410      15489        385     X  X      6              385          0          0
NATIONAL GRID TRANSCO PLC     SPONSORED ADR   63627410      82311       2046     X         6             2046          0          0
NATIONAL INSTRS CORP          COM             63651810    2392973      76064     X         3            76064          0          0
NATIONAL INSTRS CORP          COM             63651810       9189        292     X         6              292          0          0
NATIONAL-OILWELL INC          COM             63707110     416875      14741     X         13               0          0      14741
NATIONAL-OILWELL INC          COM             63707110    2337738      82664     X         3            82664          0          0
NATIONAL-OILWELL INC          COM             63707110    4021133     142190     X         5              930          0     141260
NATIONAL-OILWELL INC          COM             63707110      45022       1592     X  X      6             1592          0          0
NATIONAL-OILWELL INC          COM             63707110     455280      16099     X         6            16099          0          0
NATIONAL-OILWELL INC          COM             63707110       1753         62     X  X      7               62          0          0
NATIONAL PENN BANCSHARES INC  COM             63713810      80685       2559     X         5                1          0       2558
NATIONAL PENN BANCSHARES INC  COM             63713810    2484438      78796     X  X      6            37743      35826       5227
NATIONAL PENN BANCSHARES INC  COM             63713810     263780       8366     X         6             8366          0          0
NATIONAL R V HLDGS INC        COM             63727710    5707829     361255     X         3           361255          0          0
NATIONAL SEMICONDUCTOR CORP   COM             63764010   13173336     310337     X         3           310337          0          0
NATIONAL SEMICONDUCTOR CORP   COM             63764010    2010546      45252     X         5            42009          0       3243
NATIONAL SEMICONDUCTOR CORP   COM             63764010    1137053      25592     X  X      6            15162          0      10430
NATIONAL SEMICONDUCTOR CORP   COM             63764010    3530897      79471     X         6            14521          0      64950
NATIONAL SEMICONDUCTOR CORP   COM             63764010     444300      10000     X         8            10000          0          0
NATIONS GOVT INCOME 2004      COM             63858410      40040       4000     X         3             4000          0          0
NATIONS GOVT INCOME 2004      COM             63858410      10010       1000     X         6             1000          0          0
NATIONS GOVT INCOME 2004      COM             63858410     320320      32000     X         9            32000          0          0
NATIONWIDE FINL SVCS INC      CL A            63861210       6537        200     X         3              200          0          0
NATIONWIDE FINL SVCS INC      CL A            63861210    1214561      33691     X         5            33281          0        410
NATIONWIDE FINL SVCS INC      CL A            63861210     408519      11332     X  X      6            11332          0          0
NATIONWIDE FINL SVCS INC      CL A            63861210      53642       1488     X         6             1488          0          0
NATIONWIDE HEALTH PPTYS INC   COM             63862010    1435901      64477     X         5            30496          0      33981
NATIONWIDE HEALTH PPTYS INC   COM             63862010      85784       3852     X  X      6             3852          0          0
NATIONWIDE HEALTH PPTYS INC   COM             63862010      65630       2947     X         6             2947          0          0
NATURAL ALTERNATIVES INTL IN  COM NEW         63884230     132501      14706     X         5                0          0      14706
NATURAL GAS SERVICES GROUP    *W EXP 10/21/20 63886Q11      36075      18500     X         5                0          0      18500
NAVISTAR FINL CORP            NOTE  4.750% 4/ 638902AM    4295000    4000000     X         3          4000000          0          0
NAVIGATORS GROUP INC          COM             63890410    6740276     234200     X         3           234200          0          0
NATURAL RESOURCE PARTNERS L   COM UNIT L P    63900P10     508547      13209     X         5             5409          0       7800
NATUS MEDICAL INC DEL         COM             63905010     226929      56450     X         5            56450          0          0
NAUTILUS GROUP INC            COM             63910B10     102737       6523     X         5             6223          0        300
NAUTILUS GROUP INC            COM             63910B10     824119      52325     X         6            52325          0          0
NAUTILUS GROUP INC            COM             63910B10     372236      23634     X         7            23634          0          0
NAVARRE CORP                  COM             63920810     246469      41563     X         5                1          0      41562
NAVISTAR INTL CORP NEW        COM             63934E10   31867641     696693     X         3           696693          0          0
NAVISTAR INTL CORP NEW        COM             63934E10    1097374      23934     X         5            23744          0        190
NAVISTAR INTL CORP NEW        COM             63934E10     306278       6680     X         6             2080          0       4600
NAVIGANT CONSULTING INC       COM             63935N10     285951      14135     X         5            13063          0       1072
NAVIGANT CONSULTING INC       COM             63935N10      60690       3000     X  X      6             3000          0          0
NAVIGANT CONSULTING INC       COM             63935N10     795039      39300     X         6            39300          0          0
NAVIGANT CONSULTING INC       COM             63935N10       2225        110     X         7              110          0          0
NDCHEALTH CORP                COM             63948010       3258        120     X         1              120          0          0
NDCHEALTH CORP                COM             63948010   12624071     464975     X         3           464975          0          0
NDCHEALTH CORP                COM             63948010      13575        500     X         5              200          0        300
NDCHEALTH CORP                COM             63948010     326886      12040     X  X      6            12040          0          0
NDCHEALTH CORP                COM             63948010    1691717      62310     X         6            45710          0      16600
NEIMAN MARCUS GROUP INC       CL A            64020420   20581023     381554     X         3           381554          0          0
NEIMAN MARCUS GROUP INC       CL A            64020420     233129       4322     X         5             4196          0        126
NEIMAN MARCUS GROUP INC       CL A            64020420       5394        100     X         6              100          0          0
NEKTAR THERAPEUTICS           COM             64026810     783113      36390     X         5              954          0      35436
NEKTAR THERAPEUTICS           COM             64026810      23672       1100     X         6             1100          0          0
NELNET INC                    CL A            64031N10     762000      30000     X         3            30000          0          0
NELNET INC                    CL A            64031N10     611124      24060     X         6            24060          0          0
NELSON THOMAS INC             COM             64037610     201292       7395     X         6             7395          0          0
NELSON THOMAS INC             COM             64037610       1361         50     X         7               50          0          0
NEOSE TECHNOLOGIES INC        COM             64052210       8761        932     X         5              932          0          0
NEOSE TECHNOLOGIES INC        COM             64052210     130049      13835     X  X      6            13835          0          0
NEOSE TECHNOLOGIES INC        COM             64052210      19590       2084     X         6             2084          0          0
NETBANK INC                   COM             64093310   12191062     998449     X         3           998449          0          0
NETBANK INC                   COM             64093310      26862       2200     X         5             1000          0       1200
NETWORKS ASSOCS INC           COM             64093810   21122388    1173822     X         3          1173822          0          0
NETWORKS ASSOCS INC           COM             64093810      72594       4033     X         5              689          0       3344
NETWORKS ASSOCS INC           COM             64093810     212400      11800     X  X      6            11500          0        300
NETWORKS ASSOCS INC           COM             64093810     841644      46758     X         6            46758          0          0
NETEASE COM INC               SPONSORED ADR   64110W10     319801       6423     X         5             6123          0        300
NETSOLVE INC                  COM             64115J10    8404256     805950     X         3           805950          0          0
NETSOLVE INC                  COM             64115J10      36707       3476     X  X      6             3476          0          0
NETSOLVE INC                  COM             64115J10    1042768      98747     X         6            89626        121       9000
NETSCREEN TECHNOLOGIES INC    COM             64117V10     288585       8400     X         3             8400          0          0
NETSCREEN TECHNOLOGIES INC    COM             64117V10     849212      23330     X         5            20328          0       3002
NETSCREEN TECHNOLOGIES INC    COM             64117V10      73346       2015     X         6             2015          0          0
NETWORK EQUIP TECHNOLOGIES    COM             64120810     718560      72000     X         5            72000          0          0
NETWORK EQUIP TECHNOLOGIES    COM             64120810        120         12     X         6               12          0          0
NETWORK APPLIANCE INC         COM             64120L10       1184         55     X         13               0          0         55
NETWORK APPLIANCE INC         COM             64120L10    2812770     131127     X         3           131127          0          0
NETWORK APPLIANCE INC         COM             64120L10    1410366      65507     X         5            16371          0      49136
NETWORK APPLIANCE INC         COM             64120L10     151679       7045     X  X      6             2545       2500       2000
NETWORK APPLIANCE INC         COM             64120L10    2208720     102588     X         6            28135          0      74453
NETWORK APPLIANCE INC         COM             64120L10      10765        500     X  X      7              500          0          0
NEUROCRINE BIOSCIENCES INC    COM             64125C10    8103844     137150     X         3           137150          0          0
NEUROCRINE BIOSCIENCES INC    COM             64125C10     844042      14284     X         5             3184          0      11100
NEUROCRINE BIOSCIENCES INC    COM             64125C10     765216      12950     X         6            11800          0       1150
NEW AMER HIGH INCOME FD INC   COM             64187610      22700      10000     X         13               0          0      10000
NEW AMER HIGH INCOME FD INC   COM             64187610     135213      59565     X         5             7765          0      51800
NEW AMER HIGH INCOME FD INC   COM             64187610      57669      25405     X  X      6            25405          0          0
NEW AMER HIGH INCOME FD INC   COM             64187610       7945       3500     X         6             3500          0          0
NEW CENTURY FINANCIAL CORP    COM             64352D10     194240       4000     X  X      1             4000          0          0
NEW CENTURY FINANCIAL CORP    COM             64352D10    2657080      54818     X         3            54818          0          0
NEW CENTURY FINANCIAL CORP    COM             64352D10     190258       3918     X         5             1000          0       2918
NEW CENTURY FINANCIAL CORP    COM             64352D10       4176         86     X  X      6               86          0          0
NEW CENTURY FINANCIAL CORP    COM             64352D10      98140       2021     X         6              566          0       1455
NEW GERMANY FD INC            COM             64446510      21226       2880     X         5             1400          0       1480
NEW GERMANY FD INC            COM             64446510      54501       7395     X         6             7395          0          0
NEW GERMANY FD INC            COM             64446510        862        117     X  X      7              117          0          0
NEW GERMANY FD INC            COM             64446510   12962356    1758800     X         9          1758800          0          0
NEW IRELAND FUND INC          COM             64567310       2059        137     X         5              137          0          0
NEW IRELAND FUND INC          COM             64567310       1503        100     X  X      6              100          0          0
NEW IRELAND FUND INC          COM             64567310    8565597     569900     X         9           569900          0          0
NEW JERSEY RES                COM             64602510      77452       2049     X         5              449          0       1600
NEW JERSEY RES                COM             64602510     448799      11873     X  X      6            11573          0        300
NEW JERSEY RES                COM             64602510     416858      11028     X         6            11028          0          0
NEW PLAN EXCEL RLTY TR INC    COM             64805310       5470        200     X         11               0        200          0
NEW PLAN EXCEL RLTY TR INC    COM             64805310      21880        800     X         13               0          0        800
NEW PLAN EXCEL RLTY TR INC    COM             64805310    2644718      96699     X         3            96699          0          0
NEW PLAN EXCEL RLTY TR INC    COM             64805310    1515409      55408     X         5            33081          0      22327
NEW PLAN EXCEL RLTY TR INC    COM             64805310     694526      25394     X  X      6            20144       2700       2550
NEW PLAN EXCEL RLTY TR INC    COM             64805310     338894      12391     X         6            12391          0          0
NEW PLAN EXCEL RLTY TR INC    COM             64805310      24615        900     X  X      7              900          0          0
NEW YORK CMNTY BANCORP INC    COM             64944510       4559        133     X         13               0          0        133
NEW YORK CMNTY BANCORP INC    COM             64944510    9667149     283954     X         3           283954          0          0
NEW YORK CMNTY BANCORP INC    COM             64944510   14742834     430071     X         5           407670          0      22401
NEW YORK CMNTY BANCORP INC    COM             64944510      76582       2234     X  X      6             2234          0          0
NEW YORK CMNTY BANCORP INC    COM             64944510     648726      18924     X         6            18675          0        249
NEW YORK TIMES CO             CL A            65011110      15558        352     X         13               0          0        352
NEW YORK TIMES CO             CL A            65011110    8957449     202032     X         3           202032          0          0
NEW YORK TIMES CO             CL A            65011110       1856         42     X         4               42          0          0
NEW YORK TIMES CO             CL A            65011110     863138      19528     X         5            15721          0       3807
NEW YORK TIMES CO             CL A            65011110    1338022      30272     X  X      6            20122        150      10000
NEW YORK TIMES CO             CL A            65011110    1353360      30619     X         6            10399         22      20198
NEW YORK TIMES CO             CL A            65011110      10564        239     X  X      7              239          0          0
NEW YORK TIMES CO             CL A            65011110       3536         80     X         7               80          0          0
NEWCASTLE INVT CORP           COM             65105M10   10952500     325000     X         3           325000          0          0
NEWCASTLE INVT CORP           COM             65105M10    1226849      36405     X         5            34905          0       1500
NEWELL RUBBERMAID INC         COM             65122910    2966558     106715     X         3           106715          0          0
NEWELL RUBBERMAID INC         COM             65122910    9755206     420483     X         5           322397          0      98086
NEWELL RUBBERMAID INC         COM             65122910     686256      29580     X  X      6            22194       1261       6125
NEWELL RUBBERMAID INC         COM             65122910     795389      34284     X         6            34180          0        104
NEWELL RUBBERMAID INC         COM             65122910       4176        180     X         7              180          0          0
NEWFIELD EXPL CO              COM             65129010    2737771      57142     X         3            57142          0          0
NEWFIELD EXPL CO              COM             65129010     392978       8199     X         5             7876          0        323
NEWFIELD EXPL CO              COM             65129010     889964      18568     X         6            18568          0          0
NEWMONT MINING CORP           COM             65163910    1244088      26680     X         13               0          0      26680
NEWMONT MINING CORP           COM             65163910   26379290     565715     X         3           565715          0          0
NEWMONT MINING CORP           COM             65163910   23748268     509292     X         5           358388          0     150904
NEWMONT MINING CORP           COM             65163910     742070      15914     X  X      6            12205       1609       2100
NEWMONT MINING CORP           COM             65163910    3085787      66176     X         6             7695          0      58481
NEWPORT CORP                  COM             65182410       2859        171     X         13               0          0        171
NEWPORT CORP                  COM             65182410     633655      37898     X         3            37898          0          0
NEWPORT CORP                  COM             65182410      89853       5374     X         5             4750          0        624
NEWPORT CORP                  COM             65182410      11704        700     X         6              700          0          0
NEWS CORP LTD                 ADR NEW         65248770      22272        619     X         13               0          0        619
NEWS CORP LTD                 ADR NEW         65248770    1200041      33353     X         5            17610          0      15743
NEWS CORP LTD                 ADR NEW         65248770     251860       7000     X  X      6             7000          0          0
NEWS CORP LTD                 ADR NEW         65248770      38355       1066     X         6             1066          0          0
NEWS CORP LTD                 SP ADR PFD      65248780        793         25     X  X      1               25          0          0
NEWS CORP LTD                 SP ADR PFD      65248780        951         30     X         1               30          0          0
NEWS CORP LTD                 SP ADR PFD      65248780       9418        297     X         11               0        297          0
NEWS CORP LTD                 SP ADR PFD      65248780       1998         63     X         13               0          0         63
NEWS CORP LTD                 SP ADR PFD      65248780   24093080     758760     X         3           758760          0          0
NEWS CORP LTD                 SP ADR PFD      65248780       4598        145     X         4              145          0          0
NEWS CORP LTD                 SP ADR PFD      65248780    1684594      53125     X         5            51643          0       1482
NEWS CORP LTD                 SP ADR PFD      65248780     290242       9153     X  X      6             8735        281        137
NEWS CORP LTD                 SP ADR PFD      65248780    4022762     126861     X         6            66617         74      60170
NEWS CORP LTD                 SP ADR PFD      65248780       2917         92     X  X      7               92          0          0
NEWS CORP LTD                 SP ADR PFD      65248780      13572        428     X         7              428          0          0
NEXMED INC                    COM             65290310      45920      16400     X         5            16400          0          0
NEXMED INC                    COM             65290310       1400        500     X         6              500          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10     324674      13166     X         13               0          0      13166
NEXTEL COMMUNICATIONS INC     CL A            65332V10   65724807    2814781     X         3          2814781          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10       3674        149     X         4              149          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10   18131882     735275     X         5           608910          0     126365
NEXTEL COMMUNICATIONS INC     CL A            65332V10    2257105      91529     X  X      6            36838        600      54091
NEXTEL COMMUNICATIONS INC     CL A            65332V10   18290865     741722     X         6           314734        614     426374
NEXTEL COMMUNICATIONS INC     CL A            65332V10       5031        204     X  X      7              204          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10      57828       2345     X         7             2345          0          0
NEXTEL COMMUNICATIONS INC     NOTE  5.250% 1/ 65332VAY     380271     374000     X         5            49000          0     325000
NEXTEL COMMUNICATIONS INC     NOTE  5.250% 1/ 65332VAY      50250      50000     X         6            50000          0          0
NEXTEL COMMUNICATIONS INC     NOTE  6.000% 6/ 65332VBC       3334       3000     X         13               0          0       3000
NEXTEL COMMUNICATIONS INC     NOTE  6.000% 6/ 65332VBC      13334      12000     X         5                0          0      12000
NEXTEL PARTNERS INC           CL A            65333F10   21239467    1673353     X         3          1673353          0          0
NEXTEL PARTNERS INC           CL A            65333F10     271747      21465     X         5             9365          0      12100
NEXTEL PARTNERS INC           CL A            65333F10      45551       3598     X  X      6             3598          0          0
NEXTEL PARTNERS INC           CL A            65333F10    1468206     115972     X         6            84482         90      31400
NICE SYS LTD                  SPONSORED ADR   65365610     476123      20022     X         3            20022          0          0
NICE SYS LTD                  SPONSORED ADR   65365610      23540       1000     X         5             1000          0          0
NICHOLAS-APPLEGATE CV & INC   COM             65370F10       4929        300     X         13               0          0        300
NICHOLAS-APPLEGATE CV & INC   COM             65370F10    5065347     308299     X         5           211109          0      97190
NICHOLAS-APPLEGATE CV & INC   COM             65370F10      24645       1500     X  X      6             1500          0          0
NICHOLAS APPLEGATE CV&INC FD  COM             65370G10    2371886     152239     X         5            77849          0      74390
NICOR INC                     COM             65408610     746876      21200     X         11               0      21200          0
NICOR INC                     COM             65408610     584184      16582     X         3            16582          0          0
NICOR INC                     COM             65408610    1270147      36053     X         5             1978          0      34075
NICOR INC                     COM             65408610    2473146      70200     X  X      6            66900       2000       1300
NICOR INC                     COM             65408610    1559280      44260     X         6            44260          0          0
NICOR INC                     COM             65408610      14092        400     X  X      7              400          0          0
NIDEC CORP                    SPONSORED ADR   65409010    3558899     136000     X         3           136000          0          0
NIDEC CORP                    SPONSORED ADR   65409010       1042         40     X         5               40          0          0
NIDEC CORP                    SPONSORED ADR   65409010      17558        674     X  X      6              674          0          0
NIDEC CORP                    SPONSORED ADR   65409010     384420      14757     X         6            14233          0        524
NIDEC CORP                    SPONSORED ADR   65409010       1850         71     X         7               71          0          0
NIKE INC                      CL B            65410610     233610       3000     X         1             2900          0        100
NIKE INC                      CL B            65410610      38935        500     X         11               0        500          0
NIKE INC                      CL B            65410610     931792      11966     X         13               0          0      11966
NIKE INC                      CL B            65410610   14374724     184353     X         3           184353          0          0
NIKE INC                      CL B            65410610   19366506     248703     X         5            18249          0     230454
NIKE INC                      CL B            65410610   10089304     129566     X  X      6           112024      12137       5405
NIKE INC                      CL B            65410610   45305311     581807     X         6           534724       1844      45239
NIKE INC                      CL B            65410610      58948        757     X         7              757          0          0
99 CENTS ONLY STORES          COM             65440K10    1737095      70858     X         3            70858          0          0
99 CENTS ONLY STORES          COM             65440K10    2429888      99504     X         5            94736          0       4768
99 CENTS ONLY STORES          COM             65440K10      17460        715     X  X      6              715          0          0
99 CENTS ONLY STORES          COM             65440K10     554505      22707     X         6            22707          0          0
99 CENTS ONLY STORES          COM             65440K10       9524        390     X  X      7              390          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410    7460505     261000     X         3           261000          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410       9777        345     X  X      4              345          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410     761534      26871     X         5            10593          0      16278
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410     101032       3565     X  X      6             2245          0       1320
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410     576634      20347     X         6            20347          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410       6802        240     X  X      7              240          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410       7453        263     X         7              263          0          0
NISOURCE INC                  COM             65473P10      11114        523     X         13               0          0        523
NISOURCE INC                  COM             65473P10   13679804     663878     X         3           663878          0          0
NISOURCE INC                  COM             65473P10    1568101      73793     X         5            52377          0      21416
NISOURCE INC                  COM             65473P10     597996      28141     X  X      6             5641       1310      21190
NISOURCE INC                  COM             65473P10    2705189     127303     X         6            30075       1500      95728
NISOURCE INC                  COM             65473P10       4250        200     X  X      7              200          0          0
NISSAN MOTORS                 SPONSORED ADR   65474440      16750        761     X         13               0          0        761
NISSAN MOTORS                 SPONSORED ADR   65474440     257332      28000     X         3            28000          0          0
NISSAN MOTORS                 SPONSORED ADR   65474440     217525       9883     X         5             2950          0       6933
NISSAN MOTORS                 SPONSORED ADR   65474440      10543        479     X  X      6              479          0          0
NISSAN MOTORS                 SPONSORED ADR   65474440     491637      22337     X         6            21305          0       1032
NITCHES INC                   COM             65476M10     135184      26256     X         5              377          0      25879
NOKIA CORP                    SPONSORED ADR   65490220     588120      29000     X  X      1            29000          0          0
NOKIA CORP                    SPONSORED ADR   65490220       8315        410     X         1              410          0          0
NOKIA CORP                    SPONSORED ADR   65490220      14196        700     X         11               0        700          0
NOKIA CORP                    SPONSORED ADR   65490220    1355089      66819     X         13               0          0      66819
NOKIA CORP                    SPONSORED ADR   65490220   29611683    1442354     X         3          1442354          0          0
NOKIA CORP                    SPONSORED ADR   65490220      10830        534     X  X      4              534          0          0
NOKIA CORP                    SPONSORED ADR   65490220       5942        293     X         4              293          0          0
NOKIA CORP                    SPONSORED ADR   65490220   68897899    3397332     X         5          1270575          0    2126757
NOKIA CORP                    SPONSORED ADR   65490220   15118456     745486     X  X      6           585311      81855      78320
NOKIA CORP                    SPONSORED ADR   65490220   20897546    1030451     X         6           797358        813     232280
NOKIA CORP                    SPONSORED ADR   65490220      22409       1105     X  X      7             1105          0          0
NOKIA CORP                    SPONSORED ADR   65490220       6206        306     X         7              306          0          0
NOKIA CORP                    SPONSORED ADR   65490220     269724      13300     X         8            13300          0          0
NOBLE ENERGY INC              COM             65504410    2634119      55954     X         3            55954          0          0
NOBLE ENERGY INC              COM             65504410     101548       2156     X         5             1906          0        250
NOBLE ENERGY INC              COM             65504410     136119       2890     X  X      6             2790        100          0
NOBLE ENERGY INC              COM             65504410     936348      19880     X         6            19880          0          0
NOMURA HLDGS INC              SPONSORED ADR   65535H20    5050941     279000     X         3           279000          0          0
NOMURA HLDGS INC              SPONSORED ADR   65535H20    1489314      81651     X         5            80250          0       1401
NOMURA HLDGS INC              SPONSORED ADR   65535H20      69494       3810     X  X      6             3810          0          0
NOMURA HLDGS INC              SPONSORED ADR   65535H20     527847      28939     X         6            27931          0       1008
NORAM ENERGY CORP             SDCV  6.000% 3/ 655419AC     102900     105000     X         5                0          0     105000
NORAM ENERGY CORP             SDCV  6.000% 3/ 655419AC       9800      10000     X  X      6            10000          0          0
NORANDA INC                   COM             65542210    2514400     140000     X         5           140000          0          0
NORANDA INC                   COM             65542210       7902        440     X  X      6              440          0          0
NORDSON CORP                  COM             65566310    8173135     216827     X         3           216827          0          0
NORDSON CORP                  COM             65566310      29893        798     X  X      6              798          0          0
NORDSON CORP                  COM             65566310    5583263     149046     X         6           146919         27       2100
NORDSON CORP                  COM             65566310      37460       1000     X  X      7             1000          0          0
NORDSTROM INC                 COM             65566410   24344825     610146     X         3           610146          0          0
NORDSTROM INC                 COM             65566410    2571376      64446     X         5            54272          0      10174
NORDSTROM INC                 COM             65566410     113516       2845     X  X      6             2445        400          0
NORDSTROM INC                 COM             65566410     922209      23113     X         6             4948          0      18165
NORFOLK SOUTHERN CORP         COM             65584410      44180       2000     X         1             2000          0          0
NORFOLK SOUTHERN CORP         COM             65584410     320305      14500     X         11               0      14500          0
NORFOLK SOUTHERN CORP         COM             65584410    3750082     169863     X         3           169863          0          0
NORFOLK SOUTHERN CORP         COM             65584410    2781926     125936     X         5            86114          0      39822
NORFOLK SOUTHERN CORP         COM             65584410   10717140     485158     X  X      6           471628      11055       2475
NORFOLK SOUTHERN CORP         COM             65584410    9607736     434936     X         6           307009        850     127077
NORFOLK SOUTHERN CORP         COM             65584410      51912       2350     X         7             2350          0          0
NORFOLK SOUTHERN CORP         COM             65584410    7512809     340100     X         8           340100          0          0
NORSK HYDRO A S               SPONSORED ADR   65653160       3312         47     X         13               0          0         47
NORSK HYDRO A S               SPONSORED ADR   65653160     248544       5300     X         3             5300          0          0
NORSK HYDRO A S               SPONSORED ADR   65653160      88088       1250     X         5              300          0        950
NORSK HYDRO A S               SPONSORED ADR   65653160     546847       7760     X         6             7760          0          0
NORTEL NETWORKS CORP NEW      COM             65656810      20790       3500     X  X      1             3500          0          0
NORTEL NETWORKS CORP NEW      COM             65656810     282304      47526     X         13               0          0      47526
NORTEL NETWORKS CORP NEW      COM             65656810   51734836    8672460     X         3          8672460          0          0
NORTEL NETWORKS CORP NEW      COM             65656810       2257        380     X         4              380          0          0
NORTEL NETWORKS CORP NEW      COM             65656810    4841873     815130     X         5           658028          0     157102
NORTEL NETWORKS CORP NEW      COM             65656810     478188      80503     X  X      6            69389       2198       8916
NORTEL NETWORKS CORP NEW      COM             65656810    5272487     887624     X         6           703280       5201     179143
NORTEL NETWORKS CORP NEW      COM             65656810       3784        637     X  X      7              637          0          0
NORTEL NETWORKS CORP NEW      COM             65656810      38806       6533     X         7             6533          0          0
NORTEL NETWORKS CORP NEW      NOTE  4.250% 9/ 656568AB      60027      59000     X         5            40000          0      19000
NORTH EUROPEAN OIL RTY TR     SH BEN INT      65931010      48536       1950     X         5             1950          0          0
NORTH EUROPEAN OIL RTY TR     SH BEN INT      65931010     416708      16742     X  X      6            16742          0          0
NORTH EUROPEAN OIL RTY TR     SH BEN INT      65931010      79872       3209     X         6             3209          0          0
NORTH FORK BANCORPORATION NY  COM             65942410     598828      14150     X         11               0      14150          0
NORTH FORK BANCORPORATION NY  COM             65942410    2992212      71406     X         3            71406          0          0
NORTH FORK BANCORPORATION NY  COM             65942410    1061893      25092     X         5            10481          0      14611
NORTH FORK BANCORPORATION NY  COM             65942410    1010475      23877     X  X      6            23877          0          0
NORTH FORK BANCORPORATION NY  COM             65942410    2451682      57932     X         6            38401          0      19531
NORTHEAST UTILS               COM             66439710    2308534     123782     X         3           123782          0          0
NORTHEAST UTILS               COM             66439710      81855       4389     X         5             3629          0        760
NORTHEAST UTILS               COM             66439710     112833       6050     X  X      6             6050          0          0
NORTHEAST UTILS               COM             66439710     419233      22479     X         6            21124          0       1355
NORTHERN BORDER PARTNERS L P  UNIT LTD PARTN  66478510     290237       6894     X         5             3864          0       3030
NORTHERN BORDER PARTNERS L P  UNIT LTD PARTN  66478510     328380       7800     X  X      6             7300          0        500
NORTHERN BORDER PARTNERS L P  UNIT LTD PARTN  66478510      67655       1607     X         6             1607          0          0
NORTHERN TR CORP              COM             66585910      46590       1000     X         11               0       1000          0
NORTHERN TR CORP              COM             66585910       8433        181     X         13               0          0        181
NORTHERN TR CORP              COM             66585910    3893293      83565     X         3            83565          0          0
NORTHERN TR CORP              COM             66585910    1366194      29324     X         5            17241          0      12083
NORTHERN TR CORP              COM             66585910     415257       8913     X  X      6             6613          0       2300
NORTHERN TR CORP              COM             66585910     542867      11652     X         6            11652          0          0
NORTHGATE EXPL LTD            COM             66641610     631643     255726     X         5              263          0     255463
NORTHROP GRUMMAN CORP         COM             66680710     804879       8178     X         13               0          0       8178
NORTHROP GRUMMAN CORP         COM             66680710   39772014     403199     X         3           403199          0          0
NORTHROP GRUMMAN CORP         COM             66680710       6496         66     X         4               66          0          0
NORTHROP GRUMMAN CORP         COM             66680710   16914144     171857     X         5            60002          0     111855
NORTHROP GRUMMAN CORP         COM             66680710    6583707      66894     X  X      6            38916       2050      25928
NORTHROP GRUMMAN CORP         COM             66680710   15150184     153934     X         6            66575         33      87326
NORTHROP GRUMMAN CORP         COM             66680710       4035         41     X  X      7               41          0          0
NORTHROP GRUMMAN CORP         COM             66680710      26573        270     X         7              270          0          0
NORTHWEST AIRLS CORP          CL A            66728010    6149913     608300     X         3           608300          0          0
NORTHWEST AIRLS CORP          CL A            66728010      16429       1625     X         5             1425          0        200
NORTHWEST AIRLS CORP          CL A            66728010      11364       1124     X         6             1124          0          0
NORTHWEST NAT GAS CO          COM             66765510      14063        450     X         11               0        450          0
NORTHWEST NAT GAS CO          COM             66765510      88125       2820     X         5             2114          0        706
NORTHWEST NAT GAS CO          COM             66765510      60938       1950     X  X      6             1950          0          0
NORTHWEST NAT GAS CO          COM             66765510     105469       3375     X         6             3375          0          0
NORTHWEST NAT GAS CO          COM             66765510      10938        350     X  X      7              350          0          0
NOVA CHEMICALS CORP           COM             66977W10     228709       9116     X         5             8514          0        602
NOVAGOLD RES INC              COM NEW         66987E20    1516945     302500     X         3           302500          0          0
NOVAGOLD RES INC              COM NEW         66987E20      15060       3000     X  X      6             3000          0          0
NOVARTIS A G                  SPONSORED ADR   66987V10    6077955     142675     X         11               0     142675          0
NOVARTIS A G                  SPONSORED ADR   66987V10   17033338     411619     X         3           411619          0          0
NOVARTIS A G                  SPONSORED ADR   66987V10      12397        291     X  X      4              291          0          0
NOVARTIS A G                  SPONSORED ADR   66987V10    4989863     117133     X         5           107881          0       9252
NOVARTIS A G                  SPONSORED ADR   66987V10     687564      16140     X  X      6            10315       1700       4125
NOVARTIS A G                  SPONSORED ADR   66987V10    1902814      44667     X         6            43322        200       1145
NOVARTIS A G                  SPONSORED ADR   66987V10       8690        204     X  X      7              204          0          0
NOVARTIS A G                  SPONSORED ADR   66987V10       7498        176     X         7              176          0          0
NOVASTAR FINL INC             COM             66994740       6595        100     X         13               0          0        100
NOVASTAR FINL INC             COM             66994740     336081       5096     X         5             4516          0        580
NOVASTAR FINL INC             COM             66994740      34624        525     X  X      6              150        375          0
NOVASTAR FINL INC             COM             66994740      22357        339     X         6              339          0          0
NUANCE COMMUNICATIONS INC     COM             66996710     345779      52550     X         5            52550          0          0
NOVAVAX INC                   COM             67000210      52740       9000     X         5             9000          0          0
NOVAVAX INC                   COM             67000210      14650       2500     X  X      6                0       2500          0
NOVELL INC                    COM             67000610        569         50     X         13               0          0         50
NOVELL INC                    COM             67000610    1614820     141938     X         3           141938          0          0
NOVELL INC                    COM             67000610     779985      68540     X         5            54754          0      13786
NOVELL INC                    COM             67000610      19346       1700     X  X      6             1700          0          0
NOVELL INC                    COM             67000610     373560      32826     X         6            31510          0       1316
NOVELLUS SYS INC              COM             67000810       7918        250     X         11               0        250          0
NOVELLUS SYS INC              COM             67000810       2217         70     X         13               0          0         70
NOVELLUS SYS INC              COM             67000810    2342058      74030     X         3            74030          0          0
NOVELLUS SYS INC              COM             67000810    1128117      35621     X         5            25097          0      10524
NOVELLUS SYS INC              COM             67000810     220518       6963     X  X      6             6963          0          0
NOVELLUS SYS INC              COM             67000810     920742      29073     X         6            13025          0      16048
NOVO-NORDISK A S              ADR             67010020      28229        608     X         5              593          0         15
NOVO-NORDISK A S              ADR             67010020    9956217     214435     X  X      6           214435          0          0
NOVO-NORDISK A S              ADR             67010020   35277839     759807     X         6           759807          0          0
NOVOSTE CORP                  COM             67010C10      79675      23503     X         5                0          0      23503
NOVOGEN LIMITED               SPONSORED ADR   67010F10     197250       7890     X         5                0          0       7890
NOVOGEN LIMITED               SPONSORED ADR   67010F10      25000       1000     X  X      6                0          0       1000
NSTAR                         COM             67019E10     601539      11860     X         13               0          0      11860
NSTAR                         COM             67019E10    2614058      51539     X         3            51539          0          0
NSTAR                         COM             67019E10     849611      16751     X         5             1178          0      15573
NSTAR                         COM             67019E10     757047      14926     X  X      6            14244          0        682
NSTAR                         COM             67019E10     138871       2738     X         6             1688          0       1050
NUCOR CORP                    COM             67034610     585044       9516     X         13               0          0       9516
NUCOR CORP                    COM             67034610    8073933     131678     X         3           131678          0          0
NUCOR CORP                    COM             67034610    8326865     135440     X         5            12733          0     122707
NUCOR CORP                    COM             67034610     255326       4153     X  X      6             3053        300        800
NUCOR CORP                    COM             67034610    9675046     157369     X         6           133146          0      24223
NUVEEN CONN PREM INCOME MUN   SH BEN INT      67060D10       6135        375     X         5              375          0          0
NUVEEN CONN PREM INCOME MUN   SH BEN INT      67060D10      11452        700     X  X      6              700          0          0
NUVEEN CONN PREM INCOME MUN   SH BEN INT      67060D10     389368      23800     X         6            23800          0          0
NUVEEN N C PREM INCOME MUN F  SH BEN INT      67060P10     454115      26713     X         5            18770          0       7943
NUVEEN N C PREM INCOME MUN F  SH BEN INT      67060P10     250733      14749     X  X      6            13549          0       1200
NUVEEN N C PREM INCOME MUN F  SH BEN INT      67060P10     596105      35065     X         6            35065          0          0
NUTRACEUTICAL INTL CORP       COM             67060Y10    1681428      77700     X         11               0      77700          0
NUVEEN PA PREM INCOME MUN FD  COM             67061F10     220631      13824     X         5             9044          0       4780
NUVEEN PA PREM INCOME MUN FD  COM             67061F10      34713       2175     X  X      6             2175          0          0
NUVEEN PA PREM INCOME MUN FD  COM             67061F10     415423      26029     X         6            26029          0          0
NUVEEN SELECT MAT MUN FD      SH BEN INT      67061T10     908794      91520     X         5            32520          0      59000
NUVEEN SELECT MAT MUN FD      SH BEN INT      67061T10       9930       1000     X  X      6             1000          0          0
NUVEEN SELECT MAT MUN FD      SH BEN INT      67061T10      63522       6397     X         6             6397          0          0
NUVEEN CALIF MUN VALUE FD     COM             67062C10     120776      12299     X         5             8739          0       3560
NUVEEN INVT QUALITY MUN FD I  COM             67062E10      26634       1673     X         1             1673          0          0
NUVEEN INVT QUALITY MUN FD I  COM             67062E10     524898      32971     X         5            17471          0      15500
NUVEEN INVT QUALITY MUN FD I  COM             67062E10     515330      32370     X  X      6            32370          0          0
NUVEEN INVT QUALITY MUN FD I  COM             67062E10      78215       4913     X         6             4913          0          0
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67062F10     394108      27560     X         5             7760          0      19800
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67062F10      12155        850     X  X      6              850          0          0
NUVEEN MUN ADVANTAGE FD INC   COM             67062H10     802555      49388     X         5            48038          0       1350
NUVEEN MUN ADVANTAGE FD INC   COM             67062H10      47288       2910     X  X      6             2631          0        279
NUVEEN MUN ADVANTAGE FD INC   COM             67062H10     107299       6603     X         6             6603          0          0
NUVEEN NY MUN VALUE FD        COM             67062M10     389753      41375     X         5            39375          0       2000
NUVEEN NY MUN VALUE FD        COM             67062M10     231157      24539     X         6            24539          0          0
NUVEEN INSD QUALITY MUN FD I  COM             67062N10     126178       7475     X         5             3275          0       4200
NUVEEN INSD QUALITY MUN FD I  COM             67062N10     318610      18875     X  X      6            18575          0        300
NUVEEN INSD QUALITY MUN FD I  COM             67062N10     103120       6109     X         6             6109          0          0
NUVEEN PERFORMANCE PLUS MUN   COM             67062P10     467043      30093     X         5            17172          0      12921
NUVEEN PERFORMANCE PLUS MUN   COM             67062P10     384368      24766     X  X      6            24766          0          0
NUVEEN PERFORMANCE PLUS MUN   COM             67062P10     224574      14470     X         6            14470          0          0
NUVEEN CALIF PERFORM PLUS MU  COM             67062Q10     264484      17562     X         5            17562          0          0
NUVEEN PREM INCOME MUN FD     COM             67062T10      78667       5262     X         5             2657          0       2605
NUVEEN PREM INCOME MUN FD     COM             67062T10      98820       6610     X  X      6             4610          0       2000
NUVEEN PREM INCOME MUN FD     COM             67062T10     506327      33868     X         6            33868          0          0
NUVEEN MUN MKT OPPORTUNITY F  COM             67062W10     559440      37049     X         5            12329          0      24720
NUVEEN MUN MKT OPPORTUNITY F  COM             67062W10      75409       4994     X  X      6             4796          0        198
NUVEEN MUN MKT OPPORTUNITY F  COM             67062W10     204726      13558     X         6            13558          0          0
NUVEEN CA SELECT TAX FREE PR  SH BEN INT      67063R10     169789      12076     X         5            12076          0          0
NUVEEN PREM INCOME MUN FD 2   COM             67063W10     305235      20349     X         5            14349          0       6000
NUVEEN PREM INCOME MUN FD 2   COM             67063W10     374040      24936     X  X      6            24269          0        667
NUVEEN PREM INCOME MUN FD 2   COM             67063W10     117630       7842     X         6             7739          0        103
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063X10      87082       6422     X         5             5622          0        800
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063X10     171358      12637     X  X      6            12637          0          0
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063X10       9492        700     X         6              700          0          0
NUVEEN VA PREM INCOME MUN FD  COM             67064R10      17900       1000     X         5                0          0       1000
NUVEEN VA PREM INCOME MUN FD  COM             67064R10     164071       9166     X  X      6             9166          0          0
NUVEEN VA PREM INCOME MUN FD  COM             67064R10     463538      25896     X         6            25896          0          0
NUVEEN TAX FREE ADV MUN FD    COM             67065710      86885       5620     X         5             4720          0        900
NUVEEN TAX FREE ADV MUN FD    COM             67065710     117496       7600     X         6             7600          0          0
NVIDIA CORP                   COM             67066G10       3564        135     X         13               0          0        135
NVIDIA CORP                   COM             67066G10   14775393     556260     X         3           556260          0          0
NVIDIA CORP                   COM             67066G10     782707      29648     X         5            28403          0       1245
NVIDIA CORP                   COM             67066G10      13992        530     X  X      6              530          0          0
NVIDIA CORP                   COM             67066G10     102036       3865     X         6             3865          0          0
NUVEEN DIVID ADVANTAGE MUN F  COM             67066V10     129033       8100     X         5             4700          0       3400
NUVEEN DIVID ADVANTAGE MUN F  COM             67066V10     120749       7580     X  X      6             7580          0          0
NUVEEN DIVID ADVANTAGE MUN F  COM             67066V10     152912       9599     X         6             9599          0          0
NUVEEN SR INCOME FD           COM             67067Y10       4945        500     X         13               0          0        500
NUVEEN SR INCOME FD           COM             67067Y10     113250      11451     X         5            11451          0          0
NUVEEN MUN HIGH INC OPP FD    COM             67068210     152810       9827     X         13               0          0       9827
NUVEEN MUN HIGH INC OPP FD    COM             67068210    1462446      94048     X         5             9752          0      84296
NUVEEN MUN HIGH INC OPP FD    COM             67068210      51828       3333     X  X      6             3333          0          0
NUVEEN MUN HIGH INC OPP FD    COM             67068210      26435       1700     X         6             1700          0          0
NUVEEN VA DIVID ADVANTAGE MU  COM SH BEN INT  67069M10      84170       4750     X         5             1050          0       3700
NUVEEN VA DIVID ADVANTAGE MU  COM SH BEN INT  67069M10     136444       7700     X  X      6             7700          0          0
NUVEEN VA DIVID ADVANTAGE MU  COM SH BEN INT  67069M10      12404        700     X         6              700          0          0
NUVEEN CT DIVID ADVANTAGE MU  COM SH BEN INT  67069T10     170521      10366     X         6            10366          0          0
NUVEEN INSD PREM INCOME MUN   COM             6706D810      50523       3384     X         1             3384          0          0
NUVEEN INSD PREM INCOME MUN   COM             6706D810     188297      12612     X         5             6700          0       5912
NUVEEN INSD PREM INCOME MUN   COM             6706D810      25023       1676     X  X      6             1676          0          0
NUVEEN INSD PREM INCOME MUN   COM             6706D810     184341      12347     X         6            12347          0          0
NUVEEN PREM INCOME MUN FD 4   COM             6706K410     504934      37458     X         5            17582          0      19876
NUVEEN PREM INCOME MUN FD 4   COM             6706K410     154103      11432     X  X      6            11432          0          0
NUVEEN PREM INCOME MUN FD 4   COM             6706K410      85719       6359     X         6             6359          0          0
NUVEEN DIV ADVANTAGE MUN FD   COM             67070F10      28710       1831     X         5             1831          0          0
NUVEEN DIV ADVANTAGE MUN FD   COM             67070F10      97404       6212     X  X      6             6212          0          0
NUVEEN DIV ADVANTAGE MUN FD   COM             67070F10     409577      26121     X         6            26121          0          0
NUVEEN DIV ADV MUNI FD 3      COM SH BEN INT  67070X10      90338       6067     X         5             4067          0       2000
NUVEEN DIV ADV MUNI FD 3      COM SH BEN INT  67070X10     405678      27245     X         6            27245          0          0
NYFIX INC                     COM             67071210     418517      81108     X         5            81108          0          0
NYFIX INC                     COM             67071210      20640       4000     X  X      6             4000          0          0
NUVEEN REAL ESTATE INCOME FD  COM             67071B10      38560       2000     X         13               0          0       2000
NUVEEN REAL ESTATE INCOME FD  COM             67071B10    1266098      65669     X         5            40278          0      25391
NUVEEN REAL ESTATE INCOME FD  COM             67071B10      57840       3000     X  X      6             2400        600          0
NUVEEN INSD DIVID ADVANTAGE   COM             67071L10      15520       1000     X         5             1000          0          0
NUVEEN INSD DIVID ADVANTAGE   COM             67071L10      67248       4333     X  X      6             4333          0          0
NUVEEN INSD DIVID ADVANTAGE   COM             67071L10      99344       6401     X         6             6401          0          0
NUVEEN QUALITY PFD INCOME FD  COM             67071S10      16140       1000     X         13               0          0       1000
NUVEEN QUALITY PFD INCOME FD  COM             67071S10     408969      25339     X         5            17122          0       8217
NUVEEN QUALITY PFD INCOME FD  COM             67071S10     236855      14675     X  X      6             4400      10275          0
NUVEEN QUALITY PFD INCOME FD  COM             67071S10      35266       2185     X         6             2185          0          0
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      93051       6300     X         5                0          0       6300
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      39392       2667     X  X      6             2667          0          0
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      14770       1000     X         6             1000          0          0
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      50218       3400     X         7             3400          0          0
NUVEEN QUALITY PFD INCOME FD  COM             67072C10      43082       2600     X         13               0          0       2600
NUVEEN QUALITY PFD INCOME FD  COM             67072C10      11052        667     X  X      4              667          0          0
NUVEEN QUALITY PFD INCOME FD  COM             67072C10    1512012      91250     X         5            35762          0      55488
NUVEEN QUALITY PFD INCOME FD  COM             67072C10     186396      11249     X  X      6             1000      10249          0
NUVELO INC                    COM NEW         67072M30    1696883     135102     X         3           135102          0          0
NUVELO INC                    COM NEW         67072M30     151696      12097     X         5            12097          0          0
NUVELO INC                    COM NEW         67072M30      45871       3658     X         6                0          0       3658
NUVEEN PFD & CONV INC FD      COM             67073B10     135373       8650     X         13               0          0       8650
NUVEEN PFD & CONV INC FD      COM             67073B10    3573795     228357     X         5           171461          0      56896
NUVEEN PFD & CONV INC FD      COM             67073B10      21910       1400     X         6             1400          0          0
NUVEEN PFD & CONV INCOME FD   COM SHS         67073D10     619905      40999     X         5            37156          0       3843
NUVEEN PFD & CONV INCOME FD   COM SHS         67073D10      20261       1340     X         6             1340          0          0
O CHARLEYS INC                COM             67082310        475         26     X         13               0          0         26
O CHARLEYS INC                COM             67082310    9715223     532341     X         3           532341          0          0
O CHARLEYS INC                COM             67082310      74825       4100     X         6             4100          0          0
OGE ENERGY CORP               COM             67083710      21152        800     X  X      1              800          0          0
OGE ENERGY CORP               COM             67083710     179792       6800     X         1             6800          0          0
OGE ENERGY CORP               COM             67083710     427244      16159     X         13               0          0      16159
OGE ENERGY CORP               COM             67083710    2233360      84469     X         3            84469          0          0
OGE ENERGY CORP               COM             67083710     483165      18274     X         5            17074          0       1200
OGE ENERGY CORP               COM             67083710     905649      34253     X  X      6            18203      14800       1250
OGE ENERGY CORP               COM             67083710      34372       1300     X         6             1300          0          0
OM GROUP INC                  COM             67087210      33744       1110     X         13               0          0       1110
OM GROUP INC                  COM             67087210       9120        300     X         3              300          0          0
OM GROUP INC                  COM             67087210      95122       3129     X         5             1430          0       1699
OM GROUP INC                  COM             67087210     322848      10620     X  X      6            10620          0          0
OM GROUP INC                  COM             67087210      15838        521     X         6              521          0          0
NUVEEN INVTS INC              CL A            67090F10    2752234      98788     X         3            98788          0          0
NUVEEN INVTS INC              CL A            67090F10     357277      12824     X         5            12674          0        150
NUVEEN INVTS INC              CL A            67090F10      25074        900     X  X      6              900          0          0
NUVEEN MUN VALUE FD INC       COM             67092810      13323       1398     X         13               0          0       1398
NUVEEN MUN VALUE FD INC       COM             67092810    2628786     275843     X         5           137116          0     138727
NUVEEN MUN VALUE FD INC       COM             67092810     345138      36216     X  X      6            35716          0        500
NUVEEN MUN VALUE FD INC       COM             67092810     795784      83503     X         6            76003          0       7500
NUVEEN FLA INVT QUALITY MUN   COM             67097010      34850       2050     X         5             2050          0          0
NUVEEN FLA INVT QUALITY MUN   COM             67097010     196962      11586     X  X      6            11286          0        300
NUVEEN FLA INVT QUALITY MUN   COM             67097010     147900       8700     X         6             8700          0          0
NUVEEN NJ INVT QUALITY MUN F  COM             67097110     171547      10260     X         5             7815          0       2445
NUVEEN NJ INVT QUALITY MUN F  COM             67097110     612353      36624     X  X      6            35036          0       1588
NUVEEN NJ INVT QUALITY MUN F  COM             67097110     525409      31424     X         6            31424          0          0
NUVEEN PA INVT QUALITY MUN F  COM             67097210     182695      11483     X         5             8312          0       3171
NUVEEN PA INVT QUALITY MUN F  COM             67097210      73059       4592     X  X      6             4592          0          0
NUVEEN PA INVT QUALITY MUN F  COM             67097210     179401      11276     X         6            11276          0          0
NUVEEN SELECT QUALITY MUN FD  COM             67097310     249738      16050     X         5             1500          0      14550
NUVEEN SELECT QUALITY MUN FD  COM             67097310     160081      10288     X  X      6            10288          0          0
NUVEEN SELECT QUALITY MUN FD  COM             67097310      67810       4358     X         6             4358          0          0
NUVEEN QUALITY INCOME MUN FD  COM             67097710     299594      19543     X         5             4246          0      15297
NUVEEN QUALITY INCOME MUN FD  COM             67097710     153499      10013     X  X      6             9713          0        300
NUVEEN QUALITY INCOME MUN FD  COM             67097710     345186      22517     X         6            22517          0          0
NUVEEN FLA QUALITY INCOME MU  COM             67097810      33231       2014     X         5             2014          0          0
NUVEEN FLA QUALITY INCOME MU  COM             67097810     450582      27308     X  X      6            27008          0        300
NUVEEN FLA QUALITY INCOME MU  COM             67097810     413012      25031     X         6            25031          0          0
NUVEEN TEX QUALITY INCOME MU  COM             67098310     313000      20000     X         5             1000          0      19000
NUVEEN INSD MUN OPPORTUNITY   COM             67098410     148442       9079     X         13               0          0       9079
NUVEEN INSD MUN OPPORTUNITY   COM             67098410    1917479     117277     X         5            44064          0      73213
NUVEEN INSD MUN OPPORTUNITY   COM             67098410     230273      14084     X  X      6             1980          0      12104
NUVEEN INSD MUN OPPORTUNITY   COM             67098410     341813      20906     X         6            20906          0          0
NUVEEN CALIF QUALITY INCM MU  COM             67098510     457314      29240     X         5            27640          0       1600
NUVEEN NY QUALITY INCM MUN F  COM             67098610     212937      13537     X         5            11537          0       2000
NUVEEN PREMIER INSD MUN INCO  COM             67098710     148944       9071     X         5             3340          0       5731
NUVEEN PREMIER INSD MUN INCO  COM             67098710      39408       2400     X  X      6             2400          0          0
NUVEEN PREMIER INSD MUN INCO  COM             67098710      58045       3535     X         6             3535          0          0
NUVEEN PREMIER MUN INCOME FD  COM             67098810      59620       3844     X         5             2811          0       1033
NUVEEN PREMIER MUN INCOME FD  COM             67098810      67205       4333     X  X      6             3666          0        667
NUVEEN PREMIER MUN INCOME FD  COM             67098810      95154       6135     X         6             6135          0          0
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10      15468        929     X         13               0          0        929
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10     131036       7870     X         5             7870          0          0
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10     352847      21192     X  X      6            17192          0       4000
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10     190776      11458     X         6            11458          0          0
NUVEEN INSD FLA PREM INCOME   COM             67101V10      65077       3869     X         5             3869          0          0
NUVEEN INSD FLA PREM INCOME   COM             67101V10     323785      19250     X  X      6            19250          0          0
NUVEEN INSD FLA PREM INCOME   COM             67101V10     244462      14534     X         6            14534          0          0
OSI PHARMACEUTICALS INC       COM             67104010     248563       6473     X         5             5823          0        650
OSI PHARMACEUTICALS INC       COM             67104010      29990        781     X         6              725          0         56
OSI SYSTEMS INC               COM             67104410       1400         70     X         13               0          0         70
OSI SYSTEMS INC               COM             67104410     267160      13358     X         5            13358          0          0
OSI SYSTEMS INC               COM             67104410      94480       4724     X         6             3000          0       1724
OAK INDS INC                  NOTE  4.875% 3/ 671400AL      10163      10000     X         6            10000          0          0
OAKLEY INC                    COM             67366210     634094      44500     X         3            44500          0          0
OAKLEY INC                    COM             67366210      63218       4260     X         5             3460          0        800
OAKLEY INC                    COM             67366210      41552       2800     X  X      6             2800          0          0
OAKLEY INC                    COM             67366210     514948      34700     X         6            34700          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910     110520       2400     X  X      1             2400          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910     576546      12520     X         13               0          0      12520
OCCIDENTAL PETE CORP DEL      COM             67459910   31103639     774756     X         3           774756          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910      16025        348     X         4              348          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910    8139199     176747     X         5           159440          0      17307
OCCIDENTAL PETE CORP DEL      COM             67459910    3134624      68070     X  X      6            28416       3150      36504
OCCIDENTAL PETE CORP DEL      COM             67459910   12569301     272949     X         6           119938         43     152968
OCCIDENTAL PETE CORP DEL      COM             67459910      41123        893     X  X      7              893          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910      23716        515     X         7              515          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910     718380      15600     X         8            15600          0          0
OCEANEERING INTL INC          COM             67523210       1766         58     X         13               0          0         58
OCEANEERING INTL INC          COM             67523210    6338168     208150     X         3           208150          0          0
OCEANEERING INTL INC          COM             67523210       9135        300     X         5                0          0        300
OCEANEERING INTL INC          COM             67523210     785610      25800     X         6            23400          0       2400
OCTEL CORP                    COM             67572710    8496474     284639     X         3           284639          0          0
OCTEL CORP                    COM             67572710       1493         50     X         5                0          0         50
OCTEL CORP                    COM             67572710      38805       1300     X  X      6             1300          0          0
ODYSSEY HEALTHCARE INC        COM             67611V10    1244100      66000     X         3            66000          0          0
ODYSSEY HEALTHCARE INC        COM             67611V10     380029      20150     X         5            19850          0        300
ODYSSEY HEALTHCARE INC        COM             67611V10      48451       2569     X  X      6             2569          0          0
ODYSSEY HEALTHCARE INC        COM             67611V10     526420      27912     X         6            27912          0          0
OFFICE DEPOT INC              COM             67622010      19761       1050     X         13               0          0       1050
OFFICE DEPOT INC              COM             67622010    2275748     122216     X         3           122216          0          0
OFFICE DEPOT INC              COM             67622010    4722427     250926     X         5            87593          0     163333
OFFICE DEPOT INC              COM             67622010     205609      10925     X  X      6             8425          0       2500
OFFICE DEPOT INC              COM             67622010    2480984     131827     X         6            17507          0     114320
OFFSHORE LOGISTICS INC        COM             67625510    4692335     203572     X         3           203572          0          0
OFFSHORE LOGISTICS INC        COM             67625510     722272      31335     X         5                0          0      31335
OFFSHORE LOGISTICS INC        COM             67625510       1083         47     X         6               47          0          0
OHIO CAS CORP                 COM             67724010    1183748      59217     X         3            59217          0          0
OHIO CAS CORP                 COM             67724010       7996        400     X         5              400          0          0
OHIO CAS CORP                 COM             67724010     112824       5644     X  X      6             5644          0          0
OHIO CAS CORP                 COM             67724010     886077      44326     X         6            44326          0          0
OHIO CAS CORP                 COM             67724010       9995        500     X  X      7              500          0          0
OIL SVC HOLDRS TR             DEPOSTRY RCPT   67800210     622796       8868     X         5             2640          0       6228
OIL SVC HOLDRS TR             DEPOSTRY RCPT   67800210      70230       1000     X  X      6             1000          0          0
OLD NATL BANCORP IND          COM             68003310     275268      12180     X         5             1174          0      11006
OLD NATL BANCORP IND          COM             68003310     563102      24916     X  X      6            24916          0          0
OLD NATL BANCORP IND          COM             68003310     111124       4917     X         6             4917          0          0
OLD REP INTL CORP             COM             68022310     374540      15250     X         11               0      15250          0
OLD REP INTL CORP             COM             68022310    4339109     176688     X         3           176688          0          0
OLD REP INTL CORP             COM             68022310     635736      25885     X         5            23888          0       1997
OLD REP INTL CORP             COM             68022310    1472814      59968     X  X      6            56968          0       3000
OLD REP INTL CORP             COM             68022310     733755      29876     X         6            29003        873          0
OLD REP INTL CORP             COM             68022310      15645        637     X  X      7              637          0          0
OLIN CORP                     COM PAR $1      68066520        946         53     X         13               0          0         53
OLIN CORP                     COM PAR $1      68066520    1198717      67155     X         3            67155          0          0
OLIN CORP                     COM PAR $1      68066520    1692323      94808     X         5            67746          0      27062
OLIN CORP                     COM PAR $1      68066520     221983      12436     X  X      6            12136        300          0
OLIN CORP                     COM PAR $1      68066520      40698       2280     X         6             2280          0          0
OMNICARE INC                  COM             68190410    4413229      99554     X         3            99554          0          0
OMNICARE INC                  COM             68190410    2007883      45294     X         5            40352          0       4942
OMNICARE INC                  COM             68190410      51866       1170     X  X      6              770        400          0
OMNICARE INC                  COM             68190410    1274044      28740     X         6            28740          0          0
OMNICOM GROUP INC             COM             68191910      46946        585     X  X      1              585          0          0
OMNICOM GROUP INC             COM             68191910      28248        352     X         1              352          0          0
OMNICOM GROUP INC             COM             68191910    1953847      24347     X         11               0      24347          0
OMNICOM GROUP INC             COM             68191910     693440       8641     X         13               0          0       8641
OMNICOM GROUP INC             COM             68191910   31562900     396240     X         3           396240          0          0
OMNICOM GROUP INC             COM             68191910       4735         59     X         4               59          0          0
OMNICOM GROUP INC             COM             68191910    2832504      35296     X         5            14301          0      20995
OMNICOM GROUP INC             COM             68191910    5246103      65372     X  X      6            49220        727      15425
OMNICOM GROUP INC             COM             68191910   22096517     275346     X         6           207041        540      67765
OMNICOM GROUP INC             COM             68191910      16291        203     X  X      7              203          0          0
OMNICOM GROUP INC             COM             68191910      81053       1010     X         7             1010          0          0
OMEGA HEALTHCARE INVS INC     COM             68193610       7989        735     X         13               0          0        735
OMEGA HEALTHCARE INVS INC     COM             68193610    5144162     473244     X         3           473244          0          0
OMEGA HEALTHCARE INVS INC     COM             68193610      48339       4447     X         5             1000          0       3447
OMEGA HEALTHCARE INVS INC     COM             68193610       2174        200     X  X      6              200          0          0
OMEGA HEALTHCARE INVS INC     COM             68193610     218270      20080     X         6             7300          0      12780
1-800 CONTACTS INC            COM             68197710     438489      24900     X         5              100          0      24800
OMNI ENERGY SERVICES          COM NEW         68210T20      96510      12550     X         5            12550          0          0
OMNIVISION TECHNOLOGIES INC   COM             68212810    2723271      99717     X         3            99717          0          0
OMNIVISION TECHNOLOGIES INC   COM             68212810    1239437      45384     X         5            42958          0       2426
OMNIVISION TECHNOLOGIES INC   COM             68212810      73710       2699     X         6                0          0       2699
ON SEMICONDUCTOR CORP         COM             68218910     612381      81110     X         5            78210          0       2900
ON SEMICONDUCTOR CORP         COM             68218910      26463       3505     X  X      6             3505          0          0
ON SEMICONDUCTOR CORP         COM             68218910      79275      10500     X         6            10500          0          0
1 800 FLOWERS COM             CL A            68243Q10      62858       6582     X         5             6582          0          0
1 800 FLOWERS COM             CL A            68243Q10      12272       1285     X  X      6             1285          0          0
1 800 FLOWERS COM             CL A            68243Q10      48313       5059     X         6             5059          0          0
ONEOK INC NEW                 COM             68268010       3157        140     X         1              140          0          0
ONEOK INC NEW                 COM             68268010   12891503     572151     X         3           572151          0          0
ONEOK INC NEW                 COM             68268010    9167770     406553     X         5           352353          0      54200
ONEOK INC NEW                 COM             68268010     398323      17664     X  X      6            17664          0          0
ONEOK INC NEW                 COM             68268010     971026      43061     X         6            35181          0       7880
ONLINE RES CORP               COM             68273G10      89400      15000     X         5            15000          0          0
ONYX ACCEP CORP               COM             68291410     356470      33885     X         5                0          0      33885
ON2 TECHNOLOGIES INC          COM             68338A10      44590      49000     X         5                0          0      49000
ONYX PHARMACEUTICALS INC      COM             68339910   11262128     276800     X         3           276800          0          0
ONYX PHARMACEUTICALS INC      COM             68339910      38466        950     X         5              950          0          0
ONYX PHARMACEUTICALS INC      COM             68339910     118190       2919     X  X      6             2919          0          0
ONYX PHARMACEUTICALS INC      COM             68339910    1451850      35857     X         6            33025         32       2800
OPEN JT STK CO-VIMPEL COMMUN  SPONSORED ADR   68370R10    3066874      30381     X         3            30381          0          0
OPEN JT STK CO-VIMPEL COMMUN  SPONSORED ADR   68370R10     417000       4010     X         5             1453          0       2557
OPEN JT STK CO-VIMPEL COMMUN  SPONSORED ADR   68370R10      10399        100     X         6                0          0        100
OPEN TEXT CORP                COM             68371510     289775       9724     X         5             7254          0       2470
OPEN TEXT CORP                COM             68371510      29800       1000     X         6             1000          0          0
OPENWAVE SYS INC              COM NEW         68371830      41354       3100     X         3             3100          0          0
OPENWAVE SYS INC              COM NEW         68371830     276565      20732     X         5            19683          0       1049
OPENWAVE SYS INC              COM NEW         68371830       8898        667     X  X      6              334          0        333
OPENWAVE SYS INC              COM NEW         68371830        894         67     X         6               67          0          0
OPTICAL COMMUNICATION PRODS   CL A            68382T10      36190      11000     X         5                0          0      11000
OPSWARE INC                   COM             68383A10    1094612     144790     X         3           144790          0          0
OPSWARE INC                   COM             68383A10     555660      73500     X         5            73000          0        500
OPSWARE INC                   COM             68383A10       7182        950     X  X      6              950          0          0
OPSWARE INC                   COM             68383A10      66301       8770     X         6             4850          0       3920
ORACLE CORP                   COM             68389X10      60000       5000     X  X      1             5000          0          0
ORACLE CORP                   COM             68389X10     193356      16113     X         1            16113          0          0
ORACLE CORP                   COM             68389X10     228360      19030     X         11               0      19030          0
ORACLE CORP                   COM             68389X10     279828      23319     X         13               0          0      23319
ORACLE CORP                   COM             68389X10  151027207   12858177     X         3         12858177          0          0
ORACLE CORP                   COM             68389X10      12000       1000     X  X      4             1000          0          0
ORACLE CORP                   COM             68389X10      17508       1459     X         4             1459          0          0
ORACLE CORP                   COM             68389X10   22508316    1875693     X         5          1080350          0     795343
ORACLE CORP                   COM             68389X10   30072864    2506072     X  X      6          2104184     258525     143363
ORACLE CORP                   COM             68389X10   85626528    7135544     X         6          6069786      22623    1043135
ORACLE CORP                   COM             68389X10       1980        165     X  X      7              165          0          0
ORACLE CORP                   COM             68389X10     180756      15063     X         7            15063          0          0
ORACLE CORP                   COM             68389X10    5250000     437500     X         8           437500          0          0
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310      12945       1500     X         13               0          0       1500
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310      25890       3000     X         3             3000          0          0
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310     167206      19375     X         5            16475          0       2900
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310      17260       2000     X  X      6             2000          0          0
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310      76574       8873     X         6             8873          0          0
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310    9637984    1116800     X         9          1116800          0          0
OPTION CARE INC               COM             68394810     136731      11900     X         5                0          0      11900
ORASURE TECHNOLOGIES INC      COM             68554V10     178739      17203     X         5            16903          0        300
ORASURE TECHNOLOGIES INC      COM             68554V10    1714350     165000     X  X      6           165000          0          0
ORASURE TECHNOLOGIES INC      COM             68554V10       7533        725     X         6              725          0          0
ORBITAL ENGINE LTD            SP ADR NEW2003  68556340      77864      17038     X         5            16980          0         58
ORBITAL SCIENCES CORP         COM             68556410      69479       5545     X         5             1545          0       4000
ORBITAL SCIENCES CORP         COM             68556410      40171       3206     X  X      6             3206          0          0
ORBITAL SCIENCES CORP         COM             68556410     549240      43834     X         6            43834          0          0
ORCHID BIOSCIENCES INC        COM             68571P10       1780       1000     X         13               0          0       1000
ORCHID BIOSCIENCES INC        COM             68571P10      17800      10280     X         5              280          0      10000
ORCHID BIOSCIENCES INC        COM             68571P10      10000       1000     X         6             1000          0          0
O REILLY AUTOMOTIVE INC       COM             68609110    2112110      52750     X         3            52750          0          0
O REILLY AUTOMOTIVE INC       COM             68609110     379619       9481     X         5             9481          0          0
O REILLY AUTOMOTIVE INC       COM             68609110     104504       2610     X  X      6             2610          0          0
O REILLY AUTOMOTIVE INC       COM             68609110     878598      21943     X         6            21943          0          0
ORIX CORP                     SPONSORED ADR   68633010     249991       2600     X         3             2600          0          0
ORPHAN MED INC                COM             68730310     346200      30000     X         3            30000          0          0
ORPHAN MED INC                COM             68730310       1154        100     X         5              100          0          0
ORTHODONTIC CTRS AMER INC     COM             68750P10     628832      79599     X         5            79599          0          0
ORTHODONTIC CTRS AMER INC     COM             68750P10     103095      13050     X         6            13050          0          0
OSHKOSH B GOSH INC            CL A            68822220      43309       1850     X         5              200          0       1650
OSHKOSH B GOSH INC            CL A            68822220     251938      10762     X         6            10762          0          0
OSHKOSH TRUCK CORP            COM             68823920   14344782     259200     X         3           259200          0          0
OSHKOSH TRUCK CORP            COM             68823920     216450       3886     X         5             3656          0        230
OSHKOSH TRUCK CORP            COM             68823920      77980       1400     X  X      6             1400          0          0
OSHKOSH TRUCK CORP            COM             68823920     736577      13224     X         6            13224          0          0
OTTER TAIL CORP               COM             68964810     137384       5200     X         11               0       5200          0
OTTER TAIL CORP               COM             68964810     454028      17185     X         5            17185          0          0
OTTER TAIL CORP               COM             68964810      47556       1800     X         6             1800          0          0
OUTBACK STEAKHOUSE INC        COM             68989910   42791229     878670     X         11               0     878670          0
OUTBACK STEAKHOUSE INC        COM             68989910   12499834     256120     X         3           256120          0          0
OUTBACK STEAKHOUSE INC        COM             68989910     912005      18727     X         5             2050          0      16677
OUTBACK STEAKHOUSE INC        COM             68989910      24886        511     X  X      6              247        264          0
OUTBACK STEAKHOUSE INC        COM             68989910     608653      12498     X         6            12498          0          0
OUTBACK STEAKHOUSE INC        COM             68989910       2873         59     X  X      7               59          0          0
OVERSEAS SHIPHOLDING GROUP I  COM             69036810    1392402      38148     X         3            38148          0          0
OVERSEAS SHIPHOLDING GROUP I  COM             69036810    1135807      31118     X         5            25218          0       5900
OVERSTOCK COM INC DEL         COM             69037010     677198      21930     X         5            21930          0          0
OVERSTOCK COM INC DEL         COM             69037010       2316         75     X         6               75          0          0
OWENS & MINOR INC NEW         COM             69073210    5631780     222600     X         11               0     222600          0
OWENS & MINOR INC NEW         COM             69073210     148746       5879     X         5                0          0       5879
OWENS & MINOR INC NEW         COM             69073210     377881      14936     X  X      6            14936          0          0
OWENS & MINOR INC NEW         COM             69073210     191142       7555     X         6             7555          0          0
OWENS ILL INC                 COM NEW         69076840   12021393     857446     X         3           857446          0          0
OWENS ILL INC                 COM NEW         69076840     392995      28031     X         5            28031          0          0
OWENS ILL INC                 COM NEW         69076840      17175       1225     X  X      6             1225          0          0
OWENS ILL INC                 COM NEW         69076840       8833        630     X         6              630          0          0
OWENS ILL INC                 PFD CONV $.01   69076850     254150       7475     X         5             7475          0          0
OWENS ILL INC                 PFD CONV $.01   69076850      49300       1450     X  X      6             1450          0          0
OXFORD HEALTH PLANS INC       COM             69147110   81217375    1662587     X         11               0    1662587          0
OXFORD HEALTH PLANS INC       COM             69147110       6595        135     X         13               0          0        135
OXFORD HEALTH PLANS INC       COM             69147110    6799353     138250     X         3           138250          0          0
OXFORD HEALTH PLANS INC       COM             69147110    1911940      39139     X         5            30730          0       8409
OXFORD HEALTH PLANS INC       COM             69147110      32730        670     X  X      6              670          0          0
OXFORD HEALTH PLANS INC       COM             69147110    1682345      34439     X         6            34439          0          0
OXIGENE INC                   COM             69182810    1040368     112000     X         3           112000          0          0
OXIGENE INC                   COM             69182810      13950       1500     X         5             1500          0          0
PG&E CORP                     COM             69331C10   17136856     590594     X         3           590594          0          0
PG&E CORP                     COM             69331C10       1941         67     X         4               67          0          0
PG&E CORP                     COM             69331C10     992512      34260     X         5            29739          0       4521
PG&E CORP                     COM             69331C10      63415       2189     X  X      6             2189          0          0
PG&E CORP                     COM             69331C10    3733625     128879     X         6            48557         35      80287
PG&E CORP                     COM             69331C10       1246         43     X  X      7               43          0          0
PG&E CORP                     COM             69331C10       1420         49     X         7               49          0          0
P F CHANGS CHINA BISTRO INC   COM             69333Y10    5819927     115700     X         3           115700          0          0
P F CHANGS CHINA BISTRO INC   COM             69333Y10     148050       2941     X         5              672          0       2269
P F CHANGS CHINA BISTRO INC   COM             69333Y10      30204        600     X  X      6              600          0          0
P F CHANGS CHINA BISTRO INC   COM             69333Y10    1097412      21800     X         6            20500          0       1300
PICO HLDGS INC                COM NEW         69336620     622238      37849     X         5                0          0      37849
PIMCO COML MTG SECS TR INC    COM             69338810     491921      33464     X         5            33364          0        100
PIMCO COML MTG SECS TR INC    COM             69338810       5880        400     X  X      6              400          0          0
PMA CAP CORP                  CL A            69341920      18210       3000     X         5             3000          0          0
PMA CAP CORP                  CL A            69341920     114723      18900     X  X      6                0      18900          0
PMC COML TR                   SH BEN INT      69343410     171408      11023     X         5            10579          0        444
PMC-SIERRA INC                COM             69344F10       2087        123     X         13               0          0        123
PMC-SIERRA INC                COM             69344F10    1534412      91649     X         3            91649          0          0
PMC-SIERRA INC                COM             69344F10     544482      32085     X         5            28370          0       3715
PMC-SIERRA INC                COM             69344F10      59395       3500     X  X      6             3500          0          0
PMC-SIERRA INC                COM             69344F10     291120      17155     X         6            16799        100        256
PMI GROUP INC                 COM             69344M10     547511      14655     X         13               0          0      14655
PMI GROUP INC                 COM             69344M10    3476419      93880     X         3            93880          0          0
PMI GROUP INC                 COM             69344M10    5869783     157114     X         5            32765          0     124349
PMI GROUP INC                 COM             69344M10     105505       2824     X  X      6             2824          0          0
PMI GROUP INC                 COM             69344M10      56040       1500     X         6             1500          0          0
PMI GROUP INC                 COM             69344M10    2483469      66474     X         8            66474          0          0
PNC FINL SVCS GROUP INC       COM             69347510     171802       3100     X  X      1             3100          0          0
PNC FINL SVCS GROUP INC       COM             69347510     543116       9800     X         1             9800          0          0
PNC FINL SVCS GROUP INC       COM             69347510     434493       7840     X         13               0          0       7840
PNC FINL SVCS GROUP INC       COM             69347510   34531730     647495     X         3           647495          0          0
PNC FINL SVCS GROUP INC       COM             69347510       4600         83     X         4               83          0          0
PNC FINL SVCS GROUP INC       COM             69347510    1017123      18353     X         5             9928          0       8425
PNC FINL SVCS GROUP INC       COM             69347510   22182686     400265     X  X      6           360150      19710      20405
PNC FINL SVCS GROUP INC       COM             69347510   19250303     347353     X         6           279670         43      67640
PNC FINL SVCS GROUP INC       COM             69347510       2937         53     X  X      7               53          0          0
PNC FINL SVCS GROUP INC       COM             69347510      20893        377     X         7              377          0          0
POSCO                         SPONSORED ADR   69348310      10759        304     X         13               0          0        304
POSCO                         SPONSORED ADR   69348310     573247      16198     X         3            16198          0          0
POSCO                         SPONSORED ADR   69348310    4455813     125906     X         5           120191          0       5715
PNM RES INC                   COM             69349H10       3306        110     X         1              110          0          0
PNM RES INC                   COM             69349H10    1175376      39114     X         3            39114          0          0
PNM RES INC                   COM             69349H10     334916      11145     X         5                0          0      11145
PNM RES INC                   COM             69349H10     112988       3760     X  X      6             3760          0          0
PNM RES INC                   COM             69349H10     773337      25735     X         6            20415          0       5320
PPG INDS INC                  COM             69350610      25069        430     X  X      1              430          0          0
PPG INDS INC                  COM             69350610     201718       3460     X         1             3360          0        100
PPG INDS INC                  COM             69350610    6273080     107600     X         11               0     107600          0
PPG INDS INC                  COM             69350610     805881      13823     X         13               0          0      13823
PPG INDS INC                  COM             69350610   30086567     515353     X         3           515353          0          0
PPG INDS INC                  COM             69350610      11660        200     X  X      4              200          0          0
PPG INDS INC                  COM             69350610      22854        392     X         4              392          0          0
PPG INDS INC                  COM             69350610    7371020     126433     X         5            18397          0     108036
PPG INDS INC                  COM             69350610   29026929     497889     X  X      6           425730      56028      16131
PPG INDS INC                  COM             69350610   64104173    1099557     X         6          1017918       1543      80096
PPG INDS INC                  COM             69350610       3498         60     X  X      7               60          0          0
PPG INDS INC                  COM             69350610      68094       1168     X         7             1168          0          0
PPL CORP                      COM             69351T10     113088       2480     X  X      1             2480          0          0
PPL CORP                      COM             69351T10      36480        800     X         1              800          0          0
PPL CORP                      COM             69351T10    1236626      27119     X         13               0          0      27119
PPL CORP                      COM             69351T10    3183199      69807     X         3            69807          0          0
PPL CORP                      COM             69351T10   14374349     315227     X         5            93046          0     222181
PPL CORP                      COM             69351T10    5889286     129151     X  X      6           112037      15614       1500
PPL CORP                      COM             69351T10    8687074     190506     X         6           153054          0      37452
PSS WORLD MED INC             COM             69366A10    5091450     455000     X         3           455000          0          0
PSS WORLD MED INC             COM             69366A10     955581      85396     X         5            28343          0      57053
PSS WORLD MED INC             COM             69366A10     638390      57050     X         6            51950          0       5100
PTEK HLDGS INC                COM             69366M10     248874      27081     X         5            27081          0          0
PTEK HLDGS INC                COM             69366M10      19235       2093     X         6             2093          0          0
PACCAR INC                    COM             69371810   60478682    1098833     X         3          1098833          0          0
PACCAR INC                    COM             69371810    5079195      90619     X         5            84437          0       6182
PACCAR INC                    COM             69371810    1125148      20074     X  X      6             1212          0      18862
PACCAR INC                    COM             69371810    7605537     135692     X         6            36794          0      98898
PACER INTL INC TENN           COM             69373H10    3313097     150322     X         3           150322          0          0
PACER INTL INC TENN           COM             69373H10       3743        170     X  X      6              170          0          0
PACER INTL INC TENN           COM             69373H10     296323      13457     X         6             9388          0       4069
PACIFIC AMERN INCOME SHS INC  COM             69379610       4187        271     X         13               0          0        271
PACIFIC AMERN INCOME SHS INC  COM             69379610     657228      42539     X         5            25364          0      17175
PACIFIC AMERN INCOME SHS INC  COM             69379610      46613       3017     X         6             3017          0          0
PACIFIC AMERN INCOME SHS INC  COM             69379610     960990      62200     X         9            62200          0          0
PACIFIC CAP BANCORP NEW       COM             69404P10    1391425      35075     X         5              564          0      34511
PACIFIC SUNWEAR CALIF INC     COM             69487310      21004        850     X         13               0          0        850
PACIFIC SUNWEAR CALIF INC     COM             69487310   27320722    1111546     X         3          1111546          0          0
PACIFIC SUNWEAR CALIF INC     COM             69487310    3685669     149157     X         5           144947          0       4210
PACIFIC SUNWEAR CALIF INC     COM             69487310      28837       1167     X  X      6             1167          0          0
PACIFIC SUNWEAR CALIF INC     COM             69487310    1000273      40481     X         6            35157         38       5286
PACIFICARE HEALTH SYS DEL     COM             69511210    3211420      81199     X         3            81199          0          0
PACIFICARE HEALTH SYS DEL     COM             69511210    1641483      41504     X         5            41279          0        225
PACIFICARE HEALTH SYS DEL     COM             69511210       7791        197     X  X      6              197          0          0
PACIFICARE HEALTH SYS DEL     COM             69511210      64546       1632     X         6             1632          0          0
PACKAGING CORP AMER           COM             69515610   22728659    1007476     X         3          1007476          0          0
PACKAGING CORP AMER           COM             69515610      29102       1290     X         5                0          0       1290
PACKAGING CORP AMER           COM             69515610       1692         75     X  X      6               75          0          0
PACKAGING CORP AMER           COM             69515610      72192       3200     X         6             3200          0          0
PACTIV CORP                   COM             69525710    1651640      74231     X         3            74231          0          0
PACTIV CORP                   COM             69525710     213400       9591     X         5             7373          0       2218
PACTIV CORP                   COM             69525710      32863       1477     X  X      6              870          0        607
PACTIV CORP                   COM             69525710     456259      20506     X         6            20506          0          0
PACTIV CORP                   COM             69525710       2225        100     X         7              100          0          0
PACTIV CORP                   COM             69525710    2202750      99000     X         8            99000          0          0
PALL CORP                     COM             69642930    5682370     250435     X         3           250435          0          0
PALL CORP                     COM             69642930     154837       6824     X         5             1865          0       4959
PALL CORP                     COM             69642930    1033189      45535     X  X      6            40535          0       5000
PALL CORP                     COM             69642930     124228       5475     X         6             5475          0          0
PALMSOURCE INC                COM             69715410        273         15     X         13               0          0         15
PALMSOURCE INC                COM             69715410     343122      18884     X         5              765          0      18119
PALMSOURCE INC                COM             69715410       2289        126     X  X      6              126          0          0
PALMSOURCE INC                COM             69715410        273         15     X         6               15          0          0
PAN AMERICAN SILVER CORP      COM             69790010    7007020     393211     X         5           337763          0      55448
PAN AMERICAN SILVER CORP      COM             69790010      17820       1000     X  X      6             1000          0          0
PAN AMERICAN SILVER CORP      COM             69790010      14256        800     X         6              800          0          0
PANAMSAT CORP NEW             COM             69793310       2791        114     X         5               14          0        100
PANAMSAT CORP NEW             COM             69793310      70404       2876     X  X      6             2876          0          0
PANAMSAT CORP NEW             COM             69793310     799443      32657     X         6            32657          0          0
PAN PACIFIC RETAIL PPTYS INC  COM             69806L10     396168       7604     X         5             5404          0       2200
PANERA BREAD CO               CL A            69840W10    4638125     119200     X         3           119200          0          0
PANERA BREAD CO               CL A            69840W10     939443      24144     X         5              775          0      23369
PANERA BREAD CO               CL A            69840W10      47665       1225     X  X      6              625          0        600
PANERA BREAD CO               CL A            69840W10      19455        500     X         6                0          0        500
PANTRY INC                    COM             69865710    2513685     126189     X         3           126189          0          0
PANTRY INC                    COM             69865710      68149       3416     X         6                0          0       3416
PANTRY INC                    COM             69865710        898         45     X         7               45          0          0
PAPA JOHNS INTL INC           COM             69881310   11649691     344258     X         3           344258          0          0
PAPA JOHNS INTL INC           COM             69881310      20250        600     X         5              100          0        500
PAPA JOHNS INTL INC           COM             69881310       2869         85     X  X      6               85          0          0
PARAGON TECHNOLOGIES INC      COM             69912T10     129131      12537     X         5                0          0      12537
PARAGON TECHNOLOGIES INC      COM             69912T10       3605        350     X         6              350          0          0
PARAMETRIC TECHNOLOGY CORP    COM             69917310       3657        809     X         13               0          0        809
PARAMETRIC TECHNOLOGY CORP    COM             69917310     453528     100338     X         3           100338          0          0
PARAMETRIC TECHNOLOGY CORP    COM             69917310      83832      18547     X         5            17013          0       1534
PARAMETRIC TECHNOLOGY CORP    COM             69917310          9          2     X  X      6                0          2          0
PARK ELECTROCHEMICAL CORP     COM             70041620   11876200     469415     X         11               0     469415          0
PARK ELECTROCHEMICAL CORP     COM             70041620       2454         97     X         5               97          0          0
PARKER DRILLING CO            COM             70108110        834        200     X         11               0        200          0
PARKER DRILLING CO            COM             70108110      38781       9300     X         5             9300          0          0
PARKER DRILLING CO            COM             70108110      41700      10000     X  X      6                0          0      10000
PARKER DRILLING CO            NOTE  5.500% 8/ 701081AD      30000      30000     X         5            30000          0          0
PARKER DRILLING CO            NOTE  5.500% 8/ 701081AD      24000      24000     X         6            24000          0          0
PARKER HANNIFIN CORP          COM             70109410    2522386      44644     X         3            44644          0          0
PARKER HANNIFIN CORP          COM             70109410     186394       3299     X         5             3224          0         75
PARKER HANNIFIN CORP          COM             70109410     803656      14224     X  X      6            13549        565        110
PARKER HANNIFIN CORP          COM             70109410    1677259      29686     X         6            27193          0       2493
PARKERVISION INC              COM             70135410      84126      12319     X         5            12319          0          0
PARKWAY PPTYS INC             COM             70159Q10     247915       5303     X         5                0          0       5303
PARKWAY PPTYS INC             COM             70159Q10      26881        575     X  X      6              575          0          0
PARKWAY PPTYS INC             COM             70159Q10      41047        878     X         6              878          0          0
PARLEX CORP                   COM             70163010    2292014     375740     X         3           375740          0          0
PARLEX CORP                   COM             70163010     267618      43800     X         6            39600          0       4200
PATINA OIL & GAS CORP         COM             70322410   20673188     787550     X         11               0     787550          0
PATINA OIL & GAS CORP         COM             70322410   24057495     916476     X         3           916476          0          0
PATINA OIL & GAS CORP         COM             70322410     891450      33960     X         5             7124          0      26836
PATINA OIL & GAS CORP         COM             70322410     100354       3823     X  X      6             2049       1462        312
PATINA OIL & GAS CORP         COM             70322410     531904      20263     X         6            13888          0       6375
PATINA OIL & GAS CORP         COM             70322410      12810        488     X  X      7              488          0          0
PATRICK INDS INC              COM             70334310     595680      62050     X         5                0          0      62050
PATRIOT TRANSN HLDG INC       COM             70337B10     552811      15100     X  X      6            15100          0          0
PATRIOT TRANSN HLDG INC       COM             70337B10    3034786      82895     X         6            82895          0          0
PATTERSON DENTAL CO           COM             70341210      71192       1039     X         13               0          0       1039
PATTERSON DENTAL CO           COM             70341210    4549804      66314     X         3            66314          0          0
PATTERSON DENTAL CO           COM             70341210    2520851      36790     X         5            11351          0      25439
PATTERSON DENTAL CO           COM             70341210      13704        200     X  X      6              200          0          0
PATTERSON DENTAL CO           COM             70341210     654503       9552     X         6             9552          0          0
PATTERSON DENTAL CO           COM             70341210       3152         46     X  X      7               46          0          0
PATTERSON UTI ENERGY INC      COM             70348110      10623        300     X         13               0          0        300
PATTERSON UTI ENERGY INC      COM             70348110    4083446      88765     X         3            88765          0          0
PATTERSON UTI ENERGY INC      COM             70348110    1814550      51244     X         5            50819          0        425
PATTERSON UTI ENERGY INC      COM             70348110       4780        135     X  X      6              135          0          0
PATTERSON UTI ENERGY INC      COM             70348110     253182       7150     X         6             6250          0        900
PAXAR CORP                    COM             70422710      10325        700     X         5                0          0        700
PAXAR CORP                    COM             70422710     147500      10000     X  X      6            10000          0          0
PAXAR CORP                    COM             70422710      92925       6300     X         6             6300          0          0
PAXSON COMMUNICATIONS CORP    COM             70423110      24375       6250     X         5             4500          0       1750
PAXSON COMMUNICATIONS CORP    COM             70423110      12890       3305     X  X      6             3305          0          0
PAXSON COMMUNICATIONS CORP    COM             70423110       3900       1000     X         6             1000          0          0
PAYCHEX INC                   COM             70432610       3774        106     X         13               0          0        106
PAYCHEX INC                   COM             70432610    5883810     165151     X         3           165151          0          0
PAYCHEX INC                   COM             70432610     613190      17224     X         5             7500          0       9724
PAYCHEX INC                   COM             70432610    6566812     184461     X  X      6           169688        550      14223
PAYCHEX INC                   COM             70432610    3331448      93580     X         6            66742          0      26838
PAYLESS SHOESOURCE INC        COM             70437910       4188        300     X         13               0          0        300
PAYLESS SHOESOURCE INC        COM             70437910   26576280    1903553     X         3          1903553          0          0
PAYLESS SHOESOURCE INC        COM             70437910      26496       1898     X         5             1178          0        720
PAYLESS SHOESOURCE INC        COM             70437910      68530       4909     X  X      6             4459        450          0
PAYLESS SHOESOURCE INC        COM             70437910     128851       9230     X         6             3080          0       6150
PEABODY ENERGY CORP           COM             70454910   22423893     480395     X         3           480395          0          0
PEABODY ENERGY CORP           COM             70454910       5907        127     X         4              127          0          0
PEABODY ENERGY CORP           COM             70454910     310780       6682     X         5             2286          0       4396
PEABODY ENERGY CORP           COM             70454910      29115        626     X  X      6              626          0          0
PEABODY ENERGY CORP           COM             70454910    2999383      64489     X         6            12708         65      51716
PEABODY ENERGY CORP           COM             70454910       3767         81     X  X      7               81          0          0
PEABODY ENERGY CORP           COM             70454910       4279         92     X         7               92          0          0
PEAPACK-GLADSTONE FINL CORP   COM             70469910     177122       5231     X         5                0          0       5231
PEAPACK-GLADSTONE FINL CORP   COM             70469910     688408      20331     X  X      6            20331          0          0
PEARSON PLC                   SPONSORED ADR   70501510     274850      23900     X         5                0          0      23900
PEC SOLUTIONS INC             COM             70510710      67025       5070     X         5             5070          0          0
PEC SOLUTIONS INC             COM             70510710      35112       2656     X  X      6             2656          0          0
PEC SOLUTIONS INC             COM             70510710     387888      29341     X         6            29341          0          0
PEDIATRIX MED GROUP           COM             70532410       5670         90     X         1               90          0          0
PEDIATRIX MED GROUP           COM             70532410    7889152     124300     X         3           124300          0          0
PEDIATRIX MED GROUP           COM             70532410    1038366      16482     X         5            12312          0       4170
PEDIATRIX MED GROUP           COM             70532410     238770       3790     X  X      6             3790          0          0
PEDIATRIX MED GROUP           COM             70532410    2615823      41521     X         6            32691         20       8810
PEETS COFFEE & TEA INC        COM             70556010     264120      12400     X         5              300          0      12100
PEETS COFFEE & TEA INC        COM             70556010        298         14     X         6               14          0          0
PEMSTAR INC                   COM             70655210      36135       9900     X         5             9900          0          0
PEMSTAR INC                   COM             70655210     239440      65600     X  X      6            65600          0          0
PEMSTAR INC                   COM             70655210      11768       3224     X         6             3224          0          0
PENGROWTH ENERGY TR           COM             70690210      95900       7000     X         13               0          0       7000
PENGROWTH ENERGY TR           COM             70690210     286878      20940     X         5            10740          0      10200
PENGROWTH ENERGY TR           COM             70690210      10960        800     X  X      6              800          0          0
PENFORD CORP                  COM             70705110     621002      37275     X         5                0          0      37275
PENN ENGR & MFG CORP          COM NON VTG     70738930     186670      11000     X  X      6            11000          0          0
PENN NATL GAMING INC          COM             70756910      54663       1900     X         11               0       1900          0
PENN NATL GAMING INC          COM             70756910    6315849     217900     X         3           217900          0          0
PENN NATL GAMING INC          COM             70756910     908240      31569     X         5             3155          0      28414
PENN NATL GAMING INC          COM             70756910      27332        950     X  X      6              950          0          0
PENN NATL GAMING INC          COM             70756910     914570      31789     X         6            29356         33       2400
PENN VA CORP                  COM             70788210     999900      16500     X  X      6             1500          0      15000
PENN VA CORP                  COM             70788210     115140       1900     X         6             1900          0          0
PENN VA RESOURCES PARTNERS L  COM             70788410     201740       5715     X         5             2440          0       3275
PENN VA RESOURCES PARTNERS L  COM             70788410     779777      22090     X  X      6             8090          0      14000
PENN VA RESOURCES PARTNERS L  COM             70788410     274987       7790     X         6             7790          0          0
PENNEY J C INC                COM             70816010      10434        300     X         1              300          0          0
PENNEY J C INC                COM             70816010       1739         50     X         11               0         50          0
PENNEY J C INC                COM             70816010       8625        248     X         13               0          0        248
PENNEY J C INC                COM             70816010    3575210     102795     X         3           102795          0          0
PENNEY J C INC                COM             70816010    2756663      79260     X         5            48658          0      30602
PENNEY J C INC                COM             70816010    3342567      96106     X  X      6            20962       1400      73744
PENNEY J C INC                COM             70816010    1616087      46466     X         6            44866          0       1600
PENNEY J C INC                COM             70816010      34780       1000     X  X      7             1000          0          0
PENNICHUCK CORP               COM NEW         70825420    1062100      38000     X         3            38000          0          0
PENNICHUCK CORP               COM NEW         70825420     471627      16433     X         5             1333          0      15100
PENNROCK FINL SVCS CORP       COM             70835210      23004        810     X  X      6              810          0          0
PENNROCK FINL SVCS CORP       COM             70835210     486265      17122     X         6            17122          0          0
PENNS WOODS BANCORP INC       COM             70843010     314884       6985     X         6             6985          0          0
PENNSYLVANIA RL ESTATE INVT   SH BEN INT      70910210   12046779     319883     X         5            28937          0     290946
PENNSYLVANIA RL ESTATE INVT   SH BEN INT      70910210     540459      14351     X  X      6            14351          0          0
PENNSYLVANIA RL ESTATE INVT   SH BEN INT      70910210     467361      12410     X         6            12410          0          0
PENTAIR INC                   COM             70963110  104376015    1769085     X         11               0    1769085          0
PENTAIR INC                   COM             70963110   13634015     231085     X         3           231085          0          0
PENTAIR INC                   COM             70963110     780806      13234     X         5             8558          0       4676
PENTAIR INC                   COM             70963110     194995       3305     X  X      6             3305          0          0
PENTAIR INC                   COM             70963110     145553       2467     X         6             2467          0          0
PEOPLES BK BRIDGEPORT CONN    COM             71019810       1116          0     X         3                0          0          0
PEOPLES BK BRIDGEPORT CONN    COM             71019810     332357       7149     X         5             2750          0       4399
PEOPLES BK BRIDGEPORT CONN    COM             71019810      18596        400     X  X      6              400          0          0
PEOPLES BANCORP N C INC       COM             71057710      27934       1551     X  X      6                0          0       1551
PEOPLES BANCORP N C INC       COM             71057710     243909      13543     X         6            13543          0          0
PEOPLES ENERGY CORP           COM             71103010      29692        665     X         11               0        665          0
PEOPLES ENERGY CORP           COM             71103010      35720        800     X         13               0          0        800
PEOPLES ENERGY CORP           COM             71103010    7323627     164023     X         3           164023          0          0
PEOPLES ENERGY CORP           COM             71103010     968770      21697     X         5            16214          0       5483
PEOPLES ENERGY CORP           COM             71103010    1565250      35056     X  X      6            33156        900       1000
PEOPLES ENERGY CORP           COM             71103010     590005      13214     X         6             9267          0       3947
PEOPLESOFT INC                COM             71271310       7211        390     X         13               0          0        390
PEOPLESOFT INC                COM             71271310    2719971     147105     X         3           147105          0          0
PEOPLESOFT INC                COM             71271310     269325      14566     X         5            11967          0       2599
PEOPLESOFT INC                COM             71271310       8191        443     X  X      6              377          0         66
PEOPLESOFT INC                COM             71271310     511563      27667     X         6            18536          0       9131
PEP BOYS MANNY MOE & JACK     COM             71327810      33300       1200     X         5             1200          0          0
PEP BOYS MANNY MOE & JACK     COM             71327810   14392038     518632     X  X      6           518632          0          0
PEP BOYS MANNY MOE & JACK     COM             71327810    2155037      77659     X         6            77659          0          0
PEPCO HOLDINGS INC            COM             71329110      62873       3076     X  X      1             3076          0          0
PEPCO HOLDINGS INC            COM             71329110      15984        782     X         1              782          0          0
PEPCO HOLDINGS INC            COM             71329110       8176        400     X         13               0          0        400
PEPCO HOLDINGS INC            COM             71329110    3465745     166557     X         3           166557          0          0
PEPCO HOLDINGS INC            COM             71329110     542318      26532     X         5            15126          0      11406
PEPCO HOLDINGS INC            COM             71329110     862609      42202     X  X      6            37366       3336       1500
PEPCO HOLDINGS INC            COM             71329110     287059      14044     X         6            14044          0          0
PEPCO HOLDINGS INC            COM             71329110      13143        643     X         7              643          0          0
PEPSI BOTTLING GROUP INC      COM             71340910     671636      22576     X         13               0          0      22576
PEPSI BOTTLING GROUP INC      COM             71340910    6333624     213673     X         3           213673          0          0
PEPSI BOTTLING GROUP INC      COM             71340910    2799743      94109     X         5            85410          0       8699
PEPSI BOTTLING GROUP INC      COM             71340910      71995       2420     X  X      6             2420          0          0
PEPSI BOTTLING GROUP INC      COM             71340910    2226788      74850     X         6             1874          0      72976
PEPSIAMERICAS INC             COM             71343P20    2894392     141743     X         3           141743          0          0
PEPSIAMERICAS INC             COM             71343P20     450506      22062     X         5            21662          0        400
PEPSIAMERICAS INC             COM             71343P20      34510       1690     X  X      6                0        200       1490
PEPSIAMERICAS INC             COM             71343P20     186945       9155     X         6             9155          0          0
PEPSICO INC                   COM             71344810    4664918      86628     X  X      1            84478       2150          0
PEPSICO INC                   COM             71344810    2148130      39891     X         1            39891          0          0
PEPSICO INC                   COM             71344810     140010       2600     X         11               0       2600          0
PEPSICO INC                   COM             71344810    1734616      32212     X         13               0          0      32212
PEPSICO INC                   COM             71344810  154759572    2917841     X         3          2917841          0          0
PEPSICO INC                   COM             71344810      18848        350     X  X      4              350          0          0
PEPSICO INC                   COM             71344810      28541        530     X         4              530          0          0
PEPSICO INC                   COM             71344810   46923863     871381     X         5           359909          0     511472
PEPSICO INC                   COM             71344810  162281014    3013575     X  X      6          2595225     320890      97460
PEPSICO INC                   COM             71344810  200495058    3723214     X         6          3336302      10404     376508
PEPSICO INC                   COM             71344810      35218        654     X  X      7              654          0          0
PEPSICO INC                   COM             71344810     314538       5841     X         7             5841          0          0
PER-SE TECHNOLOGIES INC       COM NEW         71356930   14128680    1261475     X         3          1261475          0          0
PER-SE TECHNOLOGIES INC       COM NEW         71356930         34          3     X         5                0          0          3
PER-SE TECHNOLOGIES INC       COM NEW         71356930       1120        100     X  X      6              100          0          0
PER-SE TECHNOLOGIES INC       COM NEW         71356930      72386       6463     X         6              963          0       5500
PERFORMANCE FOOD GROUP CO     COM             71375510    6429255     165800     X         3           165800          0          0
PERFORMANCE FOOD GROUP CO     COM             71375510     518925      15107     X         5             9671          0       5436
PERFORMANCE FOOD GROUP CO     COM             71375510    1548773      45088     X         6            43288          0       1800
PERKINELMER INC               COM             71404610      20690       1000     X         13               0          0       1000
PERKINELMER INC               COM             71404610     988196      47762     X         3            47762          0          0
PERKINELMER INC               COM             71404610   11091661     536088     X         5           486158          0      49930
PERKINELMER INC               COM             71404610     118678       5736     X  X      6             5436          0        300
PERKINELMER INC               COM             71404610    2387667     115402     X         6            67850          0      47552
PERMIAN BASIN RTY TR          UNIT BEN INT    71423610     432176      47860     X         5            47860          0          0
PERMIAN BASIN RTY TR          UNIT BEN INT    71423610      18060       2000     X  X      6                0          0       2000
PEROT SYS CORP                CL A            71426510   82483209    6201745     X         11               0    6201745          0
PEROT SYS CORP                CL A            71426510    6374690     479300     X         3           479300          0          0
PEROT SYS CORP                CL A            71426510     127733       9604     X         5             8504          0       1100
PEROT SYS CORP                CL A            71426510      32585       2450     X  X      6             2450          0          0
PEROT SYS CORP                CL A            71426510     347130      26100     X         6            22000          0       4100
PERRIGO CO                    COM             71429010    1366387      68149     X         3            68149          0          0
PERRIGO CO                    COM             71429010      28070       1400     X         5                0          0       1400
PERRIGO CO                    COM             71429010      18506        923     X         6              923          0          0
PERUSAHAAN PERS INDO SATELLI  SPONSORED ADR   71568010     110220       5010     X         13               0          0       5010
PERUSAHAAN PERS INDO SATELLI  SPONSORED ADR   71568010     220000      10000     X         3            10000          0          0
PERUSAHAAN PERS INDO SATELLI  SPONSORED ADR   71568010       6600        300     X         5              300          0          0
PERUSAHAAN PERS INDO SATELLI  SPONSORED ADR   71568010       6600        300     X         6              300          0          0
P T TELEKOMUNIKASI INDONESIA  SPONSORED ADR   71568410     168500      10000     X         3            10000          0          0
P T TELEKOMUNIKASI INDONESIA  SPONSORED ADR   71568410     119332       7082     X         5             7082          0          0
P T TELEKOMUNIKASI INDONESIA  SPONSORED ADR   71568410      16850       1000     X         6             1000          0          0
PETCO ANIMAL SUPPLIES         COM NEW         71601620    9840456     349200     X         3           349200          0          0
PETCO ANIMAL SUPPLIES         COM NEW         71601620       2818        100     X         5                0          0        100
PETRO-CDA                     COM             71644E10      27626          0     X         3                0          0          0
PETRO-CDA                     COM             71644E10      24249        553     X  X      6              553          0          0
PETRO-CDA                     COM             71644E10     165885       3783     X         6             3783          0          0
PETRO-CDA                     COM             71644E10       3245         74     X         7               74          0          0
PETROCHINA CO LTD             SPONSORED  ADR  71646E10    1299314      25000     X         3            25000          0          0
PETROCHINA CO LTD             SPONSORED  ADR  71646E10    2854906      55869     X         5            48802          0       7067
PETROCHINA CO LTD             SPONSORED  ADR  71646E10     213956       4187     X  X      6             4187          0          0
PETROCHINA CO LTD             SPONSORED  ADR  71646E10     129181       2528     X         6             2528          0          0
PETROCHINA CO LTD             SPONSORED  ADR  71646E10       2555         50     X         7               50          0          0
PETROKAZAKHSTAN INC           COM             71649P10    1289285      45768     X         5            35048          0      10720
PETROKAZAKHSTAN INC           COM             71649P10      22536        800     X         6                0          0        800
PETROLEUM & RES CORP          COM             71654910      28001       1188     X         13               0          0       1188
PETROLEUM & RES CORP          COM             71654910    1570705      66640     X         5            66640          0          0
PETROLEUM & RES CORP          COM             71654910       1815         77     X  X      6               77          0          0
PETROLEUM & RES CORP          COM             71654910      42450       1801     X         6             1801          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10    1103910      37370     X         3            37370          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10     532902      18040     X         5             8840          0       9200
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10      58785       1990     X  X      6             1220          0        770
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10      94823       3210     X         6             3210          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40   19471574     580218     X         3           580218          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40    2262523      67538     X         5            12310          0      55228
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40      23484        701     X  X      6              701          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40     234634       7004     X         6             7004          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40       4020        120     X         7              120          0          0
PETROQUEST ENERGY INC         COM             71674810     273462      76600     X  X      6            76600          0          0
PETROQUEST ENERGY INC         COM             71674810      17850       5000     X         6             5000          0          0
PETSMART INC                  COM             71676810    4353970     160635     X         3           160635          0          0
PETSMART INC                  COM             71676810     964982      35674     X         5            19674          0      16000
PETSMART INC                  COM             71676810      29755       1100     X  X      6             1100          0          0
PETSMART INC                  COM             71676810      37167       1374     X         6             1374          0          0
PFIZER INC                    COM             71708110    5355570     152798     X  X      1           150698       2100          0
PFIZER INC                    COM             71708110    6590416     188029     X         1           187729          0        300
PFIZER INC                    COM             71708110    1857790      53004     X         11               0      53004          0
PFIZER INC                    COM             71708110    2654652      75739     X         13               0          0      75739
PFIZER INC                    COM             71708110  469273287   13809379     X         3         13809379          0          0
PFIZER INC                    COM             71708110      21030        600     X  X      4              600          0          0
PFIZER INC                    COM             71708110      62669       1788     X         4             1788          0          0
PFIZER INC                    COM             71708110  124103418    3540754     X         5          1985795          0    1554959
PFIZER INC                    COM             71708110  325031724    9273373     X  X      6          8104576     696567     472230
PFIZER INC                    COM             71708110  426625060   12171899     X         6         10209626      41585    1920688
PFIZER INC                    COM             71708110     169081       4824     X  X      7             4824          0          0
PFIZER INC                    COM             71708110     848525      24209     X         7            24209          0          0
PFIZER INC                    COM             71708110    9614215     274300     X         8           274300          0          0
PHARMACEUTICAL PROD DEV INC   COM             71712410       6239        210     X         1              210          0          0
PHARMACEUTICAL PROD DEV INC   COM             71712410      84347       2839     X         5             1768          0       1071
PHARMACEUTICAL PROD DEV INC   COM             71712410     327820      11034     X  X      6            11034          0          0
PHARMACEUTICAL PROD DEV INC   COM             71712410    1874671      63099     X         6            53924          0       9175
PHARMACEUTICAL PROD DEV INC   COM             71712410       4159        140     X         7              140          0          0
PHARMACEUTICAL RES INC        COM             71712510   59537252    1045962     X         3          1045962          0          0
PHARMACEUTICAL RES INC        COM             71712510    3542776      62307     X         5            57680          0       4627
PHARMACEUTICAL RES INC        COM             71712510      64024       1126     X  X      6              101        400        625
PHARMACEUTICAL RES INC        COM             71712510    3238006      56947     X         6            20882          0      36065
PHARMACEUTICAL HLDRS TR       DEPOSITRY RCPT  71712A20    2497626      32700     X         5             8500          0      24200
PHARMACEUTICAL HLDRS TR       DEPOSITRY RCPT  71712A20       7638        100     X         6              100          0          0
PHARMOS CORP                  COM NEW         71713920      60600      15000     X         5            15000          0          0
PHARMOS CORP                  COM NEW         71713920       8080       2000     X  X      6             2000          0          0
PHARMANETICS INC              COM             71713J10      59520      24800     X         5                0          0      24800
PHARMANETICS INC              COM             71713J10      22800       9500     X         6             9500          0          0
PHELPS DODGE CORP             COM             71726510     122490       1500     X  X      1             1500          0          0
PHELPS DODGE CORP             COM             71726510   56736457     692822     X         3           692822          0          0
PHELPS DODGE CORP             COM             71726510       7268         89     X         4               89          0          0
PHELPS DODGE CORP             COM             71726510   14532785     177967     X         5           167896          0      10071
PHELPS DODGE CORP             COM             71726510    2688329      32921     X  X      6            12234       7977      12710
PHELPS DODGE CORP             COM             71726510   11851724     145135     X         6            80550        253      64332
PHELPS DODGE CORP             COM             71726510       8084         99     X  X      7               99          0          0
PHELPS DODGE CORP             COM             71726510      58305        714     X         7              714          0          0
PHILADELPHIA CONS HLDG CORP   COM             71752810       5220         90     X         1               90          0          0
PHILADELPHIA CONS HLDG CORP   COM             71752810     287680       4960     X  X      6             4960          0          0
PHILADELPHIA CONS HLDG CORP   COM             71752810    2370518      40871     X         6            35641          0       5230
PHILIPPINE LONG DISTANCE TEL  SPONSORED ADR   71825260     342000      20000     X         3            20000          0          0
PHILIPPINE LONG DISTANCE TEL  SPONSORED ADR   71825260      17100       1000     X         5                0          0       1000
PHILIPPINE LONG DISTANCE TEL  SPONSORED ADR   71825260      34200       2000     X         6             2000          0          0
PHILLIPS VAN HEUSEN CORP      COM             71859210       3515        190     X         1              190          0          0
PHILLIPS VAN HEUSEN CORP      COM             71859210         19          1     X         5                1          0          0
PHILLIPS VAN HEUSEN CORP      COM             71859210     127095       6870     X  X      6             6870          0          0
PHILLIPS VAN HEUSEN CORP      COM             71859210     828800      44800     X         6            34690          0      10110
PHOENIX COS INC NEW           COM             71902E10     732186      54600     X         13               0          0      54600
PHOENIX COS INC NEW           COM             71902E10     240709      17950     X         5            17302          0        648
PHOENIX COS INC NEW           COM             71902E10      71019       5296     X  X      6             5296          0          0
PHOENIX COS INC NEW           COM             71902E10      70161       5232     X         6             5232          0          0
PHOTOMEDEX INC                COM             71935810      29590      11000     X         5            11000          0          0
PHOTON DYNAMICS INC           COM             71936410     338863      10385     X         5            10385          0          0
PHOTON DYNAMICS INC           COM             71936410      14814        454     X  X      6              454          0          0
PHOTON DYNAMICS INC           COM             71936410      60855       1865     X         6             1865          0          0
PIEDMONT NAT GAS INC          COM             72018610       7389        175     X         13               0          0        175
PIEDMONT NAT GAS INC          COM             72018610      25332        600     X  X      4              600          0          0
PIEDMONT NAT GAS INC          COM             72018610      21068        499     X         4              499          0          0
PIEDMONT NAT GAS INC          COM             72018610    1150758      27256     X         5            15663          0      11593
PIEDMONT NAT GAS INC          COM             72018610    3355350      79473     X  X      6            69337       9736        400
PIEDMONT NAT GAS INC          COM             72018610    4532528     107355     X         6           107355          0          0
PIER 1 IMPORTS INC            COM             72027910   62009154    2616420     X         11               0    2616420          0
PIER 1 IMPORTS INC            COM             72027910      85913       3625     X         13               0          0       3625
PIER 1 IMPORTS INC            COM             72027910    2264225      95616     X         3            95616          0          0
PIER 1 IMPORTS INC            COM             72027910    1143620      48254     X         5            43319          0       4935
PIER 1 IMPORTS INC            COM             72027910       3792        160     X  X      6              160          0          0
PIER 1 IMPORTS INC            COM             72027910      88330       3727     X         6             3727          0          0
PILGRIMS PRIDE CORP           COM             72146710    2074640      92494     X         3            92494          0          0
PILGRIMS PRIDE CORP           COM             72146710         22          1     X         5                1          0          0
PILGRIMS PRIDE CORP           COM             72146710      56097       2501     X         6                0          0       2501
PIMCO MUNICIPAL INCOME FD     COM             72200R10     229788      15422     X         5                0          0      15422
PIMCO MUNICIPAL INCOME FD     COM             72200R10      14900       1000     X  X      6             1000          0          0
PIMCO CORPORATE INCOME FD     COM             72200U10    1262785      80177     X         5            49174          0      31003
PIMCO CORPORATE INCOME FD     COM             72200U10       6410        407     X  X      6              407          0          0
PIMCO MUN INCOME FD II        COM             72200W10     202120      13556     X         13               0          0      13556
PIMCO MUN INCOME FD II        COM             72200W10    2247653     150748     X         5            24256          0     126492
PIMCO MUN INCOME FD II        COM             72200W10      70137       4704     X  X      6             4704          0          0
PIMCO MUN INCOME FD II        COM             72200W10     103371       6933     X         6             6933          0          0
PIMCO MUN INCOME FD II        COM             72200W10      44730       3000     X         7             3000          0          0
PIMCO STRATEGIC GBL GOV FD I  COM             72200X10     484746      38109     X         5            18318          0      19791
PIMCO STRATEGIC GBL GOV FD I  COM             72200X10      25618       2014     X  X      6             2014          0          0
PIMCO STRATEGIC GBL GOV FD I  COM             72200X10      66144       5200     X         6             5200          0          0
PIMCO HIGH INCOME FD          COM SHS         72201410     158146      10700     X         13               0          0      10700
PIMCO HIGH INCOME FD          COM SHS         72201410   17942920    1214000     X         3          1214000          0          0
PIMCO HIGH INCOME FD          COM SHS         72201410    3187085     215635     X         5           188346          0      27289
PIMCO HIGH INCOME FD          COM SHS         72201410   13930150     942500     X         9           942500          0          0
PIMCO MUN INCOME FD III       COM             72201A10     344980      23500     X         5             1000          0      22500
PIMCO MUN INCOME FD III       COM             72201A10     186832      12727     X  X      6            12727          0          0
PIMCO MUN INCOME FD III       COM             72201A10     367000      25000     X         7            25000          0          0
PIMCO CORPORATE OPP FD        COM             72201B10      12448        725     X         13               0          0        725
PIMCO CORPORATE OPP FD        COM             72201B10    3379790     196843     X         5           133243          0      63600
PIMCO CORPORATE OPP FD        COM             72201B10      11332        660     X  X      6              660          0          0
PIMCO FLOATING RATE INCOME F  COM             72201H10      16112        800     X         13               0          0        800
PIMCO FLOATING RATE INCOME F  COM             72201H10    1640604      81460     X         5            51647          0      29813
PINNACLE WEST CAP CORP        COM             72348410       3935        100     X         13               0          0        100
PINNACLE WEST CAP CORP        COM             72348410    3319802      84366     X         3            84366          0          0
PINNACLE WEST CAP CORP        COM             72348410     219061       5567     X         5             3849          0       1718
PINNACLE WEST CAP CORP        COM             72348410       1181         30     X  X      6               30          0          0
PINNACLE WEST CAP CORP        COM             72348410      97824       2486     X         6             2486          0          0
PIONEER CORP JAPAN            SPONSORED ADR   72364610      14915        508     X         5              508          0          0
PIONEER CORP JAPAN            SPONSORED ADR   72364610     582532      19841     X         6            18909          0        932
PIONEER HIGH INCOME TR        COM             72369H10      33120       2000     X         13               0          0       2000
PIONEER HIGH INCOME TR        COM             72369H10    3598505     217301     X         5           160105          0      57196
PIONEER HIGH INCOME TR        COM             72369H10      33120       2000     X  X      6             2000          0          0
PIONEER HIGH INCOME TR        COM             72369H10      11046        667     X         6                0        667          0
PIONEER INTREST SHS           COM             72370310     150135      12865     X         5             9365          0       3500
PIONEER MUN HIGH INC ADV TR   COM             72376210     151930      10095     X         13               0          0      10095
PIONEER MUN HIGH INC ADV TR   COM             72376210    1450639      96388     X         5             7895          0      88493
PIONEER MUN HIGH INCOME TR    COM SHS         72376310     262500      17500     X         5            15000          0       2500
PIONEER NAT RES CO            COM             72378710     367445      11376     X         13               0          0      11376
PIONEER NAT RES CO            COM             72378710    4033753     124884     X         3           124884          0          0
PIONEER NAT RES CO            COM             72378710       2132         66     X         4               66          0          0
PIONEER NAT RES CO            COM             72378710    4600198     142421     X         5            23547          0     118874
PIONEER NAT RES CO            COM             72378710     950557      29429     X  X      6            15429          0      14000
PIONEER NAT RES CO            COM             72378710     382400      11839     X         6            11698          0        141
PIPER JAFFRAY COS             COM             72407810      10505        194     X  X      1              194          0          0
PIPER JAFFRAY COS             COM             72407810        379          7     X         1                7          0          0
PIPER JAFFRAY COS             COM             72407810       2924         54     X         13               0          0         54
PIPER JAFFRAY COS             COM             72407810    1519774      28066     X         3            28066          0          0
PIPER JAFFRAY COS             COM             72407810        217          4     X  X      4                4          0          0
PIPER JAFFRAY COS             COM             72407810     223098       4120     X         5              396          0       3724
PIPER JAFFRAY COS             COM             72407810     241726       4464     X  X      6             3541        310        613
PIPER JAFFRAY COS             COM             72407810     862014      15919     X         6            15822         11         86
PIPER JAFFRAY COS             COM             72407810        596         11     X  X      7               11          0          0
PIPER JAFFRAY COS             COM             72407810       1137         21     X         7               21          0          0
PITNEY BOWES INC              COM             72447910     315314       7400     X  X      1             7400          0          0
PITNEY BOWES INC              COM             72447910     238616       5600     X         1             5600          0          0
PITNEY BOWES INC              COM             72447910     804306      18876     X         13               0          0      18876
PITNEY BOWES INC              COM             72447910    3747592      87951     X         3            87951          0          0
PITNEY BOWES INC              COM             72447910   14695629     344887     X         5           106811          0     238076
PITNEY BOWES INC              COM             72447910   17727209     416034     X  X      6           392784       6800      16450
PITNEY BOWES INC              COM             72447910    8116736     190489     X         6           175364       1500      13625
PITNEY BOWES INC              COM             72447910     109636       2573     X         7             2573          0          0
PITTSBURGH & W VA RR          SH BEN INT      72481910     202710      21542     X         5            21542          0          0
PITTSBURGH & W VA RR          SH BEN INT      72481910       1214        129     X  X      6              129          0          0
PIXAR                         COM             72581110     825604      12808     X         5             9452          0       3356
PIXAR                         COM             72581110      38676        600     X  X      6              600          0          0
PIXAR                         COM             72581110      47700        740     X         6              740          0          0
PIXELWORKS INC                COM             72581M10    6444375     373300     X         3           373300          0          0
PIXELWORKS INC                COM             72581M10     785839      45875     X         5            44875          0       1000
PIXELWORKS INC                COM             72581M10      28864       1685     X  X      6             1685          0          0
PIXELWORKS INC                COM             72581M10     874384      51044     X         6            46884         60       4100
PLACER DOME INC               COM             72590610    2914608     158782     X         3           158782          0          0
PLACER DOME INC               COM             72590610    6625242     368683     X         5           363342          0       5341
PLACER DOME INC               COM             72590610     275696      15342     X  X      6             9442       1500       4400
PLACER DOME INC               COM             72590610     468927      26095     X         6            26095          0          0
PLACER DOME INC               COM             72590610       3055        170     X  X      7              170          0          0
PLACER DOME INC               COM             72590610       7152        398     X         7              398          0          0
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  72650310    1684861      48263     X         5            28185          0      20078
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  72650310     202478       5800     X  X      6              800       5000          0
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  72650310   11672403     334357     X         6           334357          0          0
PLAINS EXPL& PRODTN CO        COM             72650510      61083       3277     X         5             2277          0       1000
PLAINS EXPL& PRODTN CO        COM             72650510     279600      15000     X  X      6            15000          0          0
PLANTRONICS INC NEW           COM             72749310    5209566     142299     X         3           142299          0          0
PLANTRONICS INC NEW           COM             72749310   10707583     292477     X         5           163662          0     128815
PLANTRONICS INC NEW           COM             72749310     103753       2834     X         6              200          0       2634
PLEXUS CORP                   COM             72913210     742839      41756     X         3            41756          0          0
PLEXUS CORP                   COM             72913210      70146       3943     X         5             2906          0       1037
PLUG POWER INC                COM             72919P10      16675       2160     X         5              200          0       1960
PLUG POWER INC                COM             72919P10        957        124     X  X      6              124          0          0
PLUG POWER INC                COM             72919P10      87568      11343     X         6            11343          0          0
PLUM CREEK TIMBER CO INC      COM             72925110      31181        960     X  X      1              960          0          0
PLUM CREEK TIMBER CO INC      COM             72925110     116928       3600     X         1             3600          0          0
PLUM CREEK TIMBER CO INC      COM             72925110     706440      21750     X         11               0      21750          0
PLUM CREEK TIMBER CO INC      COM             72925110     422272      13001     X         13               0          0      13001
PLUM CREEK TIMBER CO INC      COM             72925110    2239918      68963     X         3            68963          0          0
PLUM CREEK TIMBER CO INC      COM             72925110    5927762     182505     X         5           105516          0      76989
PLUM CREEK TIMBER CO INC      COM             72925110    2823129      86919     X  X      6            75734       7069       4116
PLUM CREEK TIMBER CO INC      COM             72925110    2520773      77610     X         6            77610          0          0
PLUM CREEK TIMBER CO INC      COM             72925110       7795        240     X         7              240          0          0
POGO PRODUCING CO             COM             73044810   10793950     240765     X         3           240765          0          0
POGO PRODUCING CO             COM             73044810    7094529     154666     X         5           153213          0       1453
POGO PRODUCING CO             COM             73044810     517872      11290     X  X      6                0       2000       9290
POGO PRODUCING CO             COM             73044810     821302      17905     X         6             6715          0      11190
POLARIS INDS INC              COM             73106810     330930       8000     X         3             8000          0          0
POLARIS INDS INC              COM             73106810    1912115      42080     X         5            40908          0       1172
POLARIS INDS INC              COM             73106810      27264        600     X  X      6              600          0          0
POLARIS INDS INC              COM             73106810      22538        496     X         6              496          0          0
POLO RALPH LAUREN CORP        CL A            73157210     139348       4065     X         13               0          0       4065
POLO RALPH LAUREN CORP        CL A            73157210    9935955     289847     X         3           289847          0          0
POLO RALPH LAUREN CORP        CL A            73157210     281096       8200     X         5             6700          0       1500
POLO RALPH LAUREN CORP        CL A            73157210       6856        200     X         6                0          0        200
POLYCOM INC                   COM             73172K10    2046360      96390     X         3            96390          0          0
POLYCOM INC                   COM             73172K10     524771      24730     X         5            21023          0       3707
POLYCOM INC                   COM             73172K10       8488        400     X  X      6              400          0          0
POLYCOM INC                   COM             73172K10      35480       1672     X         6             1672          0          0
POLYMEDICA CORP               COM             73173810     115240       4300     X         5             4150          0        150
POLYMEDICA CORP               COM             73173810      58960       2200     X  X      6             2200          0          0
POLYMEDICA CORP               COM             73173810    1574661      58756     X         6            58756          0          0
POLYONE CORP                  COM             73179P10      77087      11592     X         5             6492          0       5100
POLYONE CORP                  COM             73179P10      10973       1650     X  X      6             1650          0          0
POLYONE CORP                  COM             73179P10      79135      11900     X         6            11900          0          0
POPULAR INC                   COM             73317410    2854039      66219     X         5            54919          0      11300
POPULAR INC                   COM             73317410     928374      21540     X  X      6            21540          0          0
POPULAR INC                   COM             73317410      70727       1641     X         6             1641          0          0
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310       6502        580     X  X      4              580          0          0
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310     388730      34677     X         5            24335          0      10342
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310      63146       5633     X  X      6             3217          0       2416
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310      48237       4303     X         6             4303          0          0
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310       4383        391     X  X      7              391          0          0
POSSIS MEDICAL INC            COM             73740710    1983165      70500     X         3            70500          0          0
POSSIS MEDICAL INC            COM             73740710      56260       2000     X         5             2000          0          0
POSSIS MEDICAL INC            COM             73740710     329121      11700     X         6                0          0      11700
POST PPTYS INC                COM             73746410   11107901     385691     X         3           385691          0          0
POST PPTYS INC                COM             73746410     315333      10949     X         5              640          0      10309
POST PPTYS INC                COM             73746410      86400       3000     X  X      6             2650          0        350
POST PPTYS INC                COM             73746410       7056        245     X         6              245          0          0
POTASH CORP SASK INC          COM             73755L10       8317        100     X         13               0          0        100
POTASH CORP SASK INC          COM             73755L10     693970       8344     X         5             1394          0       6950
POTASH CORP SASK INC          COM             73755L10     175655       2112     X  X      6             2112          0          0
POTASH CORP SASK INC          COM             73755L10     636167       7649     X         6             7281          0        368
POTLATCH CORP                 COM             73762810    1138555      27940     X         3            27940          0          0
POTLATCH CORP                 COM             73762810     120009       2945     X         5             1861          0       1084
POTLATCH CORP                 COM             73762810      18338        450     X  X      6                0        450          0
POWER INTEGRATIONS INC        COM             73927610    6338213     216100     X         3           216100          0          0
POWER INTEGRATIONS INC        COM             73927610     155440       5316     X         5             5166          0        150
POWER INTEGRATIONS INC        COM             73927610      47807       1635     X  X      6             1635          0          0
POWER INTEGRATIONS INC        COM             73927610     617520      21119     X         6            21119          0          0
POWER-ONE INC                 COM             73930810   10912316     980253     X         3           980253          0          0
POWER-ONE INC                 COM             73930810     161653      14616     X         5              550          0      14066
POWER-ONE INC                 COM             73930810      41995       3797     X  X      6             3797          0          0
POWER-ONE INC                 COM             73930810    1405261     127058     X         6           116477        131      10450
POWERSHARES ETF TRUST         DYNAMIC MKT PT  73935X10    3880631     106875     X         5           106875          0          0
POWERSHARES ETF TRUST         DYNAMIC OTC PT  73935X20    1754501      43439     X         5            39851          0       3588
POWERWAVE TECHNOLOGIES INC    COM             73936310     479505      61475     X         3            61475          0          0
POWERWAVE TECHNOLOGIES INC    COM             73936310     133770      17150     X         5             6100          0      11050
POZEN INC                     COM             73941U10    8267884     598255     X         5           598255          0          0
POZEN INC                     COM             73941U10      69100       5000     X  X      6             5000          0          0
PRAECIS PHARMACEUTICALS INC   COM             73942110    1300200     220000     X         3           220000          0          0
PRAECIS PHARMACEUTICALS INC   COM             73942110       4728        800     X         5              800          0          0
PRAECIS PHARMACEUTICALS INC   COM             73942110       2405        407     X  X      6              407          0          0
PRAXAIR INC                   COM             74005P10     100224       2700     X  X      1             2700          0          0
PRAXAIR INC                   COM             74005P10     259840       7000     X         1             7000          0          0
PRAXAIR INC                   COM             74005P10     804724      21679     X         13               0          0      21679
PRAXAIR INC                   COM             74005P10   34008935     947830     X         3           947830          0          0
PRAXAIR INC                   COM             74005P10   16187674     436090     X         5            56880          0     379210
PRAXAIR INC                   COM             74005P10   38744557    1043765     X  X      6           960951      49613      33201
PRAXAIR INC                   COM             74005P10   59013413    1589801     X         6          1484669       3435     101697
PRAXAIR INC                   COM             74005P10      83520       2250     X         7             2250          0          0
PRAXAIR INC                   COM             74005P10     120640       3250     X         8             3250          0          0
PRECIS INC                    COM             74018410     479880     129000     X         5                0          0     129000
PRECISION CASTPARTS CORP      COM             74018910    2769223      62894     X         3            62894          0          0
PRECISION CASTPARTS CORP      COM             74018910    1004104      22805     X         5            20695          0       2110
PRECISION CASTPARTS CORP      COM             74018910    7167291     162782     X  X      6             6382          0     156400
PRECISION CASTPARTS CORP      COM             74018910     839168      19059     X         6            19059          0          0
PRECISION CASTPARTS CORP      COM             74018910       6164        140     X         7              140          0          0
PRECISION DRILLING CORP       COM             74022D10     465800      10000     X         3            10000          0          0
PRECISION DRILLING CORP       COM             74022D10    2494871      53561     X         5            52661          0        900
PRECISION DRILLING CORP       COM             74022D10        932         20     X         6               20          0          0
PREFERRED INCOME STRATEGIES   COM             74038E10       7350        300     X         13               0          0        300
PREFERRED INCOME STRATEGIES   COM             74038E10     517875      21138     X         5            19925          0       1213
PREFERRED INCOME STRATEGIES   COM             74038E10      39200       1600     X         6             1600          0          0
PREMIER FARNELL PLC           SPONSORED ADR   74050U10     176314      19744     X         6            19744          0          0
PRENTISS PPTYS TR             SH BEN INT      74070610      96309       2610     X         5             2550          0         60
PRENTISS PPTYS TR             SH BEN INT      74070610    1551276      42040     X  X      6             2740          0      39300
PRESSTEK INC                  COM             74111310    1283840     118000     X         3           118000          0          0
PRESSTEK INC                  COM             74111310      16045       1468     X         5             1260          0        208
PRICE COMMUNICATIONS CORP     COM NEW         74143730     824682      52561     X         3            52561          0          0
PRICE T ROWE GROUP INC        COM             74144T10   20479462     380447     X         3           380447          0          0
PRICE T ROWE GROUP INC        COM             74144T10    3720084      69108     X         5            62467          0       6641
PRICE T ROWE GROUP INC        COM             74144T10    1340905      24910     X  X      6            20660       1100       3150
PRICE T ROWE GROUP INC        COM             74144T10    4186413      77771     X         6            40696          0      37075
PRICE T ROWE GROUP INC        COM             74144T10     220703       4100     X         8             4100          0          0
PRICELINE COM INC             COM NEW         74150340    6316728     234300     X         3           234300          0          0
PRICELINE COM INC             COM NEW         74150340     204950       7602     X         5             7590          0         12
PRICELINE COM INC             COM NEW         74150340     783619      29066     X         6            26566          0       2500
PRIDE INTL INC DEL            COM             74153Q10      42650       2500     X         11               0       2500          0
PRIDE INTL INC DEL            COM             74153Q10    2252278     131821     X         3           131821          0          0
PRIDE INTL INC DEL            COM             74153Q10      98675       5784     X         5             4264          0       1520
PRIDE INTL INC DEL            COM             74153Q10       4009        235     X  X      6              235          0          0
PRIDE INTL INC DEL            COM             74153Q10     433443      25407     X         6            25407          0          0
PRIME MED SVCS INC NEW        COM             74156D10     117222      21313     X         5            21313          0          0
PRIMUS KNOWLEDGE SOLUTIONS I  COM             74163Q10      42500      10000     X         5                0          0      10000
PRIMA ENERGY CORP             COM PAR $0.015  74190120    4818205     139456     X         3           139456          0          0
PRIME HOSPITALITY CORP        COM             74191710     647522      56900     X         5              100          0      56800
PRIMUS TELECOMMUNICATIONS GR  COM             74192910     362007      42589     X         5             5182          0      37407
PRIMUS TELECOMMUNICATIONS GR  COM             74192910      39950       4700     X  X      6             4200        500          0
PRIMUS TELECOMMUNICATIONS GR  COM             74192910       1233        145     X         7              145          0          0
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10   23823998     696236     X         3           696236          0          0
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10     781900      21945     X         5            18318          0       3627
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10    1199626      33669     X  X      6             5430       1400      26839
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10    5900292     165599     X         6            28891          0     136708
PRIORITY HEALTHCARE CORP      CL B            74264T10    1213530      57000     X         3            57000          0          0
PRIORITY HEALTHCARE CORP      CL B            74264T10      55891       2624     X         5             1524          0       1100
PRIORITY HEALTHCARE CORP      CL B            74264T10       5325        250     X  X      6              250          0          0
PRIORITY HEALTHCARE CORP      CL B            74264T10     604686      28389     X         6            28389          0          0
PROASSURANCE CORP             COM             74267C10        630         18     X         13               0          0         18
PROASSURANCE CORP             COM             74267C10    3254930      92998     X         3            92998          0          0
PROASSURANCE CORP             COM             74267C10       1855         53     X         5                0          0         53
PROASSURANCE CORP             COM             74267C10      88130       2518     X         6                0          0       2518
PRIVATE BUSINESS INC          COM NEW         74267D20      37976      23442     X         5                0          0      23442
PROCTER & GAMBLE CO           COM             74271810    8771639      83635     X  X      1            83035        600          0
PROCTER & GAMBLE CO           COM             74271810    6018119      57381     X         1            57281          0        100
PROCTER & GAMBLE CO           COM             74271810     519995       4958     X         11               0       4958          0
PROCTER & GAMBLE CO           COM             74271810     559430       5334     X         13               0          0       5334
PROCTER & GAMBLE CO           COM             74271810  202277801    1981291     X         3          1981291          0          0
PROCTER & GAMBLE CO           COM             74271810      42686        407     X         4              407          0          0
PROCTER & GAMBLE CO           COM             74271810   40129796     382626     X         5           221732          0     160894
PROCTER & GAMBLE CO           COM             74271810  206488738    1968809     X  X      6          1748847      98846     121116
PROCTER & GAMBLE CO           COM             74271810  285247394    2719750     X         6          2369749       2571     347430
PROCTER & GAMBLE CO           COM             74271810     191616       1827     X  X      7             1827          0          0
PROCTER & GAMBLE CO           COM             74271810     462940       4414     X         7             4414          0          0
PRIVATEBANCORP INC            COM             74296210    2042877      39606     X         3            39606          0          0
PRIVATEBANCORP INC            COM             74296210       4850         94     X         5               94          0          0
PRIVATEBANCORP INC            COM             74296210      55315       1072     X         6                0          0       1072
PROGRESS ENERGY INC           COM             74326310     466704       9913     X  X      1             9913          0          0
PROGRESS ENERGY INC           COM             74326310      23540        500     X         1              500          0          0
PROGRESS ENERGY INC           COM             74326310     440386       9354     X         13               0          0       9354
PROGRESS ENERGY INC           COM             74326310    4391152      92270     X         3            92270          0          0
PROGRESS ENERGY INC           COM             74326310      16007        340     X  X      4              340          0          0
PROGRESS ENERGY INC           COM             74326310   13156460     279449     X         5            37570          0     241879
PROGRESS ENERGY INC           COM             74326310   13873111     294671     X  X      6           248383      15721      30567
PROGRESS ENERGY INC           COM             74326310   15177792     322383     X         6           321796          0        587
PROGRESS ENERGY INC           COM             74326310      76317       1621     X  X      7             1621          0          0
PROGRESS SOFTWARE CORP        COM             74331210      10196        425     X         13               0          0        425
PROGRESS SOFTWARE CORP        COM             74331210    5096915     212460     X         3           212460          0          0
PROGRESS SOFTWARE CORP        COM             74331210      81518       3398     X         5             2398          0       1000
PROGRESS SOFTWARE CORP        COM             74331210       1319         55     X  X      6               55          0          0
PROGRESS SOFTWARE CORP        COM             74331210     410445      17109     X         6            11360          0       5749
PROGRESSIVE CORP OHIO         COM             74331510    7461717      85380     X         3            85380          0          0
PROGRESSIVE CORP OHIO         COM             74331510      42924        490     X         4              490          0          0
PROGRESSIVE CORP OHIO         COM             74331510    2673464      30519     X         5            19637          0      10882
PROGRESSIVE CORP OHIO         COM             74331510    7376708      84209     X  X      6            42240       2200      39769
PROGRESSIVE CORP OHIO         COM             74331510    5154296      58839     X         6            41801          0      17038
PROGRESSIVE CORP OHIO         COM             74331510       5694         65     X  X      7               65          0          0
PROGRESSIVE CORP OHIO         COM             74331510      76650        875     X         7              875          0          0
PROLOGIS                      SH BEN INT      74341010    7840249     218574     X         3           218574          0          0
PROLOGIS                      SH BEN INT      74341010    2400779      66930     X         5             4350          0      62580
PROLOGIS                      SH BEN INT      74341010       7174        200     X  X      6              200          0          0
PROLOGIS                      SH BEN INT      74341010     212673       5929     X         6             5929          0          0
PROQUEST COMPANY              COM             74346P10     443384      15200     X         5             1100          0      14100
PROSPECT STR HIGH INCOME PTF  COM NEW         74358640      28710       9000     X         13               0          0       9000
PROSPECT STR HIGH INCOME PTF  COM NEW         74358640      64119      20100     X         5                0          0      20100
PROSPECT STR HIGH INCOME PTF  COM NEW         74358640       6527       2046     X  X      6             2046          0          0
PROSPERITY BANCSHARES INC     COM             74360610   29755202    1257085     X         11               0    1257085          0
PROSPERITY BANCSHARES INC     COM             74360610      28404       1200     X  X      6             1200          0          0
PROSPERITY BANCSHARES INC     COM             74360610     342434      14467     X         6            12067          0       2400
PROTECTIVE LIFE CORP          COM             74367410       2622         70     X         1               70          0          0
PROTECTIVE LIFE CORP          COM             74367410    2508101      66972     X         3            66972          0          0
PROTECTIVE LIFE CORP          COM             74367410     549279      14667     X         5             9725          0       4942
PROTECTIVE LIFE CORP          COM             74367410     168525       4500     X  X      6             4500          0          0
PROTECTIVE LIFE CORP          COM             74367410     892658      23836     X         6            20556          0       3280
PROTEIN DESIGN LABS INC       COM             74369L10    3231993     135684     X         3           135684          0          0
PROTEIN DESIGN LABS INC       COM             74369L10    1073210      45055     X         5            39735          0       5320
PROTEIN DESIGN LABS INC       COM             74369L10      14292        600     X  X      6              600          0          0
PROVIDENCE SVC CORP           COM             74381510     415384      23310     X         6            23310          0          0
PROVIDENT BANKSHARES CORP     COM             74385910     280349       8934     X         5              302          0       8632
PROVIDENT BANKSHARES CORP     COM             74385910       4581        146     X         6              146          0          0
PROVIDENT FINL GROUP INC      COM             74386610    1908363      47519     X         3            47519          0          0
PROVIDENT FINL GROUP INC      COM             74386610       8639        215     X         5                0          0        215
PROVIDENT FINL GROUP INC      COM             74386610      31140        775     X  X      6              775          0          0
PROVIDENT FINL GROUP INC      COM             74386610      60270       1500     X         6             1500          0          0
PROVIDENT ENERGY TR           TR UNIT         74386K10     104714      12708     X         5             6608          0       6100
PROVIDENT ENERGY TR           TR UNIT         74386K10      12978       1575     X  X      6             1575          0          0
PROVIDENT FINL SVCS INC       COM             74386T10     181386       9705     X         13               0          0       9705
PROVIDENT FINL SVCS INC       COM             74386T10      42931       2297     X         5             2297          0          0
PROVIDENT FINL SVCS INC       COM             74386T10      14952        800     X         6                0          0        800
PROVINCE HEALTHCARE CO        COM             74397710    4722125     296989     X         3           296989          0          0
PROVINCE HEALTHCARE CO        COM             74397710       6360        400     X         5              400          0          0
PROVINCE HEALTHCARE CO        COM             74397710       3737        235     X  X      6              235          0          0
PROVINCE HEALTHCARE CO        COM             74397710     127486       8018     X         6                0          0       8018
PROVINCE HEALTHCARE CO        COM             74397710       2862        180     X         7              180          0          0
PROVIDIAN FINL CORP           COM             74406A10     158720      12116     X         13               0          0      12116
PROVIDIAN FINL CORP           COM             74406A10    1431489     109274     X         3           109274          0          0
PROVIDIAN FINL CORP           COM             74406A10    8712260     665058     X         5           637345          0      27713
PROVIDIAN FINL CORP           COM             74406A10     895005      68321     X  X      6            60545       4344       3432
PROVIDIAN FINL CORP           COM             74406A10    3324597     253786     X         6           246742          0       7044
PROVIDIAN FINL CORP           NOTE  3.250% 8/ 74406AAA      63863      65000     X         5            65000          0          0
PROVIDIAN FINL CORP           NOTE         2/ 74406AAB      49625     100000     X         5           100000          0          0
PROXIM CORP                   CL A            74428310      12232       6911     X         5             2400          0       4511
PROXIM CORP                   CL A            74428310     300588     169824     X  X      6           169824          0          0
PRUDENTIAL FINL INC           COM             74432010   17391525     382122     X         3           382122          0          0
PRUDENTIAL FINL INC           COM             74432010      82888       1851     X         5              850          0       1001
PRUDENTIAL FINL INC           COM             74432010     498312      11128     X  X      6             4028       1000       6100
PRUDENTIAL FINL INC           COM             74432010   34457404     769482     X         6           682650          0      86832
PRUDENTIAL FINL INC           COM             74432010       9090        203     X         7              203          0          0
PRUDENTIAL PLC                ADR             74435K20     915685      54570     X         5            54570          0          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310      36973        787     X         1              787          0          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310       7517        160     X         11               0        160          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310      30866        657     X         13               0          0        657
PUBLIC SVC ENTERPRISE GROUP   COM             74457310   15908180     356459     X         3           356459          0          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310    3787293      80615     X         5            65044          0      15571
PUBLIC SVC ENTERPRISE GROUP   COM             74457310   10713715     228048     X  X      6           192823      16210      19015
PUBLIC SVC ENTERPRISE GROUP   COM             74457310   10436372     222145     X         6           169504          0      52641
PUBLIC SVC ENTERPRISE GROUP   COM             74457310         23          1     X  X      7                1          0          0
PUBLIC STORAGE INC            COM             74460D10     184908       3800     X         3             3800          0          0
PUBLIC STORAGE INC            COM             74460D10     541634      11131     X         5             7630          0       3501
PUBLIC STORAGE INC            COM             74460D10     164811       3387     X  X      6             3387          0          0
PUBLIC STORAGE INC            COM             74460D10     141601       2910     X         6             2910          0          0
PUBLICIS S A NEW              SPONSORED ADR   74463M10    4421050     145000     X         3           145000          0          0
PUBLICIS S A NEW              SPONSORED ADR   74463M10       4634        152     X         6              152          0          0
PUGET ENERGY INC NEW          COM             74531010    2048354      91567     X         3            91567          0          0
PUGET ENERGY INC NEW          COM             74531010     126279       5645     X         5             3411          0       2234
PUGET ENERGY INC NEW          COM             74531010      70421       3148     X  X      6             2096       1052          0
PUGET ENERGY INC NEW          COM             74531010      86147       3851     X         6             3851          0          0
PULITZER INC                  COM             74576910   25149782     521239     X         3           521239          0          0
PULITZER INC                  COM             74576910      79613       1650     X         6                0          0       1650
PULTE HOMES INC               COM             74586710   16473632     355197     X         3           355197          0          0
PULTE HOMES INC               COM             74586710    3230138      58096     X         5            55508          0       2588
PULTE HOMES INC               COM             74586710     998298      17955     X  X      6              300          0      17655
PULTE HOMES INC               COM             74586710    3709020      66709     X         6            29156          0      37553
PUTNAM HIGH INCOME OPP TR     SH BEN INT      74647910     853849      45980     X         5            45980          0          0
PUTNAM HIGH INCOME OPP TR     SH BEN INT      74647910       7799        420     X         6              420          0          0
PUTNAM HIGH INCOME BOND FD    SH BEN INT      74677910     144426      18305     X         5            17205          0       1100
PUTNAM HIGH INCOME BOND FD    SH BEN INT      74677910       3945        500     X  X      6              500          0          0
PUTNAM HIGH INCOME BOND FD    SH BEN INT      74677910       3945        500     X         6              500          0          0
PUTNAM HIGH YIELD MUN TR      SH BEN INT      74678110     414367      58859     X         5            46909          0      11950
PUTNAM HIGH YIELD MUN TR      SH BEN INT      74678110      20909       2970     X  X      6             2970          0          0
PUTNAM HIGH YIELD MUN TR      SH BEN INT      74678110       9384       1333     X         6             1333          0          0
PUTNAM MANAGED HIGH YIELD TR  SH BEN INT      74681910     873164     100711     X         5            89837          0      10874
PUTNAM MANAGED MUN INCOM TR   COM             74682310     347311      45759     X         5            39559          0       6200
PUTNAM MANAGED MUN INCOM TR   COM             74682310     169439      22324     X  X      6             3500      18824          0
PUTNAM MANAGED MUN INCOM TR   COM             74682310      73653       9704     X         6             9704          0          0
PUTNAM MASTER INCOME TR       SH BEN INT      74683K10     307254      46065     X         5            13783          0      32282
PUTNAM MASTER INCOME TR       SH BEN INT      74683K10      78176      11721     X  X      6            11721          0          0
PUTNAM MASTER INCOME TR       SH BEN INT      74683K10     168241      25224     X         6            25224          0          0
PUTNAM MUN BD FD INC          SH BEN INT      74683V10       6790        500     X         13               0          0        500
PUTNAM MUN BD FD INC          SH BEN INT      74683V10      74160       5461     X         5             4461          0       1000
PUTNAM MUN BD FD INC          SH BEN INT      74683V10      49852       3671     X  X      6             3671          0          0
PUTNAM MUN BD FD INC          SH BEN INT      74683V10      80122       5900     X         6             5900          0          0
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310      30150       4500     X         13               0          0       4500
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310     618001      92239     X         5            59639          0      32600
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310     175339      26170     X  X      6            26170          0          0
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310      42351       6321     X         6             5821          0        500
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310     672010     100300     X         9           100300          0          0
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910     894655     130037     X         5            69923          0      60114
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910      16457       2392     X  X      6             2392          0          0
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910       1273        185     X         6              185          0          0
PUTNAM TAX FREE HEALTH CARE   SH BEN INT      74692010     195896      15535     X         5            15235          0        300
PUTNAM TAX FREE HEALTH CARE   SH BEN INT      74692010      12610       1000     X  X      6             1000          0          0
PUTNAM TAX FREE HEALTH CARE   SH BEN INT      74692010      37830       3000     X         6             3000          0          0
PUTNAM MUN OPPORTUNITIES TR   SH BEN INT      74692210     117734       8600     X         5             4600          0       4000
PUTNAM MUN OPPORTUNITIES TR   SH BEN INT      74692210      14908       1089     X  X      6             1089          0          0
PUTNAM MUN OPPORTUNITIES TR   SH BEN INT      74692210      81456       5950     X         6             5950          0          0
QLT INC                       COM             74692710    2196440      86000     X         3            86000          0          0
QLT INC                       COM             74692710     864452      33847     X         5            26831          0       7016
QLT INC                       COM             74692710      12770        500     X         6              500          0          0
QLOGIC CORP                   COM             74727710   15002451     454482     X         3           454482          0          0
QLOGIC CORP                   COM             74727710     286935       8695     X         5             7893          0        802
QLOGIC CORP                   COM             74727710    1042569      31593     X         6            22614          0       8979
QLOGIC CORP                   COM             74727710     759000      23000     X         8            23000          0          0
QUAKER CHEM CORP              COM             74731610      94742       3730     X         5             2000          0       1730
QUAKER CHEM CORP              COM             74731610     317500      12500     X  X      6            12500          0          0
QUAKER CHEM CORP              COM             74731610      17780        700     X         6              700          0          0
QUALCOMM INC                  COM             74752510      33145        500     X         11               0        500          0
QUALCOMM INC                  COM             74752510     250112       3773     X         13               0          0       3773
QUALCOMM INC                  COM             74752510  151159413    2343650     X         3          2343650          0          0
QUALCOMM INC                  COM             74752510       2983         45     X         4               45          0          0
QUALCOMM INC                  COM             74752510   20899994     315281     X         5           198775          0     116506
QUALCOMM INC                  COM             74752510    5085968      76723     X  X      6            51711       2650      22362
QUALCOMM INC                  COM             74752510   23327451     351900     X         6           140756        253     210891
QUALCOMM INC                  COM             74752510       4905         74     X  X      7               74          0          0
QUALCOMM INC                  COM             74752510      58203        878     X         7              878          0          0
QUANEX CORP                   COM             74762010        850         20     X         13               0          0         20
QUANEX CORP                   COM             74762010   27662265     651030     X         3           651030          0          0
QUANEX CORP                   COM             74762010      27066        637     X         5                0          0        637
QUANEX CORP                   COM             74762010      60336       1420     X         6               20          0       1400
QUANTA SVCS INC               COM             74762E10     802136     113296     X         3           113296          0          0
QUANTA SVCS INC               COM             74762E10      28037       3960     X         5             2960          0       1000
QUANTUM FUEL SYS TECH WORLDW  COM             74765E10    1948821     245753     X         3           245753          0          0
QUANTUM FUEL SYS TECH WORLDW  COM             74765E10     386751      49205     X         5            49005          0        200
QUANTUM FUEL SYS TECH WORLDW  COM             74765E10      52293       6653     X         6                0          0       6653
QUANTUM CORP                  COM DSSG        74790620       6323       1709     X         13               0          0       1709
QUANTUM CORP                  COM DSSG        74790620    8809878    2381048     X         3          2381048          0          0
QUANTUM CORP                  COM DSSG        74790620      50098      13540     X         5            13001          0        539
QUANTUM CORP                  COM DSSG        74790620      31580       8535     X         6             3735          0       4800
Q MED                         COM             74791410     157014      14300     X         5             2400          0      11900
QUEST DIAGNOSTICS INC         COM             74834L10    5934852      71997     X         3            71997          0          0
QUEST DIAGNOSTICS INC         COM             74834L10    3742011      45177     X         5            32510          0      12667
QUEST DIAGNOSTICS INC         COM             74834L10     753836       9101     X  X      6             8825        222         54
QUEST DIAGNOSTICS INC         COM             74834L10    2030992      24520     X         6             4196          0      20324
QUEST SOFTWARE INC            COM             74834T10    7645260     467600     X         3           467600          0          0
QUEST SOFTWARE INC            COM             74834T10     255371      15619     X         5            15619          0          0
QUEST SOFTWARE INC            COM             74834T10       4006        245     X         6              245          0          0
QUESTAR CORP                  COM             74835610    2940890      80705     X         3            80705          0          0
QUESTAR CORP                  COM             74835610    1075308      29509     X         5            20669          0       8840
QUESTAR CORP                  COM             74835610     105312       2890     X  X      6             2290          0        600
QUESTAR CORP                  COM             74835610     216818       5950     X         6             5950          0          0
QUICKSILVER RESOURCES INC     COM             74837R10     220157       5680     X         5             4370          0       1310
QUICKSILVER RESOURCES INC     COM             74837R10      31008        800     X  X      6              800          0          0
QUICKSILVER RESOURCES INC     COM             74837R10     410856      10600     X         6            10600          0          0
QUIKSILVER INC                COM             74838C10    2522146     115430     X         3           115430          0          0
QUIKSILVER INC                COM             74838C10    1250585      57235     X         5            35886          0      21349
QUIKSILVER INC                COM             74838C10     153496       7025     X         6             3900          0       3125
QUIDEL CORP                   COM             74838J10     412494      62594     X         5                0          0      62594
QUIDEL CORP                   COM             74838J10       6287        954     X         6              954          0          0
QWEST COMMUNICATIONS INTL IN  COM             74912110       1185        275     X         13               0          0        275
QWEST COMMUNICATIONS INTL IN  COM             74912110    2866068     664981     X         3           664981          0          0
QWEST COMMUNICATIONS INTL IN  COM             74912110     545103     126474     X         5            72531          0      53943
QWEST COMMUNICATIONS INTL IN  COM             74912110     255783      59347     X  X      6            42554       1137      15656
QWEST COMMUNICATIONS INTL IN  COM             74912110     205191      47608     X         6            45793       1000        815
RCN CORP                      COM             74936110        624       2150     X         5             1850          0        300
RCN CORP                      COM             74936110       4748      16372     X  X      6             2800      13572          0
RCN CORP                      COM             74936110        696       2400     X         6             2400          0          0
R H DONNELLEY CORP            COM NEW         74955W30       7472        160     X         1              160          0          0
R H DONNELLEY CORP            COM NEW         74955W30    9582840     205200     X         3           205200          0          0
R H DONNELLEY CORP            COM NEW         74955W30    1373167      29404     X         5             2300          0      27104
R H DONNELLEY CORP            COM NEW         74955W30     485306      10392     X  X      6             9992         60        340
R H DONNELLEY CORP            COM NEW         74955W30    2298761      49224     X         6            49224          0          0
RLI CORP                      COM             74960710   23870240     618400     X         11               0     618400          0
RLI CORP                      COM             74960710    7353300     190500     X         3           190500          0          0
RLI CORP                      COM             74960710     208633       5405     X         6             5405          0          0
RPC INC                       COM             74966010     728278      65375     X         5                0          0      65375
RPM INTL INC                  COM             74968510     228947      13842     X         13               0          0      13842
RPM INTL INC                  COM             74968510    4035098     243960     X         3           243960          0          0
RPM INTL INC                  COM             74968510    3557142     215063     X         5            63374          0     151689
RPM INTL INC                  COM             74968510     275556      16660     X  X      6            16310          0        350
RPM INTL INC                  COM             74968510     354965      21461     X         6            17908          0       3553
RSA SEC INC                   COM             74971910       4885        260     X         13               0          0        260
RSA SEC INC                   COM             74971910    8578330     453489     X         3           453489          0          0
RSA SEC INC                   COM             74971910      86434       4600     X         5             4025          0        575
RSA SEC INC                   COM             74971910      33202       1767     X  X      6             1767          0          0
RSA SEC INC                   COM             74971910    1148990      61149     X         6            56688         61       4400
RF MICRODEVICES INC           COM             74994110    1527665     180575     X         3           180575          0          0
RF MICRODEVICES INC           COM             74994110    1239728     146540     X         5           107817          0      38723
RF MICRODEVICES INC           COM             74994110      35752       4226     X  X      6             4226          0          0
RF MICRODEVICES INC           COM             74994110     231906      27412     X         6            26986          0        426
RADIAN GROUP INC              COM             75023610   18543908     435303     X         11               0     435303          0
RADIAN GROUP INC              COM             75023610    5010016     116652     X         3           116652          0          0
RADIAN GROUP INC              COM             75023610    1115694      26190     X         5            25722          0        468
RADIAN GROUP INC              COM             75023610     468856      11006     X  X      6             5176       5830          0
RADIAN GROUP INC              COM             75023610     653356      15337     X         6            15337          0          0
RADIAN GROUP INC              COM             75023610      17509        411     X         7              411          0          0
RADIO ONE INC                 CL A            75040P10      68041          0     X         3                0          0          0
RADIO ONE INC                 CL A            75040P10      11136        600     X         5              500          0        100
RADIO ONE INC                 CL A            75040P10      39347       2120     X  X      6             2120          0          0
RADIO ONE INC                 CL A            75040P10     123535       6656     X         6             6583         73          0
RADIO ONE INC                 CL D NON VTG    75040P40   11553398     624508     X         3           624508          0          0
RADIO ONE INC                 CL D NON VTG    75040P40      12950        700     X         5              500          0        200
RADIO ONE INC                 CL D NON VTG    75040P40      77700       4200     X  X      6             4200          0          0
RADIO ONE INC                 CL D NON VTG    75040P40    2386926     129023     X         6           121973          0       7050
RADIOSHACK CORP               COM             75043810       4974        150     X         11               0        150          0
RADIOSHACK CORP               COM             75043810      10578        319     X         13               0          0        319
RADIOSHACK CORP               COM             75043810   13926819     450681     X         3           450681          0          0
RADIOSHACK CORP               COM             75043810    6649276     200521     X         5           183804          0      16717
RADIOSHACK CORP               COM             75043810    1297949      39142     X  X      6            13493       1300      24349
RADIOSHACK CORP               COM             75043810    4282813     129156     X         6            29619      13850      85687
RADYNE COMSTREAM INC          COM NEW         75061140     243048      25584     X         5             1930          0      23654
RAE SYS INC                   COM             75061P10     535311     131850     X         5           131850          0          0
RAILAMERICA INC               COM             75075310    7448226     618110     X         3           618110          0          0
RAILAMERICA INC               COM             75075310       2410        200     X  X      6                0        200          0
RAMBUS INC DEL                COM             75091710     813196      29022     X         5            21724          0       7298
RAMBUS INC DEL                COM             75091710      35866       1280     X  X      6             1280          0          0
RAMBUS INC DEL                COM             75091710     140100       5000     X         6             5000          0          0
RALCORP HLDGS INC NEW         COM             75102810      93329       3067     X         5              268          0       2799
RALCORP HLDGS INC NEW         COM             75102810       9525        313     X  X      6                0          0        313
RALCORP HLDGS INC NEW         COM             75102810     295171       9700     X         6             9700          0          0
RANDGOLD RES LTD              ADR             75234430     188832       9600     X         13               0          0       9600
RANDGOLD RES LTD              ADR             75234430     687947      35010     X         3            35010          0          0
RANDGOLD RES LTD              ADR             75234430     358978      18250     X         5             2725          0      15525
RARE HOSPITALITY INTL INC     COM             75382010    5352226     192873     X         3           192873          0          0
RARE HOSPITALITY INTL INC     COM             75382010       8325        300     X         5                0          0        300
RARE HOSPITALITY INTL INC     COM             75382010    1310633      47230     X         6            45055          0       2175
RAYMOND JAMES FINANCIAL INC   COM             75473010       4100        165     X         1              165          0          0
RAYMOND JAMES FINANCIAL INC   COM             75473010      21296        857     X         13               0          0        857
RAYMOND JAMES FINANCIAL INC   COM             75473010    1770289      71239     X         3            71239          0          0
RAYMOND JAMES FINANCIAL INC   COM             75473010     159139       6404     X         5             5939          0        465
RAYMOND JAMES FINANCIAL INC   COM             75473010     162892       6555     X  X      6             6555          0          0
RAYMOND JAMES FINANCIAL INC   COM             75473010     868035      34931     X         6            26546          0       8385
RAYONIER INC                  COM             75490710     863098      19746     X         13               0          0      19746
RAYONIER INC                  COM             75490710   10817657     247487     X         3           247487          0          0
RAYONIER INC                  COM             75490710    3944084      90233     X         5            71224          0      19009
RAYONIER INC                  COM             75490710     472068      10800     X  X      6             8230       2036        534
RAYONIER INC                  COM             75490710     347844       7958     X         6             7958          0          0
RAYOVAC CORP                  COM             75508110   58244701    2036528     X         11               0    2036528          0
RAYOVAC CORP                  COM             75508110       1745         61     X         13               0          0         61
RAYOVAC CORP                  COM             75508110    8468717     296109     X         3           296109          0          0
RAYOVAC CORP                  COM             75508110    3579147     125145     X         5           102376          0      22769
RAYOVAC CORP                  COM             75508110       5663        198     X  X      6              198          0          0
RAYTHEON CO                   COM NEW         75511150        564         18     X         1               18          0          0
RAYTHEON CO                   COM NEW         75511150       9621        307     X         13               0          0        307
RAYTHEON CO                   COM NEW         75511150    5894333     156713     X         3           156713          0          0
RAYTHEON CO                   COM NEW         75511150   12764593     407294     X         5           300451          0     106843
RAYTHEON CO                   COM NEW         75511150    4144934     132257     X  X      6           113085       6770      12402
RAYTHEON CO                   COM NEW         75511150    2178287      69505     X         6            67469          0       2036
RAYTHEON CO                   COM NEW         75511150      42967       1371     X         7             1371          0          0
RAYTHEON CO                   COM NEW         75511150    1892936      60400     X         8            60400          0          0
READERS DIGEST ASSN INC       COM             75526710    1355510      96272     X         3            96272          0          0
READERS DIGEST ASSN INC       COM             75526710     924648      65671     X         5             9021          0      56650
READERS DIGEST ASSN INC       COM             75526710     137984       9800     X         6             9800          0          0
READING INTERNATIONAL INC     CL A            75540810     321950      47000     X         5            47000          0          0
READING INTERNATIONAL INC     CL A            75540810       3206        468     X         6              468          0          0
REALNETWORKS INC              COM             75605L10      26772       4462     X         5             3015          0       1447
REALNETWORKS INC              COM             75605L10       4500        750     X  X      6              750          0          0
REALNETWORKS INC              COM             75605L10      49500       8250     X         6             5250          0       3000
REALTY INCOME CORP            COM             75610910     416674       9332     X         13               0          0       9332
REALTY INCOME CORP            COM             75610910    6394657     143217     X         5             4673          0     138544
REALTY INCOME CORP            COM             75610910     162973       3650     X  X      6             3450          0        200
RECKSON ASSOCS RLTY CORP      COM             75621K10    6505940     231199     X         3           231199          0          0
RECKSON ASSOCS RLTY CORP      COM             75621K10     164112       5832     X         5             4182          0       1650
RECKSON ASSOCS RLTY CORP      COM             75621K10      57209       2033     X         6             2033          0          0
RED HAT INC                   COM             75657710      34580       1600     X         3             1600          0          0
RED HAT INC                   COM             75657710     637817      27671     X         5            17916          0       9755
RED HAT INC                   COM             75657710      58708       2547     X  X      6             2547          0          0
RED HAT INC                   COM             75657710     177831       7715     X         6             6850          0        865
RED HAT INC                   COM             75657710       4380        190     X         7              190          0          0
RED ROBIN GOURMET BURGERS IN  COM             75689M10     547280      19284     X         6            19284          0          0
REDWOOD TR INC                COM             75807540      12434        200     X         13               0          0        200
REDWOOD TR INC                COM             75807540    4132689      66474     X         3            66474          0          0
REDWOOD TR INC                COM             75807540     322227       5183     X         5             3533          0       1650
REDWOOD TR INC                COM             75807540     124900       2009     X         6              211          0       1798
REEBOK INTL LTD               COM             75811010      20840        504     X         13               0          0        504
REEBOK INTL LTD               COM             75811010    5368824     129940     X         3           129940          0          0
REEBOK INTL LTD               COM             75811010    1242526      30049     X         5            19989          0      10060
REEBOK INTL LTD               COM             75811010     145056       3508     X  X      6             3508          0          0
REEBOK INTL LTD               COM             75811010    2585657      62531     X         6            26099          0      36432
REED ELSEVIER N V             SPONSORED ADR   75820410       5300        200     X         5                0          0        200
REED ELSEVIER N V             SPONSORED ADR   75820410     652960      24640     X         6            24640          0          0
REED ELSEVIER P L C           SPONSORED ADR   75820510    2698000      76000     X         3            76000          0          0
REED ELSEVIER P L C           SPONSORED ADR   75820510       7988        225     X  X      4              225          0          0
REED ELSEVIER P L C           SPONSORED ADR   75820510      11396        321     X         5               10          0        311
REED ELSEVIER P L C           SPONSORED ADR   75820510       1917         54     X  X      6               54          0          0
REED ELSEVIER P L C           SPONSORED ADR   75820510      11893        335     X         6              335          0          0
REED ELSEVIER P L C           SPONSORED ADR   75820510       5680        160     X  X      7              160          0          0
REGAL ENTMT GROUP             CL A            75876610     507210      23076     X         13               0          0      23076
REGAL ENTMT GROUP             CL A            75876610    6573736     299078     X         5             4282          0     294796
REGAL ENTMT GROUP             CL A            75876610      21804        992     X         6              992          0          0
REGENCY CTRS CORP             COM             75884910      49020       1049     X         13               0          0       1049
REGENCY CTRS CORP             COM             75884910       3271         70     X         5                0          0         70
REGENCY CTRS CORP             COM             75884910     570106      12200     X  X      6              200       4000       8000
REGENCY CTRS CORP             COM             75884910      93460       2000     X         6                0          0       2000
REGENT COMMUNICATIONS INC DE  COM             75886510       4336        663     X         5              663          0          0
REGENT COMMUNICATIONS INC DE  COM             75886510     190903      29190     X         6            29190          0          0
REGENERON PHARMACEUTICALS     COM             75886F10    2627730     193500     X         3           193500          0          0
REGENERON PHARMACEUTICALS     COM             75886F10      10945        806     X         5              706          0        100
REGENERON PHARMACEUTICALS     COM             75886F10       1358        100     X         6              100          0          0
REGIS CORP MINN               COM             75893210       2222         50     X         11               0         50          0
REGIS CORP MINN               COM             75893210    1913942      43068     X         3            43068          0          0
REGIS CORP MINN               COM             75893210    8826495     198616     X         5           197923          0        693
REGIS CORP MINN               COM             75893210      19509        439     X  X      6              439          0          0
REGIS CORP MINN               COM             75893210       4400         99     X         6               99          0          0
REGIS CORP MINN               COM             75893210      14399        324     X  X      7              324          0          0
REGIONS FINL CORP             COM             75894010    3076307      84246     X         3            84246          0          0
REGIONS FINL CORP             COM             75894010     203416       5570     X         5             3518          0       2052
REGIONS FINL CORP             COM             75894010     765204      20953     X  X      6            10589       4364       6000
REGIONS FINL CORP             COM             75894010    8413368     230377     X         6           139734        200      90443
REGISTER COM INC              COM             75914G10    2867595     484391     X         3           484391          0          0
RELIANT RES INC               COM             75952B10       9827       1197     X         13               0          0       1197
RELIANT RES INC               COM             75952B10    1023598     124677     X         5            73635          0      51042
RELIANT RES INC               COM             75952B10     204486      24907     X  X      6            24754        153          0
RELIANT RES INC               COM             75952B10      28480       3469     X         6             3469          0          0
RENAL CARE GROUP INC          COM             75993010    5370485     117362     X         3           117362          0          0
RENAL CARE GROUP INC          COM             75993010      92527       2022     X         5              762          0       1260
RENAL CARE GROUP INC          COM             75993010     137280       3000     X         6             3000          0          0
RENT A CTR INC NEW            COM             76009N10    9409309     285217     X         3           285217          0          0
RENT A CTR INC NEW            COM             76009N10     318492       9663     X         5              208          0       9455
RENT A CTR INC NEW            COM             76009N10      24522        744     X  X      6              744          0          0
RENT A CTR INC NEW            COM             76009N10     162427       4928     X         6              178          0       4750
RENT A CTR INC NEW            COM             76009N10      18655        566     X  X      7              566          0          0
RENT WAY INC                  COM             76009U10     179573      20406     X         5                0          0      20406
RENTECH INC                   COM             76011210        455        500     X         5              500          0          0
RENTECH INC                   COM             76011210       9100      10000     X         6            10000          0          0
REPSOL YPF S A                SPONSORED ADR   76026T20       6243        300     X  X      1              300          0          0
REPSOL YPF S A                SPONSORED ADR   76026T20       5390        259     X  X      4              259          0          0
REPSOL YPF S A                SPONSORED ADR   76026T20    1496322      71904     X         5            20745          0      51159
REPSOL YPF S A                SPONSORED ADR   76026T20      80243       3856     X  X      6             2236          0       1620
REPSOL YPF S A                SPONSORED ADR   76026T20     155742       7484     X         6             4484          0       3000
REPSOL YPF S A                SPONSORED ADR   76026T20       3891        187     X  X      7              187          0          0
REPUBLIC BANCORP INC          COM             76028210   31122820    2215149     X         11               0    2215149          0
REPUBLIC BANCORP INC          COM             76028210       4285        305     X         13               0          0        305
REPUBLIC BANCORP INC          COM             76028210      49386       3515     X         5             2711          0        804
REPUBLIC SVCS INC             COM             76075910       4061        150     X         1              150          0          0
REPUBLIC SVCS INC             COM             76075910    4186403     154651     X         3           154651          0          0
REPUBLIC SVCS INC             COM             76075910      31807       1175     X         5              875          0        300
REPUBLIC SVCS INC             COM             76075910     223057       8240     X  X      6             8240          0          0
REPUBLIC SVCS INC             COM             76075910    1687192      62327     X         6            55457          0       6870
RESEARCH IN MOTION LTD        COM             76097510   34020013     363230     X         3           363230          0          0
RESEARCH IN MOTION LTD        COM             76097510    3537860      37907     X         5            31626          0       6281
RESEARCH IN MOTION LTD        COM             76097510      76997        825     X  X      6              825          0          0
RESEARCH IN MOTION LTD        COM             76097510       3733         40     X         6               40          0          0
RESEARCH IN MOTION LTD        COM             76097510    -222808     -10000     X         8           -10000          0          0
RESMED INC                    COM             76115210    5169736     114400     X         3           114400          0          0
RESMED INC                    COM             76115210      67559       1495     X         5              890          0        605
RESMED INC                    COM             76115210      13557        300     X  X      6              300          0          0
RESMED INC                    COM             76115210     931592      20615     X         6            19315          0       1300
RESOURCE AMERICA INC          CL A            76119520     203522      11031     X         5              951          0      10080
RESOURCES CONNECTION INC      COM             76122Q10    5627378     127550     X         3           127550          0          0
RESOURCES CONNECTION INC      COM             76122Q10     692977      15707     X         6            14307          0       1400
RESPIRONICS INC               COM             76123010   15601246     287488     X         3           287488          0          0
RESPIRONICS INC               COM             76123010     613775      11362     X         5              776          0      10586
RESPIRONICS INC               COM             76123010      41649        771     X  X      6              771          0          0
RESPIRONICS INC               COM             76123010    1733934      32098     X         6            27209         27       4862
RETAIL HOLDRS TR              DEP RCPT        76127U10    8756250      93400     X         5            93400          0          0
RETEK INC                     COM             76128Q10    3671355     481055     X         3           481055          0          0
RETEK INC                     COM             76128Q10        386         51     X         5                0          0         51
RETEK INC                     COM             76128Q10      20556       2719     X  X      6             2719          0          0
RETEK INC                     COM             76128Q10     466679      61730     X         6            56837         93       4800
REUTERS GROUP PLC             SPONSORED ADR   76132M10        855         20     X         13               0          0         20
REUTERS GROUP PLC             SPONSORED ADR   76132M10     199814       4674     X         5             1285          0       3389
REUTERS GROUP PLC             SPONSORED ADR   76132M10     218068       5101     X  X      6             4694          0        407
REUTERS GROUP PLC             SPONSORED ADR   76132M10      89091       2084     X         6             2084          0          0
REVLON INC                    CL A            76152550     367305     132601     X         5           132101          0        500
REXAM PLC                     SP ADR NEW2001  76165540    4724530     113000     X         3           113000          0          0
REYNOLDS & REYNOLDS CO        CL A            76169510   92593190    3259176     X         11               0    3259176          0
REYNOLDS & REYNOLDS CO        CL A            76169510    9816905     344274     X         3           344274          0          0
REYNOLDS & REYNOLDS CO        CL A            76169510     208899       7353     X         5             4260          0       3093
REYNOLDS & REYNOLDS CO        CL A            76169510     138641       4880     X  X      6             4880          0          0
REYNOLDS & REYNOLDS CO        CL A            76169510    1449507      51021     X         6            48821          0       2200
REYNOLDS R J TOB HLDGS INC    COM             76182K10      12100        200     X         13               0          0        200
REYNOLDS R J TOB HLDGS INC    COM             76182K10    6283308     103885     X         3           103885          0          0
REYNOLDS R J TOB HLDGS INC    COM             76182K10    1540684      25466     X         5            16358          0       9108
REYNOLDS R J TOB HLDGS INC    COM             76182K10     682138      11275     X  X      6            10347        928          0
REYNOLDS R J TOB HLDGS INC    COM             76182K10    7139242     118004     X         6            86738          0      31266
RIO TINTO PLC                 SPONSORED ADR   76720410      90838       4800     X         3             4800          0          0
RIO TINTO PLC                 SPONSORED ADR   76720410     410467       4081     X         5              995          0       3086
RIO TINTO PLC                 SPONSORED ADR   76720410     167466       1665     X  X      6              165          0       1500
RIO TINTO PLC                 SPONSORED ADR   76720410     742984       7387     X         6             7117          0        270
RIO TINTO PLC                 SPONSORED ADR   76720410      10259        102     X         7              102          0          0
RITCHIE BROS AUCTIONEERS      COM             76774410    7978755     141996     X         3           141996          0          0
RITE AID CORP                 COM             76775410       1088        200     X  X      1              200          0          0
RITE AID CORP                 COM             76775410       4433        800     X         3              800          0          0
RITE AID CORP                 COM             76775410   12070457    2218834     X         5          2164398          0      54436
RITE AID CORP                 COM             76775410      35360       6500     X  X      6             5500          0       1000
RITE AID CORP                 COM             76775410      52083       9574     X         6             9574          0          0
ROANOKE ELEC STL CORP         COM             76984110    1987057     140926     X         3           140926          0          0
ROANOKE ELEC STL CORP         COM             76984110      31189       2212     X  X      6             2212          0          0
ROBERT HALF INTL INC          COM             77032310    1701906      72487     X         3            72487          0          0
ROBERT HALF INTL INC          COM             77032310      78560       3326     X         5             2394          0        932
ROBERT HALF INTL INC          COM             77032310     133973       5672     X  X      6             5672          0          0
ROBERT HALF INTL INC          COM             77032310      48610       2058     X         6             2058          0          0
ROCHESTER MED CORP            COM             77149710     507056      53600     X         5            53600          0          0
ROCK-TENN CO                  CL A            77273920   16512284    1145096     X         3          1145096          0          0
ROCK-TENN CO                  CL A            77273920     380688      26400     X  X      6            26400          0          0
ROCK-TENN CO                  CL A            77273920      97263       6745     X         6             1155          0       5590
ROCKFORD CORP                 COM             77316P10      71828      10657     X         5                0          0      10657
ROCKWELL AUTOMATION INC       COM             77390310      17335        500     X         1              500          0          0
ROCKWELL AUTOMATION INC       COM             77390310      30683        885     X         13               0          0        885
ROCKWELL AUTOMATION INC       COM             77390310    5301302     153675     X         3           153675          0          0
ROCKWELL AUTOMATION INC       COM             77390310    2848246      82153     X         5            72287          0       9866
ROCKWELL AUTOMATION INC       COM             77390310    1650847      47616     X  X      6            29432      10400       7784
ROCKWELL AUTOMATION INC       COM             77390310    2857848      82430     X         6            82030        400          0
ROCKWELL COLLINS INC          COM             77434110    2677660      85714     X         3            85714          0          0
ROCKWELL COLLINS INC          COM             77434110     778776      24637     X         5            17450          0       7187
ROCKWELL COLLINS INC          COM             77434110    1267055      40084     X  X      6            23080      10400       6604
ROCKWELL COLLINS INC          COM             77434110    2217220      70143     X         6            62984        400       6759
ROFIN SINAR TECHNOLOGIES INC  COM             77504310    1050183      35182     X         3            35182          0          0
ROFIN SINAR TECHNOLOGIES INC  COM             77504310       8619        290     X         5                0          0        290
ROFIN SINAR TECHNOLOGIES INC  COM             77504310      77866       2620     X         6                0          0       2620
ROGERS CORP                   COM             77513310       2669         50     X         13               0          0         50
ROGERS CORP                   COM             77513310    4838471      90659     X         3            90659          0          0
ROGERS CORP                   COM             77513310     483799       9065     X         5             9065          0          0
ROGERS CORP                   COM             77513310    1212193      22713     X         6            20259          0       2454
ROHM & HAAS CO                COM             77537110    3367675      83834     X         3            83834          0          0
ROHM & HAAS CO                COM             77537110     231749       5817     X         5             4290          0       1527
ROHM & HAAS CO                COM             77537110   13625504     342006     X  X      6           331325       5661       5020
ROHM & HAAS CO                COM             77537110    9484127     238055     X         6           208691       4485      24879
ROHM & HAAS CO                COM             77537110      31075        780     X         7              780          0          0
ROLLINS INC                   COM             77571110    1129783      43841     X         3            43841          0          0
ROLLINS INC                   COM             77571110       7886        306     X         5              306          0          0
ROLLINS INC                   COM             77571110      55328       2147     X         6             2147          0          0
ROPER INDS INC NEW            COM             77669610      69191       1434     X         13               0          0       1434
ROPER INDS INC NEW            COM             77669610     303879       6298     X         5             4053          0       2245
ROPER INDS INC NEW            COM             77669610       6031        125     X  X      6              125          0          0
ROPER INDS INC NEW            COM             77669610      59927       1242     X         6             1242          0          0
ROPER INDS INC NEW            COM             77669610       2847         59     X  X      7               59          0          0
ROSS STORES INC               COM             77829610  132715410    4332857     X         11               0    4332857          0
ROSS STORES INC               COM             77829610   15140542     493757     X         3           493757          0          0
ROSS STORES INC               COM             77829610    1839855      60067     X         5            41084          0      18983
ROSS STORES INC               COM             77829610     197564       6450     X  X      6             6450          0          0
ROSS STORES INC               COM             77829610     279560       9127     X         6             9127          0          0
ROUSE CO                      COM             77927310     686723      12812     X         5            12367          0        445
ROUSE CO                      COM             77927310     593459      11072     X  X      6             8050       3022          0
ROUSE CO                      COM             77927310    1415844      26415     X         6            26415          0          0
ROWAN COS INC                 COM             77938210     857147      40528     X         3            40528          0          0
ROWAN COS INC                 COM             77938210    1096912      52011     X         5            14381          0      37630
ROWAN COS INC                 COM             77938210     477077      22621     X  X      6            21921          0        700
ROWAN COS INC                 COM             77938210    1674272      79387     X         6            70002          0       9385
ROYAL BK CDA MONTREAL QUE     COM             78008710     491644      10307     X         5              774          0       9533
ROYAL BK CDA MONTREAL QUE     COM             78008710    2283494      47872     X  X      6            47872          0          0
ROYAL BK CDA MONTREAL QUE     COM             78008710   24341549     510305     X         6           510305          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF D   78009760      21760        800     X         5              800          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF D   78009760     338232      12435     X  X      6            10600          0       1835
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF D   78009760     213520       7850     X         6             1850          0       6000
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF E   78009770      57840       2000     X         5             2000          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF E   78009770     301491      10425     X  X      6            10425          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF E   78009770      11568        400     X         6              400          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR F      78009780    1082018      38782     X         5            38782          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR F      78009780      11160        400     X  X      6              400          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF J   78009785      42144       1600     X         5             1600          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF J   78009785     742788      28200     X         6            28200          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR I PRF I  78009786    2390100      93000     X         3            93000          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR I PRF I  78009786      23130        900     X         5              900          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR I PRF I  78009786      20560        800     X         6              800          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR SER H  78009787      63275       2501     X         5             2501          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR SER H  78009787     126500       5000     X  X      6             5000          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR SER H  78009787      64515       2550     X         6             2550          0          0
ROYAL CARIBBEAN CRUISES LTD   NOTE         2/ 780153AK      13545      25000     X         5                0          0      25000
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780     221152       4648     X  X      1             4248        400          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780     765039      16079     X         1            16079          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780     246940       5190     X         11               0       5190          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780      17129        360     X         13               0          0        360
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780   15785308     360001     X         3           360001          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780    9243920     194282     X         5           139515          0      54767
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780   38657227     812468     X  X      6           732029      39025      41414
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780   31312779     658108     X         6           636268       3525      18315
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780       3711         78     X         7               78          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780    2283840      48000     X         8            48000          0          0
ROYAL GOLD INC                COM             78028710    1138045      64260     X         5            59460          0       4800
ROYAL GOLD INC                COM             78028710      17710       1000     X  X      6             1000          0          0
ROYAL GOLD INC                COM             78028710      31878       1800     X         6             1800          0          0
ROYCE FOCUS TR                COM             78080N10      23603       2500     X         13               0          0       2500
ROYCE FOCUS TR                COM             78080N10    1092493     115718     X         5            77536          0      38182
ROYCE FOCUS TR                COM             78080N10      32118       3402     X         6             3402          0          0
ROYCE VALUE TR INC            COM             78091010     487176      27369     X         11               0      27369          0
ROYCE VALUE TR INC            COM             78091010    1672096      93938     X         5            48292          0      45646
ROYCE VALUE TR INC            COM             78091010     207495      11657     X         6             6519          0       5138
ROYCE MICRO-CAP TR INC        COM             78091510       5503        411     X         13               0          0        411
ROYCE MICRO-CAP TR INC        COM             78091510    1146117      85595     X         5            60151          0      25444
ROYCE MICRO-CAP TR INC        COM             78091510      16108       1203     X         6             1203          0          0
RUBY TUESDAY INC              COM             78118210    8845009     273709     X         3           273709          0          0
RUBY TUESDAY INC              COM             78118210    6338565     197156     X         5           190776          0       6380
RUBY TUESDAY INC              COM             78118210      80343       2499     X  X      6             2499          0          0
RUBY TUESDAY INC              COM             78118210    1094354      34039     X         6            31706         33       2300
RUBY TUESDAY INC              COM             78118210       2443         76     X  X      7               76          0          0
RUDDICK CORP                  COM             78125810       1862         92     X         13               0          0         92
RUDDICK CORP                  COM             78125810     911731      45046     X         3            45046          0          0
RUDDICK CORP                  COM             78125810     635759      31411     X         5            31411          0          0
RUDDICK CORP                  COM             78125810     156415       7728     X  X      6             7728          0          0
RUDDICK CORP                  COM             78125810    1070858      52908     X         6            52908          0          0
RUDOLPH TECHNOLOGIES INC      COM             78127010    1539606      82200     X         3            82200          0          0
RUDOLPH TECHNOLOGIES INC      COM             78127010      14048        750     X         5                0          0        750
RUSSELL CORP                  COM             78235210   13803282     755930     X         3           755930          0          0
RUSSELL CORP                  COM             78235210       5561        305     X         5                0          0        305
RUSSELL CORP                  COM             78235210     585434      32061     X  X      6            32061          0          0
RYANAIR HLDGS PLC             SPONSORED ADR   78351310    2969778      86861     X         5            86156          0        705
RYANAIR HLDGS PLC             SPONSORED ADR   78351310       3248         95     X  X      6               95          0          0
RYANAIR HLDGS PLC             SPONSORED ADR   78351310       8787        257     X         6              257          0          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910   19228715    1119250     X         11               0    1119250          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910       8487        494     X         13               0          0        494
RYANS FAMILY STEAK HOUSE INC  COM             78351910   22565660    1318858     X         3          1318858          0          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910      51901       3021     X         5             3021          0          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910      30924       1800     X  X      6             1800          0          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910     412320      24000     X         6            20100          0       3900
RYDER SYS INC                 COM             78354910       1859         48     X         13               0          0         48
RYDER SYS INC                 COM             78354910   19505629     533992     X         3           533992          0          0
RYDER SYS INC                 COM             78354910    1485063      38344     X         5            37344          0       1000
RYDER SYS INC                 COM             78354910     461468      11915     X  X      6              600          0      11315
RYDER SYS INC                 COM             78354910    3626871      93645     X         6            11168          0      82477
RYDEX ETF TRUST               S&P 500 EQ TRD  78355W10    4442760      31734     X         5            20048          0      11686
RYERSON TULL INC NEW          COM             78375P10    2513241     191997     X         3           191997          0          0
RYERSON TULL INC NEW          COM             78375P10      33772       2580     X         5                0          0       2580
RYERSON TULL INC NEW          COM             78375P10      63199       4828     X         6                0          0       4828
RYLAND GROUP INC              COM             78376410    2203682      25028     X         3            25028          0          0
RYLAND GROUP INC              COM             78376410    2442114      27492     X         5            13810          0      13682
RYLAND GROUP INC              COM             78376410      60937        686     X         6              686          0          0
SBC COMMUNICATIONS INC        COM             78387G10     577451      23531     X  X      1            23531          0          0
SBC COMMUNICATIONS INC        COM             78387G10    1053699      42938     X         1            42938          0          0
SBC COMMUNICATIONS INC        COM             78387G10     542260      22097     X         11               0      22097          0
SBC COMMUNICATIONS INC        COM             78387G10    2522589     102795     X         13               0          0     102795
SBC COMMUNICATIONS INC        COM             78387G10   99762677    3859642     X         3          3859642          0          0
SBC COMMUNICATIONS INC        COM             78387G10      17080        696     X  X      4              696          0          0
SBC COMMUNICATIONS INC        COM             78387G10       2945        120     X         4              120          0          0
SBC COMMUNICATIONS INC        COM             78387G10   40827234    1663701     X         5           246281          0    1417420
SBC COMMUNICATIONS INC        COM             78387G10   57709598    2351654     X  X      6          1903505     144043     304106
SBC COMMUNICATIONS INC        COM             78387G10   71590714    2917307     X         6          2361788      13170     542349
SBC COMMUNICATIONS INC        COM             78387G10      23927        975     X  X      7              975          0          0
SBC COMMUNICATIONS INC        COM             78387G10      32246       1314     X         7             1314          0          0
SBC COMMUNICATIONS INC        COM             78387G10    6775494     276100     X         8           276100          0          0
SCBT FINANCIAL CORP           COM             78401V10     591917      18791     X  X      6                0      18791          0
SCBT FINANCIAL CORP           COM             78401V10    3571533     113382     X         6           113382          0          0
SCP POOL CORP                 COM             78402810      35956        965     X         13               0          0        965
SCP POOL CORP                 COM             78402810    5349008     142210     X         3           142210          0          0
SCP POOL CORP                 COM             78402810     283437       7607     X         5             4607          0       3000
SCP POOL CORP                 COM             78402810      29398        789     X  X      6              789          0          0
SCP POOL CORP                 COM             78402810     798333      21426     X         6            19824         27       1575
SEI INVESTMENTS CO            COM             78411710   14507596     439805     X         3           439805          0          0
SEI INVESTMENTS CO            COM             78411710    2340327      70919     X         5            39391          0      31528
SEI INVESTMENTS CO            COM             78411710      27390        830     X  X      6              530        300          0
SEI INVESTMENTS CO            COM             78411710     780516      23652     X         6            23652          0          0
SFBC INTL INC                 COM             78412110     409565      13707     X         5            12730          0        977
SFBC INTL INC                 COM             78412110      16434        550     X  X      6                0        400        150
SEMCO ENERGY INC              COM             78412D10      44929       7938     X         5                0          0       7938
SEMCO ENERGY INC              COM             78412D10      22640       4000     X  X      6             4000          0          0
SJW CORP                      COM             78430510     689041      19880     X         5            10130          0       9750
SK TELECOM LTD                SPONSORED ADR   78440P10    3874790     181915     X         3           181915          0          0
SK TELECOM LTD                SPONSORED ADR   78440P10      61898       2906     X         5             2776          0        130
SK TELECOM LTD                SPONSORED ADR   78440P10        746         35     X  X      6               35          0          0
SK TELECOM LTD                SPONSORED ADR   78440P10       4324        203     X         6              203          0          0
SL GREEN RLTY CORP            COM             78440X10       2862         60     X         1               60          0          0
SL GREEN RLTY CORP            COM             78440X10      23850        500     X         5              500          0          0
SL GREEN RLTY CORP            COM             78440X10     192470       4035     X  X      6             4035          0          0
SL GREEN RLTY CORP            COM             78440X10     767207      16084     X         6            12674          0       3410
SLM CORP                      COM             78442P10      25110        600     X  X      1              600          0          0
SLM CORP                      COM             78442P10      61352       1466     X         1             1466          0          0
SLM CORP                      COM             78442P10      21971        525     X         11               0        525          0
SLM CORP                      COM             78442P10       3390         81     X         13               0          0         81
SLM CORP                      COM             78442P10   26120546     625692     X         3           625692          0          0
SLM CORP                      COM             78442P10   26784214     640005     X         5           144979          0     495026
SLM CORP                      COM             78442P10   27856992     665639     X  X      6           660830       3104       1705
SLM CORP                      COM             78442P10   17568421     419795     X         6           366249       1055      52491
SLM CORP                      COM             78442P10      25110        600     X  X      7              600          0          0
SLM CORP                      COM             78442P10      33480        800     X         7              800          0          0
SPDR TR                       UNIT SER 1      78462F10      92177        815     X         11               0        815          0
SPDR TR                       UNIT SER 1      78462F10     285804       2527     X         13               0          0       2527
SPDR TR                       UNIT SER 1      78462F10     581303       5137     X         3             5137          0          0
SPDR TR                       UNIT SER 1      78462F10   18508971     163651     X         5           118997          0      44654
SPDR TR                       UNIT SER 1      78462F10    4763772      42120     X  X      6            32414       6490       3216
SPDR TR                       UNIT SER 1      78462F10   23369288     206625     X         6           188375       4824      13426
SPDR TR                       UNIT SER 1      78462F10      53044        469     X         7              469          0          0
SPDR TR                       UNIT SER 1      78462F10     678600       6000     X         8             6000          0          0
SPX CORP                      COM             78463510   43105216     947784     X         11               0     947784          0
SPX CORP                      COM             78463510   33046336     744071     X         3           744071          0          0
SPX CORP                      COM             78463510    1065005      23417     X         5            21275          0       2142
SPX CORP                      COM             78463510     745099      16383     X  X      6             3418          0      12965
SPX CORP                      COM             78463510    3188057      70098     X         6            52379          0      17719
SPX CORP                      COM             78463510       4548        100     X         7              100          0          0
S1 CORPORATION                COM             78463B10     487046      64085     X         5            63413          0        672
S1 CORPORATION                COM             78463B10      83600      11000     X  X      6                0          0      11000
SABINE ROYALTY TR             UNIT BEN INT    78568810      18374        565     X         5              565          0          0
SABINE ROYALTY TR             UNIT BEN INT    78568810     298664       9184     X  X      6             9184          0          0
SABINE ROYALTY TR             UNIT BEN INT    78568810      35772       1100     X         6             1100          0          0
SABRE HLDGS CORP              CL A            78590510       5706        230     X         13               0          0        230
SABRE HLDGS CORP              CL A            78590510    1308678      52748     X         3            52748          0          0
SABRE HLDGS CORP              CL A            78590510      12082        487     X         5              427          0         60
SABRE HLDGS CORP              CL A            78590510       2729        110     X  X      6              110          0          0
SABRE HLDGS CORP              CL A            78590510      16251        655     X         6              655          0          0
SAFECO CORP                   COM             78642910     498036      11550     X         11               0      11550          0
SAFECO CORP                   COM             78642910   15054706     347637     X         3           347637          0          0
SAFECO CORP                   COM             78642910       3450         80     X         4               80          0          0
SAFECO CORP                   COM             78642910    6046329     140221     X         5            95182          0      45039
SAFECO CORP                   COM             78642910      83696       1941     X  X      6             1941          0          0
SAFECO CORP                   COM             78642910    3798656      88095     X         6             8948         41      79106
SAFECO CORP                   COM             78642910       2199         51     X  X      7               51          0          0
SAFECO CORP                   COM             78642910      11082        257     X         7              257          0          0
SAFEGUARD SCIENTIFICS INC     COM             78644910     185278      49806     X         5             7865          0      41941
SAFEGUARD SCIENTIFICS INC     COM             78644910      47542      12780     X  X      6                0          0      12780
SAFEGUARD SCIENTIFICS INC     COM             78644910      47988      12900     X         6            12900          0          0
SAFEWAY INC                   COM NEW         78651420       4548        221     X         13               0          0        221
SAFEWAY INC                   COM NEW         78651420    3427187     166530     X         3           166530          0          0
SAFEWAY INC                   COM NEW         78651420    3491459     169653     X         5           114794          0      54859
SAFEWAY INC                   COM NEW         78651420    1006465      48905     X  X      6            36522       7350       5033
SAFEWAY INC                   COM NEW         78651420    2454782     119280     X         6           116259          0       3021
SAFEWAY INC                   COM NEW         78651420       7820        380     X         7              380          0          0
ST JOE CO                     COM             79014810     323323       7946     X         5             6310          0       1636
ST JOE CO                     COM             79014810     120036       2950     X  X      6             1950       1000          0
ST JOE CO                     COM             79014810    1312253      32250     X         6            32100          0        150
ST JUDE MED INC               COM             79084910     136990       1900     X  X      1             1900          0          0
ST JUDE MED INC               COM             79084910   67068799     928458     X         3           928458          0          0
ST JUDE MED INC               COM             79084910    2858765      39650     X         5            35382          0       4268
ST JUDE MED INC               COM             79084910    2497688      34642     X  X      6            32016       1516       1110
ST JUDE MED INC               COM             79084910   11220851     155629     X         6           140463        262      14904
ST JUDE MED INC               COM             79084910      17665        245     X         7              245          0          0
ST MARY LD & EXPL CO          COM             79222810    5365515     160500     X         3           160500          0          0
ST MARY LD & EXPL CO          COM             79222810     795601      23799     X         6            23799          0          0
ST PAUL COS INC               COM             79286010      24406        610     X         1              610          0          0
ST PAUL COS INC               COM             79286010    1645131      41118     X         11               0      41118          0
ST PAUL COS INC               COM             79286010     953518      23832     X         13               0          0      23832
ST PAUL COS INC               COM             79286010    3777304      94409     X         3            94409          0          0
ST PAUL COS INC               COM             79286010       4801        120     X         4              120          0          0
ST PAUL COS INC               COM             79286010   15384125     384507     X         5           379725          0       4782
ST PAUL COS INC               COM             79286010    1660055      41491     X  X      6            38991       2500          0
ST PAUL COS INC               COM             79286010    3991238      99756     X         6            44664          0      55092
ST PAUL COS INC               COM             79286010       8602        215     X  X      7              215          0          0
ST PAUL COS INC               COM             79286010      48012       1200     X         7             1200          0          0
SAKS INC                      COM             79377W10    5758914     327211     X         3           327211          0          0
SAKS INC                      COM             79377W10      53680       3050     X         5             2250          0        800
SAKS INC                      COM             79377W10       2834        161     X  X      6              161          0          0
SAKS INC                      COM             79377W10      14502        824     X         6              824          0          0
SALOMON BROS HIGH INCOME FD   COM             79490710      51200       4000     X         13               0          0       4000
SALOMON BROS HIGH INCOME FD   COM             79490710     675827      52799     X         5            22109          0      30690
SALOMON BROS HIGH INCOME FD   COM             79490710     126246       9863     X  X      6             9863          0          0
SALOMON BROS HIGH INCOME FD   COM             79490710     140902      11008     X         6            11008          0          0
SALOMON BR EMRG MKT INCM FD   COM             79490810     526659      28654     X         5             4327          0      24327
SALOMON BR EMRG MKTS INC II.  COM             79491010      53130       3300     X         13               0          0       3300
SALOMON BR EMRG MKTS INC II.  COM             79491010    2160684     134204     X         5           126804          0       7400
SALOMON BR EMRG MKTS INC II.  COM             79491010     193200      12000     X         6             2000          0      10000
SALOMON BR EMRG MKT FLT RTE   COM             79491210    1216628      89065     X         5            89065          0          0
SALOMON BR GLBL PRTNRS INC F  COM             79491410    2171114     144452     X         5           135252          0       9200
SALOMON BR GLBL PRTNRS INC F  COM             79491410       7515        500     X  X      6              500          0          0
SALOMON BROS MUN PARTNERS FD  COM             79491610      51624       3600     X         5             3600          0          0
SALOMON BROS MUN PARTNERS FD  COM             79491610     215100      15000     X         9            15000          0          0
SALIX PHARMACEUTICALS INC     COM             79543510    6592328     227165     X         3           227165          0          0
SALIX PHARMACEUTICALS INC     COM             79543510     345338      11900     X         5                0          0      11900
SALIX PHARMACEUTICALS INC     COM             79543510       1422         49     X  X      6               49          0          0
SALIX PHARMACEUTICALS INC     COM             79543510     150179       5175     X         6              246          0       4929
SALOMON BROTHERS FD INC       COM             79547710      31819       2621     X         11               0       2621          0
SALOMON BROTHERS FD INC       COM             79547710    1594547     131347     X         5           125619          0       5728
SALOMON BROTHERS FD INC       COM             79547710      24584       2025     X  X      6             2025          0          0
SALOMON BROTHERS FD INC       COM             79547710     251249      20696     X         6            20696          0          0
SALOMON BROTHERS FD INC       COM             79547710    2418288     199200     X         9           199200          0          0
SALOMON BROS 2008 WORLDWIDE   COM             79548R10      52815       4678     X         5             1200          0       3478
SALOMON BROS 2008 WORLDWIDE   COM             79548R10     156446      13857     X         6            13857          0          0
SALOMON BROS WORLDWIDE INCOM  COM             79548T10     170556      10470     X         5             3920          0       6550
SALOMON BROS WORLDWIDE INCOM  COM             79548T10      49685       3050     X  X      6             3050          0          0
SALOMON BROS EMERG MKT DEBT   COM             79550E10     725259      37003     X         5            28544          0       8459
SALOMON BROS GLBL HIGH INC F  COM             79550G10     153330      10222     X         13               0          0      10222
SALOMON BROS GLBL HIGH INC F  COM             79550G10    1157910      77194     X         5            42594          0      34600
SAN JUAN BASIN RTY TR         UNIT BEN INT    79824110     262727      13084     X         5            13084          0          0
SAN JUAN BASIN RTY TR         UNIT BEN INT    79824110    1006610      50130     X  X      6            50130          0          0
SAN PAOLO-IMI S P A           SPONSORED ADR   79917510     102502      10100     X         3            10100          0          0
SAN PAOLO-IMI S P A           SPONSORED ADR   79917510      17129        747     X         5              547          0        200
SAN PAOLO-IMI S P A           SPONSORED ADR   79917510      49987       2180     X  X      6             2180          0          0
SAN PAOLO-IMI S P A           SPONSORED ADR   79917510      13345        582     X         6              152          0        430
SANDERSON FARMS INC           COM             80001310     787124      21430     X         5            16055          0       5375
SANDERSON FARMS INC           COM             80001310       1873         51     X  X      6               51          0          0
SANDISK CORP                  COM             80004C10    9475800     329036     X         3           329036          0          0
SANDISK CORP                  COM             80004C10    1337373      47157     X         5            44917          0       2240
SANDISK CORP                  COM             80004C10     201469       7104     X  X      6             2250          0       4854
SANDISK CORP                  COM             80004C10     479539      16909     X         6             8304          0       8605
SANFILIPPO JOHN B & SON INC   COM             80042210    1324870      36100     X         3            36100          0          0
SANFILIPPO JOHN B & SON INC   COM             80042210     453906      12368     X         5            12368          0          0
SANFILIPPO JOHN B & SON INC   COM             80042210       2753         75     X         7               75          0          0
SANMINA SCI CORP              COM             80090710       3643        330     X         1              330          0          0
SANMINA SCI CORP              COM             80090710    8169529     763633     X         3           763633          0          0
SANMINA SCI CORP              COM             80090710     567975      51447     X         5            46869          0       4578
SANMINA SCI CORP              COM             80090710     541490      49048     X  X      6            18151          0      30897
SANMINA SCI CORP              COM             80090710    7579512     686550     X         6           496384          0     190166
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10    8385907     220248     X         3           220248          0          0
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10     566171      17330     X         5             6340          0      10990
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10     119834       3668     X  X      6             3668          0          0
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10     343950      10528     X         6            10528          0          0
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10       6207        190     X         7              190          0          0
SANTOS LIMITED                SPONSORED ADR   80302160     119657      34700     X         3            34700          0          0
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420     185740       4725     X         13               0          0       4725
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420    1374957      28800     X         3            28800          0          0
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420    2049702      52142     X         5            49312          0       2830
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420      84870       2159     X  X      6             1709          0        450
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420    1133936      28846     X         6            28846          0          0
SAPIENT CORP                  COM             80306210     478728      79391     X         5            13025          0      66366
SAPPI LTD                     SPON ADR NEW    80306920    1165082      85354     X         5            18470          0      66884
SAPPI LTD                     SPON ADR NEW    80306920       4095        300     X  X      6              300          0          0
SARA LEE CORP                 COM             80311110     496003      22690     X  X      1            21790        900          0
SARA LEE CORP                 COM             80311110      34976       1600     X         1             1600          0          0
SARA LEE CORP                 COM             80311110      17488        800     X         11               0        800          0
SARA LEE CORP                 COM             80311110    1069498      48925     X         13               0          0      48925
SARA LEE CORP                 COM             80311110    8981179     422335     X         3           422335          0          0
SARA LEE CORP                 COM             80311110      16832        770     X  X      4              770          0          0
SARA LEE CORP                 COM             80311110   12576077     575301     X         5           145218          0     430083
SARA LEE CORP                 COM             80311110   96818487    4429025     X  X      6          4232380      69683     126962
SARA LEE CORP                 COM             80311110   51130409    2338994     X         6          2241104       4610      93280
SARA LEE CORP                 COM             80311110       1333         61     X  X      7               61          0          0
SARA LEE CORP                 COM             80311110      34976       1600     X         7             1600          0          0
SASOL LTD                     SPONSORED ADR   80386630      15540       1000     X         5             1000          0          0
SASOL LTD                     SPONSORED ADR   80386630     139860       9000     X  X      6             9000          0          0
SASOL LTD                     SPONSORED ADR   80386630     369464      23775     X         6            22656          0       1119
SATYAM COMPUTER SERVICES LTD  ADR             80409810     670122      30000     X         3            30000          0          0
SATYAM COMPUTER SERVICES LTD  ADR             80409810      43277       2109     X         5             1000          0       1109
SATYAM COMPUTER SERVICES LTD  ADR             80409810      40014       1950     X  X      6             1950          0          0
SATYAM COMPUTER SERVICES LTD  ADR             80409810     320830      15635     X         6            15635          0          0
SATYAM COMPUTER SERVICES LTD  ADR             80409810       6197        302     X         7              302          0          0
SAUER-DANFOSS INC             COM             80413710     304294      22260     X         5                0          0      22260
SAUL CTRS INC                 COM             80439510    1858295      60828     X         5            60828          0          0
SAUL CTRS INC                 COM             80439510     797355      26100     X  X      6             6100          0      20000
SAUL CTRS INC                 COM             80439510      45825       1500     X         6             1500          0          0
SAXON CAPITAL INC             COM             80556P30    2012081      70823     X         3            70823          0          0
SAXON CAPITAL INC             COM             80556P30      54386       1915     X         6                0          0       1915
SCANA CORP NEW                COM             80589M10   13472698     380413     X         3           380413          0          0
SCANA CORP NEW                COM             80589M10       1803         51     X         4               51          0          0
SCANA CORP NEW                COM             80589M10    2787826      78864     X         5            34636          0      44228
SCANA CORP NEW                COM             80589M10    4025434     113874     X  X      6            84408      25062       4404
SCANA CORP NEW                COM             80589M10    6303117     178306     X         6           154067         26      24213
SCANA CORP NEW                COM             80589M10       1167         33     X  X      7               33          0          0
SCANA CORP NEW                COM             80589M10       1308         37     X         7               37          0          0
SCANSOURCE INC                COM             80603710     764148      15943     X         5            14293          0       1650
SCANSOURCE INC                COM             80603710     105350       2198     X         6             2198          0          0
SCANSOFT INC                  COM             80603P10     244472      44049     X         5            44049          0          0
SCANSOFT INC                  COM             80603P10      42735       7700     X  X      6             7700          0          0
SCANSOFT INC                  COM             80603P10     595515     107300     X         6           107300          0          0
SCHEIN HENRY INC              COM             80640710      28801        404     X         13               0          0        404
SCHEIN HENRY INC              COM             80640710    3029422      42417     X         3            42417          0          0
SCHEIN HENRY INC              COM             80640710    1956554      27445     X         5            24849          0       2596
SCHEIN HENRY INC              COM             80640710      99806       1400     X  X      6             1400          0          0
SCHEIN HENRY INC              COM             80640710      56961        799     X         6              699          0        100
SCHEIN HENRY INC              COM             80640710       3065         43     X  X      7               43          0          0
SCHERING A G                  SPONSORED ADR   80658520     222695       4655     X         5             4637          0         18
SCHERING A G                  SPONSORED ADR   80658520      61714       1290     X  X      6              480          0        810
SCHERING A G                  SPONSORED ADR   80658520     609721      12745     X         6            12745          0          0
SCHERING PLOUGH CORP          COM             80660510     393335      24250     X  X      1            24250          0          0
SCHERING PLOUGH CORP          COM             80660510     515796      31800     X         1            31800          0          0
SCHERING PLOUGH CORP          COM             80660510       9732        600     X         11               0        600          0
SCHERING PLOUGH CORP          COM             80660510       9813        605     X         13               0          0        605
SCHERING PLOUGH CORP          COM             80660510   14103533     869515     X         3           869515          0          0
SCHERING PLOUGH CORP          COM             80660510   20984392    1293736     X         5           503302          0     790434
SCHERING PLOUGH CORP          COM             80660510   12336883     760597     X  X      6           541117      80010     139470
SCHERING PLOUGH CORP          COM             80660510   14899141     918566     X         6           768389      10000     140177
SCHERING PLOUGH CORP          COM             80660510    4474287     275850     X         8           275850          0          0
SCHLUMBERGER LTD              COM             80685710    1170051      18325     X  X      1            18025        300          0
SCHLUMBERGER LTD              COM             80685710     107013       1676     X         1             1676          0          0
SCHLUMBERGER LTD              COM             80685710     206236       3230     X         11               0       3230          0
SCHLUMBERGER LTD              COM             80685710     786760      12322     X         13               0          0      12322
SCHLUMBERGER LTD              COM             80685710   44134461     690910     X         3           690910          0          0
SCHLUMBERGER LTD              COM             80685710    7766096     121630     X         5            71902          0      49728
SCHLUMBERGER LTD              COM             80685710   49824645     780339     X  X      6           659676     102343      18320
SCHLUMBERGER LTD              COM             80685710   27476379     430327     X         6           335733        580      94014
SCHNITZER STL INDS            CL A            80688210   20294906     630000     X         3           630000          0          0
SCHNITZER STL INDS            CL A            80688210    2217668      69563     X         5            49163          0      20400
SCHNITZER STL INDS            CL A            80688210      66948       2100     X  X      6             2100          0          0
SCHNITZER STL INDS            CL A            80688210     225073       7060     X         6             7060          0          0
SCHOLASTIC CORP               COM             80706610       3270        120     X         1              120          0          0
SCHOLASTIC CORP               COM             80706610    7987111     293105     X         3           293105          0          0
SCHOLASTIC CORP               COM             80706610      91887       3372     X         5             1145          0       2227
SCHOLASTIC CORP               COM             80706610      99136       3638     X  X      6             3638          0          0
SCHOLASTIC CORP               COM             80706610     558053      20479     X         6            15859          0       4620
SCHULMAN A INC                COM             80819410      39890       2030     X         5             2030          0          0
SCHULMAN A INC                COM             80819410    4151731     211284     X  X      6           100622          0     110662
SCHULMAN A INC                COM             80819410      11633        592     X         6              592          0          0
SCHWAB CHARLES CORP NEW       COM             80851310      16324       1406     X         13               0          0       1406
SCHWAB CHARLES CORP NEW       COM             80851310    5986290     515668     X         3           515668          0          0
SCHWAB CHARLES CORP NEW       COM             80851310    2603368     224235     X         5           211647          0      12588
SCHWAB CHARLES CORP NEW       COM             80851310     594095      51171     X  X      6            25335      25836          0
SCHWAB CHARLES CORP NEW       COM             80851310     712564      61375     X         6            36583          0      24792
SCHWEITZER-MAUDUIT INTL INC   COM             80854110     126164       3906     X         5             3646          0        260
SCHWEITZER-MAUDUIT INTL INC   COM             80854110     569643      17636     X  X      6            17266        340         30
SCHWEITZER-MAUDUIT INTL INC   COM             80854110     169414       5245     X         6             4020          0       1225
SCIENTIFIC ATLANTA INC        COM             80865510      90390       2795     X         13               0          0       2795
SCIENTIFIC ATLANTA INC        COM             80865510    6266114     198544     X         3           198544          0          0
SCIENTIFIC ATLANTA INC        COM             80865510    2993584      92566     X         5            90649          0       1917
SCIENTIFIC ATLANTA INC        COM             80865510      76484       2365     X  X      6              865          0       1500
SCIENTIFIC ATLANTA INC        COM             80865510    1600453      49488     X         6             9676          0      39812
SCIENTIFIC GAMES CORP         CL A            80874P10     750653      40099     X         5              812          0      39287
SCIENTIFIC GAMES CORP         CL A            80874P10      18720       1000     X         6             1000          0          0
SCIENTIFIC GAMES CORP         CL A            80874P10       5616        300     X         7              300          0          0
SCOR                          SPONSORED ADR   80917Q10      17700      10000     X         5            10000          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     197803       6960     X  X      1             6960          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70      24725        870     X         1              870          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70       6593        232     X         11               0        232          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70      99214       3491     X         13               0          0       3491
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70       6167        217     X  X      4              217          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     704646      24794     X         5              969          0      23825
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     337090      11861     X  X      6            10133       1728          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     664119      23368     X         6            23368          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70       4377        154     X  X      7              154          0          0
SCOTTS CO                     CL A            81018610       3849         60     X         1               60          0          0
SCOTTS CO                     CL A            81018610   96081625    1497765     X         11               0    1497765          0
SCOTTS CO                     CL A            81018610   18890635     294476     X         3           294476          0          0
SCOTTS CO                     CL A            81018610    1357542      21162     X         5            15784          0       5378
SCOTTS CO                     CL A            81018610     166149       2590     X  X      6             2590          0          0
SCOTTS CO                     CL A            81018610    1088690      16971     X         6            13561          0       3410
SCRIPPS E W CO OHIO           CL A            81105420      57061        750     X         3              750          0          0
SCRIPPS E W CO OHIO           CL A            81105420     192817       1907     X         5               45          0       1862
SCRIPPS E W CO OHIO           CL A            81105420     794725       7860     X  X      6             7160        560        140
SCRIPPS E W CO OHIO           CL A            81105420    2607222      25786     X         6            20516       4770        500
SCUDDER HIGH INCOME TR        SH BEN INT      81115310      64504       9362     X         5             9362          0          0
SCUDDER HIGH INCOME TR        SH BEN INT      81115310      13780       2000     X  X      6             2000          0          0
SCUDDER GLOBAL HIGH INCOME F  COM             81115E10       3875        500     X         13               0          0        500
SCUDDER GLOBAL HIGH INCOME F  COM             81115E10      90675      11700     X         5             2800          0       8900
SCUDDER GLOBAL HIGH INCOME F  COM             81115E10      15733       2030     X  X      6             2030          0          0
SCUDDER INTER GOVT TR         SH BEN INT      81116310      16774       2431     X         13               0          0       2431
SCUDDER INTER GOVT TR         SH BEN INT      81116310     432885      62737     X         5            62737          0          0
SCUDDER NEW ASIA FD INC       COM             81118310    1612114     108633     X         5             3436          0     105197
SCUDDER NEW ASIA FD INC       COM             81118310    2751336     185400     X         9           185400          0          0
SCUDDER MULTI-MARKET INCOME   SH BEN INT      81118Q10      63208       7094     X         5             4000          0       3094
SCUDDER MULTI-MARKET INCOME   SH BEN INT      81118Q10      82774       9290     X  X      6             9290          0          0
SCUDDER MULTI-MARKET INCOME   SH BEN INT      81118Q10      11583       1300     X         6             1300          0          0
SCUDDER MUN INCOME TR         COM SH BEN INT  81118R60     547871      44112     X         5             4900          0      39212
SCUDDER MUN INCOME TR         COM SH BEN INT  81118R60      44240       3562     X  X      6             3562          0          0
SCUDDER MUN INCOME TR         COM SH BEN INT  81118R60      93995       7568     X         6             7029          0        539
SCUDDER RREEF REAL ESTATE FD  COM             81119Q10     929679      44782     X         5            28952          0      15830
SCUDDER RREEF REAL ESTATE FD  COM             81119Q10     103800       5000     X  X      6             5000          0          0
SCUDDER RREEF REAL ESTATE FD  COM             81119Q10       4837        233     X         6              233          0          0
SCUDDER RREEF REAL EST FD II  COM             81119R10    2052338     132238     X         5           129934          0       2304
SCUDDER RREEF REAL EST FD II  COM             81119R10     181413      11689     X  X      6            11689          0          0
SCUDDER STRATEGIC MUN INCOME  COM SH BEN INT  81123410     293929      22335     X         5            22335          0          0
SEA CONTAINERS LTD            CL A            81137170     758446      36818     X         5                0          0      36818
SEA CONTAINERS LTD            CL A            81137170      58482       2839     X  X      6             2839          0          0
SEACOAST BKG CORP FLA         COM             81170730      50922       2460     X         5             2460          0          0
SEACOAST BKG CORP FLA         COM             81170730      51233       2475     X  X      6             2475          0          0
SEACOAST BKG CORP FLA         COM             81170730     106812       5160     X         6             5160          0          0
SEALED AIR CORP NEW           COM             81211K10    1591062      31994     X         3            31994          0          0
SEALED AIR CORP NEW           COM             81211K10      36054        725     X         4              725          0          0
SEALED AIR CORP NEW           COM             81211K10    2165791      43551     X         5            12470          0      31081
SEALED AIR CORP NEW           COM             81211K10     277842       5587     X  X      6             4991        296        300
SEALED AIR CORP NEW           COM             81211K10    1750745      35205     X         6            21723          0      13482
SEALED AIR CORP NEW           COM             81211K10       5719        115     X  X      7              115          0          0
SEALED AIR CORP NEW           COM             81211K10      65146       1310     X         7             1310          0          0
SEARS ROEBUCK & CO            COM             81238710      12458        290     X         13               0          0        290
SEARS ROEBUCK & CO            COM             81238710    3745411      87215     X         3            87215          0          0
SEARS ROEBUCK & CO            COM             81238710    4129745      96130     X         5            79781          0      16349
SEARS ROEBUCK & CO            COM             81238710    3272650      76179     X  X      6            63575      11604       1000
SEARS ROEBUCK & CO            COM             81238710    4575369     106503     X         6            92629          0      13874
SEARS ROEBUCK & CO            COM             81238710       4296        100     X  X      7              100          0          0
SEARS ROEBUCK & CO            COM             81238710      21050        490     X         7              490          0          0
SECOND BANCORP INC            COM             81311410     171283       5280     X         5                0          0       5280
SECOND BANCORP INC            COM             81311410     120677       3720     X         6             3720          0          0
SELECT SECTOR SPDR TR         SBI MATERIALS   81369Y10    4130108     158060     X         5           156990          0       1070
SELECT SECTOR SPDR TR         SBI MATERIALS   81369Y10      52521       2010     X  X      6             2010          0          0
SELECT SECTOR SPDR TR         SBI MATERIALS   81369Y10      35276       1350     X         6             1350          0          0
SELECT SECTOR SPDR TR         SBI HEALTHCARE  81369Y20    6365961     212695     X         5           211975          0        720
SELECT SECTOR SPDR TR         SBI HEALTHCARE  81369Y20      41902       1400     X  X      6                0       1400          0
SELECT SECTOR SPDR TR         SBI CONS STPLS  81369Y30    3593739     157069     X         5           152823          0       4246
SELECT SECTOR SPDR TR         SBI CONS DISCR  81369Y40      12700        400     X         13               0          0        400
SELECT SECTOR SPDR TR         SBI CONS DISCR  81369Y40    4468844     140751     X         5           139386          0       1365
SELECT SECTOR SPDR TR         SBI INT-ENERGY  81369Y50    5409621     184377     X         5           184032          0        345
SELECT SECTOR SPDR TR         SBI INT-FINL    81369Y60     242256       8240     X         13               0          0       8240
SELECT SECTOR SPDR TR         SBI INT-FINL    81369Y60    9386009     319252     X         5           314112          0       5140
SELECT SECTOR SPDR TR         SBI INT-FINL    81369Y60      58800       2000     X         6             2000          0          0
SELECT SECTOR SPDR TR         SBI INT-INDS    81369Y70     389283      14740     X         13               0          0      14740
SELECT SECTOR SPDR TR         SBI INT-INDS    81369Y70    4591563     173857     X         5           173857          0          0
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80       6048        300     X         11               0        300          0
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80     132451       6570     X         13               0          0       6570
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80    9149535     453846     X         5           451766          0       2080
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80      55440       2750     X  X      6             1550       1200          0
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80      20160       1000     X         6             1000          0          0
SELECT SECTOR SPDR TR         SBI INT-UTILS   81369Y88    1714925      70515     X         13               0          0      70515
SELECT SECTOR SPDR TR         SBI INT-UTILS   81369Y88    6412771     263683     X         5           167925          0      95758
SELECT SECTOR SPDR TR         SBI INT-UTILS   81369Y88      41344       1700     X         6             1700          0          0
SECURE COMPUTING CORP         COM             81370510    1664365     101796     X         3           101796          0          0
SECURE COMPUTING CORP         COM             81370510       2840        174     X         5              174          0          0
SECURE COMPUTING CORP         COM             81370510       4080        250     X  X      6              250          0          0
SECURE COMPUTING CORP         COM             81370510      44978       2756     X         6                0          0       2756
SEGUE SOFTWARE INC            COM             81580710      41955      10385     X         5             2100          0       8285
SELECT COMFORT CORP           COM             81616X10   11222426     405300     X         3           405300          0          0
SELECT COMFORT CORP           COM             81616X10       2759        100     X         5                0          0        100
SELECT COMFORT CORP           COM             81616X10      23727        860     X  X      6              860          0          0
SELECT COMFORT CORP           COM             81616X10    1266712      45912     X         6            42083         29       3800
SELECT COMFORT CORP           COM             81616X10       1517         55     X         7               55          0          0
SELECT MEDICAL CORP           COM             81619610   37055613    2208378     X         3          2208378          0          0
SELECT MEDICAL CORP           COM             81619610       1937        116     X         4              116          0          0
SELECT MEDICAL CORP           COM             81619610     266916      15983     X         5            13583          0       2400
SELECT MEDICAL CORP           COM             81619610     409083      24496     X  X      6            20021          0       4475
SELECT MEDICAL CORP           COM             81619610    9396422     562660     X         6           367309        731     194620
SELECT MEDICAL CORP           COM             81619610       3206        192     X  X      7              192          0          0
SELECT MEDICAL CORP           COM             81619610      33150       1985     X         7             1985          0          0
SELECTIVE INS GROUP INC       COM             81630010       1157         33     X         13               0          0         33
SELECTIVE INS GROUP INC       COM             81630010     856900      24434     X  X      6            24434          0          0
SELECTIVE INS GROUP INC       COM             81630010     163146       4652     X         6             4652          0          0
SELIGMAN SELECT MUN FD INC    COM             81634410       5600        500     X         1              500          0          0
SELIGMAN SELECT MUN FD INC    COM             81634410     101931       9101     X         5             9101          0          0
SELIGMAN SELECT MUN FD INC    COM             81634410      71142       6352     X  X      6             6352          0          0
SELIGMAN SELECT MUN FD INC    COM             81634410    2943360     262800     X         9           262800          0          0
SEMICONDUCTOR HLDRS TR        DEP RCPT        81663620     511525      12950     X         5            10800          0       2150
SEMOTUS SOLUTIONS INC         COM             81684P10       6720      10500     X         5            10000          0        500
SEMTECH CORP                  COM             81685010   12508397     545132     X         3           545132          0          0
SEMTECH CORP                  COM             81685010      81183       3556     X         5             3556          0          0
SEMTECH CORP                  COM             81685010      87142       3817     X  X      6             3817          0          0
SEMTECH CORP                  COM             81685010    2906784     127323     X         6           122068         55       5200
SEMPRA ENERGY                 COM             81685110      12656        398     X         13               0          0        398
SEMPRA ENERGY                 COM             81685110   17272859     571358     X         3           571358          0          0
SEMPRA ENERGY                 COM             81685110    3909683     122946     X         5           122226          0        720
SEMPRA ENERGY                 COM             81685110     924680      29078     X  X      6             8323          0      20755
SEMPRA ENERGY                 COM             81685110    5624243     176863     X         6            47291          0     129572
SEMPRA ENERGY                 INCOME EQTY UT  81685120    5840000     200000     X         3           200000          0          0
SEMPRA ENERGY                 INCOME EQTY UT  81685120     580730      19888     X         5            10838          0       9050
SENESCO TECHNOLOGIES INC      COM NEW         81720840      41325      14500     X         5                0          0      14500
SENIOR HIGH INCOME PORTFOLIO  COM             81721E10    2839291     467758     X         5           466758          0       1000
SENIOR HIGH INCOME PORTFOLIO  COM             81721E10        109         18     X         6               18          0          0
SENIOR HSG PPTYS TR           SH BEN INT      81721M10      14625        750     X         13               0          0        750
SENIOR HSG PPTYS TR           SH BEN INT      81721M10     901232      46217     X         5             7317          0      38900
SENIOR HSG PPTYS TR           SH BEN INT      81721M10      13670        701     X  X      6              201          0        500
SENIOR HSG PPTYS TR           SH BEN INT      81721M10      10589        543     X         6              543          0          0
SENSIENT TECHNOLOGIES CORP    COM             81725T10       1512         81     X         13               0          0         81
SENSIENT TECHNOLOGIES CORP    COM             81725T10     846815      45357     X         3            45357          0          0
SENSIENT TECHNOLOGIES CORP    COM             81725T10     143815       7703     X         5             6603          0       1100
SENSIENT TECHNOLOGIES CORP    COM             81725T10      85415       4575     X  X      6             4575          0          0
SEPRACOR INC                  COM             81731510        481         10     X         13               0          0         10
SEPRACOR INC                  COM             81731510   24459668     507500     X         3           507500          0          0
SEPRACOR INC                  COM             81731510     171428       3564     X         5             1854          0       1710
SEPRACOR INC                  COM             81731510      51756       1076     X  X      6             1076          0          0
SEPRACOR INC                  COM             81731510      19625        408     X         6              408          0          0
SEQUA CORPORATION             CL A            81732010     501163      10145     X         3            10145          0          0
SEQUA CORPORATION             CL A            81732010      10473        212     X  X      6              212          0          0
SERENA SOFTWARE INC           COM             81749210       4538        223     X         5              223          0          0
SERENA SOFTWARE INC           COM             81749210     363064      17841     X         6            17841          0          0
SEROLOGICALS CORP             COM             81752310       3264        160     X         1              160          0          0
SEROLOGICALS CORP             COM             81752310     171686       8416     X         5                0          0       8416
SEROLOGICALS CORP             COM             81752310     113628       5570     X  X      6             5570          0          0
SEROLOGICALS CORP             COM             81752310     815816      39991     X         6            29995          0       9996
SERONO S A                    SPONSORED ADR   81752M10    4555671     293000     X         3           293000          0          0
SERONO S A                    SPONSORED ADR   81752M10     703369      45703     X         5              900          0      44803
SERONO S A                    SPONSORED ADR   81752M10     146390       9512     X  X      6             9512          0          0
SERONO S A                    SPONSORED ADR   81752M10     276943      17995     X         6            17995          0          0
SERONO S A                    SPONSORED ADR   81752M10       5571        362     X         7              362          0          0
SERVICE CORP INTL             COM             81756510       1494        200     X         11               0        200          0
SERVICE CORP INTL             COM             81756510       1330        178     X         13               0          0        178
SERVICE CORP INTL             COM             81756510     873527     116938     X         5            29660          0      87278
SERVICE CORP INTL             COM             81756510      46829       6269     X  X      6             6269          0          0
SERVICE CORP INTL             COM             81756510      43558       5831     X         6             4021          0       1810
SERVICEMASTER CO              COM             81760N10     108090       9000     X  X      1             9000          0          0
SERVICEMASTER CO              COM             81760N10     114756       9555     X         1             9555          0          0
SERVICEMASTER CO              COM             81760N10    3772269     314094     X         5            12424          0     301670
SERVICEMASTER CO              COM             81760N10     834815      69510     X  X      6            35840       3795      29875
SERVICEMASTER CO              COM             81760N10     195199      16253     X         6            16253          0          0
7-ELEVEN INC                  COM NEW         81782620    2136573     140842     X         3           140842          0          0
7-ELEVEN INC                  COM NEW         81782620      16930       1116     X         5               16          0       1100
7-ELEVEN INC                  COM NEW         81782620      67598       4456     X         6              647          0       3809
SHARPER IMAGE CORP            COM             82001310    1109512      34055     X         5            24023          0      10032
SHARPER IMAGE CORP            COM             82001310       1694         52     X  X      6               52          0          0
SHAW GROUP INC                COM             82028010     181949      16785     X         5             1235          0      15550
SHAW GROUP INC                COM             82028010       1897        175     X  X      6              175          0          0
SHAW GROUP INC                COM             82028010      38211       3525     X         6             3525          0          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360    1523884      38183     X         11               0      38183          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360     389224      74803     X         3            74803          0          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360       8501        213     X  X      4              213          0          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360    2902782      72733     X         5            23640          0      49093
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360     507735      12722     X  X      6            10262       2460          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360    1739358      43582     X         6            43582          0          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360       6066        152     X  X      7              152          0          0
SHERWIN WILLIAMS CO           COM             82434810     607194      15800     X         1            15800          0          0
SHERWIN WILLIAMS CO           COM             82434810    2130045      55486     X         3            55486          0          0
SHERWIN WILLIAMS CO           COM             82434810    3200967      83293     X         5            58418          0      24875
SHERWIN WILLIAMS CO           COM             82434810    1119005      29118     X  X      6            29118          0          0
SHERWIN WILLIAMS CO           COM             82434810    4187679     108969     X         6            56814          0      52155
SHIRE PHARMACEUTICALS GRP PL  SPONSORED ADR   82481R10   28970274     984379     X         3           984379          0          0
SHIRE PHARMACEUTICALS GRP PL  SPONSORED ADR   82481R10     383154      13068     X         5             4054          0       9014
SHIRE PHARMACEUTICALS GRP PL  SPONSORED ADR   82481R10     301996      10300     X         6                0          0      10300
SHOPKO STORES INC             COM             82491110    5398435     369250     X         11               0     369250          0
SHOPKO STORES INC             COM             82491110      15395       1053     X         6             1053          0          0
SHUFFLE MASTER INC            COM             82554910   31085167     667150     X         3           667150          0          0
SHUFFLE MASTER INC            COM             82554910    1731474      37244     X         5               92          0      37152
SHUFFLE MASTER INC            COM             82554910      40074        862     X  X      6              862          0          0
SHUFFLE MASTER INC            COM             82554910    2271548      48861     X         6            38881         30       9950
SHURGARD STORAGE CTRS INC     COM             82567D10    1482252      37149     X         5             3090          0      34059
SHURGARD STORAGE CTRS INC     COM             82567D10      19950        500     X         6              500          0          0
SIEBEL SYS INC                COM             82617010      11530       1000     X  X      1             1000          0          0
SIEBEL SYS INC                COM             82617010      17064       1480     X         13               0          0       1480
SIEBEL SYS INC                COM             82617010    2166228     188204     X         3           188204          0          0
SIEBEL SYS INC                COM             82617010     665408      57711     X         5            25371          0      32340
SIEBEL SYS INC                COM             82617010     692515      60062     X  X      6            54569        798       4695
SIEBEL SYS INC                COM             82617010    1302925     113003     X         6            99209       2080      11714
SIEMENS A G                   SPONSORED ADR   82619750    9651182     134081     X         3           134081          0          0
SIEMENS A G                   SPONSORED ADR   82619750     322266       4352     X         5             3456          0        896
SIEMENS A G                   SPONSORED ADR   82619750     107817       1456     X  X      6             1456          0          0
SIEMENS A G                   SPONSORED ADR   82619750    1048918      14165     X         6            13691          0        474
SIEMENS A G                   SPONSORED ADR   82619750       7109         96     X         7               96          0          0
SIERRA HEALTH SVCS INC        COM             82632210    2167256      59540     X         5            37564          0      21976
SIERRA HEALTH SVCS INC        COM             82632210       5897        162     X  X      6              162          0          0
SIERRA HEALTH SVCS INC        COM             82632210     390827      10737     X         6            10737          0          0
SIERRA PAC RES NEW            COM             82642810       7400       1000     X         11               0       1000          0
SIERRA PAC RES NEW            COM             82642810       5217        705     X         13               0          0        705
SIERRA PAC RES NEW            COM             82642810     842719     113881     X         3           113881          0          0
SIERRA PAC RES NEW            COM             82642810     219691      29688     X         5             3588          0      26100
SIERRA WIRELESS INC           COM             82651610    1272698      34878     X         5            27200          0       7678
SIERRA WIRELESS INC           COM             82651610      44700       1225     X         6                0          0       1225
SIGMA ALDRICH CORP            COM             82655210    1449918      26206     X         3            26206          0          0
SIGMA ALDRICH CORP            COM             82655210    6109799     110325     X         5            89383          0      20942
SIGMA ALDRICH CORP            COM             82655210    1009024      18220     X  X      6            13970        250       4000
SIGMA ALDRICH CORP            COM             82655210    1675633      30257     X         6            10098          0      20159
SIGNET GROUP PLC              SP ADR REP 30S  82668L87     105028       1694     X         5             1694          0          0
SIGNET GROUP PLC              SP ADR REP 30S  82668L87     319920       5160     X         6             5160          0          0
SILICON LABORATORIES INC      COM             82691910    8368842     158261     X         3           158261          0          0
SILICON LABORATORIES INC      COM             82691910    3285117      62124     X         5            61909          0        215
SILICON LABORATORIES INC      COM             82691910       4759         90     X  X      6               90          0          0
SILICON LABORATORIES INC      COM             82691910     192430       3639     X         6              811          0       2828
SILGAN HOLDINGS INC           COM             82704810   13438858     293874     X         3           293874          0          0
SILGAN HOLDINGS INC           COM             82704810     454190       9932     X         6             9932          0          0
SILICON GRAPHICS INC          COM             82705610       2073        816     X         1              816          0          0
SILICON GRAPHICS INC          COM             82705610    5063744    1993600     X         3          1993600          0          0
SILICON GRAPHICS INC          COM             82705610      96088      37830     X         5            36080          0       1750
SILICON GRAPHICS INC          COM             82705610       2240        882     X         6              419          0        463
SILICON STORAGE TECHNOLOGY I  COM             82705710   11971519     921924     X         3           921924          0          0
SILICON STORAGE TECHNOLOGY I  COM             82705710     515840      39864     X         5            34280          0       5584
SILICON STORAGE TECHNOLOGY I  COM             82705710      24353       1882     X  X      6             1882          0          0
SILICON STORAGE TECHNOLOGY I  COM             82705710    1020888      78894     X         6            61689         65      17140
SILICON IMAGE INC             COM             82705T10       3619        350     X         13               0          0        350
SILICON IMAGE INC             COM             82705T10    3401060     330200     X         3           330200          0          0
SILICON IMAGE INC             COM             82705T10      31020       3000     X         5              500          0       2500
SILICON IMAGE INC             COM             82705T10     419804      40600     X         6            36900          0       3700
SILICON VY BANCSHARES         COM             82706410    1094882      33751     X         3            33751          0          0
SILICON VY BANCSHARES         COM             82706410      65140       2008     X         5               50          0       1958
SILICONWARE PRECISION INDS L  SPONSD ADR SPL  82708486     668439     130300     X         3           130300          0          0
SILICONWARE PRECISION INDS L  SPONSD ADR SPL  82708486     277179      54031     X         5            18250          0      35781
SILVER STD RES INC            COM             82823L10     639445      39816     X         5            38816          0       1000
SILVER STD RES INC            COM             82823L10      16060       1000     X  X      6             1000          0          0
SIMON PPTY GROUP INC NEW      COM             82880610      70128       1200     X         1             1200          0          0
SIMON PPTY GROUP INC NEW      COM             82880610      20454        350     X         13               0          0        350
SIMON PPTY GROUP INC NEW      COM             82880610    4209316      72028     X         3            72028          0          0
SIMON PPTY GROUP INC NEW      COM             82880610     916398      15681     X         5            14451          0       1230
SIMON PPTY GROUP INC NEW      COM             82880610   10303498     176309     X  X      6           139504      34280       2525
SIMON PPTY GROUP INC NEW      COM             82880610    5506509      94225     X         6            78959        325      14941
SIMPSON MANUFACTURING CO INC  COM             82907310       2448         50     X         11               0         50          0
SIMPSON MANUFACTURING CO INC  COM             82907310    9874292     201722     X         3           201722          0          0
SIMPSON MANUFACTURING CO INC  COM             82907310     264330       5400     X         5              300          0       5100
SIMPSON MANUFACTURING CO INC  COM             82907310      19580        400     X  X      6                0        400          0
SIMPSON MANUFACTURING CO INC  COM             82907310      37936        775     X         6              775          0          0
SINCLAIR BROADCAST GROUP INC  CL A            82922610       4750        380     X         1              380          0          0
SINCLAIR BROADCAST GROUP INC  CL A            82922610      50750       4060     X         5             2060          0       2000
SINCLAIR BROADCAST GROUP INC  CL A            82922610     190813      15265     X  X      6            15265          0          0
SINCLAIR BROADCAST GROUP INC  CL A            82922610    1560813     124865     X         6           101145          0      23720
SINGAPORE FD INC              COM             82929L10     135519      17111     X         5                0          0      17111
SINGAPORE FD INC              COM             82929L10    5390898     680669     X         9           680669          0          0
SIRIUS SATELLITE RADIO INC    COM             82966U10    7229981    2126465     X         5          2017895          0     108570
SIRIUS SATELLITE RADIO INC    COM             82966U10      31280       9200     X  X      6             1200       2000       6000
SIRIUS SATELLITE RADIO INC    COM             82966U10     389256     114487     X         6           109187          0       5300
SIPEX CORP                    COM             82990910    3122847     490280     X         3           490280          0          0
SIPEX CORP                    COM             82990910      19990       3173     X  X      6             3173          0          0
SIPEX CORP                    COM             82990910     447073      70964     X         6            65353        111       5500
SIX FLAGS INC                 COM             83001P10     706563      90008     X         3            90008          0          0
SIX FLAGS INC                 COM             83001P10      81711      10409     X         5            10409          0          0
SIX FLAGS INC                 COM             83001P10       4318        550     X  X      6              550          0          0
SIZELER PPTY INVS INC         COM             83013710     148643      12770     X         5            12770          0          0
SIZELER PPTY INVS INC         COM             83013710      10476        900     X  X      6                0          0        900
SKY FINL GROUP INC            COM             83080P10       2595        100     X         13               0          0        100
SKY FINL GROUP INC            COM             83080P10    8376660     322800     X         3           322800          0          0
SKY FINL GROUP INC            COM             83080P10     231759       8931     X         5             2200          0       6731
SKY FINL GROUP INC            COM             83080P10      32048       1235     X         6             1235          0          0
SKYLINE CORP                  COM             83083010    5918991     153461     X         3           153461          0          0
SKYLINE CORP                  COM             83083010      19285        500     X         6              500          0          0
SKYWEST INC                   COM             83087910   11170844     580321     X         3           580321          0          0
SKYWEST INC                   COM             83087910       4830        250     X         5                0          0        250
SKYWEST INC                   COM             83087910    1058697      54798     X         6            45660          0       9138
SKYWORKS SOLUTIONS INC        COM             83088M10     134090      11500     X         3            11500          0          0
SKYWORKS SOLUTIONS INC        COM             83088M10     872741      74785     X         5            63088          0      11697
SKYWORKS SOLUTIONS INC        COM             83088M10     412394      35338     X  X      6            32182       1614       1542
SKYWORKS SOLUTIONS INC        COM             83088M10      53355       4572     X         6             4502         70          0
SKILLSOFT PLC                 SPONSORED ADR   83092810      47249       3700     X         5             1700          0       2000
SKILLSOFT PLC                 SPONSORED ADR   83092810     100883       7900     X  X      6             7900          0          0
SKILLSOFT PLC                 SPONSORED ADR   83092810    1628175     127500     X         6           127500          0          0
SMART & FINAL INC             COM             83168310      33292       2900     X         11               0       2900          0
SMART & FINAL INC             COM             83168310     164394      14320     X         5             9620          0       4700
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20    7594098     339591     X         3           339591          0          0
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20      18194        360     X         5               34          0        326
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20      91781       1816     X  X      6             1816          0          0
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20     644941      12761     X         6            12761          0          0
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20      11675        231     X         7              231          0          0
SMITH A O                     COM             83186520    7387722     255189     X         3           255189          0          0
SMITH A O                     COM             83186520     222915       7700     X         6             7700          0          0
SMITH INTL INC                COM             83211010    5906375     110782     X         3           110782          0          0
SMITH INTL INC                COM             83211010    5295938      98971     X         5             7672          0      91299
SMITH INTL INC                COM             83211010      56186       1050     X  X      6              250        600        200
SMITH INTL INC                COM             83211010      32481        607     X         6              607          0          0
SMITH INTL INC                COM             83211010       4548         85     X  X      7               85          0          0
SMITHFIELD FOODS INC          COM             83224810   93272243    3439242     X         11               0    3439242          0
SMITHFIELD FOODS INC          COM             83224810      55189       2035     X         13               0          0       2035
SMITHFIELD FOODS INC          COM             83224810   12217045     448783     X         3           448783          0          0
SMITHFIELD FOODS INC          COM             83224810    1433834      52870     X         5            10342          0      42528
SMITHFIELD FOODS INC          COM             83224810     352858      13011     X  X      6            13011          0          0
SMITHFIELD FOODS INC          COM             83224810    1389602      51239     X         6            51239          0          0
SMUCKER J M CO                COM NEW         83269640      30243        573     X  X      1              573          0          0
SMUCKER J M CO                COM NEW         83269640       3536         67     X         1               67          0          0
SMUCKER J M CO                COM NEW         83269640       1795         34     X         13               0          0         34
SMUCKER J M CO                COM NEW         83269640    2568222      48659     X         3            48659          0          0
SMUCKER J M CO                COM NEW         83269640    1733584      32845     X         5            16048          0      16797
SMUCKER J M CO                COM NEW         83269640     685929      12996     X  X      6            11278       1315        403
SMUCKER J M CO                COM NEW         83269640    1079879      20460     X         6            20258          0        202
SMUCKER J M CO                COM NEW         83269640        106          2     X         7                2          0          0
SMURFIT-STONE CONTAINER CORP  COM             83272710       1319         75     X         13               0          0         75
SMURFIT-STONE CONTAINER CORP  COM             83272710     214687      12212     X         5             3134          0       9078
SMURFIT-STONE CONTAINER CORP  COM             83272710     131850       7500     X  X      6             7500          0          0
SMURFIT-STONE CONTAINER CORP  COM             83272710      45708       2600     X         6             2600          0          0
SMURFIT-STONE CONTAINER CORP  COM             83272710   11694216     665200     X         8           665200          0          0
SMURFIT-STONE CONTAINER CORP  PFD CV EX A 7%  83272720     991935      40062     X         5            40062          0          0
SMURFIT-STONE CONTAINER CORP  PFD CV EX A 7%  83272720      49520       2000     X  X      6             2000          0          0
SMURFIT-STONE CONTAINER CORP  PFD CV EX A 7%  83272720       6190        250     X         6              250          0          0
SNAP ON INC                   COM             83303410      55625       1720     X         1             1720          0          0
SNAP ON INC                   COM             83303410     709443      21937     X         3            21937          0          0
SNAP ON INC                   COM             83303410     296978       9183     X         5             4158          0       5025
SNAP ON INC                   COM             83303410     213121       6590     X  X      6             6590          0          0
SNAP ON INC                   COM             83303410    1181639      36538     X         6            30028          0       6510
SOCKET COMMUNICATIONS INC     COM             83367210     121818      39680     X         5            39680          0          0
SOHU COM INC                  COM             83408W10     645572      25937     X         5             2126          0      23811
SOHU COM INC                  COM             83408W10        996         40     X         7               40          0          0
SOLA INTL INC                 COM             83409210    1198933      51567     X         3            51567          0          0
SOLA INTL INC                 COM             83409210    1205327      51842     X         6              761          0      51081
SOLECTRON CORP                COM             83418210       1106        200     X         13               0          0        200
SOLECTRON CORP                COM             83418210    1743758     315326     X         3           315326          0          0
SOLECTRON CORP                COM             83418210     753153     136194     X         5           120282          0      15912
SOLECTRON CORP                COM             83418210     218313      39478     X  X      6            39478          0          0
SOLECTRON CORP                COM             83418210     706175     127699     X         6           122933          0       4766
SOLECTRON CORP                NOTE         5/ 834182AK      22300      40000     X         6            40000          0          0
SOMANETICS CORP               COM NEW         83444540     292748      22641     X         5                0          0      22641
SONIC CORP                    COM             83545110       2407         70     X         1               70          0          0
SONIC CORP                    COM             83545110       1719         50     X         11               0         50          0
SONIC CORP                    COM             83545110     251902       7327     X         5              300          0       7027
SONIC CORP                    COM             83545110      86981       2530     X  X      6             2530          0          0
SONIC CORP                    COM             83545110     575762      16747     X         6            12657          0       4090
SONIC INNOVATIONS INC         COM             83545M10     766762      63108     X         3            63108          0          0
SONIC INNOVATIONS INC         COM             83545M10     553868      45661     X         5            25801          0      19860
SONIC INNOVATIONS INC         COM             83545M10    1499668     123633     X  X      6           106177          0      17456
SONIC SOLUTIONS               COM             83546010    3761664     198400     X         3           198400          0          0
SONIC SOLUTIONS               COM             83546010      86625       4500     X         5             4500          0          0
SONIC SOLUTIONS               COM             83546010      10203        530     X  X      6                0        530          0
SONIC SOLUTIONS               COM             83546010     460075      23900     X         6            21700          0       2200
SONICWALL INC                 COM             83547010       4510        500     X         13               0          0        500
SONICWALL INC                 COM             83547010     187165      20750     X         5              300          0      20450
SONICWALL INC                 COM             83547010      19619       2175     X         6             2175          0          0
SONOCO PRODS CO               COM             83549510     550403      22669     X         13               0          0      22669
SONOCO PRODS CO               COM             83549510    2303128      94857     X         3            94857          0          0
SONOCO PRODS CO               COM             83549510    4627671     190596     X         5             4600          0     185996
SONOCO PRODS CO               COM             83549510    3098905     127632     X  X      6           121369       6263          0
SONOCO PRODS CO               COM             83549510    6639305     273448     X         6           273217        231          0
SONOSITE INC                  COM             83568G10        703          0     X         3                0          0          0
SONOSITE INC                  COM             83568G10    2465311     115688     X         5            92553          0      23135
SONOSITE INC                  COM             83568G10       2131        100     X  X      6              100          0          0
SONOSITE INC                  COM             83568G10      15450        725     X         6              725          0          0
SONY CORP                     ADR NEW         83569930      20403        488     X         13               0          0        488
SONY CORP                     ADR NEW         83569930     470539      12200     X         3            12200          0          0
SONY CORP                     ADR NEW         83569930      11247        269     X  X      4              269          0          0
SONY CORP                     ADR NEW         83569930   17886360     427801     X         5           356970          0      70831
SONY CORP                     ADR NEW         83569930     960083      22963     X  X      6            22663          0        300
SONY CORP                     ADR NEW         83569930    1120884      26809     X         6            26809          0          0
SONY CORP                     ADR NEW         83569930       8362        200     X  X      7              200          0          0
SOTHEBYS HLDGS INC            CL A            83589810     770435      59956     X         3            59956          0          0
SOTHEBYS HLDGS INC            CL A            83589810       8648        673     X  X      6              673          0          0
SOTHEBYS HLDGS INC            CL A            83589810     296411      23067     X         6            23067          0          0
SONUS NETWORKS INC            COM             83591610     147344      38877     X         5            33180          0       5697
SONUS NETWORKS INC            COM             83591610       1137        300     X         6              300          0          0
SONUS NETWORKS INC            COM             83591610        853        225     X         7              225          0          0
SOURCE CAP INC                COM             83614410    1116887      17465     X         5            17453          0         12
SOURCE CAP INC                COM             83614410      80065       1252     X  X      6             1252          0          0
SOURCE CAP INC                COM             83614410     118308       1850     X         6             1700          0        150
SOURCE INTERLINK COS INC      COM NEW         83615120     135875      10870     X         6            10870          0          0
SOURCECORP                    COM             83616710     244675       9233     X         5             9233          0          0
SOURCECORP                    COM             83616710      15715        593     X         6              593          0          0
SOUTH FINL GROUP INC          COM             83784110   56928201    1923900     X         11               0    1923900          0
SOUTH FINL GROUP INC          COM             83784110   10689447     359800     X         3           359800          0          0
SOUTH FINL GROUP INC          COM             83784110       1450         49     X         5               49          0          0
SOUTH FINL GROUP INC          COM             83784110     333923      11285     X  X      6             9076       2209          0
SOUTH FINL GROUP INC          COM             83784110    1974896      66742     X         6            64173        300       2269
SOUTH JERSEY INDS INC         COM             83851810      70283       1718     X         5              800          0        918
SOUTH JERSEY INDS INC         COM             83851810     230446       5633     X  X      6             4038       1020        575
SOUTH JERSEY INDS INC         COM             83851810     122566       2996     X         6             1365          0       1631
SOUTHERN CO                   COM             84258710      91500       3000     X  X      1             3000          0          0
SOUTHERN CO                   COM             84258710      19276        632     X         1              632          0          0
SOUTHERN CO                   COM             84258710      30012        984     X         11               0        984          0
SOUTHERN CO                   COM             84258710      75183       2465     X         13               0          0       2465
SOUTHERN CO                   COM             84258710    8912264     292212     X         3           292212          0          0
SOUTHERN CO                   COM             84258710   10111480     331524     X         5           293902          0      37622
SOUTHERN CO                   COM             84258710   18930633     620677     X  X      6           535554      52852      32271
SOUTHERN CO                   COM             84258710   26948733     883565     X         6           809645       1045      72875
SOUTHERN CO                   COM             84258710       9165        301     X  X      7              301          0          0
SOUTHERN CO                   COM             84258710      27450        900     X         7              900          0          0
SOUTHERN CMNTY FINL CORP      COM             84263210     106768      10519     X         6            10519          0          0
SOUTHERN PERU COPPER CORP     COM             84361110      29569          0     X         3                0          0          0
SOUTHERN PERU COPPER CORP     COM             84361110     104321       2579     X         5             2579          0          0
SOUTHERN PERU COPPER CORP     COM             84361110      20589        509     X  X      6              509          0          0
SOUTHERN PERU COPPER CORP     COM             84361110     173975       4301     X         6             4301          0          0
SOUTHERN PERU COPPER CORP     COM             84361110       3479         86     X         7               86          0          0
SOUTHERN UN CO NEW            COM             84403010       3619        191     X         5              191          0          0
SOUTHERN UN CO NEW            COM             84403010    2291756     120937     X  X      6           120937          0          0
SOUTHERN UN CO NEW            COM             84403010      67367       3555     X         6              400       3155          0
SOUTHTRUST CORP               COM             84473010    2190547      66040     X         11               0      66040          0
SOUTHTRUST CORP               COM             84473010      25209        760     X         13               0          0        760
SOUTHTRUST CORP               COM             84473010    5382934     150893     X         3           150893          0          0
SOUTHTRUST CORP               COM             84473010    1924590      58022     X         5            17349          0      40673
SOUTHTRUST CORP               COM             84473010    2177909      65659     X  X      6            53059      10300       2300
SOUTHTRUST CORP               COM             84473010    8306114     250410     X         6           175620          0      74791
SOUTHWEST AIRLS CO            COM             84474110       2487        175     X         1              175          0          0
SOUTHWEST AIRLS CO            COM             84474110   40759765    2835900     X         3          2835900          0          0
SOUTHWEST AIRLS CO            COM             84474110       2771        195     X         4              195          0          0
SOUTHWEST AIRLS CO            COM             84474110    6486112     456447     X         5           241017          0     215430
SOUTHWEST AIRLS CO            COM             84474110     227005      15975     X  X      6            14275        500       1200
SOUTHWEST AIRLS CO            COM             84474110    1496654     105324     X         6            98269          0       7055
SOUTHWEST AIRLS CO            COM             84474110       5045        355     X  X      7              355          0          0
SOUTHWEST AIRLS CO            COM             84474110      27638       1945     X         7             1945          0          0
SOUTHWEST BANCORPORATION TEX  COM             84476R10    6659534     175100     X         3           175100          0          0
SOUTHWEST BANCORPORATION TEX  COM             84476R10      22638        600     X         5                0          0        600
SOUTHWEST BANCORPORATION TEX  COM             84476R10      98664       2615     X  X      6             2615          0          0
SOUTHWEST BANCORPORATION TEX  COM             84476R10    2095260      55533     X         6            53505         28       2000
SOUTHWEST GAS CORP            COM             84489510      11700        500     X         11               0        500          0
SOUTHWEST GAS CORP            COM             84489510    1079208      46120     X         5              380          0      45740
SOUTHWEST GAS CORP            COM             84489510       3182        136     X  X      6              136          0          0
SOUTHWEST GAS CORP            COM             84489510       3510        150     X         6              150          0          0
SOUTHWEST WTR CO              COM             84533110     292806      21420     X         5                0          0      21420
SOUTHWEST WTR CO              COM             84533110        178         13     X         6               13          0          0
SOUTHWEST WTR CO              COM             84533110      23690       1733     X  X      7             1733          0          0
SOUTHWESTERN ENERGY CO        COM             84546710    5897340     244500     X         3           244500          0          0
SOUTHWESTERN ENERGY CO        COM             84546710    1905480      79000     X         5                0          0      79000
SOUTHWESTERN ENERGY CO        COM             84546710       8346        346     X  X      6              346          0          0
SOVEREIGN BANCORP INC         COM             84590510   90726873    4235615     X         11               0    4235615          0
SOVEREIGN BANCORP INC         COM             84590510   18973774     881798     X         3           881798          0          0
SOVEREIGN BANCORP INC         COM             84590510       3127        146     X         4              146          0          0
SOVEREIGN BANCORP INC         COM             84590510    2850208     133063     X         5           112853          0      20210
SOVEREIGN BANCORP INC         COM             84590510    1187975      55461     X  X      6            33161       2382      19918
SOVEREIGN BANCORP INC         COM             84590510    3693836     172448     X         6           106300         76      66072
SOVEREIGN BANCORP INC         COM             84590510       1992         93     X  X      7               93          0          0
SOVEREIGN BANCORP INC         COM             84590510       2271        106     X         7              106          0          0
SOVEREIGN BANCORP INC         COM             84590510     175644       8200     X         8             8200          0          0
SPANISH BROADCASTING SYS INC  CL A            84642588    9525509     906100     X         3           906100          0          0
SPANISH BROADCASTING SYS INC  CL A            84642588     161244      15430     X         5            15230          0        200
SPANISH BROADCASTING SYS INC  CL A            84642588      37787       3616     X  X      6             3616          0          0
SPANISH BROADCASTING SYS INC  CL A            84642588    1272288     121750     X         6           111492        108      10150
SPECTRASITE INC               COM             84761M10     440134      11970     X         3            11970          0          0
SPECTRASITE INC               COM             84761M10        111          3     X         5                3          0          0
SPECTRASITE INC               COM             84761M10       2003         54     X  X      6               54          0          0
SPEEDWAY MOTORSPORTS INC      COM             84778810      58589       1933     X         5             1433          0        500
SPEEDWAY MOTORSPORTS INC      COM             84778810      88808       2930     X  X      6             2930          0          0
SPEEDWAY MOTORSPORTS INC      COM             84778810    1975394      65173     X         6            65173          0          0
SPHERION CORP                 COM             84842010   13542382    1323791     X         3          1323791          0          0
SPHERION CORP                 COM             84842010       3529        345     X         5              345          0          0
SPINNAKER EXPL CO             COM             84855W10    8452192     235306     X         3           235306          0          0
SPINNAKER EXPL CO             COM             84855W10      41739       1162     X         5             1162          0          0
SPINNAKER EXPL CO             COM             84855W10     147272       4100     X         6             4100          0          0
SPRINT CORP                   COM FON GROUP   85206110      29488       1600     X         1             1600          0          0
SPRINT CORP                   COM FON GROUP   85206110       1474         80     X         11               0         80          0
SPRINT CORP                   COM FON GROUP   85206110       7040        382     X         13               0          0        382
SPRINT CORP                   COM FON GROUP   85206110   10711391     578420     X         3           578420          0          0
SPRINT CORP                   COM FON GROUP   85206110    4528970     245739     X         5           196653          0      49086
SPRINT CORP                   COM FON GROUP   85206110    4305230     233599     X  X      6           197223       6650      29726
SPRINT CORP                   COM FON GROUP   85206110   10359743     562113     X         6           313515       3126     245472
SPRINT CORP                   COM FON GROUP   85206110       7077        384     X         7              384          0          0
SPRINT CORP                   PCS COM SER 1   85206150      11040       1200     X  X      1             1200          0          0
SPRINT CORP                   PCS COM SER 1   85206150      34270       3725     X         13               0          0       3725
SPRINT CORP                   PCS COM SER 1   85206150    3585378     389715     X         3           389715          0          0
SPRINT CORP                   PCS COM SER 1   85206150     772460      83963     X         5            57356          0      26607
SPRINT CORP                   PCS COM SER 1   85206150    1000583     108759     X  X      6           104193        400       4166
SPRINT CORP                   PCS COM SER 1   85206150    3231518     351252     X         6           104434       1524     245294
STAAR SURGICAL CO             COM PAR $0.01   85231230     157872      17600     X         5            17600          0          0
STAGE STORES INC              COM NEW         85254C30    5445618     140750     X         3           140750          0          0
STAGE STORES INC              COM NEW         85254C30     108599       2804     X         5             2804          0          0
STAGE STORES INC              COM NEW         85254C30    1588317      41010     X         6            39410          0       1600
STAKTEK HLDGS INC             COM             85256P10     514500      42000     X         3            42000          0          0
STAKTEK HLDGS INC             COM             85256P10     171953      14037     X         5            13837          0        200
STAMPS COM INC                COM             85285710     101830      17000     X         5            16100          0        900
STANCORP FINL GROUP INC       COM             85289110    1851208      28371     X         3            28371          0          0
STANCORP FINL GROUP INC       COM             85289110      61074        936     X         5              904          0         32
STANCORP FINL GROUP INC       COM             85289110       9918        152     X  X      6              152          0          0
STANCORP FINL GROUP INC       COM             85289110     446767       6847     X         6             6847          0          0
STANCORP FINL GROUP INC       COM             85289110       7112        109     X  X      7              109          0          0
STANDARD COML CORP            COM             85325810   21840251    1177372     X  X      6          1177372          0          0
STANDARD COML CORP            COM             85325810   18130084     977363     X         6           977363          0          0
STANDARD COML CORP            SDCV  7.250% 3/ 853258AA      99750     100000     X  X      6           100000          0          0
STANDARD COML CORP            SDCV  7.250% 3/ 853258AA      24938      25000     X         6            25000          0          0
STANDARD MICROSYSTEMS CORP    COM             85362610   13924994     522710     X         3           522710          0          0
STANDARD MICROSYSTEMS CORP    COM             85362610       6816        255     X         5              255          0          0
STANDARD MICROSYSTEMS CORP    COM             85362610      16038        600     X         6              600          0          0
STANDARD PAC CORP NEW         COM             85375C10      42000        700     X         3              700          0          0
STANDARD PAC CORP NEW         COM             85375C10     827100      13785     X         5            13785          0          0
STANDARD PAC CORP NEW         COM             85375C10      72000       1200     X  X      6             1200          0          0
STANDARD PAC CORP NEW         COM             85375C10     756000      12600     X         6            12600          0          0
STANDARD REGISTER CO          COM             85388710     125034       7800     X  X      6              600       7200          0
STANDARD REGISTER CO          COM             85388710      54502       3400     X         6             3400          0          0
STANDEX INTL CORP             COM             85423110     789750      29250     X         5                0          0      29250
STANDEX INTL CORP             COM             85423110      54000       2000     X         6             2000          0          0
STANLEY FURNITURE INC         COM NEW         85430520      81169       2085     X         13               0          0       2085
STANLEY FURNITURE INC         COM NEW         85430520    1564849      40300     X         3            40300          0          0
STANLEY FURNITURE INC         COM NEW         85430520      18570        477     X         5                0          0        477
STANLEY FURNITURE INC         COM NEW         85430520      16545        425     X         6              425          0          0
STANLEY WKS                   COM             85461610    1126752      26400     X         11               0      26400          0
STANLEY WKS                   COM             85461610      89628       2100     X         13               0          0       2100
STANLEY WKS                   COM             85461610    1302508      30518     X         3            30518          0          0
STANLEY WKS                   COM             85461610     478443      11210     X         5             2265          0       8945
STANLEY WKS                   COM             85461610     547840      12836     X  X      6             8436       3500        900
STANLEY WKS                   COM             85461610    1395081      32687     X         6            32687          0          0
STAPLES INC                   COM             85503010      10128        400     X  X      1              400          0          0
STAPLES INC                   COM             85503010      65832       2600     X         1             2600          0          0
STAPLES INC                   COM             85503010       9571        378     X         13               0          0        378
STAPLES INC                   COM             85503010   12530724     496747     X         3           496747          0          0
STAPLES INC                   COM             85503010       2000         79     X         4               79          0          0
STAPLES INC                   COM             85503010    7825982     309083     X         5           242475          0      66608
STAPLES INC                   COM             85503010   11195846     442174     X  X      6           411130      18335      12709
STAPLES INC                   COM             85503010   46116810    1821359     X         6          1697035       4885     119439
STAPLES INC                   COM             85503010       3342        132     X  X      7              132          0          0
STAPLES INC                   COM             85503010     186229       7355     X         7             7355          0          0
STAR GAS PARTNERS L P         UNIT LTD PARTNR 85512C10     504078      19760     X         5            17560          0       2200
STAR GAS PARTNERS L P         UNIT LTD PARTNR 85512C10      38265       1500     X  X      6             1500          0          0
STAR GAS PARTNERS L P         UNIT LTD PARTNR 85512C10      97576       3825     X         6             3825          0          0
STARBUCKS CORP                COM             85524410      26320        695     X         13               0          0        695
STARBUCKS CORP                COM             85524410   99463840    2631383     X         3          2631383          0          0
STARBUCKS CORP                COM             85524410   14358903     379163     X         5           301304          0      77859
STARBUCKS CORP                COM             85524410   32436980     856535     X  X      6           852328       3572        635
STARBUCKS CORP                COM             85524410   22115360     583981     X         6           505098        500      78383
STARBUCKS CORP                COM             85524410       9468        250     X         7              250          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20      24300        600     X  X      1              600          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20     110363       2725     X         1             2725          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20       2957         73     X         13               0          0         73
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20    8234330     203593     X         3           203593          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20     162810       4020     X         5             2362          0       1658
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20     619043      15285     X  X      6            13570       1715          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20    1794758      44315     X         6            41891       1249       1175
STATE STR CORP                COM             85747710     875784      16800     X  X      1            16800          0          0
STATE STR CORP                COM             85747710     594855      11411     X         1            11411          0          0
STATE STR CORP                COM             85747710       2085         40     X         11               0         40          0
STATE STR CORP                COM             85747710        573         11     X         13               0          0         11
STATE STR CORP                COM             85747710   17662305     337942     X         3           337942          0          0
STATE STR CORP                COM             85747710       3336         64     X         4               64          0          0
STATE STR CORP                COM             85747710    9767494     187368     X         5           132031          0      55337
STATE STR CORP                COM             85747710    7191073     137945     X  X      6           136545        200       1200
STATE STR CORP                COM             85747710    5505606     105613     X         6            64792        833      39988
STATE STR CORP                COM             85747710      17620        338     X  X      7              338          0          0
STATE STR CORP                COM             85747710       5578        107     X         7              107          0          0
STATE STR CORP                UNIT 99/99/9999 85747720     276887       1121     X         5             1121          0          0
STATEN IS BANCORP INC         COM             85755010      43913       1765     X         5             1096          0        669
STATEN IS BANCORP INC         COM             85755010     225164       9050     X  X      6             9050          0          0
STATION CASINOS INC           COM             85768910    4945097     111956     X         3           111956          0          0
STATION CASINOS INC           COM             85768910    1838267      41618     X         5            41033          0        585
STATION CASINOS INC           COM             85768910       6626        150     X  X      6                0          0        150
STATION CASINOS INC           COM             85768910     672135      15217     X         6             5125          0      10092
STEAK N SHAKE CO              COM             85787310      10588        550     X         13               0          0        550
STEAK N SHAKE CO              COM             85787310     187842       9758     X         5             9758          0          0
STEEL DYNAMICS INC            COM             85811910    1677606      67700     X         3            67700          0          0
STEEL DYNAMICS INC            COM             85811910       6319        255     X         5                0          0        255
STEEL DYNAMICS INC            COM             85811910      49560       2000     X  X      6             2000          0          0
STEIN MART INC                COM             85837510    5781579     418955     X         3           418955          0          0
STEIN MART INC                COM             85837510      13770       1000     X         5             1000          0          0
STEMCELLS INC                 COM             85857R10      28249      16815     X         5              300          0      16515
STEMCELLS INC                 COM             85857R10       1680       1000     X         6             1000          0          0
STERICYCLE INC                COM             85891210   13539642     282901     X         3           282901          0          0
STERICYCLE INC                COM             85891210       3885         81     X         4               81          0          0
STERICYCLE INC                COM             85891210    3501032      72999     X         5            20499          0      52500
STERICYCLE INC                COM             85891210      71269       1486     X  X      6             1486          0          0
STERICYCLE INC                COM             85891210    1999596      41693     X         6            37535          0       4158
STERIS CORP                   COM             85915210       1367         53     X         13               0          0         53
STERIS CORP                   COM             85915210    3040633     117854     X         3           117854          0          0
STERIS CORP                   COM             85915210    1231331      47726     X         5            25741          0      21985
STERIS CORP                   COM             85915210      84005       3256     X  X      6             2956          0        300
STERIS CORP                   COM             85915210    1517711      58826     X         6            58826          0          0
STERLING FINL CORP            COM             85931710     100063       3892     X  X      6             3892          0          0
STERLING FINL CORP            COM             85931710     367830      14307     X         6            14307          0          0
STEWART INFORMATION SVCS COR  COM             86037210   16789314     427209     X         3           427209          0          0
STEWART INFORMATION SVCS COR  COM             86037210      27510        700     X         5              700          0          0
STEWART INFORMATION SVCS COR  COM             86037210      13323        339     X         6              339          0          0
STILLWATER MNG CO             COM             86074Q10      27365       1743     X         13               0          0       1743
STILLWATER MNG CO             COM             86074Q10     903912      57574     X         5            57574          0          0
STILLWATER MNG CO             COM             86074Q10      67510       4300     X         6             4300          0          0
STMICROELECTRONICS N V        NY REGISTRY     86101210    1289936      56600     X         3            56600          0          0
STMICROELECTRONICS N V        NY REGISTRY     86101210     263919      11183     X         5            10580          0        603
STMICROELECTRONICS N V        NY REGISTRY     86101210      11800        500     X  X      6              500          0          0
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120     146163       5252     X         13               0          0       5252
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120    3238545     116401     X         3           116401          0          0
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120    2120340      76189     X         5            66034          0      10155
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120       1670         60     X  X      6               60          0          0
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120    1028402      36953     X         6            36953          0          0
STRATASYS INC                 COM             86268510     258688      13608     X         5            11908          0       1700
STRATASYS INC                 COM             86268510        989         52     X         7               52          0          0
STRATEGIC GLOBAL INCOME FD    COM             86271910       7560        500     X         13               0          0        500
STRATEGIC GLOBAL INCOME FD    COM             86271910     332443      21987     X         5            20955          0       1032
STRATEGIC GLOBAL INCOME FD    COM             86271910      37800       2500     X  X      6             2500          0          0
STRATEGIC GLOBAL INCOME FD    COM             86271910       4884        323     X         6              323          0          0
STRATEX NETWORKS INC          COM             86279T10       1663        350     X         13               0          0        350
STRATEX NETWORKS INC          COM             86279T10    4074550     857800     X         3           857800          0          0
STRATEX NETWORKS INC          COM             86279T10     533943     112409     X         5             2698          0     109711
STRATEX NETWORKS INC          COM             86279T10     500812     105434     X         6            95934          0       9500
STRAYER ED INC                COM             86323610    6526926      55800     X         3            55800          0          0
STRAYER ED INC                COM             86323610     153101       1309     X         5              529          0        780
STRAYER ED INC                COM             86323610     529946       4531     X         6             1731          0       2800
STREETTRACKS SER TR           DJ LRG CAP GRW  86330E10     200916       4283     X         13               0          0       4283
STREETTRACKS SER TR           DJ LRG CAP GRW  86330E10    2478021      52825     X         5            28907          0      23918
STREETTRACKS SER TR           DJ LRG CAP VAL  86330E20     204799       1638     X         13               0          0       1638
STREETTRACKS SER TR           DJ LRG CAP VAL  86330E20    2586120      20684     X         5            11562          0       9122
STREETTRACKS SER TR           DJ SML CAP GRW  86330E30     633727       9121     X         13               0          0       9121
STREETTRACKS SER TR           DJ SML CAP GRW  86330E30    7230297     104063     X         5            10929          0      93134
STREETTRACKS SER TR           DJ SML CAP VAL  86330E40     170582        985     X         13               0          0        985
STREETTRACKS SER TR           DJ SML CAP VAL  86330E40    1775268      10251     X         5             3794          0       6457
STREETTRACKS SER TR           DJ GLOB TITANS  86330E50     207765       3420     X         5               20          0       3400
STRIDE RITE CORP              COM             86331410   12754578    1202128     X         3          1202128          0          0
STRIDE RITE CORP              COM             86331410      38408       3620     X         5             3120          0        500
STRYKER CORP                  COM             86366710       7968         90     X         1               90          0          0
STRYKER CORP                  COM             86366710      35412        400     X         11               0        400          0
STRYKER CORP                  COM             86366710       3986         45     X         13               0          0         45
STRYKER CORP                  COM             86366710   54022715     610408     X         3           610408          0          0
STRYKER CORP                  COM             86366710       4958         56     X         4               56          0          0
STRYKER CORP                  COM             86366710    9776571     110432     X         5            83387          0      27045
STRYKER CORP                  COM             86366710    2226352      25148     X  X      6            21248       3100        800
STRYKER CORP                  COM             86366710    6590881      74448     X         6            37223          0      37225
STRYKER CORP                  COM             86366710       3895         44     X         7               44          0          0
STUDENT LN CORP               COM             86390210       3100         20     X         1               20          0          0
STUDENT LN CORP               COM             86390210    4108540      26505     X         5            21755          0       4750
STUDENT LN CORP               COM             86390210      89906        580     X  X      6              580          0          0
STUDENT LN CORP               COM             86390210     563461       3635     X         6             2775          0        860
STURM RUGER & CO INC          COM             86415910      29722       2200     X         5             1500          0        700
STURM RUGER & CO INC          COM             86415910     124292       9200     X  X      6             2200       7000          0
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210     423000      12500     X         13               0          0      12500
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210    1883196      55650     X         5            39635          0      16015
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210      46124       1363     X  X      6             1363          0          0
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210     168591       4982     X         6             4982          0          0
SUFFOLK BANCORP               COM             86473910      13700        400     X         13               0          0        400
SUFFOLK BANCORP               COM             86473910     143302       4184     X         5             1609          0       2575
SUFFOLK BANCORP               COM             86473910    1568787      45804     X  X      6            22848      22856        100
SUFFOLK BANCORP               COM             86473910      19351        565     X         6              565          0          0
SUMMIT AMER TELEVISION INC    COM             86600T10      68680      17000     X         5                0          0      17000
SUMMIT FINL CORP              COM             86605710      65908       3580     X  X      6             3580          0          0
SUMMIT FINL CORP              COM             86605710    1631586      88625     X         6            88625          0          0
SUMMIT PPTYS INC              COM             86623910     104940       4400     X         3             4400          0          0
SUMMIT PPTYS INC              COM             86623910      84071       3525     X         5               24          0       3501
SUMMIT PPTYS INC              COM             86623910      91346       3830     X  X      6             3630          0        200
SUMMIT PPTYS INC              COM             86623910     460591      19312     X         6            19312          0          0
SUN BANCORP INC               COM             86663B10    2070088      81854     X         3            81854          0          0
SUN BANCORP INC               COM             86663B10      18758        742     X         5              742          0          0
SUN BANCORP INC               COM             86663B10      19592        775     X  X      6              775          0          0
SUN BANCORP INC               COM             86663B10     141897       5613     X         6             3175          0       2438
SUN COMMUNITIES INC           COM             86667410     387521       9050     X         5             8850          0        200
SUN COMMUNITIES INC           COM             86667410     196972       4600     X  X      6             4600          0          0
SUN LIFE FINL INC             COM             86679610     547917      20399     X         5             1881          0      18518
SUN LIFE FINL INC             COM             86679610     600778      22367     X  X      6            16599          0       5768
SUN LIFE FINL INC             COM             86679610     752590      28019     X         6            28019          0          0
SUN MICROSYSTEMS INC          COM             86681010      10008       2400     X  X      1             2400          0          0
SUN MICROSYSTEMS INC          COM             86681010       1668        400     X         11               0        400          0
SUN MICROSYSTEMS INC          COM             86681010     711652     170660     X         13               0          0     170660
SUN MICROSYSTEMS INC          COM             86681010    5164401    1241436     X         3          1241436          0          0
SUN MICROSYSTEMS INC          COM             86681010    4847187    1162395     X         5           904817          0     257578
SUN MICROSYSTEMS INC          COM             86681010     783209     187820     X  X      6           159260       9970      18590
SUN MICROSYSTEMS INC          COM             86681010    2292791     549830     X         6           280537       4120     265173
SUN MICROSYSTEMS INC          COM             86681010       8340       2000     X         7             2000          0          0
SUNCOR ENERGY INC             COM             86722910      21880        800     X         13               0          0        800
SUNCOR ENERGY INC             COM             86722910    2160513      78995     X         5            71640          0       7355
SUNCOR ENERGY INC             COM             86722910     643190      23517     X  X      6            22517       1000          0
SUNCOR ENERGY INC             COM             86722910     183710       6717     X         6             6717          0          0
SUNGARD DATA SYS INC          COM             86736310      27400       1000     X  X      1             1000          0          0
SUNGARD DATA SYS INC          COM             86736310    3772717     115198     X         3           115198          0          0
SUNGARD DATA SYS INC          COM             86736310    1881805      68679     X         5            51249          0      17430
SUNGARD DATA SYS INC          COM             86736310     618336      22567     X  X      6            19067          0       3500
SUNGARD DATA SYS INC          COM             86736310    2640648      96374     X         6            36367          0      60007
SUNGARD DATA SYS INC          COM             86736310      10713        391     X  X      7              391          0          0
SUNGARD DATA SYS INC          COM             86736310       2082         76     X         7               76          0          0
SUNOCO INC                    COM             86764P10     173604       2783     X  X      1             2783          0          0
SUNOCO INC                    COM             86764P10   18023909     312384     X         3           312384          0          0
SUNOCO INC                    COM             86764P10    1974951      31660     X         5            23552          0       8108
SUNOCO INC                    COM             86764P10    2243809      35970     X  X      6            20603        100      15267
SUNOCO INC                    COM             86764P10    5842261      93656     X         6            25892          0      67764
SUNRISE SENIOR LIVING INC     COM             86768K10     533054      14869     X         13               0          0      14869
SUNRISE SENIOR LIVING INC     COM             86768K10       7170        200     X         3              200          0          0
SUNRISE SENIOR LIVING INC     COM             86768K10     717717      20020     X         5             5670          0      14350
SUNOPTA INC                   COM             8676EP10     236470      23910     X         5             2030          0      21880
SUNTRUST BKS INC              COM             86791410     348550       5000     X  X      1             5000          0          0
SUNTRUST BKS INC              COM             86791410     139420       2000     X         1             2000          0          0
SUNTRUST BKS INC              COM             86791410      20913        300     X         13               0          0        300
SUNTRUST BKS INC              COM             86791410   21007392     273077     X         3           273077          0          0
SUNTRUST BKS INC              COM             86791410       3486         50     X         4               50          0          0
SUNTRUST BKS INC              COM             86791410    4218599      60516     X         5            24946          0      35570
SUNTRUST BKS INC              COM             86791410   61933152     888440     X  X      6           588295     280981      19164
SUNTRUST BKS INC              COM             86791410   86467796    1240393     X         6          1173643         25      66725
SUNTRUST BKS INC              COM             86791410       2161         31     X  X      7               31          0          0
SUNTRUST BKS INC              COM             86791410       2510         36     X         7               36          0          0
SUPERCONDUCTOR TECHNOLOGIES   COM             86793110      39790      17300     X         5             1500          0      15800
SUPERIOR ENERGY SVCS INC      COM             86815710       1008        100     X         13               0          0        100
SUPERIOR ENERGY SVCS INC      COM             86815710    7279615     717700     X         3           717700          0          0
SUPERIOR ENERGY SVCS INC      COM             86815710      79985       7935     X  X      6             7935          0          0
SUPERIOR ENERGY SVCS INC      COM             86815710    1560656     154827     X         6           146736         91       8000
SUPERIOR INDS INTL INC        COM             86816810      53160       1500     X         11               0       1500          0
SUPERIOR INDS INTL INC        COM             86816810   25784452     727180     X         3           727180          0          0
SUPERIOR INDS INTL INC        COM             86816810     413727      11674     X         5             9167          0       2507
SUPERIOR INDS INTL INC        COM             86816810      86119       2430     X         6                0          0       2430
SUPERIOR UNIFORM GP INC       COM             86835810    4265706     260104     X         3           260104          0          0
SUPERIOR UNIFORM GP INC       COM             86835810     129560       7900     X         5                0          0       7900
SUPERIOR UNIFORM GP INC       COM             86835810      65600       4000     X  X      6             4000          0          0
SUPERIOR UNIFORM GP INC       COM             86835810      49200       3000     X         6             3000          0          0
SUPERVALU INC                 COM             86853610    1554517      50901     X         3            50901          0          0
SUPERVALU INC                 COM             86853610    1479449      48443     X         5            41146          0       7297
SUPERVALU INC                 COM             86853610     532462      17435     X  X      6            17435          0          0
SUPERVALU INC                 COM             86853610    2424815      79398     X         6            13791          0      65607
SUPPORTSOFT INC               COM             86858710    2022625     183708     X         3           183708          0          0
SUPPORTSOFT INC               COM             86858710      12122       1101     X         5             1101          0          0
SUPPORTSOFT INC               COM             86858710      54764       4974     X         6                0          0       4974
SUPPORTSOFT INC               COM             86858710       1266        115     X         7              115          0          0
SUPREME INDS INC              CL A            86860710      16310       2357     X         11               0       2357          0
SUPREME INDS INC              CL A            86860710    2955788     427137     X         3           427137          0          0
SURMODICS INC                 COM             86887310     597300      30000     X         3            30000          0          0
SUSQUEHANNA BANCSHARES INC P  COM             86909910       1695         66     X         13               0          0         66
SUSQUEHANNA BANCSHARES INC P  COM             86909910      39290       1530     X         5                3          0       1527
SUSQUEHANNA BANCSHARES INC P  COM             86909910     289208      11262     X  X      6             3762       7500          0
SUSQUEHANNA BANCSHARES INC P  COM             86909910    1025402      39930     X         6            36260          0       3670
SWEDISH MATCH AB              SPONSORED ADR   87030950    2099231      20000     X         3            20000          0          0
SWEDISH MATCH AB              SPONSORED ADR   87030950       1015         10     X         5                0          0         10
SWEDISH MATCH AB              SPONSORED ADR   87030950      48628        479     X  X      6              479          0          0
SWEDISH MATCH AB              SPONSORED ADR   87030950     427298       4209     X         6             4209          0          0
SWEDISH MATCH AB              SPONSORED ADR   87030950       8223         81     X         7               81          0          0
SWIFT ENERGY CO               COM             87073810       1697         90     X         1               90          0          0
SWIFT ENERGY CO               COM             87073810     389441      20660     X         5            19979          0        681
SWIFT ENERGY CO               COM             87073810      65221       3460     X  X      6             3460          0          0
SWIFT ENERGY CO               COM             87073810     580090      30774     X         6            23804          0       6970
SWIFT TRANSN CO               COM             87075610    1432582      83018     X         3            83018          0          0
SWIFT TRANSN CO               COM             87075610     161558       9344     X         5             7774          0       1570
SWIFT TRANSN CO               COM             87075610      99418       5750     X  X      6             5750          0          0
SWISS HELVETIA FD INC         COM             87087510     117903       8966     X         5             2032          0       6934
SWISS HELVETIA FD INC         COM             87087510   19725684    1500052     X         9          1500052          0          0
SWISSCOM AG                   SPONSORED ADR   87101310       1946         59     X         13               0          0         59
SWISSCOM AG                   SPONSORED ADR   87101310     196162        700     X         3              700          0          0
SWISSCOM AG                   SPONSORED ADR   87101310     319082       9675     X         5             5306          0       4369
SWISSCOM AG                   SPONSORED ADR   87101310      37597       1140     X  X      6              430          0        710
SWISSCOM AG                   SPONSORED ADR   87101310      28198        855     X         6              855          0          0
SYBASE INC                    COM             87113010      55728       2655     X         13               0          0       2655
SYBASE INC                    COM             87113010    2002711      95474     X         3            95474          0          0
SYBASE INC                    COM             87113010     860779      41009     X         5            28628          0      12381
SYBASE INC                    COM             87113010      24768       1180     X         6              180          0       1000
SYBRON DENTAL SPECIALTIES IN  COM             87114210       2725        100     X         11               0        100          0
SYBRON DENTAL SPECIALTIES IN  COM             87114210    1037707      38081     X         5            38081          0          0
SYBRON DENTAL SPECIALTIES IN  COM             87114210      15287        561     X         6              561          0          0
SYCAMORE NETWORKS INC         COM             87120610      31922       7824     X         5             4706          0       3118
SYCAMORE NETWORKS INC         COM             87120610      19380       4750     X         6             4750          0          0
SYLVAN LEARNING SYS INC       COM             87139910      56000       1595     X         13               0          0       1595
SYLVAN LEARNING SYS INC       COM             87139910    1486768      42346     X         3            42346          0          0
SYLVAN LEARNING SYS INC       COM             87139910    9654583     274981     X         5           274981          0          0
SYLVAN LEARNING SYS INC       COM             87139910      85984       2449     X  X      6             2449          0          0
SYLVAN LEARNING SYS INC       COM             87139910    1253251      35695     X         6            35695          0          0
SYMANTEC CORP                 COM             87150310     820945      17731     X         13               0          0      17731
SYMANTEC CORP                 COM             87150310   59057767    1337852     X         3          1337852          0          0
SYMANTEC CORP                 COM             87150310       1574         34     X         4               34          0          0
SYMANTEC CORP                 COM             87150310   22255554     480682     X         5           169412          0     311270
SYMANTEC CORP                 COM             87150310     870347      18798     X  X      6             2069          0      16729
SYMANTEC CORP                 COM             87150310    5155968     111360     X         6            24893          0      86467
SYMANTEC CORP                 COM             87150310       4630        100     X         7              100          0          0
SYMBION INC DEL               COM             87150710     272250      15000     X         3            15000          0          0
SYMBION INC DEL               COM             87150710       9075        500     X  X      6              500          0          0
SYMBOL TECHNOLOGIES INC       COM             87150810      83821       6074     X         11               0       6074          0
SYMBOL TECHNOLOGIES INC       COM             87150810    1201276      87049     X         3            87049          0          0
SYMBOL TECHNOLOGIES INC       COM             87150810     234890      17021     X         5            15294          0       1727
SYMBOL TECHNOLOGIES INC       COM             87150810      13897       1007     X         6             1007          0          0
SYMMETRICOM INC               COM             87154310      56511       6300     X         5             6300          0          0
SYMMETRICOM INC               COM             87154310      39468       4400     X         6             4400          0          0
SYMYX TECHNOLOGIES            COM             87155S10      38745       1350     X         5              250          0       1100
SYMYX TECHNOLOGIES            COM             87155S10     610076      21257     X  X      6            18008          0       3249
SYNAPTICS INC                 COM             87157D10    2748518     156700     X         3           156700          0          0
SYNAPTICS INC                 COM             87157D10     366568      20899     X         5             8330          0      12569
SYNAPTICS INC                 COM             87157D10     336768      19200     X         6            17500          0       1700
SYNOPSYS INC                  COM             87160710       3333        116     X         13               0          0        116
SYNOPSYS INC                  COM             87160710    4412358     152353     X         3           152353          0          0
SYNOPSYS INC                  COM             87160710     288995      10059     X         5             6364          0       3695
SYNOPSYS INC                  COM             87160710     109605       3815     X  X      6             3515        300          0
SYNOPSYS INC                  COM             87160710     310284      10800     X         6            10800          0          0
SYNGENTA AG                   SPONSORED ADR   87160A10       8947        620     X  X      4              620          0          0
SYNGENTA AG                   SPONSORED ADR   87160A10     472308      32731     X         5            13997          0      18734
SYNGENTA AG                   SPONSORED ADR   87160A10      56926       3945     X  X      6             1695          0       2250
SYNGENTA AG                   SPONSORED ADR   87160A10      45065       3123     X         6             3123          0          0
SYNGENTA AG                   SPONSORED ADR   87160A10       6364        441     X  X      7              441          0          0
SYNOVUS FINL CORP             COM             87161C10    2777936     113617     X         3           113617          0          0
SYNOVUS FINL CORP             COM             87161C10    1084186      44343     X         5             3400          0      40943
SYNOVUS FINL CORP             COM             87161C10    2570502     105133     X  X      6            90346      12862       1925
SYNOVUS FINL CORP             COM             87161C10    3286129     134402     X         6           132602          0       1800
SYNOVIS LIFE TECHNOLOGIES IN  COM             87162G10     671630      47000     X         3            47000          0          0
SYNOVIS LIFE TECHNOLOGIES IN  COM             87162G10      17136       1200     X         5             1000          0        200
SYNOVIS LIFE TECHNOLOGIES IN  COM             87162G10       3570        250     X  X      6                0          0        250
SYPRIS SOLUTIONS INC          COM             87165510    5123800     301400     X         3           301400          0          0
SYPRIS SOLUTIONS INC          COM             87165510      17000       1000     X         5             1000          0          0
SYPRIS SOLUTIONS INC          COM             87165510     630700      37100     X         6            33700          0       3400
SYSCO CORP                    COM             87182910     229614       5880     X         1             5880          0          0
SYSCO CORP                    COM             87182910      15620        400     X         11               0        400          0
SYSCO CORP                    COM             87182910   22298245     568968     X         3           568968          0          0
SYSCO CORP                    COM             87182910       5623        144     X         4              144          0          0
SYSCO CORP                    COM             87182910   11718501     300090     X         5           201898          0      98192
SYSCO CORP                    COM             87182910   20258398     518781     X  X      6           356631     148450      13700
SYSCO CORP                    COM             87182910   23674492     606261     X         6           516236       4175      85850
SYSCO CORP                    COM             87182910      19759        506     X  X      7              506          0          0
SYSCO CORP                    COM             87182910      25422        651     X         7              651          0          0
TBC CORP                      COM             87218010      10280        350     X         13               0          0        350
TBC CORP                      COM             87218010   36479740    1239657     X         3          1239657          0          0
TBC CORP                      COM             87218010      89960       3063     X         5             3063          0          0
TBC CORP                      COM             87218010     138744       4724     X         6              750          0       3974
TCF FINL CORP                 COM             87227510    3674231      71945     X         3            71945          0          0
TCF FINL CORP                 COM             87227510      91926       1800     X         5             1260          0        540
TCF FINL CORP                 COM             87227510      14300        280     X  X      6              280          0          0
TCF FINL CORP                 COM             87227510     111282       2179     X         6             2179          0          0
TCW CONV SECS FD INC          COM             87234010       2475        500     X         13               0          0        500
TCW CONV SECS FD INC          COM             87234010    2771242     559847     X         5           521281          0      38566
TCW CONV SECS FD INC          COM             87234010       9979       2016     X         6             2016          0          0
TDK CORP                      AMERN DEP SH    87235140      21216        280     X         13               0          0        280
TDK CORP                      AMERN DEP SH    87235140     308597       4600     X         3             4600          0          0
TDK CORP                      AMERN DEP SH    87235140       6365         84     X  X      4               84          0          0
TDK CORP                      AMERN DEP SH    87235140     539558       7121     X         5             4726          0       2395
TDK CORP                      AMERN DEP SH    87235140      57131        754     X  X      6              444          0        310
TDK CORP                      AMERN DEP SH    87235140      33869        447     X         6              447          0          0
TDK CORP                      AMERN DEP SH    87235140       4774         63     X  X      7               63          0          0
TECO ENERGY INC               COM             87237510      23408       1600     X         1             1600          0          0
TECO ENERGY INC               COM             87237510      66230       4527     X         13               0          0       4527
TECO ENERGY INC               COM             87237510    1034575      70716     X         3            70716          0          0
TECO ENERGY INC               COM             87237510   13303776     909349     X         5           108451          0     800898
TECO ENERGY INC               COM             87237510     622755      42567     X  X      6            40467        400       1700
TECO ENERGY INC               COM             87237510     530806      36282     X         6             7722          0      28560
TECO ENERGY INC               COM             87237510       1463        100     X  X      7              100          0          0
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410      58758       1400     X         13               0          0       1400
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410     678151      16158     X         5            12480          0       3678
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410    1466054      34931     X  X      6             5031       7450      22450
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410     431745      10287     X         6             8687          0       1600
TJX COS INC NEW               COM             87254010       2309         94     X         13               0          0         94
TJX COS INC NEW               COM             87254010    4702356     191687     X         3           191687          0          0
TJX COS INC NEW               COM             87254010    2371121      96544     X         5            48701          0      47843
TJX COS INC NEW               COM             87254010     331142      13483     X  X      6             8483          0       5000
TJX COS INC NEW               COM             87254010    4434087     180541     X         6           121687          0      58854
TJX COS INC NEW               COM             87254010      11347        462     X  X      7              462          0          0
TJX COS INC NEW               COM             87254010       2186         89     X         7               89          0          0
TTM TECHNOLOGIES  INC         COM             87305R10    3825064     310476     X         3           310476          0          0
TTM TECHNOLOGIES  INC         COM             87305R10      12480       1000     X         5             1000          0          0
TTM TECHNOLOGIES  INC         COM             87305R10       6552        525     X  X      6              525          0          0
TTM TECHNOLOGIES  INC         COM             87305R10     130116      10426     X         6             2050          0       8376
TVIA INC                      COM             87307P10      38400      19200     X         5                0          0      19200
TXU CORP                      COM             87316810       2866        100     X         13               0          0        100
TXU CORP                      COM             87316810   17574226     613197     X         3           613197          0          0
TXU CORP                      COM             87316810    1383570      48275     X         5            37580          0      10695
TXU CORP                      COM             87316810    2264656      79018     X  X      6            72301       6242        475
TXU CORP                      COM             87316810    5229504     182467     X         6            61380          0     121087
TAIWAN FD INC                 COM             87403610      12376        910     X         5                0          0        910
TAIWAN FD INC                 COM             87403610         68          5     X         6                5          0          0
TAIWAN FD INC                 COM             87403610    2499680     183800     X         9           183800          0          0
TAIWAN GREATER CHINA FD       SH BEN INT      87403710    2817920     592000     X         9           592000          0          0
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910     173356      16605     X         13               0          0      16605
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910    2616118     213813     X         3           213813          0          0
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910    7611240     729046     X         5           603837          0     125209
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910      21235       2034     X  X      6             2034          0          0
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910     672159      64383     X         6            61386          0       2997
TAKE-TWO INTERACTIVE SOFTWAR  COM             87405410      36310       1100     X         3             1100          0          0
TAKE-TWO INTERACTIVE SOFTWAR  COM             87405410     412784      11220     X         5             7820          0       3400
TAKE-TWO INTERACTIVE SOFTWAR  COM             87405410       4967        135     X  X      6              135          0          0
TAKE-TWO INTERACTIVE SOFTWAR  COM             87405410      17954        488     X         6              488          0          0
TALBOTS INC                   COM             87416110      86546       2580     X         3             2580          0          0
TALBOTS INC                   COM             87416110     130561       3649     X         5             3649          0          0
TALBOTS INC                   COM             87416110      79933       2234     X  X      6             2234          0          0
TALBOTS INC                   COM             87416110    1108643      30985     X         6            30985          0          0
TALISMAN ENERGY INC           COM             87425E10       5897        100     X         5                0          0        100
TALISMAN ENERGY INC           COM             87425E10      20345        345     X  X      6              345          0          0
TALISMAN ENERGY INC           COM             87425E10     930606      15781     X         6            15781          0          0
TALX CORP                     COM             87491810     355019      16174     X         5             2415          0      13759
TALX CORP                     COM             87491810       6761        308     X         6              308          0          0
TANGER FACTORY OUTLET CTRS I  COM             87546510     224849       4961     X         5             2950          0       2011
TANGER FACTORY OUTLET CTRS I  COM             87546510      45320       1000     X         6             1000          0          0
TANOX INC                     COM             87588Q10    2230522     149800     X         3           149800          0          0
TARGET CORP                   COM             87612E10     531472      11800     X  X      1            11800          0          0
TARGET CORP                   COM             87612E10    1750705      38870     X         1            38870          0          0
TARGET CORP                   COM             87612E10      95034       2110     X         11               0       2110          0
TARGET CORP                   COM             87612E10     123680       2746     X         13               0          0       2746
TARGET CORP                   COM             87612E10   49559030    1092552     X         3          1092552          0          0
TARGET CORP                   COM             87612E10      29726        660     X         4              660          0          0
TARGET CORP                   COM             87612E10   19382455     430339     X         5           295564          0     134775
TARGET CORP                   COM             87612E10   74257358    1648698     X  X      6          1532648      66324      49726
TARGET CORP                   COM             87612E10  145457356    3229515     X         6          3043075       6156     180284
TARGET CORP                   COM             87612E10      85576       1900     X  X      7             1900          0          0
TARGET CORP                   COM             87612E10     321721       7143     X         7             7143          0          0
TARGETED GENETICS CORP        COM             87612M10      29408      13552     X         5            13452          0        100
TASTY BAKING CO               COM             87655330       3694        375     X         5              375          0          0
TASTY BAKING CO               COM             87655330    4382383     444912     X  X      6           444912          0          0
TASTY BAKING CO               COM             87655330        246         25     X         6               25          0          0
TECH DATA CORP                COM             87823710    2266643      55365     X         3            55365          0          0
TECH DATA CORP                COM             87823710    1424958      34806     X         5            24412          0      10394
TECH DATA CORP                COM             87823710      45648       1115     X  X      6             1115          0          0
TECH DATA CORP                COM             87823710     499632      12204     X         6            12204          0          0
TECH OPS SEVCON INC           COM             87829310     753250     115000     X         5                0          0     115000
TECHNIP NEW                   SPONSORED ADR   87854620     996445      28799     X         6            27444          0       1355
TECHNITROL INC                COM             87855510        583         31     X         13               0          0         31
TECHNITROL INC                COM             87855510   13915666     740195     X         3           740195          0          0
TECHNITROL INC                COM             87855510       7520        400     X         5              400          0          0
TECHNITROL INC                COM             87855510      56400       3000     X  X      6             3000          0          0
TECHNITROL INC                COM             87855510     750872      39940     X         6            39940          0          0
TECHNOLOGY FLAVORS & FRAGRAN  COM             87869A10       7100      10000     X         13               0          0      10000
TECHNOLOGY RESH CORP          COM NEW         87872730     314743      24822     X         5                0          0      24822
TECUMSEH PRODS CO             CL A            87889520     756116      17960     X         3            17960          0          0
TECUMSEH PRODS CO             CL A            87889520       8420        200     X         5              200          0          0
TECUMSEH PRODS CO             CL A            87889520      35996        855     X  X      6              855          0          0
TECUMSEH PRODS CO             CL A            87889520      64203       1525     X         6             1525          0          0
TEGAL CORP                    COM             87900810      43645      20300     X         5            12300          0       8000
TEKTRONIX INC                 COM             87913110      75266       2301     X         13               0          0       2301
TEKTRONIX INC                 COM             87913110    1043743      31909     X         3            31909          0          0
TEKTRONIX INC                 COM             87913110     402039      12291     X         5             9451          0       2840
TEKTRONIX INC                 COM             87913110       4285        131     X  X      6              131          0          0
TEKTRONIX INC                 COM             87913110     343880      10513     X         6            10513          0          0
TELE CELULAR SUL PART S A     SPON ADR PFD    87923810     599600      40000     X         3            40000          0          0
TELE CELULAR SUL PART S A     SPON ADR PFD    87923810       1499        100     X         5              100          0          0
TELE CENTRO OESTE CELULAR S   SPON ADR PFD    87923P10    1149000     100000     X         3           100000          0          0
TELE CENTRO OESTE CELULAR S   SPON ADR PFD    87923P10      53647       4669     X         5             3218          0       1451
TELE CENTRO OESTE CELULAR S   SPON ADR PFD    87923P10       1344        117     X  X      6              117          0          0
TELE CENTRO OESTE CELULAR S   SPON ADR PFD    87923P10       3573        311     X         6              311          0          0
TELE NORTE LESTE PART S A     SPON ADR PFD    87924610     779306      60039     X         3            60039          0          0
TELE NORTE LESTE PART S A     SPON ADR PFD    87924610    6372362     490937     X         5           490873          0         64
TELECOMM ARGENTINA STET-FRAN  SPON ADR REP B  87927320     139270      13077     X         5             9362          0       3715
TELECOMM ARGENTINA STET-FRAN  SPON ADR REP B  87927320      17253       1620     X  X      6             1620          0          0
TELECOMM ARGENTINA STET-FRAN  SPON ADR REP B  87927320      25507       2395     X         6             2395          0          0
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820      34960       1118     X         13               0          0       1118
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820    1228442      39285     X         5            17229          0      22056
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820     104755       3350     X  X      6             2950        400          0
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820     487437      15588     X         6            15588          0          0
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10    1894800      60000     X         3            60000          0          0
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10     267451       8469     X         5             4683          0       3786
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10      55802       1767     X  X      6              652          0       1115
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10      51886       1643     X         6             1643          0          0
TELECOMUNICACOES BRASILEIRAS  SPONSORED ADR   87928730     345477      10847     X         5             6976          0       3871
TELECOMUNICACOES BRASILEIRAS  SPONSORED ADR   87928730      11307        355     X  X      6              355          0          0
TELECOMUNICACOES BRASILEIRAS  SPONSORED ADR   87928730      30449        956     X         6              956          0          0
TELECOMMUNICATION SYS INC     CL A            87929J10     287978      39997     X         5            34497          0       5500
TELEDYNE TECHNOLOGIES INC     COM             87936010     533081      28507     X         5                0          0      28507
TELEDYNE TECHNOLOGIES INC     COM             87936010       7648        409     X  X      6                9        400          0
TELEDYNE TECHNOLOGIES INC     COM             87936010     226307      12102     X         6            12102          0          0
TELEFLEX INC                  COM             87936910     307688       6250     X  X      1             6250          0          0
TELEFLEX INC                  COM             87936910      13883        282     X         1              282          0          0
TELEFLEX INC                  COM             87936910       1772         36     X         13               0          0         36
TELEFLEX INC                  COM             87936910    3655475      70073     X         3            70073          0          0
TELEFLEX INC                  COM             87936910     601394      12216     X         5             3263          0       8953
TELEFLEX INC                  COM             87936910     241769       4911     X  X      6             2811          0       2100
TELEFLEX INC                  COM             87936910      28209        573     X         6              573          0          0
TELEFLEX INC                  COM             87936910      11569        235     X  X      7              235          0          0
TELEFONICA DE ARGENTINA S A   SP ADR .8156 B  87937840     706974      65400     X         3            65400          0          0
TELEFONICA DE ARGENTINA S A   SP ADR .8156 B  87937840       5643        522     X         5              407          0        115
TELEFONICA S A                SPONSORED ADR   87938220      19537        429     X         13               0          0        429
TELEFONICA S A                SPONSORED ADR   87938220    6681795     239701     X         3           239701          0          0
TELEFONICA S A                SPONSORED ADR   87938220     867537      19050     X         5            13126          0       5924
TELEFONICA S A                SPONSORED ADR   87938220     122320       2686     X  X      6             2332        354          0
TELEFONICA S A                SPONSORED ADR   87938220     439461       9650     X         6             9650          0          0
TELEFONICA S A                SPONSORED ADR   87938220       3416         75     X         7               75          0          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378        873         25     X         11               0         25          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378     595335      17053     X         13               0          0      17053
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378   18913295     539337     X         3           539337          0          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378       9880        283     X  X      4              283          0          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378       2234         64     X         4               64          0          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378    7560459     216570     X         5           207832          0       8738
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378     720438      20637     X  X      6            18281       1786        570
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378    2261191      64772     X         6            36157         34      28581
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378       8483        243     X  X      7              243          0          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378       7994        229     X         7              229          0          0
TELEFONOS DE MEXICO S A       DBCV  4.250% 6/ 879403AD       9390       8000     X         5             4000          0       4000
TELEFONOS DE MEXICO S A       DBCV  4.250% 6/ 879403AD       2373       2000     X         6             2000          0          0
TELEPHONE & DATA SYS INC      COM             87943310       5244         74     X         13               0          0         74
TELEPHONE & DATA SYS INC      COM             87943310    3956105      55822     X         3            55822          0          0
TELEPHONE & DATA SYS INC      COM             87943310      90501       1277     X         5             1177          0        100
TELEPHONE & DATA SYS INC      COM             87943310     549526       7754     X  X      6             7724          0         30
TELEPHONE & DATA SYS INC      COM             87943310    1639861      23139     X         6            22764          0        375
TELEMIG CELULAR PART S A      SPON ADR PFD    87944E10    1290300      33000     X         3            33000          0          0
TELEMIG CELULAR PART S A      SPON ADR PFD    87944E10     130985       3350     X         5             3350          0          0
TELIK INC                     COM             87959M10    7729705     285350     X         3           285350          0          0
TELIK INC                     COM             87959M10      59048       2200     X         5                0          0       2200
TELIK INC                     COM             87959M10      63074       2350     X  X      6             2350          0          0
TELIK INC                     COM             87959M10    1183912      44110     X         6            40906         54       3150
TELLABS INC                   COM             87966410        866        100     X         11               0        100          0
TELLABS INC                   COM             87966410       1325        153     X         13               0          0        153
TELLABS INC                   COM             87966410    1349646     156390     X         3           156390          0          0
TELLABS INC                   COM             87966410     754788      87158     X         5            72003          0      15155
TELLABS INC                   COM             87966410     306339      35374     X  X      6            29074       6300          0
TELLABS INC                   COM             87966410     701347      80987     X         6            79887        100       1000
TEMPLE INLAND INC             COM             87986810    1304614      20597     X         3            20597          0          0
TEMPLE INLAND INC             COM             87986810     465232       7345     X         5             6945          0        400
TEMPLE INLAND INC             COM             87986810    2706708      42733     X  X      6            42733          0          0
TEMPLE INLAND INC             COM             87986810    1260149      19895     X         6            12059       1250       6586
TELETECH HOLDINGS INC         COM             87993910     232459      37134     X         5             9473          0      27661
TEMPLETON DRAGON FD INC       COM             88018T10       4647        301     X         13               0          0        301
TEMPLETON DRAGON FD INC       COM             88018T10     484646      31389     X         5            23844          0       7545
TEMPLETON DRAGON FD INC       COM             88018T10       8029        520     X  X      6              520          0          0
TEMPLETON DRAGON FD INC       COM             88018T10      31297       2027     X         6             2027          0          0
TEMPLETON DRAGON FD INC       COM             88018T10    1618112     104800     X         9           104800          0          0
TEMPLETON EMERG MKTS INCOME   COM             88019210      13980       1000     X         13               0          0       1000
TEMPLETON EMERG MKTS INCOME   COM             88019210     917256      65612     X         5            40547          0      25065
TEMPLETON EMERG MKTS INCOME   COM             88019210      76610       5480     X  X      6             5480          0          0
TEMPLETON EMERG MKTS INCOME   COM             88019210      71871       5141     X         6             5141          0          0
TEMPLETON GLOBAL INCOME FD I  COM             88019810       4540        500     X         13               0          0        500
TEMPLETON GLOBAL INCOME FD I  COM             88019810    1082999     119273     X         5            73543          0      45730
TEMPLETON GLOBAL INCOME FD I  COM             88019810     128804      14185     X  X      6             7198       6987          0
TEMPLETON GLOBAL INCOME FD I  COM             88019810     132305      14571     X         6            14571          0          0
TENET HEALTHCARE CORP         COM             88033G10       1931        173     X         13               0          0        173
TENET HEALTHCARE CORP         COM             88033G10   21332275    1413596     X         3          1413596          0          0
TENET HEALTHCARE CORP         COM             88033G10     897018      80378     X         5            55507          0      24871
TENET HEALTHCARE CORP         COM             88033G10     123709      11085     X  X      6             5030       5967         88
TENET HEALTHCARE CORP         COM             88033G10    1090232      97691     X         6            96289          0       1402
TERADYNE INC                  COM             88077010       1573         66     X         13               0          0         66
TERADYNE INC                  COM             88077010    1728948      72542     X         3            72542          0          0
TERADYNE INC                  COM             88077010     424031      17794     X         5            15759          0       2035
TERADYNE INC                  COM             88077010     102922       4319     X  X      6             4219          0        100
TERADYNE INC                  COM             88077010     362192      15199     X         6            14287        150        762
TERADYNE INC                  COM             88077010    9344935     392150     X         8           392150          0          0
TEREX CORP NEW                COM             88077910   10076358     272555     X         3           272555          0          0
TEREX CORP NEW                COM             88077910     128397       3473     X         5             3373          0        100
TEREX CORP NEW                COM             88077910       3697        100     X  X      6              100          0          0
TEREX CORP NEW                COM             88077910     919370      24868     X         6            20234          0       4634
TESORO PETE CORP              COM             88160910       5637        300     X         3              300          0          0
TESORO PETE CORP              COM             88160910    2568537     136697     X         5           136697          0          0
TESORO PETE CORP              COM             88160910      25930       1380     X         6             1380          0          0
TESORO PETE CORP              COM             88160910       1785         95     X         7               95          0          0
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420       6337        100     X         1              100          0          0
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420      36058        569     X         13               0          0        569
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420   82365386    1294389     X         3          1294389          0          0
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420       5830         92     X         4               92          0          0
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420    9493777     149815     X         5            91237          0      58578
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420    9358672     147683     X  X      6           124192       4222      19269
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420   32364453     510722     X         6           435689       1115      73918
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420      20659        326     X  X      7              326          0          0
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420      70658       1115     X         7             1115          0          0
TETRA TECH INC NEW            COM             88162G10    2594514     120900     X         3           120900          0          0
TETRA TECH INC NEW            COM             88162G10      10837        505     X         5              487          0         18
TETRA TECH INC NEW            COM             88162G10     258593      12050     X         6            10950          0       1100
TEXAS GENCO HLDGS INC         COM             88244310        429         12     X         13               0          0         12
TEXAS GENCO HLDGS INC         COM             88244310    1787744      50025     X         3            50025          0          0
TEXAS GENCO HLDGS INC         COM             88244310    4069101     113821     X         5           113800          0         21
TEXAS GENCO HLDGS INC         COM             88244310      60418       1690     X  X      6             1681          9          0
TEXAS GENCO HLDGS INC         COM             88244310       5720        160     X         6              160          0          0
TEXAS INSTRS INC              COM             88250810      11688        400     X  X      1              400          0          0
TEXAS INSTRS INC              COM             88250810     531015      18173     X         1            18173          0          0
TEXAS INSTRS INC              COM             88250810      20746        710     X         11               0        710          0
TEXAS INSTRS INC              COM             88250810     176898       6054     X         13               0          0       6054
TEXAS INSTRS INC              COM             88250810  214558691    7448641     X         3          7448641          0          0
TEXAS INSTRS INC              COM             88250810       2776         95     X         4               95          0          0
TEXAS INSTRS INC              COM             88250810   16719778     572203     X         5           405396          0     166807
TEXAS INSTRS INC              COM             88250810   47398609    1622129     X  X      6          1397678     126282      98169
TEXAS INSTRS INC              COM             88250810  110145111    3769511     X         6          3200815       6400     562296
TEXAS INSTRS INC              COM             88250810      39681       1358     X  X      7             1358          0          0
TEXAS INSTRS INC              COM             88250810     189229       6476     X         7             6476          0          0
TEXAS INSTRS INC              COM             88250810     182625       6250     X         8             6250          0          0
THAI CAP FD INC               COM NEW         88290520      92575      11500     X         5              100          0      11400
TEXTRON INC                   COM             88320310      85040       1600     X  X      1             1600          0          0
TEXTRON INC                   COM             88320310    6004621     112975     X         11               0     112975          0
TEXTRON INC                   COM             88320310      42520        800     X         13               0          0        800
TEXTRON INC                   COM             88320310    3958240      73561     X         3            73561          0          0
TEXTRON INC                   COM             88320310    1728651      32524     X         5            30697          0       1827
TEXTRON INC                   COM             88320310    2780542      52315     X  X      6            50815       1500          0
TEXTRON INC                   COM             88320310    6635724     124849     X         6            80981        600      43268
THERASENSE INC                COM             88338110    2057048      76300     X         3            76300          0          0
THERASENSE INC                COM             88338110     230724       8558     X         5                0          0       8558
THERMA-WAVE INC               COM             88343A10      39000      10000     X         5            10000          0          0
THERMO ELECTRON CORP          COM             88355610      33936       1200     X         11               0       1200          0
THERMO ELECTRON CORP          COM             88355610   18428460     648450     X         3           648450          0          0
THERMO ELECTRON CORP          COM             88355610       5175        183     X         4              183          0          0
THERMO ELECTRON CORP          COM             88355610     103392       3656     X         5             2107          0       1549
THERMO ELECTRON CORP          COM             88355610     585651      20709     X  X      6            20709          0          0
THERMO ELECTRON CORP          COM             88355610    3329913     117748     X         6            25745        335      91668
THERMO ELECTRON CORP          COM             88355610     146462       5179     X  X      7             5179          0          0
THERMO ELECTRON CORP          COM             88355610       3733        132     X         7              132          0          0
THOMAS & BETTS CORP           COM             88431510     480324      22013     X         3            22013          0          0
THOMAS & BETTS CORP           COM             88431510      88240       4044     X         5              500          0       3544
THOMAS & BETTS CORP           COM             88431510    4036635     184997     X  X      6           184997          0          0
THOMAS & BETTS CORP           COM             88431510     713339      32692     X         6            32692          0          0
THOMAS INDS INC               COM             88442510     428211      13594     X         5            13594          0          0
THOMSON                       SPONSORED ADR   88511810     522200      28000     X         6            28000          0          0
THOR INDS INC                 COM             88516010     978778      36440     X         5            22220          0      14220
THORATEC CORP                 COM NEW         88517530    6262642     501300     X         3           501300          0          0
THORATEC CORP                 COM NEW         88517530      50924       4087     X         5              835          0       3252
THORATEC CORP                 COM NEW         88517530       6230        500     X  X      6              500          0          0
THORATEC CORP                 COM NEW         88517530    1036099      83154     X         6            77754          0       5400
THORNBURG MTG INC             COM             88521810      85525       2750     X         13               0          0       2750
THORNBURG MTG INC             COM             88521810    1556524      50049     X         5            32699          0      17350
THORNBURG MTG INC             COM             88521810     819423      26348     X  X      6            23253       2445        650
THORNBURG MTG INC             COM             88521810     584307      18788     X         6             7788          0      11000
3COM CORP                     COM             88553510      12708       1800     X         11               0       1800          0
3COM CORP                     COM             88553510        537         76     X         13               0          0         76
3COM CORP                     COM             88553510    2632225     372828     X         3           372828          0          0
3COM CORP                     COM             88553510    1130638     160147     X         5           147317          0      12830
3COM CORP                     COM             88553510     712622     100938     X  X      6           100938          0          0
3COM CORP                     COM             88553510      11416       1617     X         6             1617          0          0
3COM CORP                     COM             88553510    2194954     310900     X         8           310900          0          0
THREE FIVE SYS INC            COM             88554L10     161464      24651     X         5            24651          0          0
3M CO                         COM             88579Y10    2181836      26650     X  X      1            26650          0          0
3M CO                         COM             88579Y10    2075732      25354     X         1            25354          0          0
3M CO                         COM             88579Y10     289001       3530     X         11               0       3530          0
3M CO                         COM             88579Y10     817799       9989     X         13               0          0       9989
3M CO                         COM             88579Y10  119502556    1460127     X         3          1460127          0          0
3M CO                         COM             88579Y10       8269        101     X         4              101          0          0
3M CO                         COM             88579Y10   36094389     440874     X         5           339836          0     101038
3M CO                         COM             88579Y10  178625358    2181817     X  X      6          2076063      61909      43845
3M CO                         COM             88579Y10  162772706    1988185     X         6          1762970       4646     220569
3M CO                         COM             88579Y10       2456         30     X  X      7               30          0          0
3M CO                         COM             88579Y10     119612       1461     X         7             1461          0          0
TIBCO SOFTWARE INC            COM             88632Q10       4085        500     X         13               0          0        500
TIBCO SOFTWARE INC            COM             88632Q10     147665      18074     X         5            18074          0          0
TIBCO SOFTWARE INC            COM             88632Q10     196521      24054     X         6            24054          0          0
TIDEWATER INC                 COM             88642310     495088      17600     X         11               0      17600          0
TIDEWATER INC                 COM             88642310    9459275     336270     X         3           336270          0          0
TIDEWATER INC                 COM             88642310     480263      17073     X         5            11973          0       5100
TIDEWATER INC                 COM             88642310      83715       2976     X  X      6             2976          0          0
TIDEWATER INC                 COM             88642310     771465      27425     X         6            27425          0          0
TIDEWATER INC                 COM             88642310       5626        200     X         7              200          0          0
TIFFANY & CO NEW              COM             88654710    2679074      71907     X         3            71907          0          0
TIFFANY & CO NEW              COM             88654710     247189       6476     X         5             5594          0        882
TIFFANY & CO NEW              COM             88654710     118327       3100     X  X      6             3000          0        100
TIFFANY & CO NEW              COM             88654710     235318       6165     X         6             6165          0          0
TIFFANY & CO NEW              COM             88654710       4886        128     X         7              128          0          0
TIMBERLAND CO                 CL A            88710010    5968034     100396     X         3           100396          0          0
TIMBERLAND CO                 CL A            88710010    1253563      21086     X         5            21036          0         50
TIMBERLAND CO                 CL A            88710010     106534       1792     X         6               35          0       1757
TIME WARNER INC               COM             88731710       4131        245     X         1              245          0          0
TIME WARNER INC               COM             88731710    4377278     259625     X         11               0     259625          0
TIME WARNER INC               COM             88731710     563276      33409     X         13               0          0      33409
TIME WARNER INC               COM             88731710   92812493    5656689     X         3          5656689          0          0
TIME WARNER INC               COM             88731710      13977        829     X         4              829          0          0
TIME WARNER INC               COM             88731710   17099833    1014225     X         5           694458          0     319767
TIME WARNER INC               COM             88731710    5622169     333462     X  X      6           217112       8204     108146
TIME WARNER INC               COM             88731710   49979733    2964397     X         6           570297        223    2393877
TIME WARNER INC               COM             88731710      17147       1017     X  X      7             1017          0          0
TIME WARNER INC               COM             88731710      53294       3161     X         7             3161          0          0
TIME WARNER TELECOM INC       CL A            88731910    7217550    1100850     X         3          1100850          0          0
TIME WARNER TELECOM INC       CL A            88731910      18284       2800     X         5                0          0       2800
TIME WARNER TELECOM INC       CL A            88731910      17226       2638     X  X      6             2638          0          0
TIME WARNER TELECOM INC       CL A            88731910     938557     143730     X         6           131439         91      12200
TIMKEN CO                     COM             88738910       4646        200     X         11               0        200          0
TIMKEN CO                     COM             88738910    8136862     351900     X         3           351900          0          0
TIMKEN CO                     COM             88738910     159288       6857     X         5             3871          0       2986
TIMKEN CO                     COM             88738910     621170      26740     X  X      6            26140        600          0
TIMKEN CO                     COM             88738910      45484       1958     X         6             1958          0          0
TIMKEN CO                     COM             88738910       8827        380     X         7              380          0          0
TITAN CORP                    COM             88826610    1598422      79169     X         3            79169          0          0
TITAN CORP                    COM             88826610      23925       1185     X         5             1184          0          1
TIVO INC                      COM             88870610    1183864     133168     X         5              959          0     132209
TIVO INC                      COM             88870610      13335       1500     X         6                0          0       1500
TOLL BROTHERS INC             COM             88947810     103353       2275     X         13               0          0       2275
TOLL BROTHERS INC             COM             88947810    3292456      72657     X         3            72657          0          0
TOLL BROTHERS INC             COM             88947810    2229750      49081     X         5            46589          0       2492
TOLL BROTHERS INC             COM             88947810      16809        370     X  X      6              370          0          0
TOLL BROTHERS INC             COM             88947810     577824      12719     X         6            12719          0          0
TOLL BROTHERS INC             COM             88947810     -27170     -29300     X         8           -29300          0          0
TOO INC                       COM             89033310    2597800     124000     X         3           124000          0          0
TOO INC                       COM             89033310      16592        792     X         5                0          0        792
TOO INC                       COM             89033310      75357       3597     X         6             3597          0          0
TOOTSIE ROLL INDS INC         COM             89051610      38787       1061     X         11               0       1061          0
TOOTSIE ROLL INDS INC         COM             89051610      15940        436     X         13               0          0        436
TOOTSIE ROLL INDS INC         COM             89051610    1887410      51625     X         3            51625          0          0
TOOTSIE ROLL INDS INC         COM             89051610    2473796      67664     X         5            67158          0        506
TOOTSIE ROLL INDS INC         COM             89051610     107413       2938     X  X      6             2938          0          0
TOOTSIE ROLL INDS INC         COM             89051610      70159       1919     X         6             1919          0          0
TOOTSIE ROLL INDS INC         COM             89051610       3912        107     X  X      7              107          0          0
TOPPS INC                     COM             89078610      15347       1607     X         13               0          0       1607
TOPPS INC                     COM             89078610    7303391     764753     X         3           764753          0          0
TORCHMARK CORP                COM             89102710     381855       7099     X         13               0          0       7099
TORCHMARK CORP                COM             89102710    2426521      42611     X         3            42611          0          0
TORCHMARK CORP                COM             89102710     881726      16392     X         5            16392          0          0
TORCHMARK CORP                COM             89102710     537093       9985     X  X      6             9985          0          0
TORCHMARK CORP                COM             89102710    5924592     110143     X         6            89359          0      20784
TORO CO                       COM             89109210     570400       9200     X         5             8825          0        375
TORO CO                       COM             89109210      42842        691     X  X      6               91        600          0
TORO CO                       COM             89109210      47616        768     X         6              768          0          0
TORO CO                       COM             89109210       1860         30     X         7               30          0          0
TORONTO DOMINION BK ONT       COM NEW         89116050      13568        386     X  X      6              386          0          0
TORONTO DOMINION BK ONT       COM NEW         89116050     703000      20000     X         6            20000          0          0
TOTAL S A                     SPONSORED ADR   89151E10   16724921     165817     X         3           165817          0          0
TOTAL S A                     SPONSORED ADR   89151E10      12328        134     X  X      4              134          0          0
TOTAL S A                     SPONSORED ADR   89151E10    4006140      43545     X         5            31510          0      12035
TOTAL S A                     SPONSORED ADR   89151E10     447120       4860     X  X      6             4262          0        598
TOTAL S A                     SPONSORED ADR   89151E10    1528488      16614     X         6            16399          0        215
TOTAL S A                     SPONSORED ADR   89151E10       8740         95     X  X      7               95          0          0
TOTAL S A                     SPONSORED ADR   89151E10       6716         73     X         7               73          0          0
TOWER AUTOMOTIVE INC          COM             89170710        983        195     X         5                0          0        195
TOWER AUTOMOTIVE INC          COM             89170710     110880      22000     X  X      6            22000          0          0
TOTAL SYS SVCS INC            COM             89190610      10324        490     X         5                0          0        490
TOTAL SYS SVCS INC            COM             89190610    1570052      74516     X  X      6            74516          0          0
TOTAL SYS SVCS INC            COM             89190610      68056       3230     X         6             3230          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130       1639         22     X         13               0          0         22
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130   15492516     288900     X         3           288900          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130       6780         91     X  X      4               91          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130    1887905      25341     X         5             6616          0      18725
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130      81131       1089     X  X      6             1089          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130     711624       9552     X         6             9552          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130       4843         65     X  X      7               65          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130       3502         47     X         7               47          0          0
TOYS R US INC                 COM             89233510    6421094     382208     X         3           382208          0          0
TOYS R US INC                 COM             89233510    2869390     170797     X         5            51395          0     119402
TOYS R US INC                 COM             89233510     194124      11555     X  X      6             1455        100      10000
TOYS R US INC                 COM             89233510     970721      57781     X         6            47331          0      10450
TPG N V                       SPONSORED ADR   89233910       7671        362     X  X      4              362          0          0
TPG N V                       SPONSORED ADR   89233910       3284        155     X         5                0          0        155
TPG N V                       SPONSORED ADR   89233910       8095        382     X  X      6              382          0          0
TPG N V                       SPONSORED ADR   89233910     399262      18842     X         6            18842          0          0
TPG N V                       SPONSORED ADR   89233910       5319        251     X  X      7              251          0          0
TRACTOR SUPPLY CO             COM             89235610    4920460     127078     X         3           127078          0          0
TRACTOR SUPPLY CO             COM             89235610    1536177      39674     X         5            25738          0      13936
TRACTOR SUPPLY CO             COM             89235610       4182        108     X  X      6              108          0          0
TRACTOR SUPPLY CO             COM             89235610     598998      15470     X         6            12032          0       3438
TRANS LUX CORP                NOTE  7.500%12/ 893247AD      25000      25000     X         5                0          0      25000
TRANSACTION SYS ARCHITECTS    CL A            89341610   19799463     855638     X         3           855638          0          0
TRANSACTION SYS ARCHITECTS    CL A            89341610     392431      16959     X         5            16959          0          0
TRANSACTION SYS ARCHITECTS    CL A            89341610      13884        600     X         6              600          0          0
TRANSAMERICA INCOME SHS INC   COM             89350610     360560      14645     X         5            13845          0        800
TRANSAMERICA INCOME SHS INC   COM             89350610      43824       1780     X  X      6             1780          0          0
TRANSAMERICA INCOME SHS INC   COM             89350610      32178       1307     X         6             1307          0          0
TRANSATLANTIC HLDGS INC       COM             89352110      20058        230     X         4              230          0          0
TRANSATLANTIC HLDGS INC       COM             89352110     345352       3960     X         5              222          0       3738
TRANSATLANTIC HLDGS INC       COM             89352110      57559        660     X  X      6              660          0          0
TRANSATLANTIC HLDGS INC       COM             89352110     127501       1462     X         6             1462          0          0
TRANSATLANTIC HLDGS INC       COM             89352110       3052         35     X  X      7               35          0          0
TRANSATLANTIC HLDGS INC       COM             89352110      36192        415     X         7              415          0          0
TRANSCANADA CORP              COM             89353D10     719218      33452     X         5             9160          0      24292
TRANSCANADA CORP              COM             89353D10      10600        493     X  X      6              493          0          0
TRANSCANADA CORP              COM             89353D10      21500       1000     X         6             1000          0          0
TRANSCANADA CORP              COM             89353D10      18963        882     X  X      7              882          0          0
TRANSKARYOTIC THERAPIES INC   COM             89373510    1372800      80000     X         3            80000          0          0
TRANSMETA CORP DEL            COM             89376R10     270765      68375     X         5            64800          0       3575
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10       2418        141     X  X      1              141          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10      56767       3310     X         11               0       3310          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10     155070       9042     X         13               0          0       9042
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10      13292        756     X         3              756          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10    1290075      75223     X         5            43376          0      31847
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10    1007280      58734     X  X      6            51091       6126       1517
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10    2223738     129664     X         6           127644        159       1861
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10          9          1     X  X      7                1          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10       5402        315     X         7              315          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10    8253197     481236     X         8           481236          0          0
TRAVELERS PPTY CAS CORP NEW   NT CV JR 2032   89420G30      17726        725     X         13               0          0        725
TRAVELERS PPTY CAS CORP NEW   NT CV JR 2032   89420G30    2542091     103971     X         5           103971          0          0
TRAVELERS PPTY CAS CORP NEW   NT CV JR 2032   89420G30       4523        185     X         6              185          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40       5026        291     X  X      1              291          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40      12849        744     X         1              544          0        200
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40      11053        640     X         11               0        640          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40       1917        111     X         13               0          0        111
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40   22961013    1351765     X         3          1351765          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40        104          6     X  X      4                6          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40     501246      29024     X         5            20413          0       8611
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40    3400886     196925     X  X      6            90628      40042      66255
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40   16948847     981404     X         6           705929        928     274547
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40          9          1     X  X      7                1          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40      75280       4359     X         7             4359          0          0
TREDEGAR CORP                 COM             89465010      58520       4000     X         11               0       4000          0
TREDEGAR CORP                 COM             89465010       8690        594     X         5                0          0        594
TREDEGAR CORP                 COM             89465010     155517      10630     X  X      6             5630       5000          0
TREDEGAR CORP                 COM             89465010      85454       5841     X         6             5841          0          0
TRI CONTL CORP                COM             89543610      12539        729     X         11               0        729          0
TRI CONTL CORP                COM             89543610       3612        210     X         13               0          0        210
TRI CONTL CORP                COM             89543610     660342      38392     X         5            37621          0        771
TRI CONTL CORP                COM             89543610    1268758      73765     X  X      6            72458       1307          0
TRI CONTL CORP                COM             89543610     311853      18131     X         6            14984          0       3147
TRI CONTL CORP                COM             89543610     868600      50500     X         9            50500          0          0
TRIAD HOSPITALS INC           COM             89579K10    2872547      93204     X         3            93204          0          0
TRIAD HOSPITALS INC           COM             89579K10     343119      11133     X         5             4587          0       6546
TRIAD HOSPITALS INC           COM             89579K10      18769        609     X  X      6              609          0          0
TRIAD HOSPITALS INC           COM             89579K10     487264      15810     X         6            15810          0          0
TRIAD GTY INC                 COM             89592510    1461175      27700     X         3            27700          0          0
TRIAD GTY INC                 COM             89592510      79125       1500     X  X      6                0          0       1500
TRIAD GTY INC                 COM             89592510     367668       6970     X         6             6970          0          0
TRIARC COS INC                CL A            89592710    2783136     254400     X         3           254400          0          0
TRIARC COS INC                CL A            89592710     626862      57300     X         5            57300          0          0
TRIARC COS INC                CL A            89592710     970225      88686     X         6            88686          0          0
TRIARC COS INC                CL B SER 1      89592730   28501568    2600508     X         3          2600508          0          0
TRIARC COS INC                CL B SER 1      89592730    1256016     114600     X         5           114600          0          0
TRIARC COS INC                CL B SER 1      89592730     244792      22335     X         6            12835          0       9500
TRIBUNE CO NEW                COM             89604710      15132        300     X  X      1              300          0          0
TRIBUNE CO NEW                COM             89604710     189150       3750     X         1             3650          0        100
TRIBUNE CO NEW                COM             89604710      13114        260     X         11               0        260          0
TRIBUNE CO NEW                COM             89604710   11178387     221703     X         3           221703          0          0
TRIBUNE CO NEW                COM             89604710   11186331     221775     X         5            61917          0     159858
TRIBUNE CO NEW                COM             89604710   10506349     208294     X  X      6           201174       4485       2635
TRIBUNE CO NEW                COM             89604710   15154547     300447     X         6           291216        430       8801
TRIBUNE CO NEW                COM             89604710     100880       2000     X  X      7             2000          0          0
TRIBUNE CO NEW                COM             89604710      60276       1195     X         7             1195          0          0
TRIBUNE CO NEW                SB DB EXCH2%29  89604730     521675       5962     X         5             5962          0          0
TRIMBLE NAVIGATION LTD        COM             89623910    3305749     144167     X         3           144167          0          0
TRIMBLE NAVIGATION LTD        COM             89623910      36285       1579     X  X      6             1579          0          0
TRIMBLE NAVIGATION LTD        COM             89623910     101870       4433     X         6              531          0       3902
TRIMERIS INC                  COM             89626310    2452173     166249     X         3           166249          0          0
TRIMERIS INC                  COM             89626310      12316        835     X         5              835          0          0
TRINITY BIOTECH PLC           SPONSORED ADR   89643810      76000      20000     X         5            20000          0          0
TRINITY BIOTECH PLC           SPONSORED ADR   89643810       3800       1000     X         6             1000          0          0
TRINITY INDS INC              COM             89652210    1265873      45535     X         3            45535          0          0
TRINITY INDS INC              COM             89652210      34806       1252     X         5             1252          0          0
TRINITY INDS INC              COM             89652210     139000       5000     X  X      6                0          0       5000
TRIQUINT SEMICONDUCTOR INC    COM             89674K10       1460        200     X         13               0          0        200
TRIQUINT SEMICONDUCTOR INC    COM             89674K10     953127     130558     X         3           130558          0          0
TRIQUINT SEMICONDUCTOR INC    COM             89674K10    1933960     264926     X         5            36000          0     228926
TRITON PCS HLDGS INC          CL A            89677M10    1301679     237100     X         3           237100          0          0
TRITON PCS HLDGS INC          CL A            89677M10       4255        775     X  X      6              775          0          0
TRITON PCS HLDGS INC          CL A            89677M10   15169419    2763100     X         6          2763100          0          0
TRIZEC PROPERTIES INC         COM             89687P10     236207      13773     X         5            12473          0       1300
TRIZEC PROPERTIES INC         COM             89687P10      50610       2951     X  X      6             2651          0        300
TRIZEC PROPERTIES INC         COM             89687P10     712377      41538     X         6            41538          0          0
TRIPATH IMAGING INC           COM             89694210      62792       6855     X         5             2700          0       4155
TRIPATH IMAGING INC           COM             89694210      82440       9000     X         6             9000          0          0
TRUSTCO BK CORP N Y           COM             89834910    2751467     204418     X         5            13425          0     190993
TRUSTCO BK CORP N Y           COM             89834910      37648       2797     X  X      6                0       2797          0
TRUSTCO BK CORP N Y           COM             89834910      88930       6607     X         6             6607          0          0
TULARIK INC                   COM             89916510     715289      29136     X         5            29136          0          0
TUPPERWARE CORP               COM             89989610   23633282    1326967     X         3          1326967          0          0
TUPPERWARE CORP               COM             89989610      98722       5543     X         5             5141          0        402
TUPPERWARE CORP               COM             89989610     645274      36231     X  X      6            35261        746        224
TUPPERWARE CORP               COM             89989610      35531       1995     X         6             1820          0        175
TURKCELL ILETISIM HIZMETLERI  SPON ADR NEW    90011120   10787205     301740     X         3           301740          0          0
TURKCELL ILETISIM HIZMETLERI  SPON ADR NEW    90011120     391856      10961     X         5               80          0      10881
TURKCELL ILETISIM HIZMETLERI  SPON ADR NEW    90011120        787         22     X         6               22          0          0
TV AZTECA S A DE C V          SPONSORED ADR   90114510     471000      50000     X         3            50000          0          0
TV AZTECA S A DE C V          SPONSORED ADR   90114510     233446      24782     X         5            24394          0        388
TWEETER HOME ENTMT GROUP INC  COM             90116710    1814689     192234     X         3           192234          0          0
TWEETER HOME ENTMT GROUP INC  COM             90116710      30557       3237     X         5                0          0       3237
21ST CENTY INS GROUP          COM             90130N10     760118      52786     X         5                1          0      52785
21ST CENTY INS GROUP          COM             90130N10      14400       1000     X  X      6             1000          0          0
II VI INC                     COM             90210410    1096534      44848     X         3            44848          0          0
II VI INC                     COM             90210410      19829        810     X  X      6              810          0          0
II VI INC                     COM             90210410     101763       4157     X         6             2943          0       1214
TYCO INTL GROUP S A           DBCV  2.750% 1/ 902118BF    5187000    3800000     X         3          3800000          0          0
TYCO INTL GROUP S A           DBCV  2.750% 1/ 902118BF      13600      10000     X         5            10000          0          0
TYCO INTL LTD NEW             COM             90212410     143250       5000     X  X      1             5000          0          0
TYCO INTL LTD NEW             COM             90212410      57300       2000     X         1             2000          0          0
TYCO INTL LTD NEW             COM             90212410       4298        150     X         11               0        150          0
TYCO INTL LTD NEW             COM             90212410      17104        597     X         13               0          0        597
TYCO INTL LTD NEW             COM             90212410  124805112    4410299     X         3          4410299          0          0
TYCO INTL LTD NEW             COM             90212410      66984       2338     X         4             2338          0          0
TYCO INTL LTD NEW             COM             90212410   29142105    1017176     X         5           744441          0     272735
TYCO INTL LTD NEW             COM             90212410   20931575     730596     X  X      6           631318      11295      87983
TYCO INTL LTD NEW             COM             90212410   59080168    2062135     X         6          1519338       3383     539414
TYCO INTL LTD NEW             COM             90212410      16331        570     X  X      7              570          0          0
TYCO INTL LTD NEW             COM             90212410     242923       8479     X         7             8479          0          0
TYCO INTL LTD NEW             COM             90212410   14342190     500600     X         8           500600          0          0
TYLER TECHNOLOGIES INC        COM             90225210    3331103     343059     X         3           343059          0          0
TYLER TECHNOLOGIES INC        COM             90225210      33985       3500     X         5              500          0       3000
TYLER TECHNOLOGIES INC        COM             90225210     105392      10854     X         6             1566          0       9288
TYSON FOODS INC               CL A            90249410       4206        233     X  X      1              233          0          0
TYSON FOODS INC               CL A            90249410    6184833     342650     X         3           342650          0          0
TYSON FOODS INC               CL A            90249410    9606824     532234     X         5           492103          0      40131
TYSON FOODS INC               CL A            90249410    1118324      61957     X  X      6            61957          0          0
TYSON FOODS INC               CL A            90249410     289197      16022     X         6            16022          0          0
TYSON FOODS INC               CL A            90249410       8411        466     X  X      7              466          0          0
UCBH HOLDINGS INC             COM             90262T30    3121719      77965     X         3            77965          0          0
UCBH HOLDINGS INC             COM             90262T30    2038516      50912     X         5            40795          0      10117
UCBH HOLDINGS INC             COM             90262T30      64064       1600     X  X      6             1600          0          0
UCBH HOLDINGS INC             COM             90262T30     992552      24789     X         6            21459          0       3330
UCBH HOLDINGS INC             COM             90262T30       1602         40     X         7               40          0          0
UGI CORP NEW                  COM             90268110    7407000     225000     X         3           225000          0          0
UGI CORP NEW                  COM             90268110     464172      14100     X         5              300          0      13800
UGI CORP NEW                  COM             90268110     651586      19793     X  X      6            14893       1900       3000
UGI CORP NEW                  COM             90268110     346845      10536     X         6             9236          0       1300
UIL HLDG CORP                 COM             90274810      96292       1999     X         5                0          0       1999
UIL HLDG CORP                 COM             90274810     171678       3564     X  X      6             3564          0          0
UIL HLDG CORP                 COM             90274810      33719        700     X         6              700          0          0
UST INC                       COM             90291110       1805         50     X         11               0         50          0
UST INC                       COM             90291110     773009      21413     X         13               0          0      21413
UST INC                       COM             90291110    7669228     212444     X         3           212444          0          0
UST INC                       COM             90291110   12180670     337415     X         5            36643          0     300772
UST INC                       COM             90291110    1242057      34406     X  X      6            31306       2500        600
UST INC                       COM             90291110    3110845      86173     X         6            83543          0       2630
UST INC                       COM             90291110       7220        200     X         7              200          0          0
US BANCORP DEL                COM NEW         90297330     536410      19400     X  X      1            19400          0          0
US BANCORP DEL                COM NEW         90297330      34010       1230     X         1             1230          0          0
US BANCORP DEL                COM NEW         90297330     666863      24118     X         13               0          0      24118
US BANCORP DEL                COM NEW         90297330  114432798    4262046     X         3          4262046          0          0
US BANCORP DEL                COM NEW         90297330      12443        450     X  X      4              450          0          0
US BANCORP DEL                COM NEW         90297330      29779       1077     X         4             1077          0          0
US BANCORP DEL                COM NEW         90297330   12443059     450020     X         5           100134          0     349886
US BANCORP DEL                COM NEW         90297330   33933048    1227235     X  X      6          1026710      90556     109969
US BANCORP DEL                COM NEW         90297330   73065816    2642525     X         6          2062218       7282     573025
US BANCORP DEL                COM NEW         90297330      47973       1735     X  X      7             1735          0          0
US BANCORP DEL                COM NEW         90297330     206324       7462     X         7             7462          0          0
URS CORP NEW                  COM             90323610     403093      14006     X         5             7092          0       6914
URS CORP NEW                  COM             90323610      71950       2500     X         6             2500          0          0
US LEC CORP                   CL A            90331S10      20700       3600     X         5             3600          0          0
US LEC CORP                   CL A            90331S10       2875        500     X  X      6                0          0        500
US LEC CORP                   CL A            90331S10    3210996     558434     X         6           558434          0          0
USEC INC                      COM             90333E10     390390      46200     X         5            42700          0       3500
USEC INC                      COM             90333E10       4225        500     X         6              500          0          0
U S I HLDGS                   COM             90333H10    3515708     234659     X         3           234659          0          0
U S I HLDGS                   COM             90333H10      26367       1772     X  X      6             1772          0          0
U S I HLDGS                   COM             90333H10     519699      34926     X         6            32177         61       2688
US ONCOLOGY INC               COM             90338W10      20692       1400     X         3             1400          0          0
US ONCOLOGY INC               COM             90338W10      78417       5302     X         5             5152          0        150
US ONCOLOGY INC               COM             90338W10      90840       6142     X  X      6             6142          0          0
US ONCOLOGY INC               COM             90338W10    1040536      70354     X         6            70354          0          0
ULTRA PETROLEUM CORP          COM             90391410   18751148     574500     X         3           574500          0          0
ULTRA PETROLEUM CORP          COM             90391410     195005       6498     X         5             2475          0       4023
ULTRA PETROLEUM CORP          COM             90391410      85078       2835     X  X      6             2835          0          0
ULTRA PETROLEUM CORP          COM             90391410    2308759      76933     X         6            70841         92       6000
ULTRA PETROLEUM CORP          COM             90391410      13505        450     X  X      7              450          0          0
ULTRATECH INC                 COM             90403410    2064846      88582     X         3            88582          0          0
ULTRATECH INC                 COM             90403410     427050      18250     X         5            18250          0          0
ULTRATECH INC                 COM             90403410      56722       2424     X         6               25          0       2399
UNIBANCO-UNIAO DE BANCOS BRA  GDR REP PFD UT  90458E10     489400      20000     X         3            20000          0          0
UNIBANCO-UNIAO DE BANCOS BRA  GDR REP PFD UT  90458E10       1468         60     X         5               60          0          0
UNIBANCO-UNIAO DE BANCOS BRA  GDR REP PFD UT  90458E10      24470       1000     X  X      6             1000          0          0
UNIFI INC                     COM             90467710      15669       3537     X         5             3537          0          0
UNIFI INC                     COM             90467710    5595533    1263100     X         6          1263100          0          0
UNIFIRST CORP MASS            COM             90470810       1931         70     X         11               0         70          0
UNIFIRST CORP MASS            COM             90470810     189806       6882     X         5             6882          0          0
UNIFIRST CORP MASS            COM             90470810      63434       2300     X         6             2300          0          0
UNILEVER PLC                  SPON ADR NEW    90476770      10760        267     X         13               0          0        267
UNILEVER PLC                  SPON ADR NEW    90476770     201472      25500     X         3            25500          0          0
UNILEVER PLC                  SPON ADR NEW    90476770    3137476      77853     X         5            45455          0      32398
UNILEVER PLC                  SPON ADR NEW    90476770     446121      11070     X  X      6             3150          0       7920
UNILEVER PLC                  SPON ADR NEW    90476770     530348      13160     X         6            12177          0        983
UNILEVER N V                  N Y SHS NEW     90478470      74491       1500     X         3             1500          0          0
UNILEVER N V                  N Y SHS NEW     90478470    7656038     110254     X         5            73798          0      36456
UNILEVER N V                  N Y SHS NEW     90478470    2962033      42656     X  X      6            41789          0        867
UNILEVER N V                  N Y SHS NEW     90478470    2521714      36315     X         6            34306          0       2009
UNION FINL BANCSHARES INC     COM             90661110    1105026      64433     X         6            64433          0          0
UNION PAC CORP                COM             90781810      33200        555     X  X      1              555          0          0
UNION PAC CORP                COM             90781810      77766       1300     X         1             1300          0          0
UNION PAC CORP                COM             90781810     624760      10444     X         13               0          0      10444
UNION PAC CORP                COM             90781810    5829758      97455     X         3            97455          0          0
UNION PAC CORP                COM             90781810   15506199     259214     X         5            69334          0     189880
UNION PAC CORP                COM             90781810    9918814     165811     X  X      6           148853      10970       5988
UNION PAC CORP                COM             90781810    6755712     112934     X         6            82943          0      29991
UNION PAC CORP                COM             90781810      79860       1335     X         7             1335          0          0
UNION PLANTERS CORP           COM             90806810       7373        247     X         13               0          0        247
UNION PLANTERS CORP           COM             90806810    2142316      71495     X         3            71495          0          0
UNION PLANTERS CORP           COM             90806810    1349310      45203     X         5            36897          0       8306
UNION PLANTERS CORP           COM             90806810     264531       8862     X  X      6             8862          0          0
UNION PLANTERS CORP           COM             90806810    2214631      74192     X         6            74192          0          0
UNIONBANCAL CORP              COM             90890610      45226        900     X         3              900          0          0
UNIONBANCAL CORP              COM             90890610     292179       5577     X         5             5499          0         78
UNIONBANCAL CORP              COM             90890610      35625        680     X         6              680          0          0
UNISYS CORP                   COM             90921410   26600641    1862790     X         11               0    1862790          0
UNISYS CORP                   COM             90921410    9592404     668150     X         3           668150          0          0
UNISYS CORP                   COM             90921410    9024417     631962     X         5           621697          0      10265
UNISYS CORP                   COM             90921410     577355      40431     X  X      6            40431          0          0
UNISYS CORP                   COM             90921410    1204718      84364     X         6            47094          0      37270
UNISYS CORP                   COM             90921410    9410163     658975     X         8           658975          0          0
UNIT CORP                     COM             90921810   12282049     444900     X         3           444900          0          0
UNIT CORP                     COM             90921810     538666      19645     X         5            19645          0          0
UNIT CORP                     COM             90921810      51851       1891     X  X      6             1891          0          0
UNIT CORP                     COM             90921810    2454666      89521     X         6            84561         60       4900
UNITED AUTO GROUP INC         COM             90944010     267116       9763     X         5                0          0       9763
UNITED AUTO GROUP INC         COM             90944010    2906726     106240     X         6           106240          0          0
UNITED BANKSHARES INC WEST V  COM             90990710      77775          0     X         3                0          0          0
UNITED BANKSHARES INC WEST V  COM             90990710    1910673      62645     X  X      6            60280       2365          0
UNITED BANKSHARES INC WEST V  COM             90990710     537441      17621     X         6            17621          0          0
UNITED DEFENSE INDS INC       COM             91018B10      19074        600     X         3              600          0          0
UNITED DEFENSE INDS INC       COM             91018B10     999064      31427     X         5            26948          0       4479
UNITED DEFENSE INDS INC       COM             91018B10       5277        166     X  X      6              166          0          0
UNITED DEFENSE INDS INC       COM             91018B10    1832153      57633     X         6            57633          0          0
UNITED DEFENSE INDS INC       COM             91018B10       2893         91     X  X      7               91          0          0
UNITED DOMINION REALTY TR IN  COM             91019710       4905        250     X         11               0        250          0
UNITED DOMINION REALTY TR IN  COM             91019710    2584209     131713     X         3           131713          0          0
UNITED DOMINION REALTY TR IN  COM             91019710   11600325     591250     X         5            18172          0     573078
UNITED DOMINION REALTY TR IN  COM             91019710     712363      36308     X  X      6            36308          0          0
UNITED DOMINION REALTY TR IN  COM             91019710    1062031      54130     X         6            54130          0          0
UNITED MICROELECTRONICS CORP  SPONSORED ADR   91087320    1755629     337621     X         3           337621          0          0
UNITED MICROELECTRONICS CORP  SPONSORED ADR   91087320     231764      44570     X         5            44481          0         89
UNITED MICROELECTRONICS CORP  SPONSORED ADR   91087320       2761        531     X         6              531          0          0
UNITED NATL GROUP LTD         CL A            91103X10     150622       8881     X         3             8881          0          0
UNITED NATL GROUP LTD         CL A            91103X10      25440       1500     X         6             1500          0          0
UNITED NAT FOODS INC          COM             91116310   13330548     277200     X         3           277200          0          0
UNITED NAT FOODS INC          COM             91116310     141289       2921     X         5             2641          0        280
UNITED NAT FOODS INC          COM             91116310     355520       7350     X         6             6700          0        650
UNITED ONLINE INC             COM             91126810    2764499     165927     X         3           165927          0          0
UNITED ONLINE INC             COM             91126810     307402      18276     X         5            13356          0       4920
UNITED ONLINE INC             COM             91126810     116664       6936     X         6             2469          0       4467
UNITED ONLINE INC             COM             91126810       1884        112     X         7              112          0          0
UNITED PARCEL SERVICE INC     CL B            91131210      69840       1000     X  X      1             1000          0          0
UNITED PARCEL SERVICE INC     CL B            91131210      12362        177     X         1              177          0          0
UNITED PARCEL SERVICE INC     CL B            91131210       3492         50     X         11               0         50          0
UNITED PARCEL SERVICE INC     CL B            91131210       9987        143     X         13               0          0        143
UNITED PARCEL SERVICE INC     CL B            91131210   30851263     427100     X         3           427100          0          0
UNITED PARCEL SERVICE INC     CL B            91131210      11524        165     X         4              165          0          0
UNITED PARCEL SERVICE INC     CL B            91131210    6199400      88766     X         5            49624          0      39142
UNITED PARCEL SERVICE INC     CL B            91131210    7414145     106159     X  X      6            65559      39550       1050
UNITED PARCEL SERVICE INC     CL B            91131210   24708065     353781     X         6           223274          0     130507
UNITED PARCEL SERVICE INC     CL B            91131210      10127        145     X  X      7              145          0          0
UNITED PARCEL SERVICE INC     CL B            91131210     285296       4085     X         7             4085          0          0
UNITED PARCEL SERVICE INC     CL B            91131210    3226608      46200     X         8            46200          0          0
UNITED RENTALS INC            COM             91136310    1330582      74878     X         3            74878          0          0
UNITED RENTALS INC            COM             91136310     396324      22303     X         5            16555          0       5748
UNITED RENTALS INC            COM             91136310     124390       7000     X  X      6             7000          0          0
UNITED RENTALS INC            COM             91136310      22355       1258     X         6             1258          0          0
UNITED RETAIL GROUP INC       COM             91138010      59334      18600     X         5                0          0      18600
UNITED STATES STL CORP NEW    COM             91290910    1964912      52721     X         3            52721          0          0
UNITED STATES STL CORP NEW    COM             91290910     922842      24761     X         5            22356          0       2405
UNITED STATES STL CORP NEW    COM             91290910      85535       2295     X  X      6             1634        661          0
UNITED STATES STL CORP NEW    COM             91290910    4797320     128718     X         6            57303          0      71415
UNITED STATIONERS INC         COM             91300410   32987455     783550     X         11               0     783550          0
UNITED STATIONERS INC         COM             91300410    5178300     123000     X         3           123000          0          0
UNITED STATIONERS INC         COM             91300410     149581       3553     X         5             3553          0          0
UNITED STATIONERS INC         COM             91300410      56456       1341     X  X      6             1341          0          0
UNITED STATIONERS INC         COM             91300410     622070      14776     X         6            14776          0          0
UNITED STATIONERS INC         COM             91300410       2442         58     X  X      7               58          0          0
UNITED SURGICAL PARTNERS INT  COM             91301630    4975366     146593     X         3           146593          0          0
UNITED SURGICAL PARTNERS INT  COM             91301630     134589       3969     X         6                0          0       3969
UNITED TECHNOLOGIES CORP      COM             91301710     189860       2200     X  X      1             2200          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     287379       3330     X         1             3330          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     249442       2890     X         11               0       2890          0
UNITED TECHNOLOGIES CORP      COM             91301710     781533       9056     X         13               0          0       9056
UNITED TECHNOLOGIES CORP      COM             91301710   95440984    1122017     X         3          1122017          0          0
UNITED TECHNOLOGIES CORP      COM             91301710      15103        175     X  X      4              175          0          0
UNITED TECHNOLOGIES CORP      COM             91301710      31068        360     X         4              360          0          0
UNITED TECHNOLOGIES CORP      COM             91301710   24123477     279530     X         5            91351          0     188179
UNITED TECHNOLOGIES CORP      COM             91301710   96333238    1116260     X  X      6           948331      73036      94893
UNITED TECHNOLOGIES CORP      COM             91301710  139517413    1616656     X         6          1457021       7752     151883
UNITED TECHNOLOGIES CORP      COM             91301710     156635       1815     X  X      7             1815          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     286948       3325     X         7             3325          0          0
UNITED UTILS PLC              SPONSORED ADR   91311Q10     123559      15300     X         3            15300          0          0
UNITEDGLOBALCOM               CL A            91324750       1800        212     X         3              212          0          0
UNITEDGLOBALCOM               CL A            91324750     120821      14231     X         5            12231          0       2000
UNITEDHEALTH GROUP INC        COM             91324P10      12501        194     X         1              194          0          0
UNITEDHEALTH GROUP INC        COM             91324P10     837591      12998     X         13               0          0      12998
UNITEDHEALTH GROUP INC        COM             91324P10   23469391     363279     X         3           363279          0          0
UNITEDHEALTH GROUP INC        COM             91324P10       2706         42     X         4               42          0          0
UNITEDHEALTH GROUP INC        COM             91324P10   44752746     694487     X         5           414355          0     280132
UNITEDHEALTH GROUP INC        COM             91324P10    2195535      34071     X  X      6            28398       3828       1845
UNITEDHEALTH GROUP INC        COM             91324P10   13639628     211664     X         6            85099        240     126325
UNITEDHEALTH GROUP INC        COM             91324P10       4511         70     X  X      7               70          0          0
UNITEDHEALTH GROUP INC        COM             91324P10      48523        753     X         7              753          0          0
UNITRIN INC                   COM             91327510    2828311      65928     X         3            65928          0          0
UNITRIN INC                   COM             91327510      55770       1300     X         5              200          0       1100
UNITRIN INC                   COM             91327510    1440987      33589     X  X      6            33589          0          0
UNIVERSAL CORP VA             COM             91345610   26918134     524876     X         3           524876          0          0
UNIVERSAL CORP VA             COM             91345610     182800       3597     X         5               34          0       3563
UNIVERSAL CORP VA             COM             91345610    1038507      20435     X  X      6            19735        700          0
UNIVERSAL CORP VA             COM             91345610    1278530      25158     X         6            25158          0          0
UNIVERSAL DISPLAY CORP        COM             91347P10      10585        825     X         13               0          0        825
UNIVERSAL DISPLAY CORP        COM             91347P10    7869922     613400     X         5           613400          0          0
UNIVERSAL DISPLAY CORP        COM             91347P10      19245       1500     X         6             1500          0          0
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10      16850        500     X         11               0        500          0
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10     243146       7215     X         5             1500          0       5715
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10      77510       2300     X  X      6             2300          0          0
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10      38250       1135     X         6             1135          0          0
UNIVERSAL HLTH SVCS INC       CL B            91390310      41463        900     X         13               0          0        900
UNIVERSAL HLTH SVCS INC       CL B            91390310    2595814      56345     X         3            56345          0          0
UNIVERSAL HLTH SVCS INC       CL B            91390310     142679       3097     X         5             2983          0        114
UNIVERSAL HLTH SVCS INC       CL B            91390310      84032       1824     X  X      6             1824          0          0
UNIVERSAL HLTH SVCS INC       CL B            91390310      10366        225     X         6              225          0          0
UNIVERSAL HLTH SVCS INC       CL B            91390310       4607        100     X         8              100          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610       3169         96     X         13               0          0         96
UNIVISION COMMUNICATIONS INC  CL A            91490610    4008239     121425     X         3           121425          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610       3730        113     X         4              113          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610    2929869      88757     X         5            75203          0      13554
UNIVISION COMMUNICATIONS INC  CL A            91490610      57999       1757     X  X      6             1757          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610    1853644      56154     X         6            35557          0      20597
UNOCAL CORP                   COM             91528910     106248       2850     X         11               0       2850          0
UNOCAL CORP                   COM             91528910    3793930     101797     X         3           101797          0          0
UNOCAL CORP                   COM             91528910     799952      21458     X         5            19823          0       1635
UNOCAL CORP                   COM             91528910    1207089      32379     X  X      6            22404       6440       3535
UNOCAL CORP                   COM             91528910     584401      15676     X         6            15676          0          0
UNOCAL CORP                   COM             91528910    5515576     147950     X         8           147950          0          0
UNIZAN FINANCIAL CORP         COM             91528W10     326595      13111     X         13               0          0      13111
UNOVA INC                     COM             91529B10      12966        600     X         3              600          0          0
UNOVA INC                     COM             91529B10     130741       6050     X         5             4400          0       1650
UNOVA INC                     COM             91529B10      73560       3404     X         6             3404          0          0
UNUMPROVIDENT CORP            COM             91529Y10       2195        150     X         13               0          0        150
UNUMPROVIDENT CORP            COM             91529Y10    1636673     111871     X         3           111871          0          0
UNUMPROVIDENT CORP            COM             91529Y10     527821      36078     X         5            34573          0       1505
UNUMPROVIDENT CORP            COM             91529Y10     475548      32505     X  X      6            30112       1393       1000
UNUMPROVIDENT CORP            COM             91529Y10    1995444     136394     X         6            36107          0     100287
UNUMPROVIDENT CORP            COM             91529Y10       1463        100     X  X      7              100          0          0
UNUMPROVIDENT CORP            COM             91529Y10    3648722     249400     X         8           249400          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610     609840      33000     X         3            33000          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610       5433        294     X  X      4              294          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610       1312         71     X  X      6               71          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610       8076        437     X         6              437          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610       3862        209     X  X      7              209          0          0
URBAN OUTFITTERS INC          COM             91704710    2249256      46801     X         5            46197          0        604
URBAN OUTFITTERS INC          COM             91704710      22060        459     X         6              459          0          0
USF CORP                      COM             91729Q10   17069552     498818     X         3           498818          0          0
USF CORP                      COM             91729Q10     260035       7579     X         5             6604          0        975
USF CORP                      COM             91729Q10      96068       2800     X         6             2800          0          0
USF CORP                      COM             91729Q10       3431        100     X  X      7              100          0          0
UTILITIES HOLDRS TR           DEPOSITRY RCPT  91801910    2522052      30600     X         5            24000          0       6600
UTSTARCOM INC                 COM             91807610     211025       7340     X         13               0          0       7340
UTSTARCOM INC                 COM             91807610    8085971     255725     X         3           255725          0          0
UTSTARCOM INC                 COM             91807610    3568048     124106     X         5            73363          0      50743
UTSTARCOM INC                 COM             91807610     325623      11326     X  X      6             1811        500       9015
UTSTARCOM INC                 COM             91807610     658001      22887     X         6            10276          0      12611
VCA ANTECH INC                COM             91819410   10555138     296243     X         3           296243          0          0
VCA ANTECH INC                COM             91819410     308663       8663     X         5             8663          0          0
VCA ANTECH INC                COM             91819410       1425         40     X  X      6               40          0          0
VCA ANTECH INC                COM             91819410    1043425      29285     X         6            24225          0       5060
V F CORP                      COM             91820410    1900036      40686     X         3            40686          0          0
V F CORP                      COM             91820410    3523889      75458     X         5            43417          0      32041
V F CORP                      COM             91820410    2024772      43357     X  X      6            13757      17600      12000
V F CORP                      COM             91820410    3562416      76283     X         6            75212          0       1071
VALASSIS COMMUNICATIONS INC   COM             91886610   65681389    2160572     X         11               0    2160572          0
VALASSIS COMMUNICATIONS INC   COM             91886610        973         32     X         13               0          0         32
VALASSIS COMMUNICATIONS INC   COM             91886610   17252426     566190     X         3           566190          0          0
VALASSIS COMMUNICATIONS INC   COM             91886610    3230973     106282     X         5              386          0     105896
VALASSIS COMMUNICATIONS INC   COM             91886610     109136       3590     X  X      6             3590          0          0
VALASSIS COMMUNICATIONS INC   COM             91886610    1289051      42403     X         6            40503          0       1900
VALENCE TECHNOLOGY INC        COM             91891410     165502      37025     X         5            27125          0       9900
VALENCE TECHNOLOGY INC        COM             91891410       1788        400     X         6              400          0          0
VALEANT PHARMACEUTICALS INTL  COM             91911X10       4655        195     X         13               0          0        195
VALEANT PHARMACEUTICALS INTL  COM             91911X10   32926648    1371749     X         3          1371749          0          0
VALEANT PHARMACEUTICALS INTL  COM             91911X10       1050         44     X         4               44          0          0
VALEANT PHARMACEUTICALS INTL  COM             91911X10      79583       3334     X         5             2893          0        441
VALEANT PHARMACEUTICALS INTL  COM             91911X10      15611        654     X  X      6              654          0          0
VALEANT PHARMACEUTICALS INTL  COM             91911X10     249036      10433     X         6            10168          0        265
VALERO L P                    COM UT LTD PRT  91913W10     100210       1832     X         5             1832          0          0
VALERO L P                    COM UT LTD PRT  91913W10     465825       8516     X         6             8516          0          0
VALERO ENERGY CORP NEW        COM             91913Y10    7492411     125056     X         3           125056          0          0
VALERO ENERGY CORP NEW        COM             91913Y10    1483111      24735     X         5            21916          0       2819
VALERO ENERGY CORP NEW        COM             91913Y10    4093409      68269     X  X      6            68169          0        100
VALERO ENERGY CORP NEW        COM             91913Y10     839740      14005     X         6            14005          0          0
VALERO ENERGY CORP NEW        COM             91913Y10       5996        100     X  X      7              100          0          0
VALLEY NATL BANCORP           COM             91979410     439241      15704     X         5            14259          0       1445
VALLEY NATL BANCORP           COM             91979410    2283862      81654     X  X      6            78924          0       2730
VALLEY NATL BANCORP           COM             91979410     362659      12966     X         6            12126          0        840
VALSPAR CORP                  COM             92035510       2462         50     X         1               50          0          0
VALSPAR CORP                  COM             92035510    2427137      49302     X         3            49302          0          0
VALSPAR CORP                  COM             92035510     401028       8146     X         5              407          0       7739
VALSPAR CORP                  COM             92035510     197215       4006     X  X      6             4006          0          0
VALSPAR CORP                  COM             92035510    1165225      23669     X         6            21369          0       2300
VALSPAR CORP                  COM             92035510      15606        317     X  X      7              317          0          0
VALUECLICK INC                COM             92046N10    2286306     211695     X         3           211695          0          0
VALUECLICK INC                COM             92046N10      20563       1904     X         5             1288          0        616
VALUECLICK INC                COM             92046N10     541080      50100     X         6            44376          0       5724
VALUECLICK INC                COM             92046N10       2106        195     X         7              195          0          0
VALUEVISION MEDIA INC         CL A            92047K10      23578       1536     X         5              186          0       1350
VALUEVISION MEDIA INC         CL A            92047K10    1370955      89313     X         6            89313          0          0
VAN KAMPEN MUN INCOME TR      COM             92090910     228210      23145     X         5            16945          0       6200
VAN KAMPEN MUN INCOME TR      COM             92090910      43384       4400     X  X      6             4400          0          0
VAN KAMPEN MUN INCOME TR      COM             92090910      26385       2676     X         6             2676          0          0
VAN KAMPEN MUN INCOME TR      COM             92090910    5300736     537600     X         9           537600          0          0
VAN KAMPEN HIGH INCOME TR     SH BEN INT      92091110     841401     192101     X         5           190267          0       1834
VAN KAMPEN HIGH INCOME TR     SH BEN INT      92091110      10950       2500     X         6             2500          0          0
VAN KAMPEN MUN TR             SH BEN INT      92091910     359538      23377     X         5            22907          0        470
VAN KAMPEN MUN TR             SH BEN INT      92091910     139773       9088     X  X      6             9088          0          0
VAN KAMPEN MUN TR             SH BEN INT      92091910     130376       8477     X         6             8477          0          0
VAN KAMPEN MUN TR             SH BEN INT      92091910   13300624     864800     X         9           864800          0          0
VAN KAMPEN PA QUALITY MUN TR  COM             92092410     107456       6400     X         5             4900          0       1500
VAN KAMPEN PA QUALITY MUN TR  COM             92092410     116019       6910     X         6             6910          0          0
VAN KAMPEN TR INSD MUNS       COM             92092810     267818      16037     X         5            14837          0       1200
VAN KAMPEN TR INVT GRADE MUN  COM             92092910     435733      26683     X         5            25176          0       1507
VAN KAMPEN TR INVT GRADE MUN  COM             92092910      50623       3100     X  X      6             3100          0          0
VAN KAMPEN TR INVT GRADE MUN  COM             92092910     125300       7673     X         6             4573          0       3100
VAN KAMPEN TR INVT GRADE MUN  COM             92092910   13993177     856900     X         9           856900          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310     154724       8668     X         3             8668          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310     104940       5879     X         5             5879          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310      23205       1300     X  X      6             1300          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310      74381       4167     X         6             4167          0          0
VAN KAMPEN TR INVT GRADE PA   COM             92093410     318021      19009     X         5            17109          0       1900
VAN KAMPEN TR INVT GRADE PA   COM             92093410      96532       5770     X         6             5770          0          0
VAN KAMPEN MUN OPPORTUNITY T  COM             92093510     197036      11350     X         5             9350          0       2000
VAN KAMPEN MUN OPPORTUNITY T  COM             92093510      20832       1200     X  X      6             1200          0          0
VAN KAMPEN MUN OPPORTUNITY T  COM             92093510      23436       1350     X         6             1350          0          0
VAN KAMPEN BD FD              COM             92095510      28102       1550     X         13               0          0       1550
VAN KAMPEN BD FD              COM             92095510     145983       8052     X         5             2327          0       5725
VAN KAMPEN BD FD              COM             92095510       7742        427     X  X      6              427          0          0
VAN KAMPEN BD FD              COM             92095510      90233       4977     X         6             4552        425          0
VAN KAMPEN BD FD              COM             92095510     748769      41300     X         9            41300          0          0
VAN KAMPEN INCOME TR          SH BEN INT      92095710     541054      92330     X         5            92330          0          0
VAN KAMPEN INCOME TR          SH BEN INT      92095710       2930        500     X  X      6              500          0          0
VAN KAMPEN INCOME TR          SH BEN INT      92095710      28415       4849     X         6             4849          0          0
VAN KAMPEN SENIOR INCOME TR   COM             92096110    1619087     185038     X         13               0          0     185038
VAN KAMPEN SENIOR INCOME TR   COM             92096110   22523200    2574080     X         5           711567          0    1862513
VAN KAMPEN SENIOR INCOME TR   COM             92096110      17500       2000     X  X      6             2000          0          0
VAN KAMPEN SENIOR INCOME TR   COM             92096110     212625      24300     X         6            24300          0          0
VAN KAMPEN VALUE MUN INCOME   COM             92113210     145749       9477     X         5             4736          0       4741
VAN KAMPEN VALUE MUN INCOME   COM             92113210       4614        300     X  X      6              300          0          0
VAN KAMPEN VALUE MUN INCOME   COM             92113210     113089       7353     X         6             7353          0          0
VANS INC                      COM             92193010    4568079     308654     X         3           308654          0          0
VANS INC                      COM             92193010      12195        824     X         6              824          0          0
VARCO INTL INC DEL            COM             92212210       9924        551     X         13               0          0        551
VARCO INTL INC DEL            COM             92212210    1708176      94846     X         3            94846          0          0
VARCO INTL INC DEL            COM             92212210      55651       3090     X         5             1600          0       1490
VARCO INTL INC DEL            COM             92212210      27015       1500     X  X      6                0          0       1500
VARCO INTL INC DEL            COM             92212210      16209        900     X         6              900          0          0
VARIAN INC                    COM             92220610      48204       1200     X         11               0       1200          0
VARIAN INC                    COM             92220610       1968         49     X         13               0          0         49
VARIAN INC                    COM             92220610    1359072      33833     X         3            33833          0          0
VARIAN INC                    COM             92220610      39487        983     X         5              583          0        400
VARIAN INC                    COM             92220610     991034      24671     X  X      6            23621          0       1050
VARIAN INC                    COM             92220610     435644      10845     X         6            10845          0          0
VARIAN SEMICONDUCTOR EQUIPMN  COM             92220710    7324800     174400     X         3           174400          0          0
VARIAN SEMICONDUCTOR EQUIPMN  COM             92220710      19302        460     X         5                0          0        460
VARIAN SEMICONDUCTOR EQUIPMN  COM             92220710    1001795      23875     X  X      6            22825          0       1050
VARIAN SEMICONDUCTOR EQUIPMN  COM             92220710     777854      18538     X         6            18538          0          0
VARIAN MED SYS INC            COM             92220P10     163989       1900     X  X      1             1900          0          0
VARIAN MED SYS INC            COM             92220P10   24927191     288810     X         3           288810          0          0
VARIAN MED SYS INC            COM             92220P10    1898906      22001     X         5            15836          0       6165
VARIAN MED SYS INC            COM             92220P10    3255700      37721     X  X      6            35196          0       2525
VARIAN MED SYS INC            COM             92220P10    7361466      85291     X         6            44886          0      40405
VASCULAR SOLUTIONS INC        COM             92231M10      96990      10600     X         5              500          0      10100
VAXGEN INC                    COM NEW         92239020     603141      53187     X         13               0          0      53187
VAXGEN INC                    COM NEW         92239020     228671      20165     X         5             5825          0      14340
VAXGEN INC                    COM NEW         92239020       7088        625     X  X      6              625          0          0
VAXGEN INC                    COM NEW         92239020      28067       2475     X         6             2475          0          0
VECTREN CORP                  COM             92240G10    4185463     169658     X         3           169658          0          0
VECTREN CORP                  COM             92240G10     440335      17849     X         5             3781          0      14068
VECTREN CORP                  COM             92240G10     686220      27816     X  X      6            19922       5763       2131
VECTREN CORP                  COM             92240G10     255655      10363     X         6            10363          0          0
VELCRO INDS N V               COM             92257110    5181488     398576     X         3           398576          0          0
VELCRO INDS N V               COM             92257110     141960      10920     X         6            10920          0          0
VENTAS INC                    COM             92276F10     776970      28274     X         5            20880          0       7394
VENTAS INC                    COM             92276F10      10140        369     X  X      6                0        369          0
VENTAS INC                    COM             92276F10      27480       1000     X         6             1000          0          0
VENTIV HEALTH INC             COM             92279310    2210925     158945     X         3           158945          0          0
VENTIV HEALTH INC             COM             92279310       9744        700     X         5              100          0        600
VENTIV HEALTH INC             COM             92279310      59981       4309     X         6               32          0       4277
VANGUARD INDEX TR             EXT MKT VIPERS  92290865     646099       8662     X         5              100          0       8562
VANGUARD INDEX TR             STK MRK VIPERS  92290876      10928        100     X         13               0          0        100
VANGUARD INDEX TR             STK MRK VIPERS  92290876     304563       2787     X         5              342          0       2445
VANGUARD INDEX TR             STK MRK VIPERS  92290876      50815        465     X  X      6              465          0          0
VANGUARD INDEX TR             STK MRK VIPERS  92290876    2582833      23635     X         6              375          0      23260
VERITAS SOFTWARE CO           COM             92343610      12110        450     X         11               0        450          0
VERITAS SOFTWARE CO           COM             92343610      17222        640     X         13               0          0        640
VERITAS SOFTWARE CO           COM             92343610   11699029     423616     X         3           423616          0          0
VERITAS SOFTWARE CO           COM             92343610    1553810      57741     X         5            16326          0      41415
VERITAS SOFTWARE CO           COM             92343610    5158351     191689     X  X      6           186658        300       4731
VERITAS SOFTWARE CO           COM             92343610    7298315     271212     X         6           207073         85      64054
VERITAS SOFTWARE CO           COM             92343610       3444        128     X         7              128          0          0
VERISIGN INC                  COM             92343E10       2571        155     X         13               0          0        155
VERISIGN INC                  COM             92343E10     582110      35088     X         3            35088          0          0
VERISIGN INC                  COM             92343E10    1540166      92837     X         5            75263          0      17574
VERISIGN INC                  COM             92343E10       3102        187     X  X      6              187          0          0
VERISIGN INC                  COM             92343E10     369111      22249     X         6            21859          0        390
VERIZON COMMUNICATIONS        COM             92343V10    1891749      51772     X  X      1            51528        244          0
VERIZON COMMUNICATIONS        COM             92343V10    2067433      56580     X         1            56180          0        400
VERIZON COMMUNICATIONS        COM             92343V10     248545       6802     X         11               0       6802          0
VERIZON COMMUNICATIONS        COM             92343V10     259726       7108     X         13               0          0       7108
VERIZON COMMUNICATIONS        COM             92343V10  141579949    3916793     X         3          3916793          0          0
VERIZON COMMUNICATIONS        COM             92343V10      23203        635     X  X      4              635          0          0
VERIZON COMMUNICATIONS        COM             92343V10      17064        467     X         4              467          0          0
VERIZON COMMUNICATIONS        COM             92343V10   27133487     742569     X         5           293264          0     449305
VERIZON COMMUNICATIONS        COM             92343V10  165748062    4536072     X  X      6          4020250     266946     248876
VERIZON COMMUNICATIONS        COM             92343V10  199765592    5467039     X         6          4862967      19644     584428
VERIZON COMMUNICATIONS        COM             92343V10      29670        812     X  X      7              812          0          0
VERIZON COMMUNICATIONS        COM             92343V10     248837       6810     X         7             6810          0          0
VERIZON COMMUNICATIONS        COM             92343V10    2894662      79219     X         8            79219          0          0
VERIZON GLOBAL FDG CORP       NOTE         5/ 92344GAN     158925     260000     X         3           260000          0          0
VERTEX PHARMACEUTICALS INC    COM             92532F10      28260       3000     X         11               0       3000          0
VERTEX PHARMACEUTICALS INC    COM             92532F10     711332      75513     X         3            75513          0          0
VERTEX PHARMACEUTICALS INC    COM             92532F10      56482       5996     X         5             4820          0       1176
VERTEX PHARMACEUTICALS INC    COM             92532F10      14130       1500     X         6             1500          0          0
VESTA INS GROUP INC           COM             92539110     169185      38804     X         5             2500          0      36304
VESTA INS GROUP INC           COM             92539110       8720       2000     X         6             2000          0          0
VESTAUR SECS INC              COM             92546410    1209246      91195     X         5            91195          0          0
VESTAUR SECS INC              COM             92546410       2851        215     X         6              215          0          0
VIACOM INC                    CL A            92552410     350206       8857     X         3             8857          0          0
VIACOM INC                    CL A            92552410    2219538      56134     X         5            33766          0      22368
VIACOM INC                    CL A            92552410     326798       8265     X  X      6             7225          0       1040
VIACOM INC                    CL A            92552410    1424903      36037     X         6            34112          0       1925
VIACOM INC                    CL B            92552430     177229       4520     X         1             4520          0          0
VIACOM INC                    CL B            92552430      47170       1203     X         11               0       1203          0
VIACOM INC                    CL B            92552430     362379       9242     X         13               0          0       9242
VIACOM INC                    CL B            92552430   58628478    1518662     X         3          1518662          0          0
VIACOM INC                    CL B            92552430       9803        250     X  X      4              250          0          0
VIACOM INC                    CL B            92552430       9410        240     X         4              240          0          0
VIACOM INC                    CL B            92552430   14122933     360187     X         5            95222          0     264965
VIACOM INC                    CL B            92552430   17830787     454751     X  X      6           287806     129349      37596
VIACOM INC                    CL B            92552430   50804358    1295699     X         6          1013168       3477     279054
VIACOM INC                    CL B            92552430      44503       1135     X  X      7             1135          0          0
VIACOM INC                    CL B            92552430     177739       4533     X         7             4533          0          0
VIAD CORP                     COM             92552R10   26678121    1103770     X         3          1103770          0          0
VIAD CORP                     COM             92552R10    1662799      68796     X         5              668          0      68128
VIAD CORP                     COM             92552R10     148887       6160     X  X      6             5608        300        252
VIAD CORP                     COM             92552R10     583512      24142     X         6            19982          0       4160
VIAD CORP                     COM             92552R10      12955        536     X         7              536          0          0
VIASAT INC                    COM             92552V10    5528336     222200     X         3           222200          0          0
VIASAT INC                    COM             92552V10      12440        500     X         5              500          0          0
VIASAT INC                    COM             92552V10      17416        700     X  X      6              700          0          0
VIASAT INC                    COM             92552V10     739832      29736     X         6            27236          0       2500
VIASYS HEALTHCARE INC         COM NEW         92553Q20       3959        175     X         11               0        175          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20   15033433     664416     X         3           664416          0          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20       7148        316     X         5               90          0        226
VIASYS HEALTHCARE INC         COM NEW         92553Q20      25742       1138     X  X      6             1138          0          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20       5384        238     X         6              238          0          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20      16716        739     X  X      7              739          0          0
VICAL INC                     COM             92560210     492880      80800     X         3            80800          0          0
VICAL INC                     COM             92560210      24198       3941     X         5             1100          0       2841
VIA NET WRKS INC              COM             92591210      35938      30200     X         5                0          0      30200
VIGNETTE CORP                 COM             92673410      31050      15000     X         5            10900          0       4100
VIGNETTE CORP                 COM             92673410        776        375     X  X      6              375          0          0
VILLAGE SUPER MKT INC         CL A NEW        92710740       5502        168     X         5              168          0          0
VILLAGE SUPER MKT INC         CL A NEW        92710740     242154       7394     X  X      6             7394          0          0
VINTAGE PETE INC              COM             92746010   44120062    3009554     X         11               0    3009554          0
VINTAGE PETE INC              COM             92746010      16126       1100     X         5             1000          0        100
VINTAGE PETE INC              COM             92746010      11186        763     X         6              763          0          0
VINTAGE PETE INC              COM             92746010       2932        200     X  X      7              200          0          0
VIRAGEN INC                   COM             92763810        420       2000     X         5                0          0       2000
VIRAGEN INC                   COM             92763810       2100      10000     X  X      6            10000          0          0
VIROPHARMA INC                COM             92824110        115         50     X         13               0          0         50
VIROPHARMA INC                COM             92824110     117714      51180     X         5            51000          0        180
VIROPHARMA INC                COM             92824110       5750       2500     X         6             2500          0          0
VISHAY INTERTECHNOLOGY INC    COM             92829810   11513997     539550     X         11               0     539550          0
VISHAY INTERTECHNOLOGY INC    COM             92829810     507038      23760     X         13               0          0      23760
VISHAY INTERTECHNOLOGY INC    COM             92829810    3625112     170230     X         3           170230          0          0
VISHAY INTERTECHNOLOGY INC    COM             92829810    5072027     237677     X         5            21059          0     216618
VISHAY INTERTECHNOLOGY INC    COM             92829810     123751       5799     X  X      6             2700       3099          0
VISHAY INTERTECHNOLOGY INC    COM             92829810     409451      19187     X         6            18362          0        825
VISTEON CORP                  COM             92839U10        373         39     X  X      1               39          0          0
VISTEON CORP                  COM             92839U10        373         39     X         1               39          0          0
VISTEON CORP                  COM             92839U10        124         13     X         11               0         13          0
VISTEON CORP                  COM             92839U10        172         18     X         13               0          0         18
VISTEON CORP                  COM             92839U10     471083      49225     X         3            49225          0          0
VISTEON CORP                  COM             92839U10     106320      11110     X         5             5917          0       5193
VISTEON CORP                  COM             92839U10     457293      47784     X  X      6            45122        666       1996
VISTEON CORP                  COM             92839U10      38845       4059     X         6             3981         78          0
VISTEON CORP                  COM             92839U10        345         36     X         7               36          0          0
VISX INC DEL                  COM             92844S10    6156011     315401     X         3           315401          0          0
VISX INC DEL                  COM             92844S10     208786      10696     X         5             9046          0       1650
VISX INC DEL                  COM             92844S10      12688        650     X  X      6              650          0          0
VISX INC DEL                  COM             92844S10     213002      10912     X         6             3672          0       7240
VITAL SIGNS INC               COM             92846910   12271515     365115     X         11               0     365115          0
VITESSE SEMICONDUCTOR CORP    COM             92849710       1278        180     X         13               0          0        180
VITESSE SEMICONDUCTOR CORP    COM             92849710    3845155     542335     X         3           542335          0          0
VITESSE SEMICONDUCTOR CORP    COM             92849710     726316     102298     X         5            91993          0      10305
VITESSE SEMICONDUCTOR CORP    COM             92849710      59640       8400     X  X      6             8400          0          0
VITESSE SEMICONDUCTOR CORP    COM             92849710     105236      14822     X         6               75          0      14747
VITESSE SEMICONDUCTOR CORP    SDCV  4.000% 3/ 928497AB      19800      20000     X         5            20000          0          0
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20    2704134      99000     X         3            99000          0          0
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20     210250       7922     X         5             2484          0       5438
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20    3699756     139403     X  X      6           138843        560          0
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20     481542      18144     X         6            18144          0          0
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20       8944        337     X         7              337          0          0
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10     448125      18750     X  X      1            18750          0          0
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10      42901       1795     X         11               0       1795          0
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10       9202        385     X         13               0          0        385
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10   12182076    2834394     X         3          2834394          0          0
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10    7019050     293684     X         5           171722          0     121962
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10    9801151     410090     X  X      6           338224      26431      45435
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10    8545110     357536     X         6           340334          0      17202
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10       7576        317     X         7              317          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640      16822        509     X         13               0          0        509
VOLVO AKTIEBOLAGET            ADR B           92885640    7865900     238000     X         3           238000          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640       8593        260     X  X      4              260          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640     966514      29244     X         5            29244          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640     140330       4246     X  X      6              246       4000          0
VOLVO AKTIEBOLAGET            ADR B           92885640     655315      19828     X         6            19828          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640       6147        186     X  X      7              186          0          0
VORNADO RLTY TR               SH BEN INT      92904210     493214       8155     X         13               0          0       8155
VORNADO RLTY TR               SH BEN INT      92904210    9005303     148897     X         5            16105          0     132792
VORNADO RLTY TR               SH BEN INT      92904210     686025      11343     X  X      6            10793        550          0
VORNADO RLTY TR               SH BEN INT      92904210      93442       1545     X         6             1545          0          0
VOTORANTIM CELULOSE E PAPEL   SPONSORED ADR   92906P10    1363768      39200     X         3            39200          0          0
VOTORANTIM CELULOSE E PAPEL   SPONSORED ADR   92906P10     106840       3071     X         5             3071          0          0
VULCAN INTL CORP              COM             92913610    1023659      22952     X         5                0          0      22952
VULCAN MATLS CO               COM             92916010    1873453      39491     X         3            39491          0          0
VULCAN MATLS CO               COM             92916010       8065        170     X         4              170          0          0
VULCAN MATLS CO               COM             92916010    2534292      53421     X         5            34429          0      18992
VULCAN MATLS CO               COM             92916010    1366177      28798     X  X      6            26873       1925          0
VULCAN MATLS CO               COM             92916010    7165338     151040     X         6           122507          0      28533
VULCAN MATLS CO               COM             92916010       1186         25     X  X      7               25          0          0
VULCAN MATLS CO               COM             92916010      15181        320     X         7              320          0          0
WD-40 CO                      COM             92923610     231630       6618     X         5             3400          0       3218
WD-40 CO                      COM             92923610     169750       4850     X  X      6             4250          0        600
WCI CMNTYS INC                COM             92923C10   55343833    2211100     X         11               0    2211100          0
WCI CMNTYS INC                COM             92923C10   10760347     429898     X         3           429898          0          0
WCI CMNTYS INC                COM             92923C10      36669       1465     X         5             1200          0        265
WCI CMNTYS INC                COM             92923C10     399679      15968     X         6            14561          0       1407
WGL HLDGS INC                 COM             92924F10       1595         53     X         13               0          0         53
WGL HLDGS INC                 COM             92924F10    1422887      47272     X         3            47272          0          0
WGL HLDGS INC                 COM             92924F10     286251       9510     X         5             3724          0       5786
WGL HLDGS INC                 COM             92924F10    2257982      75016     X  X      6            59516       2400      13100
WGL HLDGS INC                 COM             92924F10     390457      12972     X         6            12972          0          0
W-H ENERGY SVCS INC           COM             92925E10       5788        400     X         5                0          0        400
W-H ENERGY SVCS INC           COM             92925E10      27493       1900     X  X      6             1900          0          0
W-H ENERGY SVCS INC           COM             92925E10     296635      20500     X         6            20500          0          0
WMS INDS INC                  COM             92929710       3410        110     X         1              110          0          0
WMS INDS INC                  COM             92929710     182900       5900     X         3             5900          0          0
WMS INDS INC                  COM             92929710    4009726     129346     X         5           127146          0       2200
WMS INDS INC                  COM             92929710     111600       3600     X  X      6             3600          0          0
WMS INDS INC                  COM             92929710     758570      24470     X         6            18430          0       6040
WPP GROUP PLC                 SPON ADR NEW    92930930      32277        634     X         5              584          0         50
WPP GROUP PLC                 SPON ADR NEW    92930930     830189      16307     X         6            15258          0       1049
W P CAREY & CO LLC            COM             92930Y10     599372      19366     X         13               0          0      19366
W P CAREY & CO LLC            COM             92930Y10      41783       1350     X         5                0          0       1350
W P CAREY & CO LLC            COM             92930Y10     327296      10133     X  X      6             7383       1750       1000
W P CAREY & CO LLC            COM             92930Y10      47255       1463     X         6             1463          0          0
WPS RESOURCES CORP            COM             92931B10    1681078      35169     X         3            35169          0          0
WPS RESOURCES CORP            COM             92931B10    1514237      31679     X         5             3307          0      28372
WPS RESOURCES CORP            COM             92931B10     774073      16194     X  X      6             4738      11456          0
WPS RESOURCES CORP            COM             92931B10     298272       6240     X         6             5990          0        250
WPS RESOURCES CORP            COM             92931B10       4780        100     X  X      7              100          0          0
WABTEC CORP                   COM             92974010     210752      14800     X         6            14800          0          0
WACHOVIA CORP 2ND NEW         COM             92990310    6426733     136739     X  X      1           136739          0          0
WACHOVIA CORP 2ND NEW         COM             92990310    2291250      48750     X         1            48750          0          0
WACHOVIA CORP 2ND NEW         COM             92990310      47000       1000     X         11               0       1000          0
WACHOVIA CORP 2ND NEW         COM             92990310   26196663     496257     X         3           496257          0          0
WACHOVIA CORP 2ND NEW         COM             92990310    5164355     109880     X         5            51883          0      57997
WACHOVIA CORP 2ND NEW         COM             92990310  332681506    7078330     X  X      6          5301873    1144334     632123
WACHOVIA CORP 2ND NEW         COM             92990310  514132902   10938998     X         6          7830876      17724    3090398
WACHOVIA CORP 2ND NEW         COM             92990310     374919       7977     X         7             7977          0          0
WACHOVIA CORP 2ND NEW         COM             92990310     226493       4819     X         8             4819          0          0
WADDELL & REED FINL INC       CL A            93005910    1987812      80154     X         3            80154          0          0
WADDELL & REED FINL INC       CL A            93005910     602334      24565     X         5            24565          0          0
WADDELL & REED FINL INC       CL A            93005910      59118       2411     X  X      6             2411          0          0
WADDELL & REED FINL INC       CL A            93005910     554520      22615     X         6            22615          0          0
WAL MART STORES INC           COM             93114210     641668      10750     X  X      1            10750          0          0
WAL MART STORES INC           COM             93114210     268307       4495     X         1             4360          0        135
WAL MART STORES INC           COM             93114210      94907       1590     X         11               0       1590          0
WAL MART STORES INC           COM             93114210    1508875      25279     X         13               0          0      25279
WAL MART STORES INC           COM             93114210  259458698    4505085     X         3          4505085          0          0
WAL MART STORES INC           COM             93114210      29845        500     X  X      4              500          0          0
WAL MART STORES INC           COM             93114210      24950        418     X         4              418          0          0
WAL MART STORES INC           COM             93114210   44734495     749447     X         5           232971          0     516476
WAL MART STORES INC           COM             93114210  123574536    2070272     X  X      6          1865085     118458      86729
WAL MART STORES INC           COM             93114210  236696608    3965432     X         6          3182169       6842     776421
WAL MART STORES INC           COM             93114210      76881       1288     X  X      7             1288          0          0
WAL MART STORES INC           COM             93114210     390373       6540     X         7             6540          0          0
WALGREEN CO                   COM             93142210      13180        400     X  X      1              400          0          0
WALGREEN CO                   COM             93142210     195624       5937     X         1             5937          0          0
WALGREEN CO                   COM             93142210     339484      10303     X         13               0          0      10303
WALGREEN CO                   COM             93142210   12714812     385882     X         3           385882          0          0
WALGREEN CO                   COM             93142210    5120554     155404     X         5           104371          0      51033
WALGREEN CO                   COM             93142210    9759592     296194     X  X      6           276294      17150       2750
WALGREEN CO                   COM             93142210   17866808     542240     X         6           435368          0     106872
WALGREEN CO                   COM             93142210      13015        395     X  X      7              395          0          0
WALGREEN CO                   COM             93142210      15058        457     X         7              457          0          0
WARWICK VALLEY TEL CO         COM             93675010    3837800     150384     X         6           150384          0          0
WASHINGTON FED INC            COM             93882410    1946177      76231     X         3            76231          0          0
WASHINGTON FED INC            COM             93882410     692986      27144     X         5            20985          0       6159
WASHINGTON FED INC            COM             93882410      47511       1861     X  X      6             1861          0          0
WASHINGTON FED INC            COM             93882410       2068         81     X         6               81          0          0
WASHINGTON MUT INC            COM             93932210    1359886      31840     X         13               0          0      31840
WASHINGTON MUT INC            COM             93932210  103508649    2407961     X         3          2407961          0          0
WASHINGTON MUT INC            COM             93932210      11831        277     X         4              277          0          0
WASHINGTON MUT INC            COM             93932210   55712435    1304435     X         5           349071          0     955364
WASHINGTON MUT INC            COM             93932210   15896064     372186     X  X      6           321080       8093      43013
WASHINGTON MUT INC            COM             93932210   34102227     798460     X         6           365417        440     432603
WASHINGTON MUT INC            COM             93932210       7389        173     X  X      7              173          0          0
WASHINGTON MUT INC            COM             93932210      33442        783     X         7              783          0          0
WASHINGTON POST CO            CL B            93964010   16595069      18764     X         3            18764          0          0
WASHINGTON POST CO            CL B            93964010     204299        231     X         5              224          0          7
WASHINGTON POST CO            CL B            93964010     648273        733     X  X      6              731          0          2
WASHINGTON POST CO            CL B            93964010     605821        685     X         6              535          0        150
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310     795084      24502     X         5            16512          0       7990
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310     437491      13482     X  X      6             9332       1400       2750
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310     150730       4645     X         6             4645          0          0
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310       3245        100     X  X      7              100          0          0
WASHINGTON TR BANCORP         COM             94061010    3643068     137995     X         3           137995          0          0
WASHINGTON TR BANCORP         COM             94061010      16289        617     X         5              617          0          0
WASHINGTON TR BANCORP         COM             94061010      83160       3150     X         6             3150          0          0
WASTE CONNECTIONS INC         COM             94105310     291734       7330     X         5                0          0       7330
WASTE CONNECTIONS INC         COM             94105310      76575       1924     X  X      6             1924          0          0
WASTE CONNECTIONS INC         COM             94105310    1399169      35155     X         6            35155          0          0
WASTE MGMT INC DEL            COM             94106L10      28973        960     X         11               0        960          0
WASTE MGMT INC DEL            COM             94106L10      12977        430     X         13               0          0        430
WASTE MGMT INC DEL            COM             94106L10   25420809     829333     X         3           829333          0          0
WASTE MGMT INC DEL            COM             94106L10       5432        180     X         4              180          0          0
WASTE MGMT INC DEL            COM             94106L10    6723591     222783     X         5           163059          0      59724
WASTE MGMT INC DEL            COM             94106L10     609032      20180     X  X      6            19082        500        598
WASTE MGMT INC DEL            COM             94106L10    5608440     185833     X         6            63363         93     122377
WASTE MGMT INC DEL            COM             94106L10       3501        116     X  X      7              116          0          0
WASTE MGMT INC DEL            COM             94106L10       3954        131     X         7              131          0          0
WASTE MGMT INC DEL            COM             94106L10   12225918     405100     X         8           405100          0          0
WATCHGUARD TECHNOLOGIES INC   COM             94110510      87416      11150     X         5            11150          0          0
WATERS CORP                   COM             94184810    2262546      55837     X         3            55837          0          0
WATERS CORP                   COM             94184810    4971617     121734     X         5            98851          0      22883
WATERS CORP                   COM             94184810      16050        393     X  X      6               93        300          0
WATERS CORP                   COM             94184810    7450890     182441     X         6              921          0     181520
WATSCO INC                    COM             94262220       2900        100     X         1              100          0          0
WATSCO INC                    COM             94262220      15863        547     X         5              525          0         22
WATSCO INC                    COM             94262220     110490       3810     X  X      6             3810          0          0
WATSCO INC                    COM             94262220     738195      25455     X         6            18635          0       6820
WATSON PHARMACEUTICALS INC    COM             94268310      11981        280     X         1              180          0        100
WATSON PHARMACEUTICALS INC    COM             94268310   23140404     542703     X         3           542703          0          0
WATSON PHARMACEUTICALS INC    COM             94268310     667567      15601     X         5            14155          0       1446
WATSON PHARMACEUTICALS INC    COM             94268310    3935225      91966     X  X      6            77726        449      13791
WATSON PHARMACEUTICALS INC    COM             94268310   17169915     401260     X         6           312160       1268      87832
WATSON PHARMACEUTICALS INC    COM             94268310      42148        985     X         7              985          0          0
WATSON WYATT & CO HLDGS       CL A            94271210       1161         46     X         13               0          0         46
WATSON WYATT & CO HLDGS       CL A            94271210     476708      18887     X         5            16787          0       2100
WATSON WYATT & CO HLDGS       CL A            94271210       6689        265     X  X      6              265          0          0
WATSON WYATT & CO HLDGS       CL A            94271210     202677       8030     X         6             8030          0          0
WATTS WATER TECHNOLOGIES INC  CL A            94274910     205762       8797     X         5             8797          0          0
WATTS WATER TECHNOLOGIES INC  CL A            94274910     456105      19500     X         6            19500          0          0
WATTS WATER TECHNOLOGIES INC  CL A            94274910       2339        100     X  X      7              100          0          0
WAUSAU-MOSINEE PAPER CORP     COM             94331510    7416976     526400     X         11               0     526400          0
WAUSAU-MOSINEE PAPER CORP     COM             94331510    4046648     287200     X         3           287200          0          0
WAUSAU-MOSINEE PAPER CORP     COM             94331510       5974        424     X         5                0          0        424
WAUSAU-MOSINEE PAPER CORP     COM             94331510       7045        500     X  X      6              500          0          0
WAUSAU-MOSINEE PAPER CORP     COM             94331510       3593        255     X         6              255          0          0
WAYNE BANCORP INC OHIO        COM             94429310     201498       8520     X  X      6             8520          0          0
WAYPOINT FINL CORP            COM             94675610      30950       1154     X         5                0          0       1154
WAYPOINT FINL CORP            COM             94675610      38594       1439     X  X      6             1439          0          0
WAYPOINT FINL CORP            COM             94675610    1157578      43161     X         6            43161          0          0
WEBEX COMMUNICATIONS INC      COM             94767L10    2312994      77800     X         3            77800          0          0
WEBEX COMMUNICATIONS INC      COM             94767L10    3241908     109045     X         5            90311          0      18734
WEBEX COMMUNICATIONS INC      COM             94767L10     478177      16084     X         6             3084          0      13000
WEBMD CORP                    COM             94769M10   27166213    3055817     X         5          2966702          0      89115
WEBMD CORP                    COM             94769M10     165354      18600     X  X      6            14000          0       4600
WEBMD CORP                    COM             94769M10      20003       2250     X         6             2250          0          0
WEBSTER FINL CORP CONN        COM             94789010   41809127     824475     X         11               0     824475          0
WEBSTER FINL CORP CONN        COM             94789010      24544        484     X         13               0          0        484
WEBSTER FINL CORP CONN        COM             94789010    3323128      65532     X         3            65532          0          0
WEBSTER FINL CORP CONN        COM             94789010     150152       2961     X         5             2561          0        400
WEBSTER FINL CORP CONN        COM             94789010     385396       7600     X  X      6             7600          0          0
WEBSTER FINL CORP CONN        COM             94789010     371299       7322     X         6             6822          0        500
WEBZEN INC                    SPONSORED ADR   94846M10    1218305     130300     X         3           130300          0          0
WEIGHT WATCHERS INTL INC NEW  COM             94862610     356378       8431     X         5             7761          0        670
WEIGHT WATCHERS INTL INC NEW  COM             94862610     374512       8860     X         6             8860          0          0
WEIGHT WATCHERS INTL INC NEW  COM             94862610       2536         60     X         7               60          0          0
WEINGARTEN RLTY INVS          SH BEN INT      94874110       7785        225     X  X      1              225          0          0
WEINGARTEN RLTY INVS          SH BEN INT      94874110      19463        563     X         11               0        563          0
WEINGARTEN RLTY INVS          SH BEN INT      94874110    5190000     150000     X         3           150000          0          0
WEINGARTEN RLTY INVS          SH BEN INT      94874110     473605      13688     X         5             4913          0       8775
WEINGARTEN RLTY INVS          SH BEN INT      94874110     583875      16875     X  X      6            13125       2250       1500
WEINGARTEN RLTY INVS          SH BEN INT      94874110     355930      10287     X         6             6920          0       3368
WEIS MKTS INC                 COM             94884910       3071         91     X         13               0          0         91
WEIS MKTS INC                 COM             94884910    1406734      41681     X         5            11831          0      29850
WEIS MKTS INC                 COM             94884910     156938       4650     X  X      6              800       3850          0
WEIS MKTS INC                 COM             94884910      45090       1336     X         6             1336          0          0
WELLCHOICE INC                COM             94947510     453317      12285     X         5            12285          0          0
WELLMAN INC                   COM             94970210    3356700     402000     X         11               0     402000          0
WELLMAN INC                   COM             94970210    3473466     415984     X         3           415984          0          0
WELLMAN INC                   COM             94970210     285203      34156     X         5             4100          0      30056
WELLMAN INC                   COM             94970210      26670       3194     X  X      6             3194          0          0
WELLPOINT HEALTH NETWORK NEW  COM             94973H10      19332        170     X         11               0        170          0
WELLPOINT HEALTH NETWORK NEW  COM             94973H10   32644760     306656     X         3           306656          0          0
WELLPOINT HEALTH NETWORK NEW  COM             94973H10    8254707      72588     X         5            71364          0       1224
WELLPOINT HEALTH NETWORK NEW  COM             94973H10    2171142      19092     X  X      6             8836          0      10256
WELLPOINT HEALTH NETWORK NEW  COM             94973H10    7669959      67446     X         6            15512          0      51934
WELLPOINT HEALTH NETWORK NEW  COM             94973H10       5913         52     X         7               52          0          0
WELLS FARGO & CO NEW          COM             94974610      76505       1350     X  X      1             1350          0          0
WELLS FARGO & CO NEW          COM             94974610     223280       3940     X         1             3840          0        100
WELLS FARGO & CO NEW          COM             94974610     273149       4820     X         11               0       4820          0
WELLS FARGO & CO NEW          COM             94974610     958233      16909     X         13               0          0      16909
WELLS FARGO & CO NEW          COM             94974610  148962691    2626648     X         3          2626648          0          0
WELLS FARGO & CO NEW          COM             94974610      52533        927     X         4              927          0          0
WELLS FARGO & CO NEW          COM             94974610   56516578     997293     X         5           316821          0     680472
WELLS FARGO & CO NEW          COM             94974610   94993428    1676256     X  X      6          1402203     208055      65998
WELLS FARGO & CO NEW          COM             94974610  132953997    2346109     X         6          1912767       3619     429723
WELLS FARGO & CO NEW          COM             94974610      92712       1636     X  X      7             1636          0          0
WELLS FARGO & CO NEW          COM             94974610     408534       7209     X         7             7209          0          0
WELLSFORD REAL PPTYS INC      COM NEW         95024020      18220       1000     X         5             1000          0          0
WELLSFORD REAL PPTYS INC      COM NEW         95024020     243401      13359     X         6            13359          0          0
WENDYS INTL INC               COM             95059010     366210       9000     X         1             9000          0          0
WENDYS INTL INC               COM             95059010      67545       1660     X         13               0          0       1660
WENDYS INTL INC               COM             95059010    1939692      47670     X         3            47670          0          0
WENDYS INTL INC               COM             95059010    1982010      48710     X         5            40698          0       8012
WENDYS INTL INC               COM             95059010      93221       2291     X  X      6             2291          0          0
WENDYS INTL INC               COM             95059010    1821122      44756     X         6            14069          0      30687
WENDYS INTL INC               COM             95059010       4069        100     X  X      7              100          0          0
WERNER ENTERPRISES INC        COM             95075510       2464        130     X         13               0          0        130
WERNER ENTERPRISES INC        COM             95075510    1464930      77305     X         3            77305          0          0
WERNER ENTERPRISES INC        COM             95075510      25810       1362     X         5              155          0       1207
WERNER ENTERPRISES INC        COM             95075510      66344       3501     X  X      6             3501          0          0
WERNER ENTERPRISES INC        COM             95075510     707574      37339     X         6            37339          0          0
WESCAST INDS INC              CL A SUB VTG    95081310    2106974      70918     X         3            70918          0          0
WESCO FINL CORP               COM             95081710    2434230       6290     X         5             6290          0          0
WESCO FINL CORP               COM             95081710      38700        100     X         6              100          0          0
WEST CORP                     COM             95235510     287325      11493     X         5            10093          0       1400
WEST CORP                     COM             95235510      24600        984     X         6              984          0          0
WEST MARINE INC               COM             95423510   13897015     434731     X         3           434731          0          0
WEST MARINE INC               COM             95423510      13759        432     X         5                0          0        432
WEST MARINE INC               COM             95423510      29461        925     X  X      6              925          0          0
WEST MARINE INC               COM             95423510    1456055      45716     X         6            31774         33      13909
WEST PHARMACEUTICAL SVSC INC  COM             95530610   15995419     427685     X         3           427685          0          0
WEST PHARMACEUTICAL SVSC INC  COM             95530610      48620       1300     X         5             1300          0          0
WEST PHARMACEUTICAL SVSC INC  COM             95530610   10478021     280161     X  X      6           170161          0     110000
WEST PHARMACEUTICAL SVSC INC  COM             95530610     700652      18734     X         6            18734          0          0
WESTAMERICA BANCORPORATION    COM             95709010    1601247      31733     X         3            31733          0          0
WESTAMERICA BANCORPORATION    COM             95709010     184633       3659     X         5                0          0       3659
WESTAMERICA BANCORPORATION    COM             95709010      10546        209     X         6              209          0          0
WESTAMERICA BANCORPORATION    COM             95709010       1968         39     X  X      7               39          0          0
WESTAR ENERGY INC             COM             95709T10      22930       1094     X  X      1             1094          0          0
WESTAR ENERGY INC             COM             95709T10       6288        300     X         13               0          0        300
WESTAR ENERGY INC             COM             95709T10    5043689     240632     X         3           240632          0          0
WESTAR ENERGY INC             COM             95709T10     124880       5958     X         5             2708          0       3250
WESTAR ENERGY INC             COM             95709T10     105848       5050     X  X      6             5050          0          0
WESTAR ENERGY INC             COM             95709T10      80361       3834     X         6             3834          0          0
WESTELL TECHNOLOGIES INC      CL A            95754110    3259122     446455     X         3           446455          0          0
WESTELL TECHNOLOGIES INC      CL A            95754110       1825        250     X         5                0          0        250
WESTELL TECHNOLOGIES INC      CL A            95754110     290387      39779     X         6                0          0      39779
WESTELL TECHNOLOGIES INC      CL A            95754110       1095        150     X         7              150          0          0
WESTERN DIGITAL CORP          COM             95810210       2021        180     X         13               0          0        180
WESTERN DIGITAL CORP          COM             95810210      21577       2000     X         3             2000          0          0
WESTERN DIGITAL CORP          COM             95810210    1808120     161008     X         5           149508          0      11500
WESTERN DIGITAL CORP          COM             95810210      32297       2876     X  X      6             2876          0          0
WESTERN DIGITAL CORP          COM             95810210      50962       4538     X         6             4538          0          0
WESTERN GAS RES INC           COM             95825910    1701187      33455     X         3            33455          0          0
WESTERN GAS RES INC           COM             95825910    6113899     120234     X         5           119648          0        586
WESTERN GAS RES INC           COM             95825910       6356        125     X  X      6               25          0        100
WESTERN GAS RES INC           COM             95825910     249318       4903     X         6             4903          0          0
WESTERN SILVER CORP           COM             95953110     943941     111974     X         5                0          0     111974
WESTERN WIRELESS CORP         CL A            95988E20    5413964     231663     X         3           231663          0          0
WESTERN WIRELESS CORP         CL A            95988E20     454117      19415     X         5            18965          0        450
WESTERN WIRELESS CORP         CL A            95988E20       4678        200     X  X      6              200          0          0
WESTERN WIRELESS CORP         CL A            95988E20     223912       9573     X         6             8429          0       1144
WESTPAC BKG CORP              SPONSORED ADR   96121430     376374      27600     X         3            27600          0          0
WESTPAC BKG CORP              SPONSORED ADR   96121430     596302       8908     X         5             8083          0        825
WESTPAC BKG CORP              SPONSORED ADR   96121430      52347        782     X  X      6              782          0          0
WESTPAC BKG CORP              SPONSORED ADR   96121430     442072       6604     X         6             6604          0          0
WESTPAC BKG CORP              SPONSORED ADR   96121430       8769        131     X         7              131          0          0
WESTPORT RES CORP NEW         COM             96141810       3629        110     X         1              110          0          0
WESTPORT RES CORP NEW         COM             96141810       4289        130     X         5              130          0          0
WESTPORT RES CORP NEW         COM             96141810     135259       4100     X  X      6             4100          0          0
WESTPORT RES CORP NEW         COM             96141810     946483      28690     X         6            22360          0       6330
WESTWOOD HLDGS GROUP INC      COM             96176510    2307865     137783     X         3           137783          0          0
WESTWOOD ONE INC              COM             96181510       2032         69     X         13               0          0         69
WESTWOOD ONE INC              COM             96181510    3281583     111331     X         3           111331          0          0
WESTWOOD ONE INC              COM             96181510     191042       6487     X         5             6387          0        100
WESTWOOD ONE INC              COM             96181510       5743        195     X  X      6              195          0          0
WESTWOOD ONE INC              COM             96181510     843713      28649     X         6            28649          0          0
WESTWOOD ONE INC              COM             96181510       1060         36     X         7               36          0          0
WET SEAL INC                  CL A            96184010    5242108     635407     X         3           635407          0          0
WET SEAL INC                  CL A            96184010        743         90     X         5               90          0          0
WET SEAL INC                  CL A            96184010      11468       1390     X  X      6             1390          0          0
WET SEAL INC                  CL A            96184010      44393       5381     X         6             5381          0          0
WEYERHAEUSER CO               COM             96216610    5433946      82961     X         3            82961          0          0
WEYERHAEUSER CO               COM             96216610    1810093      27635     X         5            18467          0       9168
WEYERHAEUSER CO               COM             96216610    5251790      80180     X  X      6            77165       1215       1800
WEYERHAEUSER CO               COM             96216610    2723556      41581     X         6            24494          0      17087
WEYERHAEUSER CO               COM             96216610      13100        200     X         7              200          0          0
WHEATON RIV MINERALS LTD      COM             96290210      10260       3000     X         13               0          0       3000
WHEATON RIV MINERALS LTD      COM             96290210     123120      36000     X         5            24500          0      11500
WHEATON RIV MINERALS LTD      COM             96290210       3420       1000     X  X      6             1000          0          0
WHEATON RIV MINERALS LTD      COM             96290210       7182       2100     X         6             2100          0          0
WHEATON RIV MINERALS LTD      *W EXP 05/30/20 96290214    2808075    1300000     X         3          1300000          0          0
WHEATON RIV MINERALS LTD      *W EXP 05/30/20 96290214      19530       9000     X         5             1000          0       8000
WHIRLPOOL CORP                COM             96332010     141184       2050     X         1             2050          0          0
WHIRLPOOL CORP                COM             96332010    1840620      26726     X         3            26726          0          0
WHIRLPOOL CORP                COM             96332010      13774        200     X         4              200          0          0
WHIRLPOOL CORP                COM             96332010    2237617      32490     X         5             2396          0      30094
WHIRLPOOL CORP                COM             96332010    4369113      63440     X  X      6            40838      15121       7481
WHIRLPOOL CORP                COM             96332010    5828537      84631     X         6            73496          0      11135
WHIRLPOOL CORP                COM             96332010       6887        100     X         7              100          0          0
WHITING PETE CORP NEW         COM             96638710   12398904     525600     X         3           525600          0          0
WHITING PETE CORP NEW         COM             96638710      14154        600     X         5              500          0        100
WHITING PETE CORP NEW         COM             96638710      21231        900     X         6              900          0          0
WHOLE FOODS MKT INC           COM             96683710       2249         30     X         13               0          0         30
WHOLE FOODS MKT INC           COM             96683710    4438239      59216     X         3            59216          0          0
WHOLE FOODS MKT INC           COM             96683710       1274         17     X         4               17          0          0
WHOLE FOODS MKT INC           COM             96683710    4915221      65580     X         5            63542          0       2038
WHOLE FOODS MKT INC           COM             96683710      88141       1176     X  X      6             1076          0        100
WHOLE FOODS MKT INC           COM             96683710     636101       8487     X         6             5949          0       2538
WHOLE FOODS MKT INC           SDCV         3/ 966837AC      11218      14000     X         5            14000          0          0
WILEY JOHN & SONS INC         CL A            96822320      12002        401     X         13               0          0        401
WILEY JOHN & SONS INC         CL A            96822320      60279       2014     X         5             1968          0         46
WILEY JOHN & SONS INC         CL A            96822320     140671       4700     X         6             3600          0       1100
WILLBROS GROUP INC            COM             96919910     174851      11649     X         5                0          0      11649
WILLIAMS COAL SEAM GAS RTY T  TR UNIT         96945010     207757      14861     X         5            14861          0          0
WILLIAMS COAL SEAM GAS RTY T  TR UNIT         96945010      16776       1200     X  X      6              200          0       1000
WILLIAMS COS INC DEL          COM             96945710     743800      77722     X         13               0          0      77722
WILLIAMS COS INC DEL          COM             96945710    1894077     198502     X         3           198502          0          0
WILLIAMS COS INC DEL          COM             96945710    1739740     181791     X         5            83278          0      98513
WILLIAMS COS INC DEL          COM             96945710     203937      21310     X  X      6            18310       3000          0
WILLIAMS COS INC DEL          COM             96945710      35227       3681     X         6             3681          0          0
WILLIAMS SONOMA INC           COM             96990410     103558       3028     X  X      1             3028          0          0
WILLIAMS SONOMA INC           COM             96990410    4288023     115717     X         3           115717          0          0
WILLIAMS SONOMA INC           COM             96990410    4193159     122607     X         5            98014          0      24593
WILLIAMS SONOMA INC           COM             96990410      96102       2810     X  X      6             2810          0          0
WILLIAMS SONOMA INC           COM             96990410    1654972      48391     X         6            48220          0        171
WILMINGTON TRUST CORP         COM             97180710    1117363      29900     X  X      1            29900          0          0
WILMINGTON TRUST CORP         COM             97180710    2167460      58000     X         1            58000          0          0
WILMINGTON TRUST CORP         COM             97180710      26159        700     X         13               0          0        700
WILMINGTON TRUST CORP         COM             97180710    2396650      64133     X         3            64133          0          0
WILMINGTON TRUST CORP         COM             97180710    1034701      27688     X         5             2687          0      25001
WILMINGTON TRUST CORP         COM             97180710    2667770      71388     X  X      6            69714          0       1674
WILMINGTON TRUST CORP         COM             97180710     212934       5698     X         6             5698          0          0
WILMINGTON TRUST CORP         COM             97180710      39239       1050     X         7             1050          0          0
WILSON GREATBATCH TECHNOLOGI  COM             97223210    5343790     145900     X         3           145900          0          0
WILSON GREATBATCH TECHNOLOGI  COM             97223210     364142      10037     X         5             2902          0       7135
WILSON GREATBATCH TECHNOLOGI  COM             97223210      66465       1832     X  X      6             1832          0          0
WILSON GREATBATCH TECHNOLOGI  COM             97223210    1413940      38973     X         6            37346         27       1600
WIND RIVER SYSTEMS INC        COM             97314910    2192402     198049     X         3           198049          0          0
WIND RIVER SYSTEMS INC        COM             97314910     241060      21776     X         5            20550          0       1226
WINN DIXIE STORES INC         COM             97428010        950        125     X         11               0        125          0
WINN DIXIE STORES INC         COM             97428010     410421      53774     X         3            53774          0          0
WINN DIXIE STORES INC         COM             97428010    5216116     686331     X         5             7405          0     678926
WINN DIXIE STORES INC         COM             97428010    1100913     144857     X  X      6           141701       3156          0
WINN DIXIE STORES INC         COM             97428010    1429849     188138     X         6           188138          0          0
WINNEBAGO INDS INC            COM             97463710       1870         60     X         1               60          0          0
WINNEBAGO INDS INC            COM             97463710    1467702      47087     X         5            46487          0        600
WINNEBAGO INDS INC            COM             97463710      63587       2040     X  X      6             2040          0          0
WINNEBAGO INDS INC            COM             97463710     973127      31220     X         6            26270          0       4950
WINSTON HOTELS INC            COM             97563A10     317254      30100     X         5                0          0      30100
WINSTON HOTELS INC            COM             97563A10       8959        850     X  X      6              850          0          0
WINSTON HOTELS INC            COM             97563A10       5270        500     X         6              500          0          0
WINTRUST FINANCIAL CORP       COM             97650W10    1526009      31380     X         5            30280          0       1100
WINTRUST FINANCIAL CORP       COM             97650W10     360786       7419     X         6             7419          0          0
WIRELESS HOLDRS TR            DEPOSITRY RCPT  97653L20       5647        100     X         13               0          0        100
WIRELESS HOLDRS TR            DEPOSITRY RCPT  97653L20     423525       7500     X         5              800          0       6700
WIRELESS HOLDRS TR            DEPOSITRY RCPT  97653L20      56470       1000     X         6             1000          0          0
WISCONSIN ENERGY CORP         COM             97665710      48225       1500     X  X      1             1500          0          0
WISCONSIN ENERGY CORP         COM             97665710       8038        250     X         11               0        250          0
WISCONSIN ENERGY CORP         COM             97665710   15026397     466866     X         3           466866          0          0
WISCONSIN ENERGY CORP         COM             97665710       1318         41     X         4               41          0          0
WISCONSIN ENERGY CORP         COM             97665710    1571267      48873     X         5             3750          0      45123
WISCONSIN ENERGY CORP         COM             97665710    4002257     124487     X  X      6           120003       3200       1284
WISCONSIN ENERGY CORP         COM             97665710    2015934      62704     X         6            45642         21      17041
WISCONSIN ENERGY CORP         COM             97665710       4051        126     X  X      7              126          0          0
WISCONSIN ENERGY CORP         COM             97665710        932         29     X         7               29          0          0
WOLSELEY PLC                  SPONSORED ADR   97786P10     175335      14600     X         3            14600          0          0
WOLVERINE TUBE INC            COM             97809310    1979813     235973     X         3           235973          0          0
WOLVERINE TUBE INC            COM             97809310       8810       1050     X         5             1050          0          0
WOLVERINE WORLD WIDE INC      COM             97809710    3400834     140938     X         3           140938          0          0
WOLVERINE WORLD WIDE INC      COM             97809710     625932      25940     X         5            25440          0        500
WOLVERINE WORLD WIDE INC      COM             97809710     147579       6116     X         6             2300          0       3816
WORLD ACCEP CORP DEL          COM             98141910       2451        125     X         11               0        125          0
WORLD ACCEP CORP DEL          COM             98141910    4019099     206002     X         3           206002          0          0
WORLD ACCEP CORP DEL          COM             98141910       5491        280     X         5                0          0        280
WORLD ACCEP CORP DEL          COM             98141910       5726        292     X  X      6              292          0          0
WORLD ACCEP CORP DEL          COM             98141910     109365       5577     X         6                0          0       5577
WORLDGATE COMMUNICATIONS INC  COM             98156L30        552        400     X         13               0          0        400
WORLDGATE COMMUNICATIONS INC  COM             98156L30       1173        850     X         5              550          0        300
WORLDGATE COMMUNICATIONS INC  COM             98156L30      13800      10000     X         6            10000          0          0
WORLD WRESTLING ENTMT INC     CL A            98156Q10   12896712     892506     X         3           892506          0          0
WORLD WRESTLING ENTMT INC     CL A            98156Q10       5780        400     X         5              400          0          0
WORLDWIDE RESTRNT CONCEPTS I  COM             98160A10      82840      26809     X         5            26809          0          0
WORTHINGTON INDS INC          COM             98181110     623734      32537     X         3            32537          0          0
WORTHINGTON INDS INC          COM             98181110    1519357      79257     X         5            50620          0      28637
WORTHINGTON INDS INC          COM             98181110      19170       1000     X  X      6             1000          0          0
WORTHINGTON INDS INC          COM             98181110       5943        310     X         6              310          0          0
WRIGHT MED GROUP INC          COM             98235T10    5800980     187400     X         3           187400          0          0
WRIGHT MED GROUP INC          COM             98235T10     116046       3780     X  X      6             3780          0          0
WRIGHT MED GROUP INC          COM             98235T10    1621789      52827     X         6            50696         31       2100
WRIGLEY WM JR CO              COM             98252610     118240       2000     X         11               0       2000          0
WRIGLEY WM JR CO              COM             98252610     752184      12723     X         13               0          0      12723
WRIGLEY WM JR CO              COM             98252610    5032366      85161     X         3            85161          0          0
WRIGLEY WM JR CO              COM             98252610   17348950     293453     X         5            37198          0     256255
WRIGLEY WM JR CO              COM             98252610     944501      15976     X  X      6            15376        600          0
WRIGLEY WM JR CO              COM             98252610    2654547      44901     X         6            32149          0      12752
WYETH                         COM             98302410     956962      25485     X  X      1            25485          0          0
WYETH                         COM             98302410     588333      15668     X         1            15668          0          0
WYETH                         COM             98302410     229243       6105     X         11               0       6105          0
WYETH                         COM             98302410      86065       2292     X         13               0          0       2292
WYETH                         COM             98302410  116620812    3001024     X         3          3001024          0          0
WYETH                         COM             98302410       6121        163     X         4              163          0          0
WYETH                         COM             98302410   11814515     314634     X         5           208412          0     106222
WYETH                         COM             98302410  256937152    6842534     X  X      6          2645573     232859    3964102
WYETH                         COM             98302410  131361204    3498301     X         6          3136646       6298     355357
WYETH                         COM             98302410     127895       3406     X  X      7             3406          0          0
WYETH                         COM             98302410      90758       2417     X         7             2417          0          0
WYETH                         COM             98302410     987565      26300     X         8            26300          0          0
WYNDHAM INTL INC              CL A            98310110       3000       3000     X         5             3000          0          0
WYNDHAM INTL INC              CL A            98310110      10000      10000     X  X      6            10000          0          0
XM SATELLITE RADIO HLDGS INC  CL A            98375910       5600        200     X         3              200          0          0
XM SATELLITE RADIO HLDGS INC  CL A            98375910   14374398     514658     X         5           502302          0      12356
XM SATELLITE RADIO HLDGS INC  CL A            98375910      62954       2254     X  X      6             1054        500        700
XM SATELLITE RADIO HLDGS INC  CL A            98375910     226429       8107     X         6             7107          0       1000
XTO ENERGY INC                COM             98385X10       5982        237     X         1              237          0          0
XTO ENERGY INC                COM             98385X10   70650012    2852837     X         3          2852837          0          0
XTO ENERGY INC                COM             98385X10       4064        161     X         4              161          0          0
XTO ENERGY INC                COM             98385X10    5789829     229391     X         5           227233          0       2158
XTO ENERGY INC                COM             98385X10     308660      12229     X  X      6            12229          0          0
XTO ENERGY INC                COM             98385X10    4158669     164765     X         6            65288         82      99395
XTO ENERGY INC                COM             98385X10       6285        249     X  X      7              249          0          0
XTO ENERGY INC                COM             98385X10       3685        146     X         7              146          0          0
XCEL ENERGY INC               COM             98389B10       2761        155     X         11               0        155          0
XCEL ENERGY INC               COM             98389B10      21710       1219     X         13               0          0       1219
XCEL ENERGY INC               COM             98389B10    2674367     150161     X         3           150161          0          0
XCEL ENERGY INC               COM             98389B10    2028618     113903     X         5            77138          0      36765
XCEL ENERGY INC               COM             98389B10     611774      34350     X  X      6            25859       7550        941
XCEL ENERGY INC               COM             98389B10    2453826     137778     X         6            27186          0     110592
XILINX INC                    COM             98391910      80769       2139     X         13               0          0       2139
XILINX INC                    COM             98391910   17432106     460017     X         3           460017          0          0
XILINX INC                    COM             98391910    2847821      75419     X         5            49866          0      25553
XILINX INC                    COM             98391910     858058      22724     X  X      6            14922        200       7602
XILINX INC                    COM             98391910    4806206     127283     X         6            66322          0      60961
XEROX CORP                    COM             98412110    9934540     681849     X         3           681849          0          0
XEROX CORP                    COM             98412110    3832216     263021     X         5           192558          0      70463
XEROX CORP                    COM             98412110    1091745      74931     X  X      6            43188          0      31743
XEROX CORP                    COM             98412110    3976270     272908     X         6            70927          0     201981
XEROX CORP                    COM             98412110      14570       1000     X         7             1000          0          0
YPF SOCIEDAD ANONIMA          SPON ADR CL D   98424510     246459       6194     X         5                0          0       6194
YAHOO INC                     COM             98433210       6398        132     X         13               0          0        132
YAHOO INC                     COM             98433210   32619339     683944     X         3           683944          0          0
YAHOO INC                     COM             98433210    4694223      96848     X         5            84004          0      12844
YAHOO INC                     COM             98433210     478932       9881     X  X      6             3183          0       6698
YAHOO INC                     COM             98433210   10070515     207768     X         6            85834          0     121934
YANKEE CANDLE INC             COM             98475710       8274        300     X         3              300          0          0
YANKEE CANDLE INC             COM             98475710    3376978     122443     X         5           120953          0       1490
YANKEE CANDLE INC             COM             98475710      63710       2310     X  X      6             2310          0          0
YANKEE CANDLE INC             COM             98475710     794304      28800     X         6            28800          0          0
YANZHOU COAL MNG CO LTD       SPON ADR H SHS  98484610     283938       5116     X         6             4875          0        241
XICOR INC                     COM             98490310    2030881     133435     X         5           132435          0       1000
XICOR INC                     COM             98490310        152         10     X         6               10          0          0
YELLOW ROADWAY CORP           COM             98557710   83321734    2472455     X         11               0    2472455          0
YELLOW ROADWAY CORP           COM             98557710    7420740     220200     X         3           220200          0          0
YELLOW ROADWAY CORP           COM             98557710     438033      12998     X         5              550          0      12448
YELLOW ROADWAY CORP           COM             98557710      30229        897     X  X      6              897          0          0
YELLOW ROADWAY CORP           COM             98557710     468430      13900     X         6            12200          0       1700
YORK INTL CORP NEW            COM             98667010    1530849      38943     X         3            38943          0          0
YORK INTL CORP NEW            COM             98667010     411418      10466     X         5            10266          0        200
YORK INTL CORP NEW            COM             98667010    1121947      28541     X         6            28541          0          0
YORK WTR CO                   COM             98718410     369534      18150     X         5             2400          0      15750
YORK WTR CO                   COM             98718410       4072        200     X  X      6              200          0          0
YORK WTR CO                   COM             98718410    1254929      61637     X         6            48869          0      12768
YOUNG BROADCASTING INC        CL A            98743410     769449      42511     X         3            42511          0          0
YOUNG BROADCASTING INC        CL A            98743410      18462       1020     X         5              100          0        920
YUM BRANDS INC                COM             98849810      47639       1254     X  X      1             1254          0          0
YUM BRANDS INC                COM             98849810      18463        486     X         1              486          0          0
YUM BRANDS INC                COM             98849810      16412        432     X         13               0          0        432
YUM BRANDS INC                COM             98849810   19854078     583232     X         3           583232          0          0
YUM BRANDS INC                COM             98849810       7598        200     X  X      4              200          0          0
YUM BRANDS INC                COM             98849810     571560      15045     X         5             9132          0       5913
YUM BRANDS INC                COM             98849810    5164930     135955     X  X      6            93766      10300      31889
YUM BRANDS INC                COM             98849810   10756982     283153     X         6           143090       1000     139063
YUM BRANDS INC                COM             98849810       3799        100     X  X      7              100          0          0
ZALE CORP NEW                 COM             98885810   21301409     346083     X         3           346083          0          0
ZALE CORP NEW                 COM             98885810      28436        462     X         5              243          0        219
ZALE CORP NEW                 COM             98885810     125377       2037     X  X      6             2037          0          0
ZALE CORP NEW                 COM             98885810     128516       2088     X         6              164          0       1924
ZEBRA TECHNOLOGIES CORP       CL A            98920710   46872477     673070     X         3           673070          0          0
ZEBRA TECHNOLOGIES CORP       CL A            98920710     321669       4637     X         5              360          0       4277
ZEBRA TECHNOLOGIES CORP       CL A            98920710     186883       2694     X  X      6             2144        550          0
ZEBRA TECHNOLOGIES CORP       CL A            98920710    3995781      57601     X         6            52701          0       4900
ZEBRA TECHNOLOGIES CORP       CL A            98920710      21227        306     X  X      7              306          0          0
ZENIX INCOME FD INC           COM             98941410     584192     146414     X         5           146414          0          0
ZENIX INCOME FD INC           COM             98941410       1995        500     X  X      6                0          0        500
ZILA INC                      COM PAR $0.01   98951320     351148      73462     X         5            43950          0      29512
ZIMMER HLDGS INC              COM             98956P10     147708       2002     X  X      1             2002          0          0
ZIMMER HLDGS INC              COM             98956P10      90749       1230     X         1             1230          0          0
ZIMMER HLDGS INC              COM             98956P10      21986        298     X         11               0        298          0
ZIMMER HLDGS INC              COM             98956P10      32168        436     X         13               0          0        436
ZIMMER HLDGS INC              COM             98956P10   25471321     343055     X         3           343055          0          0
ZIMMER HLDGS INC              COM             98956P10    9539385     129295     X         5            99852          0      29443
ZIMMER HLDGS INC              COM             98956P10   10917300     147971     X  X      6           131549       9058       7364
ZIMMER HLDGS INC              COM             98956P10    5818733      78866     X         6            73653         53       5160
ZIMMER HLDGS INC              COM             98956P10      21027        285     X         7              285          0          0
ZIONS BANCORPORATION          COM             98970110    1946745      34034     X         3            34034          0          0
ZIONS BANCORPORATION          COM             98970110    2854617      49993     X         5            42278          0       7715
ZIONS BANCORPORATION          COM             98970110      81482       1427     X  X      6             1427          0          0
ZIONS BANCORPORATION          COM             98970110    1373141      24048     X         6            12243          0      11805
ZWEIG FD                      COM             98983410     669354     134408     X         5           127965          0       6443
ZWEIG FD                      COM             98983410       4343        872     X  X      6              872          0          0
ZWEIG FD                      COM             98983410      24900       5000     X         6             5000          0          0
ZWEIG TOTAL RETURN FD INC     COM             98983710     575330     110428     X         5           104262          0       6166
ZWEIG TOTAL RETURN FD INC     COM             98983710      31083       5966     X  X      6             5966          0          0
ZWEIG TOTAL RETURN FD INC     COM             98983710       4168        800     X         6              800          0          0
ZOLL MED CORP                 COM             98992210      23856        600     X         5              500          0        100
ZOLL MED CORP                 COM             98992210     265398       6675     X         6             6675          0          0
DAIMLERCHRYSLER AG            ORD             D1668R12      67577       1619     X  X      1             1619          0          0
DAIMLERCHRYSLER AG            ORD             D1668R12     187329       4488     X         1             4488          0          0
DAIMLERCHRYSLER AG            ORD             D1668R12     383173       9180     X         13               0          0       9180
DAIMLERCHRYSLER AG            ORD             D1668R12    3226680      77304     X         5            62904          0      14400
DAIMLERCHRYSLER AG            ORD             D1668R12     767056      18377     X  X      6            16143        654       1580
DAIMLERCHRYSLER AG            ORD             D1668R12     492574      11801     X         6            11562          0        239
DEUTSCHE BANK AG NAMEN        ORD             D1819089    4581894      56549     X         3            56549          0          0
DEUTSCHE BANK AG NAMEN        ORD             D1819089       6845         82     X  X      4               82          0          0
DEUTSCHE BANK AG NAMEN        ORD             D1819089      41543        500     X         5              500          0          0
DEUTSCHE BANK AG NAMEN        ORD             D1819089      20286        243     X  X      6              243          0          0
DEUTSCHE BANK AG NAMEN        ORD             D1819089     167878       2011     X         6             2011          0          0
DEUTSCHE BANK AG NAMEN        ORD             D1819089       4925         59     X  X      7               59          0          0
DEUTSCHE BANK AG NAMEN        ORD             D1819089       3172         38     X         7               38          0          0
ACE LTD                       ORD             G0070K10   36724588     883929     X         3           883929          0          0
ACE LTD                       ORD             G0070K10   11312067     265168     X         5           226301          0      38867
ACE LTD                       ORD             G0070K10    3344416      78397     X  X      6            59640          0      18757
ACE LTD                       ORD             G0070K10    5259381     123286     X         6            36723          0      86563
ACE LTD                       ORD             G0070K10      12798        300     X  X      7              300          0          0
ACE LTD                       ORD             G0070K10        939         22     X         7               22          0          0
AMDOCS LTD                    ORD             G0260210     141729       5100     X         13               0          0       5100
AMDOCS LTD                    ORD             G0260210   61764330    2224186     X         3          2224186          0          0
AMDOCS LTD                    ORD             G0260210    2530613      91062     X         5            64013          0      27049
AMDOCS LTD                    ORD             G0260210      44686       1608     X  X      6             1608          0          0
AMDOCS LTD                    ORD             G0260210     322364      11600     X         6            11600          0          0
APEX SILVER MINES LTD         ORD             G0407410    3993120     177000     X         3           177000          0          0
APEX SILVER MINES LTD         ORD             G0407410     710437      31491     X         5            28241          0       3250
APEX SILVER MINES LTD         ORD             G0407410       2256        100     X  X      7              100          0          0
ARCH CAP GROUP LTD            ORD             G0450A10     487181      11572     X         5             8472          0       3100
AXIS CAPITAL HOLDINGS         SHS             G0692U10     203925       6901     X         5             6901          0          0
AXIS CAPITAL HOLDINGS         SHS             G0692U10   54703167    1851207     X         6          1851207          0          0
ACCENTURE LTD BERMUDA         CL A            G1150G11       6200        250     X         1              250          0          0
ACCENTURE LTD BERMUDA         CL A            G1150G11      16368        660     X         11               0        660          0
ACCENTURE LTD BERMUDA         CL A            G1150G11   26926924    1086065     X         3          1086065          0          0
ACCENTURE LTD BERMUDA         CL A            G1150G11     400718      16158     X         5            15238          0        920
ACCENTURE LTD BERMUDA         CL A            G1150G11   21409989     863306     X  X      6           857904       2005       3397
ACCENTURE LTD BERMUDA         CL A            G1150G11   11955534     482078     X         6           474905       1608       5565
ACCENTURE LTD BERMUDA         CL A            G1150G11      27677       1116     X         7             1116          0          0
BUNGE LIMITED                 COM             G1696210     416156      10347     X         13               0          0      10347
BUNGE LIMITED                 COM             G1696210   17486892     434781     X         3           434781          0          0
BUNGE LIMITED                 COM             G1696210    8459553     210332     X         5           105900          0     104432
BUNGE LIMITED                 COM             G1696210      16088        400     X  X      6              400          0          0
BUNGE LIMITED                 COM             G1696210     442420      11000     X         6            11000          0          0
CHINA YUCHAI INTL LTD         COM             G2108210    2501250     125000     X         3           125000          0          0
CHINA YUCHAI INTL LTD         COM             G2108210    2108013     105348     X         5             9021          0      96327
CHINA YUCHAI INTL LTD         COM             G2108210      20010       1000     X  X      6             1000          0          0
CHINA YUCHAI INTL LTD         COM             G2108210        900         45     X         7               45          0          0
COOPER INDS LTD               CL A            G2418210   12373752     216400     X         11               0     216400          0
COOPER INDS LTD               CL A            G2418210     837115      14640     X         13               0          0      14640
COOPER INDS LTD               CL A            G2418210   62253384    1089556     X         3          1089556          0          0
COOPER INDS LTD               CL A            G2418210    7336767     128310     X         5            26557          0     101753
COOPER INDS LTD               CL A            G2418210    1309822      22907     X  X      6            19535       1972       1400
COOPER INDS LTD               CL A            G2418210    1432416      25051     X         6            24631          0        420
COOPER INDS LTD               CL A            G2418210      11436        200     X         7              200          0          0
ENDURANCE SPECIALTY HLDGS LT  SHS             G3039710   18588664     523035     X         3           523035          0          0
ENDURANCE SPECIALTY HLDGS LT  SHS             G3039710      10662        300     X         5              300          0          0
ENDURANCE SPECIALTY HLDGS LT  SHS             G3039710      35540       1000     X  X      6             1000          0          0
ENDURANCE SPECIALTY HLDGS LT  SHS             G3039710     273658       7700     X         6             1300          0       6400
XCELERA INC                   COM             G3161110      44960      20624     X         5                0          0      20624
EVEREST RE GROUP LTD          COM             G3223R10    5221609      61546     X         3            61546          0          0
EVEREST RE GROUP LTD          COM             G3223R10    2026124      23714     X         5            23318          0        396
EVEREST RE GROUP LTD          COM             G3223R10     170880       2000     X  X      6             1000       1000          0
EVEREST RE GROUP LTD          COM             G3223R10    1469568      17200     X         6            17200          0          0
EVEREST RE GROUP LTD          COM             G3223R10     845856       9900     X         8             9900          0          0
FRESH DEL MONTE PRODUCE INC   ORD             G3673810   10151774     394116     X         3           394116          0          0
FRESH DEL MONTE PRODUCE INC   ORD             G3673810     777385      30178     X         5            21568          0       8610
FRESH DEL MONTE PRODUCE INC   ORD             G3673810      10252        398     X  X      6              398          0          0
FRESH DEL MONTE PRODUCE INC   ORD             G3673810      28336       1100     X         6             1100          0          0
GARMIN LTD                    ORD             G3726010     247291       5790     X         5             5490          0        300
GARMIN LTD                    ORD             G3726010      21355        500     X  X      6                0        500          0
GARMIN LTD                    ORD             G3726010    1142621      26753     X         6            26553        200          0
GLOBALSANTAFE CORP            SHS             G3930E10    1774892      63914     X         5            33668          0      30246
GLOBALSANTAFE CORP            SHS             G3930E10       7359        265     X  X      6              265          0          0
GLOBALSANTAFE CORP            SHS             G3930E10      57095       2056     X         6             2056          0          0
GLOBALSANTAFE CORP            SHS             G3930E10       1833         66     X  X      7               66          0          0
GLOBAL-TECH APPLIANCES INC    ORD             G3932010     140500      14605     X         5                0          0      14605
GLOBAL-TECH APPLIANCES INC    ORD             G3932010       6734        700     X         6              700          0          0
HELEN OF TROY CORP LTD        COM             G4388N10    3592850     115861     X         5           114549          0       1312
HELEN OF TROY CORP LTD        COM             G4388N10       6109        197     X  X      6              197          0          0
HELEN OF TROY CORP LTD        COM             G4388N10      40313       1300     X         6             1300          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10   25600071     377696     X         3           377696          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10       5006         74     X         4               74          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10    7248833     107152     X         5            89714          0      17438
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10   11717251     173204     X  X      6            98204       2350      72650
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10   11857557     175278     X         6            81105        413      93760
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10       3180         47     X  X      7               47          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10      21919        324     X         7              324          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10    2954614      43675     X         8            43675          0          0
IPC HLDGS LTD                 ORD             G4933P10   16969685     430812     X         3           430812          0          0
IPC HLDGS LTD                 ORD             G4933P10       8666        220     X         5              120          0        100
IPC HLDGS LTD                 ORD             G4933P10     630240      16000     X  X      6             2000          0      14000
IPC HLDGS LTD                 ORD             G4933P10       3939        100     X         6              100          0          0
JINPAN INTL LTD               ORD             G5138L10     574833      88300     X         5            88300          0          0
KNIGHTSBRIDGE TANKERS LTD     ORD             G5299G10      39137       1840     X         13               0          0       1840
KNIGHTSBRIDGE TANKERS LTD     ORD             G5299G10     320114      15050     X         5             1500          0      13550
KNIGHTSBRIDGE TANKERS LTD     ORD             G5299G10       2127        100     X  X      6                0          0        100
LJ INTL INC                   ORD             G5531210     127821      31100     X         5            28100          0       3000
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10   17929947     394995     X         3           394995          0          0
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10       2338         52     X         4               52          0          0
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10     165453       3680     X         5             2730          0        950
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10     339358       7548     X  X      6             6823          0        725
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10    8129038     180806     X         6           116273        303      64230
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10       3912         87     X  X      7               87          0          0
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10      43341        964     X         7              964          0          0
MONTPELIER RE HOLDINGS LTD    SHS             G6218510     925824      24861     X         5            21278          0       3583
NABORS INDUSTRIES LTD         SHS             G6359F10     232136       5074     X         13               0          0       5074
NABORS INDUSTRIES LTD         SHS             G6359F10    3627197      63092     X         3            63092          0          0
NABORS INDUSTRIES LTD         SHS             G6359F10    4533551      99094     X         5            79325          0      19769
NABORS INDUSTRIES LTD         SHS             G6359F10      19901        435     X  X      6              435          0          0
NABORS INDUSTRIES LTD         SHS             G6359F10     907680      19840     X         6             2415          0      17425
NABORS INDUSTRIES LTD         SHS             G6359F10       9150        200     X  X      7              200          0          0
NABORS INDUSTRIES LTD         SHS             G6359F10       5490        120     X         7              120          0          0
NOBLE CORPORATION             SHS             G6542210       2536         66     X         13               0          0         66
NOBLE CORPORATION             SHS             G6542210   11108375     288145     X         3           288145          0          0
NOBLE CORPORATION             SHS             G6542210       2728         71     X         4               71          0          0
NOBLE CORPORATION             SHS             G6542210    1209692      31486     X         5            30533          0        953
NOBLE CORPORATION             SHS             G6542210      27778        723     X  X      6              663         60          0
NOBLE CORPORATION             SHS             G6542210    1526580      39734     X         6             9780         36      29918
NOBLE CORPORATION             SHS             G6542210       5571        145     X  X      7              145          0          0
NOBLE CORPORATION             SHS             G6542210       1921         50     X         7               50          0          0
NORDIC AMERICAN TANKER SHIPP  COM             G6577310     824981      32251     X         5            32251          0          0
NORDIC AMERICAN TANKER SHIPP  COM             G6577310      28138       1100     X  X      6             1100          0          0
O2MICRO INTERNATIONAL LIMITE  ORD             G6797E10       3424        200     X         5                0          0        200
O2MICRO INTERNATIONAL LIMITE  ORD             G6797E10     419611      24510     X         6            24510          0          0
PARTNERRE LTD                 COM             G6852T10      16653        295     X         5              255          0         40
PARTNERRE LTD                 COM             G6852T10    2193421      38856     X  X      6            38856          0          0
PARTNERRE LTD                 COM             G6852T10     136440       2417     X         6             2417          0          0
PARTNERRE LTD                 COM             G6852T10    4775670      84600     X         8            84600          0          0
PLATINUM UNDERWRITER HLDGS L  COM             G7127P10       2211         69     X         13               0          0         69
PLATINUM UNDERWRITER HLDGS L  COM             G7127P10     435175      13578     X         5            13578          0          0
PLATINUM UNDERWRITER HLDGS L  COM             G7127P10       4904        153     X  X      6              153          0          0
PLATINUM UNDERWRITER HLDGS L  COM             G7127P10     372293      11616     X         6            11616          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10  121117464    2329182     X         11               0    2329182          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10   10912300     209027     X         3           209027          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10     730548      14049     X         5             1408          0      12641
RENAISSANCE RE HLDGS LTD      COM             G7496G10     898248      17274     X  X      6            17274          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10    4145908      79729     X         6            78529          0       1200
SCOTTISH RE GROUP LTD         ORD             G7885T10     310043      12817     X         5            12817          0          0
SCOTTISH RE GROUP LTD         ORD             G7885T10      89503       3700     X         6             3700          0          0
SEAGATE TECHNOLOGY            SHS             G7945J10     921878      55000     X         3            55000          0          0
SEAGATE TECHNOLOGY            SHS             G7945J10     295292      18307     X         5            14907          0       3400
SEAGATE TECHNOLOGY            SHS             G7945J10       2161        134     X  X      6              134          0          0
SEAGATE TECHNOLOGY            SHS             G7945J10     296905      18407     X         6            18407          0          0
SEAGATE TECHNOLOGY            SHS             G7945J10    4706734     291800     X         8           291800          0          0
STEWART W P & CO LTD          COM             G8492210    2596188     130200     X         3           130200          0          0
STEWART W P & CO LTD          COM             G8492210      16291        817     X         5              415          0        402
STEWART W P & CO LTD          COM             G8492210      15952        800     X  X      6              800          0          0
UTI WORLDWIDE INC             ORD             G8721010    9581864     212900     X         3           212900          0          0
UTI WORLDWIDE INC             ORD             G8721010      39273        878     X  X      6              878          0          0
UTI WORLDWIDE INC             ORD             G8721010    1337651      29905     X         6            27475         30       2400
HILFIGER TOMMY CORP           ORD             G8915Z10       5100        300     X  X      1              300          0          0
HILFIGER TOMMY CORP           ORD             G8915Z10       1156         68     X         13               0          0         68
HILFIGER TOMMY CORP           ORD             G8915Z10       9958        600     X         3              600          0          0
HILFIGER TOMMY CORP           ORD             G8915Z10    1038054      61062     X         5            61017          0         45
HILFIGER TOMMY CORP           ORD             G8915Z10    1007233      59249     X         6            59249          0          0
TRANSOCEAN INC                ORD             G9007810        809         29     X  X      1               29          0          0
TRANSOCEAN INC                ORD             G9007810      34528       1238     X         11               0       1238          0
TRANSOCEAN INC                ORD             G9007810    3359099     120441     X         3           120441          0          0
TRANSOCEAN INC                ORD             G9007810    5268923     188918     X         5           110643          0      78275
TRANSOCEAN INC                ORD             G9007810     656865      23552     X  X      6            19906        521       3125
TRANSOCEAN INC                ORD             G9007810    1799658      64527     X         6            63111          0       1416
TRANSOCEAN INC                ORD             G9007810      20276        727     X         7              727          0          0
TRANSOCEAN INC                ORD             G9007810    7353199     263650     X         8           263650          0          0
TSAKOS ENERGY NAVIGATION LTD  SHS             G9108L10     597688      19791     X         5            17535          0       2256
WEATHERFORD INTERNATIONAL LT  COM             G9508910      33624        800     X         1              800          0          0
WEATHERFORD INTERNATIONAL LT  COM             G9508910   11381104     270898     X         3           270898          0          0
WEATHERFORD INTERNATIONAL LT  COM             G9508910    1754332      41740     X         5            40650          0       1090
WEATHERFORD INTERNATIONAL LT  COM             G9508910    2434209      57916     X  X      6            51966       2709       3241
WEATHERFORD INTERNATIONAL LT  COM             G9508910   12010283     285755     X         6           276201        816       8738
WEATHERFORD INTERNATIONAL LT  COM             G9508910      93517       2225     X         7             2225          0          0
WHITE MTNS INS GROUP LTD      COM             G9618E10    3999837       7626     X         5              295          0       7331
WHITE MTNS INS GROUP LTD      COM             G9618E10     197737        377     X  X      6              377          0          0
WHITE MTNS INS GROUP LTD      COM             G9618E10      36715         70     X         6                0         70          0
WILLIS GROUP HOLDINGS LTD     SHS             G9665510        595         16     X         13               0          0         16
WILLIS GROUP HOLDINGS LTD     SHS             G9665510    7242220     194700     X         3           194700          0          0
WILLIS GROUP HOLDINGS LTD     SHS             G9665510     872117      23444     X         5             2021          0      21423
WILLIS GROUP HOLDINGS LTD     SHS             G9665510     141472       3803     X  X      6             3803          0          0
WILLIS GROUP HOLDINGS LTD     SHS             G9665510     644899      17336     X         6            17336          0          0
XL CAP LTD                    CL A            G9825510       2737         36     X         13               0          0         36
XL CAP LTD                    CL A            G9825510    4120151      54184     X         3            54184          0          0
XL CAP LTD                    CL A            G9825510    2936285      38615     X         5            37647          0        968
XL CAP LTD                    CL A            G9825510    1922519      25283     X  X      6            22515        100       2668
XL CAP LTD                    CL A            G9825510    5330860      70106     X         6            38510          0      31596
XOMA LTD                      ORD             G9825R10        514        100     X         13               0          0        100
XOMA LTD                      ORD             G9825R10     125899      24494     X         5            24494          0          0
ALCON INC                     COM SHS         H0130110     947854      14974     X         5             7699          0       7275
ALCON INC                     COM SHS         H0130110       1836         29     X         7               29          0          0
UBS AG                        NAMEN AKT       H8920M85    4394910      59000     X         3            59000          0          0
UBS AG                        NAMEN AKT       H8920M85     168049       2256     X         5             1594          0        662
UBS AG                        NAMEN AKT       H8920M85     286489       3846     X  X      6             3846          0          0
UBS AG                        NAMEN AKT       H8920M85    1186477      15928     X         6            14945          0        983
CRONOS GROUP S A              SHS             L2070810     128160      17800     X         5            17800          0          0
SBS BROADCASTING SA           ORD             L8137F10     309936       8655     X         5             8655          0          0
AUDIOCODES LTD                ORD             M1534210     852356      73479     X         3            73479          0          0
AUDIOCODES LTD                ORD             M1534210       6960        600     X         5              600          0          0
AUDIOCODES LTD                ORD             M1534210     104957       9048     X         6             8211          0        837
BACKWEB TECHNOLOGIES LTD      ORD             M1563310     288630     320700     X         5           320700          0          0
BACKWEB TECHNOLOGIES LTD      ORD             M1563310         90        100     X  X      6              100          0          0
CHECK POINT SOFTWARE TECH LT  ORD             M2246510      23023       1012     X         13               0          0       1012
CHECK POINT SOFTWARE TECH LT  ORD             M2246510     214419       9425     X         3             9425          0          0
CHECK POINT SOFTWARE TECH LT  ORD             M2246510    4477177     196799     X         5           156469          0      40330
CHECK POINT SOFTWARE TECH LT  ORD             M2246510      42543       1870     X  X      6              870          0       1000
CHECK POINT SOFTWARE TECH LT  ORD             M2246510     118277       5199     X         6             5199          0          0
COMPUGEN LTD                  ORD             M2572210      78000      12000     X  X      6            12000          0          0
ELTEK LTD                     ORD             M4018410      20246      10600     X         5            10600          0          0
HEALTHCARE TECHNOLOGIES LTD   COM             M5296L13       2420       2000     X  X      6             2000          0          0
HEALTHCARE TECHNOLOGIES LTD   COM             M5296L13      16940      14000     X         6            14000          0          0
LANOPTICS LTD                 ORD             M6706C10     739160      86960     X         5            86960          0          0
LIPMAN ELECTRONIC ENGINEERIN  ORD             M6772H10     468500      10000     X         3            10000          0          0
LIPMAN ELECTRONIC ENGINEERIN  ORD             M6772H10     284544       6080     X         6             6080          0          0
MAGAL SECURITY SYS LTD        ORD             M6786D10     234871      10556     X         3            10556          0          0
MAGAL SECURITY SYS LTD        ORD             M6786D10     312354      14070     X         5             6683          0       7387
M SYS FLASH DISK PIONEERS LT  ORD             M7061C10    3095722     151900     X         3           151900          0          0
M SYS FLASH DISK PIONEERS LT  ORD             M7061C10    1186767      58061     X         5            58061          0          0
ORBOTECH LTD                  ORD             M7525310    2210989      91933     X         3            91933          0          0
ORBOTECH LTD                  ORD             M7525310     261303      10865     X         5            10865          0          0
ORBOTECH LTD                  ORD             M7525310      61448       2555     X         6               66          0       2489
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10      16037        300     X         3              300          0          0
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10     403958       6966     X         5              164          0       6802
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10      21456        370     X  X      6              370          0          0
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10       2900         50     X         6               50          0          0
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10       1450         25     X         7               25          0          0
VERISITY LTD                  ORD             M9738511     315719      34280     X         6            34280          0          0
CNH GLOBAL N V                SHS NEW         N2093520    8848944     472700     X         3           472700          0          0
CNH GLOBAL N V                SHS NEW         N2093520     137686       7355     X         5             6574          0        781
CNH GLOBAL N V                SHS NEW         N2093520     307757      16440     X         6               40          0      16400
CORE LABORATORIES N V         COM             N2271710       6360        300     X         13               0          0        300
CORE LABORATORIES N V         COM             N2271710     142040          0     X         3                0          0          0
CORE LABORATORIES N V         COM             N2271710     124168       5857     X         5             5767          0         90
ORTHOFIX INTL N V             COM             N6748L10       7425        150     X         5              150          0          0
ORTHOFIX INTL N V             COM             N6748L10     368528       7445     X         6             7445          0          0
KERZNER INTERNATIONAL LTD     SHS             P6065Y10     201305       4539     X         5             4539          0          0
KERZNER INTERNATIONAL LTD     SHS             P6065Y10     224633       5065     X         6             5065          0          0
STEINER LEISURE LTD           ORD             P8744Y10    5712930     352650     X         3           352650          0          0
STEINER LEISURE LTD           ORD             P8744Y10      24300       1500     X         5             1500          0          0
STEINER LEISURE LTD           ORD             P8744Y10     713610      44050     X         6            40150          0       3900
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10     528785      12900     X         3            12900          0          0
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10      53626       1216     X         5             1166          0         50
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10      12833        291     X  X      6              291          0          0
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10    1353870      30700     X         6            30600          0        100
ASE TEST LTD                  ORD             Y0251610    1502600     136600     X         3           136600          0          0
FLEXTRONICS INTL LTD          ORD             Y2573F10     150392       8800     X         1             8800          0          0
FLEXTRONICS INTL LTD          ORD             Y2573F10     496635      29060     X         13               0          0      29060
FLEXTRONICS INTL LTD          ORD             Y2573F10   86169684    4990216     X         3          4990216          0          0
FLEXTRONICS INTL LTD          ORD             Y2573F10       2170        127     X         4              127          0          0
FLEXTRONICS INTL LTD          ORD             Y2573F10    8393531     491137     X         5           283385          0     207752
FLEXTRONICS INTL LTD          ORD             Y2573F10    4423661     258845     X  X      6           230761      10753      17331
FLEXTRONICS INTL LTD          ORD             Y2573F10   28629288    1675207     X         6          1480797       3212     191198
FLEXTRONICS INTL LTD          ORD             Y2573F10       3606        211     X  X      7              211          0          0
FLEXTRONICS INTL LTD          ORD             Y2573F10      79964       4679     X         7             4679          0          0
GENERAL MARITIME CORP         SHS             Y2692M10    5207559     207060     X         3           207060          0          0
GENERAL MARITIME CORP         SHS             Y2692M10       5030        200     X         5                0          0        200
GENERAL MARITIME CORP         SHS             Y2692M10       2515        100     X  X      6              100          0          0
GENERAL MARITIME CORP         SHS             Y2692M10     140966       5605     X         6                0          0       5605
GIGAMEDIA LTD                 ORD             Y2711Y10      18070      13000     X         5                0          0      13000
OMI CORP NEW                  COM             Y6476W10     765931      66952     X         5            59752          0       7200
OMI CORP NEW                  COM             Y6476W10       1258        110     X         7              110          0          0
TEEKAY SHIPPING MARSHALL ISL  COM             Y8564W10   12913001     187467     X         3           187467          0          0
TEEKAY SHIPPING MARSHALL ISL  COM             Y8564W10    1347202      19553     X         5            18168          0       1385
TEEKAY SHIPPING MARSHALL ISL  COM             Y8564W10      64973        943     X  X      6              803        140          0
TEEKAY SHIPPING MARSHALL ISL  COM             Y8564W10     595985       8650     X         6             8650          0          0

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Dates Referenced Herein and Documents Incorporated by Reference

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Filed on / Effective on:	4/28/04			4
For Period end:	3/31/04	1		10-Q
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Filing Submission 0001074683-04-000185 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Wachovia Corp. New – ‘13F-HR’ for 3/31/04

On: Wednesday, 4/28/04, at 4:37pm ET · Effective: 4/28/04 · For: 3/31/04 · Accession #: 1074683-4-185 · File #: 28-00776

Previous ‘13F-HR’: ‘13F-HR’ on 2/17/04 for 12/31/03 · Next: ‘13F-HR’ on 8/13/04 for 6/30/04 · Latest: ‘13F-HR/A’ on 3/4/11 for 12/31/07

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein and Documents Incorporated by Reference

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents