UNITED STATES

               SECURITIES AND EXCHANGE COMMISSION

                     Washington, D.C. 20549

                            FORM 13F

                     FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: September 30, 2003

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

Institutional Investment Manager Filing this Report:

Name:     Wachovia Corporation
Address:  One Wachovia Center
          301 South College Street
          Charlotte, NC 28288-0137

13F File Number: 028-04771

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:     Karen F. Knudtsen
Title:    Vice President and Compliance Officer
Phone:    (704) 374-2249

Signature, Place and Date of Signing:


Report Type (Check only one.):

[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT

List of Other Managers Reporting for this Manager:

I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.

                  FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:       11

Form 13F Information Table Entry Total:  11,688

Form 13F Information Table Value Total:  $55,540,036,995

List of Other Included Managers:

No.	13F File Number Name

01          		Delaware Trust Capital Management, Inc.
03      801-08327	Evergreen Investment Management Company
04          		Wachovia Bank of Delaware, National Association
05          		Wachovia Securities, Inc.
06          		Wachovia Bank, National Association
07          		Wachovia Trust Company, National Association
08      028-00147	McGlinn Capital Management, Inc.
09      028-06346	Tattersall Advisory Group, Inc.
11      028-03755	J.L. Kaplan Associates, LLC
13			Wachovia Securities Finanacial Network, Inc.
20			wachovia Securities International Ltd.



                                                                   


                                                        Wachovia Corporation
                                                              Form 13F
                                                          As Of 09/30/2003

                                                          Item 4:
                                                             Fair    Item 5: Item 6:                  Item 8:
                                              Item 3:      Market  Shares Or Investment               Voting  Authority
                                              Cusip         Value  Principal Discretion    Item 7:       (A)        (B)        (C)
ISSUENAME                     SECTYPEDESC     Number        (000)     Amount (A)(B)(C)     Mgrs         Sole     Shared       None
----------------------------- --------------- -------- ---------- ---------- ------------- ------- ---------- ---------- ----------
A D C TELECOMMUNICATIONS      COM             00088610      13992       6000     X  X      1             6000          0          0
A D C TELECOMMUNICATIONS      COM             00088610       1254        550     X         13               0          0        550
A D C TELECOMMUNICATIONS      COM             00088610     730947     312566     X         3           312566          0          0
A D C TELECOMMUNICATIONS      COM             00088610     283457     122802     X         5            66065          0      56737
A D C TELECOMMUNICATIONS      COM             00088610      49881      21390     X  X      6            14390          0       7000
A D C TELECOMMUNICATIONS      COM             00088610     872913     374329     X         6           157662          0     216667
ACM INCOME FUND INC           COM             00091210     508118      62191     X         5            47062          0      15129
ACM INCOME FUND INC           COM             00091210     379069      46341     X  X      6            46341          0          0
ACM INCOME FUND INC           COM             00091210      84074      10278     X         6            10278          0          0
ACM GOVT OPPORTUNITY FD INC   COM             00091810     205888      23584     X         5            23584          0          0
ACM GOVT OPPORTUNITY FD INC   COM             00091810       7857        900     X         6              900          0          0
ABN AMRO HLDG NV              SPONSORED ADR   00093710     363474      19080     X         13               0          0      19080
ABN AMRO HLDG NV              SPONSORED ADR   00093710     289957      15361     X         5             4604          0      10757
ABN AMRO HLDG NV              SPONSORED ADR   00093710     159285       8624     X  X      6             7547          0       1077
ABN AMRO HLDG NV              SPONSORED ADR   00093710     331887      17969     X         6            17969          0          0
ABN AMRO HLDG NV              SPONSORED ADR   00093710       3103        168     X  X      7              168          0          0
ABM INDS INC                  COM             00095710     268850      19000     X         11               0          0      19000
ABM INDS INC                  COM             00095710     222867      15275     X         5             4600          0      10675
ABM INDS INC                  COM             00095710      58864       4160     X  X      6             4160          0          0
ABM INDS INC                  COM             00095710     254304      17972     X         6            17972          0          0
AFLAC INC                     COM             00105510       7106        220     X         1              220          0          0
AFLAC INC                     COM             00105510      86532       2679     X         11               0          0       2679
AFLAC INC                     COM             00105510       3203         96     X         13               0          0         96
AFLAC INC                     COM             00105510    6668335     204211     X         3           204211          0          0
AFLAC INC                     COM             00105510       1389         43     X         4               43          0          0
AFLAC INC                     COM             00105510    4952262     152223     X         5           118771          0      33452
AFLAC INC                     COM             00105510    8343058     258299     X  X      6           255319       1855       1125
AFLAC INC                     COM             00105510   16131912     499440     X         6           453137        552      45751
AFLAC INC                     COM             00105510      18217        564     X         7              564          0          0
AGCO CORP                     COM             00108410   15443054     900995     X         11          841900          0      59095
AGCO CORP                     COM             00108410   13815251     806024     X         3           806024          0          0
AGCO CORP                     COM             00108410     365303      21059     X         5            12355          0       8704
AGCO CORP                     COM             00108410       1611         94     X  X      6               94          0          0
AGCO CORP                     COM             00108410     452873      26422     X         6            26422          0          0
AGL RES INC                   COM             00120410     523962      18600     X  X      1            16600       2000          0
AGL RES INC                   COM             00120410     321138      11400     X         1            11400          0          0
AGL RES INC                   COM             00120410      28170       1000     X         11               0          0       1000
AGL RES INC                   COM             00120410      22848        800     X         13               0          0        800
AGL RES INC                   COM             00120410    1758231      62415     X         3            62415          0          0
AGL RES INC                   COM             00120410     470168      16653     X         5            13953          0       2700
AGL RES INC                   COM             00120410    3691115     131030     X  X      6           120136       9744       1150
AGL RES INC                   COM             00120410    2571217      91275     X         6            89675          0       1600
AGL RES INC                   COM             00120410      11268        400     X  X      7              400          0          0
AES CORP                      COM             00130H10    1787419     240892     X         3           240892          0          0
AES CORP                      COM             00130H10     468683      62867     X         5            49054          0      13813
AES CORP                      COM             00130H10     535902      72224     X  X      6            42999          0      29225
AES CORP                      COM             00130H10     952394     128355     X         6            78297          0      50058
AK STL HLDG CORP              COM             00154710        214        102     X         13               0          0        102
AK STL HLDG CORP              COM             00154710       4139       1992     X         5              442          0       1550
AK STL HLDG CORP              COM             00154710       1000        500     X  X      6              500          0          0
AK STL HLDG CORP              COM             00154710      20698      10349     X         6            10349          0          0
AMB PROPERTY CORP             COM             00163T10    2464307      79984     X         3            79984          0          0
AMB PROPERTY CORP             COM             00163T10     472188      15347     X         5            13755          0       1592
AMB PROPERTY CORP             COM             00163T10       3081        100     X         6              100          0          0
AMR CORP                      COM             00176510      68305       5853     X         13               0          0       5853
AMR CORP                      COM             00176510    1861041     161427     X         5           103693          0      57734
AMR CORP                      COM             00176510       4534        396     X  X      6              396          0          0
AMR CORP                      COM             00176510       2290        200     X         6              200          0          0
AMR CORP                      COM             00176510        561         49     X         7               49          0          0
AOL TIME WARNER INC           COM             00184A10      52885       3500     X  X      1             3500          0          0
AOL TIME WARNER INC           COM             00184A10      23723       1570     X         1             1570          0          0
AOL TIME WARNER INC           COM             00184A10    4195669     277675     X         11           32450          0     245225
AOL TIME WARNER INC           COM             00184A10     469497      30646     X         13               0          0      30646
AOL TIME WARNER INC           COM             00184A10   75937904    5019538     X         3          5019538          0          0
AOL TIME WARNER INC           COM             00184A10       2720        180     X  X      4              180          0          0
AOL TIME WARNER INC           COM             00184A10       5213        345     X         4              345          0          0
AOL TIME WARNER INC           COM             00184A10   17580553    1159152     X         5           845981          0     313171
AOL TIME WARNER INC           COM             00184A10    6128918     405620     X  X      6           322811      10666      72143
AOL TIME WARNER INC           COM             00184A10   28510727    1886878     X         6           656836        247    1229795
AOL TIME WARNER INC           COM             00184A10      11559        765     X  X      7              765          0          0
AOL TIME WARNER INC           COM             00184A10      46554       3081     X         7             3081          0          0
ATI TECHNOLOGIES INC          COM             00194110     297000      20000     X         3            20000          0          0
ATI TECHNOLOGIES INC          COM             00194110     351588      23660     X         5            23660          0          0
AT&T CORP                     COM NEW         00195750      13555        629     X  X      1              629          0          0
AT&T CORP                     COM NEW         00195750     825250      38726     X         13               0          0      38726
AT&T CORP                     COM NEW         00195750   38489938    1786076     X         3          1786076          0          0
AT&T CORP                     COM NEW         00195750    4464668     207632     X         5           166787          0      40845
AT&T CORP                     COM NEW         00195750    5245712     243421     X  X      6           122449      69188      51784
AT&T CORP                     COM NEW         00195750    8440827     391686     X         6           171193       1100     219393
ASA LTD                       COM             00205010     525319      12375     X         13               0          0      12375
ASA LTD                       COM             00205010     891790      21008     X         5            18308          0       2700
ASA LTD                       COM             00205010      74670       1759     X  X      6             1509          0        250
ATMI INC                      COM             00207R10   10007156     394950     X         3           394950          0          0
ATMI INC                      COM             00207R10      96837       3820     X         5             3820          0          0
ATMI INC                      COM             00207R10       6490        256     X  X      6              256          0          0
ATMI INC                      COM             00207R10    1185873      46780     X         6            41001         29       5750
AT&T WIRELESS SVCS INC        COM             00209A10       6307        771     X  X      1              771          0          0
AT&T WIRELESS SVCS INC        COM             00209A10     104344      12756     X         11             939          0      11817
AT&T WIRELESS SVCS INC        COM             00209A10    1280505     155969     X         13               0          0     155969
AT&T WIRELESS SVCS INC        COM             00209A10   34993688    4277319     X         3          4277319          0          0
AT&T WIRELESS SVCS INC        COM             00209A10    3770422     460422     X         5           321412          0     139010
AT&T WIRELESS SVCS INC        COM             00209A10    3676779     449484     X  X      6           189969     126255     133260
AT&T WIRELESS SVCS INC        COM             00209A10    8384137    1024956     X         6           363575        804     660577
AT&T WIRELESS SVCS INC        COM             00209A10       6969        852     X         7              852          0          0
AT&T WIRELESS SVCS INC        COM             00209A10    4922888     601820     X         8           601820          0          0
ATA HOLDINGS CORP             COM             00209H10     496905      71292     X         13               0          0      71292
ATA HOLDINGS CORP             COM             00209H10      22310       3200     X         5              200          0       3000
AVI BIOPHARMA INC             COM             00234610    1424754     275581     X         3           275581          0          0
AVI BIOPHARMA INC             COM             00234610       1339        260     X         5                0          0        260
AVI BIOPHARMA INC             COM             00234610      62991      12184     X         6                0          0      12184
AVX CORP NEW                  COM             00244410    6834048     499200     X         3           499200          0          0
AVX CORP NEW                  COM             00244410     326239      23797     X         5            22487          0       1310
AVX CORP NEW                  COM             00244410       6845        500     X  X      6              500          0          0
AVX CORP NEW                  COM             00244410     130055       9500     X         6              700          0       8800
ABBOTT LABS                   COM             00282410    2650865      62300     X  X      1            62300          0          0
ABBOTT LABS                   COM             00282410     714840      16800     X         1            16800          0          0
ABBOTT LABS                   COM             00282410    2820640      66290     X         11            4300          0      61990
ABBOTT LABS                   COM             00282410    1225561      28648     X         13               0          0      28648
ABBOTT LABS                   COM             00282410   75790145    1744058     X         3          1744058          0          0
ABBOTT LABS                   COM             00282410      17020        400     X  X      4              400          0          0
ABBOTT LABS                   COM             00282410      13361        314     X         4              314          0          0
ABBOTT LABS                   COM             00282410   29000364     679022     X         5           209594          0     469428
ABBOTT LABS                   COM             00282410  138952131    3265620     X  X      6          2933040     157323     175257
ABBOTT LABS                   COM             00282410  148825433    3497660     X         6          3081834       8292     407534
ABBOTT LABS                   COM             00282410      25573        601     X  X      7              601          0          0
ABBOTT LABS                   COM             00282410     143947       3383     X         7             3383          0          0
ABBOTT LABS                   COM             00282410    4599655     108100     X         8           108100          0          0
ABERCROMBIE & FITCH CO        CL A            00289620   10649618     384324     X         3           384324          0          0
ABERCROMBIE & FITCH CO        CL A            00289620    3000364     107791     X         5            99041          0       8750
ABERCROMBIE & FITCH CO        CL A            00289620       2494         90     X  X      6               90          0          0
ABERCROMBIE & FITCH CO        CL A            00289620      31312       1130     X         6             1130          0          0
ABERCROMBIE & FITCH CO        CL A            00289620       7205        260     X  X      7              260          0          0
ABERCROMBIE & FITCH CO        CL A            00289620       2217         80     X         7               80          0          0
ABBEY NATL PLC                ADR PRF B7.375  00292070     208950       7682     X         5             7682          0          0
ABBEY NATL PLC                ADR PRF B7.375  00292070      38080       1400     X  X      6             1400          0          0
ABBEY NATL PLC                GDR             00292080      56605       2132     X         5             2132          0          0
ABBEY NATL PLC                GDR             00292080     531000      20000     X         6            20000          0          0
ABERDEEN ASIA PACIFIC INCOM   COM             00300910       1759        308     X         13               0          0        308
ABERDEEN ASIA PACIFIC INCOM   COM             00300910      39900       7000     X  X      4             7000          0          0
ABERDEEN ASIA PACIFIC INCOM   COM             00300910    1132251     198459     X         5            95012          0     103447
ABERDEEN ASIA PACIFIC INCOM   COM             00300910       6281       1102     X  X      6             1102          0          0
ABERDEEN ASIA PACIFIC INCOM   COM             00300910      52719       9249     X         6             9249          0          0
ABERDEEN ASIA PACIFIC INCOM   COM             00300910       3699        649     X  X      7              649          0          0
ABERDEEN AUSTRALIA EQTY FD I  COM             00301110     904038     118434     X         5            19934          0      98500
ABERDEEN AUSTRALIA EQTY FD I  COM             00301110       2645        348     X  X      7              348          0          0
ABERDEEN AUSTRALIA EQTY FD I  COM             00301110    3195800     420500     X         9           420500          0          0
ABERDEEN GLOBAL INCOME FD IN  COM             00301310     541935      45314     X         5            43239          0       2075
ABERDEEN GLOBAL INCOME FD IN  COM             00301310      10764        900     X  X      7              900          0          0
ABGENIX INC                   COM             00339B10     724500      50000     X         3            50000          0          0
ABGENIX INC                   COM             00339B10       3305        230     X         5                0          0        230
ABIOMED INC                   COM             00365410      37399       4270     X         5             2400          0       1870
ABIOMED INC                   COM             00365410     128961      14978     X  X      6            14978          0          0
ABIOMED INC                   COM             00365410      10349       1202     X         6             1202          0          0
ABLEST INC                    COM             00371W10      78164      14342     X         5                0          0      14342
ABRAXAS PETE CORP             COM             00383010      88029      97810     X         6            97810          0          0
ACCREDO HEALTH INC            COM             00437V10      10328        369     X         5              369          0          0
ACCREDO HEALTH INC            COM             00437V10      39522       1412     X  X      6             1412          0          0
ACCREDO HEALTH INC            COM             00437V10     775267      27698     X         6            27698          0          0
ACTIVISION INC NEW            COM NEW         00493020    1032819      86284     X         3            86284          0          0
ACTIVISION INC NEW            COM NEW         00493020     974620      79798     X         5            39303          0      40495
ACTIVISION INC NEW            COM NEW         00493020        599         50     X         6               50          0          0
ACTUANT CORP                  CL A NEW        00508X20    7120550     126050     X         3           126050          0          0
ACTUANT CORP                  CL A NEW        00508X20      44973        793     X         5              693          0        100
ACTUANT CORP                  CL A NEW        00508X20      23527        419     X  X      6              254          0        165
ACTUANT CORP                  CL A NEW        00508X20    1218174      21695     X         6            19145          0       2550
ACUITY BRANDS INC             COM             00508Y10       7224        400     X         5              400          0          0
ACUITY BRANDS INC             COM             00508Y10    2730184     151173     X  X      6            19577       4250     127346
ACUITY BRANDS INC             COM             00508Y10    2361941     130783     X         6           130783          0          0
ACXIOM CORP                   COM             00512510    1317394      83591     X         3            83591          0          0
ACXIOM CORP                   COM             00512510      79140       5000     X         5             4000          0       1000
ACXIOM CORP                   COM             00512510       2378        151     X  X      6              151          0          0
ACXIOM CORP                   COM             00512510      12332        783     X         6              783          0          0
ADAMS EXPRESS CO              COM             00621210      18000       1500     X         13               0          0       1500
ADAMS EXPRESS CO              COM             00621210     120945      10139     X         5             4262          0       5877
ADAMS EXPRESS CO              COM             00621210     974914      82410     X  X      6            82410          0          0
ADAMS EXPRESS CO              COM             00621210     446914      37778     X         6            37355          0        423
ADAPTEC INC                   COM             00651F10     798540      99900     X         5             1500          0      98400
ADAPTEC INC                   COM             00651F10     102483      13556     X  X      6            12931        625          0
ADAPTEC INC                   COM             00651F10     572610      75742     X         6            75742          0          0
ADMINISTAFF INC               COM             00709410       2187        246     X         5              246          0          0
ADMINISTAFF INC               COM             00709410      50495       5680     X  X      6             5680          0          0
ADMINISTAFF INC               COM             00709410     661016      74355     X         6            45125          0      29230
ADOBE SYS INC                 COM             00724F10    1419268      35660     X         13               0          0      35660
ADOBE SYS INC                 COM             00724F10    3895691      99228     X         3            99228          0          0
ADOBE SYS INC                 COM             00724F10    8367828     211586     X         5           130011          0      81575
ADOBE SYS INC                 COM             00724F10     211524       5370     X  X      6             3970       1400          0
ADOBE SYS INC                 COM             00724F10    2037330      51722     X         6            22320          0      29402
ADOLOR CORP                   COM             00724X10     734000      40000     X         3            40000          0          0
ADOLOR CORP                   COM             00724X10      13212        720     X         5              720          0          0
ADOLOR CORP                   COM             00724X10      91750       5000     X         6             5000          0          0
ADTRAN INC                    COM             00738A10    2821010      46110     X         3            46110          0          0
ADTRAN INC                    COM             00738A10    1833966      29913     X         5            29913          0          0
ADTRAN INC                    COM             00738A10      61310       1000     X         6             1000          0          0
ADVANCED AUTO PARTS INC       COM             00751Y10    4704782      66358     X         3            66358          0          0
ADVANCED AUTO PARTS INC       COM             00751Y10     202774       2860     X         5             2860          0          0
ADVANCED AUTO PARTS INC       COM             00751Y10     257722       3635     X  X      6             3635          0          0
ADVANCED AUTO PARTS INC       COM             00751Y10     215607       3041     X         6             3041          0          0
ADVANCED AUTO PARTS INC       COM             00751Y10       7090        100     X  X      7              100          0          0
ADVANCED DIGITAL INFORMATION  COM             00752510    4453285     317638     X         3           317638          0          0
ADVANCED DIGITAL INFORMATION  COM             00752510      96985       6900     X         5             6400          0        500
ADVANCED DIGITAL INFORMATION  COM             00752510     209921      14941     X         6             1118          0      13823
ADVANCED MARKETING SVCS INC   COM             00753T10     511151      50792     X         5             4065          0      46727
ADVANCED FIBRE COMMUNICATION  COM             00754A10    1759425      83902     X         3            83902          0          0
ADVANCED FIBRE COMMUNICATION  COM             00754A10     118889       5605     X         5              375          0       5230
ADVANCED FIBRE COMMUNICATION  COM             00754A10      86943       4150     X  X      6             3200          0        950
ADVANCED FIBRE COMMUNICATION  COM             00754A10    3731844     178131     X         6            91160          0      86971
ADVANCED SEMICONDUCTOR ENGR   SPONSORED ADR   00756M40     318450      82500     X         3            82500          0          0
ADVANCED NEUROMODULATION SYS  COM             00757T10    5505163     137450     X         3           137450          0          0
ADVANCED NEUROMODULATION SYS  COM             00757T10     117135       2917     X         5             1880          0       1037
ADVANCED NEUROMODULATION SYS  COM             00757T10      18274        458     X  X      6              458          0          0
ADVANCED NEUROMODULATION SYS  COM             00757T10     830997      20827     X         6            18410         17       2400
ADVANCED NEUROMODULATION SYS  COM             00757T10       3870         97     X  X      7               97          0          0
ADVANTEST CORP                SPONSORED ADR   00762U10    2577200     151000     X         3           151000          0          0
ADVANTEST CORP                SPONSORED ADR   00762U10      43094       2596     X  X      6             2596          0          0
ADVANTEST CORP                SPONSORED ADR   00762U10     394931      23791     X         6            23791          0          0
ADVISORY BRD CO               COM             00762W10    3049695      67100     X         3            67100          0          0
ADVISORY BRD CO               COM             00762W10     195435       4300     X         6             4000          0        300
ADVANCED MEDICAL OPTICS INC   COM             00763M10       9558        526     X         5              198          0        328
ADVANCED MEDICAL OPTICS INC   COM             00763M10    5167900     287745     X  X      6           287481        264          0
ADVANCED MEDICAL OPTICS INC   COM             00763M10      13165        733     X         6              733          0          0
ADVENT CLAYMORE CV SECS & IN  COM             00764C10      18485        761     X         13               0          0        761
ADVENT CLAYMORE CV SECS & IN  COM             00764C10    2152410      88613     X         5                0          0      88613
AEROFLEX INC                  COM             00776810    7794233     876539     X         3           876539          0          0
AEROFLEX INC                  COM             00776810      57686       6516     X         5             5016          0       1500
AEROFLEX INC                  COM             00776810      38078       4327     X  X      6             4327          0          0
AEROFLEX INC                  COM             00776810    1108070     125917     X         6           113103        114      12700
AEROPOSTALE                   COM             00786510    1790575      66195     X         3            66195          0          0
AEROPOSTALE                   COM             00786510     954766      35074     X         5            27055          0       8019
AEROPOSTALE                   COM             00786510      10144        375     X  X      6              375          0          0
AEROPOSTALE                   COM             00786510     141823       5243     X         6             2375          0       2868
ADVANCED MICRO DEVICES INC    COM             00790310    1765001     158866     X         3           158866          0          0
ADVANCED MICRO DEVICES INC    COM             00790310    1323306     118598     X         5            23889          0      94709
ADVANCED MICRO DEVICES INC    COM             00790310     258308      23250     X  X      6            16250          0       7000
ADVANCED MICRO DEVICES INC    COM             00790310     387106      34843     X         6             3650          0      31193
ADVANCED MICRO DEVICES INC    DBCV  4.750% 2/ 007903AE       8888      10000     X         5            10000          0          0
ADVANCEPCS                    COM             00790K10     121726       2596     X         13               0          0       2596
ADVANCEPCS                    COM             00790K10   20094593     440961     X         3           440961          0          0
ADVANCEPCS                    COM             00790K10     618290      13302     X         5             4122          0       9180
ADVANCEPCS                    COM             00790K10     162730       3571     X  X      6             2896          0        675
ADVANCEPCS                    COM             00790K10    3225718      70786     X         6            17711          0      53075
ADVANCEPCS                    COM             00790K10       8430        185     X  X      7              185          0          0
AEGON N V                     ORD AMER REG    00792410    1363442     112912     X         5            29831          0      83081
AEGON N V                     ORD AMER REG    00792410    1581980     135212     X  X      6           107610       3743      23859
AEGON N V                     ORD AMER REG    00792410    3881721     331771     X         6           327219          0       4552
ADVENT SOFTWARE INC           COM             00797410     511392      31803     X         3            31803          0          0
ADVENT SOFTWARE INC           COM             00797410      11035        670     X         5                0          0        670
AES TR III                    PFD CV 6.75%    00808N20     133774       3598     X         5                0          0       3598
AES TR III                    PFD CV 6.75%    00808N20    1692750      45750     X  X      6            16750          0      29000
AES TR III                    PFD CV 6.75%    00808N20     148000       4000     X         6             4000          0          0
AETNA INC NEW                 COM             00817Y10      19562        325     X         13               0          0        325
AETNA INC NEW                 COM             00817Y10   24137792     350535     X         3           350535          0          0
AETNA INC NEW                 COM             00817Y10      21666        355     X         4              355          0          0
AETNA INC NEW                 COM             00817Y10    5902504      97104     X         5            68827          0      28277
AETNA INC NEW                 COM             00817Y10    1767429      28960     X  X      6            16918        900      11142
AETNA INC NEW                 COM             00817Y10    8764762     143614     X         6            41493         26     102095
AETNA INC NEW                 COM             00817Y10       7018        115     X         7              115          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010     241016       4950     X         1             4950          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010       1679         35     X         13               0          0         35
AFFILIATED COMPUTER SERVICES  CL A            00819010   12277476     250607     X         3           250607          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010       1461         30     X         4               30          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010    3567665      73497     X         5            58560          0      14937
AFFILIATED COMPUTER SERVICES  CL A            00819010    6367678     130780     X  X      6           113983       3408      13389
AFFILIATED COMPUTER SERVICES  CL A            00819010   20263463     416173     X         6           382881       1442      31850
AFFILIATED COMPUTER SERVICES  CL A            00819010       8764        180     X  X      7              180          0          0
AFFILIATED COMPUTER SERVICES  CL A            00819010      58331       1198     X         7             1198          0          0
AFFILIATED COMPUTER SERVICES  NOTE  3.500% 2/ 008190AF      27306      23000     X         5            19000          0       4000
AFFILIATED MANAGERS GROUP     COM             00825210       6280        100     X         11               0          0        100
AFFILIATED MANAGERS GROUP     COM             00825210     182120       2900     X         3             2900          0          0
AFFILIATED MANAGERS GROUP     COM             00825210     664749      10348     X         5               76          0      10272
AFFILIATED MANAGERS GROUP     COM             00825210     133701       2129     X  X      6             2129          0          0
AFFILIATED MANAGERS GROUP     COM             00825210    1211349      19289     X         6            19289          0          0
AFFILIATED MANAGERS GROUP     COM             00825210       8164        130     X  X      7              130          0          0
AFFYMETRIX INC                COM             00826T10     209900      10000     X         3            10000          0          0
AFFYMETRIX INC                COM             00826T10     316345      15128     X         5             1890          0      13238
AFFYMETRIX INC                COM             00826T10      42400       2020     X  X      6             2020          0          0
AFFYMETRIX INC                COM             00826T10     231289      11019     X         6            11019          0          0
AGERE SYS INC                 CL A            00845V10         15          5     X  X      1                5          0          0
AGERE SYS INC                 CL A            00845V10        203         66     X         11               0          0         66
AGERE SYS INC                 CL A            00845V10        431        138     X         13               0          0        138
AGERE SYS INC                 CL A            00845V10      90430      29389     X         5            25282          0       4107
AGERE SYS INC                 CL A            00845V10      14759       4808     X  X      6             1285       3214        309
AGERE SYS INC                 CL A            00845V10       8003       2607     X         6             2571          5         31
AGERE SYS INC                 CL A            00845V10          2          1     X  X      7                1          0          0
AGERE SYS INC                 CL A            00845V10         83         27     X         7               27          0          0
AGERE SYS INC                 CL B            00845V20        393        136     X  X      1              136          0          0
AGERE SYS INC                 CL B            00845V20       4728       1636     X         11               0          0       1636
AGERE SYS INC                 CL B            00845V20      10642       3583     X         13               0          0       3583
AGERE SYS INC                 CL B            00845V20     381480     132000     X         3           132000          0          0
AGERE SYS INC                 CL B            00845V20     968712     334368     X         5           304513          0      29855
AGERE SYS INC                 CL B            00845V20     290104     100382     X  X      6            87169       5531       7682
AGERE SYS INC                 CL B            00845V20     257230      89007     X         6            88048        132        827
AGERE SYS INC                 CL B            00845V20          1          1     X  X      7                1          0          0
AGERE SYS INC                 CL B            00845V20       2006        694     X         7              694          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10      20806        941     X  X      1              941          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10        840         38     X         1               38          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10       1680         76     X         11               0          0         76
AGILENT TECHNOLOGIES INC      COM             00846U10      17266        776     X         13               0          0        776
AGILENT TECHNOLOGIES INC      COM             00846U10    4280783     183208     X         3           183208          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10    3194202     143680     X         5            19129          0     124551
AGILENT TECHNOLOGIES INC      COM             00846U10    1283441      58048     X  X      6            50285       4073       3690
AGILENT TECHNOLOGIES INC      COM             00846U10    1198517      54207     X         6            27346          0      26861
AGILENT TECHNOLOGIES INC      COM             00846U10      13487        610     X         7              610          0          0
AGILENT TECHNOLOGIES INC      COM             00846U10    1547700      70000     X         8            70000          0          0
AGILENT TECHNOLOGIES INC      DBCV  3.000%12/ 00846UAB      48420      48000     X         5            48000          0          0
AGILE SOFTWARE CORP DEL       COM             00846X10   11762703    1235578     X         3          1235578          0          0
AGILE SOFTWARE CORP DEL       COM             00846X10      31121       3205     X         5              305          0       2900
AGILE SOFTWARE CORP DEL       COM             00846X10    1434559     150689     X         6           124350          0      26339
AGNICO EAGLE MINES LTD        COM             00847410   10627128     859800     X         3           859800          0          0
AGNICO EAGLE MINES LTD        COM             00847410       7485        600     X         5              300          0        300
AGNICO EAGLE MINES LTD        COM             00847410       8331        674     X  X      6              674          0          0
AGNICO EAGLE MINES LTD        COM             00847410      17304       1400     X         6             1400          0          0
AIM SELECT REAL ESTATE INCM   SHS             00888R10       8982        600     X         13               0          0        600
AIM SELECT REAL ESTATE INCM   SHS             00888R10    3090990     207562     X         5           202755          0       4807
AIM SELECT REAL ESTATE INCM   SHS             00888R10      28291       1900     X  X      6             1900          0          0
AGRIUM INC                    COM             00891610     202907      16155     X         5            16155          0          0
AGRIUM INC                    COM             00891610       2512        200     X  X      7              200          0          0
AIR PRODS & CHEMS INC         COM             00915810      45100       1000     X         11               0          0       1000
AIR PRODS & CHEMS INC         COM             00915810       5060        110     X         13               0          0        110
AIR PRODS & CHEMS INC         COM             00915810   11801362     261671     X         3           261671          0          0
AIR PRODS & CHEMS INC         COM             00915810     553381      12083     X         5             2708          0       9375
AIR PRODS & CHEMS INC         COM             00915810   14706479     326086     X  X      6           307247      16214       2625
AIR PRODS & CHEMS INC         COM             00915810    7530302     166969     X         6           149597       3600      13772
AIR PRODS & CHEMS INC         COM             00915810   11374220     252200     X         8           252200          0          0
AIRGAS INC                    COM             00936310    3092981     173763     X         3           173763          0          0
AIRGAS INC                    COM             00936310      94465       5307     X         5             5307          0          0
AIRGAS INC                    COM             00936310     487364      27380     X  X      6            27380          0          0
AIRGAS INC                    COM             00936310     248880      13982     X         6             8400          0       5582
AIRTRAN HLDGS INC             COM             00949P10    6323812     377541     X         3           377541          0          0
AIRTRAN HLDGS INC             COM             00949P10    1144268      68001     X         5            45169          0      22832
AIRTRAN HLDGS INC             COM             00949P10       6700        400     X  X      6              400          0          0
AIRTRAN HLDGS INC             COM             00949P10     431497      25761     X         6              225          0      25536
AKAMAI TECHNOLOGIES INC       COM             00971T10        427        100     X         13               0          0        100
AKAMAI TECHNOLOGIES INC       COM             00971T10      63227      14742     X         5            13914          0        828
AKAMAI TECHNOLOGIES INC       COM             00971T10      70356      16400     X  X      6            16400          0          0
AKAMAI TECHNOLOGIES INC       COM             00971T10        429        100     X         6              100          0          0
AKTIEBOLAGETT ELECTROLUX      SPONSORED ADR   01019820      10775        243     X         13               0          0        243
AKTIEBOLAGETT ELECTROLUX      SPONSORED ADR   01019820      19694        445     X         5               45          0        400
AKTIEBOLAGETT ELECTROLUX      SPONSORED ADR   01019820      20885        480     X  X      6              480          0          0
AKTIEBOLAGETT ELECTROLUX      SPONSORED ADR   01019820     448153      10300     X         6            10300          0          0
AKZO NOBEL NV                 SPONSORED ADR   01019930      35130       1126     X         5              626          0        500
AKZO NOBEL NV                 SPONSORED ADR   01019930      63940       2050     X  X      6             1250          0        800
AKZO NOBEL NV                 SPONSORED ADR   01019930     248116       7955     X         6             7955          0          0
ALABAMA NATL BANCORP DELA     COM             01031710    7250780     152648     X         3           152648          0          0
ALABAMA NATL BANCORP DELA     COM             01031710     752020      15832     X         6            12000          0       3832
ALASKA AIR GROUP INC          COM             01165910     725991      26096     X         3            26096          0          0
ALASKA AIR GROUP INC          COM             01165910     862582      30500     X         5            15530          0      14970
ALASKA AIR GROUP INC          COM             01165910      16748        602     X         6              602          0          0
ALBANY INTL CORP              CL A            01234810    1042392      33800     X         5            33800          0          0
ALBANY INTL CORP              CL A            01234810      12336        400     X  X      6              400          0          0
ALBANY INTL CORP              CL A            01234810     182573       5920     X         6             5620          0        300
ALBEMARLE CORP                COM             01265310      79605       2900     X         11               0          0       2900
ALBEMARLE CORP                COM             01265310    1139477      40386     X         3            40386          0          0
ALBEMARLE CORP                COM             01265310     341214      12402     X         5            11638          0        764
ALBEMARLE CORP                COM             01265310     509637      18566     X  X      6             5516      13050          0
ALBEMARLE CORP                COM             01265310     342768      12487     X         6            12237          0        250
ALBERTO CULVER CO             CL B CONV       01306810    1343684      22844     X         3            22844          0          0
ALBERTO CULVER CO             CL B CONV       01306810    1000952      16858     X         5             7103          0       9755
ALBERTO CULVER CO             CL B CONV       01306810     355273       6040     X  X      6             6040          0          0
ALBERTO CULVER CO             CL B CONV       01306810     927886      15775     X         6             7837          0       7938
ALBERTO CULVER CO             CL B CONV       01306810       7058        120     X  X      7              120          0          0
ALBERTO CULVER CO             CL A            01306820     311277       5421     X         5             5252          0        169
ALBERTO CULVER CO             CL A            01306820      55381        965     X         6              965          0          0
ALBERTO CULVER CO             CL A            01306820       4017         70     X  X      7               70          0          0
ALBERTSONS INC                COM             01310410     247217      12030     X         13               0          0      12030
ALBERTSONS INC                COM             01310410   10273954     499463     X         3           499463          0          0
ALBERTSONS INC                COM             01310410   13897295     676127     X         5           143854          0     532273
ALBERTSONS INC                COM             01310410    1732241      84212     X  X      6            56653       3560      23999
ALBERTSONS INC                COM             01310410    4077920     198246     X         6           118339          0      79907
ALBERTSONS INC                COM             01310410       4834        235     X         7              235          0          0
ALCAN INC                     COM             01371610      15304        400     X         3              400          0          0
ALCAN INC                     COM             01371610     121170       3141     X         5             2511          0        630
ALCAN INC                     COM             01371610     241995       6325     X  X      6             6325          0          0
ALCAN INC                     COM             01371610    1050887      27467     X         6            27467          0          0
ALCIDE CORP                   COM NEW         01374250     830192      61950     X         5                0          0      61950
ALCOA INC                     COM             01381710     309342      11825     X         1            11725          0        100
ALCOA INC                     COM             01381710    1823274      68313     X         13               0          0      68313
ALCOA INC                     COM             01381710   28523634    1089990     X         3          1089990          0          0
ALCOA INC                     COM             01381710      10464        400     X  X      4              400          0          0
ALCOA INC                     COM             01381710   21582107     814515     X         5           296798          0     517717
ALCOA INC                     COM             01381710   40204153    1536856     X  X      6          1431858      66991      38007
ALCOA INC                     COM             01381710   62074231    2372868     X         6          2193259       7432     172177
ALCOA INC                     COM             01381710      21320        815     X  X      7              815          0          0
ALCOA INC                     COM             01381710     108721       4156     X         7             4156          0          0
ALCOA INC                     COM             01381710    7320196     279824     X         8           279824          0          0
ALCATEL                       SPONSORED ADR   01390430     321123      26044     X         13               0          0      26044
ALCATEL                       SPONSORED ADR   01390430    1029210      87000     X         3            87000          0          0
ALCATEL                       SPONSORED ADR   01390430     367817      30941     X         5            27371          0       3570
ALCATEL                       SPONSORED ADR   01390430      63113       5335     X  X      6             3075          0       2260
ALCATEL                       SPONSORED ADR   01390430      66686       5637     X         6             5637          0          0
ALEXANDER & BALDWIN INC       COM             01448210    1151217      40593     X         3            40593          0          0
ALEXANDER & BALDWIN INC       COM             01448210     832455      29241     X         5            25821          0       3420
ALEXANDER & BALDWIN INC       COM             01448210     340320      12000     X  X      6                0          0      12000
ALEXANDER & BALDWIN INC       COM             01448210      12762        450     X         6              450          0          0
ALEXANDRIA REAL ESTATE EQ IN  COM             01527110      10903        227     X         5              227          0          0
ALEXANDRIA REAL ESTATE EQ IN  COM             01527110      20173        420     X  X      6              420          0          0
ALEXANDRIA REAL ESTATE EQ IN  COM             01527110     346056       7205     X         6             5305          0       1900
ALFA CORP                     COM             01538510    3639026     290657     X         3           290657          0          0
ALFA CORP                     COM             01538510      34874       2650     X         5                0          0       2650
ALKERMES INC                  COM             01642T10       2060        150     X         13               0          0        150
ALKERMES INC                  COM             01642T10     274400      20000     X         3            20000          0          0
ALKERMES INC                  COM             01642T10     672575      49018     X         5            44250          0       4768
ALKERMES INC                  COM             01642T10      10633        775     X  X      6              775          0          0
ALKERMES INC                  COM             01642T10      73745       5375     X         6             5375          0          0
ALLEGHANY CORP DEL            COM             01717510       5970         30     X         5                0          0         30
ALLEGHANY CORP DEL            COM             01717510    9256607      47409     X  X      6              306      47103          0
ALLEGHANY CORP DEL            COM             01717510     195250       1000     X         6             1000          0          0
ALLEGHENY ENERGY INC          COM             01736110     446590      48861     X         3            48861          0          0
ALLEGHENY ENERGY INC          COM             01736110     319907      34362     X         5             6565          0      27797
ALLEGHENY ENERGY INC          COM             01736110     314937      34457     X  X      6            24757       7500       2200
ALLEGHENY ENERGY INC          COM             01736110     555191      60743     X         6            23280          0      37463
ALLEGHENY TECHNOLOGIES INC    COM             01741R10     206679      31554     X         3            31554          0          0
ALLEGHENY TECHNOLOGIES INC    COM             01741R10       9828       1439     X         5              289          0       1150
ALLEGHENY TECHNOLOGIES INC    COM             01741R10        216         33     X  X      6               33          0          0
ALLEGHENY TECHNOLOGIES INC    COM             01741R10      18556       2833     X         6             2833          0          0
ALLEGIANT BANCORP INC         COM             01747610      85971       4256     X         5             4256          0          0
ALLEGIANT BANCORP INC         COM             01747610      17675        875     X  X      6              875          0          0
ALLEGIANT BANCORP INC         COM             01747610     110090       5450     X         6             5450          0          0
ALLERGAN INC                  COM             01849010     110222       1400     X  X      1             1400          0          0
ALLERGAN INC                  COM             01849010   30045572     381054     X         3           381054          0          0
ALLERGAN INC                  COM             01849010     683960       8638     X         5             6160          0       2478
ALLERGAN INC                  COM             01849010  121981979    1549371     X  X      6          1529477       9894      10000
ALLERGAN INC                  COM             01849010   18946689     240654     X         6           225868        205      14581
ALLERGAN INC                  COM             01849010      24328        309     X         7              309          0          0
ALLETE INC                    COM             01852210      43808       1600     X         1             1600          0          0
ALLETE INC                    COM             01852210      54760       2000     X         11               0          0       2000
ALLETE INC                    COM             01852210    9162854     334655     X         3           334655          0          0
ALLETE INC                    COM             01852210     945513      34520     X         5            33823          0        697
ALLETE INC                    COM             01852210     398762      14564     X  X      6            14164          0        400
ALLETE INC                    COM             01852210     147304       5380     X         6             5380          0          0
ALLIANCE ALL MARKET ADVANTAG  COM             01852M10     198284      13866     X         5            13866          0          0
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10      39985       1175     X         13               0          0       1175
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10    6455865     190791     X         5            68048          0     122743
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10     976736      29165     X  X      6            11295      10370       7500
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN  01855A10     751750      22447     X         6            22447          0          0
ALLIANCE DATA SYSTEMS CORP    COM             01858110    6663835     250600     X         3           250600          0          0
ALLIANCE DATA SYSTEMS CORP    COM             01858110      18880        700     X         5              300          0        400
ALLIANCE DATA SYSTEMS CORP    COM             01858110      11273        427     X  X      6              427          0          0
ALLIANCE DATA SYSTEMS CORP    COM             01858110     980258      37131     X         6            32730         51       4350
ALLIANCE GAMING CORP          COM NEW         01859P60      45035       2220     X         5             2200          0         20
ALLIANCE GAMING CORP          COM NEW         01859P60      34963       1724     X  X      6             1724          0          0
ALLIANCE GAMING CORP          COM NEW         01859P60     233200      11499     X         6            11499          0          0
ALLIANCE SEMICONDUCTOR CORP   COM             01877H10      69088      12700     X         5            12700          0          0
ALLIANCE WORLD DLR GV FD INC  COM             01879610     354218      28497     X         5            27797          0        700
ALLIANCE WORLD DLR GV FD II   COM             01879R10      61250       5000     X         13               0          0       5000
ALLIANCE WORLD DLR GV FD II   COM             01879R10    1989017     161053     X         5           146522          0      14531
ALLIANCE WORLD DLR GV FD II   COM             01879R10      44558       3605     X  X      6             3605          0          0
ALLIANCE WORLD DLR GV FD II   COM             01879R10      66831       5407     X         6             5376          0         31
ALLIANT ENERGY CORP           COM             01880210      17864        812     X         11               0          0        812
ALLIANT ENERGY CORP           COM             01880210       8900        400     X         13               0          0        400
ALLIANT ENERGY CORP           COM             01880210    2378508     108114     X         3           108114          0          0
ALLIANT ENERGY CORP           COM             01880210     729420      32912     X         5            11489          0      21423
ALLIANT ENERGY CORP           COM             01880210     420574      19117     X  X      6            15197       2863       1057
ALLIANT ENERGY CORP           COM             01880210     426404      19382     X         6            19200          0        182
ALLIANT ENERGY CORP           COM             01880210       8800        400     X         7              400          0          0
ALLIANT TECHSYSTEMS INC       COM             01880410    1721273      35410     X         5            20617          0      14793
ALLIANT TECHSYSTEMS INC       COM             01880410     167118       3478     X  X      6             3078          0        400
ALLIANT TECHSYSTEMS INC       COM             01880410      57324       1193     X         6             1193          0          0
ALLIANT TECHSYSTEMS INC       COM             01880410       3508         73     X  X      7               73          0          0
ALLIANZ AKTIENGESELLSCHAFT    SP ADR 1/10 SH  01880510    2033200     230000     X         3           230000          0          0
ALLIANZ AKTIENGESELLSCHAFT    SP ADR 1/10 SH  01880510     171964      19242     X         5            11782          0       7460
ALLIED CAP CORP NEW           COM             01903Q10     290162      11800     X         11            3000          0       8800
ALLIED CAP CORP NEW           COM             01903Q10    1161473      46985     X         13               0          0      46985
ALLIED CAP CORP NEW           COM             01903Q10    5532750     225000     X         3           225000          0          0
ALLIED CAP CORP NEW           COM             01903Q10    1963977      79718     X         5            51119          0      28599
ALLIED CAP CORP NEW           COM             01903Q10     428259      17416     X  X      6            13766          0       3650
ALLIED CAP CORP NEW           COM             01903Q10      91672       3728     X         6             3728          0          0
ALLIED CAP CORP NEW           COM             01903Q10      20877        849     X         7              849          0          0
ALLIED DOMECQ PLC             SPON ADR NEW    01912120       7555        290     X         5                0          0        290
ALLIED DOMECQ PLC             SPON ADR NEW    01912120      10304        400     X  X      6              400          0          0
ALLIED DOMECQ PLC             SPON ADR NEW    01912120     222309       8630     X         6             8630          0          0
ALLIED HEALTHCARE PRODS INC   COM             01922210      81956      26523     X         5                0          0      26523
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840       5809        195     X         13               0          0        195
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840      15863          0     X         3                0          0          0
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840     164426       5536     X         5             3510          0       2026
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840    5429508     183120     X  X      6           162928      19292        900
ALLIED IRISH BKS P L C        SPON ADR ORD    01922840    2358420      79542     X         6            79542          0          0
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930    3920605     363019     X         3           363019          0          0
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930     339932      31214     X         5             3009          0      28205
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930      65383       6054     X  X      6             6054          0          0
ALLIED WASTE INDS INC         COM PAR$.01NEW  01958930     984506      91158     X         6            71128          0      20030
ALLMERICA FINL CORP           COM             01975410    1236834      51946     X         3            51946          0          0
ALLMERICA FINL CORP           COM             01975410    1065443      44667     X         5            42508          0       2159
ALLMERICA FINL CORP           COM             01975410     143598       6031     X  X      6             6031          0          0
ALLMERICA FINL CORP           COM             01975410     110216       4629     X         6             2762          0       1867
ALLMERICA SECS TR             SH BEN INT      01992110     158012      16720     X         5            16620          0        100
ALLMERICA SECS TR             SH BEN INT      01992110       3119        330     X  X      6              330          0          0
ALLSTATE CORP                 COM             02000210      72256       1978     X         1             1978          0          0
ALLSTATE CORP                 COM             02000210      14845        398     X         13               0          0        398
ALLSTATE CORP                 COM             02000210   44968138    1229276     X         3          1229276          0          0
ALLSTATE CORP                 COM             02000210   18190070     494970     X         5           353643          0     141327
ALLSTATE CORP                 COM             02000210   14785371     404746     X  X      6           324848      37380      42518
ALLSTATE CORP                 COM             02000210   24282843     664737     X         6           381800       2569     280368
ALLSTATE CORP                 COM             02000210      43325       1186     X         7             1186          0          0
ALLSTATE CORP                 COM             02000210    4796389     131300     X         8           131300          0          0
ALLTEL CORP                   COM             02003910     148288       3200     X  X      1             2500        700          0
ALLTEL CORP                   COM             02003910     245602       5300     X         1             5300          0          0
ALLTEL CORP                   COM             02003910     590186      12736     X         11               0          0      12736
ALLTEL CORP                   COM             02003910     320712       6789     X         13               0          0       6789
ALLTEL CORP                   COM             02003910   18567326     399706     X         3           399706          0          0
ALLTEL CORP                   COM             02003910    2731204      58229     X         5            21704          0      36525
ALLTEL CORP                   COM             02003910    8421137     181725     X  X      6           144689      34899       2137
ALLTEL CORP                   COM             02003910    9158962     197647     X         6           111466         26      86155
ALLTEL CORP                   COM             02003910      32901        710     X         7              710          0          0
ALLTEL CORP                   COM             02003910    2677294      57775     X         8            57775          0          0
ALLTEL CORP                   CORP UNT 7.75%  02003982    5377900     110000     X         3           110000          0          0
ALLTEL CORP                   CORP UNT 7.75%  02003982    1689735      34484     X         5            28234          0       6250
ALLTEL CORP                   CORP UNT 7.75%  02003982      33930        694     X         6              694          0          0
ALPHA PRO TECH LTD            COM             02077210     252000     150000     X         5           150000          0          0
ALPHARMA INC                  CL A            02081310    1050900      56500     X         3            56500          0          0
ALPHARMA INC                  CL A            02081310      28272       1520     X         5             1520          0          0
ALPHARMA INC                  CL A            02081310      15661        842     X         6              842          0          0
ALTERA CORP                   COM             02144110      15144        800     X         1              800          0          0
ALTERA CORP                   COM             02144110   90485545    4784459     X         3          4784459          0          0
ALTERA CORP                   COM             02144110     843886      45955     X         5            21617          0      24338
ALTERA CORP                   COM             02144110   30748415    1624322     X  X      6          1585627       5735      32960
ALTERA CORP                   COM             02144110   21390219    1129964     X         6           928006       1980     199978
ALTERA CORP                   COM             02144110      70514       3725     X         7             3725          0          0
ALTERA CORP                   COM             02144110     709875      37500     X         8            37500          0          0
ALTEON INC                    COM             02144G10      95000      50000     X         3            50000          0          0
ALTEON INC                    COM             02144G10      68979      33813     X         5                0          0      33813
ALTIRIS INC                   COM             02148M10     401112      15263     X         3            15263          0          0
ALTIRIS INC                   COM             02148M10     330195      12567     X         5             8944          0       3623
ALTRIA GROUP INC              COM             02209S10     630720      14400     X  X      1            14400          0          0
ALTRIA GROUP INC              COM             02209S10      11607        265     X         11               0          0        265
ALTRIA GROUP INC              COM             02209S10     920012      20735     X         13               0          0      20735
ALTRIA GROUP INC              COM             02209S10  127018379    2896729     X         3          2896729          0          0
ALTRIA GROUP INC              COM             02209S10      37230        850     X         4              850          0          0
ALTRIA GROUP INC              COM             02209S10   50276012    1144713     X         5           903351          0     241362
ALTRIA GROUP INC              COM             02209S10   43400544     990880     X  X      6           879366      40745      70769
ALTRIA GROUP INC              COM             02209S10   50174394    1145534     X         6           615172         92     530270
ALTRIA GROUP INC              COM             02209S10       8322        190     X  X      7              190          0          0
ALTRIA GROUP INC              COM             02209S10      90491       2066     X         7             2066          0          0
ALUMINUM CORP CHINA LTD       SPON ADR H SHS  02227610      10664        309     X  X      6              309          0          0
ALUMINUM CORP CHINA LTD       SPON ADR H SHS  02227610     204575       5928     X         6             5636          0        292
AMAZON COM INC                COM             02313510      31781        647     X         13               0          0        647
AMAZON COM INC                COM             02313510   77506891    1600225     X         3          1600225          0          0
AMAZON COM INC                COM             02313510    1095434      22583     X         5            20062          0       2521
AMAZON COM INC                COM             02313510     177593       3667     X  X      6             3392          0        275
AMAZON COM INC                COM             02313510    3514032      72559     X         6            40649          0      31910
AMAZON COM INC                COM             02313510       2179         45     X         7               45          0          0
AMAZON COM INC                NOTE  4.750% 2/ 023135AF      28721      30000     X         5             4000          0      26000
AMBAC FINL GROUP INC          COM             02313910    3442880      53795     X         3            53795          0          0
AMBAC FINL GROUP INC          COM             02313910       1600         25     X  X      4               25          0          0
AMBAC FINL GROUP INC          COM             02313910    3792325      58907     X         5            50747          0       8160
AMBAC FINL GROUP INC          COM             02313910    6264448      97882     X  X      6            48521       3436      45925
AMBAC FINL GROUP INC          COM             02313910    9532160     148940     X         6           144232          0       4708
AMCOR LTD                     ADR NEW         02341R30    1478142      62000     X         3            62000          0          0
AMCOR LTD                     ADR NEW         02341R30       2384        100     X         5              100          0          0
AMERADA HESS CORP             COM             02355110    1751646      34963     X         3            34963          0          0
AMERADA HESS CORP             COM             02355110    2041100      40557     X         5            32492          0       8065
AMERADA HESS CORP             COM             02355110     322359       6434     X  X      6             1899       4535          0
AMERADA HESS CORP             COM             02355110     804656      16061     X         6             4194          0      11867
AMEREN CORP                   COM             02360810      44197       1030     X         11               0          0       1030
AMEREN CORP                   COM             02360810    9148026     213191     X         3           213191          0          0
AMEREN CORP                   COM             02360810    4969705     115737     X         5            96680          0      19057
AMEREN CORP                   COM             02360810    1220661      28447     X  X      6            18744       3324       6379
AMEREN CORP                   COM             02360810    1354883      31575     X         6             8871       4000      18704
AMERICA FIRST TAX EX IVS L P  BEN UNIT CTF    02364V10       7150       1000     X         5             1000          0          0
AMERICA FIRST TAX EX IVS L P  BEN UNIT CTF    02364V10      64350       9000     X  X      6             9000          0          0
AMERICA FIRST TAX EX IVS L P  BEN UNIT CTF    02364V10       5942        831     X         6              831          0          0
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10     221996       9652     X         13               0          0       9652
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10    2246662      97216     X         3            97216          0          0
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10    9139097     395476     X         5           392262          0       3214
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10     478793      20718     X  X      6            17162       2486       1070
AMERICA MOVIL S A DE C V      SPON ADR L SHS  02364W10     181113       7837     X         6             7837          0          0
AMERICA WEST HLDG CORP        CL B            02365720     196554      19975     X         5                0          0      19975
AMERICAN AXLE & MFG HLDGS IN  COM             02406110       5916        200     X         3              200          0          0
AMERICAN AXLE & MFG HLDGS IN  COM             02406110      25722        850     X         5              200          0        650
AMERICAN AXLE & MFG HLDGS IN  COM             02406110      80842       2733     X  X      6             2733          0          0
AMERICAN AXLE & MFG HLDGS IN  COM             02406110     520194      17586     X         6            17586          0          0
AMERICAN CAPITAL STRATEGIES   COM             02493710   17044016     685600     X         11          621650          0      63950
AMERICAN CAPITAL STRATEGIES   COM             02493710    8582915     345250     X         3           345250          0          0
AMERICAN CAPITAL STRATEGIES   COM             02493710    1516702      61214     X         5            10344          0      50870
AMERICAN CAPITAL STRATEGIES   COM             02493710      87010       3500     X  X      6             3000          0        500
AMERICAN CAPITAL STRATEGIES   COM             02493710     151870       6109     X         6             6109          0          0
AMERICAN ELEC PWR INC         COM             02553710     231000       7700     X  X      1             7100        600          0
AMERICAN ELEC PWR INC         COM             02553710      95400       3180     X         1             3180          0          0
AMERICAN ELEC PWR INC         COM             02553710      42000       1400     X         11               0          0       1400
AMERICAN ELEC PWR INC         COM             02553710      29245        988     X         13               0          0        988
AMERICAN ELEC PWR INC         COM             02553710    4702920     154848     X         3           154848          0          0
AMERICAN ELEC PWR INC         COM             02553710    2073667      69515     X         5            40057          0      29458
AMERICAN ELEC PWR INC         COM             02553710    6404092     213470     X  X      6           174393      15491      23585
AMERICAN ELEC PWR INC         COM             02553710    5515650     183855     X         6           124493       1500      57862
AMERICAN ELEC PWR INC         COM             02553710      35640       1188     X         7             1188          0          0
AMERICAN EAGLE OUTFITTERS NE  COM             02553E10    1037781      69603     X         3            69603          0          0
AMERICAN EAGLE OUTFITTERS NE  COM             02553E10     151678      10148     X         5             9448          0        700
AMERICAN EAGLE OUTFITTERS NE  COM             02553E10      91697       6150     X  X      6             6150          0          0
AMERICAN EXPRESS CO           COM             02581610    1482474      32900     X  X      1            32900          0          0
AMERICAN EXPRESS CO           COM             02581610     630570      13994     X         1            13994          0          0
AMERICAN EXPRESS CO           COM             02581610      66238       1470     X         11               0          0       1470
AMERICAN EXPRESS CO           COM             02581610    2673691      58048     X         13               0          0      58048
AMERICAN EXPRESS CO           COM             02581610  102565752    2189469     X         3          2189469          0          0
AMERICAN EXPRESS CO           COM             02581610      54342       1206     X         4             1206          0          0
AMERICAN EXPRESS CO           COM             02581610   44662910     986554     X         5           777750          0     208804
AMERICAN EXPRESS CO           COM             02581610   75408541    1673514     X  X      6          1559506      41875      72133
AMERICAN EXPRESS CO           COM             02581610   64237176    1425592     X         6          1053036       3932     368624
AMERICAN EXPRESS CO           COM             02581610       9012        200     X  X      7              200          0          0
AMERICAN EXPRESS CO           COM             02581610      99583       2210     X         7             2210          0          0
AMERICAN EXPRESS CO           COM             02581610     144192       3200     X         8             3200          0          0
AMERICAN FINL GROUP INC OHIO  COM             02593210     160129       7272     X         13               0          0       7272
AMERICAN FINL GROUP INC OHIO  COM             02593210    1483655      68214     X         3            68214          0          0
AMERICAN FINL GROUP INC OHIO  COM             02593210    2002758      90957     X         5              425          0      90532
AMERICAN FINL GROUP INC OHIO  COM             02593210      17422        801     X  X      6              801          0          0
AMERICAN FINL GROUP INC OHIO  COM             02593210       2110         97     X         6               97          0          0
AMERICAN FINL RLTY TR         COM             02607P30   14226900    1009000     X         3          1009000          0          0
AMERICAN FINL RLTY TR         COM             02607P30      49844       3535     X         5             3535          0          0
AMERICAN FINL RLTY TR         COM             02607P30      62040       4400     X         6             4400          0          0
AMERICAN GREETINGS CORP       CL A            02637510     502052      25839     X         3            25839          0          0
AMERICAN GREETINGS CORP       CL A            02637510     201225      10353     X         5            10138          0        215
AMERICAN GREETINGS CORP       CL A            02637510     157772       8120     X  X      6             8120          0          0
AMERICAN GREETINGS CORP       CL A            02637510     594480      30596     X         6            30596          0          0
AMERICAN HEALTHWAYS INC       COM             02649V10    1172223      27970     X         5            27970          0          0
AMERICAN HOME MTG HLDGS INC   COM             02660M10     355828      20252     X         5            20252          0          0
AMERICAN HOME MTG HLDGS INC   COM             02660M10     175700      10000     X  X      6            10000          0          0
AMERICAN HOME MTG HLDGS INC   COM             02660M10      12932        736     X         6              736          0          0
AMERICAN INCOME FD INC        COM             02672T10    1265596     146514     X         5           127066          0      19448
AMERICAN INCOME FD INC        COM             02672T10      25950       3000     X         6             3000          0          0
AMERICAN INTL GROUP INC       COM             02687410     672494      11655     X  X      1            11655          0          0
AMERICAN INTL GROUP INC       COM             02687410    1758177      30471     X         1            30383          0         88
AMERICAN INTL GROUP INC       COM             02687410    4402023      76293     X         11            8093          0      68200
AMERICAN INTL GROUP INC       COM             02687410    1041481      17387     X         13               0          0      17387
AMERICAN INTL GROUP INC       COM             02687410  161903979    2804256     X         3          2804256          0          0
AMERICAN INTL GROUP INC       COM             02687410      11540        200     X  X      4              200          0          0
AMERICAN INTL GROUP INC       COM             02687410     168484       2920     X         4             2920          0          0
AMERICAN INTL GROUP INC       COM             02687410   40964087     702083     X         5           495758          0     206325
AMERICAN INTL GROUP INC       COM             02687410  165672048    2871266     X  X      6          2609005     108817     153444
AMERICAN INTL GROUP INC       COM             02687410  269275283    4666816     X         6          4007120       7427     652269
AMERICAN INTL GROUP INC       COM             02687410      56661        982     X  X      7              982          0          0
AMERICAN INTL GROUP INC       COM             02687410     238705       4137     X         7             4137          0          0
AMERICAN INTL GROUP INC       COM             02687410   13418135     232550     X         8           232550          0          0
AMERICAN ITALIAN PASTA CO     CL A            02707010    1671408      43200     X         3            43200          0          0
AMERICAN ITALIAN PASTA CO     CL A            02707010      23090        600     X         5              500          0        100
AMERICAN ITALIAN PASTA CO     CL A            02707010     257443       6654     X  X      6             6654          0          0
AMERICAN ITALIAN PASTA CO     CL A            02707010     444006      11476     X         6            11476          0          0
AMERICAN MGMT SYS INC         COM             02735210       7686          0     X         3                0          0          0
AMERICAN MGMT SYS INC         COM             02735210     335109      26156     X         5            25856          0        300
AMERICAN MGMT SYS INC         COM             02735210      86468       6750     X         6             6750          0          0
AMERICAN MED SYS HLDGS INC    COM             02744M10    5401393     247800     X         3           247800          0          0
AMERICAN MED SYS HLDGS INC    COM             02744M10      42699       1955     X         5              355          0       1600
AMERICAN MED SYS HLDGS INC    COM             02744M10      69368       3182     X  X      6             3182          0          0
AMERICAN MED SYS HLDGS INC    COM             02744M10    1218794      55908     X         6            51627         31       4250
AMERICAN MED SYS HLDGS INC    COM             02744M10       4251        195     X  X      7              195          0          0
AMERICAN PAC CORP             COM             02874010    1612752     190183     X         3           190183          0          0
AMERICAN PHARMACEUTICALS PTN  COM             02886P10    6804816     215467     X         3           215467          0          0
AMERICAN PHARMACEUTICALS PTN  COM             02886P10    3318380     106224     X         5            81600          0      24624
AMERICAN PHARMACEUTICALS PTN  COM             02886P10      18408        587     X  X      6              362          0        225
AMERICAN PHARMACEUTICALS PTN  COM             02886P10     567396      18093     X         6            11901         45       6147
AMERICAN PWR CONVERSION CORP  COM             02906610     521558      29923     X         13               0          0      29923
AMERICAN PWR CONVERSION CORP  COM             02906610    1315924      76775     X         3            76775          0          0
AMERICAN PWR CONVERSION CORP  COM             02906610    5807208     333755     X         5            77954          0     255801
AMERICAN PWR CONVERSION CORP  COM             02906610      49305       2850     X  X      6             2850          0          0
AMERICAN PWR CONVERSION CORP  COM             02906610     523965      30287     X         6            16055          0      14232
AMERICAN SELECT PORTFOLIO IN  COM             02957010      26231       2010     X         13               0          0       2010
AMERICAN SELECT PORTFOLIO IN  COM             02957010     406328      31208     X         5            31208          0          0
AMERICAN STD COS INC DEL      COM             02971210       8633        100     X         13               0          0        100
AMERICAN STD COS INC DEL      COM             02971210   31595014     374906     X         3           374906          0          0
AMERICAN STD COS INC DEL      COM             02971210       3539         42     X  X      4               42          0          0
AMERICAN STD COS INC DEL      COM             02971210    1471002      17186     X         5             6089          0      11097
AMERICAN STD COS INC DEL      COM             02971210    3250281      38579     X  X      6            26962       1600      10017
AMERICAN STD COS INC DEL      COM             02971210   24473277     290484     X         6           226407        962      63115
AMERICAN STD COS INC DEL      COM             02971210      23169        275     X         7              275          0          0
AMERICAN STS WTR CO           COM             02989910     632300      25800     X         5             6750          0      19050
AMERICAN STS WTR CO           COM             02989910      63309       2686     X  X      6             2686          0          0
AMERICAN STS WTR CO           COM             02989910     311478      13215     X         6            13215          0          0
AMERICAN STS WTR CO           COM             02989910       3536        150     X  X      7              150          0          0
AMERICAN TOWER CORP           CL A            02991220     655386      64570     X         3            64570          0          0
AMERICAN TOWER CORP           CL A            02991220     290544      28755     X         5            22475          0       6280
AMERICAN TOWER CORP           CL A            02991220     578246      56970     X  X      6            21970          0      35000
AMERICAN TOWER CORP           CL A            02991220    1287832     126880     X         6            87030          0      39850
AMERICAN TOWER CORP           CL A            02991220       1015        100     X  X      7              100          0          0
AMERICAN STRATEGIC INCM PTFL  COM             03009810     321266      26440     X         5            26239          0        201
AMERN STRATEGIC INCOME PTFL   COM             03009910       4284        327     X         11               0          0        327
AMERN STRATEGIC INCOME PTFL   COM             03009910    1867781     142584     X         5           140259          0       2325
AMERICAN STRATEGIC INCOME II  COM             03009T10       3701        298     X         11               0          0        298
AMERICAN STRATEGIC INCOME II  COM             03009T10      23658       1925     X         13               0          0       1925
AMERICAN STRATEGIC INCOME II  COM             03009T10    2402546     193485     X         5           189351          0       4134
AMERICAN STRATEGIC INCOME II  COM             03009T10     265949      21413     X         6            21413          0          0
AMERICAN WOODMARK CORP        COM             03050610     583253      13010     X         5            11260          0       1750
AMERICAN WOODMARK CORP        COM             03050610      27572        616     X  X      6              616          0          0
AMERICAN WOODMARK CORP        COM             03050610     186918       4176     X         6             4176          0          0
AMERICREDIT CORP              COM             03060R10    1576487     153057     X         3           153057          0          0
AMERICREDIT CORP              COM             03060R10     222215      21561     X         5            21016          0        545
AMERICREDIT CORP              COM             03060R10      37492       3640     X  X      6             3640          0          0
AMERICREDIT CORP              COM             03060R10     383933      37275     X         6            37275          0          0
AMERISTAR CASINOS INC         COM             03070Q10     205014       8128     X         5             3995          0       4133
AMERSHAM PLC                  SPONSORED ADR   03071910     288386       6430     X         5                0          0       6430
AMERSHAM PLC                  SPONSORED ADR   03071910       1208         27     X  X      6               27          0          0
AMERSHAM PLC                  SPONSORED ADR   03071910     434836       9717     X         6             9717          0          0
AMERSHAM PLC                  SPONSORED ADR   03071910       2998         67     X  X      7               67          0          0
AMERUS GROUP CO               COM             03072M10    1301690      38285     X         3            38285          0          0
AMERUS GROUP CO               COM             03072M10      49853       1419     X         5              362          0       1057
AMERUS GROUP CO               COM             03072M10        680         20     X  X      6               20          0          0
AMERUS GROUP CO               COM             03072M10     341156      10034     X         6            10034          0          0
AMERISOURCEBERGEN CORP        COM             03073E10      11351        210     X         11               0          0        210
AMERISOURCEBERGEN CORP        COM             03073E10   23598554     435877     X         3           435877          0          0
AMERISOURCEBERGEN CORP        COM             03073E10    1353326      24987     X         5            22062          0       2925
AMERISOURCEBERGEN CORP        COM             03073E10   12553437     232256     X  X      6           219067        516      12673
AMERISOURCEBERGEN CORP        COM             03073E10   11548377     213661     X         6           111979         69     101613
AMERISOURCEBERGEN CORP        COM             03073E10       7297        135     X  X      7              135          0          0
AMERISOURCEBERGEN CORP        COM             03073E10      17728        328     X         7              328          0          0
AMERITRADE HLDG CORP NEW      COM             03074K10     413393      35576     X         13               0          0      35576
AMERITRADE HLDG CORP NEW      COM             03074K10     321750      28600     X         3            28600          0          0
AMERITRADE HLDG CORP NEW      COM             03074K10    1837736     158924     X         5            49782          0     109142
AMERITRADE HLDG CORP NEW      COM             03074K10      11440       1000     X  X      6                0          0       1000
AMERIGAS PARTNERS L P         UNIT L P INT    03097510     113940       4500     X         13               0          0       4500
AMERIGAS PARTNERS L P         UNIT L P INT    03097510     860444      34202     X         5            25202          0       9000
AMERIGAS PARTNERS L P         UNIT L P INT    03097510     145078       5780     X  X      6             5780          0          0
AMERIGAS PARTNERS L P         UNIT L P INT    03097510      27610       1100     X         6              700        400          0
AMERIGAS PARTNERS L P         UNIT L P INT    03097510      10040        400     X         7              400          0          0
AMETEK INC NEW                COM             03110010   78749421    1837364     X         11         1473925        950     362489
AMETEK INC NEW                COM             03110010    5319483     124113     X         3           124113          0          0
AMETEK INC NEW                COM             03110010    1159577      27055     X         5            27055          0          0
AMETEK INC NEW                COM             03110010     494304      11533     X  X      6            11533          0          0
AMETEK INC NEW                COM             03110010     830413      19375     X         6            18175          0       1200
AMGEN INC                     COM             03116210    1029094      15950     X  X      1            15950          0          0
AMGEN INC                     COM             03116210     748174      11596     X         1            11596          0          0
AMGEN INC                     COM             03116210     123233       1910     X         11               0          0       1910
AMGEN INC                     COM             03116210     972924      14679     X         13               0          0      14679
AMGEN INC                     COM             03116210  171979390    2661018     X         3          2661018          0          0
AMGEN INC                     COM             03116210       1936         30     X  X      4               30          0          0
AMGEN INC                     COM             03116210     118072       1830     X         4             1830          0          0
AMGEN INC                     COM             03116210   41167579     631178     X         5           378920          0     252258
AMGEN INC                     COM             03116210   64738013    1003379     X  X      6           917436      35190      50753
AMGEN INC                     COM             03116210  145018120    2247646     X         6          1864982       5075     377589
AMGEN INC                     COM             03116210      14323        222     X  X      7              222          0          0
AMGEN INC                     COM             03116210     118652       1839     X         7             1839          0          0
AMGEN INC                     NOTE         3/ 031162AE      59378      78000     X         5            78000          0          0
AMGEN INC                     NOTE         3/ 031162AE       2284       3000     X         6             3000          0          0
AMKOR TECHNOLOGY INC          COM             03165210     228595      16027     X         5            14357          0       1670
AMKOR TECHNOLOGY INC          COM             03165210      45074       3172     X  X      6             1772       1400          0
AMKOR TECHNOLOGY INC          COM             03165210     587896      41372     X         6            41372          0          0
AMPCO-PITTSBURGH CORP         COM             03203710    3348375     279264     X         3           279264          0          0
AMPEX CORP DEL                CL A NEW        03209230     193176      64392     X         3            64392          0          0
AMPEX CORP DEL                CL A NEW        03209230         30         10     X         5               10          0          0
AMPHENOL CORP NEW             CL A            03209510      91489       1753     X         13               0          0       1753
AMPHENOL CORP NEW             CL A            03209510     208200       4000     X         3             4000          0          0
AMPHENOL CORP NEW             CL A            03209510    2357907      45249     X         5            25989          0      19260
AMPHENOL CORP NEW             CL A            03209510      20143        387     X  X      6              287          0        100
AMPHENOL CORP NEW             CL A            03209510     138817       2667     X         6             2667          0          0
AMSOUTH BANCORPORATION        COM             03216510      47639       2245     X         11               0          0       2245
AMSOUTH BANCORPORATION        COM             03216510     643439      29475     X         13               0          0      29475
AMSOUTH BANCORPORATION        COM             03216510    3369290     158779     X         3           158779          0          0
AMSOUTH BANCORPORATION        COM             03216510    2548037     117425     X         5            25165          0      92260
AMSOUTH BANCORPORATION        COM             03216510    4566820     215213     X  X      6            74513       4500     136200
AMSOUTH BANCORPORATION        COM             03216510    1929832      90944     X         6            73397       1000      16547
AMSURG CORP                   COM             03232P40    6694050     202100     X         3           202100          0          0
AMSURG CORP                   COM             03232P40     156930       4754     X         5             4754          0          0
AMSURG CORP                   COM             03232P40       5942        180     X  X      6              180          0          0
AMSURG CORP                   COM             03232P40     945505      28643     X         6            25121         22       3500
AMYLIN PHARMACEUTICALS INC    COM             03234610     878659      31114     X         3            31114          0          0
AMYLIN PHARMACEUTICALS INC    COM             03234610      87498       3103     X         5              785          0       2318
AMYLIN PHARMACEUTICALS INC    COM             03234610       2828        100     X  X      6                0          0        100
AMYLIN PHARMACEUTICALS INC    COM             03234610     339077      11990     X         6            10624          0       1366
AMVESCAP PLC                  SPONSORED ADR   03235E10     414687      27300     X         5            27300          0          0
AMVESCAP PLC                  SPONSORED ADR   03235E10      56218       3701     X         6             3701          0          0
ANADARKO PETE CORP            COM             03251110     258585       6170     X         13               0          0       6170
ANADARKO PETE CORP            COM             03251110   29552633     706921     X         3           706921          0          0
ANADARKO PETE CORP            COM             03251110      12528        300     X  X      4              300          0          0
ANADARKO PETE CORP            COM             03251110      16704        400     X         4              400          0          0
ANADARKO PETE CORP            COM             03251110    3926320      93921     X         5            66064          0      27857
ANADARKO PETE CORP            COM             03251110   10040900     240443     X  X      6           218776      17182       4485
ANADARKO PETE CORP            COM             03251110   22054709     528130     X         6           433842       1031      93257
ANADARKO PETE CORP            COM             03251110      14407        345     X  X      7              345          0          0
ANADARKO PETE CORP            COM             03251110     107114       2565     X         7             2565          0          0
ANADARKO PETE CORP            COM             03251110    8965872     214700     X         8           214700          0          0
ANALEX CORP                   COM             03265310     551520     153200     X         5           153200          0          0
ANALOG DEVICES INC            COM             03265410     758883      19310     X         13               0          0      19310
ANALOG DEVICES INC            COM             03265410    6256381     164555     X         3           164555          0          0
ANALOG DEVICES INC            COM             03265410    3192228      81720     X         5            15131          0      66589
ANALOG DEVICES INC            COM             03265410      17185        452     X  X      6               52        400          0
ANALOG DEVICES INC            COM             03265410    2627448      69107     X         6            27722        132      41253
ANALOG DEVICES INC            COM             03265410      15208        400     X         8              400          0          0
ANALYSTS INTL CORP            COM             03268110        699        300     X         5              300          0          0
ANALYSTS INTL CORP            COM             03268110     128150      55000     X  X      6            55000          0          0
ANDERSONS INC                 COM             03416410     723275      47459     X         5            47459          0          0
ANDERSONS INC                 COM             03416410       6096        400     X  X      6              400          0          0
ANDREW CORP                   COM             03442510   44178674    3657175     X         11         2861950       3000     792225
ANDREW CORP                   COM             03442510   10997793     894857     X         3           894857          0          0
ANDREW CORP                   COM             03442510    5635564     466065     X         5           435518          0      30547
ANDREW CORP                   COM             03442510     314599      26043     X  X      6             4992          0      21051
ANDREW CORP                   COM             03442510    2814870     233019     X         6           105904          0     127115
ANDRX CORP DEL                ANDRX GROUP     03455310      20241       1122     X         13               0          0       1122
ANDRX CORP DEL                ANDRX GROUP     03455310   13531051     731013     X         3           731013          0          0
ANDRX CORP DEL                ANDRX GROUP     03455310     403885      21846     X         5            15779          0       6067
ANDRX CORP DEL                ANDRX GROUP     03455310       9293        498     X  X      6               98          0        400
ANDRX CORP DEL                ANDRX GROUP     03455310      13081        701     X         6              701          0          0
ANGLO AMERN PLC               ADR             03485P10    4610100     254000     X         3           254000          0          0
ANGLO AMERN PLC               ADR             03485P10       5917        326     X         6              326          0          0
ANGLOGOLD LTD                 SPONSORED ADR   03512820   13414866     355832     X         3           355832          0          0
ANGLOGOLD LTD                 SPONSORED ADR   03512820    3869727     102417     X         5            48630          0      53787
ANGLOGOLD LTD                 SPONSORED ADR   03512820      30726        815     X  X      6              815          0          0
ANGLOGOLD LTD                 SPONSORED ADR   03512820      15985        424     X         6              424          0          0
ANHEUSER BUSCH COS INC        COM             03522910     335019       6790     X         1             6790          0          0
ANHEUSER BUSCH COS INC        COM             03522910      19736        400     X         11               0          0        400
ANHEUSER BUSCH COS INC        COM             03522910     479196       9396     X         13               0          0       9396
ANHEUSER BUSCH COS INC        COM             03522910   43585426     844281     X         3           844281          0          0
ANHEUSER BUSCH COS INC        COM             03522910      71938       1458     X         4             1458          0          0
ANHEUSER BUSCH COS INC        COM             03522910   11669577     235262     X         5           198063          0      37199
ANHEUSER BUSCH COS INC        COM             03522910   33896777     687004     X  X      6           649825      20837      16342
ANHEUSER BUSCH COS INC        COM             03522910   62092170    1258455     X         6          1037057       2371     219027
ANHEUSER BUSCH COS INC        COM             03522910      81806       1658     X         7             1658          0          0
ANIXTER INTL INC              COM             03529010     294872      12950     X  X      6            12950          0          0
ANIXTER INTL INC              COM             03529010      34155       1500     X         6             1500          0          0
ANNALY MTG MGMT INC           COM             03571040       4033        250     X         13               0          0        250
ANNALY MTG MGMT INC           COM             03571040     737594      45126     X         5            33512          0      11614
ANNALY MTG MGMT INC           COM             03571040     287334      17499     X  X      6            16264        235       1000
ANNALY MTG MGMT INC           COM             03571040     127255       7750     X         6             7750          0          0
ANNTAYLOR STORES CORP         COM             03611510      48210       1500     X         11               0          0       1500
ANNTAYLOR STORES CORP         COM             03611510    5015897     155150     X         3           155150          0          0
ANNTAYLOR STORES CORP         COM             03611510     454099      14109     X         5            13370          0        739
ANNTAYLOR STORES CORP         COM             03611510       6524        203     X  X      6              203          0          0
ANNTAYLOR STORES CORP         COM             03611510     726943      22618     X         6            19943         25       2650
ANSYS INC                     COM             03662Q10    9257424     259299     X         3           259299          0          0
ANSYS INC                     COM             03662Q10       9702        273     X  X      6              273          0          0
ANSYS INC                     COM             03662Q10     831494      23396     X         6            17892         32       5472
ANSYS INC                     COM             03662Q10      35540       1000     X         7             1000          0          0
ANTHEM INC                    COM             03674B10   39623458     553783     X         3           553783          0          0
ANTHEM INC                    COM             03674B10       1498         21     X         4               21          0          0
ANTHEM INC                    COM             03674B10    6801050      95103     X         5            79881          0      15222
ANTHEM INC                    COM             03674B10    1794591      25159     X  X      6            22638       1981        540
ANTHEM INC                    COM             03674B10   23878859     334766     X         6           254879        980      78907
ANTHEM INC                    COM             03674B10       1712         24     X  X      7               24          0          0
ANTHEM INC                    COM             03674B10      61843        867     X         7              867          0          0
ANTEON INTL CORP              COM             03674E10    4472986     145250     X         3           145250          0          0
ANTEON INTL CORP              COM             03674E10       6365        208     X  X      6              208          0          0
ANTEON INTL CORP              COM             03674E10     684063      22355     X         6            19829         26       2500
ANTIGENICS INC DEL            COM             03703210     702836      57436     X         5            47536          0       9900
ANTIGENICS INC DEL            COM             03703210       2416        200     X  X      6              200          0          0
ANWORTH MORTGAGE ASSET CP     COM             03734710     195733      13585     X         5             5665          0       7920
AON CORP                      COM             03738910    2535485     121606     X         3           121606          0          0
AON CORP                      COM             03738910       6359        305     X         4              305          0          0
AON CORP                      COM             03738910    1847998      87682     X         5            44577          0      43105
AON CORP                      COM             03738910    1609912      77214     X  X      6            49885      27329          0
AON CORP                      COM             03738910    2992246     143513     X         6           129927          0      13586
AON CORP                      COM             03738910       1564         75     X  X      7               75          0          0
AON CORP                      COM             03738910      19808        950     X         7              950          0          0
APACHE CORP                   COM             03741110      90142       1300     X         11            1300          0          0
APACHE CORP                   COM             03741110      11372        162     X         13               0          0        162
APACHE CORP                   COM             03741110  106599710    1534881     X         3          1534881          0          0
APACHE CORP                   COM             03741110       1664         24     X         4               24          0          0
APACHE CORP                   COM             03741110    7992941     115173     X         5           107213          0       7960
APACHE CORP                   COM             03741110    3766271      54316     X  X      6            50310        969       3037
APACHE CORP                   COM             03741110   31392992     452740     X         6           382986       1197      68557
APACHE CORP                   COM             03741110      16018        231     X  X      7              231          0          0
APACHE CORP                   COM             03741110      91251       1316     X         7             1316          0          0
APARTMENT INVT & MGMT CO      CL A            03748R10    1585145      40273     X         3            40273          0          0
APARTMENT INVT & MGMT CO      CL A            03748R10     224886       5709     X         5             3915          0       1794
APARTMENT INVT & MGMT CO      CL A            03748R10     286305       7274     X  X      6             7274          0          0
APARTMENT INVT & MGMT CO      CL A            03748R10      17476        444     X         6              444          0          0
APEX MUN FD INC               COM             03758010     162597      19909     X         5            13909          0       6000
APEX MUN FD INC               COM             03758010      12362       1513     X         6             1513          0          0
APOGEE ENTERPRISES INC        COM             03759810    8764184     847600     X         11          732250          0     115350
APOGEE ENTERPRISES INC        COM             03759810    4519345     437921     X         3           437921          0          0
APOGEE ENTERPRISES INC        COM             03759810     332462      32153     X         5            32153          0          0
APOLLO GROUP INC              CL A            03760410     171678       2600     X  X      1             2600          0          0
APOLLO GROUP INC              CL A            03760410   65474225     988265     X         3           988265          0          0
APOLLO GROUP INC              CL A            03760410       2707         41     X         4               41          0          0
APOLLO GROUP INC              CL A            03760410    7853688     118339     X         5            99758          0      18581
APOLLO GROUP INC              CL A            03760410     404764       6130     X  X      6             4757          0       1373
APOLLO GROUP INC              CL A            03760410    9294845     140767     X         6            75241        322      65204
APOLLO GROUP INC              CL A            03760410      31232        473     X         7              473          0          0
APOLLO GROUP INC              COM UNV PHOENX  03760420    2285314      34278     X         5            34278          0          0
APOLLO GROUP INC              COM UNV PHOENX  03760420      20001        300     X         6              300          0          0
APOGENT TECHNOLOGIES INC      COM             03760A10     248174      11846     X         13               0          0      11846
APOGENT TECHNOLOGIES INC      COM             03760A10    2252108     107963     X         3           107963          0          0
APOGENT TECHNOLOGIES INC      COM             03760A10    3575745     170702     X         5             5134          0     165568
APOGENT TECHNOLOGIES INC      COM             03760A10     187740       9000     X  X      6             9000          0          0
APOGENT TECHNOLOGIES INC      COM             03760A10      50064       2400     X         6             2400          0          0
APOGEE TECHNOLOGY INC         COM             03760F10       6138        300     X         13               0          0        300
APOGEE TECHNOLOGY INC         COM             03760F10     270270      13000     X         6            13000          0          0
APPLE COMPUTER INC            COM             03783310      54698       2631     X         13               0          0       2631
APPLE COMPUTER INC            COM             03783310    3303131     160113     X         3           160113          0          0
APPLE COMPUTER INC            COM             03783310    7276776     351123     X         5           329582          0      21541
APPLE COMPUTER INC            COM             03783310     509111      24571     X  X      6            10571      14000          0
APPLE COMPUTER INC            COM             03783310    1184459      57165     X         6             7163          0      50002
APPLE COMPUTER INC            COM             03783310       2880        139     X         7              139          0          0
APPLEBEES INTL INC            COM             03789910   50373509    1600175     X         11         1049125       1200     549850
APPLEBEES INTL INC            COM             03789910    9415825     297948     X         3           297948          0          0
APPLEBEES INTL INC            COM             03789910    2075417      65192     X         5            23812          0      41380
APPLEBEES INTL INC            COM             03789910       8153        259     X  X      6              259          0          0
APPLEBEES INTL INC            COM             03789910     845207      26849     X         6            19391         32       7426
APRIA HEALTHCARE GROUP INC    COM             03793310    1499931      54782     X         3            54782          0          0
APRIA HEALTHCARE GROUP INC    COM             03793310    6807568     248624     X         5           248324          0        300
APRIA HEALTHCARE GROUP INC    COM             03793310      43452       1587     X         6             1587          0          0
APPLERA CORP                  COM AP BIO GRP  03802010    2588674     116032     X         3           116032          0          0
APPLERA CORP                  COM AP BIO GRP  03802010     338901      15187     X         5            13605          0       1582
APPLERA CORP                  COM AP BIO GRP  03802010      80204       3595     X  X      6             3595          0          0
APPLERA CORP                  COM AP BIO GRP  03802010     849587      38081     X         6            25982          0      12099
APPLERA CORP                  COM AP BIO GRP  03802010       2119         95     X         7               95          0          0
APPLERA CORP                  COM CE GEN GRP  03802020     350139      29952     X         3            29952          0          0
APPLERA CORP                  COM CE GEN GRP  03802020     300043      25674     X         5            24234          0       1440
APPLERA CORP                  COM CE GEN GRP  03802020      12859       1100     X         6              100          0       1000
APPLIED DIGITAL SOLUTIONS     COM             03818810        813       2000     X         13               0          0       2000
APPLIED DIGITAL SOLUTIONS     COM             03818810       4410      11000     X         5             9500          0       1500
APPLIED DIGITAL SOLUTIONS     COM             03818810       2000       5000     X  X      6             5000          0          0
APPLIED FILMS CORP            COM             03819710    5818161     195700     X         3           195700          0          0
APPLIED FILMS CORP            COM             03819710     170721       5690     X         5             3055          0       2635
APPLIED FILMS CORP            COM             03819710      17135        575     X  X      6              575          0          0
APPLIED FILMS CORP            COM             03819710     905920      30400     X         6            27000          0       3400
APPLIED MATLS INC             COM             03822210      64905       3580     X         11               0          0       3580
APPLIED MATLS INC             COM             03822210     733640      39528     X         13               0          0      39528
APPLIED MATLS INC             COM             03822210   35506235    1957347     X         3          1957347          0          0
APPLIED MATLS INC             COM             03822210       2792        154     X  X      4              154          0          0
APPLIED MATLS INC             COM             03822210   12830298     697829     X         5           282345          0     415484
APPLIED MATLS INC             COM             03822210   19658703    1084319     X  X      6           886836      49050     148433
APPLIED MATLS INC             COM             03822210   28456594    1569586     X         6          1132918       1450     435218
APPLIED MICRO CIRCUITS CORP   COM             03822W10        378         76     X         13               0          0         76
APPLIED MICRO CIRCUITS CORP   COM             03822W10     576671     118413     X         3           118413          0          0
APPLIED MICRO CIRCUITS CORP   COM             03822W10     289925      59509     X         5            53580          0       5929
APPLIED MICRO CIRCUITS CORP   COM             03822W10     111416      22925     X  X      6            21025          0       1900
APPLIED MICRO CIRCUITS CORP   COM             03822W10     466103      95906     X         6            16748          0      79158
APPLIED MOLECULAR EVOLUTION   COM             03823E10      85600      10000     X         3            10000          0          0
APPLIED MOLECULAR EVOLUTION   COM             03823E10       2689        309     X         5              209          0        100
APTARGROUP INC                COM             03833610   67847001    1849196     X         11         1423265       1000     424931
APTARGROUP INC                COM             03833610    3184448      86786     X         5            86410          0        376
APTARGROUP INC                COM             03833610      94330       2571     X         6             2571          0          0
APTARGROUP INC                COM             03833610       3742        102     X  X      7              102          0          0
AQUILA INC                    COM             03840P10       3731       1066     X         13               0          0       1066
AQUILA INC                    COM             03840P10     645925     191102     X         3           191102          0          0
AQUILA INC                    COM             03840P10     832571     244769     X         5           200995          0      43774
AQUILA INC                    COM             03840P10      40171      11885     X  X      6            11187          0        698
AQUILA INC                    COM             03840P10       7605       2250     X         6             2250          0          0
ARACRUZ CELULOSE S A          SPON ADR PFD B  03849620      15290        550     X         13               0          0        550
ARACRUZ CELULOSE S A          SPON ADR PFD B  03849620     273000      10000     X         3            10000          0          0
ARACRUZ CELULOSE S A          SPON ADR PFD B  03849620       5004        180     X         5                0          0        180
ARAMARK CORP                  CL B            03852110     274462      10930     X         5             9630          0       1300
ARAMARK CORP                  CL B            03852110    4927581     196867     X         6           196867          0          0
ARCADIS N V                   NY REGISTRY SH  03923E10     149200      16541     X         5            16541          0          0
ARCH CHEMICALS INC            COM             03937R10       2080        100     X         1              100          0          0
ARCH CHEMICALS INC            COM             03937R10    6966773     334941     X         3           334941          0          0
ARCH CHEMICALS INC            COM             03937R10      98313       4644     X         5                0          0       4644
ARCH CHEMICALS INC            COM             03937R10     171850       8262     X  X      6             8112        150          0
ARCH CHEMICALS INC            COM             03937R10      11794        567     X         6              567          0          0
ARCH COAL INC                 COM             03938010    2493450     112267     X         3           112267          0          0
ARCH COAL INC                 COM             03938010    1563654      70070     X         5            56109          0      13961
ARCH COAL INC                 COM             03938010     106497       4795     X         6             4795          0          0
ARCHER DANIELS MIDLAND CO     COM             03948310       2662        200     X         13               0          0        200
ARCHER DANIELS MIDLAND CO     COM             03948310   12478098     951800     X         3           951800          0          0
ARCHER DANIELS MIDLAND CO     COM             03948310    1775253     135311     X         5           128650          0       6661
ARCHER DANIELS MIDLAND CO     COM             03948310    1201296      91632     X  X      6            33787      11699      46146
ARCHER DANIELS MIDLAND CO     COM             03948310    4123528     314533     X         6            65639          0     248894
ARCHER DANIELS MIDLAND CO     COM             03948310       1691        129     X         7              129          0          0
ARCHSTONE SMITH TR            COM             03958310      44846       1700     X         11               0          0       1700
ARCHSTONE SMITH TR            COM             03958310     128256       4848     X         5             3020          0       1828
ARCHSTONE SMITH TR            COM             03958310     174477       6614     X  X      6             6614          0          0
ARCHSTONE SMITH TR            COM             03958310     107657       4081     X         6             4081          0          0
ARCHSTONE SMITH TR            COM             03958310      10552        400     X         7              400          0          0
ARGOSY GAMING CO              COM             04022810    6497110     266275     X         11          195300          0      70975
ARGOSY GAMING CO              COM             04022810     202520       8300     X         3             8300          0          0
ARGOSY GAMING CO              COM             04022810      14933        612     X         5              612          0          0
ARIAD PHARMACEUTICALS INC     COM             04033A10     433087      71925     X         5            71725          0        200
ARIBA INC                     COM             04033V10      76337      25011     X         5            23886          0       1125
ARIBA INC                     COM             04033V10       1216        400     X  X      6              400          0          0
ARIBA INC                     COM             04033V10      22648       7450     X         6             7200        250          0
ARKANSAS BEST CORP DEL        COM             04079010     439520      16000     X         11           16000          0          0
ARKANSAS BEST CORP DEL        COM             04079010   17822805     648102     X         3           648102          0          0
ARKANSAS BEST CORP DEL        COM             04079010     235832       8200     X         5                0          0       8200
ARKANSAS BEST CORP DEL        COM             04079010       9862        359     X         6                0          0        359
ARMOR HOLDINGS INC            COM             04226010      15075        900     X         5              900          0          0
ARMOR HOLDINGS INC            COM             04226010      53600       3200     X  X      6             3200          0          0
ARMOR HOLDINGS INC            COM             04226010     599650      35800     X         6            35800          0          0
ARROW ELECTRS INC             COM             04273510   67833078    3688585     X         11         2778675          0     909910
ARROW ELECTRS INC             COM             04273510    2835425     153045     X         3           153045          0          0
ARROW ELECTRS INC             COM             04273510     135014       7294     X         5             4553          0       2741
ARROW ELECTRS INC             COM             04273510      80916       4400     X  X      6             4400          0          0
ARROW ELECTRS INC             COM             04273510     626198      34051     X         6            34051          0          0
ARROW INTL INC                COM             04276410       2295        100     X         5                0          0        100
ARROW INTL INC                COM             04276410    1605408      69770     X  X      6            53370      16400          0
ARROW INTL INC                COM             04276410      27612       1200     X         6              800          0        400
ARROW INTL INC                COM             04276410     765083      33250     X         8            33250          0          0
ARTISAN COMPONENTS INC        COM             04292310     184354      10843     X         5             1313          0       9530
ARTISAN COMPONENTS INC        COM             04292310      15960        950     X         6              950          0          0
ARTHROCARE CORP               COM             04313610     131868       7400     X         3             7400          0          0
ARTHROCARE CORP               COM             04313610      81433       4364     X         5              404          0       3960
ARVINMERITOR INC              COM             04335310   19196509    1077850     X         11          826800          0     251050
ARVINMERITOR INC              COM             04335310    1201783      67478     X         3            67478          0          0
ARVINMERITOR INC              COM             04335310      41386       2322     X         5             1551          0        771
ARVINMERITOR INC              COM             04335310     120698       6777     X  X      6             4611          0       2166
ARVINMERITOR INC              COM             04335310     105275       5911     X         6             5812         99          0
ASCENTIAL SOFTWARE CORP       COM NEW         04362P20        337         18     X         13               0          0         18
ASCENTIAL SOFTWARE CORP       COM NEW         04362P20    1054820      56925     X         3            56925          0          0
ASCENTIAL SOFTWARE CORP       COM NEW         04362P20     192633      10387     X         5             9487          0        900
ASHANTI GOLDFIELDS LTD        GLOB DEP RCPT   04374320     996982      95405     X         5            95405          0          0
ASHANTI GOLDFIELDS LTD        GLOB DEP RCPT   04374320     114950      11000     X  X      6             6000          0       5000
ASHLAND INC                   COM             04420410     871576      26532     X         3            26532          0          0
ASHLAND INC                   COM             04420410     528723      16004     X         5            13100          0       2904
ASHLAND INC                   COM             04420410      67310       2049     X  X      6             1949         50         50
ASHLAND INC                   COM             04420410    1321983      40243     X         6            39443          0        800
ASIA TIGERS FD INC            COM             04516T10     115164      12574     X         5             1474          0      11100
ASIA TIGERS FD INC            COM             04516T10    6430635     714515     X         9           714515          0          0
ASK JEEVES INC                COM             04517410       6720        400     X         13               0          0        400
ASK JEEVES INC                COM             04517410    3515879     202062     X         3           202062          0          0
ASK JEEVES INC                COM             04517410      39868       2344     X         5              829          0       1515
ASK JEEVES INC                COM             04517410     158301       9103     X         6              250          0       8853
ASIAINFO HLDGS INC            COM             04518A10     264570      39266     X         5            36166          0       3100
ASSOCIATED BANC CORP          COM             04548710   29578487     780641     X         11          695627          0      85014
ASSOCIATED BANC CORP          COM             04548710    3573014      94033     X         3            94033          0          0
ASSOCIATED BANC CORP          COM             04548710     499528      12923     X         5             4016          0       8907
ASSOCIATED BANC CORP          COM             04548710     279325       7372     X         6             7372          0          0
ASTA FDG INC                  COM             04622010    5092830     195961     X         3           195961          0          0
ASTA FDG INC                  COM             04622010     689904      26546     X         6            23145          0       3401
ASTORIA FINL CORP             COM             04626510    2434178      78776     X         3            78776          0          0
ASTORIA FINL CORP             COM             04626510     398268      12865     X         5            12211          0        654
ASTORIA FINL CORP             COM             04626510     170259       5510     X  X      6             5510          0          0
ASTORIA FINL CORP             COM             04626510     829356      26840     X         6            20810          0       6030
ASTRAZENECA PLC               SPONSORED ADR   04635310      65100       1500     X         1             1500          0          0
ASTRAZENECA PLC               SPONSORED ADR   04635310    7872934     181404     X         3           181404          0          0
ASTRAZENECA PLC               SPONSORED ADR   04635310     825193      18915     X         5            12798          0       6117
ASTRAZENECA PLC               SPONSORED ADR   04635310     221123       5095     X  X      6             5095          0          0
ASTRAZENECA PLC               SPONSORED ADR   04635310     216566       4990     X         6             4990          0          0
ASYST TECHNOLOGY CORP         COM             04648X10    4567122     324600     X         3           324600          0          0
ASYST TECHNOLOGY CORP         COM             04648X10      15491       1100     X         5             1000          0        100
ASYST TECHNOLOGY CORP         COM             04648X10     537092      38200     X         6            33400          0       4800
ATHEROGENICS INC              COM             04743910   10193550     606100     X         3           606100          0          0
ATHEROGENICS INC              COM             04743910    1374458      82550     X         6            72100          0      10450
ATLANTIC AMERN CORP           COM             04820910      53522      20665     X  X      6            20665          0          0
ATLANTIC AMERN CORP           COM             04820910     279088     107756     X         6           107756          0          0
ATLAS PIPELINE PARTNERS LP    UNIT L P INT    04939210     336960       9600     X         5                0          0       9600
ATMEL CORP                    COM             04951310      16068       4000     X         11               0          0       4000
ATMEL CORP                    COM             04951310       4846       1182     X         13               0          0       1182
ATMEL CORP                    COM             04951310    8567922    2136639     X         3          2136639          0          0
ATMEL CORP                    COM             04951310     386936      96139     X         5            87679          0       8460
ATMEL CORP                    COM             04951310      20085       5000     X  X      6             5000          0          0
ATMEL CORP                    COM             04951310      13473       3354     X         6             3354          0          0
ATMEL CORP                    COM             04951310        803        200     X         7              200          0          0
ATMOS ENERGY CORP             COM             04956010    1455552      60800     X         11           60000          0        800
ATMOS ENERGY CORP             COM             04956010     784669      32220     X         5              500          0      31720
ATMOS ENERGY CORP             COM             04956010     119987       5012     X  X      6             5012          0          0
ATMOS ENERGY CORP             COM             04956010      38304       1600     X         6             1600          0          0
ATRIX LABS INC                COM             04962L10     617700      30000     X         3            30000          0          0
ATRIX LABS INC                COM             04962L10      61081       2820     X         5                0          0       2820
ATRIX LABS INC                COM             04962L10       2060        100     X  X      6              100          0          0
ATRION CORP                   COM             04990410     421580       9327     X         6             9327          0          0
ATWOOD OCEANICS INC           COM             05009510   12816586     534247     X         3           534247          0          0
ATWOOD OCEANICS INC           COM             05009510     102452       4270     X         5             2770          0       1500
ATWOOD OCEANICS INC           COM             05009510      26917       1122     X         6             1122          0          0
AUGUST TECHNOLOGY CORP        COM             05106U10    4139568     290700     X         3           290700          0          0
AUGUST TECHNOLOGY CORP        COM             05106U10     283000      20000     X         5                0          0      20000
AUGUST TECHNOLOGY CORP        COM             05106U10     559632      39300     X         6            34300          0       5000
AUTHENTIDATE HLDG CORP        COM             05266610      61590      11913     X         5            11913          0          0
AUTODESK INC                  COM             05276910   43153240    2530599     X         3          2530599          0          0
AUTODESK INC                  COM             05276910      21174       1238     X         5              788          0        450
AUTODESK INC                  COM             05276910       8510        500     X  X      6              500          0          0
AUTOLIV INC                   COM             05280010     874153      28295     X         5             9652          0      18643
AUTOLIV INC                   COM             05280010     122339       4055     X  X      6             3461        288        306
AUTOLIV INC                   COM             05280010     994735      32971     X         6            31285          0       1686
AUTOMATIC DATA PROCESSING IN  COM             05301510    6325374     176440     X         11           13800          0     162640
AUTOMATIC DATA PROCESSING IN  COM             05301510    1113653      30436     X         13               0          0      30436
AUTOMATIC DATA PROCESSING IN  COM             05301510   10909008     260667     X         3           260667          0          0
AUTOMATIC DATA PROCESSING IN  COM             05301510       9142        255     X         4              255          0          0
AUTOMATIC DATA PROCESSING IN  COM             05301510    9033392     249601     X         5           134478          0     115123
AUTOMATIC DATA PROCESSING IN  COM             05301510   49821964    1389734     X  X      6          1321709      25725      42300
AUTOMATIC DATA PROCESSING IN  COM             05301510   26590554     741717     X         6           673680       3325      64712
AUTOMATIC DATA PROCESSING IN  COM             05301510       6059        169     X  X      7              169          0          0
AUTOMATIC DATA PROCESSING IN  COM             05301510       1219         34     X         7               34          0          0
AUTONATION INC                COM             05329W10    1875377     106920     X         3           106920          0          0
AUTONATION INC                COM             05329W10    1321048      74543     X         5            51553          0      22990
AUTONATION INC                COM             05329W10       6314        360     X  X      6              360          0          0
AUTONATION INC                COM             05329W10    1089287      62103     X         6            11669          0      50434
AUTOZONE INC                  COM             05333210    3284408      36685     X         3            36685          0          0
AUTOZONE INC                  COM             05333210    1943555      21696     X         5            21343          0        353
AUTOZONE INC                  COM             05333210     151753       1695     X  X      6             1495        200          0
AUTOZONE INC                  COM             05333210    1898215      21202     X         6             9011          0      12191
AVALONBAY CMNTYS INC          COM             05348410      14040        300     X         13               0          0        300
AVALONBAY CMNTYS INC          COM             05348410     260736       5571     X         5               20          0       5551
AVALONBAY CMNTYS INC          COM             05348410     466175       9961     X  X      6             7808        153       2000
AVALONBAY CMNTYS INC          COM             05348410     209102       4468     X         6             4468          0          0
AVANIR PHARMACEUTICALS        CL A            05348P10      17210      11000     X         5            10000          0       1000
AVANEX CORP                   COM             05348W10     203828      42530     X         5            18100          0      24430
AVANEX CORP                   COM             05348W10        485        100     X         7              100          0          0
AVATAR HLDGS INC              NOTE  7.000% 4/ 053494AD     187233     182000     X  X      6           182000          0          0
AVAYA INC                     COM             05349910        589         54     X  X      1               54          0          0
AVAYA INC                     COM             05349910        229         21     X         11               0          0         21
AVAYA INC                     COM             05349910       7870        739     X         13               0          0        739
AVAYA INC                     COM             05349910    1769626     161969     X         3           161969          0          0
AVAYA INC                     COM             05349910    1071661      98493     X         5            90842          0       7651
AVAYA INC                     COM             05349910     173645      15931     X  X      6            11151       2316       2464
AVAYA INC                     COM             05349910     821373      75355     X         6             9433          0      65922
AVAYA INC                     COM             05349910        109         10     X         7               10          0          0
AVENTIS                       SPONSORED ADR   05356110    4028303      76000     X         3            76000          0          0
AVENTIS                       SPONSORED ADR   05356110       2249         43     X  X      4               43          0          0
AVENTIS                       SPONSORED ADR   05356110     399033       7569     X         5             3392          0       4177
AVENTIS                       SPONSORED ADR   05356110     180801       3457     X  X      6             3457          0          0
AVENTIS                       SPONSORED ADR   05356110     662432      12666     X         6            12666          0          0
AVERY DENNISON CORP           COM             05361110     911886      18050     X  X      1            18050          0          0
AVERY DENNISON CORP           COM             05361110    1201871      23790     X         1            23790          0          0
AVERY DENNISON CORP           COM             05361110     230816       4415     X         13               0          0       4415
AVERY DENNISON CORP           COM             05361110    2169480      42943     X         3            42943          0          0
AVERY DENNISON CORP           COM             05361110     867041      16779     X         5             5762          0      11017
AVERY DENNISON CORP           COM             05361110    6800851     134617     X  X      6            90727       5535      38355
AVERY DENNISON CORP           COM             05361110    8049352     159330     X         6           149833        100       9397
AVID TECHNOLOGY INC           COM             05367P10       7910        150     X         13               0          0        150
AVID TECHNOLOGY INC           COM             05367P10    9282298     174999     X         3           174999          0          0
AVID TECHNOLOGY INC           COM             05367P10     556076      10492     X         5            10492          0          0
AVID TECHNOLOGY INC           COM             05367P10      24062        454     X  X      6              454          0          0
AVID TECHNOLOGY INC           COM             05367P10    1014420      19140     X         6            13967         18       5155
AVNET INC                     COM             05380710      26432       1600     X         11               0          0       1600
AVNET INC                     COM             05380710    1933418     117035     X         3           117035          0          0
AVNET INC                     COM             05380710     184396      11007     X         5             2472          0       8535
AVNET INC                     COM             05380710      93900       5684     X  X      6             5220          0        464
AVNET INC                     COM             05380710     258555      15651     X         6            15651          0          0
AVOCENT CORP                  COM             05389310    4766980     157378     X         3           157378          0          0
AVOCENT CORP                  COM             05389310     220885       7365     X         5              265          0       7100
AVOCENT CORP                  COM             05389310     138637       4577     X  X      6             4577          0          0
AVOCENT CORP                  COM             05389310    1164226      38436     X         6            33518          0       4918
AVON PRODS INC                COM             05430310     258240       4000     X         1             4000          0          0
AVON PRODS INC                COM             05430310      25824        400     X         11               0          0        400
AVON PRODS INC                COM             05430310     468879       7115     X         13               0          0       7115
AVON PRODS INC                COM             05430310    6257994      96933     X         3            96933          0          0
AVON PRODS INC                COM             05430310        968         15     X  X      4               15          0          0
AVON PRODS INC                COM             05430310    2043508      31527     X         5            25464          0       6063
AVON PRODS INC                COM             05430310    5268161      81601     X  X      6            78471       2570        560
AVON PRODS INC                COM             05430310   20332333     314937     X         6           263253        725      50959
AVON PRODS INC                COM             05430310       1614         25     X         7               25          0          0
AXA                           SPONSORED ADR   05453610       2990        176     X         11               0          0        176
AXA                           SPONSORED ADR   05453610    1235697      70773     X         13               0          0      70773
AXA                           SPONSORED ADR   05453610     133899       7730     X         5             2269          0       5461
AXA                           SPONSORED ADR   05453610      80948       4764     X  X      6             4764          0          0
AXA                           SPONSORED ADR   05453610      34422       2026     X         6             2026          0          0
AXA                           SPONSORED ADR   05453610       4995        294     X         7              294          0          0
AXCELIS TECHNOLOGIES INC      COM             05454010      43419       5193     X         5             3751          0       1442
AXCELIS TECHNOLOGIES INC      COM             05454010     102547      12355     X  X      6            11561        794          0
AXCELIS TECHNOLOGIES INC      COM             05454010     320023      38557     X         6            36554          0       2003
AXCAN PHARMA INC              COM             05492310     470160      34270     X         5              200          0      34070
BB&T CORP                     COM             05493710     926478      25800     X  X      1            22500       3300          0
BB&T CORP                     COM             05493710    1870336      52084     X         1            52084          0          0
BB&T CORP                     COM             05493710     533264      14850     X         11               0          0      14850
BB&T CORP                     COM             05493710     609610      16552     X         13               0          0      16552
BB&T CORP                     COM             05493710    7755626     215974     X         3           215974          0          0
BB&T CORP                     COM             05493710       3591        100     X  X      4              100          0          0
BB&T CORP                     COM             05493710    5420297     147695     X         5            20979          0     126716
BB&T CORP                     COM             05493710   25821265     719055     X  X      6           624011      83612      11432
BB&T CORP                     COM             05493710   42681519    1188569     X         6          1014536      62586     111447
BB&T CORP                     COM             05493710     317444       8840     X         7             8840          0          0
B A S F  A G                  SPONSORED ADR   05526250     240128       5360     X         13               0          0       5360
B A S F  A G                  SPONSORED ADR   05526250    1312800      30000     X         3            30000          0          0
B A S F  A G                  SPONSORED ADR   05526250     138369       3137     X         5             2085          0       1052
B A S F  A G                  SPONSORED ADR   05526250      79862       1825     X  X      6             1205          0        620
B A S F  A G                  SPONSORED ADR   05526250     387101       8846     X         6             8846          0          0
B A S F  A G                  SPONSORED ADR   05526250       5382        123     X  X      7              123          0          0
BCE INC                       COM             05534B10    4370000     200000     X         3           200000          0          0
BCE INC                       COM             05534B10     240188      11044     X         5             7300          0       3744
BCE INC                       COM             05534B10     130838       5988     X  X      6             5102        886          0
BCE INC                       COM             05534B10     865806      39625     X         6            38625       1000          0
BISYS GROUP INC               COM             05547210    1543205     117354     X         3           117354          0          0
BISYS GROUP INC               COM             05547210      37715       2863     X         5             2633          0        230
BISYS GROUP INC               COM             05547210     164612      12518     X  X      6            12518          0          0
BISYS GROUP INC               COM             05547210     447074      33998     X         6            33998          0          0
BJ SVCS CO                    COM             05548210     616785      17678     X         13               0          0      17678
BJ SVCS CO                    COM             05548210    2628903      76936     X         3            76936          0          0
BJ SVCS CO                    COM             05548210    8568241     245694     X         5             5587          0     240107
BJ SVCS CO                    COM             05548210     357145      10452     X  X      6             9352       1100          0
BJ SVCS CO                    COM             05548210    3072840      89928     X         6            75434          0      14494
BJ SVCS CO                    COM             05548210       2734         80     X         7               80          0          0
BJS WHOLESALE CLUB INC        COM             05548J10     117479       6065     X         11               0          0       6065
BJS WHOLESALE CLUB INC        COM             05548J10    4118236     212609     X         3           212609          0          0
BJS WHOLESALE CLUB INC        COM             05548J10     410675      20761     X         5            10478          0      10283
BJS WHOLESALE CLUB INC        COM             05548J10       7748        400     X  X      6              400          0          0
BJS WHOLESALE CLUB INC        COM             05548J10       5811        300     X         6              300          0          0
BOC GROUP PLC                 SPONSORED ADR   05561760      22849        812     X         5              433          0        379
BOC GROUP PLC                 SPONSORED ADR   05561760      11529        415     X  X      6              415          0          0
BOC GROUP PLC                 SPONSORED ADR   05561760     189321       6815     X         6             6815          0          0
BP PLC                        SPONSORED ADR   05562210    1853663      44030     X  X      1            42708       1322          0
BP PLC                        SPONSORED ADR   05562210    1964765      46669     X         1            46669          0          0
BP PLC                        SPONSORED ADR   05562210     142466       3384     X         11               0          0       3384
BP PLC                        SPONSORED ADR   05562210     391759       9079     X         13               0          0       9079
BP PLC                        SPONSORED ADR   05562210   30508481     719616     X         3           719616          0          0
BP PLC                        SPONSORED ADR   05562210      11114        264     X  X      4              264          0          0
BP PLC                        SPONSORED ADR   05562210   17988949     422088     X         5           213486          0     208602
BP PLC                        SPONSORED ADR   05562210  132956852    3158120     X  X      6          2889056     135368     133696
BP PLC                        SPONSORED ADR   05562210  167196646    3971417     X         6          1729159       5961    2236297
BP PLC                        SPONSORED ADR   05562210      32122        763     X  X      7              763          0          0
BP PLC                        SPONSORED ADR   05562210      31954        759     X         7              759          0          0
BP PLC                        SPONSORED ADR   05562210       8420        200     X         8              200          0          0
BRE PROPERTIES INC            CL A            05564E10     387899      11765     X         5            10380          0       1385
BRE PROPERTIES INC            CL A            05564E10     315619       9570     X  X      6             1300          0       8270
BRE PROPERTIES INC            CL A            05564E10       9894        300     X         6              300          0          0
BT GROUP PLC                  ADR             05577E10      83964       2712     X         13               0          0       2712
BT GROUP PLC                  ADR             05577E10    1090800      36000     X         3            36000          0          0
BT GROUP PLC                  ADR             05577E10     297234       9735     X         5             6308          0       3427
BT GROUP PLC                  ADR             05577E10     115504       3812     X  X      6             3300          0        512
BT GROUP PLC                  ADR             05577E10     104687       3455     X         6             3455          0          0
BMC SOFTWARE INC              COM             05592110       2692        200     X         13               0          0        200
BMC SOFTWARE INC              COM             05592110    1232805      88500     X         3            88500          0          0
BMC SOFTWARE INC              COM             05592110     157821      11511     X         5             6134          0       5377
BMC SOFTWARE INC              COM             05592110      13498        969     X  X      6              969          0          0
BMC SOFTWARE INC              COM             05592110     200202      14372     X         6              414          0      13958
BMC SOFTWARE INC              COM             05592110        446         32     X         7               32          0          0
BAKER HUGHES INC              COM             05722410    4160502     130105     X         3           130105          0          0
BAKER HUGHES INC              COM             05722410    3498490     118125     X         5           114715          0       3410
BAKER HUGHES INC              COM             05722410    1056126      35692     X  X      6            33712       1980          0
BAKER HUGHES INC              COM             05722410    2060440      69633     X         6            53197          0      16436
BAKER HUGHES INC              COM             05722410       1687         57     X         7               57          0          0
BAKER HUGHES INC              COM             05722410    2248840      76000     X         8            76000          0          0
BALDOR ELEC CO                COM             05774110      50439       2300     X         5                0          0       2300
BALDOR ELEC CO                COM             05774110     147770       7000     X  X      6             7000          0          0
BALDOR ELEC CO                COM             05774110      43909       2080     X         6             2080          0          0
BALL CORP                     COM             05849810   16588854     307201     X         3           307201          0          0
BALL CORP                     COM             05849810    1626954      29972     X         5            20352          0       9620
BALL CORP                     COM             05849810    1255446      23249     X  X      6             8630       1200      13419
BALL CORP                     COM             05849810    4306230      79745     X         6            23979          0      55766
BALL CORP                     COM             05849810     140400       2600     X         7             2600          0          0
BALLARD PWR SYS INC           COM             05858H10       2768        200     X         13               0          0        200
BALLARD PWR SYS INC           COM             05858H10     111763       8210     X         5             2700          0       5510
BALLARD PWR SYS INC           COM             05858H10      21040       1600     X  X      6             1200          0        400
BALLARD PWR SYS INC           COM             05858H10      15780       1200     X         6             1200          0          0
BALLARD PWR SYS INC           COM             05858H10       1315        100     X  X      7              100          0          0
BALLARD PWR SYS INC           COM             05858H10       6575        500     X         7              500          0          0
BALLY TOTAL FITNESS HLDG COR  COM             05873K10       7390        850     X         5              100          0        750
BALLY TOTAL FITNESS HLDG COR  COM             05873K10     410875      47500     X  X      6            47500          0          0
BANCO BRADESCO S A            SP ADR PFD NEW  05946020    3204448     158872     X         3           158872          0          0
BANCO BRADESCO S A            SP ADR PFD NEW  05946020       5043        250     X         5              250          0          0
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10     295400      28000     X         13               0          0      28000
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10     154458      14773     X         5             6653          0       8120
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10      52269       5055     X  X      6             3042          0       2013
BANCO BILBAO VIZCAYA ARGENTA  SPONSORED ADR   05946K10     129788      12552     X         6            12552          0          0
BANCO ITAU HLDG FINANCIERA S  SP ADR 500 PFD  05960220    1359817      37564     X         3            37564          0          0
BANCO SANTANDER CENT HISPANO  ADR             05964H10      48354       5562     X         5              700          0       4862
BANCO SANTANDER CENT HISPANO  ADR             05964H10      79994       9400     X  X      6             9400          0          0
BANCO SANTANDER CENT HISPANO  ADR             05964H10     335507      39425     X         6            37504          0       1921
BANCROFT CONV FD INC          COM             05969510     331355      17259     X         5            15434          0       1825
BANCROFT CONV FD INC          COM             05969510      25440       1325     X  X      6             1325          0          0
BANCROFT CONV FD INC          COM             05969510      24883       1296     X         6             1296          0          0
BANDAG INC                    COM             05981510     640162      18979     X         3            18979          0          0
BANDAG INC                    COM             05981510       8915        260     X         5                0          0        260
BANK OF AMERICA CORPORATION   COM             06050510    2360398      30246     X  X      1            29186       1060          0
BANK OF AMERICA CORPORATION   COM             06050510    3508913      44963     X         1            44963          0          0
BANK OF AMERICA CORPORATION   COM             06050510     137194       1758     X         11               0          0       1758
BANK OF AMERICA CORPORATION   COM             06050510    1913718      24157     X         13               0          0      24157
BANK OF AMERICA CORPORATION   COM             06050510  207657885    2628616     X         3          2628616          0          0
BANK OF AMERICA CORPORATION   COM             06050510      23412        300     X  X      4              300          0          0
BANK OF AMERICA CORPORATION   COM             06050510      54160        694     X         4              694          0          0
BANK OF AMERICA CORPORATION   COM             06050510   33637234     428462     X         5           258921          0     169541
BANK OF AMERICA CORPORATION   COM             06050510  167139361    2141714     X  X      6          1896572     131904     113238
BANK OF AMERICA CORPORATION   COM             06050510  246121225    3153783     X         6          2606020      12725     535038
BANK OF AMERICA CORPORATION   COM             06050510     179336       2298     X         7             2298          0          0
BANK OF AMERICA CORPORATION   COM             06050510    1311462      16805     X         8            16805          0          0
BANK OF GRANITE CORP          COM             06240110      70608       3714     X         5             2912          0        802
BANK OF GRANITE CORP          COM             06240110    1485938      79250     X  X      6            79250          0          0
BANK OF GRANITE CORP          COM             06240110    2328274     124175     X         6           124175          0          0
BANK HAWAII CORP              COM             06254010    1929641      57464     X         3            57464          0          0
BANK NEW YORK INC             COM             06405710     296340      10180     X  X      1            10180          0          0
BANK NEW YORK INC             COM             06405710     663562      22795     X         1            22795          0          0
BANK NEW YORK INC             COM             06405710     148461       5100     X         11               0          0       5100
BANK NEW YORK INC             COM             06405710       6575        216     X         13               0          0        216
BANK NEW YORK INC             COM             06405710   17927655     615859     X         3           615859          0          0
BANK NEW YORK INC             COM             06405710       3260        112     X  X      4              112          0          0
BANK NEW YORK INC             COM             06405710       1747         60     X         4               60          0          0
BANK NEW YORK INC             COM             06405710    4679456     159950     X         5           142413          0      17537
BANK NEW YORK INC             COM             06405710    9002122     309245     X  X      6           299405       6440       3400
BANK NEW YORK INC             COM             06405710   12194412     418908     X         6           367613          0      51295
BANK NEW YORK INC             COM             06405710       2474         85     X  X      7               85          0          0
BANK NEW YORK INC             COM             06405710      10625        365     X         7              365          0          0
BANK ONE CORP                 COM             06423A10       9663        250     X  X      1              250          0          0
BANK ONE CORP                 COM             06423A10      54497       1410     X         11               0          0       1410
BANK ONE CORP                 COM             06423A10     910236      23079     X         13               0          0      23079
BANK ONE CORP                 COM             06423A10   57039399    1472495     X         3          1472495          0          0
BANK ONE CORP                 COM             06423A10       3826         99     X  X      4               99          0          0
BANK ONE CORP                 COM             06423A10      21837        565     X         4              565          0          0
BANK ONE CORP                 COM             06423A10    5300785     135641     X         5            61890          0      73751
BANK ONE CORP                 COM             06423A10    8930894     231071     X  X      6           220191       2159       8721
BANK ONE CORP                 COM             06423A10   26313925     680826     X         6           283683        133     397010
BANK ONE CORP                 COM             06423A10      43675       1130     X  X      7             1130          0          0
BANK ONE CORP                 COM             06423A10      40312       1043     X         7             1043          0          0
BANK UTD CORP LITIGATN CONT   RIGHT 99/99/999 06541611        675      13500     X         3            13500          0          0
BANK UTD CORP LITIGATN CONT   RIGHT 99/99/999 06541611        125       2505     X         5                5          0       2500
BANKATLANTIC BANCORP          CL A            06590850     508352      35329     X         5              230          0      35099
BANKATLANTIC BANCORP          CL A            06590850      14250       1000     X  X      6             1000          0          0
BANKATLANTIC BANCORP          CL A            06590850      66092       4638     X         6             4638          0          0
BANKNORTH GROUP INC NEW       COM             06646R10   35758098    1267119     X         11          954738          0     312381
BANKNORTH GROUP INC NEW       COM             06646R10     216087       7459     X         13               0          0       7459
BANKNORTH GROUP INC NEW       COM             06646R10    4659799     164355     X         3           164355          0          0
BANKNORTH GROUP INC NEW       COM             06646R10    3802551     131625     X         5            14174          0     117451
BANKNORTH GROUP INC NEW       COM             06646R10     892175      31615     X  X      6            31615          0          0
BANKNORTH GROUP INC NEW       COM             06646R10     313186      11098     X         6            10298          0        800
BANKNORTH GROUP INC NEW       COM             06646R10       3725        132     X  X      7              132          0          0
BANKUNITED FINL CORP          CL A            06652B10    6305028     299100     X         3           299100          0          0
BANKUNITED FINL CORP          CL A            06652B10      55756       2630     X  X      6             2630          0          0
BANKUNITED FINL CORP          CL A            06652B10    1525340      71950     X         6            54345          0      17605
BANTA CORP                    COM             06682110   55242936    1534526     X         11         1167005          0     367521
BANTA CORP                    COM             06682110     896976      24916     X         3            24916          0          0
BANTA CORP                    COM             06682110     218220       6059     X         5             5959          0        100
BANTA CORP                    COM             06682110       2880         80     X  X      6               80          0          0
BANTA CORP                    COM             06682110     117540       3265     X         6             3265          0          0
BARD C R INC                  COM             06738310      35500        500     X  X      1              500          0          0
BARD C R INC                  COM             06738310      33939        477     X         13               0          0        477
BARD C R INC                  COM             06738310   12942093     181015     X         3           181015          0          0
BARD C R INC                  COM             06738310       1704         24     X         4               24          0          0
BARD C R INC                  COM             06738310    2578899      36302     X         5            26592          0       9710
BARD C R INC                  COM             06738310     398452       5612     X  X      6             5147          0        465
BARD C R INC                  COM             06738310    9364119     131889     X         6            84953        186      46750
BARD C R INC                  COM             06738310      19596        276     X         7              276          0          0
BARCLAYS PLC                  ADR             06738E20     502829      15265     X         13               0          0      15265
BARCLAYS PLC                  ADR             06738E20      19096          0     X         3                0          0          0
BARCLAYS PLC                  ADR             06738E20     333709      10284     X         5             2601          0       7683
BARCLAYS PLC                  ADR             06738E20     132680       4280     X  X      6             4280          0          0
BARCLAYS PLC                  ADR             06738E20     122450       3950     X         6             3950          0          0
BARNES & NOBLE INC            COM             06777410   21294596     835068     X         3           835068          0          0
BARNES & NOBLE INC            COM             06777410    1620501      63649     X         5            60337          0       3312
BARNES & NOBLE INC            COM             06777410      28078       1105     X  X      6             1105          0          0
BARNES & NOBLE INC            COM             06777410    3425903     134825     X         6            38529         99      96197
BARNES & NOBLE INC            NOTE  5.250% 3/ 067774AD      79021      77000     X         5            77000          0          0
BARNES GROUP INC              COM             06780610   25679632     989200     X         11          802500          0     186700
BARNES GROUP INC              COM             06780610       7552        287     X         5              100          0        187
BARNES GROUP INC              COM             06780610     259600      10000     X  X      6            10000          0          0
BARRICK GOLD CORP             COM             06790110     944597      49768     X         13               0          0      49768
BARRICK GOLD CORP             COM             06790110   13331207     707977     X         3           707977          0          0
BARRICK GOLD CORP             COM             06790110    5665330     300532     X         5           258449          0      42083
BARRICK GOLD CORP             COM             06790110     263394      13988     X  X      6            13458        530          0
BARRICK GOLD CORP             COM             06790110     160281       8512     X         6             8512          0          0
BARRICK GOLD CORP             COM             06790110      27586       1465     X  X      7             1465          0          0
BARRICK GOLD CORP             COM             06790110      11147        592     X         7              592          0          0
BARR LABS INC                 COM             06830610    5033216      73790     X         3            73790          0          0
BARR LABS INC                 COM             06830610    3663559      53710     X         5            49147          0       4563
BARR LABS INC                 COM             06830610     126189       1850     X  X      6             1850          0          0
BARR LABS INC                 COM             06830610    1065236      15617     X         6            12457          0       3160
BARRA INC                     COM             06831310     186604       4949     X         5              118          0       4831
BARRA INC                     COM             06831310      16884        450     X  X      6              450          0          0
BARRA INC                     COM             06831310     352876       9405     X         6             9405          0          0
BASSETT FURNITURE INDS INC    COM             07020310     234472          0     X         3                0          0          0
BASSETT FURNITURE INDS INC    COM             07020310      12192        862     X         5              262          0        600
BASSETT FURNITURE INDS INC    COM             07020310       5094        367     X  X      6              367          0          0
BASSETT FURNITURE INDS INC    COM             07020310     236276      17024     X         6            17024          0          0
BAUSCH & LOMB INC             COM             07170710     953419      21595     X         3            21595          0          0
BAUSCH & LOMB INC             COM             07170710     884849      19641     X         5             6531          0      13110
BAUSCH & LOMB INC             COM             07170710     201324       4560     X  X      6             4560          0          0
BAUSCH & LOMB INC             COM             07170710     553553      12538     X         6            12538          0          0
BAUSCH & LOMB INC             COM             07170710     141280       3200     X         7             3200          0          0
BAXTER INTL INC               COM             07181310     116240       4000     X  X      1             4000          0          0
BAXTER INTL INC               COM             07181310      11624        400     X         1              400          0          0
BAXTER INTL INC               COM             07181310      16654        557     X         13               0          0        557
BAXTER INTL INC               COM             07181310   26912059     926086     X         3           926086          0          0
BAXTER INTL INC               COM             07181310    6990619     236016     X         5            78879          0     157137
BAXTER INTL INC               COM             07181310    4876617     167812     X  X      6           135350      19212      13250
BAXTER INTL INC               COM             07181310    4214223     145018     X         6           113347          0      31671
BAXTER INTL INC               COM             07181310     653850      22500     X         8            22500          0          0
BAXTER INTL INC               CORP UNITS 7%   07181340    2452964      46590     X         11            2800          0      43790
BAXTER INTL INC               CORP UNITS 7%   07181340    2714987      51251     X         5            35421          0      15830
BAXTER INTL INC               CORP UNITS 7%   07181340     489645       9300     X  X      6             9300          0          0
BAXTER INTL INC               CORP UNITS 7%   07181340       3686         70     X         6               70          0          0
BAYER A G                     SPONSORED ADR   07273030    1380480      64000     X         3            64000          0          0
BAYER A G                     SPONSORED ADR   07273030     132560       6115     X         5             4230          0       1885
BAYER A G                     SPONSORED ADR   07273030     146676       6800     X  X      6             6500        100        200
BE AEROSPACE INC              COM             07330210      53689      12267     X         5            10067          0       2200
BEA SYS INC                   COM             07332510    1771240     144946     X         13               0          0     144946
BEA SYS INC                   COM             07332510     375960      31200     X         3            31200          0          0
BEA SYS INC                   COM             07332510    1096338      90634     X         5            62276          0      28358
BEA SYS INC                   COM             07332510      52374       4350     X  X      6             4350          0          0
BEA SYS INC                   COM             07332510      48280       4010     X         6             3010          0       1000
BEA SYS INC                   COM             07332510    1205204     100100     X         8           100100          0          0
BEAR STEARNS COS INC          COM             07390210     261800       3500     X  X      1             3500          0          0
BEAR STEARNS COS INC          COM             07390210      34655        453     X         13               0          0        453
BEAR STEARNS COS INC          COM             07390210   10124853     135359     X         3           135359          0          0
BEAR STEARNS COS INC          COM             07390210    3793944      50531     X         5            42163          0       8368
BEAR STEARNS COS INC          COM             07390210    1777846      23768     X  X      6            13174          0      10594
BEAR STEARNS COS INC          COM             07390210    5337504      71357     X         6            22622          0      48735
BEARINGPOINT INC              COM             07400210     234612      29400     X         3            29400          0          0
BEARINGPOINT INC              COM             07400210     448850      54582     X         5             3484          0      51098
BEARINGPOINT INC              COM             07400210     292379      36639     X         6            36639          0          0
BEBE STORES INC               COM             07557110     239835       8850     X         5             8850          0          0
BECKMAN COULTER INC           COM             07581110       1457         31     X         13               0          0         31
BECKMAN COULTER INC           COM             07581110    2723383      59802     X         3            59802          0          0
BECKMAN COULTER INC           COM             07581110    2147060      45939     X         5             8536          0      37403
BECKMAN COULTER INC           COM             07581110   17505849     384406     X  X      6           383968        438          0
BECKMAN COULTER INC           COM             07581110    1720274      37775     X         6            37775          0          0
BECTON DICKINSON & CO         COM             07588710     195048       5400     X  X      1             5400          0          0
BECTON DICKINSON & CO         COM             07588710     111972       3100     X         1             3100          0          0
BECTON DICKINSON & CO         COM             07588710    6267723     173525     X         11           77050          0      96475
BECTON DICKINSON & CO         COM             07588710     381856      10340     X         13               0          0      10340
BECTON DICKINSON & CO         COM             07588710   28543613     789081     X         3           789081          0          0
BECTON DICKINSON & CO         COM             07588710    4232442     116553     X         5            88734          0      27819
BECTON DICKINSON & CO         COM             07588710    9195899     254593     X  X      6           157603      19800      77190
BECTON DICKINSON & CO         COM             07588710    7147859     197892     X         6            61960         27     135905
BED BATH & BEYOND INC         COM             07589610     110983       2900     X  X      1             2900          0          0
BED BATH & BEYOND INC         COM             07589610       7080        185     X         1              185          0          0
BED BATH & BEYOND INC         COM             07589610      10688        266     X         13               0          0        266
BED BATH & BEYOND INC         COM             07589610    5153831     132984     X         3           132984          0          0
BED BATH & BEYOND INC         COM             07589610       1531         40     X         4               40          0          0
BED BATH & BEYOND INC         COM             07589610   11933998     299666     X         5            55802          0     243864
BED BATH & BEYOND INC         COM             07589610    1690424      44171     X  X      6            44171          0          0
BED BATH & BEYOND INC         COM             07589610    6883051     179855     X         6           133003        296      46556
BED BATH & BEYOND INC         COM             07589610      17949        469     X         7              469          0          0
BELDEN INC                    COM             07745910   20361844    1165532     X         3          1165532          0          0
BELDEN INC                    COM             07745910        874         50     X         5               50          0          0
BELDEN INC                    COM             07745910      50488       2890     X         6                0          0       2890
BELLSOUTH CORP                COM             07986010    1402803      59240     X  X      1            58240       1000          0
BELLSOUTH CORP                COM             07986010    1282083      54142     X         1            54142          0          0
BELLSOUTH CORP                COM             07986010    2458363     103816     X         11           10700          0      93116
BELLSOUTH CORP                COM             07986010     257460      10582     X         13               0          0      10582
BELLSOUTH CORP                COM             07986010   48484942    2044999     X         3          2044999          0          0
BELLSOUTH CORP                COM             07986010       9472        400     X  X      4              400          0          0
BELLSOUTH CORP                COM             07986010    4653873     194588     X         5           123770          0      70818
BELLSOUTH CORP                COM             07986010   59588945    2516425     X  X      6          2207616     170926     137883
BELLSOUTH CORP                COM             07986010   58409602    2466622     X         6          1967383       6483     492756
BELLSOUTH CORP                COM             07986010     119371       5041     X         7             5041          0          0
BELO CORP                     COM SER A       08055510      21825        900     X         11               0          0        900
BELO CORP                     COM SER A       08055510     204388       8380     X         13               0          0       8380
BELO CORP                     COM SER A       08055510    2697667     111244     X         3           111244          0          0
BELO CORP                     COM SER A       08055510    2789058     114368     X         5             2629          0     111739
BELO CORP                     COM SER A       08055510   10182333     419890     X  X      6             3044     416846          0
BELO CORP                     COM SER A       08055510     356378      14696     X         6            13000          0       1696
BEMA GOLD CORP                COM             08135F10       6400       2500     X         13               0          0       2500
BEMA GOLD CORP                COM             08135F10     253692      99300     X         5            51600          0      47700
BEMA GOLD CORP                COM             08135F10       2550       1000     X  X      6             1000          0          0
BEMA GOLD CORP                COM             08135F10       3825       1500     X         6             1500          0          0
BEMIS INC                     COM             08143710     110750       2500     X  X      1             2500          0          0
BEMIS INC                     COM             08143710     481050      10690     X         13               0          0      10690
BEMIS INC                     COM             08143710     914662      20647     X         3            20647          0          0
BEMIS INC                     COM             08143710    4949578     110601     X         5            39239          0      71362
BEMIS INC                     COM             08143710    1171514      26445     X  X      6            20845       1600       4000
BEMIS INC                     COM             08143710     918738      20739     X         6            20739          0          0
BENCHMARK ELECTRS INC         COM             08160H10   12210831     288130     X         3           288130          0          0
BENCHMARK ELECTRS INC         COM             08160H10     143838       3382     X         5              712          0       2670
BENCHMARK ELECTRS INC         COM             08160H10     128289       3035     X  X      6             3035          0          0
BENCHMARK ELECTRS INC         COM             08160H10    2288625      54143     X         6            47491         21       6631
BENTHOS INC                   COM             08264110      74456      15675     X  X      6            15375        300          0
BERKLEY W R CORP              COM             08442310    2789655      81426     X         3            81426          0          0
BERKLEY W R CORP              COM             08442310    1954140      56367     X         5            30804          0      25563
BERKLEY W R CORP              COM             08442310      63895       1865     X  X      6             1865          0          0
BERKLEY W R CORP              COM             08442310    1729411      50479     X         6            50479          0          0
BERKSHIRE HATHAWAY INC DEL    CL A            08467010     452100          6     X         13               0          0          6
BERKSHIRE HATHAWAY INC DEL    CL A            08467010    6460850         86     X         5               55          0         31
BERKSHIRE HATHAWAY INC DEL    CL A            08467010   20625000        275     X  X      6              262          2         11
BERKSHIRE HATHAWAY INC DEL    CL A            08467010   57375000        765     X         6              749          6         10
BERKSHIRE HATHAWAY INC DEL    CL B            08467020     119808         48     X         11               0          0         48
BERKSHIRE HATHAWAY INC DEL    CL B            08467020      25120         10     X         13               0          0         10
BERKSHIRE HATHAWAY INC DEL    CL B            08467020     154752         62     X         4               62          0          0
BERKSHIRE HATHAWAY INC DEL    CL B            08467020   33773264      13498     X         5             8357          0       5141
BERKSHIRE HATHAWAY INC DEL    CL B            08467020    6067776       2431     X  X      6             2155        171        105
BERKSHIRE HATHAWAY INC DEL    CL B            08467020    8910720       3570     X         6             3423          4        143
BERKSHIRE HATHAWAY INC DEL    CL B            08467020       4992          2     X  X      7                2          0          0
BERKSHIRE HATHAWAY INC DEL    CL B            08467020      37440         15     X         7               15          0          0
BERRY PETE CO                 CL A            08578910    4002040     218930     X         3           218930          0          0
BERRY PETE CO                 CL A            08578910     133554       7306     X         5             7306          0          0
BEST BUY INC                  COM             08651610       1996         42     X         11               0          0         42
BEST BUY INC                  COM             08651610      11642        236     X         13               0          0        236
BEST BUY INC                  COM             08651610   98122765    2048832     X         3          2048832          0          0
BEST BUY INC                  COM             08651610    6110506     127071     X         5            87241          0      39830
BEST BUY INC                  COM             08651610    3276694      68954     X  X      6            39248        950      28756
BEST BUY INC                  COM             08651610   12818235     269744     X         6            98480        300     170964
BEST BUY INC                  COM             08651610      15919        335     X  X      7              335          0          0
BEST BUY INC                  COM             08651610       6368        134     X         7              134          0          0
BEST BUY INC                  DBCV  0.684% 6/ 086516AD      39220      53000     X         5            53000          0          0
BEST BUY INC                  SDCV  2.250% 1/ 086516AF      64480      62000     X         5            62000          0          0
BETA OIL & GAS INC            COM             08659A10      33950      24250     X         5                0          0      24250
BHP BILLITON LTD              SPONSORED ADR   08860610      29765       2080     X         13               0          0       2080
BHP BILLITON LTD              SPONSORED ADR   08860610    1239828      86000     X         3            86000          0          0
BHP BILLITON LTD              SPONSORED ADR   08860610     628592      44222     X         5            32497          0      11725
BHP BILLITON LTD              SPONSORED ADR   08860610      13925        982     X  X      6              982          0          0
BHP BILLITON LTD              SPONSORED ADR   08860610     139205       9817     X         6             9817          0          0
BHP BILLITON LTD              SPONSORED ADR   08860610       3077        217     X  X      7              217          0          0
BIG LOTS INC                  COM             08930210     725379      45881     X         3            45881          0          0
BIG LOTS INC                  COM             08930210      26899       1686     X         5              626          0       1060
BIG LOTS INC                  COM             08930210      24806       1569     X  X      6             1569          0          0
BIG LOTS INC                  COM             08930210       3162        200     X         6              200          0          0
BIO RAD LABS INC              CL A            09057220      10200        200     X         3              200          0          0
BIO RAD LABS INC              CL A            09057220     272697       5347     X         5             2420          0       2927
BIO RAD LABS INC              CL A            09057220      63495       1245     X         6              320          0        925
BIOGEN INC                    COM             09059710   14226415     372127     X         3           372127          0          0
BIOGEN INC                    COM             09059710    1355499      35391     X         5            14764          0      20627
BIOGEN INC                    COM             09059710     622614      16333     X  X      6             5847        500       9986
BIOGEN INC                    COM             09059710    1925632      50515     X         6            10262          0      40253
BIOMET INC                    COM             09061310       5239        154     X         13               0          0        154
BIOMET INC                    COM             09061310    3685874     109666     X         3           109666          0          0
BIOMET INC                    COM             09061310    3224159      95790     X         5            66571          0      29219
BIOMET INC                    COM             09061310     139025       4150     X  X      6             4150          0          0
BIOMET INC                    COM             09061310     458180      13677     X         6            13453          0        224
BIOMARIN PHARMACEUTICAL INC   COM             09061G10     520880      68000     X         3            68000          0          0
BIOPURE CORP                  CL A            09065H10      65705      10186     X         5             9086          0       1100
BIOPURE CORP                  CL A            09065H10       1294        200     X         6              200          0          0
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20      26773        205     X         13               0          0        205
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20    1881198      14550     X         5            12200          0       2350
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20      25808        200     X  X      6              200          0          0
BIOTECH HOLDERS TR            DEPOSTRY RCPTS  09067D20     225820       1750     X         6             1750          0          0
BIOVAIL CORP                  COM             09067J10    4339120     116800     X         3           116800          0          0
BIOVAIL CORP                  COM             09067J10    1289072      34650     X         5            14380          0      20270
BIOVAIL CORP                  COM             09067J10     237760       6400     X  X      6                0       5400       1000
BIOVAIL CORP                  COM             09067J10       1115         30     X         6               30          0          0
BIOLASE TECHNOLOGY INC        COM             09091110     117125      10263     X         5             9663          0        600
BIOLASE TECHNOLOGY INC        COM             09091110      13692       1200     X         6             1200          0          0
BIOSITE INC                   COM             09094510       5676        200     X         3              200          0          0
BIOSITE INC                   COM             09094510     739803      26493     X         5            14360          0      12133
BIOMIRA INC                   COM             09161R10      28592      16000     X         5             4800          0      11200
BLACK & DECKER CORP           COM             09179710    7695579     189780     X         11          101160          0      88620
BLACK & DECKER CORP           COM             09179710     388580       9436     X         13               0          0       9436
BLACK & DECKER CORP           COM             09179710   24893686     610383     X         3           610383          0          0
BLACK & DECKER CORP           COM             09179710       1419         35     X         4               35          0          0
BLACK & DECKER CORP           COM             09179710     982793      24155     X         5            18905          0       5250
BLACK & DECKER CORP           COM             09179710    2598403      64079     X  X      6            19220        365      44494
BLACK & DECKER CORP           COM             09179710    9640114     237734     X         6           107590        396     129748
BLACK & DECKER CORP           COM             09179710      16098        397     X         7              397          0          0
BLACK BOX CORP DEL            COM             09182610       1933         47     X         13               0          0         47
BLACK BOX CORP DEL            COM             09182610    5740642     144201     X         3           144201          0          0
BLACK BOX CORP DEL            COM             09182610     181980       4425     X         5               15          0       4410
BLACK BOX CORP DEL            COM             09182610      11943        300     X  X      6              300          0          0
BLACK BOX CORP DEL            COM             09182610       9475        238     X         6              238          0          0
BLACK BOX CORP DEL            COM             09182610       1592         40     X  X      7               40          0          0
BLACK HILLS CORP              COM             09211310     970424      31446     X         3            31446          0          0
BLACK HILLS CORP              COM             09211310    1065456      34429     X         5            24824          0       9605
BLACK HILLS CORP              COM             09211310      97425       3157     X  X      6             3157          0          0
BLACK HILLS CORP              COM             09211310     212595       6889     X         6             4639       2250          0
BLACKROCK INSD MUN TERM TR I  COM             09247410     848722      76789     X         5            56436          0      20353
BLACKROCK INSD MUN TERM TR I  COM             09247410     406331      36772     X  X      6            36472          0        300
BLACKROCK INSD MUN TERM TR I  COM             09247410      22376       2025     X         6             2025          0          0
BLACKROCK INCOME OPP TRUST I  COM             09247510   10703000     973000     X         3           973000          0          0
BLACKROCK INCOME OPP TRUST I  COM             09247510       3476        316     X         5                1          0        315
BLACKROCK INCOME OPP TRUST I  COM             09247510       2200        200     X  X      6              200          0          0
BLACKROCK INCOME OPP TRUST I  COM             09247510   71975068    6543188     X         9          6543188          0          0
BLACKROCK ADVANTAGE TERM TR   COM             09247A10     183540      16100     X         3            16100          0          0
BLACKROCK ADVANTAGE TERM TR   COM             09247A10      35264       3100     X         5             1200          0       1900
BLACKROCK ADVANTAGE TERM TR   COM             09247A10      57000       5000     X  X      6                0       5000          0
BLACKROCK ADVANTAGE TERM TR   COM             09247A10      26220       2300     X         6             2300          0          0
BLACKROCK ADVANTAGE TERM TR   COM             09247A10     393300      34500     X         9            34500          0          0
BLACKROCK INVT QUALITY MUN T  COM             09247D10     162513      11620     X         5            10535          0       1085
BLACKROCK INVT QUALITY MUN T  COM             09247D10         56          4     X  X      6                0          0          4
BLACKROCK INVT QUALITY MUN T  COM             09247D10     118830       8500     X         6             8500          0          0
BLACKROCK INVT QUALITY MUN T  COM             09247D10     209700      15000     X         9            15000          0          0
BLACKROCK INCOME TR INC       COM             09247F10     242165      31621     X         5             7601          0      24020
BLACKROCK INCOME TR INC       COM             09247F10      46876       6176     X         6             6176          0          0
BLACKROCK CA INSD MUN 2008 T  COM             09247G10      15723        950     X         5              950          0          0
BLACKROCK CA INSD MUN 2008 T  COM             09247G10     618970      37400     X         6                0          0      37400
BLACKROCK FL INSD MUN 2008 T  COM             09247H10     134853       8350     X         5             8350          0          0
BLACKROCK FL INSD MUN 2008 T  COM             09247H10     188148      11650     X  X      6            11250          0        400
BLACKROCK FL INSD MUN 2008 T  COM             09247H10     266604      16508     X         6            16508          0          0
BLACKROCK INVT QUALITY TERM   COM             09247J10     122007      12750     X         5             1002          0      11748
BLACKROCK INVT QUALITY TERM   COM             09247J10      28011       2930     X         6             2930          0          0
BLACKROCK INSD MUN 2008 TRM   COM             09247K10    1089457      63339     X         5            31006          0      32333
BLACKROCK INSD MUN 2008 TRM   COM             09247K10      27488       1600     X  X      6             1600          0          0
BLACKROCK INSD MUN 2008 TRM   COM             09247K10     238939      13908     X         6            13908          0          0
BLACKROCK MUN TARGET TERM TR  COM             09247M10     831568      74822     X         5            21661          0      53161
BLACKROCK MUN TARGET TERM TR  COM             09247M10      11050       1000     X  X      6             1000          0          0
BLACKROCK MUN TARGET TERM TR  COM             09247M10     432088      39103     X         6            39103          0          0
BLACKROCK INC                 CL A            09247X10     135436       2764     X         5             2764          0          0
BLACKROCK INC                 CL A            09247X10       8330        170     X  X      6              170          0          0
BLACKROCK INC                 CL A            09247X10      78400       1600     X         6             1600          0          0
BLACKROCK MUNI 2018 TERM TR   COM             09248C10     601195      42075     X         5            36875          0       5200
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10      23035       1700     X         13               0          0       1700
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10     333950      24823     X         5            21830          0       2993
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10     530880      39500     X  X      6            39500          0          0
BLACKROCK MUN INCOME TR       SH BEN INT      09248F10     430080      32000     X         6            32000          0          0
BLACKROCK N J MUN INCOME TR   SH BEN INT      09248J10     170724      12300     X         5            12300          0          0
BLACKROCK N Y MUN INCOME TR   SH BEN INT      09248L10     163564      12101     X         5            10101          0       2000
BLACKROCK STRATEGIC MUN TR    COM             09248T10     270813      19125     X         5             7600          0      11525
BLACKROCK STRATEGIC MUN TR    COM             09248T10      14130       1000     X  X      6             1000          0          0
BLACKROCK CORE BD TR          SHS BEN INT     09249E10    1194541      85081     X         5            26149          0      58932
BLACKROCK CORE BD TR          SHS BEN INT     09249E10      13950       1000     X  X      6             1000          0          0
BLACKROCK STRTGC BOND TR      COM             09249G10     678920      45038     X         5             7689          0      37349
BLACKROCK STRTGC BOND TR      COM             09249G10       4545        304     X         6              304          0          0
BLACKROCK MUNI INCOME TR II   COM             09249N10     105058       7800     X         5             6800          0       1000
BLACKROCK MUNI INCOME TR II   COM             09249N10      44889       3335     X  X      6             3335          0          0
BLACKROCK MUNI INCOME TR II   COM             09249N10      26920       2000     X         6                0       2000          0
BLACKROCK PFD OPPORTUNITY TR  COM SHS         09249V10     412900      17200     X         5            16700          0        500
BLOCK H & R INC               COM             09367110      12945        300     X         11               0          0        300
BLOCK H & R INC               COM             09367110    3185721      73829     X         3            73829          0          0
BLOCK H & R INC               COM             09367110       3970         92     X  X      4               92          0          0
BLOCK H & R INC               COM             09367110       4962        115     X         4              115          0          0
BLOCK H & R INC               COM             09367110   21771074     505183     X         5           111297          0     393886
BLOCK H & R INC               COM             09367110    5359187     124199     X  X      6           102399       3650      18150
BLOCK H & R INC               COM             09367110    5943179     137733     X         6            70673       9700      57360
BLOCK H & R INC               COM             09367110       1079         25     X  X      7               25          0          0
BLOCK H & R INC               COM             09367110       7336        170     X         7              170          0          0
BLOCKBUSTER INC               CL A            09367910     225261      10713     X         5            10113          0        600
BLYTH INC                     COM             09643P10    5892405     218399     X         3           218399          0          0
BLYTH INC                     COM             09643P10     401644      14882     X         5            14482          0        400
BOB EVANS FARMS INC           COM             09676110    1148343      42993     X         3            42993          0          0
BOB EVANS FARMS INC           COM             09676110     688783      25459     X         5            13604          0      11855
BOEING CO                     COM             09702310      37763       1100     X  X      1             1100          0          0
BOEING CO                     COM             09702310      57468       1674     X         1             1674          0          0
BOEING CO                     COM             09702310      80222       2270     X         13               0          0       2270
BOEING CO                     COM             09702310   17779953     517913     X         3           517913          0          0
BOEING CO                     COM             09702310    7824290     224002     X         5            91044          0     132958
BOEING CO                     COM             09702310    5282494     153874     X  X      6           101126       8248      44500
BOEING CO                     COM             09702310    4801733     139870     X         6            72153         32      67685
BOEING CO                     COM             09702310       2060         60     X         7               60          0          0
BOEING CO                     COM             09702310    2691472      78400     X         8            78400          0          0
BOISE CASCADE CORP            COM             09738310         28          1     X         13               0          0          1
BOISE CASCADE CORP            COM             09738310     626934      22715     X         3            22715          0          0
BOISE CASCADE CORP            COM             09738310      71305       2565     X         5              740          0       1825
BOISE CASCADE CORP            COM             09738310      87658       3176     X  X      6             3176          0          0
BOISE CASCADE CORP            COM             09738310     329986      11956     X         6             5807          0       6149
BOISE CASCADE CORP            COM             09738310    7722480     279800     X         8           279800          0          0
BOMBAY CO INC                 COM             09792410    4875208     494945     X         3           494945          0          0
BOMBAY CO INC                 COM             09792410      69142       6859     X         5             2209          0       4650
BOMBAY CO INC                 COM             09792410     339618      34479     X         6                0          0      34479
BORDERS GROUP INC             COM             09970910    9193323     485905     X         3           485905          0          0
BORDERS GROUP INC             COM             09970910     637243      33559     X         5            28544          0       5015
BORDERS GROUP INC             COM             09970910       7568        400     X         6              400          0          0
BORG WARNER INC               COM             09972410   38533033     567915     X         11          422625        600     144690
BORG WARNER INC               COM             09972410     188956       2704     X         13               0          0       2704
BORG WARNER INC               COM             09972410    2609443      38459     X         3            38459          0          0
BORG WARNER INC               COM             09972410    6438140      94828     X         5            92828          0       2000
BORG WARNER INC               COM             09972410     814200      12000     X  X      6            12000          0          0
BORG WARNER INC               COM             09972410     162840       2400     X         6             2400          0          0
BOSTON BEER INC               CL A            10055710     360289      22503     X         5            14653          0       7850
BOSTON COMMUNICATIONS GROUP   COM             10058210    2760721     276875     X         3           276875          0          0
BOSTON COMMUNICATIONS GROUP   COM             10058210     121900      12190     X         6                0          0      12190
BOSTON PRIVATE FINL HLDGS IN  COM             10111910    6031360     256000     X         3           256000          0          0
BOSTON PRIVATE FINL HLDGS IN  COM             10111910      17882        759     X         5              759          0          0
BOSTON PRIVATE FINL HLDGS IN  COM             10111910     813998      34550     X         6            30250          0       4300
BOSTON PROPERTIES INC         COM             10112110     188008       4325     X         11             300          0       4025
BOSTON PROPERTIES INC         COM             10112110     423467       9636     X         5             2350          0       7286
BOSTON PROPERTIES INC         COM             10112110    1272236      29267     X  X      6            12075        192      17000
BOSTON PROPERTIES INC         COM             10112110      95634       2200     X         6             2200          0          0
BOSTON SCIENTIFIC CORP        COM             10113710     546057       8300     X         13               0          0       8300
BOSTON SCIENTIFIC CORP        COM             10113710   27114426     424991     X         3           424991          0          0
BOSTON SCIENTIFIC CORP        COM             10113710    4955146      77051     X         5            57306          0      19745
BOSTON SCIENTIFIC CORP        COM             10113710    1583261      24816     X  X      6            18166       1700       4950
BOSTON SCIENTIFIC CORP        COM             10113710   12194541     191137     X         6           137089          0      54048
BOSTON SCIENTIFIC CORP        COM             10113710      63800       1000     X  X      7             1000          0          0
BOULDER GROWTH & INCOME FD I  COM             10150710     713226     134571     X         5           134571          0          0
BOULDER GROWTH & INCOME FD I  COM             10150710       7627       1439     X         6             1439          0          0
BOULDER TOTAL RETURN FD INC   COM             10154110       9520        700     X         13               0          0        700
BOULDER TOTAL RETURN FD INC   COM             10154110      58457       4311     X         5             4311          0          0
BOULDER TOTAL RETURN FD INC   COM             10154110     176727      13033     X         9            13033          0          0
BOWATER INC                   COM             10218310    2390480      56835     X         3            56835          0          0
BOWATER INC                   COM             10218310     101484       2384     X         5              600          0       1784
BOWATER INC                   COM             10218310     435153      10346     X  X      6            10016        250         80
BOWATER INC                   COM             10218310    1291116      30697     X         6            30202         95        400
BOWATER INC                   COM             10218310        421         10     X         7               10          0          0
BOWATER INC                   COM             10218310    6321618     150300     X         8           150300          0          0
BOYDS COLLECTION LTD          COM             10335410    3275613     726300     X         3           726300          0          0
BOYKIN LODGING CO             COM             10343010     130975      15500     X         5                0          0      15500
BOYKIN LODGING CO             COM             10343010      11561       1403     X         6             1403          0          0
BRADLEY PHARMACEUTICALS INC   COM             10457610    3890973     142788     X         3           142788          0          0
BRADLEY PHARMACEUTICALS INC   COM             10457610     693772      25965     X         5             5406          0      20559
BRADLEY PHARMACEUTICALS INC   COM             10457610     183692       6741     X         6              516          0       6225
BRANDYWINE RLTY TR            SH BEN INT NEW  10536820    2208338      85961     X         3            85961          0          0
BRANDYWINE RLTY TR            SH BEN INT NEW  10536820      82835       3208     X         5             1850          0       1358
BRANDYWINE RLTY TR            SH BEN INT NEW  10536820      25690       1000     X  X      6             1000          0          0
BRANDYWINE RLTY TR            SH BEN INT NEW  10536820     120794       4702     X         6             4202          0        500
BRANTLEY CAP CORP             COM             10549410     119700      13300     X         5                0          0      13300
BRASCAN CORP                  CL A LTD VT SH  10549P60     951476      37000     X         3            37000          0          0
BRASCAN CORP                  CL A LTD VT SH  10549P60    1638650      65000     X         5            65000          0          0
BRASCAN CORP                  CL A LTD VT SH  10549P60      11597        460     X  X      6              460          0          0
BRASCAN CORP                  CL A LTD VT SH  10549P60     134218       5324     X         6             5324          0          0
BRIGGS & STRATTON CORP        COM             10904310   24901959     423791     X         3           423791          0          0
BRIGGS & STRATTON CORP        COM             10904310     525045       8927     X         5             8614          0        313
BRIGGS & STRATTON CORP        COM             10904310     451277       7680     X  X      6             7680          0          0
BRIGGS & STRATTON CORP        COM             10904310     579139       9856     X         6             5602          0       4254
BRIGHAM EXPLORATION CO        COM             10917810    1259571     185231     X         3           185231          0          0
BRIGHAM EXPLORATION CO        COM             10917810     203646      29948     X         6            26094          0       3854
BRINKER INTL INC              COM             10964110      43784       1300     X         13               0          0       1300
BRINKER INTL INC              COM             10964110    3244227      97249     X         3            97249          0          0
BRINKER INTL INC              COM             10964110    1203049      36001     X         5            29576          0       6425
BRINKER INTL INC              COM             10964110     233453       6998     X  X      6             5998          0       1000
BRINKER INTL INC              COM             10964110    2064784      61894     X         6            53704          0       8190
BRINKS CO                     COM             10969610     922424      53135     X         3            53135          0          0
BRINKS CO                     COM             10969610      39179       2236     X         5             1600          0        636
BRINKS CO                     COM             10969610       5034        290     X  X      6              290          0          0
BRINKS CO                     COM             10969610      45310       2610     X         6             2610          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210    2499387      97404     X  X      1            96804        600          0
BRISTOL MYERS SQUIBB CO       COM             11012210    2626301     102350     X         1           102350          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210    1935919      75445     X         11            5600          0      69845
BRISTOL MYERS SQUIBB CO       COM             11012210    1860989      71494     X         13               0          0      71494
BRISTOL MYERS SQUIBB CO       COM             11012210   87357802    3357393     X         3          3357393          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210        642         25     X  X      4               25          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210      23607        920     X         4              920          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210   32478686    1257805     X         5           708072          0     549733
BRISTOL MYERS SQUIBB CO       COM             11012210   92119002    3589985     X  X      6          3095742     229475     264768
BRISTOL MYERS SQUIBB CO       COM             11012210   79357399    3092650     X         6          2492294      11288     589068
BRISTOL MYERS SQUIBB CO       COM             11012210         13          1     X  X      7                1          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210      81676       3183     X         7             3183          0          0
BRISTOL MYERS SQUIBB CO       COM             11012210    6045496     235600     X         8           235600          0          0
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810     547326      25176     X         13               0          0      25176
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810     476520      22000     X         3            22000          0          0
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810     260919      12042     X         5            10927          0       1115
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810      45919       2120     X  X      6             1240          0        880
BRITISH AMERN TOB PLC         SPONSORED ADR   11044810      20902        965     X         6              965          0          0
BRITISH SKY BROADCASTING GRO  SPONSORED ADR   11101310     741600      18000     X         3            18000          0          0
BRITISH SKY BROADCASTING GRO  SPONSORED ADR   11101310      73830       1792     X         6             1792          0          0
BRITTON & KOONTZ CAP CORP     COM             11109110    1256125      77300     X         3            77300          0          0
BROADCOM CORP                 CL A            11132010      22629        845     X         13               0          0        845
BROADCOM CORP                 CL A            11132010    3068993     115289     X         3           115289          0          0
BROADCOM CORP                 CL A            11132010     773204      28992     X         5            26684          0       2308
BROADCOM CORP                 CL A            11132010      37804       1418     X  X      6             1418          0          0
BROADCOM CORP                 CL A            11132010    1287491      48293     X         6             3493         80      44720
BROADCOM CORP                 CL A            11132010       1333         50     X         7               50          0          0
BROADVISION INC               COM NEW         11141260      75534      15371     X         5            12828          0       2543
BROADVISION INC               COM NEW         11141260        162         33     X  X      6               33          0          0
BROADVISION INC               COM NEW         11141260        186         38     X         6               38          0          0
BROCADE COMMUNICATIONS SYS I  COM             11162110       1050        200     X         13               0          0        200
BROCADE COMMUNICATIONS SYS I  COM             11162110     129861      24815     X         5            13549          0      11266
BROCADE COMMUNICATIONS SYS I  COM             11162110       5612       1075     X  X      6             1075          0          0
BROCADE COMMUNICATIONS SYS I  COM             11162110       8874       1700     X         6             1650          0         50
BROCADE COMMUNICATIONS SYS I  NOTE  2.000% 1/ 111621AB      64380      74000     X         5            74000          0          0
BROCADE COMMUNICATIONS SYS I  NOTE  2.000% 1/ 111621AB       2610       3000     X         6             3000          0          0
BROWN & BROWN INC             COM             11523610      81640       2600     X         13               0          0       2600
BROWN & BROWN INC             COM             11523610    2060875      66955     X         3            66955          0          0
BROWN & BROWN INC             COM             11523610     267897       8587     X         5             2798          0       5789
BROWN & BROWN INC             COM             11523610      40014       1300     X  X      6             1300          0          0
BROWN & BROWN INC             COM             11523610      33704       1095     X         6             1095          0          0
BROWN FORMAN CORP             CL A            11563710      27782        334     X         5                9          0        325
BROWN FORMAN CORP             CL A            11563710     273642       3365     X  X      6             3365          0          0
BROWN FORMAN CORP             CL A            11563710     238756       2936     X         6             2586          0        350
BROWN FORMAN CORP             CL B            11563720    1864858      23570     X         3            23570          0          0
BROWN FORMAN CORP             CL B            11563720     237972       3004     X         5             2804          0        200
BROWN FORMAN CORP             CL B            11563720    1530497      19344     X  X      6            18819        525          0
BROWN FORMAN CORP             CL B            11563720    1377637      17412     X         6            17412          0          0
BROWN TOM INC                 COM NEW         11566020   54256067    2111131     X         11         1630675          0     480456
BROWN TOM INC                 COM NEW         11566020    4908443     190990     X         3           190990          0          0
BROWN TOM INC                 COM NEW         11566020      56540       2200     X         5             2200          0          0
BROWN TOM INC                 COM NEW         11566020      43690       1700     X         6             1700          0          0
BRUNSWICK CORP                COM             11704310     309324      11920     X         13               0          0      11920
BRUNSWICK CORP                COM             11704310     921681      35891     X         3            35891          0          0
BRUNSWICK CORP                COM             11704310     159837       6173     X         5             1306          0       4867
BRUNSWICK CORP                COM             11704310      48278       1880     X  X      6                0       1880          0
BRUNSWICK CORP                COM             11704310     725588      28255     X         6            28255          0          0
BRYN MAWR BK CORP             COM             11766510       8390        200     X         5              200          0          0
BRYN MAWR BK CORP             COM             11766510     492325      11736     X  X      6            11736          0          0
BRYN MAWR BK CORP             COM             11766510      92877       2214     X         6             2214          0          0
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010       4035        100     X         13               0          0        100
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010     903321      22538     X         5            16910          0       5628
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010    2923549      73107     X  X      6            63357       5000       4750
BUCKEYE PARTNERS L P          UNIT LTD PARTN  11823010    3071232      76800     X         6            76800          0          0
BUCKEYE TECHNOLOGIES INC      COM             11825510     263414      28972     X         5            28000          0        972
BURLINGTON NORTHN SANTA FE C  COM             12189T10      19487        675     X  X      1              675          0          0
BURLINGTON NORTHN SANTA FE C  COM             12189T10      40418       1400     X         1             1400          0          0
BURLINGTON NORTHN SANTA FE C  COM             12189T10     362024      12360     X         13               0          0      12360
BURLINGTON NORTHN SANTA FE C  COM             12189T10   20790240     720133     X         3           720133          0          0
BURLINGTON NORTHN SANTA FE C  COM             12189T10     655717      22536     X         5            10398          0      12138
BURLINGTON NORTHN SANTA FE C  COM             12189T10    8928971     309282     X  X      6           261506      24585      23191
BURLINGTON NORTHN SANTA FE C  COM             12189T10    8246571     285645     X         6           210365        150      75130
BURLINGTON RES INC            COM             12201410      33740        700     X         1              700          0          0
BURLINGTON RES INC            COM             12201410       2190         45     X         13               0          0         45
BURLINGTON RES INC            COM             12201410    4587724      95181     X         3            95181          0          0
BURLINGTON RES INC            COM             12201410    1540191      31877     X         5            23991          0       7886
BURLINGTON RES INC            COM             12201410    2658905      55164     X  X      6            53469       1545        150
BURLINGTON RES INC            COM             12201410    3849734      79870     X         6            54456        300      25114
BURLINGTON RES INC            COM             12201410       1109         23     X         7               23          0          0
BUSINESS OBJECTS S A          SPONSORED ADR   12328X10     202364       8049     X         5             5239          0       2810
BUSINESS OBJECTS S A          SPONSORED ADR   12328X10       1423         57     X         6               57          0          0
BUTLER MFG CO DEL             COM             12365510    6267485     412606     X         3           412606          0          0
BUTLER MFG CO DEL             COM             12365510      10640        700     X         5                0          0        700
BUTLER MFG CO DEL             COM             12365510      51646       3400     X         6              150          0       3250
C&D TECHNOLOGIES INC          COM             12466110   40829890    2158028     X         11         1599300          0     558728
C&D TECHNOLOGIES INC          COM             12466110       4200        222     X         5              222          0          0
C&D TECHNOLOGIES INC          COM             12466110     208120      11000     X         6             4000       7000          0
CB BANCSHARES INC HAWAII      COM             12478510    1286250      21000     X  X      1            21000          0          0
CB BANCSHARES INC HAWAII      COM             12478510    3674694      59995     X         6                0          0      59995
CBL & ASSOC PPTYS INC         COM             12483010     231965       4647     X         5             4502          0        145
CBL & ASSOC PPTYS INC         COM             12483010     142215       2850     X  X      6             2850          0          0
CBL & ASSOC PPTYS INC         COM             12483010       1846         37     X         6               37          0          0
CBRL GROUP INC                COM             12489V10    4568156     128753     X         3           128753          0          0
CBRL GROUP INC                COM             12489V10    1796170      50389     X         5            14250          0      36139
CBRL GROUP INC                COM             12489V10      55118       1550     X  X      6             1050          0        500
CBRL GROUP INC                COM             12489V10     214036       6019     X         6             2471          0       3548
CCBT FINL COS INC             COM             12500Q10     206001       8100     X         5             6000          0       2100
CCBT FINL COS INC             COM             12500Q10     100444       4000     X  X      6             4000          0          0
C D W CORP                    COM             12512N10    4690393      81233     X         3            81233          0          0
C D W CORP                    COM             12512N10     777951      13505     X         5            13455          0         50
C D W CORP                    COM             12512N10      29952        520     X  X      6              520          0          0
C D W CORP                    COM             12512N10     199872       3470     X         6             3470          0          0
CEC ENTMT INC                 COM             12513710      31360        800     X         3              800          0          0
CEC ENTMT INC                 COM             12513710    2065694      52696     X         5            52636          0         60
CEC ENTMT INC                 COM             12513710      26656        680     X  X      6              680          0          0
CEC ENTMT INC                 COM             12513710     484904      12370     X         6             8700          0       3670
CH ENERGY GROUP INC           COM             12541M10    1194287      27135     X         5            26685          0        450
CH ENERGY GROUP INC           COM             12541M10     172172       3913     X  X      6             3463        450          0
CH ENERGY GROUP INC           COM             12541M10      44924       1021     X         6             1021          0          0
C H ROBINSON WORLDWIDE INC    COM             12541W10    3094012      83150     X         3            83150          0          0
C H ROBINSON WORLDWIDE INC    COM             12541W10      35037        912     X         5              162          0        750
CIGNA CORP                    COM             12550910      13395        300     X  X      1              300          0          0
CIGNA CORP                    COM             12550910   12982077     290113     X         3           290113          0          0
CIGNA CORP                    COM             12550910    2569284      57554     X         5            54309          0       3245
CIGNA CORP                    COM             12550910    9752364     218418     X  X      6           187896       9372      21150
CIGNA CORP                    COM             12550910    5499585     123171     X         6            77072       1900      44199
CIGNA HIGH INCOME SHS         SH BEN INT      12551D10     713260     269768     X         5           216113          0      53655
CIGNA HIGH INCOME SHS         SH BEN INT      12551D10       5724       2168     X         7             2168          0          0
CIT GROUP INC                 COM             12558110    3139298     109155     X         3           109155          0          0
CIT GROUP INC                 COM             12558110     578058      20075     X         5            19128          0        947
CIT GROUP INC                 COM             12558110    1566385      54464     X  X      6            36385          0      18079
CIT GROUP INC                 COM             12558110     722480      25121     X         6             8091          0      17030
CIT GROUP INC                 COM             12558110       7190        250     X         7              250          0          0
CIT GROUP INC                 COM             12558110      25884        900     X         8              900          0          0
CLECO CORP NEW                COM             12561W10     507205      31027     X         5            29627          0       1400
CLECO CORP NEW                COM             12561W10     132354       8100     X  X      6             8100          0          0
CLECO CORP NEW                COM             12561W10      26144       1600     X         6             1600          0          0
CMGI INC                      COM             12575010       1896       1185     X         13               0          0       1185
CMGI INC                      COM             12575010        139          0     X         3                0          0          0
CMGI INC                      COM             12575010      88185      56521     X         5            43248          0      13273
CMGI INC                      COM             12575010       3406       2200     X  X      6              200          0       2000
CMGI INC                      COM             12575010      10003       6462     X         6             6462          0          0
CMS ENERGY CORP               COM             12589610     412794      56010     X         3            56010          0          0
CMS ENERGY CORP               COM             12589610    1098589     143802     X         5            26319          0     117483
CMS ENERGY CORP               COM             12589610     113668      15423     X  X      6            13923          0       1500
CMS ENERGY CORP               COM             12589610     762751     103494     X         6            19828          0      83666
CMS ENERGY CORP               COM             12589610        737        100     X  X      7              100          0          0
CMS ENERGY CORP               COM             12589610       8932       1212     X         7             1212          0          0
CNET INC                      NOTE  5.000% 3/ 125945AC      69094      75000     X         5            75000          0          0
CSK AUTO CORP                 COM             12596510      35466       2300     X         5             2300          0          0
CSK AUTO CORP                 COM             12596510      31611       2050     X  X      6             2050          0          0
CSK AUTO CORP                 COM             12596510     656661      42585     X         6            29395          0      13190
CNA FINL CORP                 COM             12611710     363394      17288     X         5            17288          0          0
CNA SURETY CORP               COM             12612L10    6102189     607183     X         3           607183          0          0
CNA SURETY CORP               COM             12612L10     154619      15385     X  X      6              385          0      15000
CNA SURETY CORP               COM             12612L10      36783       3660     X         6             3660          0          0
CNF INC                       COM             12612W10    6060078     189082     X         3           189082          0          0
CNF INC                       COM             12612W10      68583       2126     X         5             1626          0        500
CNF INC                       COM             12612W10     166660       5200     X  X      6             5200          0          0
CNF INC                       COM             12612W10     457097      14262     X         6            11762          0       2500
CNOOC LTD                     SPONSORED ADR   12613210     515550      15000     X         3            15000          0          0
CNOOC LTD                     SPONSORED ADR   12613210     476332      13845     X         5            10652          0       3193
CNS INC                       COM             12613610   10029616     910955     X         5           910795          0        160
CNET NETWORKS INC             COM             12613R10    1559718     216800     X         3           216800          0          0
CNET NETWORKS INC             COM             12613R10      14498       2040     X         5             1640          0        400
CNET NETWORKS INC             COM             12613R10       6047        859     X  X      6              859          0          0
CNET NETWORKS INC             COM             12613R10     241303      34276     X         6            30479         97       3700
CP HOLDRS                     DEP RCPTS  CP   12616K10     341484       6600     X         5             6600          0          0
CRH PLC                       ADR             12626K20       2469        135     X         5                0          0        135
CRH PLC                       ADR             12626K20      21870       1215     X  X      6             1215          0          0
CRH PLC                       ADR             12626K20     358578      19921     X         6            18943          0        978
CSG SYS INTL INC              COM             12634910     758761      51233     X         3            51233          0          0
CSG SYS INTL INC              COM             12634910     206154      13901     X         5            13101          0        800
CSG SYS INTL INC              COM             12634910      29620       2000     X  X      6             2000          0          0
CSG SYS INTL INC              COM             12634910      12707        858     X         6              858          0          0
CSX CORP                      COM             12640810      17550        600     X         1              600          0          0
CSX CORP                      COM             12640810      21131        706     X         13               0          0        706
CSX CORP                      COM             12640810   15114996     493596     X         3           493596          0          0
CSX CORP                      COM             12640810    3597074     121616     X         5            63078          0      58538
CSX CORP                      COM             12640810    3527375     120594     X  X      6           107490       7104       6000
CSX CORP                      COM             12640810    8709626     297765     X         6           132260         83     165422
CSX CORP                      COM             12640810       1053         36     X         7               36          0          0
CT COMMUNICATIONS INC         COM NEW         12642640      15079       1239     X         5                0          0       1239
CT COMMUNICATIONS INC         COM NEW         12642640    1482185     131867     X  X      6           117867          0      14000
CT COMMUNICATIONS INC         COM NEW         12642640    3418770     304161     X         6           249254          0      54907
CUNO INC                      COM             12658310       3919        100     X         5              100          0          0
CUNO INC                      COM             12658310     540745      13798     X         6            13798          0          0
CVS CORP                      COM             12665010      15530        500     X  X      1              500          0          0
CVS CORP                      COM             12665010      17860        575     X         1              575          0          0
CVS CORP                      COM             12665010      65226       2100     X         11               0          0       2100
CVS CORP                      COM             12665010     855697      26774     X         13               0          0      26774
CVS CORP                      COM             12665010   31984843     963290     X         3           963290          0          0
CVS CORP                      COM             12665010      13138        423     X         4              423          0          0
CVS CORP                      COM             12665010   11273325     361414     X         5           308287          0      53127
CVS CORP                      COM             12665010    4714908     151800     X  X      6            91528       9611      50661
CVS CORP                      COM             12665010   23544070     758019     X         6           595363       2057     160599
CVS CORP                      COM             12665010       4193        135     X  X      7              135          0          0
CVS CORP                      COM             12665010      59325       1910     X         7             1910          0          0
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10       1909        100     X         13               0          0        100
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10    5792000     320000     X         3           320000          0          0
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10     403908      21494     X         5             6477          0      15017
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10     437640      24179     X  X      6            24179          0          0
CABLEVISION SYS CORP          CL A NY CABLVS  12686C10     275301      15210     X         6            15210          0          0
CABOT CORP                    COM             12705510    1723144      60440     X         3            60440          0          0
CABOT CORP                    COM             12705510     246383       8642     X         5             8642          0          0
CABOT CORP                    COM             12705510      42765       1500     X  X      6             1500          0          0
CABOT CORP                    COM             12705510      65630       2302     X         6             2102          0        200
CABOT OIL & GAS CORP          COM             12709710    4600674     176949     X         3           176949          0          0
CABOT OIL & GAS CORP          COM             12709710      25532        982     X         5              982          0          0
CABOT OIL & GAS CORP          COM             12709710       5200        200     X         6              200          0          0
CABOT MICROELECTRONICS CORP   COM             12709P10    1339849      24085     X         3            24085          0          0
CABOT MICROELECTRONICS CORP   COM             12709P10      20833        375     X         5              220          0        155
CABOT MICROELECTRONICS CORP   COM             12709P10     180408       3243     X  X      6             3243          0          0
CABOT MICROELECTRONICS CORP   COM             12709P10    1037054      18642     X         6            18492          0        150
CACI INTL INC                 CL A            12719030     844959      19719     X         3            19719          0          0
CACI INTL INC                 CL A            12719030     314777       7217     X         5             2610          0       4607
CACI INTL INC                 CL A            12719030       6428        150     X  X      6              150          0          0
CACI INTL INC                 CL A            12719030      48806       1139     X         6              271          0        868
CADBURY SCHWEPPES PLC         ADR             12720930       6411        255     X         13               0          0        255
CADBURY SCHWEPPES PLC         ADR             12720930    1505400      60000     X         3            60000          0          0
CADBURY SCHWEPPES PLC         ADR             12720930     337682      13457     X         5            12530          0        927
CADBURY SCHWEPPES PLC         ADR             12720930     243875       9720     X  X      6             8090        600       1030
CADBURY SCHWEPPES PLC         ADR             12720930     437093      17421     X         6            17421          0          0
CADBURY SCHWEPPES PLC         ADR             12720930       5796        231     X  X      7              231          0          0
CADENCE DESIGN SYSTEM INC     COM             12738710   43505941    3243038     X         3          3243038          0          0
CADENCE DESIGN SYSTEM INC     COM             12738710     545237      41029     X         5             8516          0      32513
CADENCE DESIGN SYSTEM INC     COM             12738710     177550      13250     X  X      6             8200       1050       4000
CADENCE DESIGN SYSTEM INC     COM             12738710     344728      25726     X         6            25726          0          0
CAL DIVE INTL INC             COM             12791410       6257        313     X         5                0          0        313
CAL DIVE INTL INC             COM             12791410      32523       1667     X  X      6             1667          0          0
CAL DIVE INTL INC             COM             12791410     239914      12297     X         6            12297          0          0
CAL DIVE INTL INC             COM             12791410       2497        128     X  X      7              128          0          0
CALAMOS CONV OPP AND INC FD   SH BEN INT      12811710      11490        600     X         13               0          0        600
CALAMOS CONV OPP AND INC FD   SH BEN INT      12811710    3855733     202870     X         5           171925          0      30945
CALAMOS CONV OPP AND INC FD   SH BEN INT      12811710      44413       2340     X  X      6             2340          0          0
CALAMOS CONV OPP AND INC FD   SH BEN INT      12811710      37960       2000     X         6             2000          0          0
CALIFORNIA INDPT BANCORP      COM             13033410     810813      22776     X         5                0          0      22776
CALIFORNIA WTR SVC GROUP      COM             13078810     790119      30064     X         5             6452          0      23612
CALIFORNIA WTR SVC GROUP      COM             13078810      65299       2530     X  X      6             2530          0          0
CALIFORNIA WTR SVC GROUP      COM             13078810      31746       1230     X         6             1230          0          0
CALIPER TECHNOLOGIES CORP     COM             13087610     312500      50000     X         3            50000          0          0
CALIPER TECHNOLOGIES CORP     COM             13087610       4294        675     X         5                0          0        675
CALLAWAY GOLF CO              COM             13119310   34560156    2421875     X         11         1549800          0     872075
CALLAWAY GOLF CO              COM             13119310    1058663      74188     X         3            74188          0          0
CALLAWAY GOLF CO              COM             13119310     579276      40520     X         5            38693          0       1827
CALLAWAY GOLF CO              COM             13119310       7135        500     X  X      6              500          0          0
CALLAWAY GOLF CO              COM             13119310     597242      41853     X         6            41853          0          0
CALLON PETE CO DEL            COM             13123X10     328680      44000     X         5            44000          0          0
CALPINE CORP                  COM             13134710      11293       2300     X         13               0          0       2300
CALPINE CORP                  COM             13134710     728067     148889     X         3           148889          0          0
CALPINE CORP                  COM             13134710    1279447     261075     X         5           121582          0     139493
CALPINE CORP                  COM             13134710      18338       3750     X  X      6             1650       1800        300
CALPINE CORP                  COM             13134710      63169      12918     X         6            12918          0          0
CALPINE CORP                  COM             13134710        489        100     X  X      7              100          0          0
CAMBREX CORP                  COM             13201110     125463       5527     X         11             425          0       5102
CAMBREX CORP                  COM             13201110    6775292     298471     X         3           298471          0          0
CAMBREX CORP                  COM             13201110      11350        500     X  X      6                0          0        500
CAMBIOR INC                   COM             13201L10     135730      49000     X         5            49000          0          0
CAMBIOR INC                   COM             13201L10       2770       1000     X  X      6             1000          0          0
CAMBRIDGE ANTIBODY TECH GP    SPONSORED ADR   13214810     248070      30000     X         3            30000          0          0
CAMBRIDGE ANTIBODY TECH GP    SPONSORED ADR   13214810       3481        425     X         5              425          0          0
CAMBRIDGE ANTIBODY TECH GP    SPONSORED ADR   13214810       4095        500     X  X      6                0          0        500
CAMCO FINL CORP               COM             13261810     317900      18700     X         5            18700          0          0
CAMDEN PPTY TR                SH BEN INT      13313110     346155       8947     X         5             1208          0       7739
CAMDEN PPTY TR                SH BEN INT      13313110     147994       3851     X  X      6             3851          0          0
CAMDEN PPTY TR                SH BEN INT      13313110      19215        500     X         7              500          0          0
CAMPBELL SOUP CO              COM             13442910      13250        500     X  X      1              500          0          0
CAMPBELL SOUP CO              COM             13442910      26235        990     X         11               0          0        990
CAMPBELL SOUP CO              COM             13442910      54580       2026     X         13               0          0       2026
CAMPBELL SOUP CO              COM             13442910    4470020     168680     X         3           168680          0          0
CAMPBELL SOUP CO              COM             13442910    2317366      87178     X         5            70930          0      16248
CAMPBELL SOUP CO              COM             13442910    5446704     205536     X  X      6           181626       4800      19110
CAMPBELL SOUP CO              COM             13442910    4653427     175601     X         6           117840          0      57761
CANADIAN NATL RY CO           COM             13637510     593273      11296     X         5             1546          0       9750
CANADIAN NATL RY CO           COM             13637510    2045114      39314     X  X      6            34899       4015        400
CANADIAN NATL RY CO           COM             13637510    5146703      98937     X         6            98587          0        350
CANADIAN NAT RES LTD          COM             13638510     328663       7784     X         3             7784          0          0
CANADIAN NAT RES LTD          COM             13638510    1171849      28468     X         5            28156          0        312
CANADIAN NAT RES LTD          COM             13638510     190242       4622     X  X      6             4622          0          0
CANADIAN NAT RES LTD          COM             13638510      51820       1259     X         6             1259          0          0
CANADIAN NAT RES LTD          COM             13638510       4116        100     X  X      7              100          0          0
CANADIAN PAC RY LTD           COM             13645T10    1582697      67030     X         5            66825          0        205
CANADIAN PAC RY LTD           COM             13645T10      23303        987     X  X      6              595        392          0
CANADIAN PAC RY LTD           COM             13645T10      13458        570     X         6              570          0          0
CANADIAN PAC RY LTD           COM             13645T10       3542        150     X  X      7              150          0          0
CANADIAN PAC RY LTD           COM             13645T10       2597        110     X         7              110          0          0
CANADIAN SUPERIOR ENERGY INC  COM             13664410     288800     190000     X         3           190000          0          0
CANADIAN SUPERIOR ENERGY INC  COM             13664410         15         10     X         5               10          0          0
CANADIAN SUPERIOR ENERGY INC  COM             13664410       3192       2100     X  X      6             2100          0          0
CANDIES INC                   COM             13740910     432568     182000     X         5           181000          0       1000
CANON INC                     ADR             13800630      34075        694     X         13               0          0        694
CANON INC                     ADR             13800630    3780964      76000     X         3            76000          0          0
CANON INC                     ADR             13800630     257819       5263     X         5             1565          0       3698
CANON INC                     ADR             13800630     255293       5240     X  X      6             4240       1000          0
CANON INC                     ADR             13800630    1787293      36685     X         6            36034          0        651
CANON INC                     ADR             13800630       5116        105     X  X      7              105          0          0
CANYON RESOURCES CORP         COM NEW         13886930     208237     117648     X         3           117648          0          0
CANYON RESOURCES CORP         COM NEW         13886930         91         50     X         5                0          0         50
CANYON RESOURCES CORP         COM NEW         13886930      44250      25000     X  X      6            25000          0          0
CAPITAL AUTOMOTIVE REIT       COM SH BEN INT  13973310     543072      17854     X         5            12654          0       5200
CAPITAL AUTOMOTIVE REIT       COM SH BEN INT  13973310      15165        500     X         6              500          0          0
CAPITAL BK CORP               COM             13979310     184230      11500     X         5                0          0      11500
CAPITAL BK CORP               COM             13979310      12890        821     X  X      6              821          0          0
CAPITAL BK CORP               COM             13979310      20975       1336     X         6             1336          0          0
CAPITAL ONE FINL CORP         COM             14040H10      42492        725     X         13               0          0        725
CAPITAL ONE FINL CORP         COM             14040H10   27041637     474082     X         3           474082          0          0
CAPITAL ONE FINL CORP         COM             14040H10    4211868      72820     X         5            35753          0      37067
CAPITAL ONE FINL CORP         COM             14040H10    8935544     156654     X  X      6            82051      60780      13823
CAPITAL ONE FINL CORP         COM             14040H10   18860732     330658     X         6           202674       4000     123984
CAPITAL ONE FINL CORP         COM             14040H10       7415        130     X  X      7              130          0          0
CAPSTONE TURBINE CORP         COM             14067D10      24990      12947     X         5             2552          0      10395
CAPSTONE TURBINE CORP         COM             14067D10        378        200     X         7              200          0          0
CARAUSTAR INDS INC            COM             14090910       3448        400     X  X      6              400          0          0
CARAUSTAR INDS INC            COM             14090910     698841      81072     X         6            81072          0          0
CARDIAC SCIENCE INC           COM NEW         14141020     416000     100000     X         3           100000          0          0
CARDIAC SCIENCE INC           COM NEW         14141020      57406      13800     X         5            13000          0        800
CARDINAL HEALTH INC           COM             14149Y10      10861        186     X  X      1              186          0          0
CARDINAL HEALTH INC           COM             14149Y10      92723       1588     X         1             1588          0          0
CARDINAL HEALTH INC           COM             14149Y10      96520       1657     X         13               0          0       1657
CARDINAL HEALTH INC           COM             14149Y10   10133176     173543     X         3           173543          0          0
CARDINAL HEALTH INC           COM             14149Y10       1635         28     X  X      4               28          0          0
CARDINAL HEALTH INC           COM             14149Y10       5255         90     X         4               90          0          0
CARDINAL HEALTH INC           COM             14149Y10    7578214     130007     X         5            37707          0      92300
CARDINAL HEALTH INC           COM             14149Y10    3778300      64708     X  X      6            58157       2837       3714
CARDINAL HEALTH INC           COM             14149Y10   14574027     249598     X         6           194082        927      54589
CARDINAL HEALTH INC           COM             14149Y10      21955        376     X  X      7              376          0          0
CARDINAL HEALTH INC           COM             14149Y10      68900       1180     X         7             1180          0          0
CARDINAL HEALTH INC           COM             14149Y10    2037811      34900     X         8            34900          0          0
CARDIODYNAMICS INTL CORP      COM             14159710     157972      35134     X         5            34634          0        500
CAREER EDUCATION CORP         COM             14166510   71263942    1571119     X         3          1571119          0          0
CAREER EDUCATION CORP         COM             14166510    2429076      52757     X         5            36717          0      16040
CAREER EDUCATION CORP         COM             14166510    2459789      54288     X  X      6            52552       1462        274
CAREER EDUCATION CORP         COM             14166510    5452016     120327     X         6           110373         90       9864
CAREER EDUCATION CORP         COM             14166510        997         22     X         7               22          0          0
CAREMARK RX INC               COM             14170510       1155         50     X         13               0          0         50
CAREMARK RX INC               COM             14170510   11419170     499405     X         3           499405          0          0
CAREMARK RX INC               COM             14170510       2599        115     X         4              115          0          0
CAREMARK RX INC               COM             14170510    3713694     162070     X         5            60246          0     101824
CAREMARK RX INC               COM             14170510     423027      18718     X  X      6            17148        500       1070
CAREMARK RX INC               COM             14170510    6114091     270535     X         6           194730        874      74931
CAREMARK RX INC               COM             14170510      32996       1460     X         7             1460          0          0
CARLISLE COS INC              COM             14233910    1319200      30243     X         3            30243          0          0
CARLISLE COS INC              COM             14233910     183914       4206     X         5             3856          0        350
CARLISLE COS INC              COM             14233910       4362        100     X  X      6                0        100          0
CARLISLE COS INC              COM             14233910      34896        800     X         6              800          0          0
CARMAX INC                    COM             14313010    4410504     106587     X         3           106587          0          0
CARMAX INC                    COM             14313010    1186569      36130     X         5            31840          0       4290
CARMAX INC                    COM             14313010     273919       8387     X  X      6             4825       3562          0
CARMAX INC                    COM             14313010     815357      24965     X         6            24714          0        251
CARMAX INC                    COM             14313010       3429        105     X         7              105          0          0
CARNIVAL CORP                 PAIRED CTF      14365830     106659       3150     X         13               0          0       3150
CARNIVAL CORP                 PAIRED CTF      14365830    8484962     257980     X         3           257980          0          0
CARNIVAL CORP                 PAIRED CTF      14365830    3990587     120271     X         5            84319          0      35952
CARNIVAL CORP                 PAIRED CTF      14365830    2626398      79854     X  X      6            78654        400        800
CARNIVAL CORP                 PAIRED CTF      14365830    3424211     104111     X         6            33660        200      70251
CARPENTER TECHNOLOGY CORP     COM             14428510     469343      21891     X         3            21891          0          0
CARPENTER TECHNOLOGY CORP     COM             14428510      49420       2250     X         5             1250          0       1000
CARPENTER TECHNOLOGY CORP     COM             14428510     596868      27839     X  X      6            20473       7366          0
CARPENTER TECHNOLOGY CORP     COM             14428510     279578      13040     X         6            12140          0        900
CARRAMERICA RLTY CORP         COM             14441810     161190       5400     X         3             5400          0          0
CARRAMERICA RLTY CORP         COM             14441810     543459      18121     X         5             1138          0      16983
CARRIZO OIL & CO INC          COM             14457710      70000      10000     X         5                0          0      10000
CASCADE CORP                  COM             14719510    1955791      88698     X         3            88698          0          0
CASCADE CORP                  COM             14719510       1138         50     X         5                0          0         50
CASCADE CORP                  COM             14719510      85775       3890     X         6                0          0       3890
CASEYS GEN STORES INC         COM             14752810   18447163    1314837     X         3          1314837          0          0
CASEYS GEN STORES INC         COM             14752810     425447      30335     X         5            30135          0        200
CASH AMER INTL INC            COM             14754D10    4133833     252063     X         3           252063          0          0
CASH AMER INTL INC            COM             14754D10      49200       3000     X         5             3000          0          0
CASH AMER INTL INC            COM             14754D10     189141      11533     X         6              500          0      11033
CASTLE A M & CO               COM             14841110     191066      42936     X         5                0          0      42936
CATALINA LTG INC              COM NEW         14886520     846657      70496     X         6            70496          0          0
CATALINA MARKETING CORP       COM             14886710     794786      52323     X         3            52323          0          0
CATALINA MARKETING CORP       COM             14886710    6875105     443598     X         5             2143          0     441455
CATAPULT COMMUNICATIONS CORP  COM             14901610      41485       3381     X  X      6             3381          0          0
CATAPULT COMMUNICATIONS CORP  COM             14901610     293928      23955     X         6            23955          0          0
CATELLUS DEV CORP             COM             14911110       3698        150     X         13               0          0        150
CATELLUS DEV CORP             COM             14911110     593408      24074     X         5               79          0      23995
CATELLUS DEV CORP             COM             14911110     516897      21141     X  X      6            20987        154          0
CATERPILLAR INC DEL           COM             14912310      41304        600     X  X      1              600          0          0
CATERPILLAR INC DEL           COM             14912310    7068147     102675     X         11            9350          0      93325
CATERPILLAR INC DEL           COM             14912310     604036       8467     X         13               0          0       8467
CATERPILLAR INC DEL           COM             14912310   29160211     423533     X         3           423533          0          0
CATERPILLAR INC DEL           COM             14912310    9351638     133723     X         5            75270          0      58453
CATERPILLAR INC DEL           COM             14912310   10708406     155555     X  X      6           115119      14331      26105
CATERPILLAR INC DEL           COM             14912310   16209204     235462     X         6           157302       1415      76745
CATERPILLAR INC DEL           COM             14912310      10395        151     X         7              151          0          0
CATHAY BANCORP INC            COM             14915010     249570       5640     X         5             5640          0          0
CAVCO INDS INC DEL            COM             14956810        750         35     X         11               0          0         35
CAVCO INDS INC DEL            COM             14956810        217         10     X         13               0          0         10
CAVCO INDS INC DEL            COM             14956810    3674071     170887     X         3           170887          0          0
CAVCO INDS INC DEL            COM             14956810       1104         51     X         5               12          0         39
CAVCO INDS INC DEL            COM             14956810       2679        125     X  X      6              115          0         10
CAVCO INDS INC DEL            COM             14956810      99907       4662     X         6              968          0       3694
CD&L INC                      COM             14983Y10      78000     100000     X         6           100000          0          0
CEDAR FAIR L P                DEPOSITRY UNIT  15018510     425600      15200     X         11               0          0      15200
CEDAR FAIR L P                DEPOSITRY UNIT  15018510      55080       2000     X         13               0          0       2000
CEDAR FAIR L P                DEPOSITRY UNIT  15018510    3324310     119092     X         5            96772          0      22320
CEDAR FAIR L P                DEPOSITRY UNIT  15018510     157248       5616     X  X      6             4816        800          0
CEDAR FAIR L P                DEPOSITRY UNIT  15018510     173180       6185     X         6             6185          0          0
CELL THERAPEUTICS INC         COM             15093410    3869745     340347     X         3           340347          0          0
CELL THERAPEUTICS INC         COM             15093410      67343       5856     X         5             2456          0       3400
CELL THERAPEUTICS INC         COM             15093410     164192      14505     X         6                0          0      14505
CELESTICA INC                 SUB VTG SHS     15101Q10      78987       4957     X         5             3639          0       1318
CELESTICA INC                 SUB VTG SHS     15101Q10      93939       5923     X  X      6             5923          0          0
CELESTICA INC                 SUB VTG SHS     15101Q10      44202       2787     X         6             2787          0          0
CELGENE CORP                  COM             15102010   23962195     550530     X         3           550530          0          0
CELGENE CORP                  COM             15102010    1267861      29228     X         5            13971          0      15257
CELGENE CORP                  COM             15102010     333323       7698     X  X      6             6938          0        760
CELGENE CORP                  COM             15102010    1850599      42739     X         6            36688         51       6000
CEMEX S A                     SPON ADR 5 ORD  15129088     145854       5722     X         13               0          0       5722
CEMEX S A                     SPON ADR 5 ORD  15129088    6099077     244080     X         3           244080          0          0
CEMEX S A                     SPON ADR 5 ORD  15129088      87592       3505     X         5             3242          0        263
CEMEX S A                     SPON ADR 5 ORD  15129088      73752       2956     X  X      6             1956          0       1000
CEMEX S A                     SPON ADR 5 ORD  15129088     459928      18434     X         6            18434          0          0
CENDANT CORP                  COM             15131310      18690       1000     X         1             1000          0          0
CENDANT CORP                  COM             15131310     585745      31340     X         13               0          0      31340
CENDANT CORP                  COM             15131310   76113268    4067193     X         3          4067193          0          0
CENDANT CORP                  COM             15131310       7607        407     X  X      4              407          0          0
CENDANT CORP                  COM             15131310    8246495     441225     X         5           224185          0     217040
CENDANT CORP                  COM             15131310    4006557     214369     X  X      6           153994      19751      40624
CENDANT CORP                  COM             15131310   23140369    1238115     X         6           931282       3929     302904
CENDANT CORP                  COM             15131310      54444       2913     X         7             2913          0          0
CENDANT CORP                  DBCV  3.875%11/ 151313AN      41850      40000     X         5            40000          0          0
CENTER BANCORP INC            COM             15140810     315776      19650     X         6            19650          0          0
CENTERPOINT PPTYS TR          COM             15189510     129409       1900     X         3             1900          0          0
CENTERPOINT PPTYS TR          COM             15189510     396014       5805     X         5               30          0       5775
CENTERPOINT PPTYS TR          COM             15189510     725372      10650     X  X      6            10650          0          0
CENTERPOINT PPTYS TR          COM             15189510    1263441      18550     X         6            18550          0          0
CENTERPOINT ENERGY INC        COM             15189T10       1110        120     X         13               0          0        120
CENTERPOINT ENERGY INC        COM             15189T10    9333721    1017854     X         3          1017854          0          0
CENTERPOINT ENERGY INC        COM             15189T10     531719      57821     X         5            39098          0      18723
CENTERPOINT ENERGY INC        COM             15189T10     802072      87467     X  X      6            82672       4795          0
CENTERPOINT ENERGY INC        COM             15189T10    1013633     110538     X         6            41509          0      69029
CENTEX CORP                   COM             15231210   23415401     300660     X         11          242510          0      58150
CENTEX CORP                   COM             15231210      16512        200     X         13               0          0        200
CENTEX CORP                   COM             15231210    2399405      30809     X         3            30809          0          0
CENTEX CORP                   COM             15231210    2110379      27050     X         5            26254          0        796
CENTEX CORP                   COM             15231210    2328145      29894     X  X      6            29659         35        200
CENTEX CORP                   COM             15231210    4554189      58477     X         6            40100          0      18377
CENTILLIUM COMMUNICATIONS IN  COM             15231910     240797      34059     X         5            34059          0          0
CENTEX CONSTRUCTION PRODUCTS  COM             15231R10   16118991     360846     X         3           360846          0          0
CENTEX CONSTRUCTION PRODUCTS  COM             15231R10     280407       6007     X         5                0          0       6007
CENTEX CONSTRUCTION PRODUCTS  COM             15231R10      91350       2045     X         6              200          0       1845
CENTRAL COAST BANCORP         COM             15314510     730545      40943     X         5              300          0      40643
CENTRAL EUROPEAN DIST CORP    COM             15343510    1021823      37361     X         3            37361          0          0
CENTRAL EUROPEAN DIST CORP    COM             15343510      82980       3034     X         5             3034          0          0
CENTRAL EUROPEAN DIST CORP    COM             15343510      16410        600     X  X      6              600          0          0
CENTRAL EUROPEAN EQUITY FD I  COM             15343610     678918      33201     X         5              426          0      32775
CENTRAL EUROPEAN EQUITY FD I  COM             15343610     138685       6815     X         6             6815          0          0
CENTRAL EUROPEAN EQUITY FD I  COM             15343610    3713997     182506     X         9           182506          0          0
CENTRAL FD CDA LTD            CL A            15350110     183757      38570     X         5            34870          0       3700
CENTRAL FD CDA LTD            CL A            15350110        954        200     X  X      6                0        200          0
CENTRAL SECS CORP             COM             15512310    1013807      51567     X         5            51567          0          0
CENTRAL SECS CORP             COM             15512310     595698      30300     X         9            30300          0          0
CENTURY BUSINESS SVCS INC     COM             15649010       5406       1275     X  X      6             1275          0          0
CENTURY BUSINESS SVCS INC     COM             15649010     187302      44175     X         6            44175          0          0
CENTURYTEL INC                COM             15670010     162672       4800     X         1             4800          0          0
CENTURYTEL INC                COM             15670010   20663140     608534     X         3           608534          0          0
CENTURYTEL INC                COM             15670010    2541920      74829     X         5            66307          0       8522
CENTURYTEL INC                COM             15670010    6238641     184085     X  X      6           176210       5150       2725
CENTURYTEL INC                COM             15670010   10996187     324467     X         6           212857        348     111262
CENTURYTEL INC                COM             15670010      22876        675     X  X      7              675          0          0
CEPHEID                       COM             15670R10    2568912     546577     X         5           546577          0          0
CERADYNE INC                  COM             15671010    3528332     136387     X         3           136387          0          0
CERADYNE INC                  COM             15671010     141531       5700     X         5                0          0       5700
CERADYNE INC                  COM             15671010       2587        100     X  X      6                0          0        100
CERADYNE INC                  COM             15671010     160058       6187     X         6              200          0       5987
CERIDIAN CORP NEW             COM             15677910    2701408     145081     X         3           145081          0          0
CERIDIAN CORP NEW             COM             15677910       4245        228     X  X      4              228          0          0
CERIDIAN CORP NEW             COM             15677910       3724        200     X         5              200          0          0
CERIDIAN CORP NEW             COM             15677910     130340       7000     X  X      6             7000          0          0
CERIDIAN CORP NEW             COM             15677910      29978       1610     X         6             1610          0          0
CERTEGY INC                   COM             15688010       7439        225     X         13               0          0        225
CERTEGY INC                   COM             15688010    2082301      64849     X         3            64849          0          0
CERTEGY INC                   COM             15688010     169127       5250     X         5             4661          0        589
CERTEGY INC                   COM             15688010    2583153      80447     X  X      6            60747      18500       1200
CERTEGY INC                   COM             15688010    1089653      33935     X         6            33935          0          0
CHAMPIONSHIP AUTO RACING TEA  COM             15871110     496940     842271     X         3           842271          0          0
CHARLES RIVER ASSOCIATES      COM             15985210    2670779      93613     X         3            93613          0          0
CHARLES RIVER ASSOCIATES      COM             15985210      55320       1939     X         6                0          0       1939
CHARLES RIV LABS INTL INC     COM             15986410   16243051     529262     X         3           529262          0          0
CHARLES RIV LABS INTL INC     COM             15986410     686367      22361     X         5            22111          0        250
CHARLES RIV LABS INTL INC     COM             15986410      81329       2650     X  X      6             2650          0          0
CHARLES RIV LABS INTL INC     COM             15986410      20347        663     X         6              663          0          0
CHARLES RIV LABS INTL INC     COM             15986410       1381         45     X         7               45          0          0
CHARTER ONE FINL INC          COM             16090310      38250       1250     X         1             1250          0          0
CHARTER ONE FINL INC          COM             16090310    8405095     274677     X         11          123810          0     150867
CHARTER ONE FINL INC          COM             16090310      96905       3097     X         13               0          0       3097
CHARTER ONE FINL INC          COM             16090310   25358404     827722     X         3           827722          0          0
CHARTER ONE FINL INC          COM             16090310    1771275      57357     X         5            33948          0      23409
CHARTER ONE FINL INC          COM             16090310   14944979     488398     X  X      6           469943       9454       9001
CHARTER ONE FINL INC          COM             16090310   40130339    1311449     X         6          1203887       2756     104806
CHARTER ONE FINL INC          COM             16090310      86720       2834     X         7             2834          0          0
CHARTER MUN MTG ACCEP CO      SH BEN INT      16090810     581724      31555     X         5            26427          0       5128
CHARTER MUN MTG ACCEP CO      SH BEN INT      16090810     120775       6571     X  X      6             5571       1000          0
CHARTER MUN MTG ACCEP CO      SH BEN INT      16090810      40785       2219     X         6             2219          0          0
CHARTER COMMUNICATIONS INC D  CL A            16117M10       4180       1000     X         13               0          0       1000
CHARTER COMMUNICATIONS INC D  CL A            16117M10     331759      79638     X         5            18803          0      60835
CHARTER COMMUNICATIONS INC D  CL A            16117M10       7416       1800     X  X      6                0          0       1800
CHARTER COMMUNICATIONS INC D  CL A            16117M10      29664       7200     X         6             7000        200          0
CHARTERED SEMICONDUCTOR MFG   ADR             16133R10     362950      42700     X         3            42700          0          0
CHARTERED SEMICONDUCTOR MFG   ADR             16133R10       1750        200     X         5                0          0        200
CHATTEM INC                   COM             16245610       5392        400     X         5                0          0        400
CHATTEM INC                   COM             16245610      24930       1800     X  X      6             1800          0          0
CHATTEM INC                   COM             16245610     417785      30165     X         6            20395          0       9770
CHECKFREE CORP NEW            COM             16281310    1551960      77598     X         3            77598          0          0
CHECKFREE CORP NEW            COM             16281310     358410      17771     X         5            14635          0       3136
CHECKFREE CORP NEW            COM             16281310      41226       2050     X  X      6             2050          0          0
CHECKFREE CORP NEW            COM             16281310     514816      25600     X         6            25600          0          0
CHEESECAKE FACTORY INC        COM             16307210       7370        200     X         13               0          0        200
CHEESECAKE FACTORY INC        COM             16307210    2155913      59605     X         3            59605          0          0
CHEESECAKE FACTORY INC        COM             16307210     762702      20698     X         5               35          0      20663
CHEESECAKE FACTORY INC        COM             16307210       2178         60     X  X      6               60          0          0
CHEESECAKE FACTORY INC        COM             16307210     117794       3245     X         6             3245          0          0
CHEESECAKE FACTORY INC        COM             16307210       6171        170     X  X      7              170          0          0
CHELSEA PPTY GROUP INC        COM             16342110    1053608      21972     X         5            10501          0      11471
CHELSEA PPTY GROUP INC        COM             16342110     407150       8500     X  X      6             8100          0        400
CHELSEA PPTY GROUP INC        COM             16342110     143700       3000     X         6             3000          0          0
CHEMICAL FINL CORP            COM             16373110     729557      21692     X         5             1832          0      19860
CHESAPEAKE CORP               COM             16515910     109100       4729     X         5             1429          0       3300
CHESAPEAKE CORP               COM             16515910     785519      34850     X  X      6            13600      13550       7700
CHESAPEAKE CORP               COM             16515910     640136      28400     X         6            27300          0       1100
CHESAPEAKE ENERGY CORP        COM             16516710     548500      50000     X         13               0          0      50000
CHESAPEAKE ENERGY CORP        COM             16516710   19264227    1782650     X         3          1782650          0          0
CHESAPEAKE ENERGY CORP        COM             16516710    2952838     272955     X         5           218306          0      54649
CHESAPEAKE ENERGY CORP        COM             16516710     154801      14360     X  X      6            14360          0          0
CHESAPEAKE ENERGY CORP        COM             16516710    2647999     245640     X         6           210190        120      35330
CHESAPEAKE ENERGY CORP        COM             16516710       8624        800     X  X      7              800          0          0
CHESAPEAKE ENERGY CORP        COM             16516710       1940        180     X         7              180          0          0
CHESAPEAKE UTILS CORP         COM             16530310     183360       8000     X         1             8000          0          0
CHESAPEAKE UTILS CORP         COM             16530310      57300       2500     X         3             2500          0          0
CHESAPEAKE UTILS CORP         COM             16530310     620100      26000     X         5                0          0      26000
CHESAPEAKE UTILS CORP         COM             16530310     328169      14318     X  X      6            14318          0          0
CHESAPEAKE UTILS CORP         COM             16530310     388975      16971     X         6            16971          0          0
CHEVRONTEXACO CORP            COM             16676410    1639920      22952     X  X      1            22028        924          0
CHEVRONTEXACO CORP            COM             16676410    1799968      25192     X         1            25192          0          0
CHEVRONTEXACO CORP            COM             16676410      78666       1101     X         11               0          0       1101
CHEVRONTEXACO CORP            COM             16676410    2589168      35405     X         13               0          0      35405
CHEVRONTEXACO CORP            COM             16676410   81336465    1106559     X         3          1106559          0          0
CHEVRONTEXACO CORP            COM             16676410     109533       1533     X         4             1533          0          0
CHEVRONTEXACO CORP            COM             16676410   40601879     559924     X         5           205565          0     354359
CHEVRONTEXACO CORP            COM             16676410   73263258    1025378     X  X      6           862410      81935      81033
CHEVRONTEXACO CORP            COM             16676410   71151196     995818     X         6           777515       2274     216029
CHEVRONTEXACO CORP            COM             16676410      24007        336     X  X      7              336          0          0
CHEVRONTEXACO CORP            COM             16676410     161191       2256     X         7             2256          0          0
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010   37288697    1370200     X         3          1370200          0          0
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010     102542       3781     X         5             2631          0       1150
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010      13580        500     X  X      6              500          0          0
CHICAGO BRIDGE & IRON CO N V  N Y REGISTRY SH 16725010     602354      22178     X         6             9978          0      12200
CHICAGO MERCANTILE HLDGS INC  CL A            16776010     389986       5664     X         5             4639          0       1025
CHICAGO MERCANTILE HLDGS INC  CL A            16776010      36194        526     X  X      6              526          0          0
CHICAGO MERCANTILE HLDGS INC  CL A            16776010      91242       1326     X         6             1326          0          0
CHICOS FAS INC                COM             16861510     537540      17000     X         13               0          0      17000
CHICOS FAS INC                COM             16861510   72301453    2356340     X         3          2356340          0          0
CHICOS FAS INC                COM             16861510    2141295      69137     X         5            45732          0      23405
CHICOS FAS INC                COM             16861510     251248       8200     X  X      6             8200          0          0
CHICOS FAS INC                COM             16861510    1240031      40471     X         6            30321          0      10150
CHINA FD INC                  COM             16937310     658205      24510     X         5            10810          0      13700
CHINA FD INC                  COM             16937310       5258        200     X  X      6              200          0          0
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10    2719583     208717     X         3           208717          0          0
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10     968084      73728     X         5            32572          0      41156
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10       9460        726     X  X      6              726          0          0
CHINA MOBILE HONG KONG LTD    SPONSORED ADR   16941M10     184713      14176     X         6            13498          0        678
CHINA PETE & CHEM CORP        SPON ADR H SHS  16941R10     758392      27526     X         5            17872          0       9654
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610    1495371      57000     X         3            57000          0          0
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610      46475       1819     X         5             1700          0        119
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610      26352       1033     X  X      6             1033          0          0
CHINA TELECOM CORP LTD        SPON ADR H SHS  16942610     246937       9680     X         6             9680          0          0
CHINA UNICOM LTD              SPONSORED ADR   16945R10     663200      80000     X         3            80000          0          0
CHINA UNICOM LTD              SPONSORED ADR   16945R10      56973       6771     X         5              300          0       6471
CHIPPAC INC                   CL A            16965710       8835       1500     X  X      6             1500          0          0
CHIPPAC INC                   CL A            16965710      54188       9200     X         6             9200          0          0
CHIQUITA BRANDS INTL INC      COM             17003280   54487680    3078400     X         11         2455100       2300     621000
CHIQUITA BRANDS INTL INC      COM             17003280      18200       1000     X         13               0          0       1000
CHIQUITA BRANDS INTL INC      COM             17003280    7829135     442324     X         3           442324          0          0
CHIQUITA BRANDS INTL INC      COM             17003280      30183       1692     X         5             1223          0        469
CHIQUITA BRANDS INTL INC      COM             17003280     188063      10625     X         6            10625          0          0
CHIRON CORP                   COM             17004010      14123        269     X         13               0          0        269
CHIRON CORP                   COM             17004010    3747939      72508     X         3            72508          0          0
CHIRON CORP                   COM             17004010     772819      14800     X         5             6148          0       8652
CHIRON CORP                   COM             17004010     376213       7260     X  X      6             7160          0        100
CHIRON CORP                   COM             17004010     983803      18985     X         6            11075          0       7910
CHITTENDEN CORP               COM             17022810      23983        792     X         5                0          0        792
CHITTENDEN CORP               COM             17022810     139795       4699     X  X      6             4699          0          0
CHITTENDEN CORP               COM             17022810      86186       2897     X         6             2897          0          0
CHOICEPOINT INC               COM             17038810    2820667      84199     X         3            84199          0          0
CHOICEPOINT INC               COM             17038810     306811       9158     X         5             7381          0       1777
CHOICEPOINT INC               COM             17038810    2037370      60817     X  X      6            46421      14396          0
CHOICEPOINT INC               COM             17038810     265756       7933     X         6             7533        400          0
CHOICEPOINT INC               COM             17038810       6365        190     X  X      7              190          0          0
CHOLESTECH CORP               COM             17039310      92123      11933     X         5            11933          0          0
CHRISTOPHER & BANKS CORP      COM             17104610    4223817     177025     X         3           177025          0          0
CHRISTOPHER & BANKS CORP      COM             17104610     553956      21200     X         5                0          0      21200
CHRISTOPHER & BANKS CORP      COM             17104610     565482      23700     X         6            20700          0       3000
CHROMCRAFT REVINGTON INC      COM             17111710     197600      16000     X  X      6            16000          0          0
CHUBB CORP                    COM             17123210      20891        322     X         1              322          0          0
CHUBB CORP                    COM             17123210     256641       3850     X         13               0          0       3850
CHUBB CORP                    COM             17123210   17608302     271398     X         3           271398          0          0
CHUBB CORP                    COM             17123210    2300552      35248     X         5            27582          0       7666
CHUBB CORP                    COM             17123210   10675031     164535     X  X      6           158335       1700       4500
CHUBB CORP                    COM             17123210    5770038      88934     X         6            70347          0      18587
CHUBB CORP                    CORP UNIT %     17123230    5483776     198400     X         3           198400          0          0
CHUBB CORP                    CORP UNIT %     17123230      96775       3500     X         5             3500          0          0
CHUBB CORP                    CORP UNIT %     17123230      41475       1500     X  X      6             1500          0          0
CHUBB CORP                    CORP UNIT %     17123230      10922        395     X         6              395          0          0
CHUNGHWA TELECOM CO LTD       SPONSORED ADR   17133Q20   14849199    1059900     X         3          1059900          0          0
CHURCH & DWIGHT INC           COM             17134010    1380600      39457     X         3            39457          0          0
CHURCH & DWIGHT INC           COM             17134010     205859       5837     X         5             2457          0       3380
CHURCH & DWIGHT INC           COM             17134010       8048        230     X  X      6              230          0          0
CHURCH & DWIGHT INC           COM             17134010    6217618     177697     X         6            69857          0     107840
CHURCH & DWIGHT INC           COM             17134010       4234        121     X  X      7              121          0          0
CIBER INC                     COM             17163B10      23552       3099     X  X      6             3099          0          0
CIBER INC                     COM             17163B10     174960      23021     X         6            23021          0          0
CIBER INC                     COM             17163B10       3800        500     X         7              500          0          0
CIENA CORP                    COM             17177910        316         54     X         13               0          0         54
CIENA CORP                    COM             17177910    1244144     210515     X         3           210515          0          0
CIENA CORP                    COM             17177910     413827      70619     X         5            61207          0       9412
CIENA CORP                    COM             17177910     129160      22041     X  X      6            19005        300       2736
CIENA CORP                    COM             17177910     466989      79691     X         6            22164          0      57527
CIENA CORP                    NOTE  3.750% 2/ 171779AA      67567      80000     X         5                0          0      80000
CIMA LABS INC                 COM             17179610     259787       9236     X         5              600          0       8636
CIMA LABS INC                 COM             17179610       3102        111     X  X      6              111          0          0
CIMA LABS INC                 COM             17179610     107691       3853     X         6             3853          0          0
CIMAREX ENERGY CO             COM             17179810   17084418     871654     X         11          633000          0     238654
CIMAREX ENERGY CO             COM             17179810     993034      50665     X         3            50665          0          0
CIMAREX ENERGY CO             COM             17179810      89771       4559     X         5             3879          0        680
CIMAREX ENERGY CO             COM             17179810       9878        504     X  X      6              504          0          0
CIMAREX ENERGY CO             COM             17179810       6644        339     X         6               21          0        318
CIGNA INVTS SECS INC          COM             17179X10     201799      11962     X         5            11962          0          0
CIGNA INVTS SECS INC          COM             17179X10      58438       3464     X  X      6             3464          0          0
CIGNA INVTS SECS INC          COM             17179X10       1687        100     X         6              100          0          0
CINCINNATI BELL INC NEW       COM             17187110    3905827     767353     X         3           767353          0          0
CINCINNATI BELL INC NEW       COM             17187110      52558      10062     X         5             2168          0       7894
CINCINNATI BELL INC NEW       COM             17187110     356300      70000     X  X      6            40000          0      30000
CINCINNATI BELL INC NEW       COM             17187110     204638      40204     X         6            16925          0      23279
CINCINNATI BELL INC NEW       COM             17187110      48864       9600     X         7             9600          0          0
CINCINNATI FINL CORP          COM             17206210     360000       9000     X  X      1             9000          0          0
CINCINNATI FINL CORP          COM             17206210     253572       6215     X         13               0          0       6215
CINCINNATI FINL CORP          COM             17206210    2507930      62761     X         3            62761          0          0
CINCINNATI FINL CORP          COM             17206210      72368       1795     X         5             1085          0        710
CINCINNATI FINL CORP          COM             17206210     808920      20223     X  X      6            20223          0          0
CINCINNATI FINL CORP          COM             17206210     267600       6690     X         6             6615          0         75
CINERGY CORP                  COM             17247410      14680        400     X  X      1              400          0          0
CINERGY CORP                  COM             17247410      11052        300     X         13               0          0        300
CINERGY CORP                  COM             17247410   15694204     427635     X         3           427635          0          0
CINERGY CORP                  COM             17247410    1791321      48786     X         5            42471          0       6315
CINERGY CORP                  COM             17247410    3254923      88690     X  X      6            67711       7223      13756
CINERGY CORP                  COM             17247410    3502648      95440     X         6            42221          0      53219
CIRCUIT CITY STORE INC        COM             17273710   11438487    1200261     X         3          1200261          0          0
CIRCUIT CITY STORE INC        COM             17273710    4778700     501191     X         5           479831          0      21360
CIRCUIT CITY STORE INC        COM             17273710     280468      29430     X  X      6            28130       1300          0
CIRCUIT CITY STORE INC        COM             17273710     451350      47361     X         6            46561          0        800
CIRRUS LOGIC INC              COM             17275510     233170      42208     X         5            41900          0        308
CISCO SYS INC                 COM             17275R10    1872177      95568     X  X      1            95568          0          0
CISCO SYS INC                 COM             17275R10    2944573     150310     X         1           149862          0        448
CISCO SYS INC                 COM             17275R10     185713       9480     X         11               0          0       9480
CISCO SYS INC                 COM             17275R10    2438726     120729     X         13               0          0     120729
CISCO SYS INC                 COM             17275R10  242460539   12280872     X         3         12280872          0          0
CISCO SYS INC                 COM             17275R10      23312       1190     X  X      4             1190          0          0
CISCO SYS INC                 COM             17275R10     160501       8193     X         4             8193          0          0
CISCO SYS INC                 COM             17275R10   56914432    2865667     X         5          1593512          0    1272155
CISCO SYS INC                 COM             17275R10  129082879    6589223     X  X      6          5694159     441352     453712
CISCO SYS INC                 COM             17275R10  246303816   12572936     X         6         10642871      41564    1888501
CISCO SYS INC                 COM             17275R10      51953       2652     X  X      7             2652          0          0
CISCO SYS INC                 COM             17275R10     261566      13352     X         7            13352          0          0
CISCO SYS INC                 COM             17275R10      13713        700     X         8              700          0          0
CITADEL BROADCASTING CORP     COM             17285T10     193648       9800     X         3             9800          0          0
CITADEL BROADCASTING CORP     COM             17285T10      29714       1500     X         5             1300          0        200
CINTAS CORP                   COM             17290810       5552        150     X         11               0          0        150
CINTAS CORP                   COM             17290810       3748         97     X         13               0          0         97
CINTAS CORP                   COM             17290810    2441129      66263     X         3            66263          0          0
CINTAS CORP                   COM             17290810     522050      14025     X         5            12194          0       1831
CINTAS CORP                   COM             17290810     774175      20918     X  X      6            14918          0       6000
CINTAS CORP                   COM             17290810     419619      11338     X         6            11338          0          0
CINTAS CORP                   COM             17290810       9919        268     X  X      7              268          0          0
CINTAS CORP                   COM             17290810       2184         59     X         7               59          0          0
CITIGROUP INC                 COM             17296710     594588      13065     X  X      1            13065          0          0
CITIGROUP INC                 COM             17296710    1539831      33835     X         1            33685          0        150
CITIGROUP INC                 COM             17296710    3894910      82870     X         13               0          0      82870
CITIGROUP INC                 COM             17296710  367585596    8057039     X         3          8057039          0          0
CITIGROUP INC                 COM             17296710       8010        176     X  X      4              176          0          0
CITIGROUP INC                 COM             17296710     195784       4302     X         4             4302          0          0
CITIGROUP INC                 COM             17296710   67603079    1468019     X         5           935436          0     532583
CITIGROUP INC                 COM             17296710  219235778    4817310     X  X      6          3878585     615946     322779
CITIGROUP INC                 COM             17296710  321245988    7058800     X         6          5672422      19643    1366735
CITIGROUP INC                 COM             17296710      76912       1690     X  X      7             1690          0          0
CITIGROUP INC                 COM             17296710     433619       9528     X         7             9528          0          0
CITIGROUP INC                 COM             17296710   12974992     285102     X         8           285102          0          0
CITIGROUP INVTS LN FD INC     COM             17307C10     776884      53218     X         5              661          0      52557
CITIZENS COMMUNICATIONS CO    COM             17453B10     271152      23890     X         13               0          0      23890
CITIZENS COMMUNICATIONS CO    COM             17453B10    1265788     112916     X         3           112916          0          0
CITIZENS COMMUNICATIONS CO    COM             17453B10     310261      27452     X         5             9420          0      18032
CITIZENS COMMUNICATIONS CO    COM             17453B10     445120      39707     X  X      6            25077          0      14630
CITIZENS COMMUNICATIONS CO    COM             17453B10    1867339     166578     X         6           122108          0      44470
CITIZENS COMMUNICATIONS CO    COM             17453B10       5302        473     X  X      7              473          0          0
CITRIX SYS INC                COM             17737610      17972        779     X         13               0          0        779
CITRIX SYS INC                COM             17737610   12333689     558591     X         3           558591          0          0
CITRIX SYS INC                COM             17737610     930438      41205     X         5            21448          0      19757
CITRIX SYS INC                COM             17737610     328210      14831     X  X      6              700        800      13331
CITRIX SYS INC                COM             17737610    1252005      56575     X         6             7604        100      48871
CITY INVESTING CO LIQ TR      UNIT BEN INT    17790010      38400      20000     X         3            20000          0          0
CITY INVESTING CO LIQ TR      UNIT BEN INT    17790010        192        100     X         5              100          0          0
CITY INVESTING CO LIQ TR      UNIT BEN INT    17790010         23         12     X  X      6               12          0          0
CITY NATL CORP                COM             17856610     190106       3658     X         13               0          0       3658
CITY NATL CORP                COM             17856610    2419734      47483     X         3            47483          0          0
CITY NATL CORP                COM             17856610    3367185      65163     X         5            19135          0      46028
CITY NATL CORP                COM             17856610      56056       1100     X  X      6             1100          0          0
CLAIRES STORES INC            COM             17958410    1615348      48277     X         3            48277          0          0
CLAIRES STORES INC            COM             17958410    1426068      42616     X         5            42491          0        125
CLAIRES STORES INC            COM             17958410      63407       1895     X  X      6                0       1895          0
CLAIRES STORES INC            COM             17958410      40922       1223     X         6             1223          0          0
CLARCOR INC                   COM             17989510     645592      16548     X         5            16348          0        200
CLARCOR INC                   COM             17989510     232245       5955     X  X      6             2580       3375          0
CLARCOR INC                   COM             17989510     109200       2800     X         6             2800          0          0
CLEAR CHANNEL COMMUNICATIONS  COM             18450210       9192        240     X         11               0          0        240
CLEAR CHANNEL COMMUNICATIONS  COM             18450210      30233        750     X         13               0          0        750
CLEAR CHANNEL COMMUNICATIONS  COM             18450210   50367449    1293171     X         3          1293171          0          0
CLEAR CHANNEL COMMUNICATIONS  COM             18450210       3524         92     X  X      4               92          0          0
CLEAR CHANNEL COMMUNICATIONS  COM             18450210    5843299     149892     X         5            98929          0      50963
CLEAR CHANNEL COMMUNICATIONS  COM             18450210     131561       3435     X  X      6             2845        435        155
CLEAR CHANNEL COMMUNICATIONS  COM             18450210    3819276      99720     X         6             8432          0      91288
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COGNOS INC                    COM             19244C10     957997      30204     X         5             3193          0      27011
COGNOS INC                    COM             19244C10      26522        855     X  X      6              855          0          0
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COINSTAR INC                  COM             19259P30    3713666     276109     X         3           276109          0          0
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COLGATE PALMOLIVE CO          COM             19416210      50301        900     X         11               0          0        900
COLGATE PALMOLIVE CO          COM             19416210     403234       7078     X         13               0          0       7078
COLGATE PALMOLIVE CO          COM             19416210   47619174     850308     X         3           850308          0          0
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COLGATE PALMOLIVE CO          COM             19416210   14110814     251071     X         5           178435          0      72636
COLGATE PALMOLIVE CO          COM             19416210   68316247    1222334     X  X      6           938525     247494      36315
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COLGATE PALMOLIVE CO          COM             19416210      48457        867     X         7              867          0          0
COLGATE PALMOLIVE CO          COM             19416210      67068       1200     X         8             1200          0          0
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COMPUTER ASSOC INTL INC       COM             20491210      19191        735     X         7              735          0          0
COMPUTER SCIENCES CORP        COM             20536310      64075       1680     X         13               0          0       1680
COMPUTER SCIENCES CORP        COM             20536310    2732955      72743     X         3            72743          0          0
COMPUTER SCIENCES CORP        COM             20536310    1505674      40025     X         5            36630          0       3395
COMPUTER SCIENCES CORP        COM             20536310     830485      22105     X  X      6            21705        400          0
COMPUTER SCIENCES CORP        COM             20536310    2621146      69767     X         6            31817          0      37950
COMPUWARE CORP                COM             20563810      15930       2824     X         13               0          0       2824
COMPUWARE CORP                COM             20563810     797289     148748     X         3           148748          0          0
COMPUWARE CORP                COM             20563810    2001228     373009     X         5           366248          0       6761
COMPUWARE CORP                COM             20563810      34304       6400     X  X      6             5500        300        600
COMPUWARE CORP                COM             20563810     234232      43700     X         6            43700          0          0
COMSTOCK RES INC              COM NEW         20576820    5714072     427700     X         3           427700          0          0
COMSTOCK RES INC              COM NEW         20576820     316467      23683     X         5            23483          0        200
COMSTOCK RES INC              COM NEW         20576820     158182      11840     X  X      6            11840          0          0
COMSTOCK RES INC              COM NEW         20576820    1377429     103101     X         6            94701          0       8400
COMTECH TELECOMMUNICATIONS C  COM NEW         20582620    3047306     127449     X         3           127449          0          0
COMTECH TELECOMMUNICATIONS C  COM NEW         20582620      30473       1275     X         5             1275          0          0
COMTECH TELECOMMUNICATIONS C  COM NEW         20582620     134772       5639     X         6                0          0       5639
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240      27018       1800     X         13               0          0       1800
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240   17599991    1176470     X         3          1176470          0          0
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240     139513       9319     X         5             9119          0        200
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240     383367      25609     X  X      6            23959          0       1650
COMVERSE TECHNOLOGY INC       COM PAR $0.10   20586240    3228954     215695     X         6            53327          0     162368
CONAGRA FOODS INC             COM             20588710      23576       1110     X         1             1110          0          0
CONAGRA FOODS INC             COM             20588710    3903912     183800     X         11           42700          0     141100
CONAGRA FOODS INC             COM             20588710      22634       1044     X         13               0          0       1044
CONAGRA FOODS INC             COM             20588710   26857619    1264483     X         3          1264483          0          0
CONAGRA FOODS INC             COM             20588710    3262036     152078     X         5            79593          0      72485
CONAGRA FOODS INC             COM             20588710   10813178     509095     X  X      6           342888      72875      93332
CONAGRA FOODS INC             COM             20588710    7461928     351315     X         6           319964       1000      30351
CONAGRA FOODS INC             COM             20588710       2124        100     X  X      7              100          0          0
CONCEPTUS INC                 COM             20601610    1312620     100200     X         3           100200          0          0
CONCEPTUS INC                 COM             20601610      13755       1050     X         5             1050          0          0
CONCORD COMMUNICATIONS INC    COM             20618610       8073        585     X         5                0          0        585
CONCORD COMMUNICATIONS INC    COM             20618610       2608        200     X  X      6              200          0          0
CONCORD COMMUNICATIONS INC    COM             20618610    1695200     130000     X         6           130000          0          0
CONCORD EFS INC               COM             20619710    2768257     189221     X         3           189221          0          0
CONCORD EFS INC               COM             20619710     643783      46394     X         5            28324          0      18070
CONCORD EFS INC               COM             20619710     768186      56195     X  X      6            54515        800        880
CONCORD EFS INC               COM             20619710    1905543     139396     X         6            73341          0      66055
CONCUR TECHNOLOGIES INC       COM             20670810    4455625     368750     X         3           368750          0          0
CONCUR TECHNOLOGIES INC       COM             20670810      49872       4248     X         5             4248          0          0
CONCUR TECHNOLOGIES INC       COM             20670810      19888       1694     X  X      6             1694          0          0
CONCUR TECHNOLOGIES INC       COM             20670810     736239      62712     X         6            55723        189       6800
CONEXANT SYSTEMS INC          COM             20714210       7618       1300     X         13               0          0       1300
CONEXANT SYSTEMS INC          COM             20714210    2201649     388984     X         3           388984          0          0
CONEXANT SYSTEMS INC          COM             20714210     626711     110575     X         5           106290          0       4285
CONEXANT SYSTEMS INC          COM             20714210      74995      13250     X  X      6             4254       4600       4396
CONEXANT SYSTEMS INC          COM             20714210     147500      26060     X         6             9052        200      16808
CONMED CORP                   COM             20741010      35707       1730     X         5             1730          0          0
CONMED CORP                   COM             20741010      32591       1579     X  X      6             1579          0          0
CONMED CORP                   COM             20741010     228299      11061     X         6            11061          0          0
CONNECTICUT WTR SVC INC       COM             20779710     497013      18388     X         5            15546          0       2842
CONNECTICUT WTR SVC INC       COM             20779710      13757        512     X  X      6              512          0          0
CONNECTICUT WTR SVC INC       COM             20779710      57824       2152     X         6             2152          0          0
CONNETICS CORP                COM             20819210    2674433     148086     X         3           148086          0          0
CONNETICS CORP                COM             20819210       2617        145     X         5              145          0          0
CONNETICS CORP                COM             20819210     100791       5584     X         6                0          0       5584
CONOCOPHILLIPS                COM             20825C10    1637135      29902     X  X      1            29902          0          0
CONOCOPHILLIPS                COM             20825C10     492038       8987     X         1             8987          0          0
CONOCOPHILLIPS                COM             20825C10     339214       6123     X         13               0          0       6123
CONOCOPHILLIPS                COM             20825C10   82627769    1505628     X         3          1505628          0          0
CONOCOPHILLIPS                COM             20825C10      19163        350     X  X      4              350          0          0
CONOCOPHILLIPS                COM             20825C10     117548       2147     X         4             2147          0          0
CONOCOPHILLIPS                COM             20825C10   14969816     272579     X         5           201631          0      70948
CONOCOPHILLIPS                COM             20825C10   22979944     419725     X  X      6           283903      63295      72527
CONOCOPHILLIPS                COM             20825C10   74793428    1366090     X         6          1149510       1676     214904
CONOCOPHILLIPS                COM             20825C10      39694        725     X  X      7              725          0          0
CONOCOPHILLIPS                COM             20825C10     133919       2446     X         7             2446          0          0
CONOCOPHILLIPS                COM             20825C10     258530       4722     X         8             4722          0          0
CONSECO INC                   COM NEW         20846488        649         34     X         13               0          0         34
CONSECO INC                   COM NEW         20846488     538869      28419     X         5             3783          0      24636
CONSECO INC                   COM NEW         20846488        163          9     X  X      6                9          0          0
CONSECO INC                   COM NEW         20846488        452         25     X         6               25          0          0
CONSECO STRATEGIC INCOME FD   SH BEN INT      20847A10     675495      66947     X         5            66947          0          0
CONSOLIDATED EDISON INC       COM             20911510     536510      13000     X         13               0          0      13000
CONSOLIDATED EDISON INC       COM             20911510    7666182     187443     X         3           187443          0          0
CONSOLIDATED EDISON INC       COM             20911510    4608884     112720     X         5            84451          0      28269
CONSOLIDATED EDISON INC       COM             20911510    5256654     128966     X  X      6           115090       9800       4076
CONSOLIDATED EDISON INC       COM             20911510    3016974      74018     X         6            63358        200      10460
CONSTELLATION BRANDS INC      CL A            21036P10    3118578     102282     X         3           102282          0          0
CONSTELLATION BRANDS INC      CL A            21036P10    5178463     170535     X         5            85939          0      84596
CONSTELLATION BRANDS INC      CL A            21036P10      74091       2430     X  X      6             2430          0          0
CONSTELLATION BRANDS INC      CL A            21036P10     508024      16662     X         6            16662          0          0
CONSTELLATION ENERGY GROUP I  COM             21037110     354643       9695     X         13               0          0       9695
CONSTELLATION ENERGY GROUP I  COM             21037110    9382303     256672     X         3           256672          0          0
CONSTELLATION ENERGY GROUP I  COM             21037110     563396      15687     X         5            13029          0       2658
CONSTELLATION ENERGY GROUP I  COM             21037110    3172112      88656     X  X      6            52658      29223       6775
CONSTELLATION ENERGY GROUP I  COM             21037110    1722950      48154     X         6            46391          0       1763
CONTINENTAL AIRLS INC         CL B            21079530    3388952     204400     X         3           204400          0          0
CONTINENTAL AIRLS INC         CL B            21079530    1126522      64608     X         5             8158          0      56450
CONTINENTAL AIRLS INC         CL B            21079530      15768        951     X  X      6              951          0          0
CONTINENTAL AIRLS INC         CL B            21079530     457608      27600     X         6            24100          0       3500
CONVERGYS CORP                COM             21248510    1054587      57502     X         3            57502          0          0
CONVERGYS CORP                COM             21248510    2562379     139580     X         5           135148          0       4432
CONVERGYS CORP                COM             21248510      22008       1200     X  X      6             1200          0          0
CONVERGYS CORP                COM             21248510    1633159      89049     X         6            22725          0      66324
CONVERGYS CORP                COM             21248510     176064       9600     X         7             9600          0          0
COOPER CAMERON CORP           COM             21664010   12251519     264477     X         3           264477          0          0
COOPER CAMERON CORP           COM             21664010     641395      13777     X         5             9200          0       4577
COOPER CAMERON CORP           COM             21664010     218666       4732     X  X      6             4606        126          0
COOPER CAMERON CORP           COM             21664010    3385853      73271     X         6            21817         26      51428
COOPER CAMERON CORP           COM             21664010       1617         35     X         7               35          0          0
COOPER COS INC                COM NEW         21664840   45906709    1126545     X         11          971950       1200     153395
COOPER COS INC                COM NEW         21664840     165811       4079     X         13               0          0       4079
COOPER COS INC                COM NEW         21664840    5001370     122733     X         3           122733          0          0
COOPER COS INC                COM NEW         21664840    4075648     100257     X         5             2006          0      98251
COOPER COS INC                COM NEW         21664840     116953       2870     X  X      6             2770          0        100
COOPER COS INC                COM NEW         21664840    1372053      33670     X         6            22180          0      11490
COOPER TIRE & RUBR CO         COM             21683110     454676      28650     X         3            28650          0          0
COOPER TIRE & RUBR CO         COM             21683110    1074088      65606     X         5             1056          0      64550
COOPER TIRE & RUBR CO         COM             21683110      34914       2200     X         6             2200          0          0
COOPERATIVE BANKSHARES INC    COM             21684410      51500       2000     X         5                0          0       2000
COOPERATIVE BANKSHARES INC    COM             21684410    2703000     106000     X         6           106000          0          0
COORS ADOLPH CO               CL B            21701610       2419         45     X         11               0          0         45
COORS ADOLPH CO               CL B            21701610     760005      14137     X         3            14137          0          0
COORS ADOLPH CO               CL B            21701610    2331112      43342     X         5            42167          0       1175
COORS ADOLPH CO               CL B            21701610      16128        300     X  X      6                0        300          0
COORS ADOLPH CO               CL B            21701610     305679       5686     X         6             5686          0          0
COPART INC                    COM             21720410     954974      87935     X         3            87935          0          0
COPART INC                    COM             21720410      67053       5963     X         5             1790          0       4173
COPART INC                    COM             21720410      28236       2600     X         6             2600          0          0
CORINTHIAN COLLEGES INC       COM             21886810    2806385      49097     X         3            49097          0          0
CORINTHIAN COLLEGES INC       COM             21886810    2307183      39987     X         5            29045          0      10942
CORINTHIAN COLLEGES INC       COM             21886810       3141         55     X  X      6               55          0          0
CORINTHIAN COLLEGES INC       COM             21886810      37693        660     X         6              660          0          0
CORINTHIAN COLLEGES INC       COM             21886810       8852        155     X  X      7              155          0          0
CORIXA CORP                   COM             21887F10     802034     100758     X         3           100758          0          0
CORIXA CORP                   COM             21887F10     221053      27358     X         5            27358          0          0
CORIXA CORP                   COM             21887F10         40          5     X  X      6                5          0          0
CORIXA CORP                   COM             21887F10      81204      10050     X         6             1500          0       8550
CORN PRODS INTL INC           COM             21902310   12733375     399792     X         3           399792          0          0
CORN PRODS INTL INC           COM             21902310      49008       1535     X         5             1435          0        100
CORN PRODS INTL INC           COM             21902310     341591      10725     X  X      6            10232        493          0
CORN PRODS INTL INC           COM             21902310     168391       5287     X         6             5151          0        136
CORNERSTONE RLTY INCOME TR I  COM             21922V10      62421       7622     X         5             2055          0       5567
CORNERSTONE RLTY INCOME TR I  COM             21922V10      16516       2044     X  X      6             2044          0          0
CORNERSTONE RLTY INCOME TR I  COM             21922V10      10771       1333     X         6             1333          0          0
CORNING INC                   COM             21935010      28260       3000     X  X      1             3000          0          0
CORNING INC                   COM             21935010        942        100     X         11               0          0        100
CORNING INC                   COM             21935010     425893      45550     X         13               0          0      45550
CORNING INC                   COM             21935010   19295212    2048324     X         3          2048324          0          0
CORNING INC                   COM             21935010    4894251     520836     X         5           349070          0     171766
CORNING INC                   COM             21935010     987291     104808     X  X      6            87013      13510       4285
CORNING INC                   COM             21935010    3581522     380204     X         6           179165        450     200589
CORNING INC                   COM             21935010        942        100     X         7              100          0          0
CORNING INC                   DBCV        11/ 219350AJ      15175      20000     X         5            20000          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10    3831167      81601     X         3            81601          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10     472247      10035     X         5            10035          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10      33177        705     X  X      6              705          0          0
CORPORATE EXECUTIVE BRD CO    COM             21988R10     452247       9610     X         6             6300          0       3310
CORPORATE EXECUTIVE BRD CO    COM             21988R10       7530        160     X  X      7              160          0          0
CORPORATE HIGH YIELD FD INC   COM             21991410      16115       1825     X         13               0          0       1825
CORPORATE HIGH YIELD FD INC   COM             21991410    1976929     225411     X         5           224163          0       1248
CORPORATE HIGH YIELD FD INC   COM             21991410      16005       1825     X  X      6                0       1825          0
CORPORATE HIGH YIELD FD III   COM             21992510      20600       2500     X         13               0          0       2500
CORPORATE HIGH YIELD FD III   COM             21992510    2166650     262943     X         5           261943          0       1000
CORPORATE HIGH YIELD FD III   COM             21992510      13514       1640     X  X      6                0       1640          0
CORPORATE HIGH YIELD FD III   COM             21992510       7416        900     X         7              900          0          0
CORPORATE HIGH YIELD FD V IN  COM             21993110      13249        891     X         13               0          0        891
CORPORATE HIGH YIELD FD V IN  COM             21993110    1469061      98760     X         5            24846          0      73914
CORPORATE HIGH YIELD FD V IN  COM             21993110      14890       1000     X  X      6             1000          0          0
CORPORATE HIGH YIELD FD VI I  COM             21993210     937937      67429     X         5            67429          0          0
CORPORATE OFFICE PPTYS TR     SH BEN INT      22002T10     248034      13400     X         5            13400          0          0
CORPORATE OFFICE PPTYS TR     SH BEN INT      22002T10     566406      30600     X  X      6                0          0      30600
CORRECTIONAL PPTYS TR         COM             22025E10     320732      12855     X         5            12855          0          0
CORRECTIONAL PPTYS TR         COM             22025E10       2495        100     X         6              100          0          0
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40    3964518     160702     X         3           160702          0          0
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40      64967       2571     X         5              966          0       1605
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40     173060       7015     X         6                0          0       7015
CORRECTIONS CORP AMER NEW     COM NEW         22025Y40        395         16     X  X      7               16          0          0
CORRPRO COS INC               COM             22031710      97200      54000     X         5            54000          0          0
CORTEX PHARMACEUTICALS INC    COM NEW         22052430     154974      45715     X         5            45715          0          0
CORTEX PHARMACEUTICALS INC    COM NEW         22052430      57640      17003     X         6            17003          0          0
CORUS GROUP PLC               SPONSORED ADR   22087M10      44458      12147     X         13               0          0      12147
CORUS GROUP PLC               SPONSORED ADR   22087M10      89824      25831     X         5            24831          0       1000
CORUS GROUP PLC               SPONSORED ADR   22087M10       6975       2010     X  X      6             2010          0          0
CORUS GROUP PLC               SPONSORED ADR   22087M10      18700       5389     X         6             5389          0          0
CORVIS CORP                   COM             22100910       8328       6350     X         5             1800          0       4550
CORVIS CORP                   COM             22100910      13029      10100     X  X      6              100          0      10000
COST PLUS INC CALIF           COM             22148510    5516044     148800     X         3           148800          0          0
COST PLUS INC CALIF           COM             22148510       3870        100     X         5                0          0        100
COST PLUS INC CALIF           COM             22148510      82880       2240     X  X      6             2240          0          0
COST PLUS INC CALIF           COM             22148510    1564730      42290     X         6            39723         17       2550
COST-U-LESS INC               COM             22149210      53200      20000     X         5            20000          0          0
COSTCO WHSL CORP NEW          COM             22160K10       2804         90     X         11               0          0         90
COSTCO WHSL CORP NEW          COM             22160K10     616898      19099     X         13               0          0      19099
COSTCO WHSL CORP NEW          COM             22160K10   16145842     519493     X         3           519493          0          0
COSTCO WHSL CORP NEW          COM             22160K10      21805        700     X         4              700          0          0
COSTCO WHSL CORP NEW          COM             22160K10   15511089     486582     X         5           178704          0     307878
COSTCO WHSL CORP NEW          COM             22160K10    1605097      51528     X  X      6            50220       1120        188
COSTCO WHSL CORP NEW          COM             22160K10    4891422     157028     X         6            78692      10380      67956
COSTCO WHSL CORP NEW          COM             22160K10       4984        160     X  X      7              160          0          0
COSTCO WHSL CORP NEW          COM             22160K10      29593        950     X         7              950          0          0
COTT CORP QUE                 COM             22163N10      22021        928     X         13               0          0        928
COTT CORP QUE                 COM             22163N10    1486535      63500     X         3            63500          0          0
COTT CORP QUE                 COM             22163N10     629546      26884     X         5            26284          0        600
COTT CORP QUE                 COM             22163N10       7866        336     X         6              336          0          0
COUNTRYWIDE FINANCIAL CORP    COM             22237210     146042       1807     X         13               0          0       1807
COUNTRYWIDE FINANCIAL CORP    COM             22237210   20030756     255886     X         3           255886          0          0
COUNTRYWIDE FINANCIAL CORP    COM             22237210   16989770     216682     X         5           205691          0      10991
COUNTRYWIDE FINANCIAL CORP    COM             22237210    2817062      35987     X  X      6            14975       5087      15925
COUNTRYWIDE FINANCIAL CORP    COM             22237210   11252985     143753     X         6            79131          0      64622
COUNTRYWIDE FINANCIAL CORP    COM             22237210      11742        150     X  X      7              150          0          0
COUNTRYWIDE FINANCIAL CORP    COM             22237210      16047        205     X         7              205          0          0
COURIER CORP                  COM             22266010     315133       6190     X         5             6190          0          0
COURIER CORP                  COM             22266010      10182        200     X         6              200          0          0
COUSINS PPTYS INC             COM             22279510      37463       1350     X         5             1350          0          0
COUSINS PPTYS INC             COM             22279510    1713202      61737     X  X      6            11937          0      49800
COUSINS PPTYS INC             COM             22279510      66600       2400     X         6             2400          0          0
COVANCE INC                   COM             22281610    1606772      71795     X         3            71795          0          0
COVANCE INC                   COM             22281610     478754      21380     X         5            20380          0       1000
COVANCE INC                   COM             22281610     248619      11109     X  X      6             9884        225       1000
COVANCE INC                   COM             22281610     680218      30394     X         6            20444          0       9950
COVENANT TRANS INC            CL A            22284P10    4269720     232050     X         3           232050          0          0
COVENANT TRANS INC            CL A            22284P10     577050      31550     X         6            27500          0       4050
COVENTRY HEALTH CARE INC      COM             22286210   37776344     716275     X         11          541725          0     174550
COVENTRY HEALTH CARE INC      COM             22286210    3140140      59540     X         3            59540          0          0
COVENTRY HEALTH CARE INC      COM             22286210    4076189      76759     X         5            43913          0      32846
COVENTRY HEALTH CARE INC      COM             22286210      15822        300     X  X      6                0        300          0
COVENTRY HEALTH CARE INC      COM             22286210     223776       4243     X         6             4243          0          0
COX COMMUNICATIONS INC NEW    CL A            22404410      63240       2000     X         11               0          0       2000
COX COMMUNICATIONS INC NEW    CL A            22404410     101175       3145     X         13               0          0       3145
COX COMMUNICATIONS INC NEW    CL A            22404410     242905       6000     X         3             6000          0          0
COX COMMUNICATIONS INC NEW    CL A            22404410       1107         35     X  X      4               35          0          0
COX COMMUNICATIONS INC NEW    CL A            22404410    3885479     122611     X         5           107121          0      15490
COX COMMUNICATIONS INC NEW    CL A            22404410     436546      13806     X  X      6            11951       1855          0
COX COMMUNICATIONS INC NEW    CL A            22404410     664178      21005     X         6            20795          0        210
COX RADIO INC                 CL A            22405110       4423        195     X         5                0          0        195
COX RADIO INC                 CL A            22405110     555498      25400     X         6            25400          0          0
CP SHIPS LTD                  COM             22409V10       5981        282     X         5              180          0        102
CP SHIPS LTD                  COM             22409V10       4126        196     X  X      6                0        196          0
CP SHIPS LTD                  COM             22409V10     239970      11400     X         6            11400          0          0
CRANE CO                      COM             22439910   51537630    2201522     X         11         1749867       1500     450155
CRANE CO                      COM             22439910    5240750     223868     X         3           223868          0          0
CRANE CO                      COM             22439910      63442       2701     X         5             2251          0        450
CRANE CO                      COM             22439910     456893      19517     X  X      6            19517          0          0
CRANE CO                      COM             22439910     531126      22688     X         6            17081          0       5607
CRAWFORD & CO                 CL B            22463310     706090     100870     X         5                0          0     100870
CRAWFORD & CO                 CL A            22463320     981512     139825     X         5             1200          0     138625
CRAWFORD & CO                 CL A            22463320       4182        600     X  X      6              600          0          0
CRAWFORD & CO                 CL A            22463320   12159618    1744565     X         6           761021          0     983544
CREDIT SUISSE ASSET MGMT INC  COM             22491610     248832      57067     X         5            36135          0      20932
CREDIT SUISSE ASSET MGMT INC  COM             22491610       8640       2000     X  X      6             2000          0          0
CREDIT SUISSE ASSET MGMT INC  COM             22491610       9128       2113     X         6             2113          0          0
CRAY INC                      COM             22522310    2405301     219062     X         3           219062          0          0
CRAY INC                      COM             22522310    1464576     133750     X         5           133650          0        100
CRAY INC                      COM             22522310      49921       4559     X  X      6             4559          0          0
CRAY INC                      COM             22522310     419965      38353     X         6            29457          0       8896
CREDENCE SYS CORP             COM             22530210    5809133     505142     X         3           505142          0          0
CREDENCE SYS CORP             COM             22530210      79000       6789     X         5             1000          0       5789
CREDENCE SYS CORP             COM             22530210       4888        425     X  X      6              425          0          0
CREDENCE SYS CORP             COM             22530210      30981       2694     X         6             2694          0          0
CREDENCE SYS CORP             COM             22530210        966         84     X  X      7               84          0          0
CREE INC                      COM             22544710    1329440      71784     X         3            71784          0          0
CREE INC                      COM             22544710     246111      13267     X         5            10364          0       2903
CREE INC                      COM             22544710       9260        500     X  X      6              500          0          0
CREE INC                      COM             22544710      86359       4663     X         6             4663          0          0
CREDIT SUISSE HIGH YLD BND F  SH BEN INT      22544F10      77256      16650     X         5            16650          0          0
CREDIT SUISSE HIGH YLD BND F  SH BEN INT      22544F10      13604       2932     X  X      6             2932          0          0
CRESCENT REAL ESTATE EQUITIE  COM             22575610     123746       8498     X         5             6875          0       1623
CRESCENT REAL ESTATE EQUITIE  COM             22575610     181961      12549     X  X      6            10349          0       2200
CRESCENT REAL ESTATE EQUITIE  COM             22575610     300556      20728     X         6            20728          0          0
CRESUD S A C I F Y A          SPONSORED ADR   22640610     217150      24101     X         5            24101          0          0
CROMPTON CORP                 COM             22711610     632790     108914     X         3           108914          0          0
CROMPTON CORP                 COM             22711610      96624      16137     X         5             5513          0      10624
CROMPTON CORP                 COM             22711610      29050       5000     X  X      6             5000          0          0
CROMPTON CORP                 COM             22711610       4131        711     X         6              711          0          0
CROSS CTRY HEALTHCARE INC     COM             22748310      23248       1600     X         5                0          0       1600
CROSS CTRY HEALTHCARE INC     COM             22748310      37800       2700     X  X      6             2700          0          0
CROSS CTRY HEALTHCARE INC     COM             22748310     501200      35800     X         6            35800          0          0
CROSS TIMBERS RTY TR          TR UNIT         22757R10     112371       5351     X         3             5351          0          0
CROSS TIMBERS RTY TR          TR UNIT         22757R10      95808       4562     X         5             4541          0         21
CROSS TIMBERS RTY TR          TR UNIT         22757R10      65982       3142     X  X      6             3142          0          0
CROSS TIMBERS RTY TR          TR UNIT         22757R10       1892         90     X         6               20          0         70
CROSS TIMBERS RTY TR          TR UNIT         22757R10         21          1     X  X      7                1          0          0
CROWN AMERN RLTY TR           SH BEN INT      22818610     217306      17900     X         13               0          0      17900
CROWN AMERN RLTY TR           SH BEN INT      22818610      40366       3325     X         5                0          0       3325
CROWN AMERN RLTY TR           SH BEN INT      22818610      18326       1540     X  X      6             1540          0          0
CROWN AMERN RLTY TR           SH BEN INT      22818610      35700       3000     X         6             3000          0          0
CROWN CASTLE INTL CORP        COM             22822710     588313      62520     X         3            62520          0          0
CROWN CASTLE INTL CORP        COM             22822710       1176        125     X  X      4              125          0          0
CROWN CASTLE INTL CORP        COM             22822710     102302      10701     X         5             2675          0       8026
CROWN CASTLE INTL CORP        COM             22822710    1708574     181570     X         6           181070          0        500
CROWN HOLDINGS INC            COM             22836810       3540        500     X         13               0          0        500
CROWN HOLDINGS INC            COM             22836810    2463750     365000     X         3           365000          0          0
CROWN HOLDINGS INC            COM             22836810     563108      79570     X         5              750          0      78820
CROWN HOLDINGS INC            COM             22836810     113569      16825     X  X      6             2825          0      14000
CROWN HOLDINGS INC            COM             22836810      33723       4996     X         6             4996          0          0
CRYPTOLOGIC INC               COM             22890610      97401      10395     X         5                0          0      10395
CRYSTALLEX INTL CORP          COM             22942F10     110310      49000     X         5             1000          0      48000
CRYSTALLEX INTL CORP          COM             22942F10     161700      70000     X  X      6            40000          0      30000
CTI MOLECULAR IMAGING INC     COM             22943D10     369250      25000     X         3            25000          0          0
CTI MOLECULAR IMAGING INC     COM             22943D10   37450044    2535548     X         6          2535548          0          0
CUBIC CORP                    COM             22966910    5816938     230700     X         3           230700          0          0
CUBIC CORP                    COM             22966910     121832       4850     X         5             4850          0          0
CUBIC CORP                    COM             22966910       4974        198     X  X      6              198          0          0
CUBIC CORP                    COM             22966910     867946      34552     X         6            30628         24       3900
CUBIST PHARMACEUTICALS INC    COM             22967810     863200      80000     X         3            80000          0          0
CUBIST PHARMACEUTICALS INC    COM             22967810      16418       1558     X         5              500          0       1058
CULLEN FROST BANKERS INC      COM             22989910    1876690      50408     X         3            50408          0          0
CULLEN FROST BANKERS INC      COM             22989910     197060       5282     X         5             4820          0        462
CULLEN FROST BANKERS INC      COM             22989910    1756437      47178     X  X      6              478          0      46700
CULLEN FROST BANKERS INC      COM             22989910      87230       2343     X         6             2343          0          0
CULLEN FROST BANKERS INC      COM             22989910       4319        116     X  X      7              116          0          0
CUMMINS INC                   COM             23102110     716789      16133     X         3            16133          0          0
CUMMINS INC                   COM             23102110    1228246      27616     X         5            26551          0       1065
CUMMINS INC                   COM             23102110      38476        866     X         6              866          0          0
CUMULUS MEDIA INC             CL A            23108210    5048975     294600     X         3           294600          0          0
CUMULUS MEDIA INC             CL A            23108210       6872        400     X         5              400          0          0
CUMULUS MEDIA INC             CL A            23108210      12713        740     X  X      6              740          0          0
CUMULUS MEDIA INC             CL A            23108210     629888      36664     X         6            31523         41       5100
CURIS INC                     COM             23126910      10936       2490     X         5             2390          0        100
CURIS INC                     COM             23126910     109750      25000     X         6            25000          0          0
CURAGEN CORP                  COM             23126R10     254091      50452     X         5            49697          0        755
CURATIVE HEALTH SRVCS INC     COM             23126W10     938302      52275     X         5             6000          0      46275
CURTISS WRIGHT CORP           COM             23156110     360044       5097     X         5             4897          0        200
CURTISS WRIGHT CORP           COM             23156110      72315       1024     X         6             1024          0          0
CURTISS WRIGHT CORP           CL B            23156140     222103       3102     X  X      6             3102          0          0
CYBERGUARD CORP               COM             23191010     154226      16200     X         5            16000          0        200
CUTTER & BUCK INC             COM             23221710    2906389     384443     X         3           384443          0          0
CUTTER & BUCK INC             COM             23221710      11535       1500     X         5             1500          0          0
CYBERSOURCE CORP              COM             23251J10      49038      12480     X         5             6480          0       6000
CYBERSOURCE CORP              COM             23251J10       2000        500     X         7              500          0          0
CYBERONICS INC                COM             23251P10    8312141     269350     X         3           269350          0          0
CYBERONICS INC                COM             23251P10     446689      14422     X         5             8100          0       6322
CYBERONICS INC                COM             23251P10     954808      30950     X         6            27150          0       3800
CYMER INC                     COM             23257210    5523112     133150     X         3           133150          0          0
CYMER INC                     COM             23257210      19352        480     X         5              180          0        300
CYMER INC                     COM             23257210       8644        210     X  X      6              210          0          0
CYMER INC                     COM             23257210     757509      18404     X         6            16179         25       2200
CYPRESS BIOSCIENCES INC       COM PAR $.02    23267450     147167      18350     X         5                0          0      18350
CYPRESS SEMICONDUCTOR CORP    COM             23280610    2048758     115880     X         3           115880          0          0
CYPRESS SEMICONDUCTOR CORP    COM             23280610    2524572     140307     X         5            40433          0      99874
CYPRESS SEMICONDUCTOR CORP    COM             23280610       3536        200     X  X      6              200          0          0
CYPRESS SEMICONDUCTOR CORP    COM             23280610      92449       5229     X         6             5229          0          0
CYPRESS SEMICONDUCTOR CORP    COM             23280610       1768        100     X         7              100          0          0
CYTEC INDS INC                COM             23282010       2300         63     X         1               63          0          0
CYTEC INDS INC                COM             23282010    1399337      38338     X         3            38338          0          0
CYTEC INDS INC                COM             23282010    2245078      61208     X         5            42898          0      18310
CYTEC INDS INC                COM             23282010     348502       9548     X  X      6             6172       3013        363
CYTEC INDS INC                COM             23282010     103222       2828     X         6             2828          0          0
D & E COMMUNICATIONS INC      COM             23286010      46326       3267     X  X      6             3267          0          0
D & E COMMUNICATIONS INC      COM             23286010     693019      48873     X         6            48873          0          0
D & K HEALTHCARE RES INC      COM             23286110      23002       1636     X  X      6             1636          0          0
D & K HEALTHCARE RES INC      COM             23286110     160228      11396     X         6            11396          0          0
CYTYC CORP                    COM             23294610    2585478     172121     X         3           172121          0          0
CYTYC CORP                    COM             23294610     208914      13923     X         5            12173          0       1750
CYTYC CORP                    COM             23294610      12488        832     X  X      6              832          0          0
CYTYC CORP                    COM             23294610     308170      20531     X         6            20531          0          0
CYTYC CORP                    COM             23294610       1651        110     X         7              110          0          0
CYCLE CTRY ACCESSORIES CORP   COM             23298410      83300      17000     X         5                0          0      17000
DHB INDS INC                  COM             23321E10      48070      11000     X         13               0          0      11000
DHB INDS INC                  COM             23321E10       6621       1515     X         5                0          0       1515
DJ ORTHOPEDICS INC            COM             23325G10     846109      60653     X         6            60653          0          0
DNP SELECT INCOME FD          COM             23325P10      21140       2000     X         1             2000          0          0
DNP SELECT INCOME FD          COM             23325P10      40677       3900     X         13               0          0       3900
DNP SELECT INCOME FD          COM             23325P10    1178623     112476     X         5            39278          0      73198
DNP SELECT INCOME FD          COM             23325P10    1179422     111582     X  X      6            26346      81636       3600
DNP SELECT INCOME FD          COM             23325P10     250794      23727     X         6            19884          0       3843
DPL INC                       COM             23329310      63455       3700     X         11               0          0       3700
DPL INC                       COM             23329310    2124748     123892     X         3           123892          0          0
DPL INC                       COM             23329310     534377      30841     X         5             8990          0      21851
DPL INC                       COM             23329310     584918      34106     X  X      6            27794       2362       3950
DPL INC                       COM             23329310     454869      26523     X         6            26298          0        225
DQE INC                       COM             23329J10    1134917      73505     X         3            73505          0          0
DQE INC                       COM             23329J10     256758      16354     X         5            16315          0         39
DQE INC                       COM             23329J10     267081      17298     X  X      6             7861       7312       2125
DQE INC                       COM             23329J10      70823       4587     X         6             4437          0        150
D R HORTON INC                COM             23331A10     263981       7508     X         13               0          0       7508
D R HORTON INC                COM             23331A10    5014578     153351     X         3           153351          0          0
D R HORTON INC                COM             23331A10    5005961     145268     X         5            41326          0     103942
D R HORTON INC                COM             23331A10    1265915      38713     X  X      6            38213          0        500
D R HORTON INC                COM             23331A10    1344722      41123     X         6            28623          0      12500
D R HORTON INC                COM             23331A10       8175        250     X  X      7              250          0          0
DST SYS INC DEL               COM             23332610    4682554     124536     X         3           124536          0          0
DST SYS INC DEL               COM             23332610       3384         90     X         6               90          0          0
DTE ENERGY CO                 COM             23333110     135925       3649     X         13               0          0       3649
DTE ENERGY CO                 COM             23333110    2412569      65399     X         3            65399          0          0
DTE ENERGY CO                 COM             23333110    1487937      40178     X         5            24148          0      16030
DTE ENERGY CO                 COM             23333110    2103062      57009     X  X      6            43607       8000       5402
DTE ENERGY CO                 COM             23333110    1015213      27520     X         6            27420          0        100
DTE ENERGY CO                 COM             23333110       4796        130     X         7              130          0          0
DTF TAX-FREE INCOME INC       COM             23334J10      32000       2000     X         13               0          0       2000
DTF TAX-FREE INCOME INC       COM             23334J10     159600      10000     X         5             1000          0       9000
DTF TAX-FREE INCOME INC       COM             23334J10        905         58     X  X      6               58          0          0
DTF TAX-FREE INCOME INC       COM             23334J10      38220       2450     X         6             2450          0          0
DTF TAX-FREE INCOME INC       COM             23334J10    2878200     184500     X         9           184500          0          0
DADE BEHRING HLDGS INC        COM             23342J20     137352       4720     X         5                0          0       4720
DADE BEHRING HLDGS INC        COM             23342J20      11724        415     X  X      6              415          0          0
DADE BEHRING HLDGS INC        COM             23342J20     406518      14390     X         6            14390          0          0
DANA CORP                     COM             23581110       6180        400     X         13               0          0        400
DANA CORP                     COM             23581110     957771      62072     X         3            62072          0          0
DANA CORP                     COM             23581110     180671      11706     X         5             9315          0       2391
DANA CORP                     COM             23581110     557270      36116     X  X      6            35816          0        300
DANA CORP                     COM             23581110    1620582     105028     X         6            30720          0      74308
DANAHER CORP DEL              COM             23585110       1847         25     X         1               25          0          0
DANAHER CORP DEL              COM             23585110      15084        200     X         13               0          0        200
DANAHER CORP DEL              COM             23585110    7625528     103243     X         3           103243          0          0
DANAHER CORP DEL              COM             23585110       2216         30     X         4               30          0          0
DANAHER CORP DEL              COM             23585110    6133220      82634     X         5            63485          0      19149
DANAHER CORP DEL              COM             23585110     658979       8922     X  X      6             8922          0          0
DANAHER CORP DEL              COM             23585110    2504297      33906     X         6            14596          0      19310
DANAHER CORP DEL              COM             23585110       3324         45     X  X      7               45          0          0
DANAHER CORP DEL              COM             23585110      16249        220     X         7              220          0          0
DANKA BUSINESS SYS PLC        SPONSORED ADR   23627710    1335040     551100     X         5           551100          0          0
DANKA BUSINESS SYS PLC        SPONSORED ADR   23627710      12110       5000     X         6             5000          0          0
DARDEN RESTAURANTS INC        COM             23719410      16150        850     X  X      1              850          0          0
DARDEN RESTAURANTS INC        COM             23719410     258400      13600     X         1            13600          0          0
DARDEN RESTAURANTS INC        COM             23719410       1615         85     X         11               0          0         85
DARDEN RESTAURANTS INC        COM             23719410     199104      10370     X         13               0          0      10370
DARDEN RESTAURANTS INC        COM             23719410    1213739      63881     X         3            63881          0          0
DARDEN RESTAURANTS INC        COM             23719410       9500        500     X  X      4              500          0          0
DARDEN RESTAURANTS INC        COM             23719410    4016659     209810     X         5            58465          0     151345
DARDEN RESTAURANTS INC        COM             23719410   33499489    1763131     X  X      6          1729406      23619      10106
DARDEN RESTAURANTS INC        COM             23719410   24763479    1303341     X         6          1248502       1470      53369
DARDEN RESTAURANTS INC        COM             23719410      14250        750     X         7              750          0          0
DASSAULT SYS S A              SPONSORED ADR   23754510     774840      22000     X         3            22000          0          0
DASSAULT SYS S A              SPONSORED ADR   23754510       8347        237     X  X      6              237          0          0
DASSAULT SYS S A              SPONSORED ADR   23754510     159335       4524     X         6             4301          0        223
DATASCOPE CORP                COM             23811310   19973315     649750     X         11          570875          0      78875
DATASCOPE CORP                COM             23811310       3231        100     X         13               0          0        100
DATASCOPE CORP                COM             23811310     261347       8450     X         5             7435          0       1015
DATASCOPE CORP                COM             23811310       6886        224     X         6              224          0          0
DATASCOPE CORP                COM             23811310       1445         47     X  X      7               47          0          0
DAVITA INC                    COM             23918K10      19098        600     X         3              600          0          0
DAVITA INC                    COM             23918K10    1677129      52655     X         5            51655          0       1000
DAVITA INC                    COM             23918K10      79575       2500     X  X      6             2500          0          0
DAVITA INC                    COM             23918K10      25719        808     X         6              808          0          0
DEAN FOODS CO NEW             COM             24237010   40354748    1300509     X         11         1020997          0     279512
DEAN FOODS CO NEW             COM             24237010     162425       5265     X         13               0          0       5265
DEAN FOODS CO NEW             COM             24237010   15362084     494486     X         3           494486          0          0
DEAN FOODS CO NEW             COM             24237010    7795760     251804     X         5           153371          0      98433
DEAN FOODS CO NEW             COM             24237010     887520      28602     X  X      6             9148          0      19454
DEAN FOODS CO NEW             COM             24237010    2055427      66240     X         6            31023          0      35217
DEAN FOODS CO NEW             COM             24237010       4189        135     X         7              135          0          0
DEB SHOPS INC                 COM             24272810    3119922     170023     X         3           170023          0          0
DEBT STRATEGIES FD INC NEW    COM             24276Q10      32484       4777     X         13               0          0       4777
DEBT STRATEGIES FD INC NEW    COM             24276Q10    2874130     427044     X         5           425281          0       1763
DEBT STRATEGIES FD INC NEW    COM             24276Q10       5700        847     X  X      6              847          0          0
DEBT STRATEGIES FD INC NEW    COM             24276Q10       1393        207     X         6              207          0          0
DEERE & CO                    COM             24419910      45314        850     X         1              850          0          0
DEERE & CO                    COM             24419910      66638       1250     X         11               0          0       1250
DEERE & CO                    COM             24419910    1963982      35260     X         13               0          0      35260
DEERE & CO                    COM             24419910   51011646     955157     X         3           955157          0          0
DEERE & CO                    COM             24419910   12839601     231540     X         5            23917          0     207623
DEERE & CO                    COM             24419910   12182828     228528     X  X      6           187625      17592      23311
DEERE & CO                    COM             24419910   47785645     896373     X         6           735192       1665     159516
DEERE & CO                    COM             24419910      69676       1307     X         7             1307          0          0
DEL MONTE FOODS CO            COM             24522P10      19815       2275     X  X      1             2275          0          0
DEL MONTE FOODS CO            COM             24522P10      95070      10915     X         1            10915          0          0
DEL MONTE FOODS CO            COM             24522P10       4268        490     X         11               0          0        490
DEL MONTE FOODS CO            COM             24522P10      27462       3065     X         13               0          0       3065
DEL MONTE FOODS CO            COM             24522P10       3484        400     X         3              400          0          0
DEL MONTE FOODS CO            COM             24522P10        906        104     X  X      4              104          0          0
DEL MONTE FOODS CO            COM             24522P10     656975      75194     X         5            67052          0       8142
DEL MONTE FOODS CO            COM             24522P10     662474      76059     X  X      6            67584       6414       2061
DEL MONTE FOODS CO            COM             24522P10     746458      85701     X         6            85523          0        178
DELAWARE INV FL INS MUN INC   SH BEN INT      24610T10     140525       9125     X         5             9125          0          0
DELAWARE INV FL INS MUN INC   SH BEN INT      24610T10      92400       6000     X  X      6             5500          0        500
DELAWARE INV FL INS MUN INC   SH BEN INT      24610T10      26565       1725     X         6             1725          0          0
DELL INC                      COM             24702R10    1238211      37050     X  X      1            37050          0          0
DELL INC                      COM             24702R10     403413      12071     X         1            12071          0          0
DELL INC                      COM             24702R10    2694792      79212     X         13               0          0      79212
DELL INC                      COM             24702R10  126043214    3736864     X         3          3736864          0          0
DELL INC                      COM             24702R10       4345        130     X  X      4              130          0          0
DELL INC                      COM             24702R10      95849       2868     X         4             2868          0          0
DELL INC                      COM             24702R10   46608933    1384446     X         5           816533          0     567913
DELL INC                      COM             24702R10   38027582    1137869     X  X      6           922154      69375     146340
DELL INC                      COM             24702R10  111399488    3333318     X         6          2778866       9509     544943
DELL INC                      COM             24702R10      30914        925     X  X      7              925          0          0
DELL INC                      COM             24702R10     130271       3898     X         7             3898          0          0
DELL INC                      COM             24702R10     190494       5700     X         8             5700          0          0
DELPHI CORP                   COM             24712610       1258        139     X         1              139          0          0
DELPHI CORP                   COM             24712610       2495        268     X         13               0          0        268
DELPHI CORP                   COM             24712610    2002946     219702     X         3           219702          0          0
DELPHI CORP                   COM             24712610     822193      90551     X         5            80133          0      10418
DELPHI CORP                   COM             24712610     499841      55231     X  X      6            42667       7577       4987
DELPHI CORP                   COM             24712610    1577044     174259     X         6           138624          0      35635
DELPHI CORP                   COM             24712610      22661       2504     X         7             2504          0          0
DELTA & PINE LD CO            COM             24735710   13402589     582468     X         3           582468          0          0
DELTA & PINE LD CO            COM             24735710      12327        523     X         5                0          0        523
DELTA & PINE LD CO            COM             24735710      32329       1405     X  X      6             1405          0          0
DELTA & PINE LD CO            COM             24735710     372003      16167     X         6            16167          0          0
DELTA & PINE LD CO            COM             24735710       2163         94     X  X      7               94          0          0
DELTA AIR LINES INC DEL       COM             24736110     637841      47958     X         3            47958          0          0
DELTA AIR LINES INC DEL       COM             24736110      97249       7310     X         5             6667          0        643
DELTA AIR LINES INC DEL       COM             24736110      22929       1724     X  X      6             1224          0        500
DELTA AIR LINES INC DEL       COM             24736110      46470       3494     X         6             3494          0          0
DELTIC TIMBER CORP            COM             24785010    6807161     235379     X         3           235379          0          0
DENBURY RES INC               COM NEW         24791620    2178289     176237     X         3           176237          0          0
DENBURY RES INC               COM NEW         24791620       6360        500     X         5                0          0        500
DENBURY RES INC               COM NEW         24791620      95839       7754     X         6                0          0       7754
DELUXE CORP                   COM             24801910    2604925      64896     X         3            64896          0          0
DELUXE CORP                   COM             24801910    5147279     128215     X         5           126519          0       1696
DELUXE CORP                   COM             24801910     360778       8988     X  X      6              495       1800       6693
DELUXE CORP                   COM             24801910    2533115      63107     X         6            36406          0      26701
DENDRITE INTL INC             COM             24823910       1535        100     X         13               0          0        100
DENDRITE INTL INC             COM             24823910     550526      35871     X         5              550          0      35321
DENDREON CORP                 COM             24823Q10     204649      23121     X         5            22187          0        934
DENDREON CORP                 COM             24823Q10       2213        250     X  X      6              250          0          0
DENTSPLY INTL INC NEW         COM             24903010    1981928      44200     X         11           42600          0       1600
DENTSPLY INTL INC NEW         COM             24903010       4538        100     X         13               0          0        100
DENTSPLY INTL INC NEW         COM             24903010    8356651     186366     X         3           186366          0          0
DENTSPLY INTL INC NEW         COM             24903010    3753369      83521     X         5            68174          0      15347
DENTSPLY INTL INC NEW         COM             24903010     210075       4685     X  X      6              205          0       4480
DENTSPLY INTL INC NEW         COM             24903010    1125663      25104     X         6            16916          0       8188
DENTSPLY INTL INC NEW         COM             24903010       3856         86     X  X      7               86          0          0
DESWELL INDS INC              COM             25063910     880961      41653     X         5            41653          0          0
DETREX CORP                   COM             25068510      38404      17000     X         5              400          0      16600
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610     179414      12139     X         13               0          0      12139
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610    1225869      82000     X         3            82000          0          0
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610     638861      43465     X         5            10446          0      33019
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610      83333       5771     X  X      6             3731          0       2040
DEUTSCHE TELEKOM AG           SPONSORED ADR   25156610     287529      19912     X         6            19912          0          0
DEVELOPERS DIVERSIFIED RLTY   COM             25159110    1406317      47051     X         5            31998          0      15053
DEVELOPERS DIVERSIFIED RLTY   COM             25159110     668162      22369     X  X      6            22369          0          0
DEVELOPERS DIVERSIFIED RLTY   COM             25159110      52153       1746     X         6             1746          0          0
DEVON ENERGY CORP NEW         COM             25179M10      24095        500     X  X      1              500          0          0
DEVON ENERGY CORP NEW         COM             25179M10      83128       1725     X         1             1725          0          0
DEVON ENERGY CORP NEW         COM             25179M10     129793       2690     X         13               0          0       2690
DEVON ENERGY CORP NEW         COM             25179M10  103778273    2150884     X         3          2150884          0          0
DEVON ENERGY CORP NEW         COM             25179M10      14216        295     X         4              295          0          0
DEVON ENERGY CORP NEW         COM             25179M10    7858130     163029     X         5           133651          0      29378
DEVON ENERGY CORP NEW         COM             25179M10    7729050     160387     X  X      6           131204      14084      15099
DEVON ENERGY CORP NEW         COM             25179M10   40455939     839509     X         6           684806       3931     150772
DEVON ENERGY CORP NEW         COM             25179M10      22553        468     X  X      7              468          0          0
DEVON ENERGY CORP NEW         COM             25179M10      69153       1435     X         7             1435          0          0
DEVON ENERGY CORP NEW         DEB   4.900% 8/ 25179MAA     121311     118000     X         5           105000          0      13000
DEVON ENERGY CORP NEW         DEB   4.950% 8/ 25179MAB      15273      15000     X         5            11000          0       4000
DEVRY INC DEL                 COM             25189310    1621018      68513     X         3            68513          0          0
DEVRY INC DEL                 COM             25189310     297073      12827     X         5                0          0      12827
DEVRY INC DEL                 COM             25189310     129893       5490     X  X      6             5490          0          0
DEVRY INC DEL                 COM             25189310      72518       3065     X         6             3065          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20    1854300      42000     X         3            42000          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20      10596        240     X         4              240          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20    4542320     102501     X         5            54212          0      48289
DIAGEO P L C                  SPON ADR NEW    25243Q20     279293       6326     X  X      6             4854       1172        300
DIAGEO P L C                  SPON ADR NEW    25243Q20      91037       2062     X         6             1976          0         86
DIAGEO P L C                  SPON ADR NEW    25243Q20       8168        185     X  X      7              185          0          0
DIAGEO P L C                  SPON ADR NEW    25243Q20      34525        782     X         7              782          0          0
DIAGNOSTIC PRODS CORP         COM             25245010     154584       4232     X         5               56          0       4176
DIAGNOSTIC PRODS CORP         COM             25245010       4360        120     X  X      6              120          0          0
DIAGNOSTIC PRODS CORP         COM             25245010     823238      22660     X         6            15430          0       7230
DIAL CORP NEW                 COM             25247D10    8851238     410006     X         3           410006          0          0
DIAL CORP NEW                 COM             25247D10    6775890     314559     X         5           312857          0       1702
DIAL CORP NEW                 COM             25247D10     480019      22285     X  X      6            20161       1300        824
DIAL CORP NEW                 COM             25247D10    2095627      97290     X         6            18021         37      79232
DIAMOND OFFSHORE DRILLING IN  COM             25271C10      64646       3360     X         13               0          0       3360
DIAMOND OFFSHORE DRILLING IN  COM             25271C10    2879529     149912     X         5            34125          0     115787
DIAMOND OFFSHORE DRILLING IN  COM             25271C10     720070      37700     X  X      6            35350        800       1550
DIAMOND OFFSHORE DRILLING IN  COM             25271C10    1321434      69185     X         6            68585          0        600
DIAMOND OFFSHORE DRILLING IN  COM             25271C10    9091600     476000     X         8           476000          0          0
DIAMONDS TR                   UNIT SER 1      25278710      16118        170     X         13               0          0        170
DIAMONDS TR                   UNIT SER 1      25278710   11598532     124032     X         5            95790          0      28242
DIAMONDS TR                   UNIT SER 1      25278710      38649        415     X  X      6              140        275          0
DIAMONDS TR                   UNIT SER 1      25278710    2254864      24212     X         6            14912          0       9300
DIAMONDCLUSTER INTL INC       CL A            25278P10    3627366     535800     X         3           535800          0          0
DIAMONDCLUSTER INTL INC       CL A            25278P10      10170       1500     X         5                0          0       1500
DIAMONDCLUSTER INTL INC       CL A            25278P10     505512      73916     X         6            64716          0       9200
DICKS SPORTING GOODS INC      COM             25339310      11445        300     X         13               0          0        300
DICKS SPORTING GOODS INC      COM             25339310     602456      16130     X         5            15930          0        200
DICKS SPORTING GOODS INC      COM             25339310      16803        450     X  X      6              450          0          0
DICKS SPORTING GOODS INC      COM             25339310      12136        325     X         6              325          0          0
DIEBOLD INC                   COM             25365110      43053        850     X         11               0          0        850
DIEBOLD INC                   COM             25365110     408162       7678     X         13               0          0       7678
DIEBOLD INC                   COM             25365110    3601823      71112     X         3            71112          0          0
DIEBOLD INC                   COM             25365110    3036229      59085     X         5            41725          0      17360
DIEBOLD INC                   COM             25365110     166588       3289     X  X      6             3289          0          0
DIEBOLD INC                   COM             25365110     504221       9955     X         6             9955          0          0
DIEBOLD INC                   COM             25365110       5065        100     X  X      7              100          0          0
DIGENE CORP                   COM             25375210    7915866     193734     X         5           193634          0        100
DIGENE CORP                   COM             25375210       6129        150     X         6              150          0          0
DIGITAL RECORDERS INC         COM             25386910      44684      16990     X         6            16990          0          0
DIGITAL RIV INC               COM             25388B10   10976266     401326     X         3           401326          0          0
DIGITAL RIV INC               COM             25388B10     598582      21870     X         5            21870          0          0
DIGITAL RIV INC               COM             25388B10      13685        500     X  X      6              500          0          0
DIGITAL RIV INC               COM             25388B10     908219      33183     X         6            14800          0      18383
DIME CMNTY BANCSHARES         COM             25392210    1467400      63800     X         3            63800          0          0
DIME CMNTY BANCSHARES         COM             25392210      56350       2450     X         5             2450          0          0
DILLARDS INC                  CL A            25406710     454266      32494     X         3            32494          0          0
DILLARDS INC                  CL A            25406710      15628       1073     X         5              248          0        825
DILLARDS INC                  CL A            25406710       6990        500     X  X      6              500          0          0
DILLARDS INC                  CL A            25406710      88563       6335     X         6             6335          0          0
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11        192       1200     X         3             1200          0          0
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11       1217       7195     X         5             5000          0       2195
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11         48        300     X  X      6                0          0        300
DIME BANCORP INC NEW          *W EXP 99/99/99 25429Q11        410       2562     X         6             2562          0          0
DIMON INC                     COM             25439410     108585      15737     X  X      6            15737          0          0
DIMON INC                     COM             25439410      58001       8406     X         6             8406          0          0
DIONEX CORP                   COM             25454610    3245232      82450     X         3            82450          0          0
DIONEX CORP                   COM             25454610     300309       7489     X         5                0          0       7489
DIONEX CORP                   COM             25454610      31488        800     X  X      6              800          0          0
DIONEX CORP                   COM             25454610     167004       4243     X         6              635          0       3608
DIONEX CORP                   COM             25454610       2440         62     X  X      7               62          0          0
DIRECT GEN CORP               COM             25456W20    1128150      45000     X         3            45000          0          0
DISCOVERY PARTNERS INTL INC   COM             25467510     316128      53400     X         5            53400          0          0
DISNEY WALT CO                COM DISNEY      25468710     315661      15650     X  X      1            15650          0          0
DISNEY WALT CO                COM DISNEY      25468710     370120      18350     X         1            18350          0          0
DISNEY WALT CO                COM DISNEY      25468710      49820       2470     X         11            2000          0        470
DISNEY WALT CO                COM DISNEY      25468710    1440790      69169     X         13               0          0      69169
DISNEY WALT CO                COM DISNEY      25468710   20262076     902597     X         3           902597          0          0
DISNEY WALT CO                COM DISNEY      25468710       9077        450     X  X      4              450          0          0
DISNEY WALT CO                COM DISNEY      25468710      16761        831     X         4              831          0          0
DISNEY WALT CO                COM DISNEY      25468710   43966987    2128528     X         5           560978          0    1567550
DISNEY WALT CO                COM DISNEY      25468710   40406702    2003307     X  X      6          1840698      33221     129388
DISNEY WALT CO                COM DISNEY      25468710   43863739    2174702     X         6          1814602       5348     354752
DISNEY WALT CO                COM DISNEY      25468710       8371        415     X  X      7              415          0          0
DISNEY WALT CO                COM DISNEY      25468710     104602       5186     X         7             5186          0          0
DISNEY WALT CO                COM DISNEY      25468710    2597896     128800     X         8           128800          0          0
DISNEY WALT CO                NOTE  2.125% 4/ 254687AU      48047      47000     X         5            43000          0       4000
DISNEY WALT CO                NOTE  2.125% 4/ 254687AU       3064       3000     X         6             3000          0          0
DISTRIBUCION Y SERVICIO D&S   SPONSORED ADR   25475310       8660        510     X  X      6              510          0          0
DISTRIBUCION Y SERVICIO D&S   SPONSORED ADR   25475310     182705      10760     X         6            10760          0          0
DITECH COMMUNICATIONS CORP    COM             25500M10     184617      20938     X         5            18938          0       2000
DITECH COMMUNICATIONS CORP    COM             25500M10      13140       1500     X  X      6             1500          0          0
DITECH COMMUNICATIONS CORP    COM             25500M10        482         55     X         6               55          0          0
DIXIE GROUP INC               CL A            25551910    1951531     263400     X         3           263400          0          0
DIXIE GROUP INC               SDCV  7.000% 5/ 255519AA          0      18000     X         6            18000          0          0
DR REDDYS LABS LTD            ADR             25613520     703500      30000     X         3            30000          0          0
DR REDDYS LABS LTD            ADR             25613520     140512       5992     X         5             5992          0          0
DR REDDYS LABS LTD            ADR             25613520       8067        344     X  X      6              344          0          0
DR REDDYS LABS LTD            ADR             25613520     155708       6640     X         6             6316          0        324
DOCUMENTUM INC                COM             25615910     977802      45060     X         13               0          0      45060
DOCUMENTUM INC                COM             25615910    4981102     232250     X         3           232250          0          0
DOCUMENTUM INC                COM             25615910      18148        850     X         5              850          0          0
DOCUMENTUM INC                COM             25615910      15521        727     X  X      6              727          0          0
DOCUMENTUM INC                COM             25615910     757989      35503     X         6            31412         41       4050
DOLLAR GEN CORP               COM             25666910   52351240    2617054     X         3          2617054          0          0
DOLLAR GEN CORP               COM             25666910    1637556      81274     X         5            64488          0      16786
DOLLAR GEN CORP               COM             25666910    1188880      59444     X  X      6            20271       1319      37854
DOLLAR GEN CORP               COM             25666910   11548360     577418     X         6           383324       1776     192318
DOLLAR GEN CORP               COM             25666910      25140       1257     X         7             1257          0          0
DOLLAR THRIFTY AUTOMOTIVE GP  COM             25674310    5279651     232379     X         3           232379          0          0
DOLLAR TREE STORES INC        COM             25674710    3785601     113003     X         3           113003          0          0
DOLLAR TREE STORES INC        COM             25674710        839         25     X  X      4               25          0          0
DOLLAR TREE STORES INC        COM             25674710    4647940     138207     X         5           124509          0      13698
DOLLAR TREE STORES INC        COM             25674710     428970      12786     X  X      6            12286          0        500
DOLLAR TREE STORES INC        COM             25674710    2640922      78716     X         6            78536        180          0
DOLLAR TREE STORES INC        COM             25674710       9394        280     X  X      7              280          0          0
DOMINION RES INC VA NEW       COM             25746U10     235220       3800     X  X      1             3800          0          0
DOMINION RES INC VA NEW       COM             25746U10     241410       3900     X         1             3900          0          0
DOMINION RES INC VA NEW       COM             25746U10    1225408      19739     X         13               0          0      19739
DOMINION RES INC VA NEW       COM             25746U10   29983246     484328     X         3           484328          0          0
DOMINION RES INC VA NEW       COM             25746U10      18570        300     X  X      4              300          0          0
DOMINION RES INC VA NEW       COM             25746U10   19441776     313363     X         5            65438          0     247925
DOMINION RES INC VA NEW       COM             25746U10   13591937     219579     X  X      6           160476      14303      44800
DOMINION RES INC VA NEW       COM             25746U10   16299013     263312     X         6           217375       1061      44876
DOMINION RES INC VA NEW       COM             25746U10       6190        100     X  X      7              100          0          0
DOMINION RES INC VA NEW       COM             25746U10      40111        648     X         7              648          0          0
DONALDSON INC                 COM             25765110   11361365     210786     X         3           210786          0          0
DONALDSON INC                 COM             25765110    4559606      84583     X         5            83936          0        647
DONALDSON INC                 COM             25765110      32340        600     X  X      6              600          0          0
DONALDSON INC                 COM             25765110      81389       1510     X         6             1510          0          0
DONALDSON INC                 COM             25765110       4366         81     X  X      7               81          0          0
DONNELLEY R R & SONS CO       COM             25786710       3979        160     X         11               0          0        160
DONNELLEY R R & SONS CO       COM             25786710    1096245      44079     X         3            44079          0          0
DONNELLEY R R & SONS CO       COM             25786710    1247762      49832     X         5             9642          0      40190
DONNELLEY R R & SONS CO       COM             25786710    1438381      57836     X  X      6            46100        736      11000
DONNELLEY R R & SONS CO       COM             25786710    4121282     165713     X         6           141005          0      24708
DORAL FINL CORP               COM             25811P10     306910        600     X         3              600          0          0
DORAL FINL CORP               COM             25811P10     929218      19767     X         5            19568          0        199
DORAL FINL CORP               COM             25811P10     203980       4340     X  X      6              340       4000          0
DORAL FINL CORP               COM             25811P10     785558      16714     X         6            16714          0          0
DOUBLECLICK INC               COM             25860930      44405       4205     X         13               0          0       4205
DOUBLECLICK INC               COM             25860930    3442248     315900     X         3           315900          0          0
DOUBLECLICK INC               COM             25860930     394163      36851     X         5            22801          0      14050
DOUBLECLICK INC               COM             25860930      74414       6903     X  X      6             6903          0          0
DOUBLECLICK INC               COM             25860930    1255611     116476     X         6           110873        103       5500
DOV PHARMACEUTICAL INC        COM             25985810     897500      50000     X         3            50000          0          0
DOVER CORP                    COM             26000310     318330       9000     X         1             9000          0          0
DOVER CORP                    COM             26000310   14626344     413291     X         3           413291          0          0
DOVER CORP                    COM             26000310       7781        220     X         4              220          0          0
DOVER CORP                    COM             26000310     767776      21556     X         5            14963          0       6593
DOVER CORP                    COM             26000310    7198785     203528     X  X      6           194209       6719       2600
DOVER CORP                    COM             26000310   12800014     361889     X         6           345484        814      15591
DOVER CORP                    COM             26000310       1769         50     X  X      7               50          0          0
DOVER CORP                    COM             26000310      32010        905     X         7              905          0          0
DOW CHEM CO                   COM             26054310     833024      25600     X  X      1            25600          0          0
DOW CHEM CO                   COM             26054310      39048       1200     X         1             1200          0          0
DOW CHEM CO                   COM             26054310      48810       1500     X         11               0          0       1500
DOW CHEM CO                   COM             26054310     818447      24578     X         13               0          0      24578
DOW CHEM CO                   COM             26054310   24459049     749360     X         3           749360          0          0
DOW CHEM CO                   COM             26054310       6345        195     X         4              195          0          0
DOW CHEM CO                   COM             26054310   12957756     393151     X         5           176535          0     216616
DOW CHEM CO                   COM             26054310   28066987     862538     X  X      6           700027      36974     125537
DOW CHEM CO                   COM             26054310   22766025     699632     X         6           527675       4850     167107
DOW CHEM CO                   COM             26054310      58377       1794     X         7             1794          0          0
DOW CHEM CO                   COM             26054310    3328842     102300     X         8           102300          0          0
DOW JONES & CO INC            COM             26056110       9470        200     X         11               0          0        200
DOW JONES & CO INC            COM             26056110     370033       7685     X         13               0          0       7685
DOW JONES & CO INC            COM             26056110    1499054      31659     X         3            31659          0          0
DOW JONES & CO INC            COM             26056110      81455       1713     X         5             1282          0        431
DOW JONES & CO INC            COM             26056110     534866      11296     X  X      6             7325       3001        970
DOW JONES & CO INC            COM             26056110     682361      14411     X         6            14011          0        400
DOW JONES & CO INC            COM             26056110    3297928      69650     X         8            69650          0          0
DREXLER TECHNOLOGY CORP       COM             26187610     134592       9600     X         5             9600          0          0
DREXLER TECHNOLOGY CORP       COM             26187610       4557        325     X  X      6              325          0          0
DREXLER TECHNOLOGY CORP       COM             26187610      27339       1950     X         6             1950          0          0
DREYFUS CALIF MUN INCOME INC  COM             26188110     269788      32662     X         5            32662          0          0
DREYFUS STRATEGIC MUNS INC    COM             26193210     358321      38204     X         5            37104          0       1100
DREYFUS STRATEGIC MUNS INC    COM             26193210     115505      12314     X  X      6             7329          0       4985
DREYFUS STRATEGIC MUNS INC    COM             26193210     100780      10744     X         6            10744          0          0
DREYFUS HIGH YIELD STRATEGIE  SH BEN INT      26200S10     827222     165776     X         5           131138          0      34638
DREYFUS HIGH YIELD STRATEGIE  SH BEN INT      26200S10        250         50     X  X      6               50          0          0
DREYFUS HIGH YIELD STRATEGIE  SH BEN INT      26200S10       7196       1442     X         6             1442          0          0
DREYFUS STRATEGIC MUN BD FD   COM             26202F10     559450      63679     X         5            60799          0       2880
DREYFUS STRATEGIC MUN BD FD   COM             26202F10      54560       6207     X  X      6             6207          0          0
DREYFUS STRATEGIC MUN BD FD   COM             26202F10     175193      19931     X         6            19931          0          0
DRIL-QUIP INC                 COM             26203710       4255        250     X         5                0          0        250
DRIL-QUIP INC                 COM             26203710      27767       1643     X  X      6             1643          0          0
DRIL-QUIP INC                 COM             26203710     200586      11869     X         6            11869          0          0
DRUGSTORE COM INC             COM             26224110    5989568     782950     X         5           782950          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410   11452302     286236     X  X      1           283336       2900          0
DU PONT E I DE NEMOURS & CO   COM             26353410    5107917     127666     X         1           127666          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410      44011       1100     X         11               0          0       1100
DU PONT E I DE NEMOURS & CO   COM             26353410      79198       1975     X         13               0          0       1975
DU PONT E I DE NEMOURS & CO   COM             26353410   16946596     413108     X         3           413108          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410       8002        200     X  X      4              200          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410      69457       1736     X         4             1736          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410   12945128     323249     X         5           190724          0     132525
DU PONT E I DE NEMOURS & CO   COM             26353410  108180078    2703826     X  X      6          2428068     114775     160983
DU PONT E I DE NEMOURS & CO   COM             26353410   59472905    1486451     X         6          1335557       6900     143994
DU PONT E I DE NEMOURS & CO   COM             26353410      75739       1893     X  X      7             1893          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410    2591088      64761     X         7            64761          0          0
DU PONT E I DE NEMOURS & CO   COM             26353410   10526551     263098     X         8           263098          0          0
DUANE READE INC               COM             26357810     398750      25000     X         3            25000          0          0
DUANE READE INC               COM             26357810      92650       5730     X         5             2140          0       3590
DUCKWALL-ALCO STORES INC NEW  COM             26414210     217369      15190     X         5                0          0      15190
DUFF & PHELPS UTIL CORP BD T  COM             26432K10      10555        733     X         1              733          0          0
DUFF & PHELPS UTIL CORP BD T  COM             26432K10     290849      20187     X         5            14973          0       5214
DUFF & PHELPS UTIL CORP BD T  COM             26432K10     185544      12885     X  X      6             5200       7685          0
DUFF & PHELPS UTIL CORP BD T  COM             26432K10      43805       3042     X         6             3042          0          0
DUKE ENERGY CORP              COM             26439910      89050       5000     X  X      1             5000          0          0
DUKE ENERGY CORP              COM             26439910       7124        400     X         1              400          0          0
DUKE ENERGY CORP              COM             26439910      19591       1100     X         11               0          0       1100
DUKE ENERGY CORP              COM             26439910     122445       6844     X         13               0          0       6844
DUKE ENERGY CORP              COM             26439910    6321143     354921     X         3           354921          0          0
DUKE ENERGY CORP              COM             26439910      14248        800     X  X      4              800          0          0
DUKE ENERGY CORP              COM             26439910       8896        500     X         4              500          0          0
DUKE ENERGY CORP              COM             26439910   12575189     704093     X         5           262892          0     441201
DUKE ENERGY CORP              COM             26439910   30767630    1727548     X  X      6          1599006      67275      61267
DUKE ENERGY CORP              COM             26439910   34140470    1916927     X         6          1786140      10863     119924
DUKE ENERGY CORP              COM             26439910      38113       2140     X  X      7             2140          0          0
DUKE ENERGY CORP              COM             26439910      54686       3071     X         7             3071          0          0
DUKE REALTY CORP              COM NEW         26441150      26280        900     X         11               0          0        900
DUKE REALTY CORP              COM NEW         26441150     658781      22561     X         13               0          0      22561
DUKE REALTY CORP              COM NEW         26441150     775959      26574     X         5             3652          0      22922
DUKE REALTY CORP              COM NEW         26441150     808110      27675     X  X      6            14875       3300       9500
DUKE REALTY CORP              COM NEW         26441150     612207      20966     X         6            19966       1000          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10      16616        400     X         1              400          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10   12329197     296803     X         11          255950          0      40853
DUN & BRADSTREET CORP DEL NE  COM             26483E10    3022824      72296     X         3            72296          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10       7062        170     X         4              170          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10     431168      10364     X         5             9302          0       1062
DUN & BRADSTREET CORP DEL NE  COM             26483E10    2574608      61979     X  X      6            52755       3614       5610
DUN & BRADSTREET CORP DEL NE  COM             26483E10    2865637      68985     X         6            68985          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10       1869         45     X  X      7               45          0          0
DUN & BRADSTREET CORP DEL NE  COM             26483E10       9970        240     X         7              240          0          0
DURBAN ROODEPOORT DEEP LTD    SPONSORED ADR   26659730       8850       3000     X         13               0          0       3000
DURBAN ROODEPOORT DEEP LTD    SPONSORED ADR   26659730    1410000     500000     X         3           500000          0          0
DURBAN ROODEPOORT DEEP LTD    SPONSORED ADR   26659730       7528       2632     X         5             2632          0          0
DURECT CORP                   COM             26660510     436800     130000     X         3           130000          0          0
DYCOM INDS INC                COM             26747510       2549        125     X         11               0          0        125
DYCOM INDS INC                COM             26747510    2706650     132744     X         3           132744          0          0
DYCOM INDS INC                COM             26747510     165278       8070     X         5             7240          0        830
DYCOM INDS INC                COM             26747510      68979       3383     X         6              487          0       2896
DYNEGY INC NEW                CL A            26816Q10      22080       6000     X         13               0          0       6000
DYNEGY INC NEW                CL A            26816Q10     524210     145614     X         3           145614          0          0
DYNEGY INC NEW                CL A            26816Q10    4143308    1149861     X         5          1102258          0      47603
DYNEGY INC NEW                CL A            26816Q10      16502       4584     X  X      6             4184        400          0
DYNEGY INC NEW                CL A            26816Q10      83790      23275     X         6             1240          0      22035
EGL INC                       COM             26848410    3143922     172933     X         3           172933          0          0
EGL INC                       COM             26848410     293664      16136     X         5            14636          0       1500
EGL INC                       COM             26848410     251022      13800     X         6                0          0      13800
E M C CORP MASS               COM             26864810     342273      27100     X  X      1            27100          0          0
E M C CORP MASS               COM             26864810      16293       1290     X         1             1290          0          0
E M C CORP MASS               COM             26864810      16419       1300     X         11               0          0       1300
E M C CORP MASS               COM             26864810     377143      29011     X         13               0          0      29011
E M C CORP MASS               COM             26864810   40434617    3186441     X         3          3186441          0          0
E M C CORP MASS               COM             26864810       2842        225     X  X      4              225          0          0
E M C CORP MASS               COM             26864810       8336        660     X         4              660          0          0
E M C CORP MASS               COM             26864810   12575803     987318     X         5           700894          0     286424
E M C CORP MASS               COM             26864810   25096448    1987051     X  X      6          1654719     145505     186827
E M C CORP MASS               COM             26864810   29991754    2374644     X         6          1597400       5644     771600
E M C CORP MASS               COM             26864810       6827        541     X  X      7              541          0          0
E M C CORP MASS               COM             26864810      70665       5595     X         7             5595          0          0
ENSCO INTL INC                COM             26874Q10     491558      17765     X         13               0          0      17765
ENSCO INTL INC                COM             26874Q10   12855711     477997     X         3           477997          0          0
ENSCO INTL INC                COM             26874Q10       2897        108     X  X      4              108          0          0
ENSCO INTL INC                COM             26874Q10    8902416     331839     X         5           328905          0       2934
ENSCO INTL INC                COM             26874Q10     118518       4419     X  X      6             4119        300          0
ENSCO INTL INC                COM             26874Q10    3447094     128527     X         6            35723         54      92750
ENSCO INTL INC                COM             26874Q10       2146         80     X         7               80          0          0
ENI S P A                     SPONSORED ADR   26874R10       7173         90     X         13               0          0         90
ENI S P A                     SPONSORED ADR   26874R10    2941584      38000     X         3            38000          0          0
ENI S P A                     SPONSORED ADR   26874R10    1605982      20928     X         5            19552          0       1376
ENI S P A                     SPONSORED ADR   26874R10     150458       1966     X  X      6             1966          0          0
ENI S P A                     SPONSORED ADR   26874R10     682265       8915     X         6             8915          0          0
ENI S P A                     SPONSORED ADR   26874R10       5281         69     X  X      7               69          0          0
EOG RES INC                   COM             26875P10     125220       3000     X  X      1             3000          0          0
EOG RES INC                   COM             26875P10     114785       2750     X         1             2750          0          0
EOG RES INC                   COM             26875P10    6491614     155525     X         11          104450        800      50275
EOG RES INC                   COM             26875P10       3385         81     X         13               0          0         81
EOG RES INC                   COM             26875P10    2093094      49755     X         3            49755          0          0
EOG RES INC                   COM             26875P10       7722        185     X         4              185          0          0
EOG RES INC                   COM             26875P10    5433773     130170     X         5           120355          0       9815
EOG RES INC                   COM             26875P10    2705837      64826     X  X      6            61826       1115       1885
EOG RES INC                   COM             26875P10    4144573      99295     X         6            69457        120      29718
EOG RES INC                   COM             26875P10       2087         50     X  X      7               50          0          0
EOG RES INC                   COM             26875P10      11061        265     X         7              265          0          0
E ON AG                       SPONSORED ADR   26878010     317772       6305     X         13               0          0       6305
E ON AG                       SPONSORED ADR   26878010    2391200      49000     X         3            49000          0          0
E ON AG                       SPONSORED ADR   26878010     239271       4895     X         5             4648          0        247
E ON AG                       SPONSORED ADR   26878010      87596       1795     X  X      6             1215          0        580
E ON AG                       SPONSORED ADR   26878010     421681       8641     X         6             8641          0          0
EP MEDSYSTEMS INC             COM             26881P10     644728     162400     X         5           162400          0          0
EPIX MEDICAL INC              COM             26881Q10    3275431     192446     X         3           192446          0          0
EPIX MEDICAL INC              COM             26881Q10     126030       7353     X         6              682          0       6671
E PIPHANY INC                 COM             26881V10    2964574     589700     X         3           589700          0          0
E PIPHANY INC                 COM             26881V10       5100       1022     X  X      6             1022          0          0
E PIPHANY INC                 COM             26881V10     423691      84908     X         6            74686        122      10100
EPIQ SYS INC                  COM             26882D10    1786736     105350     X         3           105350          0          0
EPIQ SYS INC                  COM             26882D10     354774      20943     X         5                0          0      20943
EPIQ SYS INC                  COM             26882D10     252573      14866     X         6            13016          0       1850
E TRADE GROUP INC             COM             26924610     242250      25000     X         13               0          0      25000
E TRADE GROUP INC             COM             26924610    3285744     354832     X         3           354832          0          0
E TRADE GROUP INC             COM             26924610     673197      71989     X         5            56689          0      15300
E TRADE GROUP INC             COM             26924610       9260       1000     X  X      6                0          0       1000
EARTHLINK INC                 COM             27032110    4653818     565470     X         3           565470          0          0
EARTHLINK INC                 COM             27032110     196236      24140     X         5            13990          0      10150
EARTHLINK INC                 COM             27032110      30739       3735     X  X      6             3735          0          0
EARTHLINK INC                 COM             27032110     506244      61512     X         6            46405          0      15107
EAST WEST BANCORP INC         COM             27579R10    9785219     228307     X         3           228307          0          0
EAST WEST BANCORP INC         COM             27579R10      10516        239     X         5                0          0        239
EAST WEST BANCORP INC         COM             27579R10      48521       1135     X  X      6             1135          0          0
EAST WEST BANCORP INC         COM             27579R10    1723509      40316     X         6            34142        216       5958
EASTERN AMERN NAT GAS TR      SPERS RCT UNIT  27621710     225565      10115     X         5            10115          0          0
EASTERN AMERN NAT GAS TR      SPERS RCT UNIT  27621710      55750       2500     X  X      6             2500          0          0
EASTERN CO                    COM             27631710     667030      45500     X         5            45500          0          0
EASTERN CO                    COM             27631710      24731       1687     X  X      6             1687          0          0
EASTGROUP PPTY INC            COM             27727610     243196       8670     X         5              300          0       8370
EASTGROUP PPTY INC            COM             27727610      21863        787     X  X      6              787          0          0
EASTGROUP PPTY INC            COM             27727610     107453       3868     X         6             3868          0          0
EASTMAN CHEM CO               COM             27743210       3352        100     X         13               0          0        100
EASTMAN CHEM CO               COM             27743210    1009188      30083     X         3            30083          0          0
EASTMAN CHEM CO               COM             27743210    1222161      36465     X         5             7384          0      29081
EASTMAN CHEM CO               COM             27743210     756631      22586     X  X      6            18453       2803       1330
EASTMAN CHEM CO               COM             27743210     847048      25285     X         6            25173          0        112
EASTMAN CHEM CO               COM             27743210    3758700     112200     X         8           112200          0          0
EASTMAN KODAK CO              COM             27746110     127734       6100     X  X      1             6100          0          0
EASTMAN KODAK CO              COM             27746110       6282        300     X         1              300          0          0
EASTMAN KODAK CO              COM             27746110     172254       8230     X         13               0          0       8230
EASTMAN KODAK CO              COM             27746110   22149515    1057189     X         3          1057189          0          0
EASTMAN KODAK CO              COM             27746110    2960434     141394     X         5           106433          0      34961
EASTMAN KODAK CO              COM             27746110    2644199     126275     X  X      6            91050      11915      23310
EASTMAN KODAK CO              COM             27746110    3971397     189656     X         6            78263         23     111370
EATON CORP                    COM             27805810      26586        300     X  X      1              300          0          0
EATON CORP                    COM             27805810    2728876      30793     X         3            30793          0          0
EATON CORP                    COM             27805810    2031366      22818     X         5            19508          0       3310
EATON CORP                    COM             27805810    2561827      28908     X  X      6            26184       2524        200
EATON CORP                    COM             27805810    6922374      78113     X         6            72250          0       5863
EATON CORP                    COM             27805810       1329         15     X         7               15          0          0
EATON VANCE CORP              COM NON VTG     27826510    3930016     117384     X         3           117384          0          0
EATON VANCE CORP              COM NON VTG     27826510     995625      29387     X         5             4390          0      24997
EATON VANCE CORP              COM NON VTG     27826510      49550       1480     X  X      6             1480          0          0
EATON VANCE CORP              COM NON VTG     27826510     793811      23710     X         6            16230          0       7480
EATON VANCE CORP              COM NON VTG     27826510       2344         70     X         7               70          0          0
EATON VANCE SR INCOME TR      SH BEN INT      27826S10    1319750     146346     X         5           119986          0      26360
EATON VANCE SR INCOME TR      SH BEN INT      27826S10      54900       6100     X         6             6100          0          0
EATON VANCE MUNI INCOME TRUS  SH BEN INT      27826U10     329968      22250     X         5            22250          0          0
EATON VANCE MUNI INCOME TRUS  SH BEN INT      27826U10       1483        100     X         6              100          0          0
EATON VANCE INS MUN BD FD     COM             27827X10     182742      13300     X         13               0          0      13300
EATON VANCE INS MUN BD FD     COM             27827X10      98072       7210     X         5             6210          0       1000
EATON VANCE INS MUN BD FD     COM             27827X10      73332       5400     X  X      6             5400          0          0
EATON VANCE INS MUN BD FD     COM             27827X10      13580       1000     X         6             1000          0          0
EATON VANCE INS MUN BD FD     COM             27827X10     230860      17000     X         7            17000          0          0
EATON VANCE INS FL MUN BD FD  COM             27828E10     187530      13300     X         5            13300          0          0
EATON VANCE LTD DUR INCOME F  COM             27828H10      18620       1000     X         13               0          0       1000
EATON VANCE LTD DUR INCOME F  COM             27828H10     734310      39489     X         5            13929          0      25560
EATON VANCE LTD DUR INCOME F  COM             27828H10      92750       5000     X         6             5000          0          0
EATON VANCE LTD DUR INCOME F  COM             27828H10       4638        250     X         7              250          0          0
EBAY INC                      COM             27864210    3271771      59813     X         13               0          0      59813
EBAY INC                      COM             27864210   99742931    1860114     X         3          1860114          0          0
EBAY INC                      COM             27864210       1287         24     X  X      4               24          0          0
EBAY INC                      COM             27864210       1716         32     X         4               32          0          0
EBAY INC                      COM             27864210   12755279     237391     X         5           216989          0      20402
EBAY INC                      COM             27864210     464898       8667     X  X      6             7942          0        725
EBAY INC                      COM             27864210   12425331     231643     X         6           100620        238     130785
EBAY INC                      COM             27864210      20544        383     X         7              383          0          0
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210     876192      22895     X         3            22895          0          0
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210       3065         80     X  X      4               80          0          0
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210    2623365      68364     X         5            49492          0      18872
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210     479641      12520     X  X      6            12120        400          0
ECHOSTAR COMMUNICATIONS NEW   CL A            27876210    2608643      68093     X         6            68093          0          0
ECHOSTAR COMMUNICATIONS NEW   NOTE  4.875% 1/ 278762AD     199990     195000     X         5                0          0     195000
ECHOSTAR COMMUNICATIONS NEW   NOTE  5.750% 5/ 278762AG      63148      58000     X         5            58000          0          0
ECOLAB INC                    COM             27886510      55550       2200     X         11               0          0       2200
ECOLAB INC                    COM             27886510      14073        548     X         13               0          0        548
ECOLAB INC                    COM             27886510   27849993    1102970     X         3          1102970          0          0
ECOLAB INC                    COM             27886510    6934966     274125     X         5           243173          0      30952
ECOLAB INC                    COM             27886510    2632818     104270     X  X      6            40292      41300      22678
ECOLAB INC                    COM             27886510    7818991     309663     X         6           219553       1450      88660
ECOLLEGE COM                  COM             27887E10    2261722     112300     X         3           112300          0          0
ECOLLEGE COM                  COM             27887E10     183440       9140     X         5             9140          0          0
EDEN BIOSCIENCE CORP          COM             27944510      33694      26511     X         5              400          0      26111
EDGAR ONLINE INC              COM             27976510      48440      28000     X         5                0          0      28000
EDISON INTL                   COM             28102010    2419053     126652     X         3           126652          0          0
EDISON INTL                   COM             28102010    2282260     119423     X         5           117006          0       2417
EDISON INTL                   COM             28102010     683856      35804     X  X      6            32334       3470          0
EDISON INTL                   COM             28102010    2778955     145495     X         6            18223          0     127272
EDO CORP                      COM             28134710       6458        315     X         5                0          0        315
EDO CORP                      COM             28134710      10024        495     X  X      6              495          0          0
EDO CORP                      COM             28134710     350831      17325     X         6            17325          0          0
EDUCATION MGMT CORP           COM             28139T10   10338908     178486     X         3           178486          0          0
EDUCATION MGMT CORP           COM             28139T10      10292        178     X         5              178          0          0
EDUCATION MGMT CORP           COM             28139T10      28447        492     X  X      6              492          0          0
EDUCATION MGMT CORP           COM             28139T10    1079095      18663     X         6            16641         22       2000
EDUCATION MGMT CORP           COM             28139T10       5204         90     X  X      7               90          0          0
EDWARDS AG INC                COM             28176010    2991448      77882     X         3            77882          0          0
EDWARDS AG INC                COM             28176010     616927      16045     X         5            14525          0       1520
EDWARDS AG INC                COM             28176010      96025       2500     X  X      6             2500          0          0
EDWARDS AG INC                COM             28176010     283120       7371     X         6             7371          0          0
EDWARDS LIFESCIENCES CORP     COM             28176E10       2708        100     X  X      1              100          0          0
EDWARDS LIFESCIENCES CORP     COM             28176E10       5520        200     X         13               0          0        200
EDWARDS LIFESCIENCES CORP     COM             28176E10    9438978     348559     X         3           348559          0          0
EDWARDS LIFESCIENCES CORP     COM             28176E10      46854       1704     X         5              340          0       1364
EDWARDS LIFESCIENCES CORP     COM             28176E10     185200       6839     X  X      6             4728        681       1430
EDWARDS LIFESCIENCES CORP     COM             28176E10     132530       4894     X         6             4894          0          0
EFUNDS CORP                   COM             28224R10    4721405     382300     X         3           382300          0          0
EFUNDS CORP                   COM             28224R10       3922        306     X         5               96          0        210
EFUNDS CORP                   COM             28224R10      52201       4220     X  X      6             4000        220          0
EFUNDS CORP                   COM             28224R10     787734      63681     X         6            57581          0       6100
1838 BD-DEB TRADING FD        COM             28252010    1984146     100034     X         5            30569          0      69465
1838 BD-DEB TRADING FD        COM             28252010      59400       3000     X  X      6             3000          0          0
1838 BD-DEB TRADING FD        COM             28252010      35640       1800     X         6             1800          0          0
EL PASO CORP                  COM             28336L10    1713003     234658     X         3           234658          0          0
EL PASO CORP                  COM             28336L10    6901919     947488     X         5           701780          0     245708
EL PASO CORP                  COM             28336L10     266910      36563     X  X      6            28456       3875       4232
EL PASO CORP                  COM             28336L10     718809      98467     X         6            28386          0      70081
EL PASO CORP                  COM             28336L10       3650        500     X  X      7              500          0          0
EL PASO CORP                  COM             28336L10        730        100     X         7              100          0          0
EL PASO CORP                  COM             28336L10      71540       9800     X         8             9800          0          0
EL PASO ELEC CO               COM NEW         28367785     340489      28855     X         5                0          0      28855
EL PASO ELEC CO               COM NEW         28367785      21656       1875     X  X      6             1675        200          0
EL PASO ELEC CO               COM NEW         28367785     677003      58615     X         6            58615          0          0
EL PASO ENERGY CAP TR I       PFD CV TR SECS  28367820    1740038      57751     X         5            57751          0          0
EL PASO ENERGY CAP TR I       PFD CV TR SECS  28367820      27117        900     X  X      6              900          0          0
ELAN PLC                      ADR             28413120        577        108     X         13               0          0        108
ELAN PLC                      ADR             28413120     297120      56127     X         5            51962          0       4165
ELAN PLC                      ADR             28413120      61364      11600     X  X      6            11600          0          0
ELAN PLC                      ADR             28413120     670772     126800     X         6           126800          0          0
ELECTRO RENT CORP             COM             28521810     245804      19600     X         6            19600          0          0
ELECTRO SCIENTIFIC INDS       COM             28522910       5370        245     X         13               0          0        245
ELECTRO SCIENTIFIC INDS       COM             28522910     400268      18365     X         5             2635          0      15730
ELECTRONIC ARTS INC           COM             28551210     156706       1700     X  X      1             1700          0          0
ELECTRONIC ARTS INC           COM             28551210     181240       1910     X         13               0          0       1910
ELECTRONIC ARTS INC           COM             28551210   36290230     392237     X         3           392237          0          0
ELECTRONIC ARTS INC           COM             28551210       2212         24     X         4               24          0          0
ELECTRONIC ARTS INC           COM             28551210    7204275      78064     X         5            74988          0       3076
ELECTRONIC ARTS INC           COM             28551210    1304531      14152     X  X      6             6261          0       7891
ELECTRONIC ARTS INC           COM             28551210   15344467     166462     X         6            73792        186      92484
ELECTRONIC ARTS INC           COM             28551210      26271        285     X         7              285          0          0
ELECTRONIC DATA SYS NEW       COM             28566110        808         40     X         1               40          0          0
ELECTRONIC DATA SYS NEW       COM             28566110       4040        200     X         11               0          0        200
ELECTRONIC DATA SYS NEW       COM             28566110     339947      16705     X         13               0          0      16705
ELECTRONIC DATA SYS NEW       COM             28566110    3836546     189928     X         3           189928          0          0
ELECTRONIC DATA SYS NEW       COM             28566110    2641250     130043     X         5            34108          0      95935
ELECTRONIC DATA SYS NEW       COM             28566110    1067489      52846     X  X      6            46270       5078       1498
ELECTRONIC DATA SYS NEW       COM             28566110    2647634     131071     X         6            77765          0      53306
ELECTRONICS BOUTIQUE HLDGS C  COM             28604510     859980      29821     X         5            18562          0      11259
ELECTRONICS BOUTIQUE HLDGS C  COM             28604510     172791       6048     X         6             6048          0          0
ELECTRONICS FOR IMAGING INC   COM             28608210        990         42     X         13               0          0         42
ELECTRONICS FOR IMAGING INC   COM             28608210    4670063     200260     X         3           200260          0          0
ELECTRONICS FOR IMAGING INC   COM             28608210     397803      17037     X         5            15716          0       1321
ELECTRONICS FOR IMAGING INC   COM             28608210     317685      13617     X         6             4812          0       8805
ELECTRONICS FOR IMAGING INC   COM             28608210       5249        225     X  X      7              225          0          0
ELKCORP                       COM             28745610     332196      14100     X         6             1600          0      12500
ELLSWORTH CONV GROWTH & INCO  COM             28907410    1250360     154062     X         5            61688          0      92374
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10     307153      14557     X         3            14557          0          0
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10       6570        300     X         5                0          0        300
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10       8440        400     X  X      6              400          0          0
EMBRAER-EMPRESA BRASILEIRA D  SP ADR PFD SHS  29081M10      14770        700     X         6              700          0          0
EMCOR GROUP INC               COM             29084Q10      21275        500     X         5              500          0          0
EMCOR GROUP INC               COM             29084Q10     172753       4060     X  X      6             4060          0          0
EMCOR GROUP INC               COM             29084Q10     875296      20571     X         6            20571          0          0
EMERGING MKTS TELECOMNC FD N  COM             29089010       2061        317     X         3              317          0          0
EMERGING MKTS TELECOMNC FD N  COM             29089010       5850        900     X         5              900          0          0
EMERGING MKTS TELECOMNC FD N  COM             29089010    1203502     185154     X         9           185154          0          0
EMERSON ELEC CO               COM             29101110      65813       1250     X  X      1              750        500          0
EMERSON ELEC CO               COM             29101110     131625       2500     X         1             2500          0          0
EMERSON ELEC CO               COM             29101110    1000087      18995     X         11            6650          0      12345
EMERSON ELEC CO               COM             29101110      37704        711     X         13               0          0        711
EMERSON ELEC CO               COM             29101110   24097978     451985     X         3           451985          0          0
EMERSON ELEC CO               COM             29101110    7045288     133256     X         5            55972          0      77284
EMERSON ELEC CO               COM             29101110   36196770     687498     X  X      6           651296      19400      16802
EMERSON ELEC CO               COM             29101110   28374612     538929     X         6           425793       3818     109318
EMERSON ELEC CO               COM             29101110      11688        222     X  X      7              222          0          0
EMERSON ELEC CO               COM             29101110      14795        281     X         7              281          0          0
EMERSON ELEC CO               COM             29101110    6215333     118050     X         8           118050          0          0
EMMIS COMMUNICATIONS CORP     CL A            29152510    1307523      64793     X         3            64793          0          0
EMMIS COMMUNICATIONS CORP     CL A            29152510     265797      13088     X         5            12335          0        753
EMMIS COMMUNICATIONS CORP     CL A            29152510      51086       2524     X  X      6             2524          0          0
EMMIS COMMUNICATIONS CORP     CL A            29152510     469082      23176     X         6            23176          0          0
EMPIRE DIST ELEC CO           COM             29164110      94092       4275     X         5             4010          0        265
EMPIRE DIST ELEC CO           COM             29164110     101200       4600     X  X      6             4600          0          0
EMPIRE DIST ELEC CO           COM             29164110      19800        900     X         6              900          0          0
EMULEX CORP                   COM NEW         29247520    1277968      48555     X         13               0          0      48555
EMULEX CORP                   COM NEW         29247520      90062          0     X         3                0          0          0
EMULEX CORP                   COM NEW         29247520       1783         70     X         4               70          0          0
EMULEX CORP                   COM NEW         29247520     500418      19249     X         5             7312          0      11937
EMULEX CORP                   COM NEW         29247520     343565      13489     X  X      6            13489          0          0
EMULEX CORP                   COM NEW         29247520    4470316     175513     X         6           172309        528       2676
EMULEX CORP                   COM NEW         29247520       3566        140     X  X      7              140          0          0
EMULEX CORP                   COM NEW         29247520      19918        782     X         7              782          0          0
ENCANA CORP                   COM             29250510      17717          0     X         3                0          0          0
ENCANA CORP                   COM             29250510     796583      21894     X         5            21515          0        379
ENCANA CORP                   COM             29250510     141482       3889     X  X      6             3389        500          0
ENCANA CORP                   COM             29250510     899314      24720     X         6            23969          0        751
ENCANA CORP                   COM             29250510      12806        352     X  X      7              352          0          0
ENBRIDGE ENERGY PARTNERS L P  COM             29250R10     265806       5425     X         5             2474          0       2951
ENBRIDGE ENERGY PARTNERS L P  COM             29250R10     252939       5180     X  X      6             2580       2000        600
ENBRIDGE ENERGY PARTNERS L P  COM             29250R10     288488       5908     X         6             5908          0          0
ENBRIDGE ENERGY MANAGEMENT L  SHS UNITS LLI   29250X10       4078         92     X         3               92          0          0
ENBRIDGE ENERGY MANAGEMENT L  SHS UNITS LLI   29250X10     101513       2290     X         5             2134          0        156
ENBRIDGE ENERGY MANAGEMENT L  SHS UNITS LLI   29250X10     206315       4654     X  X      6             4654          0          0
ENBRIDGE ENERGY MANAGEMENT L  SHS UNITS LLI   29250X10    1172667      26453     X         6            26453          0          0
ENDESA S A                    SPONSORED ADR   29258N10     395023      25601     X         13               0          0      25601
ENDESA S A                    SPONSORED ADR   29258N10     420610      27060     X         5            25621          0       1439
ENDESA S A                    SPONSORED ADR   29258N10     110125       7082     X  X      6             7082          0          0
ENDESA S A                    SPONSORED ADR   29258N10     474695      30527     X         6            30527          0          0
ENDESA S A                    SPONSORED ADR   29258N10       7542        485     X  X      7              485          0          0
ENDO PHARMACEUTICALS HLDGS I  COM             29264F20   30092686    1467700     X         3          1467700          0          0
ENDO PHARMACEUTICALS HLDGS I  COM             29264F20     106225       5174     X         5             4874          0        300
ENDO PHARMACEUTICALS HLDGS I  COM             29264F20      28937       1415     X         6             1415          0          0
ENERGEN CORP                  COM             29265N10      21708        600     X         1              600          0          0
ENERGEN CORP                  COM             29265N10    3979800     110000     X         3           110000          0          0
ENERGEN CORP                  COM             29265N10    1775171      48577     X         5            30169          0      18408
ENERGEN CORP                  COM             29265N10      56694       1567     X  X      6             1367          0        200
ENERGEN CORP                  COM             29265N10      83395       2305     X         6             2305          0          0
ENERGY EAST CORP              COM             29266M10      13458        600     X         11               0          0        600
ENERGY EAST CORP              COM             29266M10    3202690     142786     X         3           142786          0          0
ENERGY EAST CORP              COM             29266M10    1139671      50045     X         5            17048          0      32997
ENERGY EAST CORP              COM             29266M10     794788      35434     X  X      6            23101       7875       4458
ENERGY EAST CORP              COM             29266M10     192360       8576     X         6             7830          0        746
ENERGY EAST CORP              COM             29266M10       6123        273     X  X      7              273          0          0
ENERGIZER HLDGS INC           COM             29266R10    3099343      83790     X         3            83790          0          0
ENERGIZER HLDGS INC           COM             29266R10        919         25     X  X      4               25          0          0
ENERGIZER HLDGS INC           COM             29266R10    6825586     184411     X         5           102969          0      81442
ENERGIZER HLDGS INC           COM             29266R10     281107       7645     X  X      6             7617          0         28
ENERGIZER HLDGS INC           COM             29266R10     523568      14239     X         6            14239          0          0
ENERPLUS RES FD               UNIT TR G NEW   29274D60      84768       3200     X         13               0          0       3200
ENERPLUS RES FD               UNIT TR G NEW   29274D60     497754      19084     X         5            17684          0       1400
ENERPLUS RES FD               UNIT TR G NEW   29274D60      53663       2060     X  X      6              660       1000        400
ENERPLUS RES FD               UNIT TR G NEW   29274D60     125040       4800     X         6             4800          0          0
ENGELHARD CORP                COM             29284510    6109536     220800     X         11          186800          0      34000
ENGELHARD CORP                COM             29284510    1370384      48689     X         3            48689          0          0
ENGELHARD CORP                COM             29284510     369592      13356     X         5            13306          0         50
ENGELHARD CORP                COM             29284510     361896      13079     X  X      6            10467       2612          0
ENGELHARD CORP                COM             29284510    1619497      58529     X         6            27867          0      30662
ENGINEERED SUPPORT SYS INC    COM             29286610     851477      14074     X         3            14074          0          0
ENGINEERED SUPPORT SYS INC    COM             29286610    1301654      21451     X         5            19267          0       2184
ENGINEERED SUPPORT SYS INC    COM             29286610      43535        719     X         6              100          0        619
ENERGYSOUTH INC               COM             29297010    1121580      33490     X         5                0          0      33490
ENERGYSOUTH INC               COM             29297010      14792        472     X  X      6              472          0          0
ENPRO INDS INC                COM             29355X10    5449452     564710     X         3           564710          0          0
ENPRO INDS INC                COM             29355X10      31686       3274     X         5             2834          0        440
ENPRO INDS INC                COM             29355X10      52564       5447     X         6             5447          0          0
ENTEGRIS INC                  COM             29362U10     487420      42019     X         13               0          0      42019
ENTEGRIS INC                  COM             29362U10      21380          0     X         3                0          0          0
ENTEGRIS INC                  COM             29362U10       5074        449     X  X      6              449          0          0
ENTEGRIS INC                  COM             29362U10      38047       3367     X         6             3316         51          0
ENTERASYS NETWORKS INC        COM             29363710       1200        300     X         13               0          0        300
ENTERASYS NETWORKS INC        COM             29363710    4490400    1122600     X         3          1122600          0          0
ENTERASYS NETWORKS INC        COM             29363710      31680       7920     X         5             7720          0        200
ENTERASYS NETWORKS INC        COM             29363710       1600        400     X  X      6              400          0          0
ENTERASYS NETWORKS INC        COM             29363710     656000     164000     X         6           143300          0      20700
ENTERCOM COMMUNICATIONS CORP  CL A            29363910    2806270      62612     X         3            62612          0          0
ENTERCOM COMMUNICATIONS CORP  CL A            29363910      24159        525     X         5              125          0        400
ENTERCOM COMMUNICATIONS CORP  CL A            29363910       8964        200     X  X      6              200          0          0
ENTERCOM COMMUNICATIONS CORP  CL A            29363910      56473       1260     X         6             1260          0          0
ENTERGY CORP NEW              COM             29364G10      55057       1008     X         13               0          0       1008
ENTERGY CORP NEW              COM             29364G10   29390671     542764     X         3           542764          0          0
ENTERGY CORP NEW              COM             29364G10    3146898      58057     X         5            51437          0       6620
ENTERGY CORP NEW              COM             29364G10    1657856      30616     X  X      6             8769       5138      16709
ENTERGY CORP NEW              COM             29364G10    5388791      99516     X         6            32695          0      66821
ENTERGY CORP NEW              COM             29364G10       2708         50     X         7               50          0          0
ENTERPRISE PRODS PARTNERS L   COM             29379210     568496      25183     X         5            21183          0       4000
ENTERPRISE PRODS PARTNERS L   COM             29379210     443028      19603     X  X      6             9603      10000          0
ENTERPRISE PRODS PARTNERS L   COM             29379210    1228016      54337     X         6            54237          0        100
ENTERTAINMENT PPTYS TR        COM SH BEN INT  29380T10     374470      12459     X         5            11459          0       1000
ENTERTAINMENT PPTYS TR        COM SH BEN INT  29380T10      31500       1050     X         6             1050          0          0
ENTREMED INC                  COM             29382F10     307450      65000     X         3            65000          0          0
ENTREMED INC                  COM             29382F10      89325      18880     X         5            18430          0        450
ENTREMED INC                  COM             29382F10       9460       2000     X  X      6                0          0       2000
ENTREMED INC                  COM             29382F10        473        100     X         6              100          0          0
ENTRAVISION COMMUNICATIONS C  CL A            29382R10    7148750     752500     X         3           752500          0          0
ENTRAVISION COMMUNICATIONS C  CL A            29382R10      72979       7682     X  X      6             7682          0          0
ENTRAVISION COMMUNICATIONS C  CL A            29382R10     865336      91088     X         6            68388          0      22700
ENZON PHARMACEUTICALS INC     COM             29390410     465600      40000     X         3            40000          0          0
ENZON PHARMACEUTICALS INC     COM             29390410     133712      11672     X         5             1434          0      10238
ENZON PHARMACEUTICALS INC     COM             29390410        431         37     X         6               37          0          0
ENVIRONMENTAL TECTONICS CORP  COM             29409210      11418       1730     X  X      6             1730          0          0
ENVIRONMENTAL TECTONICS CORP  COM             29409210      67089      10165     X         6            10165          0          0
EON LABS INC                  COM             29412E10     431960      11271     X         5            10271          0       1000
EON LABS INC                  COM             29412E10      53676       1400     X         6             1400          0          0
EQUIFAX INC                   COM             29442910      10175        450     X         13               0          0        450
EQUIFAX INC                   COM             29442910    1214762      54547     X         3            54547          0          0
EQUIFAX INC                   COM             29442910     385692      17284     X         5            14985          0       2299
EQUIFAX INC                   COM             29442910    3039076     136465     X  X      6            97364      36401       2700
EQUIFAX INC                   COM             29442910    3226968     144902     X         6           111502          0      33400
EQUITABLE RES INC             COM             29454910    5398978     131362     X         3           131362          0          0
EQUITABLE RES INC             COM             29454910    3346609      81426     X         5            63144          0      18282
EQUITABLE RES INC             COM             29454910    3250435      79086     X  X      6            77336       1750          0
EQUITABLE RES INC             COM             29454910    3274601      79674     X         6            79674          0          0
EQUITEX INC                   COM PAR $0.02   29459230     381827     406199     X         6           406199          0          0
EQUITY INCOME FD              UT 1 EX SR-ATT  29470070      51705        712     X         5              712          0          0
EQUITY INCOME FD              UT 1 EX SR-ATT  29470070     250757       3453     X  X      6             3453          0          0
EQUITY INCOME FD              UT 1 EX SR-ATT  29470070     593741       8176     X         6             8176          0          0
EQUITY INNS INC               COM             29470310      14668       1900     X         13               0          0       1900
EQUITY INNS INC               COM             29470310      82805      10984     X         5            10484          0        500
EQUITY INNS INC               COM             29470310      30120       4000     X         6             4000          0          0
EQUITY INNS INC               COM             29470310       4518        600     X  X      7              600          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110      68825       2500     X         1             2500          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110     299534      10794     X         13               0          0      10794
EQUITY OFFICE PROPERTIES TRU  COM             29474110   11977229     435061     X         3           435061          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110       5506        200     X         4              200          0          0
EQUITY OFFICE PROPERTIES TRU  COM             29474110    3507801     126848     X         5            55610          0      71238
EQUITY OFFICE PROPERTIES TRU  COM             29474110    2145193      77922     X  X      6            10768          0      67154
EQUITY OFFICE PROPERTIES TRU  COM             29474110    3284357     119301     X         6            20683          0      98618
EQUITY ONE                    COM             29475210    2800733     164749     X         5           164749          0          0
EQUITY ONE                    COM             29475210      74800       4400     X  X      6             3650          0        750
EQUITY ONE                    COM             29475210      14450        850     X         6              850          0          0
EQUITY RESIDENTIAL            SH BEN INT      29476L10    3115158     106392     X         3           106392          0          0
EQUITY RESIDENTIAL            SH BEN INT      29476L10     575156      19521     X         5             3195          0      16326
EQUITY RESIDENTIAL            SH BEN INT      29476L10    2336427      79796     X  X      6            34376       2650      42770
EQUITY RESIDENTIAL            SH BEN INT      29476L10    5105378     174364     X         6           121925          0      52439
EQUITY RESIDENTIAL            PFD CV 1/10 G   29476L85     212543       8150     X         5             7850          0        300
ERESEARCHTECHNOLOGY INC       COM             29481V10    1875212      53839     X         3            53839          0          0
ERESEARCHTECHNOLOGY INC       COM             29481V10     158650       4576     X         5             4576          0          0
ERESEARCHTECHNOLOGY INC       COM             29481V10      80954       2335     X         6                0          0       2335
ERICSSON L M TEL CO           ADR B SEK 10    29482160       2513        168     X         13               0          0        168
ERICSSON L M TEL CO           ADR B SEK 10    29482160     585192      38000     X         3            38000          0          0
ERICSSON L M TEL CO           ADR B SEK 10    29482160     256478      17339     X         5            11204          0       6135
ERICSSON L M TEL CO           ADR B SEK 10    29482160     360532      24526     X  X      6            23059        206       1261
ERICSSON L M TEL CO           ADR B SEK 10    29482160     830638      56506     X         6            56346          0        160
ERICSSON L M TEL CO           ADR B SEK 10    29482160        735         50     X         7               50          0          0
ESCO TECHNOLOGIES INC         COM             29631510      56271       1243     X         5             1243          0          0
ESCO TECHNOLOGIES INC         COM             29631510      36533        807     X  X      6              807          0          0
ESCO TECHNOLOGIES INC         COM             29631510     177504       3921     X         6             3921          0          0
ESPEED INC                    CL A            29664310    3622280     160207     X         3           160207          0          0
ESPEED INC                    CL A            29664310     330283      14548     X         5             8666          0       5882
ESPEED INC                    CL A            29664310      59261       2621     X  X      6             2621          0          0
ESPEED INC                    CL A            29664310     532601      23556     X         6            16585          0       6971
ESTERLINE TECHNOLOGIES CORP   COM             29742510   25572078    1325665     X         11          920925          0     404740
ESTERLINE TECHNOLOGIES CORP   COM             29742510     106963       5545     X         5             5545          0          0
ESTERLINE TECHNOLOGIES CORP   COM             29742510       3858        200     X         6              200          0          0
ETABLISSEMENTS DELHAIZE FRER  SPONSORED ADR   29759W10      20504        495     X         5              178          0        317
ETABLISSEMENTS DELHAIZE FRER  SPONSORED ADR   29759W10     219765       5393     X  X      6             4953          0        440
ETABLISSEMENTS DELHAIZE FRER  SPONSORED ADR   29759W10    1266225      31073     X         6             3446          0      27627
ETHAN ALLEN INTERIORS INC     COM             29760210    4316508     119100     X         3           119100          0          0
ETHAN ALLEN INTERIORS INC     COM             29760210     732103      20311     X         5            15274          0       5037
ETHAN ALLEN INTERIORS INC     COM             29760210      17676        491     X  X      6              491          0          0
ETHAN ALLEN INTERIORS INC     COM             29760210     621648      17268     X         6            15196         22       2050
ETHYL CORP                    COM NEW         29765960      66674       5300     X         11               0          0       5300
ETHYL CORP                    COM NEW         29765960       4615        360     X         5              200          0        160
ETHYL CORP                    COM NEW         29765960      78731       6258     X  X      6             6258          0          0
ETHYL CORP                    COM NEW         29765960      18581       1477     X         6             1477          0          0
EUROPE FD INC                 COM             29874M10       8830       1000     X         5                0          0       1000
EUROPE FD INC                 COM             29874M10    5541981     630487     X         9           630487          0          0
EUROPEAN WT FD INC            COM             29879210       3093       1554     X         5              580          0        974
EUROPEAN WT FD INC            COM             29879210    1276714     658100     X         9           658100          0          0
EVERGREEN RES INC             COM NO PAR      29990030     269542       9766     X         13               0          0       9766
EVERGREEN RES INC             COM NO PAR      29990030    5009040     184700     X         3           184700          0          0
EVERGREEN RES INC             COM NO PAR      29990030     530565      19479     X         5            11759          0       7720
EVERGREEN RES INC             COM NO PAR      29990030     221076       8188     X  X      6             2188          0       6000
EVERGREEN RES INC             COM NO PAR      29990030     785727      29101     X         6            25677         24       3400
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10    1494096     100410     X         13               0          0     100410
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10    2766910     186358     X         5            67807          0     118551
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10      59988       4056     X  X      6             4056          0          0
EVERGREEN INCOME ADVANTAGE F  COM SHS         30023Y10     144173       9748     X         6             9748          0          0
EVERGREEN MANAGED INCOME FD   COM SHS         30024Y10     959445      52468     X         5            29833          0      22635
EXAR CORP                     COM             30064510    9569543     677250     X         3           677250          0          0
EXAR CORP                     COM             30064510    1295892      92300     X         6            80550          0      11750
EXELON CORP                   COM             30161N10      91567       1442     X  X      1             1442          0          0
EXELON CORP                   COM             30161N10      12920        200     X         13               0          0        200
EXELON CORP                   COM             30161N10   51066637     802707     X         3           802707          0          0
EXELON CORP                   COM             30161N10    9845481     154710     X         5           135287          0      19423
EXELON CORP                   COM             30161N10    4039553      63615     X  X      6            59110       1143       3362
EXELON CORP                   COM             30161N10   12901994     203181     X         6            59726         60     143395
EXELIXIS INC                  COM             30161Q10     142473      18782     X         5              182          0      18600
EXPEDITORS INTL WASH INC      COM             30213010    3845971     111769     X         3           111769          0          0
EXPEDITORS INTL WASH INC      COM             30213010    2934482      84779     X         5            63486          0      21293
EXPEDITORS INTL WASH INC      COM             30213010      44445       1292     X  X      6             1292          0          0
EXPEDITORS INTL WASH INC      COM             30213010      29825        867     X         6              867          0          0
EXPRESS SCRIPTS INC           COM             30218210      42777        700     X  X      1              700          0          0
EXPRESS SCRIPTS INC           COM             30218210   16391196     268049     X         3           268049          0          0
EXPRESS SCRIPTS INC           COM             30218210     442751       7232     X         5             6521          0        711
EXPRESS SCRIPTS INC           COM             30218210      61110       1000     X  X      6             1000          0          0
EXPRESS SCRIPTS INC           COM             30218210    1963159      32125     X         6            19350        175      12600
EXPRESSJET HOLDINGS INC       CL A            30218U10     253685      18383     X         5            18383          0          0
EXTENDED STAY AMER INC        COM             30224P10   10926297     729742     X         3           729742          0          0
EXTENDED STAY AMER INC        COM             30224P10      13288        890     X  X      6              890          0          0
EXTENDED STAY AMER INC        COM             30224P10     630389      42223     X         6            37165         58       5000
EXTREME NETWORKS INC          COM             30226D10        804        125     X         13               0          0        125
EXTREME NETWORKS INC          COM             30226D10     368668      58321     X         5            57601          0        720
EXTREME NETWORKS INC          COM             30226D10       6004        950     X  X      6              950          0          0
EXTREME NETWORKS INC          COM             30226D10       3160        500     X         6              500          0          0
EXULT INC DEL                 COM             30228410    3536354     439845     X         3           439845          0          0
EXULT INC DEL                 COM             30228410     107669      13379     X         5            11679          0       1700
EXULT INC DEL                 COM             30228410     154955      19273     X         6                0          0      19273
EXXON MOBIL CORP              COM             30231G10    6179910     168850     X  X      1           167350       1500          0
EXXON MOBIL CORP              COM             30231G10    7174991     196038     X         1           195110          0        928
EXXON MOBIL CORP              COM             30231G10     639256      17466     X         11               0          0      17466
EXXON MOBIL CORP              COM             30231G10    2882650      77179     X         13               0          0      77179
EXXON MOBIL CORP              COM             30231G10  228085775    6129076     X         3          6129076          0          0
EXXON MOBIL CORP              COM             30231G10      43920       1200     X  X      4             1200          0          0
EXXON MOBIL CORP              COM             30231G10      94648       2586     X         4             2586          0          0
EXXON MOBIL CORP              COM             30231G10   54358108    1473781     X         5           916829          0     556952
EXXON MOBIL CORP              COM             30231G10  677936024   18522842     X  X      6         14829841    3068262     624740
EXXON MOBIL CORP              COM             30231G10  550472268   15040226     X         6         13550289      41699    1448238
EXXON MOBIL CORP              COM             30231G10      30561        835     X  X      7              835          0          0
EXXON MOBIL CORP              COM             30231G10    1286636      35154     X         7            35154          0          0
F&C CLAYMORE PFD SECS INC FD  COM SHS         30236V10     836415      32651     X         5            13577          0      19074
FEI CO                        COM             30241L10    1757502      75300     X         3            75300          0          0
FEI CO                        COM             30241L10      57011       2386     X         5             1337          0       1049
FEI CO                        COM             30241L10      34683       1486     X  X      6             1486          0          0
FEI CO                        COM             30241L10     210620       9024     X         6             9024          0          0
FEI CO                        COM             30241L10      11670        500     X         7              500          0          0
FLIR SYS INC                  COM             30244510    4835083     188723     X         3           188723          0          0
FLIR SYS INC                  COM             30244510     427328      16548     X         5             4406          0      12142
FLIR SYS INC                  COM             30244510      53890       2120     X  X      6             2120          0          0
FLIR SYS INC                  COM             30244510     959758      37756     X         6            23525          0      14231
F M C CORP                    COM NEW         30249130    3779824     149993     X         3           149993          0          0
F M C CORP                    COM NEW         30249130      62936       2478     X         5             1778          0        700
F M C CORP                    COM NEW         30249130      71518       2838     X  X      6             2838          0          0
F M C CORP                    COM NEW         30249130      10080        400     X         6              400          0          0
F M C CORP                    COM NEW         30249130    1506960      59800     X         8            59800          0          0
FMC TECHNOLOGIES INC          COM             30249U10    1383432      64586     X         3            64586          0          0
FMC TECHNOLOGIES INC          COM             30249U10      41687       1909     X         5             1024          0        885
FMC TECHNOLOGIES INC          COM             30249U10      12402        579     X  X      6              579          0          0
FMC TECHNOLOGIES INC          COM             30249U10      30631       1430     X         6             1430          0          0
F N B CORP N C                COM             30251910     135564       5216     X         5                0          0       5216
F N B CORP N C                COM             30251910     719595      29157     X         6            29157          0          0
FNB CORP PA                   COM             30252010      76418       2215     X         5             2215          0          0
FNB CORP PA                   COM             30252010     138483       4014     X  X      6             4014          0          0
FNB CORP PA                   COM             30252010     155112       4496     X         6             4496          0          0
FNB FINANCIAL SERVICES CORP   COM             30252610      54813       2499     X         13               0          0       2499
FNB FINANCIAL SERVICES CORP   COM             30252610      79479       4008     X  X      6             4008          0          0
FNB FINANCIAL SERVICES CORP   COM             30252610     314087      15839     X         6            15839          0          0
FPL GROUP INC                 COM             30257110     240160       3800     X  X      1             3800          0          0
FPL GROUP INC                 COM             30257110     363400       5750     X         1             5650          0        100
FPL GROUP INC                 COM             30257110      40448        640     X         11               0          0        640
FPL GROUP INC                 COM             30257110      66578       1046     X         13               0          0       1046
FPL GROUP INC                 COM             30257110   24803472     391299     X         3           391299          0          0
FPL GROUP INC                 COM             30257110      12640        200     X  X      4              200          0          0
FPL GROUP INC                 COM             30257110      12640        200     X         4              200          0          0
FPL GROUP INC                 COM             30257110    7028537     111118     X         5            98052          0      13066
FPL GROUP INC                 COM             30257110   36830053     582754     X  X      6           505888      28727      48139
FPL GROUP INC                 COM             30257110   66138737    1046499     X         6           943179       3281     100039
FPL GROUP INC                 COM             30257110      17380        275     X  X      7              275          0          0
FPL GROUP INC                 COM             30257110     121534       1923     X         7             1923          0          0
FX ENERGY INC                 COM             30269510       8560       2675     X         13               0          0       2675
FX ENERGY INC                 COM             30269510     156218      48818     X         5                0          0      48818
FTI CONSULTING INC            COM             30294110   44232958    2549450     X         11         2011300       1600     536550
FTI CONSULTING INC            COM             30294110     720025      41500     X         3            41500          0          0
FTI CONSULTING INC            COM             30294110     336145      19363     X         5            18904          0        459
FTI CONSULTING INC            COM             30294110       8675        500     X  X      6              500          0          0
FTI CONSULTING INC            COM             30294110      16309        940     X         6              940          0          0
FACTSET RESH SYS INC          COM             30307510    1806553      40734     X         3            40734          0          0
FACTSET RESH SYS INC          COM             30307510     177526       3973     X         5             3176          0        797
FACTSET RESH SYS INC          COM             30307510      72690       1639     X  X      6             1639          0          0
FACTSET RESH SYS INC          COM             30307510     479512      10812     X         6             9061          0       1751
FAIR ISAAC CORP               COM             30325010    2800659      47501     X         3            47501          0          0
FAIR ISAAC CORP               COM             30325010    1062809      18001     X         5            11877          0       6124
FAIR ISAAC CORP               COM             30325010       2653         45     X  X      6               45          0          0
FAIR ISAAC CORP               COM             30325010      75940       1288     X         6             1288          0          0
FAIR ISAAC CORP               COM             30325010      13915        236     X  X      7              236          0          0
FAIRCHILD SEMICONDUCTOR INTL  COM             30372610    1905042     114900     X         3           114900          0          0
FAIRCHILD SEMICONDUCTOR INTL  COM             30372610       4916        292     X         5               24          0        268
FAIRCHILD SEMICONDUCTOR INTL  COM             30372610     111501       6725     X         6             6725          0          0
FAIRMONT HOTELS RESORTS INC   COM             30520410    4004137     155497     X         5           155295          0        202
FAIRMONT HOTELS RESORTS INC   COM             30520410       9862        383     X  X      6              187        196          0
FAIRMONT HOTELS RESORTS INC   COM             30520410      31415       1220     X         6             1220          0          0
FALCON PRODS INC              COM             30607510     228000      40000     X         5            40000          0          0
FAMILY DLR STORES INC         COM             30700010      69808       1750     X  X      1             1750          0          0
FAMILY DLR STORES INC         COM             30700010      23934        600     X         1              600          0          0
FAMILY DLR STORES INC         COM             30700010    2755641      66851     X         3            66851          0          0
FAMILY DLR STORES INC         COM             30700010       3191         80     X  X      4               80          0          0
FAMILY DLR STORES INC         COM             30700010       5744        144     X         4              144          0          0
FAMILY DLR STORES INC         COM             30700010     870582      21708     X         5            17865          0       3843
FAMILY DLR STORES INC         COM             30700010   14572296     365312     X  X      6           342397      13465       9450
FAMILY DLR STORES INC         COM             30700010   15828033     396792     X         6           378253        330      18209
FAMILY DLR STORES INC         COM             30700010      22139        555     X         7              555          0          0
FARGO ELECTRONICS INC         COM             30744P10    3720849     297430     X         5           297430          0          0
FASTENAL CO                   COM             31190010       3824        100     X         13               0          0        100
FASTENAL CO                   COM             31190010    3413794      90312     X         3            90312          0          0
FASTENAL CO                   COM             31190010    2262635      59528     X         5            29183          0      30345
FASTENAL CO                   COM             31190010      60432       1600     X  X      6             1600          0          0
FASTENAL CO                   COM             31190010     134084       3550     X         6              550          0       3000
FEDDERS CORP                  COM NEW         31313550      63800      11000     X         5            11000          0          0
FEDDERS CORP                  COM NEW         31313550      97816      16865     X  X      6                0        865      16000
FEDDERS CORP                  COM NEW         31313550       5800       1000     X         6             1000          0          0
FEDERAL HOME LN MTG CORP      COM             31340030     149198       2850     X         1             2850          0          0
FEDERAL HOME LN MTG CORP      COM             31340030       2356         45     X         11               0          0         45
FEDERAL HOME LN MTG CORP      COM             31340030     631576      11759     X         13               0          0      11759
FEDERAL HOME LN MTG CORP      COM             31340030   53829673    1007072     X         3          1007072          0          0
FEDERAL HOME LN MTG CORP      COM             31340030      15286        292     X  X      4              292          0          0
FEDERAL HOME LN MTG CORP      COM             31340030       8795        168     X         4              168          0          0
FEDERAL HOME LN MTG CORP      COM             31340030   14627860     277665     X         5           209958          0      67707
FEDERAL HOME LN MTG CORP      COM             31340030   16232636     310079     X  X      6           264090      16870      29119
FEDERAL HOME LN MTG CORP      COM             31340030   42614209     814025     X         6           650371       1540     162114
FEDERAL HOME LN MTG CORP      COM             31340030      36540        698     X         7              698          0          0
FEDERAL NATL MTG ASSN         COM             31358610     593190       8450     X  X      1             8450          0          0
FEDERAL NATL MTG ASSN         COM             31358610    1439100      20500     X         1            20500          0          0
FEDERAL NATL MTG ASSN         COM             31358610    6183918      88090     X         11            5400          0      82690
FEDERAL NATL MTG ASSN         COM             31358610    1197797      16868     X         13               0          0      16868
FEDERAL NATL MTG ASSN         COM             31358610  107249895    1504110     X         3          1504110          0          0
FEDERAL NATL MTG ASSN         COM             31358610      11092        158     X  X      4              158          0          0
FEDERAL NATL MTG ASSN         COM             31358610       8986        128     X         4              128          0          0
FEDERAL NATL MTG ASSN         COM             31358610   30557261     433052     X         5           239248          0     193804
FEDERAL NATL MTG ASSN         COM             31358610   69726852     993260     X  X      6           775244     162371      55645
FEDERAL NATL MTG ASSN         COM             31358610   99154341    1412455     X         6          1214582       2925     194948
FEDERAL NATL MTG ASSN         COM             31358610      94559       1347     X         7             1347          0          0
FEDERAL NATL MTG ASSN         COM             31358610    4204980      59900     X         8            59900          0          0
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720      18675        500     X         13               0          0        500
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720     676613      18296     X         5            13761          0       4535
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720     234651       6366     X  X      6             6166          0        200
FEDERAL REALTY INVT TR        SH BEN INT NEW  31374720     146002       3961     X         6             3561          0        400
FEDERAL SIGNAL CORP           COM             31385510      20480       1350     X         13               0          0       1350
FEDERAL SIGNAL CORP           COM             31385510     700002      46980     X         3            46980          0          0
FEDERAL SIGNAL CORP           COM             31385510     901323      59450     X         5             1975          0      57475
FEDERAL SIGNAL CORP           COM             31385510     323732      21727     X  X      6            21227          0        500
FEDERAL SIGNAL CORP           COM             31385510      39515       2652     X         6             2652          0          0
FEDERATED DEPT STORES INC DE  COM             31410H10    8230291     196427     X         3           196427          0          0
FEDERATED DEPT STORES INC DE  COM             31410H10    3784097      90253     X         5            87246          0       3007
FEDERATED DEPT STORES INC DE  COM             31410H10     780346      18624     X  X      6             4133        400      14091
FEDERATED DEPT STORES INC DE  COM             31410H10    5087205     121413     X         6            43475          0      77938
FEDERATED DEPT STORES INC DE  COM             31410H10    2940333      70175     X         8            70175          0          0
FEDERATED INVS INC PA         CL B            31421110    1169605      42224     X         3            42224          0          0
FEDERATED INVS INC PA         CL B            31421110     913320      32080     X         5             1200          0      30880
FEDERATED INVS INC PA         CL B            31421110     143348       5175     X  X      6             5175          0          0
FEDERATED INVS INC PA         CL B            31421110    1582141      57117     X         6            45559          0      11558
FEDEX CORP                    COM             31428X10      57606        876     X         13               0          0        876
FEDEX CORP                    COM             31428X10   24171237     375155     X         3           375155          0          0
FEDEX CORP                    COM             31428X10   15520473     239696     X         5           181892          0      57804
FEDEX CORP                    COM             31428X10    4628973      71845     X  X      6            49124       4453      18268
FEDEX CORP                    COM             31428X10   14212485     220588     X         6           127427       5853      87308
FEDEX CORP                    COM             31428X10      18685        290     X  X      7              290          0          0
FEDEX CORP                    COM             31428X10       9665        150     X         7              150          0          0
FELCOR LODGING TR INC         COM             31430F10     131883      12730     X         5            12730          0          0
FELCOR LODGING TR INC         COM             31430F10      70085       6765     X  X      6             6365        400          0
FELCOR LODGING TR INC         COM             31430F10      42963       4147     X         6             4147          0          0
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310     193715       8500     X         13               0          0       8500
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310     272299      12070     X         5            11570          0        500
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310      13530        600     X  X      6              600          0          0
FERRELLGAS PARTNERS L.P.      UNIT LTD PART   31529310      15785        700     X         6              700          0          0
FERRO CORP                    COM             31540510   47856012    2240450     X         11         1837800       1800     400850
FERRO CORP                    COM             31540510     985380      46132     X         3            46132          0          0
FERRO CORP                    COM             31540510     322861      14901     X         5              602          0      14299
FERRO CORP                    COM             31540510     166138       7778     X  X      6             7778          0          0
FERRO CORP                    COM             31540510     177993       8333     X         6             8333          0          0
F5 NETWORKS INC               COM             31561610    5992221     309100     X         3           309100          0          0
F5 NETWORKS INC               COM             31561610      45659       2365     X         5             2065          0        300
F5 NETWORKS INC               COM             31561610      10236        532     X  X      6              532          0          0
F5 NETWORKS INC               COM             31561610     858354      44613     X         6            39250         63       5300
FIDELITY NATIONAL SOLTNS INC  COM             31620P10     256129      10307     X         5            10307          0          0
FIDELITY NATL FINL INC        COM             31632610      13151        438     X         11               0          0        438
FIDELITY NATL FINL INC        COM             31632610    8691188     289128     X         3           289128          0          0
FIDELITY NATL FINL INC        COM             31632610     946947      31361     X         5            13714          0      17647
FIDELITY NATL FINL INC        COM             31632610     928223      30879     X  X      6            14066          0      16813
FIDELITY NATL FINL INC        COM             31632610    1143062      38026     X         6            20403          0      17623
FIFTH THIRD BANCORP           COM             31677310   12285496     221480     X         3           221480          0          0
FIFTH THIRD BANCORP           COM             31677310    1603722      28274     X         5            10991          0      17283
FIFTH THIRD BANCORP           COM             31677310    2121795      38203     X  X      6            37000          0       1203
FIFTH THIRD BANCORP           COM             31677310    4671580      84112     X         6            39924          0      44188
FIFTH THIRD BANCORP           COM             31677310      14163        255     X  X      7              255          0          0
FIFTH THIRD BANCORP           COM             31677310       3110         56     X         7               56          0          0
FILENET CORP                  COM             31686910    2749751     137008     X         3           137008          0          0
FINANCIAL FED CORP            COM             31749210     127562       4181     X  X      6             4181          0          0
FINANCIAL FED CORP            COM             31749210     910113      29830     X         6            29830          0          0
FIRST AMERN CORP CALIF        COM             31852230    1892101      75988     X         3            75988          0          0
FIRST AMERN CORP CALIF        COM             31852230     225667       9056     X         5             8696          0        360
FIRST AMERN CORP CALIF        COM             31852230      21464        862     X         6              862          0          0
FIRST BANCORP N C             COM             31891010      58800       2000     X         13               0          0       2000
FIRST BANCORP N C             COM             31891010     654591      22265     X         5                0          0      22265
FIRST BANCORP N C             COM             31891010    1207511      43110     X         6            43110          0          0
FIRST CHARTER CORP            COM             31943910     622758      30620     X         5             5778          0      24842
FIRST CHARTER CORP            COM             31943910    5918226     301950     X  X      6           293375          0       8575
FIRST CHARTER CORP            COM             31943910    2762270     140932     X         6           140932          0          0
FIRST CTZNS BANCSHARES INC N  CL A            31946M10      10925        100     X         5                0          0        100
FIRST CTZNS BANCSHARES INC N  CL A            31946M10      75998        719     X  X      6              419        300          0
FIRST CTZNS BANCSHARES INC N  CL A            31946M10    1446716      13687     X         6            13687          0          0
FIRST COLONIAL GROUP INC      COM             31973410       5785        100     X         5                0          0        100
FIRST COLONIAL GROUP INC      COM             31973410     253985       4398     X         6             4398          0          0
FIRST CMNTY BANCSHARES INC N  COM             31983A10     857900      24310     X  X      6            24310          0          0
FIRST CMNTY BANCSHARES INC N  COM             31983A10      15492        439     X         6              439          0          0
FIRST DATA CORP               COM             31996310      15984        400     X  X      1              400          0          0
FIRST DATA CORP               COM             31996310     670649      16783     X         1            16783          0          0
FIRST DATA CORP               COM             31996310       7992        200     X         11               0          0        200
FIRST DATA CORP               COM             31996310     957599      23396     X         13               0          0      23396
FIRST DATA CORP               COM             31996310   50983366    1229277     X         3          1229277          0          0
FIRST DATA CORP               COM             31996310       9431        236     X  X      4              236          0          0
FIRST DATA CORP               COM             31996310      75604       1892     X         4             1892          0          0
FIRST DATA CORP               COM             31996310   33019310     816535     X         5           413885          0     402650
FIRST DATA CORP               COM             31996310   24266389     607267     X  X      6           547094      30005      30168
FIRST DATA CORP               COM             31996310   77615187    1942322     X         6          1634090       2990     305242
FIRST DATA CORP               COM             31996310       9990        250     X  X      7              250          0          0
FIRST DATA CORP               COM             31996310     120559       3017     X         7             3017          0          0
FIRST DATA CORP               DEBT  2.000% 3/ 319963AD     112713     106000     X         5           101000          0       5000
FIRST DATA CORP               DEBT  2.000% 3/ 319963AD       2160       2000     X         6             2000          0          0
FIRST FINL FD INC             COM             32022810      11165        700     X         13               0          0        700
FIRST FINL FD INC             COM             32022810      33410       2110     X         5             1110          0       1000
FIRST FINL FD INC             COM             32022810     226402      14393     X         6            14393          0          0
FIRST FINL HLDGS INC          COM             32023910      38488       1250     X         5              300          0        950
FIRST FINL HLDGS INC          COM             32023910     311780      10317     X  X      6             7596       2721          0
FIRST FINL HLDGS INC          COM             32023910      98366       3255     X         6             3255          0          0
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10       3250        100     X         13               0          0        100
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10     825759      25490     X         5             6200          0      19290
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10      46822       1460     X  X      6              460       1000          0
FIRST INDUSTRIAL REALTY TRUS  COM             32054K10       3945        123     X         6              123          0          0
FIRST LONG IS CORP            COM             32073410     285692       7560     X         6             7560          0          0
FIRST MIDWEST BANCORP DEL     COM             32086710     311688      10491     X         5            10491          0          0
FIRST MIDWEST BANCORP DEL     COM             32086710      53478       1800     X         6             1800          0          0
FIRST NATL CORP ORANGEBURG S  COM             32094210     762962      28791     X  X      6                0      28791          0
FIRST NATL CORP ORANGEBURG S  COM             32094210    3093213     116725     X         6           116725          0          0
FIRST HEALTH GROUP CORP       COM             32096010    3311008     126616     X         3           126616          0          0
FIRST HEALTH GROUP CORP       COM             32096010    1603436      61036     X         5            58784          0       2252
FIRST HEALTH GROUP CORP       COM             32096010      21953        836     X  X      6              836          0          0
FIRST HEALTH GROUP CORP       COM             32096010     147975       5635     X         6             5635          0          0
FIRST NIAGARA FINL GP INC     COM             33582V10     114971       7619     X         5             7619          0          0
FIRST NIAGARA FINL GP INC     COM             33582V10       5885        390     X  X      6              390          0          0
FIRST NIAGARA FINL GP INC     COM             33582V10      77034       5105     X         6             3605          0       1500
FIRST SHARES BANCORP GREENWO  COM             33640Q10     506480      50396     X         5                0          0      50396
FIRST SENTINEL BANCORP INC    COM             33640T10     200072      10915     X         13               0          0      10915
FIRST SENTINEL BANCORP INC    COM             33640T10       8940        500     X  X      6              500          0          0
FIRST ST BANCORPORATION       COM             33645310    9202788     310800     X         11          270400       1300      39100
FIRST ST BANCORPORATION       COM             33645310    4589135     154986     X         3           154986          0          0
FIRST TENN NATL CORP          COM             33716210     169840       4000     X  X      1             4000          0          0
FIRST TENN NATL CORP          COM             33716210     127380       3000     X         1             3000          0          0
FIRST TENN NATL CORP          COM             33716210    2140578      50414     X         3            50414          0          0
FIRST TENN NATL CORP          COM             33716210    9145224     214274     X         5           170617          0      43657
FIRST TENN NATL CORP          COM             33716210    1930274      45461     X  X      6            41361       1200       2900
FIRST TENN NATL CORP          COM             33716210    3403835      80166     X         6            38163          0      42003
FIRST UN REAL EST EQ&MTG INV  SH BEN INT      33740010      90114      49513     X         5                0          0      49513
FIRST UTD CORP                COM             33741H10     115575       5025     X         5                0          0       5025
FIRST UTD CORP                COM             33741H10     783162      34730     X         6            34730          0          0
FISERV INC                    COM             33773810       4632        123     X         13               0          0        123
FISERV INC                    COM             33773810    2907023      80238     X         3            80238          0          0
FISERV INC                    COM             33773810    1335961      36513     X         5            28554          0       7959
FISERV INC                    COM             33773810     102193       2816     X  X      6             2816          0          0
FISERV INC                    COM             33773810    1970003      54285     X         6            20465          0      33820
FISERV INC                    COM             33773810      21701        598     X  X      7              598          0          0
FISERV INC                    COM             33773810       3194         88     X         7               88          0          0
FIRSTFED FINL CORP            COM             33790710       8260        200     X         13               0          0        200
FIRSTFED FINL CORP            COM             33790710    2629673      66574     X         3            66574          0          0
FIRSTFED FINL CORP            COM             33790710     108625       2750     X         5             2750          0          0
FIRSTFED FINL CORP            COM             33790710     129639       3282     X         6              366          0       2916
FIRSTMERIT CORP               COM             33791510   44962427    1817398     X         11         1379029          0     438369
FIRSTMERIT CORP               COM             33791510    2871028     116048     X         3           116048          0          0
FIRSTMERIT CORP               COM             33791510     654643      26413     X         5            23449          0       2964
FIRSTMERIT CORP               COM             33791510     387082      15646     X  X      6            15646          0          0
FLAGSTAR BANCORP INC          COM             33793010     731107      31948     X         5            27748          0       4200
FLAGSTAR BANCORP INC          COM             33793010      21734        947     X         6              947          0          0
FIRSTENERGY CORP              COM             33793210     626810      19346     X         13               0          0      19346
FIRSTENERGY CORP              COM             33793210   10383705     325508     X         3           325508          0          0
FIRSTENERGY CORP              COM             33793210    1513324      46982     X         5            17786          0      29196
FIRSTENERGY CORP              COM             33793210     817214      25618     X  X      6            21034       2768       1816
FIRSTENERGY CORP              COM             33793210    1939137      60788     X         6            53498          0       7290
FISHER SCIENTIFIC INTL INC    COM NEW         33803220      53720       1360     X         13               0          0       1360
FISHER SCIENTIFIC INTL INC    COM NEW         33803220    7017192     176800     X         3           176800          0          0
FISHER SCIENTIFIC INTL INC    COM NEW         33803220     516123      13019     X         5             9857          0       3162
FISHER SCIENTIFIC INTL INC    COM NEW         33803220      51994       1310     X  X      6             1310          0          0
FISHER SCIENTIFIC INTL INC    COM NEW         33803220     417896      10529     X         6            10529          0          0
FLAMEL TECHNOLOGIES SA        SPONSORED ADR   33848810    1328174      39400     X         3            39400          0          0
FLAMEL TECHNOLOGIES SA        SPONSORED ADR   33848810      60678       1800     X         5             1800          0          0
FLEETBOSTON FINL CORP         COM             33903010     172820       5732     X  X      1             5532        200          0
FLEETBOSTON FINL CORP         COM             33903010     387428      12850     X         1            12850          0          0
FLEETBOSTON FINL CORP         COM             33903010     250245       8300     X         11               0          0       8300
FLEETBOSTON FINL CORP         COM             33903010     101305       3248     X         13               0          0       3248
FLEETBOSTON FINL CORP         COM             33903010   53262055    1766269     X         3          1766269          0          0
FLEETBOSTON FINL CORP         COM             33903010    6119170     199749     X         5           106732          0      93017
FLEETBOSTON FINL CORP         COM             33903010   26200968     869021     X  X      6           704367      56127     108527
FLEETBOSTON FINL CORP         COM             33903010   22711603     753287     X         6           590027          0     163260
FLEETBOSTON FINL CORP         COM             33903010       5713        190     X  X      7              190          0          0
FLEETBOSTON FINL CORP         COM             33903010      13326        442     X         7              442          0          0
FLEETBOSTON FINL CORP         COM             33903010    4435065     147100     X         8           147100          0          0
FLEETWOOD ENTERPRISES INC     COM             33909910   10511623    1129068     X         5                0          0    1129068
FLORIDA EAST COAST INDS       CL A            34063210     402173      13903     X         5            11934          0       1969
FLORIDA EAST COAST INDS       CL A            34063210       8711        303     X  X      6              103          0        200
FLORIDA EAST COAST INDS       CL A            34063210     733499      25513     X         6            25513          0          0
FLORIDA PUB UTILS CO          COM             34113510     632062      41583     X         5                0          0      41583
FLORIDA PUB UTILS CO          COM             34113510     146898       9545     X  X      6             2428          0       7117
FLORIDA PUB UTILS CO          COM             34113510    2342866     152233     X         6           152233          0          0
FLORIDA ROCK INDS INC         COM             34114010     650269      12966     X         5             7666          0       5300
FLORIDA ROCK INDS INC         COM             34114010    1684416      33960     X  X      6            33960          0          0
FLORIDA ROCK INDS INC         COM             34114010   11854995     239012     X         6           239012          0          0
FLORIDAFIRST BANCORP INC NEW  COM             34325810       8088        300     X         13               0          0        300
FLORIDAFIRST BANCORP INC NEW  COM             34325810    1023459      38900     X         3            38900          0          0
FLUOR CORP NEW                COM             34341210      16405        425     X         13               0          0        425
FLUOR CORP NEW                COM             34341210    1244396      33335     X         3            33335          0          0
FLUOR CORP NEW                COM             34341210     386629      10298     X         5             8562          0       1736
FLUOR CORP NEW                COM             34341210     149320       4000     X  X      6              900       3100          0
FLUOR CORP NEW                COM             34341210    1175335      31485     X         6            21343          0      10142
FLOWERS FOODS INC             COM             34349810     394305      17268     X         5            16353          0        915
FLOWERS FOODS INC             COM             34349810     113270       4968     X  X      6             4968          0          0
FLOWERS FOODS INC             COM             34349810    3258964     142937     X         6           142937          0          0
FLOWSERVE CORP                COM             34354P10       8444        400     X         13               0          0        400
FLOWSERVE CORP                COM             34354P10    1098352      54106     X         3            54106          0          0
FLOWSERVE CORP                COM             34354P10      52345       2518     X         5             1000          0       1518
FLOWSERVE CORP                COM             34354P10     294350      14500     X  X      6            14500          0          0
FLOWSERVE CORP                COM             34354P10    3294690     162300     X         8           162300          0          0
FOMENTO ECONOMICO MEXICANO S  SPON ADR UNITS  34441910    2445568      64104     X         3            64104          0          0
FOOT LOCKER INC               COM             34484910   39854398    2460148     X         11         2215648       2600     241900
FOOT LOCKER INC               COM             34484910     246240      15200     X         3            15200          0          0
FOOT LOCKER INC               COM             34484910     176595      10820     X         5             9186          0       1634
FOOT LOCKER INC               COM             34484910     134784       8320     X  X      6             7760        560          0
FOOT LOCKER INC               COM             34484910     808461      49905     X         6            49905          0          0
FORD MTR CO DEL               COM PAR $0.01   34537086      41529       3856     X  X      1             3856          0          0
FORD MTR CO DEL               COM PAR $0.01   34537086      64674       6005     X         1             6005          0          0
FORD MTR CO DEL               COM PAR $0.01   34537086      16974       1576     X         11               0          0       1576
FORD MTR CO DEL               COM PAR $0.01   34537086     750149      67581     X         13               0          0      67581
FORD MTR CO DEL               COM PAR $0.01   34537086    7903586     733852     X         3           733852          0          0
FORD MTR CO DEL               COM PAR $0.01   34537086    7951512     726445     X         5           339471          0     386974
FORD MTR CO DEL               COM PAR $0.01   34537086    8381376     778215     X  X      6           702734      24274      51207
FORD MTR CO DEL               COM PAR $0.01   34537086    6020516     559008     X         6           333857       1048     224103
FORD MTR CO DEL               COM PAR $0.01   34537086      62466       5800     X         8             5800          0          0
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520      70864       1600     X         13               0          0       1600
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520    2715137      62425     X         5            50680          0      11745
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520     424438       9800     X  X      6             9000        200        600
FORD MTR CO CAP TR II         PFD TR CV6.5%   34539520     199876       4615     X         6             4615          0          0
FORDING CDN COAL TR           TR UNIT         34542510     334182      15400     X         5            15334          0         66
FORDING CDN COAL TR           TR UNIT         34542510        716         33     X  X      6                0         33          0
FOREST CITY ENTERPRISES INC   CL A            34555010      11544        266     X         13               0          0        266
FOREST CITY ENTERPRISES INC   CL A            34555010   16388138     374586     X         3           374586          0          0
FOREST CITY ENTERPRISES INC   CL A            34555010     116568       2672     X         5             1724          0        948
FOREST LABS INC               COM             34583810     601965      11700     X         11               0          0      11700
FOREST LABS INC               COM             34583810       3000         60     X         13               0          0         60
FOREST LABS INC               COM             34583810   23623833     459161     X         3           459161          0          0
FOREST LABS INC               COM             34583810    5102235      99722     X         5            80093          0      19629
FOREST LABS INC               COM             34583810     393284       7644     X  X      6             1725          0       5919
FOREST LABS INC               COM             34583810    3011934      58541     X         6            25012        500      33029
FOREST OIL CORP               COM PAR $0.01   34609170   16590764     692725     X         3           692725          0          0
FOREST OIL CORP               COM PAR $0.01   34609170    1348458      55492     X         5            27742          0      27750
FOREST OIL CORP               COM PAR $0.01   34609170       1844         77     X         6               77          0          0
FORGENT NETWORKS INC          COM             34629U10      54714      16530     X         5                0          0      16530
FORMFACTOR INC                COM             34637510    4496349     207110     X         3           207110          0          0
FORMFACTOR INC                COM             34637510       8139        377     X  X      6              377          0          0
FORMFACTOR INC                COM             34637510     531157      24602     X         6            21648         22       2932
FORT DEARBORN INCOME SECS IN  COM             34720010     366546      24948     X         5             5981          0      18967
FORT DEARBORN INCOME SECS IN  COM             34720010      24990       1700     X  X      6             1700          0          0
FORT DEARBORN INCOME SECS IN  COM             34720010      31679       2155     X         6             2155          0          0
FORTUNE BRANDS INC            COM             34963110     170250       3000     X  X      1             3000          0          0
FORTUNE BRANDS INC            COM             34963110     198625       3500     X         1             3500          0          0
FORTUNE BRANDS INC            COM             34963110     705610      11901     X         13               0          0      11901
FORTUNE BRANDS INC            COM             34963110    3277880      57260     X         3            57260          0          0
FORTUNE BRANDS INC            COM             34963110   17687955     304532     X         5           144774          0     159758
FORTUNE BRANDS INC            COM             34963110   14349748     252859     X  X      6           199015      25738      28106
FORTUNE BRANDS INC            COM             34963110    8442357     148764     X         6           120374          0      28390
FORTUNE BRANDS INC            COM             34963110       8513        150     X         7              150          0          0
FORWARD AIR CORP              COM             34985310      90368       3208     X         5              380          0       2828
FORWARD AIR CORP              COM             34985310      53555       1932     X  X      6             1932          0          0
FORWARD AIR CORP              COM             34985310     408288      14729     X         6            14729          0          0
FOUNDRY NETWORKS INC          COM             35063R10     446877      20424     X         13               0          0      20424
FOUNDRY NETWORKS INC          COM             35063R10    8539011     394057     X         3           394057          0          0
FOUNDRY NETWORKS INC          COM             35063R10    3147673     146215     X         5           135557          0      10658
FOUNDRY NETWORKS INC          COM             35063R10      17716        824     X  X      6              824          0          0
FOUNDRY NETWORKS INC          COM             35063R10    1027227      47778     X         6            36868         79      10831
FOUR SEASONS HOTEL INC        LTD VTG SH      35100E10     229624       4610     X         3             4610          0          0
FOUR SEASONS HOTEL INC        LTD VTG SH      35100E10     167963       3360     X         5             1285          0       2075
FOX ENTMT GROUP INC           CL A            35138T10     222211       7584     X         13               0          0       7584
FOX ENTMT GROUP INC           CL A            35138T10     128754       4600     X         3             4600          0          0
FOX ENTMT GROUP INC           CL A            35138T10    2437229      86109     X         5            65469          0      20640
FOX ENTMT GROUP INC           CL A            35138T10     498670      17816     X         6            17816          0          0
FOX ENTMT GROUP INC           CL A            35138T10      13995        500     X         7              500          0          0
FRANCE GROWTH FD INC          COM             35177K10       3518        530     X         5              130          0        400
FRANCE GROWTH FD INC          COM             35177K10    5998740     908900     X         9           908900          0          0
FRANCE TELECOM                SPONSORED ADR   35177Q10     844007      35000     X         3            35000          0          0
FRANCE TELECOM                SPONSORED ADR   35177Q10       3098        127     X         5                0          0        127
FRANCE TELECOM                SPONSORED ADR   35177Q10      19824        853     X  X      6              853          0          0
FRANCE TELECOM                SPONSORED ADR   35177Q10     178716       7690     X         6             7690          0          0
FRANKLIN ELEC INC             COM             35351410    1456979      26167     X         3            26167          0          0
FRANKLIN ELEC INC             COM             35351410     782360      14051     X         5            14051          0          0
FRANKLIN ELEC INC             COM             35351410     138309       2484     X         6             2484          0          0
FRANKLIN RES INC              COM             35461310      13263        300     X  X      1              300          0          0
FRANKLIN RES INC              COM             35461310     361611       7965     X         13               0          0       7965
FRANKLIN RES INC              COM             35461310    4317770      97665     X         3            97665          0          0
FRANKLIN RES INC              COM             35461310    1813162      40876     X         5            35805          0       5071
FRANKLIN RES INC              COM             35461310    2271068      51370     X  X      6            48185        500       2685
FRANKLIN RES INC              COM             35461310    1338988      30287     X         6            30287          0          0
FRANKLIN UNVL TR              SH BEN INT      35514510       2700        500     X         13               0          0        500
FRANKLIN UNVL TR              SH BEN INT      35514510     202500      37630     X         5            35121          0       2509
FRANKLIN UNVL TR              SH BEN INT      35514510      10475       1947     X         6             1947          0          0
FREDS INC                     CL A            35610810    1197569      36334     X         5            36334          0          0
FREDS INC                     CL A            35610810      82070       2490     X  X      6             2490          0          0
FREDS INC                     CL A            35610810    1619292      49129     X         6            34579          0      14550
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85   22768464     687869     X         3           687869          0          0
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85    1553752      46370     X         5            30616          0      15754
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85    1546564      46724     X  X      6             7215      10580      28929
FREEPORT-MCMORAN COPPER & GO  CL B            35671D85    4760872     143833     X         6            34537          0     109296
FRESENIUS MED CARE AG         SPONSORED ADR   35802910     365904      19008     X         3            19008          0          0
FRESENIUS MED CARE AG         SPONSORED ADR   35802910     102975       5341     X         5             5094          0        247
FRESENIUS MED CARE AG         SPONSORED ADR   35802910      21926       1139     X  X      6             1139          0          0
FRESENIUS MED CARE AG         SPONSORED ADR   35802910      39309       2042     X         6             2042          0          0
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410    2250191     130398     X         5           102885          0      27513
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410      98774       5726     X  X      6             2746       2980          0
FRIEDMAN BILLINGS RAMSEY GRO  CL A            35843410     159287       9234     X         6             9234          0          0
FRONTIER AIRLINES INC NEW     COM             35906510    3758641     228350     X         3           228350          0          0
FRONTIER AIRLINES INC NEW     COM             35906510     351109      21357     X         5            21357          0          0
FRONTIER AIRLINES INC NEW     COM             35906510     568824      34600     X         6            30600          0       4000
FRONTIER OIL CORP             COM             35914P10     114660       7800     X         3             7800          0          0
FRONTIER OIL CORP             COM             35914P10      48510       3300     X         6             3300          0          0
FROZEN FOOD EXPRESS INDS INC  COM             35936010     477220     107000     X         5                0          0     107000
FUEL-TECH N V                 COM             35952310      19474       3640     X  X      6             3640          0          0
FUEL-TECH N V                 COM             35952310      81534      15240     X         6            15240          0          0
FUJI PHOTO FILM LTD           ADR             35958630       1416         48     X         13               0          0         48
FUJI PHOTO FILM LTD           ADR             35958630      86028       2921     X         5              473          0       2448
FUJI PHOTO FILM LTD           ADR             35958630      18951        649     X  X      6              649          0          0
FUJI PHOTO FILM LTD           ADR             35958630     344677      11804     X         6            11804          0          0
FUJI PHOTO FILM LTD           ADR             35958630       7388        253     X  X      7              253          0          0
FULLER H B CO                 COM             35969410     276678      11400     X         6             2400          0       9000
FULTON FINL CORP PA           COM             36027110     152651       7557     X         5             7557          0          0
FULTON FINL CORP PA           COM             36027110     973357      48186     X  X      6            40286       7900          0
FULTON FINL CORP PA           COM             36027110    4185420     207199     X         6           199432          0       7767
FURNITURE BRANDS INTL INC     COM             36092110   22994413     954125     X         11          761800          0     192325
FURNITURE BRANDS INTL INC     COM             36092110   10454676     432719     X         3           432719          0          0
FURNITURE BRANDS INTL INC     COM             36092110     890790      36932     X         5            34582          0       2350
FURNITURE BRANDS INTL INC     COM             36092110      83531       3466     X  X      6             3466          0          0
FURNITURE BRANDS INTL INC     COM             36092110    1337213      55486     X         6            51705         31       3750
GATX CORP                     COM             36144810    2971575     140500     X         11          140500          0          0
GATX CORP                     COM             36144810    3131744     148073     X         3           148073          0          0
GATX CORP                     COM             36144810      63809       3011     X         5             2437          0        574
GATX CORP                     COM             36144810      89930       4252     X  X      6             2300       1952          0
GATX CORP                     COM             36144810       8460        400     X         6              400          0          0
GSI COMMERCE INC              COM             36238G10    1742508     174600     X         3           174600          0          0
GSI COMMERCE INC              COM             36238G10        538         54     X         5               54          0          0
GSI COMMERCE INC              COM             36238G10     234295      23500     X         6            20500          0       3000
GABELLI EQUITY TR INC         COM             36239710      54290       7437     X         11               0          0       7437
GABELLI EQUITY TR INC         COM             36239710      11085       1500     X         13               0          0       1500
GABELLI EQUITY TR INC         COM             36239710     137459      18830     X         5            18830          0          0
GABELLI EQUITY TR INC         COM             36239710     127575      17476     X  X      6            14487       2989          0
GABELLI EQUITY TR INC         COM             36239710      13198       1808     X         6             1808          0          0
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10       1929        248     X         11               0          0        248
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10        545         70     X         5               70          0          0
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10       1027        132     X         6              132          0          0
GABELLI GLOBAL MULTIMEDIA TR  COM             36239Q10     548490      70500     X         9            70500          0          0
GABELLI ASSET MGMT INC        CL A            36239Y10      87759       2461     X  X      6             2461          0          0
GABELLI ASSET MGMT INC        CL A            36239Y10     616383      17285     X         6            17285          0          0
GABELLI UTIL TR               COM             36240A10        401         50     X         13               0          0         50
GABELLI UTIL TR               COM             36240A10     154646      19592     X         5            19092          0        500
GABELLI UTIL TR               COM             36240A10      10533       1335     X  X      6             1000        335          0
GABELLI UTIL TR               COM             36240A10       1215        154     X         6              154          0          0
GABELLI CONV & INCOME SECS F  CONV SECS FD    36240B10     674913      68173     X         5            68173          0          0
GABLES RESIDENTIAL TR         SH BEN INT      36241810      12554        381     X         13               0          0        381
GABLES RESIDENTIAL TR         SH BEN INT      36241810    1115991      33992     X         5             6445          0      27547
GABLES RESIDENTIAL TR         SH BEN INT      36241810      53328       1650     X  X      6             1650          0          0
GADZOOKS INC                  COM             36255310    3430971     699627     X         3           699627          0          0
GADZOOKS INC                  COM             36255310       2340        450     X         5                0          0        450
GALLAGHER ARTHUR J & CO       COM             36357610   17475626     617950     X         11          489100       1100     127750
GALLAGHER ARTHUR J & CO       COM             36357610    2593587      91711     X         3            91711          0          0
GALLAGHER ARTHUR J & CO       COM             36357610    1687184      59438     X         5            51492          0       7946
GALLAGHER ARTHUR J & CO       COM             36357610     154550       5465     X  X      6             4635          0        830
GALLAGHER ARTHUR J & CO       COM             36357610      12330        436     X         6              436          0          0
GALLAGHER ARTHUR J & CO       COM             36357610      10888        385     X  X      7              385          0          0
GALLAHER GROUP PLC            SPONSORED ADR   36359510     266858       7073     X         5             3550          0       3523
GALLAHER GROUP PLC            SPONSORED ADR   36359510    7213173     192300     X  X      6           166221      22972       3107
GALLAHER GROUP PLC            SPONSORED ADR   36359510    3440792      91730     X         6            80730          0      11000
GANNETT INC                   COM             36473010       7058         91     X         1               91          0          0
GANNETT INC                   COM             36473010    5430363      70015     X         11            9950          0      60065
GANNETT INC                   COM             36473010     295856       3794     X         13               0          0       3794
GANNETT INC                   COM             36473010   15565439     180390     X         3           180390          0          0
GANNETT INC                   COM             36473010        776         10     X  X      4               10          0          0
GANNETT INC                   COM             36473010      63909        824     X         4              824          0          0
GANNETT INC                   COM             36473010   13261064     170610     X         5           102658          0      67952
GANNETT INC                   COM             36473010   26749901     344893     X  X      6           170707     103285      70901
GANNETT INC                   COM             36473010   33491571     431815     X         6           375488       1049      55278
GANNETT INC                   COM             36473010       1163         15     X  X      7               15          0          0
GANNETT INC                   COM             36473010      11169        144     X         7              144          0          0
GAP INC DEL                   COM             36476010   13440279     785063     X         3           785063          0          0
GAP INC DEL                   COM             36476010       3219        188     X  X      4              188          0          0
GAP INC DEL                   COM             36476010    4993940     289091     X         5           201452          0      87639
GAP INC DEL                   COM             36476010    1599539      93431     X  X      6            49437       2700      41294
GAP INC DEL                   COM             36476010    6965786     406880     X         6           138932          0     267948
GAP INC DEL                   COM             36476010       1250         73     X         7               73          0          0
GAP INC DEL                   NOTE  5.750% 3/ 364760AJ     276650     220000     X         3           220000          0          0
GAP INC DEL                   NOTE  5.750% 3/ 364760AJ      10012       8000     X         5             1000          0       7000
GAP INC DEL                   NOTE  5.750% 3/ 364760AJ       2505       2000     X         6             2000          0          0
GAMMON LAKE RES INC           COM             36491510      91800      27000     X         5                0          0      27000
GARTNER INC                   COM             36665110      24519       2200     X         5             1700          0        500
GARTNER INC                   COM             36665110      38350       3480     X  X      6             3480          0          0
GARTNER INC                   COM             36665110     235035      21328     X         6            21328          0          0
GARTNER INC                   CL B            36665120       2265        208     X         1              208          0          0
GARTNER INC                   CL B            36665120     828773      76104     X         3            76104          0          0
GARTNER INC                   CL B            36665120        576         52     X         5               26          0         26
GARTNER INC                   CL B            36665120      63696       5849     X  X      6             5407         78        364
GARTNER INC                   CL B            36665120     314231      28855     X         6            28855          0          0
GATEWAY INC                   COM             36762610     713047     125980     X         3           125980          0          0
GATEWAY INC                   COM             36762610     301293      53232     X         5            48794          0       4438
GATEWAY INC                   COM             36762610      66222      11700     X  X      6             6700       5000          0
GATEWAY INC                   COM             36762610     258373      45649     X         6             4116          0      41533
GEN-PROBE INC NEW             COM             36866T10     375081       7076     X         5             6776          0        300
GEN-PROBE INC NEW             COM             36866T10      14084        260     X  X      6              260          0          0
GEN-PROBE INC NEW             COM             36866T10     108015       1994     X         6             1994          0          0
GEMPLUS INTL S A              ADR             36866Y10      52041      14873     X         5            14873          0          0
GEMPLUS INTL S A              ADR             36866Y10       6491       1855     X  X      6             1855          0          0
GENCORP INC                   COM             36868210       9100       1000     X         13               0          0       1000
GENCORP INC                   COM             36868210    4631894     517530     X         3           517530          0          0
GENCORP INC                   COM             36868210     906696     101249     X         5            97800          0       3449
GENCORP INC                   COM             36868210      12637       1412     X  X      6             1412          0          0
GENELABS TECHNOLOGIES INC     COM             36870610      29770      19700     X         5             5500          0      14200
GENELABS TECHNOLOGIES INC     COM             36870610        308        200     X         6              200          0          0
GENENCOR INTL INC             COM             36870910    3175232     202373     X         3           202373          0          0
GENENCOR INTL INC             COM             36870910       3278        200     X         5                0          0        200
GENENCOR INTL INC             COM             36870910     137332       8809     X         6                0          0       8809
GENENTECH INC                 COM NEW         36871040     144252       1800     X  X      1             1800          0          0
GENENTECH INC                 COM NEW         36871040     162469       2038     X         13               0          0       2038
GENENTECH INC                 COM NEW         36871040   55981396     697794     X         3           697794          0          0
GENENTECH INC                 COM NEW         36871040    7872997      98339     X         5            79552          0      18787
GENENTECH INC                 COM NEW         36871040     676061       8436     X  X      6             8436          0          0
GENENTECH INC                 COM NEW         36871040    1375283      17161     X         6            17136          0         25
GENENTECH INC                 COM NEW         36871040       8655        108     X  X      7              108          0          0
GENENTECH INC                 COM NEW         36871040       3606         45     X         7               45          0          0
GENERAL AMERN INVS INC        COM             36880210      30947       1110     X         13               0          0       1110
GENERAL AMERN INVS INC        COM             36880210     818147      29742     X         5            28358          0       1384
GENERAL AMERN INVS INC        COM             36880210     148473       5401     X  X      6             2912       2489          0
GENERAL AMERN INVS INC        COM             36880210      34033       1238     X         6             1238          0          0
GENERAL DYNAMICS CORP         COM             36955010       3513         45     X         1               45          0          0
GENERAL DYNAMICS CORP         COM             36955010      54642        700     X         11               0          0        700
GENERAL DYNAMICS CORP         COM             36955010     460088       5780     X         13               0          0       5780
GENERAL DYNAMICS CORP         COM             36955010    7273162      78165     X         3            78165          0          0
GENERAL DYNAMICS CORP         COM             36955010      13661        175     X         4              175          0          0
GENERAL DYNAMICS CORP         COM             36955010    6035049      76699     X         5            45579          0      31120
GENERAL DYNAMICS CORP         COM             36955010    2317758      29692     X  X      6            11442      11750       6500
GENERAL DYNAMICS CORP         COM             36955010    5418613      69416     X         6            31434          0      37982
GENERAL DYNAMICS CORP         COM             36955010       6245         80     X  X      7               80          0          0
GENERAL DYNAMICS CORP         COM             36955010      24979        320     X         7              320          0          0
GENERAL ELEC CO               COM             36960410   12506189     419530     X  X      1           415530       4000          0
GENERAL ELEC CO               COM             36960410    8511500     285525     X         1           284325          0       1200
GENERAL ELEC CO               COM             36960410    6792685     227866     X         11           12000          0     215866
GENERAL ELEC CO               COM             36960410    4771419     155776     X         13               0          0     155776
GENERAL ELEC CO               COM             36960410  353005608   11784586     X         3         11784586          0          0
GENERAL ELEC CO               COM             36960410      39647       1330     X  X      4             1330          0          0
GENERAL ELEC CO               COM             36960410      97121       3258     X         4             3258          0          0
GENERAL ELEC CO               COM             36960410   91864792    3049105     X         5          1864995          0    1184110
GENERAL ELEC CO               COM             36960410  658001677   22073186     X  X      6         19554357    1671683     847146
GENERAL ELEC CO               COM             36960410  634175571   21273921     X         6         18909238      97269    2267414
GENERAL ELEC CO               COM             36960410      92143       3091     X  X      7             3091          0          0
GENERAL ELEC CO               COM             36960410     776223      26039     X         7            26039          0          0
GENERAL ELEC CO               COM             36960410    7124590     239000     X         8           239000          0          0
GENERAL GROWTH PPTYS INC      COM             37002110   12604860     175800     X         3           175800          0          0
GENERAL GROWTH PPTYS INC      COM             37002110    3114154      43386     X         5            35880          0       7506
GENERAL GROWTH PPTYS INC      COM             37002110    1776368      24775     X  X      6             2375          0      22400
GENERAL GROWTH PPTYS INC      COM             37002110   10515982     146666     X         6             6022          0     140644
GENERAL MLS INC               COM             37033410      23535        500     X  X      1              500          0          0
GENERAL MLS INC               COM             37033410      37656        800     X         11               0          0        800
GENERAL MLS INC               COM             37033410      16612        349     X         13               0          0        349
GENERAL MLS INC               COM             37033410    9370037     199066     X         3           199066          0          0
GENERAL MLS INC               COM             37033410      18828        400     X  X      4              400          0          0
GENERAL MLS INC               COM             37033410    5247984     111134     X         5            79252          0      31882
GENERAL MLS INC               COM             37033410   29729789     631608     X  X      6           593502      23982      14124
GENERAL MLS INC               COM             37033410   19405973     412279     X         6           350677        800      60802
GENERAL MLS INC               COM             37033410        941         20     X         7               20          0          0
GENERAL MTRS CORP             COM             37044210      68312       1669     X  X      1             1669          0          0
GENERAL MTRS CORP             COM             37044210     425795      10403     X         1            10403          0          0
GENERAL MTRS CORP             COM             37044210       1801         44     X         11               0          0         44
GENERAL MTRS CORP             COM             37044210     659871      16269     X         13               0          0      16269
GENERAL MTRS CORP             COM             37044210   25235924     616563     X         3           616563          0          0
GENERAL MTRS CORP             COM             37044210       8800        215     X  X      4              215          0          0
GENERAL MTRS CORP             COM             37044210   13799783     337814     X         5           265044          0      72770
GENERAL MTRS CORP             COM             37044210   11594241     283270     X  X      6           184785      33580      64905
GENERAL MTRS CORP             COM             37044210   13057347     319017     X         6           245510          0      73507
GENERAL MTRS CORP             COM             37044210      22921        560     X  X      7              560          0          0
GENERAL MTRS CORP             COM             37044210     168632       4120     X         7             4120          0          0
GENERAL MTRS CORP             COM             37044210    1583009      38676     X         8            38676          0          0
GENERAL MTRS CORP             DEB SR CV C 33  37044271   16170000     600000     X         3           600000          0          0
GENERAL MTRS CORP             DEB SR CV C 33  37044271      41976       1559     X         5             1259          0        300
GENERAL MTRS CORP             DEB SR CONV B   37044273     408676      17784     X         5            15784          0       2000
GENERAL MTRS CORP             DEB SR CONV B   37044273      22980       1000     X         6             1000          0          0
GENERAL MTRS CORP             DEB SR CONV A   37044274    2183514      88581     X         5            88311          0        270
GENERAL MTRS CORP             DEB SR CONV A   37044274       4807        195     X         6              195          0          0
GENERAL MTRS CORP             CL H NEW        37044283       4035        282     X  X      1              282          0          0
GENERAL MTRS CORP             CL H NEW        37044283       4894        342     X         1              342          0          0
GENERAL MTRS CORP             CL H NEW        37044283       4293        300     X         11               0          0        300
GENERAL MTRS CORP             CL H NEW        37044283      11981        832     X         13               0          0        832
GENERAL MTRS CORP             CL H NEW        37044283      28334          0     X         3                0          0          0
GENERAL MTRS CORP             CL H NEW        37044283    1222614      85233     X         5            52679          0      32554
GENERAL MTRS CORP             CL H NEW        37044283    1350692      94388     X  X      6            88539       3680       2169
GENERAL MTRS CORP             CL H NEW        37044283    3218205     224892     X         6           224559          0        333
GENEREX BIOTECHNOLOGY CP DEL  COM             37148510      76163      39239     X         5            39239          0          0
GENESCO INC                   COM             37153210     454340      27556     X         5            12440          0      15116
GENESCO INC                   COM             37153210      19272       1200     X         6             1200          0          0
GENESEE & WYO INC             CL A            37155910    1140712      48111     X         3            48111          0          0
GENESEE & WYO INC             CL A            37155910     349782      14745     X         5            14520          0        225
GENESEE & WYO INC             CL A            37155910       1968         83     X  X      6               83          0          0
GENESEE & WYO INC             CL A            37155910      72885       3074     X         6              951          0       2123
GENTEX CORP                   COM             37190110    1451737      40894     X         13               0          0      40894
GENTEX CORP                   COM             37190110    2606764      74821     X         3            74821          0          0
GENTEX CORP                   COM             37190110    5776179     165828     X         5           165246          0        582
GENTEX CORP                   COM             37190110      55728       1600     X         6             1600          0          0
GENLYTE GROUP INC             COM             37230210   11780660     264615     X         3           264615          0          0
GENLYTE GROUP INC             COM             37230210       8275        185     X         5                0          0        185
GENLYTE GROUP INC             COM             37230210        669         15     X         6               15          0          0
GENTA INC                     COM NEW         37245M20    2615088     206400     X         3           206400          0          0
GENTA INC                     COM NEW         37245M20     111573       8925     X         5             4492          0       4433
GENTA INC                     COM NEW         37245M20     366340      28914     X         6            25314          0       3600
GENUINE PARTS CO              COM             37246010     537264      16800     X         1            16800          0          0
GENUINE PARTS CO              COM             37246010    2880918      90085     X         11           73500          0      16585
GENUINE PARTS CO              COM             37246010       1442         45     X         13               0          0         45
GENUINE PARTS CO              COM             37246010    2181228      67614     X         3            67614          0          0
GENUINE PARTS CO              COM             37246010     484798      15141     X         5             6727          0       8414
GENUINE PARTS CO              COM             37246010    7223610     225879     X  X      6            73940     124939      27000
GENUINE PARTS CO              COM             37246010    6495746     203119     X         6            55229          0     147890
GENUS INC                     COM             37246110      72241      17492     X         5            16492          0       1000
GENZYME CORP                  COM GENL DIV    37291710      55572       1200     X         1             1200          0          0
GENZYME CORP                  COM GENL DIV    37291710     147963       3115     X         13               0          0       3115
GENZYME CORP                  COM GENL DIV    37291710    9261008     200238     X         3           200238          0          0
GENZYME CORP                  COM GENL DIV    37291710    2856385      61279     X         5            45687          0      15592
GENZYME CORP                  COM GENL DIV    37291710      77940       1683     X  X      6             1050          0        633
GENZYME CORP                  COM GENL DIV    37291710    1476270      31878     X         6            13137          0      18741
GENZYME CORP                  SDCV  3.000% 5/ 372917AK     108675     108000     X         5           108000          0          0
GEORGIA GULF CORP             COM PAR $0.01   37320020       1195         50     X         13               0          0         50
GEORGIA GULF CORP             COM PAR $0.01   37320020       7376        310     X         5               60          0        250
GEORGIA GULF CORP             COM PAR $0.01   37320020    9983970     427579     X         6           427579          0          0
GEORGIA PAC CORP              COM             37329810      33984       1402     X  X      1             1402          0          0
GEORGIA PAC CORP              COM             37329810   10573682     436208     X         3           436208          0          0
GEORGIA PAC CORP              COM             37329810     771492      31394     X         5            16604          0      14790
GEORGIA PAC CORP              COM             37329810    2158014      89027     X  X      6            52470      11938      24619
GEORGIA PAC CORP              COM             37329810    5312172     219149     X         6           117978          0     101171
GERBER SCIENTIFIC INC         COM             37373010     444344      58698     X         5                0          0      58698
GERMANY FD INC                COM             37414310      35325       5967     X         6             5967          0          0
GERMANY FD INC                COM             37414310    4789280     809000     X         9           809000          0          0
GETTY IMAGES INC              COM             37427610    3385170      96279     X         3            96279          0          0
GETTY IMAGES INC              COM             37427610       8860        242     X         5                0          0        242
GETTY IMAGES INC              COM             37427610      68843       1958     X  X      6             1958          0          0
GETTY IMAGES INC              COM             37427610     697082      19826     X         6            15591          0       4235
GETTY IMAGES INC              COM             37427610       2637         75     X         7               75          0          0
GETTY RLTY CORP NEW           COM             37429710    1735703      70845     X         5            70845          0          0
GETTY RLTY CORP NEW           COM             37429710      30135       1230     X  X      6             1230          0          0
GETTY RLTY CORP NEW           COM             37429710      18375        750     X         6              750          0          0
GIANT INDS INC                COM             37450810     241859      33406     X         5                0          0      33406
GILEAD SCIENCES INC           COM             37555810   46221474     825662     X         3           825662          0          0
GILEAD SCIENCES INC           COM             37555810    4528950      80716     X         5            73165          0       7551
GILEAD SCIENCES INC           COM             37555810     599012      10689     X  X      6            10689          0          0
GILEAD SCIENCES INC           COM             37555810    1489487      26579     X         6            25279          0       1300
GILLETTE CO                   COM             37576610      12792        400     X  X      1              400          0          0
GILLETTE CO                   COM             37576610      47970       1500     X         1             1500          0          0
GILLETTE CO                   COM             37576610      95940       3000     X         11               0          0       3000
GILLETTE CO                   COM             37576610     566888      17299     X         13               0          0      17299
GILLETTE CO                   COM             37576610   31157602     971825     X         3           971825          0          0
GILLETTE CO                   COM             37576610       1407         44     X         4               44          0          0
GILLETTE CO                   COM             37576610   12571531     390651     X         5           291255          0      99396
GILLETTE CO                   COM             37576610   30491619     953459     X  X      6           837461      20010      95988
GILLETTE CO                   COM             37576610   37053502    1158646     X         6           936291       1457     220898
GILLETTE CO                   COM             37576610      37193       1163     X         7             1163          0          0
GILLETTE CO                   COM             37576610     751530      23500     X         8            23500          0          0
GLAMIS GOLD LTD               COM             37677510      15912       1200     X         13               0          0       1200
GLAMIS GOLD LTD               COM             37677510    3664320     277600     X         3           277600          0          0
GLAMIS GOLD LTD               COM             37677510     291159      22050     X         5            20400          0       1650
GLAMIS GOLD LTD               COM             37677510      60060       4550     X  X      6             4550          0          0
GLAMIS GOLD LTD               COM             37677510      71280       5400     X         6             5400          0          0
GLAMIS GOLD LTD               COM             37677510      11880        900     X  X      7              900          0          0
GLATFELTER                    COM             37731610     504749      42848     X         3            42848          0          0
GLATFELTER                    COM             37731610      27910       2335     X         5              500          0       1835
GLATFELTER                    COM             37731610     309814      26300     X  X      6            22300       4000          0
GLATFELTER                    COM             37731610     132878      11280     X         6            11280          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10     142337       3357     X  X      1             3357          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10     727330      17154     X         1            17154          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10     263506       6161     X         13               0          0       6161
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10    1843086      42000     X         3            42000          0          0
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10   11820662     278371     X         5           230505          0      47866
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10  444590288   10485620     X  X      6         10426183      30754      28683
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10   54324703    1281243     X         6          1272307        910       8026
GLAXOSMITHKLINE PLC           SPONSORED ADR   37733W10       5003        118     X  X      7              118          0          0
GLENBOROUGH RLTY TR INC       COM             37803P10     122590       6500     X         1             6500          0          0
GLENBOROUGH RLTY TR INC       COM             37803P10       3225        171     X         11               0          0        171
GLENBOROUGH RLTY TR INC       COM             37803P10      31071       1645     X         5              500          0       1145
GLENBOROUGH RLTY TR INC       COM             37803P10      15088        800     X  X      6              800          0          0
GLENBOROUGH RLTY TR INC       COM             37803P10      84002       4454     X         6             4454          0          0
GLIMCHER RLTY TR              SH BEN INT      37930210     428000      20281     X         5            18016          0       2265
GLIMCHER RLTY TR              SH BEN INT      37930210      42140       2000     X         6             2000          0          0
GLOBAL HIGH INCOME DLR FD IN  COM             37933G10      34340       2000     X  X      4             2000          0          0
GLOBAL HIGH INCOME DLR FD IN  COM             37933G10     162417       9471     X         5             6971          0       2500
GLOBAL HIGH INCOME DLR FD IN  COM             37933G10      22888       1333     X         6             1333          0          0
GLOBAL IMAGING SYSTEMS        COM             37934A10    1666355      67738     X         3            67738          0          0
GLOBAL IMAGING SYSTEMS        COM             37934A10      55446       2253     X         5             2253          0          0
GLOBAL IMAGING SYSTEMS        COM             37934A10     136339       5540     X         6             2543          0       2997
GLOBAL PMTS INC               COM             37940X10    6657120     184200     X         3           184200          0          0
GLOBAL PMTS INC               COM             37940X10     247162       6855     X         5             6615          0        240
GLOBAL PMTS INC               COM             37940X10     227844       6329     X  X      6             6329          0          0
GLOBAL PMTS INC               COM             37940X10    1703700      47325     X         6            39245         20       8060
GLOBAL POWER EQUIPMENT INC    COM             37941P10     185620      35222     X         5            35222          0          0
GLOBAL POWER EQUIPMENT INC    COM             37941P10      10930       2074     X         6             2074          0          0
GLOBECOMM SYSTEMS INC         COM             37956X10      84493      21500     X         6            21500          0          0
GLOBESPANVIRATA INC           COM             37957V10   10062175    1390423     X         3          1390423          0          0
GLOBESPANVIRATA INC           COM             37957V10     287366      39786     X         5            38396          0       1390
GLOBESPANVIRATA INC           COM             37957V10       5523        765     X  X      6              765          0          0
GLOBESPANVIRATA INC           COM             37957V10    1217884     168682     X         6           130367         91      38224
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10    3556670     251000     X         3           251000          0          0
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10     919011      65098     X         5            51906          0      13192
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10      10628        750     X  X      6              750          0          0
GOLD FIELDS LTD NEW           SPONSORED ADR   38059T10      42510       3000     X         6             3000          0          0
GOLDCORP INC NEW              COM             38095640   14006068    1003300     X         3          1003300          0          0
GOLDCORP INC NEW              COM             38095640    3811160     272445     X         5           244490          0      27955
GOLDCORP INC NEW              COM             38095640      20437       1464     X  X      6             1464          0          0
GOLDCORP INC NEW              COM             38095640      69800       5000     X         6             5000          0          0
GOLDCORP INC NEW              COM             38095640      39088       2800     X  X      7             2800          0          0
GOLDEN STAR RES LTD CDA       COM             38119T10     200160      48000     X         5            48000          0          0
GOLDEN STAR RES LTD CDA       COM             38119T10      25020       6000     X  X      6             6000          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710       4923         55     X         11               0          0         55
GOLDEN WEST FINL CORP DEL     COM             38131710   26372600     294633     X         3           294633          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710        895         10     X  X      4               10          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710      24168        270     X         4              270          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710    8599502      95995     X         5            93534          0       2461
GOLDEN WEST FINL CORP DEL     COM             38131710    1489178      16637     X  X      6             1835          0      14802
GOLDEN WEST FINL CORP DEL     COM             38131710    7307417      81638     X         6            21405          0      60233
GOLDEN WEST FINL CORP DEL     COM             38131710       5818         65     X  X      7               65          0          0
GOLDEN WEST FINL CORP DEL     COM             38131710      32224        360     X         7              360          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10      10068        120     X         1              120          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10     622296       7236     X         13               0          0       7236
GOLDMAN SACHS GROUP INC       COM             38141G10   29410977     349460     X         3           349460          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10       1762         21     X         4               21          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10   17660795     207664     X         5            94423          0     113241
GOLDMAN SACHS GROUP INC       COM             38141G10    4216646      50258     X  X      6            34823        260      15175
GOLDMAN SACHS GROUP INC       COM             38141G10   14402861     171667     X         6            98287        164      73216
GOLDMAN SACHS GROUP INC       COM             38141G10      21646        258     X         7              258          0          0
GOLDMAN SACHS GROUP INC       COM             38141G10    5730370      68300     X         8            68300          0          0
GOLDMAN SACHS GROUP INC       NOTE  0.250% 3/ 38141GAM       9184      10000     X         6            10000          0          0
GOODRICH CORP                 COM             38238810    1108035      45711     X         3            45711          0          0
GOODRICH CORP                 COM             38238810    1012323      40681     X         5             9096          0      31585
GOODRICH CORP                 COM             38238810      79313       3272     X  X      6             3272          0          0
GOODRICH CORP                 COM             38238810     593880      24500     X         6            23910          0        590
GOODYEAR TIRE & RUBR CO       COM             38255010       3285        500     X  X      1              500          0          0
GOODYEAR TIRE & RUBR CO       COM             38255010      10496       1600     X         13               0          0       1600
GOODYEAR TIRE & RUBR CO       COM             38255010     447752      68151     X         3            68151          0          0
GOODYEAR TIRE & RUBR CO       COM             38255010     788435     120159     X         5            19436          0     100723
GOODYEAR TIRE & RUBR CO       COM             38255010      58204       8859     X  X      6             3739       3900       1220
GOODYEAR TIRE & RUBR CO       COM             38255010      29959       4560     X         6             4560          0          0
GRACE W R & CO DEL NEW        COM             38388F10        642        200     X         5                0          0        200
GRACE W R & CO DEL NEW        COM             38388F10       1510        487     X  X      6              306        181          0
GRACE W R & CO DEL NEW        COM             38388F10     113066      36473     X         6            36473          0          0
GRACO INC                     COM             38410910    1684268      44854     X         3            44854          0          0
GRACO INC                     COM             38410910    2526684      67278     X         5            65759          0       1519
GRACO INC                     COM             38410910      60080       1600     X  X      6             1600          0          0
GRACO INC                     COM             38410910       6459        172     X         6              172          0          0
GRAFTECH INTL LTD             COM             38431310     820320     102540     X         5           102540          0          0
GRAFTECH INTL LTD             COM             38431310      35200       4400     X         6             4400          0          0
GRAINGER W W INC              COM             38480210      14265        300     X         1              300          0          0
GRAINGER W W INC              COM             38480210       1214         25     X         13               0          0         25
GRAINGER W W INC              COM             38480210    1700103      35498     X         3            35498          0          0
GRAINGER W W INC              COM             38480210     496887      10430     X         5             9489          0        941
GRAINGER W W INC              COM             38480210    2363663      49709     X  X      6            43960       1709       4040
GRAINGER W W INC              COM             38480210   16764180     352559     X         6           332161        982      19416
GRAINGER W W INC              COM             38480210      31478        662     X         7              662          0          0
GRANITE CONSTR INC            COM             38732810   42328413    2265975     X         11         1716800       2100     547075
GRANITE CONSTR INC            COM             38732810     939174      50277     X         3            50277          0          0
GRANITE CONSTR INC            COM             38732810      86927       4592     X         5                0          0       4592
GRANITE CONSTR INC            COM             38732810     162049       8675     X         6             8675          0          0
GRANT PRIDECO INC             COM             38821G10        315         30     X         13               0          0         30
GRANT PRIDECO INC             COM             38821G10    1211662     118907     X         3           118907          0          0
GRANT PRIDECO INC             COM             38821G10     195148      19106     X         5            17676          0       1430
GRANT PRIDECO INC             COM             38821G10      21399       2100     X  X      6             1000        600        500
GRANT PRIDECO INC             COM             38821G10      33933       3330     X         6             2330          0       1000
GRAY TELEVISION INC           COM             38937510      16814       1400     X         5                0          0       1400
GRAY TELEVISION INC           COM             38937510      12965       1110     X  X      6             1110          0          0
GRAY TELEVISION INC           COM             38937510     123516      10575     X         6            10575          0          0
GREAT LAKES CHEM CORP         COM             39056810    4595075     228173     X         3           228173          0          0
GREAT LAKES CHEM CORP         COM             39056810      62428       3068     X         5              634          0       2434
GREAT LAKES CHEM CORP         COM             39056810     166028       8256     X  X      6             8100          0        156
GREAT LAKES CHEM CORP         COM             39056810      77765       3867     X         6             3867          0          0
GREAT LAKES REIT INC          COM             39075210     169921      10640     X         5                0          0      10640
GREAT LAKES REIT INC          COM             39075210       1592        100     X  X      6              100          0          0
GREAT NORTHN IRON ORE PPTYS   CTFS BEN INT    39106410     359745       4135     X         5             4135          0          0
GREAT NORTHN IRON ORE PPTYS   CTFS BEN INT    39106410      21750        250     X  X      6              250          0          0
GREAT PLAINS ENERGY INC       COM             39116410    2145625      67766     X         3            67766          0          0
GREAT PLAINS ENERGY INC       COM             39116410     911901      29985     X         5            21635          0       8350
GREAT PLAINS ENERGY INC       COM             39116410     175856       5800     X  X      6             4710        300        790
GREAT PLAINS ENERGY INC       COM             39116410     299076       9864     X         6             9341          0        523
GREATER BAY BANCORP           COM             39164810    1061237      50972     X         3            50972          0          0
GREATER BAY BANCORP           COM             39164810    1392542      65425     X         5             3397          0      62028
GREATER BAY BANCORP           COM             39164810      11909        572     X  X      6              572          0          0
GREATER BAY BANCORP           COM             39164810        833         40     X         6               40          0          0
GREATER CHINA FD INC          COM             39167B10     372031      26987     X         5            24987          0       2000
GREATER CHINA FD INC          COM             39167B10      69658       5066     X         6             5066          0          0
GREENPOINT FINL CORP          COM             39538410      27594        900     X         13               0          0        900
GREENPOINT FINL CORP          COM             39538410    4338031     145279     X         3           145279          0          0
GREENPOINT FINL CORP          COM             39538410     665326      22268     X         5            21763          0        505
GREENPOINT FINL CORP          COM             39538410    4178340     139931     X  X      6           139931          0          0
GREENPOINT FINL CORP          COM             39538410      48463       1623     X         6             1623          0          0
GREY WOLF INC                 COM             39788810    2088522     600150     X         3           600150          0          0
GREY WOLF INC                 COM             39788810     132952      38100     X         5            35500          0       2600
GREY WOLF INC                 COM             39788810     132588      38100     X         6            33300          0       4800
GROUP 1 AUTOMOTIVE INC        COM             39890510   54336083    1573135     X         11         1146000       1300     425835
GROUP 1 AUTOMOTIVE INC        COM             39890510     963666      27900     X         3            27900          0          0
GROUP 1 AUTOMOTIVE INC        COM             39890510     447506      12412     X         5             5602          0       6810
GROUP 1 AUTOMOTIVE INC        COM             39890510     166656       4825     X         6             4825          0          0
GROUP 1 SOFTWARE INC NEW      COM             39943Y10   20717329    1152243     X         5          1152243          0          0
GROUPE DANONE                 SPONSORED ADR   39944910    2438595      79901     X         5            79828          0         73
GROUPE DANONE                 SPONSORED ADR   39944910       2899         95     X  X      6               95          0          0
GROUPE DANONE                 SPONSORED ADR   39944910      16786        550     X         6              550          0          0
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20     194584       5200     X         13               0          0       5200
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20    6618363     180879     X         3           180879          0          0
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20    5813417     158877     X         5           158747          0        130
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20      33663        920     X  X      6              920          0          0
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J20       8233        225     X         6              225          0          0
GTECH HLDGS CORP              COM             40051810    6479477     151213     X         3           151213          0          0
GTECH HLDGS CORP              COM             40051810    7195132     167232     X         5           142865          0      24367
GTECH HLDGS CORP              COM             40051810      17997        420     X  X      6              420          0          0
GTECH HLDGS CORP              COM             40051810     346185       8079     X         6             3975          0       4104
GRUPO TMM S A                 SP ADR A SHS    40051D10    1920360     615500     X         5           615500          0          0
GUANGSHEN RY LTD              SPONSORED ADR   40065W10      22769       1765     X         13               0          0       1765
GUANGSHEN RY LTD              SPONSORED ADR   40065W10    1122338      90070     X         5            89920          0        150
GUCCI GROUP N V               COM NY REG      40156610     444724       5274     X         5             3474          0       1800
GUIDANT CORP                  COM             40169810     201455       4300     X         11               0          0       4300
GUIDANT CORP                  COM             40169810     122717       2555     X         13               0          0       2555
GUIDANT CORP                  COM             40169810   41818310     891645     X         3           891645          0          0
GUIDANT CORP                  COM             40169810   10389838     220914     X         5           187001          0      33913
GUIDANT CORP                  COM             40169810    2990576      63833     X  X      6            42234       2450      19149
GUIDANT CORP                  COM             40169810    7570023     161580     X         6            77016          0      84564
GUILFORD PHARMACEUTICALS INC  COM             40182910     445680      72000     X         3            72000          0          0
GUILFORD PHARMACEUTICALS INC  COM             40182910     256721      41453     X         5            40303          0       1150
GUITAR CTR MGMT INC           COM             40204010      27353        850     X         11               0          0        850
GUITAR CTR MGMT INC           COM             40204010    7218312     224450     X         3           224450          0          0
GUITAR CTR MGMT INC           COM             40204010     480322      14897     X         5            14090          0        807
GUITAR CTR MGMT INC           COM             40204010      77232       2400     X  X      6             2400          0          0
GUITAR CTR MGMT INC           COM             40204010    1758540      54647     X         6            50697          0       3950
GULF ISLAND FABRICATION INC   COM             40230710     106855          0     X         3                0          0          0
GULF ISLAND FABRICATION INC   COM             40230710       9181        610     X  X      6              610          0          0
GULF ISLAND FABRICATION INC   COM             40230710      88043       5850     X         6             5850          0          0
GULFTERRA ENERGY PARTNERS LP  COM             40274U10     178356       4450     X         13               0          0       4450
GULFTERRA ENERGY PARTNERS LP  COM             40274U10     502251      12530     X         5             2252          0      10278
GULFTERRA ENERGY PARTNERS LP  COM             40274U10     525310      13100     X  X      6             4500       8600          0
GULFTERRA ENERGY PARTNERS LP  COM             40274U10      36090        900     X         6              900          0          0
GYMBOREE CORP                 COM             40377710    4110758     291750     X         3           291750          0          0
GYMBOREE CORP                 COM             40377710       7750        550     X         5              550          0          0
GYMBOREE CORP                 COM             40377710     564375      40055     X         6            35055          0       5000
H & Q HEALTHCARE FD           SH BEN INT      40405210     485084      27229     X         5            12158          0      15071
H & Q LIFE SCIENCES INVS      SH BEN INT      40405310     324979      21187     X         5            17830          0       3357
H & Q LIFE SCIENCES INVS      SH BEN INT      40405310      26618       1742     X  X      6             1742          0          0
H & Q LIFE SCIENCES INVS      SH BEN INT      40405310       7533        493     X         6              493          0          0
HCA INC                       COM             40411910       3686        100     X         1              100          0          0
HCA INC                       COM             40411910      20474        547     X         13               0          0        547
HCA INC                       COM             40411910   29247562     793477     X         3           793477          0          0
HCA INC                       COM             40411910       3281         89     X  X      4               89          0          0
HCA INC                       COM             40411910    4430871     119974     X         5           104834          0      15140
HCA INC                       COM             40411910    2887354      78333     X  X      6            70087       8176         70
HCA INC                       COM             40411910   12355988     335214     X         6           268452        610      66152
HCA INC                       COM             40411910      14117        383     X         7              383          0          0
HCC INS HLDGS INC             COM             40413210   63379569    2179490     X         11         1685860          0     493630
HCC INS HLDGS INC             COM             40413210    8499706     290985     X         3           290985          0          0
HCC INS HLDGS INC             COM             40413210    7307250     251268     X         5           250660          0        608
HCC INS HLDGS INC             COM             40413210     190358       6546     X  X      6             6546          0          0
HCC INS HLDGS INC             COM             40413210    1580265      54342     X         6            50406         36       3900
HCC INS HLDGS INC             COM             40413210       2501         86     X  X      7               86          0          0
HDFC BANK LTD                 ADR REPS 3 SHS  40415F10      20877        971     X  X      6              971          0          0
HDFC BANK LTD                 ADR REPS 3 SHS  40415F10     396224      18429     X         6            17522          0        907
HEI INC                       COM             40416010    1129671     343365     X         5           343365          0          0
HRPT PPTYS TR                 COM SH BEN INT  40426W10       7432        800     X         13               0          0        800
HRPT PPTYS TR                 COM SH BEN INT  40426W10    1368680     149605     X         5           141005          0       8600
HRPT PPTYS TR                 COM SH BEN INT  40426W10    1145955     125378     X  X      6           122368       3010          0
HRPT PPTYS TR                 COM SH BEN INT  40426W10     261230      28581     X         6             8581          0      20000
HRPT PPTYS TR                 COM SH BEN INT  40426W10       2742        300     X  X      7              300          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      44702        677     X         1              677          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      79200       1200     X         11               0          0       1200
HSBC HLDGS PLC                SPON ADR NEW    40428040       9247        136     X         13               0          0        136
HSBC HLDGS PLC                SPON ADR NEW    40428040   26393796     399045     X         3           399045          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      28908        438     X         4              438          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040    3252438      49009     X         5            40042          0       8967
HSBC HLDGS PLC                SPON ADR NEW    40428040    3422038      51849     X  X      6            49827        728       1294
HSBC HLDGS PLC                SPON ADR NEW    40428040    2627077      39804     X         6            39509          0        295
HSBC HLDGS PLC                SPON ADR NEW    40428040     118404       1794     X  X      7             1794          0          0
HSBC HLDGS PLC                SPON ADR NEW    40428040      39600        600     X         7              600          0          0
HAIN CELESTIAL GROUP INC      COM             40521710    1172376      64665     X         3            64665          0          0
HAIN CELESTIAL GROUP INC      COM             40521710     934010      51457     X         5            40507          0      10950
HAIN CELESTIAL GROUP INC      COM             40521710      57345       3163     X         6              300          0       2863
HALLIBURTON CO                COM             40621610    1017935      40799     X         13               0          0      40799
HALLIBURTON CO                COM             40621610   17394501     715130     X         3           715130          0          0
HALLIBURTON CO                COM             40621610    6984394     282632     X         5            96094          0     186538
HALLIBURTON CO                COM             40621610    4160548     171569     X  X      6           162144       9300        125
HALLIBURTON CO                COM             40621610   10160265     418980     X         6           246543       1087     171350
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510       9160       1000     X         13               0          0       1000
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510    2129628     236649     X         5           211562          0      25087
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510      54311       6048     X  X      6             6000         48          0
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510     141642      15773     X         6            15773          0          0
JOHN HANCOCK BK &THRIFT OPP   SH BEN INT      40973510     556760      62000     X         9            62000          0          0
HANCOCK JOHN INCOME SECS TR   COM             41012310     101508       6588     X         5             3142          0       3446
HANCOCK JOHN INCOME SECS TR   COM             41012310      55423       3613     X  X      6             3613          0          0
HANCOCK JOHN INCOME SECS TR   COM             41012310      47370       3088     X         6             3088          0          0
HANCOCK JOHN INCOME SECS TR   COM             41012310    1557010     101500     X         9           101500          0          0
HANCOCK JOHN PATRIOT PREM DI  COM             41013Q10     175151      18983     X         5            12695          0       6288
HANCOCK JOHN PATRIOT PREM DI  COM             41013Q10      21409       2317     X  X      6             2317          0          0
HANCOCK JOHN PATRIOT PREM DI  COM             41013Q10      55662       6024     X         6             6024          0          0
HANCOCK JOHN PATRIOT PREM II  COM SH BEN INT  41013T10     181468      17231     X         5            15581          0       1650
HANCOCK JOHN PATRIOT PREM II  COM SH BEN INT  41013T10      13939       1325     X         6             1325          0          0
HANCOCK JOHN PATRIOT SELCT D  COM             41013U10     340484      24390     X         13               0          0      24390
HANCOCK JOHN PATRIOT SELCT D  COM             41013U10     215274      15509     X         5            15395          0        114
HANCOCK JOHN PATRIOT SELCT D  COM             41013U10       8828        636     X  X      6                0        636          0
HANCOCK JOHN PFD INCOME FD    SH BEN INT      41013W10     799421      31969     X         5            25551          0       6418
JOHN HANCOCK PREFERRED INC F  COM             41013X10     259411      10388     X         5             8088          0       2300
JOHN HANCOCK PREFERRED INC F  COM             41013X10      49900       2000     X  X      6             2000          0          0
HANCOCK JOHN INVS TR          COM             41014210      96502       4799     X         5             2726          0       2073
HANCOCK JOHN INVS TR          COM             41014210      38394       1913     X  X      6             1913          0          0
HANCOCK JOHN INVS TR          COM             41014210      40842       2035     X         6             2035          0          0
HANCOCK JOHN INVS TR          COM             41014210     128448       6400     X         9             6400          0          0
HANCOCK JOHN FINL SVCS INC    COM             41014S10       8450        250     X         11               0          0        250
HANCOCK JOHN FINL SVCS INC    COM             41014S10    3964943     117306     X         3           117306          0          0
HANCOCK JOHN FINL SVCS INC    COM             41014S10    1739223      51492     X         5            46008          0       5484
HANCOCK JOHN FINL SVCS INC    COM             41014S10     185494       5488     X  X      6             3349        900       1239
HANCOCK JOHN FINL SVCS INC    COM             41014S10    3522366     104212     X         6            42810          0      61402
HANCOCK JOHN FINL TRENDS FD   COM             41014X10     250471      16453     X         5             1620          0      14833
HANCOCK JOHN FINL TRENDS FD   COM             41014X10      33398       2230     X         6             2230          0          0
HANCOCK JOHN PFD INCOME FD I  COM             41021P10     493367      20721     X         5            20721          0          0
HANDLEMAN CO DEL              COM             41025210       4220        250     X         5              250          0          0
HANDLEMAN CO DEL              COM             41025210       5486        325     X  X      6              325          0          0
HANDLEMAN CO DEL              COM             41025210     199268      11805     X         6            11805          0          0
HANOVER COMPRESSOR CO         COM             41076810     706236      71337     X         3            71337          0          0
HANOVER COMPRESSOR CO         COM             41076810      69129       6950     X         5             5150          0       1800
HANOVER COMPRESSOR CO         COM             41076810         50          5     X         6                0          0          5
HANSON PLC                    SPON ADR NEW    41135240       1824         56     X         13               0          0         56
HANSON PLC                    SPON ADR NEW    41135240     332659      10401     X         5            10342          0         59
HANSON PLC                    SPON ADR NEW    41135240      26703        835     X  X      6              485        125        225
HANSON PLC                    SPON ADR NEW    41135240       6396        200     X         6              200          0          0
HANSON PLC                    SPON ADR NEW    41135240       3998        125     X  X      7              125          0          0
HANSON PLC                    SPON ADR NEW    41135240       9338        292     X         7              292          0          0
HARKEN ENERGY CORP            COM NEW         41255230       2772       4200     X         13               0          0       4200
HARKEN ENERGY CORP            COM NEW         41255230      34300      51902     X         5              902          0      51000
HARKEN ENERGY CORP            COM NEW         41255230       1065       1500     X         6                0          0       1500
HARLAND JOHN H CO             COM             41269310   16386386     619055     X         3           619055          0          0
HARLAND JOHN H CO             COM             41269310       5687        214     X         5               14          0        200
HARLAND JOHN H CO             COM             41269310      37190       1405     X  X      6             1405          0          0
HARLAND JOHN H CO             COM             41269310    1721503      65036     X         6            62396          0       2640
HARLEY DAVIDSON INC           COM             41282210      19280        400     X         11               0          0        400
HARLEY DAVIDSON INC           COM             41282210      50701       1022     X         13               0          0       1022
HARLEY DAVIDSON INC           COM             41282210   11504713     238687     X         3           238687          0          0
HARLEY DAVIDSON INC           COM             41282210   19864326     408601     X         5           288189          0     120412
HARLEY DAVIDSON INC           COM             41282210    3000209      62245     X  X      6            41564       2471      18210
HARLEY DAVIDSON INC           COM             41282210    8096540     167978     X         6           116770        300      50908
HARLEYSVILLE NATL CORP PA     COM             41285010        748         32     X         5               32          0          0
HARLEYSVILLE NATL CORP PA     COM             41285010      89607       3831     X  X      6             2465       1366          0
HARLEYSVILLE NATL CORP PA     COM             41285010     904842      38685     X         6            38685          0          0
HARLEYSVILLE NATL CORP PA     COM             41285010     222556       9515     X         7             9515          0          0
HARMAN INTL INDS INC          COM             41308610     196700       2000     X  X      1             2000          0          0
HARMAN INTL INDS INC          COM             41308610     356050       3491     X         13               0          0       3491
HARMAN INTL INDS INC          COM             41308610   47114764     478416     X         3           478416          0          0
HARMAN INTL INDS INC          COM             41308610     531599       5336     X         5             3467          0       1869
HARMAN INTL INDS INC          COM             41308610     274987       2796     X  X      6             2296          0        500
HARMAN INTL INDS INC          COM             41308610    7932616      80657     X         6            44717          0      35940
HARMAN INTL INDS INC          COM             41308610       4918         50     X         7               50          0          0
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630      14120       1000     X         13               0          0       1000
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630    3344292     230800     X         3           230800          0          0
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630     419521      28956     X         5            28816          0        140
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630      13041        900     X  X      6              900          0          0
HARMONY GOLD MNG LTD          SPONSORED ADR   41321630       9781        675     X         6              675          0          0
HARRAHS ENTMT INC             COM             41361910     479966      11175     X         13               0          0      11175
HARRAHS ENTMT INC             COM             41361910   17303041     410901     X         3           410901          0          0
HARRAHS ENTMT INC             COM             41361910       2316         55     X  X      4               55          0          0
HARRAHS ENTMT INC             COM             41361910    9554635     225111     X         5           135574          0      89537
HARRAHS ENTMT INC             COM             41361910     215687       5122     X  X      6             4084        938        100
HARRAHS ENTMT INC             COM             41361910    1306589      31028     X         6            20342          0      10686
HARRIS CORP DEL               COM             41387510     150318       4200     X  X      1             4200          0          0
HARRIS CORP DEL               COM             41387510   20162762     563363     X         3           563363          0          0
HARRIS CORP DEL               COM             41387510     178446       4979     X         5             3904          0       1075
HARRIS CORP DEL               COM             41387510     518955      14500     X  X      6            13800        700          0
HARRIS CORP DEL               COM             41387510     389073      10871     X         6            10871          0          0
HARRIS CORP DEL               COM             41387510       3758        105     X         7              105          0          0
HARRIS INTERACTIVE INC        COM             41454910    4815085     683961     X         3           683961          0          0
HARRIS INTERACTIVE INC        COM             41454910     164349      23345     X         6             1677          0      21668
HARSCO CORP                   COM             41586410   15544765     404075     X         11          288500       1100     114475
HARSCO CORP                   COM             41586410    1533683      39867     X         3            39867          0          0
HARSCO CORP                   COM             41586410     154910       4000     X         5             3000          0       1000
HARSCO CORP                   COM             41586410     758744      19723     X  X      6             8473      11000        250
HARSCO CORP                   COM             41586410     580820      15098     X         6            15098          0          0
HARTE-HANKS INC               COM             41619610    1602860      86923     X         3            86923          0          0
HARTE-HANKS INC               COM             41619610     371972      20172     X  X      6            20172          0          0
HARTE-HANKS INC               COM             41619610      19362       1050     X         6             1050          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510      10526        200     X  X      1              200          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510     210520       4000     X         1             4000          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510     108411       2030     X         13               0          0       2030
HARTFORD FINL SVCS GROUP INC  COM             41651510   16769286     318356     X         3           318356          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510      14473        275     X  X      4              275          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510    2721645      51498     X         5            36827          0      14671
HARTFORD FINL SVCS GROUP INC  COM             41651510   14111103     268119     X  X      6           234982      19735      13402
HARTFORD FINL SVCS GROUP INC  COM             41651510   49092159     932779     X         6           868969       2328      61482
HARTFORD FINL SVCS GROUP INC  COM             41651510      22894        435     X  X      7              435          0          0
HARTFORD FINL SVCS GROUP INC  COM             41651510     168048       3193     X         7             3193          0          0
HASBRO INC                    COM             41805610    1345390      72023     X         3            72023          0          0
HASBRO INC                    COM             41805610     169066       9018     X         5             7948          0       1070
HASBRO INC                    COM             41805610     207423      11104     X  X      6            11104          0          0
HASBRO INC                    COM             41805610     566602      30332     X         6             6698          0      23634
HATTERAS INCOME SECS INC      COM             41902510     933128      71183     X         5            63083          0       8100
HATTERAS INCOME SECS INC      COM             41902510      57802       4409     X  X      6             4409          0          0
HATTERAS INCOME SECS INC      COM             41902510      15378       1173     X         6             1173          0          0
HAWAIIAN ELEC INDUSTRIES      COM             41987010    1597420      36697     X         3            36697          0          0
HAWAIIAN ELEC INDUSTRIES      COM             41987010     258602       5913     X         5             1263          0       4650
HAWAIIAN ELEC INDUSTRIES      COM             41987010     199977       4594     X  X      6             2810          0       1784
HAWAIIAN ELEC INDUSTRIES      COM             41987010     160234       3681     X         6             3681          0          0
HAWAIIAN ELEC INDUSTRIES      COM             41987010       4353        100     X  X      7              100          0          0
HAWTHORNE FINL CORP           COM             42054210    2668311      66442     X         3            66442          0          0
HAWTHORNE FINL CORP           COM             42054210     130087       3236     X         6              316          0       2920
HEALTH CARE PPTY INVS INC     COM             42191510      18680          0     X         3                0          0          0
HEALTH CARE PPTY INVS INC     COM             42191510     440641       9436     X         5             7458          0       1978
HEALTH CARE PPTY INVS INC     COM             42191510     924894      19805     X  X      6            19805          0          0
HEALTH CARE PPTY INVS INC     COM             42191510      72292       1548     X         6             1548          0          0
HEALTH MGMT ASSOC INC NEW     CL A            42193310     911526      41433     X         13               0          0      41433
HEALTH MGMT ASSOC INC NEW     CL A            42193310   22435620    1025718     X         3          1025718          0          0
HEALTH MGMT ASSOC INC NEW     CL A            42193310   11726863     533624     X         5            67713          0     465911
HEALTH MGMT ASSOC INC NEW     CL A            42193310    1775792      81421     X  X      6            75921          0       5500
HEALTH MGMT ASSOC INC NEW     CL A            42193310    2375698     108927     X         6           108727          0        200
HEALTHCARE RLTY TR            COM             42194610     794891      24850     X         5            15440          0       9410
HEALTHCARE RLTY TR            COM             42194610     231439       7237     X  X      6             5737          0       1500
HEALTHCARE RLTY TR            COM             42194610     694670      21722     X         6            21722          0          0
HEALTHCARE RLTY TR            COM             42194610       3198        100     X  X      7              100          0          0
HEALTH CARE REIT INC          COM             42217K10     197440       6400     X         11               0          0       6400
HEALTH CARE REIT INC          COM             42217K10     483439      15556     X         5             8621          0       6935
HEALTH CARE REIT INC          COM             42217K10     241000       7812     X  X      6             7512          0        300
HEALTH CARE REIT INC          COM             42217K10      86380       2800     X         6             2800          0          0
HEALTHEXTRAS INC              COM             42221110    5286646     613981     X         5           612981          0       1000
HEALTH NET INC                COM             42222G10    4010657     126639     X         3           126639          0          0
HEALTH NET INC                COM             42222G10    5948710     187833     X         5           187664          0        169
HEALTH NET INC                COM             42222G10     102136       3225     X  X      6             3225          0          0
HEALTH NET INC                COM             42222G10      42026       1327     X         6             1327          0          0
HEARTLAND EXPRESS INC         COM             42234710    2258745      91536     X         3            91536          0          0
HEARTLAND EXPRESS INC         COM             42234710    2132425      85167     X         5             1788          0      83379
HEARTLAND EXPRESS INC         COM             42234710       7470        311     X  X      6              311          0          0
HEARTLAND EXPRESS INC         COM             42234710     741762      30881     X         6            28744         37       2100
HEARTLAND EXPRESS INC         COM             42234710       2258         94     X         7               94          0          0
HECLA MNG CO                  COM             42270410     278622      50475     X         13               0          0      50475
HECLA MNG CO                  COM             42270410     312142      59569     X         5            59569          0          0
HECLA MNG CO                  COM             42270410       5240       1000     X  X      6             1000          0          0
HECLA MNG CO                  COM             42270410       2096        400     X  X      7              400          0          0
HEIDRICK & STRUGGLES INTL IN  COM             42281910    8959051     529182     X         3           529182          0          0
HEINZ H J CO                  COM             42307410     215964       6300     X  X      1             6300          0          0
HEINZ H J CO                  COM             42307410    1168948      34100     X         1            34100          0          0
HEINZ H J CO                  COM             42307410      89128       2600     X         11               0          0       2600
HEINZ H J CO                  COM             42307410     270018       7804     X         13               0          0       7804
HEINZ H J CO                  COM             42307410   22182588     647100     X         3           647100          0          0
HEINZ H J CO                  COM             42307410       8056        235     X  X      4              235          0          0
HEINZ H J CO                  COM             42307410    5317541     154711     X         5           110828          0      43883
HEINZ H J CO                  COM             42307410   15233758     444392     X  X      6           407237      24280      12875
HEINZ H J CO                  COM             42307410   13900806     405508     X         6           383118       6850      15540
HEINZ H J CO                  COM             42307410       5142        150     X  X      7              150          0          0
HEINZ H J CO                  COM             42307410    1239222      36150     X         8            36150          0          0
HELIX TECHNOLOGY CORP         COM             42331910    3061534     187021     X         3           187021          0          0
HELIX TECHNOLOGY CORP         COM             42331910       7915        480     X         5                0          0        480
HELLENIC TELECOM ORGANIZATN   SPONSORED ADR   42332530      16833       3100     X  X      6             3100          0          0
HELLENIC TELECOM ORGANIZATN   SPONSORED ADR   42332530     346950      63895     X         6            63895          0          0
HELMERICH & PAYNE INC         COM             42345210      88876       3400     X         11               0          0       3400
HELMERICH & PAYNE INC         COM             42345210    1282428      49060     X         3            49060          0          0
HELMERICH & PAYNE INC         COM             42345210      53513       2037     X         5             1662          0        375
HELMERICH & PAYNE INC         COM             42345210     100639       3850     X  X      6             3850          0          0
HELMERICH & PAYNE INC         COM             42345210     683300      26140     X         6            25540          0        600
HENRY JACK & ASSOC INC        COM             42628110    1496601      86061     X         3            86061          0          0
HENRY JACK & ASSOC INC        COM             42628110    1032610      57576     X         5             2553          0      55023
HENRY JACK & ASSOC INC        COM             42628110      92167       5300     X  X      6             5300          0          0
HENRY JACK & ASSOC INC        COM             42628110     681132      39168     X         6            39168          0          0
HERITAGE PROPANE PARTNERS L   UNIT LTD PARTN  42691810     116018       3467     X         5             3067          0        400
HERITAGE PROPANE PARTNERS L   UNIT LTD PARTN  42691810     325049       9732     X         6             9732          0          0
HERCULES INC                  COM             42705610      33990       3000     X         1             3000          0          0
HERCULES INC                  COM             42705610     488312      43099     X         3            43099          0          0
HERCULES INC                  COM             42705610     136862      12066     X         5            11366          0        700
HERCULES INC                  COM             42705610     523446      46200     X  X      6            35500       5700       5000
HERCULES INC                  COM             42705610     106071       9362     X         6             9362          0          0
HERITAGE PPTY INVT TR INC     COM             42725M10    5175296     179200     X         11          116100          0      63100
HERITAGE PPTY INVT TR INC     COM             42725M10       2895        100     X         13               0          0        100
HERITAGE PPTY INVT TR INC     COM             42725M10     840408      29100     X         3            29100          0          0
HERITAGE PPTY INVT TR INC     COM             42725M10       2606         90     X         5                0          0         90
HERLEY INDS INC DEL           COM             42739810    4597250     262700     X         11          227400          0      35300
HERLEY INDS INC DEL           COM             42739810      26056       1454     X         5                0          0       1454
HERLEY INDS INC DEL           COM             42739810      33250       1900     X         6             1900          0          0
HERSHEY FOODS CORP            COM             42786610      10902        150     X  X      1              150          0          0
HERSHEY FOODS CORP            COM             42786610      10902        150     X         1              150          0          0
HERSHEY FOODS CORP            COM             42786610      51779        700     X         13               0          0        700
HERSHEY FOODS CORP            COM             42786610   16965474     233427     X         3           233427          0          0
HERSHEY FOODS CORP            COM             42786610       6541         90     X         4               90          0          0
HERSHEY FOODS CORP            COM             42786610    6660663      91286     X         5            71115          0      20171
HERSHEY FOODS CORP            COM             42786610   12469490     171567     X  X      6           152117      17800       1650
HERSHEY FOODS CORP            COM             42786610   17552986     241511     X         6           173957          0      67554
HERSHEY FOODS CORP            COM             42786610       1817         25     X  X      7               25          0          0
HERSHEY FOODS CORP            COM             42786610       9085        125     X         7              125          0          0
HEWITT ASSOCS INC             COM             42822Q10     552598      22524     X         5             9174          0      13350
HEWLETT PACKARD CO            COM             42823610     855925      44211     X  X      1            44211          0          0
HEWLETT PACKARD CO            COM             42823610     804950      41578     X         1            41428          0        150
HEWLETT PACKARD CO            COM             42823610      25362       1310     X         11               0          0       1310
HEWLETT PACKARD CO            COM             42823610     846975      43213     X         13               0          0      43213
HEWLETT PACKARD CO            COM             42823610   69344926    3577276     X         3          3577276          0          0
HEWLETT PACKARD CO            COM             42823610       7260        375     X         4              375          0          0
HEWLETT PACKARD CO            COM             42823610   16055144     823320     X         5           341352          0     481968
HEWLETT PACKARD CO            COM             42823610   28517725    1473023     X  X      6          1099513     108492     265018
HEWLETT PACKARD CO            COM             42823610   68412664    3533712     X         6          2604044       6404     923264
HEWLETT PACKARD CO            COM             42823610      10551        545     X  X      7              545          0          0
HEWLETT PACKARD CO            COM             42823610     154415       7976     X         7             7976          0          0
HEWLETT PACKARD CO            COM             42823610   11811052     610075     X         8           610075          0          0
HEXCEL CORP NEW               COM             42829110     570530      96700     X         5            96700          0          0
HIBBETT SPORTING GOODS INC    COM             42856510    5650254     234225     X         3           234225          0          0
HIBBETT SPORTING GOODS INC    COM             42856510      18072        753     X  X      6              753          0          0
HIBBETT SPORTING GOODS INC    COM             42856510     869160      36215     X         6            32111         54       4050
HIBERNIA CORP                 CL A            42865610   11176915     549611     X         3           549611          0          0
HIBERNIA CORP                 CL A            42865610     225468      11100     X         5            10191          0        909
HIBERNIA CORP                 CL A            42865610     376816      18599     X  X      6            18599          0          0
HIBERNIA CORP                 CL A            42865610    2348458     115916     X         6            34755         43      81118
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10      12952       1832     X         13               0          0       1832
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10      35450       5000     X  X      4             5000          0          0
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10    2816559     397742     X         5           226309          0     171433
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10       9713       1370     X  X      6             1370          0          0
HIGH INCOME OPPORTUNITY FD I  COM             42967Q10      34790       4907     X         6             4098          0        809
HIGH YIELD PLUS FD INC        COM             42990610      55250      13642     X         5            13642          0          0
HIGH YIELD PLUS FD INC        COM             42990610       4050       1000     X  X      6             1000          0          0
HIGHWOODS PPTYS INC           COM             43128410    3696654     154931     X         3           154931          0          0
HIGHWOODS PPTYS INC           COM             43128410     477741      19606     X         5             1530          0      18076
HIGHWOODS PPTYS INC           COM             43128410      63229       2650     X  X      6             2275          0        375
HIGHWOODS PPTYS INC           COM             43128410    2886631     120982     X         6           119982       1000          0
HILB ROGAL & HAMILTON CO      COM             43129410    7265098     213050     X         3           213050          0          0
HILB ROGAL & HAMILTON CO      COM             43129410    1013061      32226     X         5              310          0      31916
HILB ROGAL & HAMILTON CO      COM             43129410     100290       3231     X  X      6             2231       1000          0
HILB ROGAL & HAMILTON CO      COM             43129410    1016374      32744     X         6            29216         28       3500
HILLENBRAND INDS INC          COM             43157310    3414708      60523     X         3            60523          0          0
HILLENBRAND INDS INC          COM             43157310    5568991      98671     X         5            96549          0       2122
HILLENBRAND INDS INC          COM             43157310     133377       2364     X  X      6             2309         55          0
HILLENBRAND INDS INC          COM             43157310      56025        993     X         6              993          0          0
HILTON HOTELS CORP            COM             43284810    2381112     146801     X         3           146801          0          0
HILTON HOTELS CORP            COM             43284810     692718      42582     X         5            37074          0       5508
HILTON HOTELS CORP            COM             43284810      46162       2846     X  X      6             2846          0          0
HILTON HOTELS CORP            COM             43284810     102478       6318     X         6             6318          0          0
HITACHI LIMITED               ADR 10 COM      43357850     230861       3990     X         13               0          0       3990
HITACHI LIMITED               ADR 10 COM      43357850      34142          0     X         3                0          0          0
HITACHI LIMITED               ADR 10 COM      43357850     440429       7877     X         5             5165          0       2712
HITACHI LIMITED               ADR 10 COM      43357850     119660       2180     X  X      6             1415          0        765
HITACHI LIMITED               ADR 10 COM      43357850     288447       5255     X         6             5255          0          0
HITACHI LIMITED               ADR 10 COM      43357850       4062         74     X  X      7               74          0          0
HOLLINGER INTL INC            CL A            43556910      84033       6723     X         5               28          0       6695
HOLLINGER INTL INC            CL A            43556910      19266       1560     X  X      6             1560          0          0
HOLLINGER INTL INC            CL A            43556910     667456      54045     X         6            54045          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210    2329352      95622     X         3            95622          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210      26664       1100     X         5             1100          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210      24240       1000     X  X      6             1000          0          0
HOLLIS-EDEN PHARMACEUTICALS   COM             43590210     143525       5921     X         6             1700          0       4221
HOME DEPOT INC                COM             43707610    1103475      34646     X  X      1            34646          0          0
HOME DEPOT INC                COM             43707610    2784582      87428     X         1            87428          0          0
HOME DEPOT INC                COM             43707610      32169       1010     X         11               0          0       1010
HOME DEPOT INC                COM             43707610    1077903      32763     X         13               0          0      32763
HOME DEPOT INC                COM             43707610   77070248    2363328     X         3          2363328          0          0
HOME DEPOT INC                COM             43707610      15925        500     X  X      4              500          0          0
HOME DEPOT INC                COM             43707610     143898       4518     X         4             4518          0          0
HOME DEPOT INC                COM             43707610   54099402    1676084     X         5           994059          0     682025
HOME DEPOT INC                COM             43707610   68990078    2166094     X  X      6          1653591     418724      93779
HOME DEPOT INC                COM             43707610   75747825    2378268     X         6          1855956      77305     445007
HOME DEPOT INC                COM             43707610      33076       1039     X  X      7             1039          0          0
HOME DEPOT INC                COM             43707610      37679       1183     X         7             1183          0          0
HOME DEPOT INC                COM             43707610      12740        400     X         8              400          0          0
HOME PPTYS N Y INC            COM             43730610     200478       5117     X         5             1300          0       3817
HOME PPTYS N Y INC            COM             43730610     439040      11200     X  X      6            11100          0        100
HOME PPTYS N Y INC            COM             43730610      67032       1710     X         6             1710          0          0
HON INDS INC                  COM             43809210      14784        400     X         11               0          0        400
HON INDS INC                  COM             43809210    2095078      56685     X         3            56685          0          0
HON INDS INC                  COM             43809210     142199       3828     X         5               58          0       3770
HON INDS INC                  COM             43809210       9129        247     X         6              247          0          0
HONDA MOTOR LTD               AMERN SHS       43812830      24885       1208     X         13               0          0       1208
HONDA MOTOR LTD               AMERN SHS       43812830     846720      42000     X         3            42000          0          0
HONDA MOTOR LTD               AMERN SHS       43812830    4478380     221936     X         5           212504          0       9432
HONDA MOTOR LTD               AMERN SHS       43812830      48384       2400     X  X      6             2400          0          0
HONDA MOTOR LTD               AMERN SHS       43812830     403462      20013     X         6            19913          0        100
HONDA MOTOR LTD               AMERN SHS       43812830       6048        300     X         7              300          0          0
HONEYWELL INTL INC            COM             43851610     264475      10037     X  X      1            10037          0          0
HONEYWELL INTL INC            COM             43851610     268770      10200     X         1            10200          0          0
HONEYWELL INTL INC            COM             43851610     486139      18099     X         13               0          0      18099
HONEYWELL INTL INC            COM             43851610   37972353    1407203     X         3          1407203          0          0
HONEYWELL INTL INC            COM             43851610       2240         85     X  X      4               85          0          0
HONEYWELL INTL INC            COM             43851610       6482        246     X         4              246          0          0
HONEYWELL INTL INC            COM             43851610    8525525     321362     X         5           208335          0     113027
HONEYWELL INTL INC            COM             43851610   14048160     533137     X  X      6           471385      35909      25843
HONEYWELL INTL INC            COM             43851610   23573385     894626     X         6           597771       1209     295646
HONEYWELL INTL INC            COM             43851610       6192        235     X         7              235          0          0
HONEYWELL INTL INC            COM             43851610    5670072     215183     X         8           215183          0          0
HOOKER FURNITURE CORP         COM             43903810     277473          0     X         3                0          0          0
HORACE MANN EDUCATORS CORP N  COM             44032710    6742812     464701     X         3           464701          0          0
HORACE MANN EDUCATORS CORP N  COM             44032710     731945      49025     X         5             7000          0      42025
HORMEL FOODS CORP             COM             44045210     279546      12065     X         13               0          0      12065
HORMEL FOODS CORP             COM             44045210    3113537     135489     X         3           135489          0          0
HORMEL FOODS CORP             COM             44045210      39449       1713     X         5             1270          0        443
HORMEL FOODS CORP             COM             44045210     813377      35395     X  X      6            15395      20000          0
HORMEL FOODS CORP             COM             44045210    1592652      69306     X         6            69306          0          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10    2150264      61296     X         3            61296          0          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10     866915      24691     X         5            13751          0      10940
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10     202412       5770     X  X      6             5270        500          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10    1094356      31196     X         6            31196          0          0
HOSPITALITY PPTYS TR          COM SH BEN INT  44106M10       3508        100     X  X      7              100          0          0
HOST MARRIOTT CORP NEW        COM             44107P10     345788      32172     X         5            30232          0       1940
HOST MARRIOTT CORP NEW        COM             44107P10     200522      18688     X  X      6            18688          0          0
HOST MARRIOTT CORP NEW        COM             44107P10      48092       4482     X         6             4482          0          0
HOT TOPIC INC                 COM             44133910   19041003     843357     X         3           843357          0          0
HOT TOPIC INC                 COM             44133910       5231        225     X         5               75          0        150
HOT TOPIC INC                 COM             44133910      13163        584     X  X      6              584          0          0
HOT TOPIC INC                 COM             44133910    1205642      53489     X         6            42595         39      10855
HOUSTON EXPL CO               COM             44212010    1637626      46656     X         3            46656          0          0
HOUSTON EXPL CO               COM             44212010      70200       2000     X         6                0          0       2000
HOVNANIAN ENTERPRISES INC     CL A            44248720     708511      10246     X         13               0          0      10246
HOVNANIAN ENTERPRISES INC     CL A            44248720    1952149      30327     X         3            30327          0          0
HOVNANIAN ENTERPRISES INC     CL A            44248720    2868835      43506     X         5            29206          0      14300
HOVNANIAN ENTERPRISES INC     CL A            44248720     164787       2560     X  X      6             2560          0          0
HOVNANIAN ENTERPRISES INC     CL A            44248720    2366434      36763     X         6            28543          0       8220
HUANENG PWR INTL INC          SPON ADR N      44330410      11027        203     X         13               0          0        203
HUANENG PWR INTL INC          SPON ADR N      44330410    3263738      59671     X         5            58971          0        700
HUB INTERNATIONAL LTD         COM             44332P10    4460800     272000     X         3           272000          0          0
HUB INTERNATIONAL LTD         COM             44332P10      11972        730     X  X      6              730          0          0
HUB INTERNATIONAL LTD         COM             44332P10     685192      41780     X         6            37080          0       4700
HUBBELL INC                   CL A            44351010     178000       5000     X         3             5000          0          0
HUBBELL INC                   CL A            44351010      35600       1000     X  X      6              400        600          0
HUBBELL INC                   CL A            44351010     119779       3365     X         6              290          0       3075
HUBBELL INC                   CL B            44351020    2123536      58195     X         3            58195          0          0
HUBBELL INC                   CL B            44351020     256009       6876     X         5             2476          0       4400
HUBBELL INC                   CL B            44351020    1226319      33607     X  X      6            28112          0       5495
HUBBELL INC                   CL B            44351020     374888      10274     X         6             5169          0       5105
HUDSON CITY BANCORP           COM             44368310     289400       9390     X         5             9390          0          0
HUDSON CITY BANCORP           COM             44368310       6164        200     X         6                0          0        200
HUDSON RIV BANCORP INC        COM             44412810     450912      13440     X         5                0          0      13440
HUDSON UNITED BANCORP         COM             44416510   10202817     290100     X         3           290100          0          0
HUDSON UNITED BANCORP         COM             44416510     223658       6356     X         5             5975          0        381
HUDSON UNITED BANCORP         COM             44416510     173810       4942     X  X      6             4942          0          0
HUDSON UNITED BANCORP         COM             44416510     401325      11411     X         6            11411          0          0
HUGHES SUPPLY INC             COM             44448210    5639972     163600     X         3           163600          0          0
HUGHES SUPPLY INC             COM             44448210     133442       4098     X         5             3798          0        300
HUGHES SUPPLY INC             COM             44448210      48675       1500     X  X      6             1500          0          0
HUGHES SUPPLY INC             COM             44448210    1010363      31136     X         6            28319         17       2800
HUGOTON RTY TR TEX            UNIT BEN INT    44471710     262780      14000     X         13               0          0      14000
HUGOTON RTY TR TEX            UNIT BEN INT    44471710       4685        250     X         5              250          0          0
HUMANA INC                    COM             44485910    2487994     137839     X         3           137839          0          0
HUMANA INC                    COM             44485910    2456251     135805     X         5           122370          0      13435
HUMANA INC                    COM             44485910      19801       1097     X  X      6             1097          0          0
HUMANA INC                    COM             44485910     689961      38225     X         6            15057          0      23168
HUMANA INC                    COM             44485910       3610        200     X  X      7              200          0          0
HUMAN GENOME SCIENCES INC     COM             44490310     273200      20000     X         3            20000          0          0
HUMAN GENOME SCIENCES INC     COM             44490310    1377302     100448     X         5            87238          0      13210
HUMAN GENOME SCIENCES INC     COM             44490310       2746        200     X  X      6              200          0          0
HUMAN GENOME SCIENCES INC     COM             44490310      43593       3175     X         6             2775          0        400
HUNT J B TRANS SVCS INC       COM             44565810    2047774      78700     X         3            78700          0          0
HUNT J B TRANS SVCS INC       COM             44565810     902226      34192     X         5            17759          0      16433
HUNT J B TRANS SVCS INC       COM             44565810      39285       1500     X  X      6             1500          0          0
HUNT J B TRANS SVCS INC       COM             44565810     518902      19813     X         6            17213          0       2600
HUNTINGTON BANCSHARES INC     COM             44615010    1769226      89400     X         3            89400          0          0
HUNTINGTON BANCSHARES INC     COM             44615010    1440107      70729     X         5            15127          0      55602
HUNTINGTON BANCSHARES INC     COM             44615010    1597647      80486     X  X      6            68442      12044          0
HUNTINGTON BANCSHARES INC     COM             44615010    1692967      85288     X         6            84313          0        975
HUTCHINSON TECHNOLOGY INC     COM             44840710       3310        100     X         3              100          0          0
HUTCHINSON TECHNOLOGY INC     COM             44840710     451370      13255     X         5             1705          0      11550
HUTCHINSON TECHNOLOGY INC     COM             44840710      16065        488     X         6              488          0          0
HYDRIL CO                     COM             44877410      36386       1781     X  X      6             1781          0          0
HYDRIL CO                     COM             44877410     255089      12486     X         6            12486          0          0
HYDROGENICS CORP              COM             44888210       2495        500     X         13               0          0        500
HYDROGENICS CORP              COM             44888210      57884      11600     X         5                0          0      11600
HYPERION 2005 INVT GRADE OPP  COM             44891810     190704      20053     X         5            20053          0          0
HYPERION 2005 INVT GRADE OPP  COM             44891810       5468        575     X  X      6              575          0          0
HYPERION 2005 INVT GRADE OPP  COM             44891810       5468        575     X         6              575          0          0
ICN PHARMACEUTICALS INC NEW   COM             44892410    1396258      81367     X         3            81367          0          0
ICN PHARMACEUTICALS INC NEW   COM             44892410     191240      11106     X         5             9881          0       1225
ICN PHARMACEUTICALS INC NEW   COM             44892410       1338         78     X  X      6               78          0          0
ICN PHARMACEUTICALS INC NEW   COM             44892410      61072       3559     X         6             3391          0        168
HYPERION TOTAL RETURN & INCO  COM             44914510      29850       3000     X         13               0          0       3000
HYPERION TOTAL RETURN & INCO  COM             44914510     538065      54231     X         5            51106          0       3125
HYPERION TOTAL RETURN & INCO  COM             44914510      35712       3600     X         6             3600          0          0
HYPERION SOLUTIONS CORP       COM             44914M10    3378714     117032     X         3           117032          0          0
HYPERION SOLUTIONS CORP       COM             44914M10      61559       2122     X         5             2122          0          0
HYPERION SOLUTIONS CORP       COM             44914M10       9428        325     X  X      6              325          0          0
HYPERION SOLUTIONS CORP       COM             44914M10     230717       7953     X         6             2850          0       5103
IA GLOBAL INC                 COM             44920E10      30000      60000     X         5            60000          0          0
ICOS CORP                     COM             44929510       3926        100     X         13               0          0        100
ICOS CORP                     COM             44929510     425735      11110     X         3            11110          0          0
ICOS CORP                     COM             44929510    2683045      69560     X         5            52635          0      16925
ICOS CORP                     COM             44929510     161377       4208     X         6             4208          0          0
ICT GROUP INC                 COM             44929Y10      35022       3270     X  X      6             3270          0          0
ICT GROUP INC                 COM             44929Y10     247776      23135     X         6            23135          0          0
ICU MED INC                   COM             44930G10      24426        900     X         5              900          0          0
ICU MED INC                   COM             44930G10      48038       1770     X  X      6             1770          0          0
ICU MED INC                   COM             44930G10     318895      11750     X         6            11750          0          0
ID BIOMEDICAL CORP            COM             44936D10     489133      28100     X         5            27100          0       1000
ID BIOMEDICAL CORP            COM             44936D10      52290       3000     X  X      6             3000          0          0
IDEC PHARMACEUTICALS CORP     COM             44937010       2021         60     X         13               0          0         60
IDEC PHARMACEUTICALS CORP     COM             44937010   11986443     361582     X         3           361582          0          0
IDEC PHARMACEUTICALS CORP     COM             44937010    1942202      58188     X         5            45052          0      13136
IDEC PHARMACEUTICALS CORP     COM             44937010      46606       1400     X  X      6                0        400       1000
IDEC PHARMACEUTICALS CORP     COM             44937010      12650        380     X         6              380          0          0
IGEN INC                      COM             44953610    1867980      32318     X         3            32318          0          0
IGEN INC                      COM             44953610     195772       3400     X         5             3400          0          0
IGEN INC                      COM             44953610      15835        275     X  X      6              275          0          0
IGEN INC                      COM             44953610     181262       3148     X         6             1725          0       1423
IMC GLOBAL INC                COM             44966910     722779     112758     X         3           112758          0          0
IMC GLOBAL INC                COM             44966910     156441      23827     X         5             6162          0      17665
IMC GLOBAL INC                COM             44966910      32383       5052     X  X      6             2791       2261          0
I-MANY INC                    COM             44973Q10      29504      27600     X         5            27600          0          0
ING PRIME RATE TR             SH BEN INT      44977W10       5687        778     X         13               0          0        778
ING PRIME RATE TR             SH BEN INT      44977W10    2901372     401731     X         5           271407          0     130324
ING PRIME RATE TR             SH BEN INT      44977W10      52723       7343     X  X      6             7343          0          0
ING PRIME RATE TR             SH BEN INT      44977W10      79562      11081     X         6            11081          0          0
IMS HEALTH INC                COM             44993410      33760       1600     X         1             1600          0          0
IMS HEALTH INC                COM             44993410    1966773      93212     X         3            93212          0          0
IMS HEALTH INC                COM             44993410       3650        173     X  X      4              173          0          0
IMS HEALTH INC                COM             44993410     947409      44756     X         5            37112          0       7644
IMS HEALTH INC                COM             44993410    3775128     178916     X  X      6           161534      11765       5617
IMS HEALTH INC                COM             44993410    4297205     203659     X         6           203659          0          0
ISTAR FINL INC                COM             45031U10    2449313      62879     X         5            61709          0       1170
ISTAR FINL INC                COM             45031U10     806265      20700     X  X      6            20300          0        400
ISTAR FINL INC                COM             45031U10    4122273     105835     X         6           105835          0          0
ITLA CAP CORP                 COM             45056510    2114521      49625     X         3            49625          0          0
ITLA CAP CORP                 COM             45056510      28782        675     X         5              675          0          0
ITLA CAP CORP                 COM             45056510      23452        550     X  X      6              550          0          0
ITLA CAP CORP                 COM             45056510     103573       2429     X         6              273          0       2156
ITT EDUCATIONAL SERVICES INC  COM             45068B10      57504       1200     X         3             1200          0          0
ITT EDUCATIONAL SERVICES INC  COM             45068B10     759975      15754     X         5            11814          0       3940
ITT INDS INC IND              COM             45091110   11109595     185655     X         11          129300          0      56355
ITT INDS INC IND              COM             45091110       2754         45     X         13               0          0         45
ITT INDS INC IND              COM             45091110    2392702      39669     X         3            39669          0          0
ITT INDS INC IND              COM             45091110     439972       7255     X         5             2966          0       4289
ITT INDS INC IND              COM             45091110    1069042      17865     X  X      6            14627       2588        650
ITT INDS INC IND              COM             45091110    2680293      44791     X         6            20496          0      24295
ITT INDS INC IND              COM             45091110       4787         80     X         7               80          0          0
IAMGOLD CORP                  COM             45091310     832138     134000     X         5           133900          0        100
IDACORP INC                   COM             45110710     953904      37408     X         3            37408          0          0
IDACORP INC                   COM             45110710    1648180      63275     X         5             4517          0      58758
IDACORP INC                   COM             45110710     248906       9761     X  X      6             8501          0       1260
IDACORP INC                   COM             45110710     125282       4913     X         6             4913          0          0
IDEX CORP                     COM             45167R10    7210383     196900     X         3           196900          0          0
IDEX CORP                     COM             45167R10       8163        224     X  X      6              224          0          0
IDEX CORP                     COM             45167R10     977904      26836     X         6            23560         26       3250
IDEXX LABS INC                COM             45168D10    3551442      83583     X         3            83583          0          0
IDEXX LABS INC                COM             45168D10    4008174      94186     X         5            93186          0       1000
IDEXX LABS INC                COM             45168D10     168498       3960     X         6              330          0       3630
IKON OFFICE SOLUTIONS INC     COM             45171310     162702      21713     X         5             6973          0      14740
IKON OFFICE SOLUTIONS INC     COM             45171310     404945      55396     X  X      6            55396          0          0
IKON OFFICE SOLUTIONS INC     COM             45171310     193254      26437     X         6            26437          0          0
IDENTIX INC                   COM             45190610        781        134     X         13               0          0        134
IDENTIX INC                   COM             45190610     145984      27685     X         5            27535          0        150
IDENTIX INC                   COM             45190610       5270       1000     X  X      7             1000          0          0
ILEX ONCOLOGY INC             COM             45192310    2720718     163800     X         3           163800          0          0
ILEX ONCOLOGY INC             COM             45192310      28509       1700     X         5             1700          0          0
ILEX ONCOLOGY INC             COM             45192310      10481        625     X  X      6              625          0          0
ILEX ONCOLOGY INC             COM             45192310      64145       3825     X         6             3825          0          0
ILLINOIS TOOL WKS INC         COM             45230810     453881       6850     X  X      1             6850          0          0
ILLINOIS TOOL WKS INC         COM             45230810    1000526      15100     X         1            15100          0          0
ILLINOIS TOOL WKS INC         COM             45230810     408546       6040     X         13               0          0       6040
ILLINOIS TOOL WKS INC         COM             45230810   44627253     663790     X         3           663790          0          0
ILLINOIS TOOL WKS INC         COM             45230810    9091665     136971     X         5           125401          0      11570
ILLINOIS TOOL WKS INC         COM             45230810   18685320     282000     X  X      6           268205       4598       9197
ILLINOIS TOOL WKS INC         COM             45230810   57216371     863513     X         6           712272       1271     149970
ILLINOIS TOOL WKS INC         COM             45230810      12258        185     X  X      7              185          0          0
ILLINOIS TOOL WKS INC         COM             45230810      51882        783     X         7              783          0          0
IMATION CORP                  COM             45245A10   61695440    1889600     X         11         1512850       1100     375650
IMATION CORP                  COM             45245A10     162238       4872     X         13               0          0       4872
IMATION CORP                  COM             45245A10   16793005     513538     X         3           513538          0          0
IMATION CORP                  COM             45245A10    3041025      91457     X         5             6898          0      84559
IMATION CORP                  COM             45245A10     399538      12237     X  X      6            12127        100         10
IMATION CORP                  COM             45245A10     349257      10697     X         6             7391          0       3306
IMAX CORP                     COM             45245E10    5586359     707134     X         3           707134          0          0
IMAX CORP                     COM             45245E10    1962254     248385     X         5           248185          0        200
IMAX CORP                     COM             45245E10       1185        150     X         6              150          0          0
IMCLONE SYS INC               COM             45245W10      30597        786     X         3              786          0          0
IMCLONE SYS INC               COM             45245W10     290946       7478     X         5             7328          0        150
IMCLONE SYS INC               COM             45245W10       3893        100     X  X      6                0          0        100
IMAGISTICS INTERNATIONAL INC  COM             45247T10      93588       3227     X         5             2651          0        576
IMAGISTICS INTERNATIONAL INC  COM             45247T10      89954       3104     X  X      6             3104          0          0
IMAGISTICS INTERNATIONAL INC  COM             45247T10      21793        752     X         6              752          0          0
IMMTECH INTL INC              COM             45251910    2094054     116401     X         5                0          0     116401
IMMUCOR INC                   COM             45252610     781523      28999     X         3            28999          0          0
IMMUCOR INC                   COM             45252610       5390        200     X         5              200          0          0
IMMUCOR INC                   COM             45252610       4393        163     X  X      6               63          0        100
IMMUCOR INC                   COM             45252610     196196       7280     X         6             4257          0       3023
IMMUNOGEN INC                 COM             45253H10      11125       2500     X         11               0          0       2500
IMMUNOGEN INC                 COM             45253H10      12367       2700     X         5             1100          0       1600
IMMUNOGEN INC                 COM             45253H10      26700       6000     X         6             6000          0          0
IMPAC MTG HLDGS INC           COM             45254P10    1485497      91754     X         3            91754          0          0
IMPAC MTG HLDGS INC           COM             45254P10    1226323      76623     X         5            45737          0      30886
IMPAC MTG HLDGS INC           COM             45254P10     184566      11400     X  X      6            11400          0          0
IMPAC MTG HLDGS INC           COM             45254P10      81808       5053     X         6              988          0       4065
IMPCO TECHNOLOGIES INC        COM             45255W10     366307      50783     X         5            45683          0       5100
IMPAX LABORATORIES INC        COM             45256B10     300240      24000     X         3            24000          0          0
IMPAX LABORATORIES INC        COM             45256B10     176091      14076     X         5            14076          0          0
IMPERIAL CHEM INDS PLC        ADR NEW         45270450       4320        377     X         13               0          0        377
IMPERIAL CHEM INDS PLC        ADR NEW         45270450     656980      57000     X         3            57000          0          0
IMPERIAL CHEM INDS PLC        ADR NEW         45270450      25501       2276     X         5             1876          0        400
IMPERIAL CHEM INDS PLC        ADR NEW         45270450      59084       5299     X  X      6             3169          0       2130
IMPERIAL CHEM INDS PLC        ADR NEW         45270450     133722      11993     X         6            11993          0          0
IMMUNOMEDICS INC              COM             45290710      92500      12500     X         5                0          0      12500
IMMUNOMEDICS INC              COM             45290710       3690        500     X         6              500          0          0
IMPERIAL OIL LTD              COM NEW         45303840     149912       3988     X         5             2555          0       1433
IMPERIAL OIL LTD              COM NEW         45303840      56559       1520     X  X      6             1520          0          0
IMPERIAL OIL LTD              COM NEW         45303840     478446      12858     X         6            12279          0        579
IMPERIAL TOBACCO GROUP PLC    SPONSORED ADR   45314210      13724        412     X         5              212          0        200
IMPERIAL TOBACCO GROUP PLC    SPONSORED ADR   45314210      83739       2536     X  X      6             1686        500        350
IMPERIAL TOBACCO GROUP PLC    SPONSORED ADR   45314210     134788       4082     X         6             2749          0       1333
INAMED CORP                   COM             45323510    9968430     135162     X         3           135162          0          0
INAMED CORP                   COM             45323510    1827501      24875     X         5            23566          0       1309
INAMED CORP                   COM             45323510     100374       1366     X  X      6             1366          0          0
INAMED CORP                   COM             45323510    1666820      22684     X         6            19234         15       3435
INCO LTD                      COM             45325840      29448       1060     X         5             1000          0         60
INCO LTD                      COM             45325840      17344        625     X  X      6              625          0          0
INCO LTD                      COM             45325840     755688      27232     X         6            27232          0          0
INCO LTD                      DBCV  7.750% 3/ 453258AH      40200      40000     X  X      4            40000          0          0
INCO LTD                      DBCV  7.750% 3/ 453258AH     164267     163500     X         5           163500          0          0
INDEPENDENCE CMNTY BK CORP    COM             45341410      15734        439     X         13               0          0        439
INDEPENDENCE CMNTY BK CORP    COM             45341410    1884369      53947     X         3            53947          0          0
INDEPENDENCE CMNTY BK CORP    COM             45341410      65761       1873     X         5             1873          0          0
INDEPENDENCE CMNTY BK CORP    COM             45341410     106559       3035     X         6             3035          0          0
INDEVUS PHARMACEUTICALS INC   COM             45407210    1529533     285894     X         3           285894          0          0
INDEVUS PHARMACEUTICALS INC   COM             45407210      36698       6850     X         5             6650          0        200
INDEVUS PHARMACEUTICALS INC   COM             45407210      68694      12840     X         6                0          0      12840
INDYMAC BANCORP INC           COM             45660710    1259730      54369     X         3            54369          0          0
INDYMAC BANCORP INC           COM             45660710     683156      29243     X         5            21681          0       7562
INDYMAC BANCORP INC           COM             45660710     208530       9000     X  X      6                0          0       9000
INDYMAC BANCORP INC           COM             45660710      33573       1449     X         6             1449          0          0
INFINEON TECHNOLOGIES AG      SPONSORED ADR   45662N10      25329          0     X         3                0          0          0
INFINEON TECHNOLOGIES AG      SPONSORED ADR   45662N10     197621      15329     X         5            15249          0         80
INFINEON TECHNOLOGIES AG      SPONSORED ADR   45662N10      99975       7756     X  X      6             7756          0          0
INFINEON TECHNOLOGIES AG      SPONSORED ADR   45662N10     430268      33380     X         6            33380          0          0
INFINEON TECHNOLOGIES AG      SPONSORED ADR   45662N10       1289        100     X         7              100          0          0
INFOCUS CORP                  COM             45665B10      99050      19900     X         5             3000          0      16900
INFOCUS CORP                  COM             45665B10       1455        300     X  X      6                0        300          0
INFOCUS CORP                  COM             45665B10       5238       1080     X         6             1080          0          0
INFORMATICA CORP              COM             45666Q10     622794      80257     X         13               0          0      80257
INFORMATICA CORP              COM             45666Q10       3880        500     X         5                0          0        500
INFOSYS TECHNOLOGIES LTD      SPONSORED ADR   45678810     419017       6153     X         5             5953          0        200
INFOSYS TECHNOLOGIES LTD      SPONSORED ADR   45678810       4016         59     X         6               59          0          0
INFOSPACE INC                 COM NEW         45678T20    3231291     158319     X         3           158319          0          0
INFOSPACE INC                 COM NEW         45678T20      47881       2343     X         5             1670          0        673
INFOSPACE INC                 COM NEW         45678T20        408         20     X  X      6               20          0          0
INFOSPACE INC                 COM NEW         45678T20     156626       7674     X         6              740          0       6934
ING GROUP N V                 SPONSORED ADR   45683710     130532       6795     X         13               0          0       6795
ING GROUP N V                 SPONSORED ADR   45683710    2605041     139000     X         3           139000          0          0
ING GROUP N V                 SPONSORED ADR   45683710     508022      26776     X         5             8937          0      17839
ING GROUP N V                 SPONSORED ADR   45683710      79680       4307     X  X      6             4307          0          0
ING GROUP N V                 SPONSORED ADR   45683710     724516      39163     X         6            37945          0       1218
ING GROUP N V                 SPONSORED ADR   45683710       6475        350     X  X      7              350          0          0
INGLES MKTS INC               CL A            45703010       7360        751     X         5              751          0          0
INGLES MKTS INC               CL A            45703010      84280       8600     X  X      6             8600          0          0
INGLES MKTS INC               CL A            45703010      62779       6406     X         6             6406          0          0
INGRAM MICRO INC              CL A            45715310     391320      29981     X         5            29831          0        150
INGRAM MICRO INC              CL A            45715310      61466       4710     X  X      6             4710          0          0
INGRAM MICRO INC              CL A            45715310     430324      32975     X         6            32975          0          0
INKINE PHARMACEUTICALS INC    COM             45721410      45475      11000     X         5             8500          0       2500
INKINE PHARMACEUTICALS INC    COM             45721410       4150       1000     X  X      6             1000          0          0
INKINE PHARMACEUTICALS INC    COM             45721410       3113        750     X         6              750          0          0
INSMED INC                    COM NEW         45766920      50234      17567     X         5              767          0      16800
INSMED INC                    COM NEW         45766920       8550       3000     X         6             3000          0          0
INSIGHT COMMUNICATIONS INC    CL A            45768V10      32402       3400     X         5             3400          0          0
INSIGHT COMMUNICATIONS INC    CL A            45768V10      86799       9108     X  X      6             9108          0          0
INSIGHT COMMUNICATIONS INC    CL A            45768V10     608643      63866     X         6            63866          0          0
INNKEEPERS USA TR             COM             4576J010      60900       7000     X         3             7000          0          0
INNKEEPERS USA TR             COM             4576J010     574974      63920     X         5            12920          0      51000
INSTINET GROUP INC            COM             45775010     501957     102860     X         5                0          0     102860
INTEGRA LIFESCIENCES HLDGS C  COM NEW         45798520      28601       1011     X         5             1011          0          0
INTEGRA LIFESCIENCES HLDGS C  COM NEW         45798520      39606       1400     X  X      6             1400          0          0
INTEGRA LIFESCIENCES HLDGS C  COM NEW         45798520     362112      12800     X         6            12800          0          0
INSURED MUN INCOME FD         COM             45809F10     177572      12637     X         5             7137          0       5500
INSURED MUN INCOME FD         COM             45809F10      54970       3918     X         6             3918          0          0
INSURED MUN INCOME FD         COM             45809F10    5269668     375600     X         9           375600          0          0
INTEGRATED DEVICE TECHNOLOGY  COM             45811810      24840       2000     X         11               0          0       2000
INTEGRATED DEVICE TECHNOLOGY  COM             45811810    1266380     101963     X         3           101963          0          0
INTEGRATED DEVICE TECHNOLOGY  COM             45811810      48937       3919     X         5             2979          0        940
INTEGRATED DEVICE TECHNOLOGY  COM             45811810       3726        300     X  X      6                0        300          0
INTEGRATED DEVICE TECHNOLOGY  COM             45811810      53965       4345     X         6             4345          0          0
INTEGRATED CIRCUIT SYS INC    COM             45811K20   20261620     672907     X         3           672907          0          0
INTEGRATED CIRCUIT SYS INC    COM             45811K20     318604      10606     X         5            10606          0          0
INTEGRATED CIRCUIT SYS INC    COM             45811K20     217850       7252     X  X      6             6882          0        370
INTEGRATED CIRCUIT SYS INC    COM             45811K20    4076548     135704     X         6           127381         45       8278
INTEGRATED CIRCUIT SYS INC    COM             45811K20       4055        135     X         7              135          0          0
INTEGRATED SILICON SOLUTION   COM             45812P10    3416830     343400     X         3           343400          0          0
INTEGRATED SILICON SOLUTION   COM             45812P10        995        100     X         5              100          0          0
INTEGRATED SILICON SOLUTION   COM             45812P10     233825      23500     X         6                0          0      23500
INTEL CORP                    COM             45814010    2199949      79940     X  X      1            78540       1400          0
INTEL CORP                    COM             45814010    3361981     122165     X         1           122005          0        160
INTEL CORP                    COM             45814010    1903834      69180     X         11             300          0      68880
INTEL CORP                    COM             45814010    3356009     117220     X         13               0          0     117220
INTEL CORP                    COM             45814010  262846992    9488430     X         3          9488430          0          0
INTEL CORP                    COM             45814010      26144        950     X  X      4              950          0          0
INTEL CORP                    COM             45814010     113548       4126     X         4             4126          0          0
INTEL CORP                    COM             45814010   94955064    3380364     X         5          1643923          0    1736441
INTEL CORP                    COM             45814010  180374171    6554294     X  X      6          5438211     655791     460292
INTEL CORP                    COM             45814010  300675975   10925726     X         6          8969687      22294    1933745
INTEL CORP                    COM             45814010      54600       1984     X  X      7             1984          0          0
INTEL CORP                    COM             45814010     288547      10485     X         7            10485          0          0
INTELIDATA TECHNOLOGIES CORP  COM             45814T10     189980      80500     X         5            80500          0          0
INTERACTIVE DATA CORP         COM             45840J10       2370        150     X         5              150          0          0
INTERACTIVE DATA CORP         COM             45840J10      41712       2640     X  X      6             1640       1000          0
INTERACTIVE DATA CORP         COM             45840J10     902512      57121     X         6            29735      13905      13481
INTERACTIVECORP               COM             45840Q10   72539299    2192265     X         3          2192265          0          0
INTERACTIVECORP               COM             45840Q10    3409138     102372     X         5            85568          0      16804
INTERACTIVECORP               COM             45840Q10     220481       6645     X  X      6             6645          0          0
INTERACTIVECORP               COM             45840Q10    2260786      68137     X         6            58367          0       9770
INTERACTIVECORP               COM             45840Q10       2787         84     X         7               84          0          0
INTERDIGITAL COMMUNICATIONS   COM             45866A10     104442       6695     X         13               0          0       6695
INTERDIGITAL COMMUNICATIONS   COM             45866A10     289874      19110     X         5            14460          0       4650
INTERDIGITAL COMMUNICATIONS   COM             45866A10       7139        475     X  X      6              475          0          0
INTERDIGITAL COMMUNICATIONS   COM             45866A10      44339       2950     X         6             2950          0          0
INTERGRAPH CORP               COM             45868310    3987864     171300     X         3           171300          0          0
INTERGRAPH CORP               COM             45868310      87308       3720     X         5             3720          0          0
INTERGRAPH CORP               COM             45868310      30276       1290     X  X      6             1290          0          0
INTERGRAPH CORP               COM             45868310     811827      34590     X         6            34590          0          0
INTERLOTT TECHNOLOGIES INC    COM             45876410     182000      20000     X         5                0          0      20000
INTERMEDIATE MUNI FD INC      COM             45880P10    3598197     351618     X         5            26345          0     325273
INTERMEDIATE MUNI FD INC      COM             45880P10       8465        834     X         6              834          0          0
INTERMUNE INC                 COM             45884X10    1908000     100000     X         3           100000          0          0
INTERMUNE INC                 COM             45884X10      29403       1535     X         5             1335          0        200
INTERMUNE INC                 NOTE  5.750% 7/ 45884XAA     169954     180000     X         5                0          0     180000
INTERNAP NETWORK SVCS CORP    COM             45885A10     131361     104600     X         5            14500          0      90100
INTERNATIONAL BUSINESS MACHS  COM             45920010    3274393      37070     X  X      1            36270        800          0
INTERNATIONAL BUSINESS MACHS  COM             45920010    4105137      46475     X         1            46295          0        180
INTERNATIONAL BUSINESS MACHS  COM             45920010     293962       3328     X         11               0          0       3328
INTERNATIONAL BUSINESS MACHS  COM             45920010    2419600      26780     X         13               0          0      26780
INTERNATIONAL BUSINESS MACHS  COM             45920010  149429274    1680010     X         3          1680010          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010      26499        300     X  X      4              300          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010      22083        250     X         4              250          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010   57889541     651181     X         5           467662          0     183519
INTERNATIONAL BUSINESS MACHS  COM             45920010  227246591    2572700     X  X      6          2319048     135342     118310
INTERNATIONAL BUSINESS MACHS  COM             45920010  261083333    2955772     X         6          2552551       7612     395609
INTERNATIONAL BUSINESS MACHS  COM             45920010      97870       1108     X  X      7             1108          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010     287956       3260     X         7             3260          0          0
INTERNATIONAL BUSINESS MACHS  COM             45920010    2512989      28450     X         8            28450          0          0
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610    1211158      36613     X         3            36613          0          0
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610     123296       3717     X         5             1728          0       1989
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610     896501      27101     X  X      6            24651        450       2000
INTERNATIONAL FLAVORS&FRAGRA  COM             45950610    1567860      47396     X         6             7433          0      39963
INTERNATIONAL GAME TECHNOLOG  COM             45990210     146380       5200     X  X      1             5200          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210       4504        160     X         11               0          0        160
INTERNATIONAL GAME TECHNOLOG  COM             45990210      46512       1600     X         13               0          0       1600
INTERNATIONAL GAME TECHNOLOG  COM             45990210  111784494    3963322     X         3          3963322          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210       2139         76     X         4               76          0          0
INTERNATIONAL GAME TECHNOLOG  COM             45990210   20436574     724282     X         5           672069          0      52213
INTERNATIONAL GAME TECHNOLOG  COM             45990210    1229733      43685     X  X      6             8941        800      33944
INTERNATIONAL GAME TECHNOLOG  COM             45990210   13661308     485304     X         6           223023        580     261701
INTERNATIONAL GAME TECHNOLOG  COM             45990210      23871        848     X         7              848          0          0
INTL PAPER CO                 COM             46014610      39020       1000     X         11             600          0        400
INTL PAPER CO                 COM             46014610     261614       6645     X         13               0          0       6645
INTL PAPER CO                 COM             46014610   24746211     632610     X         3           632610          0          0
INTL PAPER CO                 COM             46014610    3231251      82422     X         5            39172          0      43250
INTL PAPER CO                 COM             46014610    5732077     146901     X  X      6           130268      13622       3011
INTL PAPER CO                 COM             46014610   15150491     388275     X         6           201342        364     186569
INTL PAPER CO                 COM             46014610      13774        353     X         7              353          0          0
INTL PAPER CO                 COM             46014610    9085456     232841     X         8           232841          0          0
INTERNATIONAL RECTIFIER CORP  COM             46025410     554520      14255     X         13               0          0      14255
INTERNATIONAL RECTIFIER CORP  COM             46025410    2352842      62843     X         3            62843          0          0
INTERNATIONAL RECTIFIER CORP  COM             46025410    1632441      42334     X         5             9830          0      32504
INTERNATIONAL RECTIFIER CORP  COM             46025410     336324       8983     X  X      6             8583        300        100
INTERNATIONAL RECTIFIER CORP  COM             46025410     546624      14600     X         6             2800      11000        800
INTERNATIONAL RECTIFIER CORP  COM             46025410       3744        100     X         7              100          0          0
INTERNATIONAL RECTIFIER CORP  NOTE  4.250% 7/ 460254AE     442415     463000     X         5           113000          0     350000
INTERNATIONAL SPEEDWAY CORP   CL A            46033520    2287591      52121     X         3            52121          0          0
INTERNATIONAL SPEEDWAY CORP   CL A            46033520    4379350      99739     X         5            97859          0       1880
INTERNATIONAL SPEEDWAY CORP   CL A            46033520       8778        200     X  X      6              200          0          0
INTERNET CAP GROUP INC        COM             46059C10       5679      12496     X         5            11246          0       1250
INTERNET CAP GROUP INC        COM             46059C10        319        700     X         6              700          0          0
INTERNET SEC SYS INC          COM             46060X10     609025      48722     X         3            48722          0          0
INTERNET SEC SYS INC          COM             46060X10      36701       2922     X         5             2522          0        400
INTERNET SEC SYS INC          COM             46060X10      18000       1440     X  X      6             1440          0          0
INTERNET SEC SYS INC          COM             46060X10     187250      14980     X         6            14980          0          0
INTERPOOL INC                 COM             46062R10    2006251     126100     X         11          120700          0       5400
INTERPUBLIC GROUP COS INC     COM             46069010    2148203     152139     X         3           152139          0          0
INTERPUBLIC GROUP COS INC     COM             46069010       3629        257     X  X      4              257          0          0
INTERPUBLIC GROUP COS INC     COM             46069010    1099673      77594     X         5            62614          0      14980
INTERPUBLIC GROUP COS INC     COM             46069010    5356761     379374     X  X      6           377474        100       1800
INTERPUBLIC GROUP COS INC     COM             46069010    3766496     266749     X         6           239819          0      26930
INTERPUBLIC GROUP COS INC     NOTE  1.870% 6/ 460690AJ      22197      25000     X         5                0          0      25000
INTERSIL CORP                 CL A            46069S10   16615661     698137     X         3           698137          0          0
INTERSIL CORP                 CL A            46069S10      63364       2553     X         5              596          0       1957
INTERSIL CORP                 CL A            46069S10      50694       2130     X  X      6             2130          0          0
INTERSIL CORP                 CL A            46069S10     439776      18478     X         6             9078          0       9400
INTERSTATE BAKERIES CORP DEL  COM             46072H10       1890        127     X         13               0          0        127
INTERSTATE BAKERIES CORP DEL  COM             46072H10     658230      43882     X         3            43882          0          0
INTERSTATE BAKERIES CORP DEL  COM             46072H10      95991       6405     X         5             5705          0        700
INTERSTATE BAKERIES CORP DEL  COM             46072H10     300000      20000     X  X      6            20000          0          0
INTERSTATE BAKERIES CORP DEL  COM             46072H10        720         48     X         6               48          0          0
INTERWOVEN INC                COM             46114T10      29472      10943     X         5             7433          0       3510
INTRADO INC                   COM             46117A10       8902        378     X         13               0          0        378
INTRADO INC                   COM             46117A10    2287112     100400     X         3           100400          0          0
INTRADO INC                   COM             46117A10     116360       5108     X         5             5108          0          0
INTRADO INC                   COM             46117A10      11390        500     X  X      6              500          0          0
INTRADO INC                   COM             46117A10     223244       9800     X         6                0          0       9800
INTUIT                        COM             46120210      14472        300     X         1              300          0          0
INTUIT                        COM             46120210   62022216    1282548     X         3          1282548          0          0
INTUIT                        COM             46120210       1930         40     X  X      4               40          0          0
INTUIT                        COM             46120210    1738127      35887     X         5            28807          0       7080
INTUIT                        COM             46120210    1585890      32875     X  X      6            28476       1003       3396
INTUIT                        COM             46120210   15573367     322831     X         6           276307       2022      44502
INTUIT                        COM             46120210      27979        580     X         7              580          0          0
INVERNESS MED INNOVATIONS IN  COM             46126P10     838200      33000     X         3            33000          0          0
INVERNESS MED INNOVATIONS IN  COM             46126P10      72876       2807     X         5              757          0       2050
INVERNESS MED INNOVATIONS IN  COM             46126P10      12700        500     X  X      6              500          0          0
INVESTMENT TECHNOLOGY GRP NE  COM             46145F10   14391809     750355     X         3           750355          0          0
INVESTMENT TECHNOLOGY GRP NE  COM             46145F10      22767       1187     X         5             1187          0          0
INVESTMENT TECHNOLOGY GRP NE  COM             46145F10      76720       4000     X         6                0          0       4000
INVISION TECHNOLOGIES INC     COM             46185110    2062499      84737     X         3            84737          0          0
INVISION TECHNOLOGIES INC     COM             46185110     381176      15370     X         5             8700          0       6670
INVISION TECHNOLOGIES INC     COM             46185110       4868        200     X  X      6              200          0          0
INVISION TECHNOLOGIES INC     COM             46185110      94050       3864     X         6              100          0       3764
INVITROGEN CORP               COM             46185R10    7461225     128664     X         3           128664          0          0
INVITROGEN CORP               COM             46185R10     147720       2548     X         5             2124          0        424
INVITROGEN CORP               COM             46185R10     111998       1933     X  X      6             1933          0          0
INVITROGEN CORP               COM             46185R10     846156      14604     X         6            13219          0       1385
INVITROGEN CORP               COM             46185R10       8401        145     X  X      7              145          0          0
INVESTORS FINL SERVICES CORP  COM             46191510    8857972     280521     X         3           280521          0          0
INVESTORS FINL SERVICES CORP  COM             46191510     206564       6321     X         5              321          0       6000
INVESTORS FINL SERVICES CORP  COM             46191510     149531       4741     X  X      6             4741          0          0
INVESTORS FINL SERVICES CORP  COM             46191510    2164433      68625     X         6            65082         43       3500
INVESTORS FINL SERVICES CORP  COM             46191510      10881        345     X  X      7              345          0          0
IONICS INC                    COM             46221810      23702        920     X         5               70          0        850
IONICS INC                    COM             46221810     501430      20500     X  X      6            20500          0          0
IONICS INC                    COM             46221810      32410       1325     X         6             1325          0          0
IPASS INC                     COM             46261V10    7859481     334446     X         3           334446          0          0
IPASS INC                     COM             46261V10       4700        200     X  X      6              200          0          0
IPASS INC                     COM             46261V10     252602      10749     X         6                0          0      10749
IRELAND BK                    SPONSORED ADR   46267Q10     504861      10360     X         5            10292          0         68
IRELAND BK                    SPONSORED ADR   46267Q10       2680         55     X  X      6               55          0          0
IRELAND BK                    SPONSORED ADR   46267Q10      13011        267     X         6              267          0          0
IRON MTN INC PA               COM             46284610     369251      10269     X         5             8785          0       1484
IRON MTN INC PA               COM             46284610       9585        267     X  X      6              267          0          0
IRON MTN INC PA               COM             46284610      94238       2625     X         6             2125          0        500
ISHARES INC                   MSCI AUSTRALIA  46428610       9996        850     X  X      4              850          0          0
ISHARES INC                   MSCI AUSTRALIA  46428610     219763      18620     X         5            12530          0       6090
ISHARES INC                   MSCI AUSTRALIA  46428610       8444        718     X  X      6              718          0          0
ISHARES INC                   MSCI AUSTRALIA  46428610     189889      16147     X         6            16147          0          0
ISHARES INC                   MSCI BRAZIL     46428640     113968       8734     X         5               29          0       8705
ISHARES INC                   MSCI BRAZIL     46428640       2881        227     X  X      6              227          0          0
ISHARES INC                   MSCI BRAZIL     46428640      64224       5061     X         6             5061          0          0
ISHARES INC                   MSCI CDA INDEX  46428650     481603      38769     X         5            34769          0       4000
ISHARES INC                   MSCI CDA INDEX  46428650       2482        200     X  X      6              200          0          0
ISHARES INC                   MSCI CDA INDEX  46428650      55249       4452     X         6             4452          0          0
ISHARES INC                   MSCI EMU INDEX  46428660     874847      17310     X         5            17310          0          0
ISHARES INC                   MSCI EMU INDEX  46428660    1121988      22200     X         9            22200          0          0
ISHARES INC                   MSCI PAC J IDX  46428666     906360      13809     X         5            11520          0       2289
ISHARES INC                   MSCI SINGAPORE  46428667      73112      13079     X         5            13079          0          0
ISHARES INC                   MSCI SINGAPORE  46428667       4360        780     X  X      6              780          0          0
ISHARES INC                   MSCI SINGAPORE  46428667     114656      20511     X         6            20511          0          0
ISHARES INC                   MSCI UTD KINGD  46428669      72240       5387     X         5             5387          0          0
ISHARES INC                   MSCI UTD KINGD  46428669      23079       1721     X  X      6             1721          0          0
ISHARES INC                   MSCI UTD KINGD  46428669     518846      38691     X         6            38691          0          0
ISHARES INC                   MSCI UTD KINGD  46428669    1686978     125800     X         9           125800          0          0
ISHARES INC                   MSCI FRANCE     46428670       8525        500     X  X      4              500          0          0
ISHARES INC                   MSCI FRANCE     46428670      62215       3649     X         5             3649          0          0
ISHARES INC                   MSCI FRANCE     46428670       6326        371     X  X      6              371          0          0
ISHARES INC                   MSCI FRANCE     46428670     159622       9362     X         6             9362          0          0
ISHARES INC                   MSCI TAIWAN     46428673      48118       4343     X         5             2403          0       1940
ISHARES INC                   MSCI TAIWAN     46428673       4715        429     X  X      6              429          0          0
ISHARES INC                   MSCI TAIWAN     46428673     107120       9747     X         6             9747          0          0
ISHARES INC                   MSCI SWITZERLD  46428674      10224        800     X  X      4              800          0          0
ISHARES INC                   MSCI SWITZERLD  46428674     102419       8014     X         5             8014          0          0
ISHARES INC                   MSCI SWITZERLD  46428674       2249        176     X  X      6              176          0          0
ISHARES INC                   MSCI SWITZERLD  46428674      49868       3902     X         6             3902          0          0
ISHARES INC                   MSCI SWEDEN     46428675      40323       3121     X         5             3121          0          0
ISHARES INC                   MSCI SWEDEN     46428675       5246        406     X  X      6              406          0          0
ISHARES INC                   MSCI SWEDEN     46428675     123929       9592     X         6             9592          0          0
ISHARES INC                   MSCI SPAIN      46428676     102817       4588     X         5             4588          0          0
ISHARES INC                   MSCI SPAIN      46428676       5827        260     X  X      6              260          0          0
ISHARES INC                   MSCI SPAIN      46428676     129911       5797     X         6             5797          0          0
ISHARES INC                   MSCI S KOREA    46428677     124147       5585     X         5              365          0       5220
ISHARES INC                   MSCI S KOREA    46428677       3331        156     X  X      6              156          0          0
ISHARES INC                   MSCI S KOREA    46428677      75408       3532     X         6             3532          0          0
ISHARES INC                   MSCI GERMAN     46428680       4984        400     X         11               0          0        400
ISHARES INC                   MSCI GERMAN     46428680     188993      15168     X         5            15168          0          0
ISHARES INC                   MSCI GERMAN     46428680       5383        432     X  X      6              432          0          0
ISHARES INC                   MSCI GERMAN     46428680     142106      11405     X         6            11405          0          0
ISHARES INC                   MSCI MALAYSIA   46428683      54506       9254     X         5             9254          0          0
ISHARES INC                   MSCI MALAYSIA   46428683       1190        202     X  X      6              202          0          0
ISHARES INC                   MSCI MALAYSIA   46428683      27123       4605     X         6             4605          0          0
ISHARES INC                   MSCI JAPAN      46428684       7884        900     X         11               0          0        900
ISHARES INC                   MSCI JAPAN      46428684   17785236    2013215     X         5          1598014          0     415201
ISHARES INC                   MSCI JAPAN      46428684      36766       4197     X  X      6             4197          0          0
ISHARES INC                   MSCI JAPAN      46428684     649134      74102     X         6            74102          0          0
ISHARES INC                   MSCI JAPAN      46428684    6478020     739500     X         9           739500          0          0
ISHARES INC                   MSCI HONG KONG  46428687     396338      40650     X         13               0          0      40650
ISHARES INC                   MSCI HONG KONG  46428687     115265      11938     X         5             4038          0       7900
ISHARES INC                   MSCI HONG KONG  46428687       2178        230     X  X      6              230          0          0
ISHARES INC                   MSCI HONG KONG  46428687      49718       5250     X         6             5250          0          0
ISHARES TR                    S&P 100 IDX FD  46428710    3563037      70993     X         5            63674          0       7319
ISHARES TR                    S&P 500 INDEX   46428720     381269       3735     X         13               0          0       3735
ISHARES TR                    S&P 500 INDEX   46428720    3720171      37052     X         5            28485          0       8567
ISHARES TR                    S&P 500 INDEX   46428720      50470        500     X  X      6              500          0          0
ISHARES TR                    S&P 500 INDEX   46428720    1024238      10147     X         6            10147          0          0
ISHARES TR                    MSCI EMERG MKT  46428723    1909968      13778     X         5             3379          0      10399
ISHARES TR                    GS CORP BD FD   46428724      30767        275     X         13               0          0        275
ISHARES TR                    GS CORP BD FD   46428724    6621253      59072     X         5            30059          0      29013
ISHARES TR                    GS CORP BD FD   46428724     460389       4100     X  X      6             4100          0          0
ISHARES TR                    GS CORP BD FD   46428724     693840       6179     X         6             6179          0          0
ISHARES TR                    S&P GBL TELCM   46428727     355573       8876     X         5                0          0       8876
ISHARES TR                    S&P GBL TELCM   46428727       3950        100     X  X      6              100          0          0
ISHARES TR                    S&P500/BAR GRW  46428730      28340        545     X         13               0          0        545
ISHARES TR                    S&P500/BAR GRW  46428730    2171406      42485     X         5            34366          0       8119
ISHARES TR                    S&P500/BAR GRW  46428730     145727       2863     X         6             2863          0          0
ISHARES TR                    GS NAT RES IDX  46428737      70173        766     X         13               0          0        766
ISHARES TR                    GS NAT RES IDX  46428737    1758899      19385     X         5            15280          0       4105
ISHARES TR                    S&P500/BAR VAL  46428740      38284        770     X         13               0          0        770
ISHARES TR                    S&P500/BAR VAL  46428740    3454218      70227     X         5            35348          0      34879
ISHARES TR                    S&P500/BAR VAL  46428740     148024       3042     X         6             3042          0          0
ISHARES TR                    20+ YR TRS BD   46428743      47261        540     X         13               0          0        540
ISHARES TR                    20+ YR TRS BD   46428743    3246593      36911     X         5            23061          0      13850
ISHARES TR                    7-10 YR TRS BD  46428744      42344        491     X         13               0          0        491
ISHARES TR                    7-10 YR TRS BD  46428744   11107683     128657     X         5            35152          0      93505
ISHARES TR                    7-10 YR TRS BD  46428744        606          7     X         6                7          0          0
ISHARES TR                    1-3 YR TRS BD   46428745     268447       3248     X         13               0          0       3248
ISHARES TR                    1-3 YR TRS BD   46428745   19017526     229990     X         5           110983          0     119007
ISHARES TR                    1-3 YR TRS BD   46428745     339193       4100     X  X      6             4100          0          0
ISHARES TR                    1-3 YR TRS BD   46428745     602274       7280     X         6             7280          0          0
ISHARES TR                    MSCI EAFE IDX   46428746      76050        650     X         11             600          0         50
ISHARES TR                    MSCI EAFE IDX   46428746     882615       7304     X         13               0          0       7304
ISHARES TR                    MSCI EAFE IDX   46428746   13895990     117112     X         5            66632          0      50480
ISHARES TR                    MSCI EAFE IDX   46428746      23751        203     X  X      6              203          0          0
ISHARES TR                    MSCI EAFE IDX   46428746    1548495      13235     X         6            13235          0          0
ISHARES TR                    RUSSELL MCP VL  46428747    1640281      20144     X         5            18305          0       1839
ISHARES TR                    RUSSELL MCP GR  46428748    1684378      25543     X         5            23017          0       2526
ISHARES TR                    RUSSELL MIDCAP  46428749    1184498      19926     X         5            15441          0       4485
ISHARES TR                    RUSSELL MIDCAP  46428749    1540240      26000     X         6            26000          0          0
ISHARES TR                    S&P MIDCAP 400  46428750      63216        605     X         13               0          0        605
ISHARES TR                    S&P MIDCAP 400  46428750    4893225      47458     X         5            27021          0      20437
ISHARES TR                    S&P MIDCAP 400  46428750     146558       1436     X  X      6             1436          0          0
ISHARES TR                    S&P MIDCAP 400  46428750    8985669      88043     X         6            88043          0          0
ISHARES TR                    GLMN SCHS SOFT  46428751      83576       2412     X         13               0          0       2412
ISHARES TR                    GLMN SCHS SOFT  46428751    2154176      63726     X         5            54475          0       9251
ISHARES TR                    GLDM SCHS SEMI  46428752      18188        342     X         13               0          0        342
ISHARES TR                    GLDM SCHS SEMI  46428752     303392       5782     X         5             5250          0        532
ISHARES TR                    GLDM SCHS NETW  46428753      90878       3820     X         13               0          0       3820
ISHARES TR                    GLDM SCHS NETW  46428753   12452443     525569     X         5           508431          0      17138
ISHARES TR                    GLDM SACHS TEC  46428754      78800       1908     X         13               0          0       1908
ISHARES TR                    GLDM SACHS TEC  46428754    1411418      34581     X         5            23968          0      10613
ISHARES TR                    GLDM SACHS TEC  46428754       1015         25     X  X      6               25          0          0
ISHARES TR                    NASDQ BIO INDX  46428755     212181       2921     X         13               0          0       2921
ISHARES TR                    NASDQ BIO INDX  46428755    3050610      42448     X         5            36868          0       5580
ISHARES TR                    NASDQ BIO INDX  46428755     233188       3250     X  X      6             1425        825       1000
ISHARES TR                    NASDQ BIO INDX  46428755       7175        100     X         6              100          0          0
ISHARES TR                    COHEN&ST RLTY   46428756      76140        766     X         13               0          0        766
ISHARES TR                    COHEN&ST RLTY   46428756    5656840      57014     X         5            15684          0      41330
ISHARES TR                    COHEN&ST RLTY   46428756     464078       4700     X  X      6             3900        800          0
ISHARES TR                    COHEN&ST RLTY   46428756    4734583      47950     X         6            47750        200          0
ISHARES TR                    DJ US CON CYCL  46428758      73300       1435     X         13               0          0       1435
ISHARES TR                    DJ US CON CYCL  46428758    4938905      98563     X         5            79744          0      18819
ISHARES TR                    RUSSELL1000VAL  46428759      49035        934     X         13               0          0        934
ISHARES TR                    RUSSELL1000VAL  46428759   13317090     254721     X         5            51158          0     203563
ISHARES TR                    RUSSELL1000VAL  46428759    2947181      57327     X  X      6            57327          0          0
ISHARES TR                    RUSSELL1000VAL  46428759     301160       5858     X         6             5858          0          0
ISHARES TR                    S&P MIDCP GROW  46428760    4989703      45902     X         5            38437          0       7465
ISHARES TR                    S&P MIDCP GROW  46428760      22324        206     X         6              206          0          0
ISHARES TR                    RUSSELL1000GRW  46428761      59822       1373     X         13               0          0       1373
ISHARES TR                    RUSSELL1000GRW  46428761   13741468     320986     X         5           256729          0      64257
ISHARES TR                    RUSSELL1000GRW  46428761    2445834      57387     X  X      6            57387          0          0
ISHARES TR                    RUSSELL1000GRW  46428761      48374       1135     X         6             1135          0          0
ISHARES TR                    RUSSELL 1000    46428762     237332       4365     X         5              475          0       3890
ISHARES TR                    RUSSELL 1000    46428762      97887       1830     X         6             1830          0          0
ISHARES TR                    RUSL 2000 VALU  46428763     400273       2805     X         13               0          0       2805
ISHARES TR                    RUSL 2000 VALU  46428763    6298139      44257     X         5             4194          0      40063
ISHARES TR                    RUSL 2000 VALU  46428763      27989        202     X         6              202          0          0
ISHARES TR                    RUSL 2000 GROW  46428764     409463       7625     X         13               0          0       7625
ISHARES TR                    RUSL 2000 GROW  46428764    3447151      64483     X         5            14046          0      50437
ISHARES TR                    RUSL 2000 GROW  46428764     146148       2779     X         6             2779          0          0
ISHARES TR                    RUSSELL 2000    46428765    3997149      40903     X         5            30402          0      10501
ISHARES TR                    RUSSELL 2000    46428765    2348416      24198     X  X      6            19683       4445         70
ISHARES TR                    RUSSELL 2000    46428765   16137464     166133     X         6           166133          0          0
ISHARES TR                    RUSL 3000 GROW  46428767     678367      19692     X         5            18392          0       1300
ISHARES TR                    RUSSELL 3000    46428768     465865       8191     X         5             4576          0       3615
ISHARES TR                    RUSSELL 3000    46428768     322491       5723     X  X      6             5723          0          0
ISHARES TR                    RUSSELL 3000    46428768    2615113      45847     X         6            45847          0          0
ISHARES TR                    DJ US UTILS     46428769     291330       5395     X         13               0          0       5395
ISHARES TR                    DJ US UTILS     46428769    5938076     110358     X         5            54545          0      55813
ISHARES TR                    S&P MIDCP VALU  46428770      29157        300     X         13               0          0        300
ISHARES TR                    S&P MIDCP VALU  46428770    5647418      59204     X         5            48244          0      10960
ISHARES TR                    S&P MIDCP VALU  46428770      18996        200     X  X      6              200          0          0
ISHARES TR                    S&P MIDCP VALU  46428770     254926       2684     X         6             2684          0          0
ISHARES TR                    DJ US TELECOMM  46428771    3934383     205870     X         5           169139          0      36731
ISHARES TR                    DJ US TECH SEC  46428772     294402       6694     X         13               0          0       6694
ISHARES TR                    DJ US TECH SEC  46428772    6281665     145228     X         5           124073          0      21155
ISHARES TR                    DJ US TECH SEC  46428772      26956        625     X  X      6              625          0          0
ISHARES TR                    DJ US REAL EST  46428773     195238       2121     X         13               0          0       2121
ISHARES TR                    DJ US REAL EST  46428773    4025336      43969     X         5            34391          0       9578
ISHARES TR                    DJ US REAL EST  46428773      21481        235     X         6              235          0          0
ISHARES TR                    DJ US INDUSTRL  46428775    2952742      68602     X         5            41683          0      26919
ISHARES TR                    DJ US HEALTHCR  46428776      67662       1264     X         13               0          0       1264
ISHARES TR                    DJ US HEALTHCR  46428776   13187749     249627     X         5           233013          0      16614
ISHARES TR                    DJ US HEALTHCR  46428776      15834        300     X  X      6              300          0          0
ISHARES TR                    DJ US FINL SVC  46428777      73132        769     X         13               0          0        769
ISHARES TR                    DJ US FINL SVC  46428777    1350475      14445     X         5            10331          0       4114
ISHARES TR                    DJ US FINL SEC  46428778      73016        898     X         13               0          0        898
ISHARES TR                    DJ US FINL SEC  46428778    4983869      62513     X         5            55968          0       6545
ISHARES TR                    DJ US FINL SEC  46428778      79540       1000     X  X      6             1000          0          0
ISHARES TR                    DJ US ENERGY    46428779      71667       1646     X         13               0          0       1646
ISHARES TR                    DJ US ENERGY    46428779    2123374      49256     X         5            42465          0       6791
ISHARES TR                    S&P SMLCAP 600  46428780    7284315      61898     X         5            54750          0       7148
ISHARES TR                    S&P SMLCAP 600  46428780     115619        985     X  X      6              985          0          0
ISHARES TR                    S&P SMLCAP 600  46428780    8467911      72141     X         6            72141          0          0
ISHARES TR                    DJ CON NON CYCL 46428781     126331       2830     X         13               0          0       2830
ISHARES TR                    DJ CON NON CYCL 46428781    3097404      70411     X         5            64427          0       5984
ISHARES TR                    DJ US BAS MATL  46428783     137956       3640     X         13               0          0       3640
ISHARES TR                    DJ US BAS MATL  46428783    4980035     132888     X         5            91000          0      41888
ISHARES TR                    DJ US BAS MATL  46428783        932         25     X  X      6               25          0          0
ISHARES TR                    DJ US TOTL MKT  46428784       9628        200     X         13               0          0        200
ISHARES TR                    DJ US TOTL MKT  46428784     437713       9167     X         5             3697          0       5470
ISHARES TR                    S&P EURO PLUS   46428786     721137      13025     X         5             4270          0       8755
ISHARES TR                    S&P EURO PLUS   46428786      16281        300     X  X      6              300          0          0
ISHARES TR                    S&P EURO PLUS   46428786    2062260      38000     X         9            38000          0          0
ISHARES TR                    S&P SMLCP VALU  46428787    2001771      22545     X         13               0          0      22545
ISHARES TR                    S&P SMLCP VALU  46428787     825120       9550     X         3             9550          0          0
ISHARES TR                    S&P SMLCP VALU  46428787    4422622      50949     X         5            42318          0       8631
ISHARES TR                    S&P SMLCP VALU  46428787      99360       1150     X  X      6             1150          0          0
ISHARES TR                    S&P SMLCP VALU  46428787     419558       4856     X         6             4856          0          0
ISHARES TR                    S&P SMLCP GROW  46428788     965166      12045     X         13               0          0      12045
ISHARES TR                    S&P SMLCP GROW  46428788    4774622      60357     X         5            45098          0      15259
ISHARES TR                    S&P SMLCP GROW  46428788      81517       1035     X  X      6             1035          0          0
ISHARES TR                    S&P SMLCP GROW  46428788      41034        521     X         6              521          0          0
ISIS PHARMACEUTICALS INC      COM             46433010      59845       9145     X         5             6400          0       2745
ISIS PHARMACEUTICALS INC      COM             46433010      19560       3000     X  X      6             3000          0          0
ISIS PHARMACEUTICALS INC      COM             46433010       6846       1050     X         6             1050          0          0
IVANHOE ENERGY INC            COM             46579010      90376      33300     X         5             2500          0      30800
IVAX CORP                     COM             46582310    4931850     251625     X         3           251625          0          0
IVAX CORP                     COM             46582310    1170649      58708     X         5             6149          0      52559
IVAX CORP                     COM             46582310     209524      10690     X  X      6            10690          0          0
IVAX CORP                     COM             46582310     339864      17340     X         6            16740          0        600
IVAX CORP                     NOTE  5.500% 5/ 465823AD     213046     210000     X         5            10000          0     200000
IVAX CORP                     NOTE  4.500% 5/ 465823AG      24519      25000     X         5                0          0      25000
JDS UNIPHASE CORP             COM             46612J10       3600       1000     X  X      1             1000          0          0
JDS UNIPHASE CORP             COM             46612J10       8560       2333     X         13               0          0       2333
JDS UNIPHASE CORP             COM             46612J10    2001406     555946     X         3           555946          0          0
JDS UNIPHASE CORP             COM             46612J10    1913973     529651     X         5           424880          0     104771
JDS UNIPHASE CORP             COM             46612J10     122072      33909     X  X      6            30080        250       3579
JDS UNIPHASE CORP             COM             46612J10     817452     227070     X         6            96606        380     130084
JPS INDUSTRIES INC            COM             46624E40      26040      10500     X         6            10500          0          0
J P MORGAN CHASE & CO         COM             46625H10    2119191      61730     X  X      1            59420       2310          0
J P MORGAN CHASE & CO         COM             46625H10    2279512      66400     X         1            66100          0        300
J P MORGAN CHASE & CO         COM             46625H10    1243501      36222     X         11             370          0      35852
J P MORGAN CHASE & CO         COM             46625H10    2401488      67877     X         13               0          0      67877
J P MORGAN CHASE & CO         COM             46625H10  130244141    3789616     X         3          3789616          0          0
J P MORGAN CHASE & CO         COM             46625H10       3811        111     X  X      4              111          0          0
J P MORGAN CHASE & CO         COM             46625H10     100930       2940     X         4             2940          0          0
J P MORGAN CHASE & CO         COM             46625H10   38808211    1112382     X         5           521767          0     590615
J P MORGAN CHASE & CO         COM             46625H10   67887403    1977495     X  X      6          1676889     131872     168734
J P MORGAN CHASE & CO         COM             46625H10  106469517    3101355     X         6          2415276       7108     678971
J P MORGAN CHASE & CO         COM             46625H10      38793       1130     X  X      7             1130          0          0
J P MORGAN CHASE & CO         COM             46625H10     108723       3167     X         7             3167          0          0
J2 GLOBAL COMMUNICATIONS INC  COM NEW         46626E20    3311487      87536     X         3            87536          0          0
J2 GLOBAL COMMUNICATIONS INC  COM NEW         46626E20    1570323      41124     X         5            18308          0      22816
J2 GLOBAL COMMUNICATIONS INC  COM NEW         46626E20      94386       2495     X         6              434          0       2061
JABIL CIRCUIT INC             COM             46631310     183607       7024     X         13               0          0       7024
JABIL CIRCUIT INC             COM             46631310    7238019     277851     X         3           277851          0          0
JABIL CIRCUIT INC             COM             46631310    2946233     112789     X         5            23018          0      89771
JABIL CIRCUIT INC             COM             46631310     508183      19508     X  X      6             5935          0      13573
JABIL CIRCUIT INC             COM             46631310    1303386      50034     X         6            13137          0      36897
JABIL CIRCUIT INC             COM             46631310       4038        155     X         7              155          0          0
JACK IN THE BOX INC           COM             46636710    9995946     561570     X         3           561570          0          0
JACK IN THE BOX INC           COM             46636710     186013      10424     X         5             8094          0       2330
JACK IN THE BOX INC           COM             46636710       9078        510     X         6               50          0        460
JACOBS ENGR GROUP INC DEL     COM             46981410    5966099     132286     X         3           132286          0          0
JACOBS ENGR GROUP INC DEL     COM             46981410    3006078      64809     X         5            29707          0      35102
JACOBS ENGR GROUP INC DEL     COM             46981410     626168      13884     X  X      6             4241          0       9643
JACOBS ENGR GROUP INC DEL     COM             46981410     779779      17290     X         6             7369          0       9921
JACUZZI BRANDS INC            COM             46986510       2585        416     X         5              385          0         31
JACUZZI BRANDS INC            COM             46986510      11067       1785     X  X      6             1770          0         15
JACUZZI BRANDS INC            COM             46986510     213478      34432     X         6            33900          0        532
JACUZZI BRANDS INC            COM             46986510        502         81     X         7               81          0          0
JAKKS PAC INC                 COM             47012E10    2411294     195917     X         5           190402          0       5515
JAKKS PAC INC                 COM             47012E10      55305       4500     X         6             4500          0          0
JAMESON INNS INC              COM             47045710      60216      24000     X  X      6            24000          0          0
JANUS CAP GROUP INC           COM             47102X10       2121        143     X         13               0          0        143
JANUS CAP GROUP INC           COM             47102X10   13313578     953012     X         3           953012          0          0
JANUS CAP GROUP INC           COM             47102X10       1243         89     X  X      4               89          0          0
JANUS CAP GROUP INC           COM             47102X10    5577486     398976     X         5           394567          0       4409
JANUS CAP GROUP INC           COM             47102X10     314451      22509     X  X      6            22109          0        400
JANUS CAP GROUP INC           COM             47102X10     350465      25087     X         6            11787          0      13300
JARDEN CORP                   COM             47110910    4723280     125120     X         3           125120          0          0
JARDEN CORP                   COM             47110910     128350       3400     X  X      6             3100        300          0
JARDEN CORP                   COM             47110910     222612       5897     X         6             3224          0       2673
JARDEN CORP                   COM             47110910      24538        650     X         7              650          0          0
JEFFERIES GROUP INC NEW       COM             47231910     178911       6223     X  X      6             6223          0          0
JEFFERIES GROUP INC NEW       COM             47231910    1799520      62592     X         6            52032          0      10560
JEFFERSON PILOT CORP          COM             47507010     103193       2278     X         13               0          0       2278
JEFFERSON PILOT CORP          COM             47507010    2670788      55118     X         3            55118          0          0
JEFFERSON PILOT CORP          COM             47507010    3204920      71272     X         5            25750          0      45522
JEFFERSON PILOT CORP          COM             47507010   11924728     268696     X  X      6           211479      44275      12942
JEFFERSON PILOT CORP          COM             47507010   31219910     703468     X         6           692830       4297       6341
JETBLUE AWYS CORP             COM             47714310       6292        100     X         13               0          0        100
JETBLUE AWYS CORP             COM             47714310    4360270      71515     X         3            71515          0          0
JETBLUE AWYS CORP             COM             47714310     526574       8609     X         5             7404          0       1205
JETBLUE AWYS CORP             COM             47714310      12176        200     X  X      6              200          0          0
JETBLUE AWYS CORP             COM             47714310     166324       2732     X         6             2732          0          0
JOHNSON & JOHNSON             COM             47816010    2819372      56934     X  X      1            55134       1800          0
JOHNSON & JOHNSON             COM             47816010    4959180     100145     X         1            99945          0        200
JOHNSON & JOHNSON             COM             47816010    1355016      27363     X         11            3500          0      23863
JOHNSON & JOHNSON             COM             47816010    3426620      68164     X         13               0          0      68164
JOHNSON & JOHNSON             COM             47816010  187828902    3775996     X         3          3775996          0          0
JOHNSON & JOHNSON             COM             47816010      23522        475     X  X      4              475          0          0
JOHNSON & JOHNSON             COM             47816010     118848       2400     X         4             2400          0          0
JOHNSON & JOHNSON             COM             47816010   67915248    1362082     X         5           742138          0     619944
JOHNSON & JOHNSON             COM             47816010  236118887    4768152     X  X      6          3601807     672466     493879
JOHNSON & JOHNSON             COM             47816010  271040552    5473355     X         6          4687039      12517     773799
JOHNSON & JOHNSON             COM             47816010      39864        805     X  X      7              805          0          0
JOHNSON & JOHNSON             COM             47816010     189662       3830     X         7             3830          0          0
JOHNSON & JOHNSON             COM             47816010    4110160      83000     X         8            83000          0          0
JOHNSON CTLS INC              COM             47836610     148995       1575     X         1             1575          0          0
JOHNSON CTLS INC              COM             47836610   19855972     209894     X         3           209894          0          0
JOHNSON CTLS INC              COM             47836610    6816626      71564     X         5            48820          0      22744
JOHNSON CTLS INC              COM             47836610   13295746     140547     X  X      6           123260       5028      12259
JOHNSON CTLS INC              COM             47836610   31240136     330234     X         6           275594        595      54045
JOHNSON CTLS INC              COM             47836610       6433         68     X         7               68          0          0
JONES APPAREL GROUP INC       COM             48007410   22956998     765286     X         3           765286          0          0
JONES APPAREL GROUP INC       COM             48007410     853929      28469     X         5            26688          0       1781
JONES APPAREL GROUP INC       COM             48007410     716015      23923     X  X      6            23523        400          0
JONES APPAREL GROUP INC       COM             48007410    5137006     171634     X         6            54984        155     116495
JOS A BANK CLOTHIERS INC      COM             48083810    2481051      56426     X         3            56426          0          0
JOS A BANK CLOTHIERS INC      COM             48083810     464586      10548     X         5             8548          0       2000
JOS A BANK CLOTHIERS INC      COM             48083810     678736      15468     X         6                0          0      15468
JOURNAL REGISTER CO           COM             48113810   58931719    3143025     X         11         2376225       2200     764600
JOURNAL REGISTER CO           COM             48113810       3416        180     X         13               0          0        180
JOURNAL REGISTER CO           COM             48113810     997500      53200     X         3            53200          0          0
JOURNAL REGISTER CO           COM             48113810     196406      10475     X         6             8775          0       1700
JOY GLOBAL INC                COM             48116510   20430159    1301284     X         3          1301284          0          0
JOY GLOBAL INC                COM             48116510      26475       1545     X         5              225          0       1320
JOY GLOBAL INC                COM             48116510      38415       2410     X         6                0          0       2410
JUNIPER NETWORKS INC          COM             48203R10      16884       1113     X         13               0          0       1113
JUNIPER NETWORKS INC          COM             48203R10     313320      21000     X         3            21000          0          0
JUNIPER NETWORKS INC          COM             48203R10     382486      25435     X         5            19782          0       5653
JUNIPER NETWORKS INC          COM             48203R10      68250       4550     X  X      6             3550          0       1000
JUNIPER NETWORKS INC          COM             48203R10      59250       3950     X         6             3950          0          0
JUNIPER NETWORKS INC          COM             48203R10        525         35     X         7               35          0          0
JUNIPER NETWORKS INC          NOTE  4.750% 3/ 48203RAA     304928     310000     X         5             4000          0     306000
JUPITERMEDIA CORP             COM             48207D10      70908      15550     X         5            15550          0          0
KCS ENERGY INC                COM             48243420    2617089     384866     X         3           384866          0          0
KCS ENERGY INC                COM             48243420     217600      32000     X         5            32000          0          0
KCS ENERGY INC                COM             48243420     111139      16344     X         6                0          0      16344
KLA-TENCOR CORP               COM             48248010      20690        392     X         13               0          0        392
KLA-TENCOR CORP               COM             48248010   11791565     188932     X         3           188932          0          0
KLA-TENCOR CORP               COM             48248010      16667        323     X         4              323          0          0
KLA-TENCOR CORP               COM             48248010    1529109      29161     X         5             8482          0      20679
KLA-TENCOR CORP               COM             48248010    6990923     135483     X  X      6           132038       1045       2400
KLA-TENCOR CORP               COM             48248010    1448825      28078     X         6            14651          0      13427
KLA-TENCOR CORP               COM             48248010       1032         20     X         7               20          0          0
KLM ROYAL DUTCH AIRLS         COM NY REG NEW  48251630    1184110      77870     X         5            41489          0      36381
KLM ROYAL DUTCH AIRLS         COM NY REG NEW  48251630      10906        700     X  X      6              700          0          0
K-SWISS INC                   CL A            48268610     408019      11337     X         5            11337          0          0
K-SWISS INC                   CL A            48268610        900         25     X         6               25          0          0
KT CORP                       SPONSORED ADR   48268K10     228105      11100     X         13               0          0      11100
KT CORP                       SPONSORED ADR   48268K10    5556165     278784     X         3           278784          0          0
KT CORP                       SPONSORED ADR   48268K10     443714      21664     X         5             2389          0      19275
KT CORP                       SPONSORED ADR   48268K10      30254       1518     X  X      6             1518          0          0
KT CORP                       SPONSORED ADR   48268K10      46477       2332     X         6             2332          0          0
KT CORP                       SPONSORED ADR   48268K10       4644        233     X  X      7              233          0          0
K2 INC                        COM             48273210     478371      29367     X         5               12          0      29355
KVH INDS INC                  COM             48273810    3262779     129424     X         3           129424          0          0
KVH INDS INC                  COM             48273810      50540       2000     X         5             2000          0          0
KVH INDS INC                  COM             48273810       5837        231     X  X      6              231          0          0
KVH INDS INC                  COM             48273810     130722       5173     X         6             2512          0       2661
K V PHARMACEUTICAL CO         CL B CONV       48274010         46          2     X         5                2          0          0
K V PHARMACEUTICAL CO         CL B CONV       48274010      50042       2190     X  X      6             2190          0          0
K V PHARMACEUTICAL CO         CL B CONV       48274010     935365      40935     X         6            26040          0      14895
K V PHARMACEUTICAL CO         CL A            48274020     366383      16286     X         5            16099          0        187
K V PHARMACEUTICAL CO         CL A            48274020      16031        713     X  X      6              713          0          0
K V PHARMACEUTICAL CO         CL A            48274020      98719       4388     X         6             4388          0          0
KADANT INC                    COM             48282T10   12299973     641881     X         3           641881          0          0
KADANT INC                    COM             48282T10       2563        127     X         5               36          0         91
KADANT INC                    COM             48282T10     120708       6300     X         6             2800          0       3500
KADANT INC                    COM             48282T10       5920        309     X  X      7              309          0          0
KAMAN CORP                    CL A            48354810    2062390     159135     X         3           159135          0          0
KAMAN CORP                    CL A            48354810    1417504     101905     X         5                0          0     101905
KAMAN CORP                    CL A            48354810       1866        144     X  X      6              144          0          0
KAMAN CORP                    CL A            48354810       6480        500     X         6              500          0          0
KANEB PIPE LINE PARTNERS L P  SR PREF UNIT    48416910     197261       4246     X         5             2146          0       2100
KANEB PIPE LINE PARTNERS L P  SR PREF UNIT    48416910     506876      10950     X  X      6             4950       6000          0
KANEB PIPE LINE PARTNERS L P  SR PREF UNIT    48416910      40504        875     X         6              825          0         50
KANSAS CITY SOUTHERN          COM NEW         48517030     286215      25800     X         5            23625          0       2175
KANSAS CITY SOUTHERN          COM NEW         48517030      45664       4125     X  X      6             3525        500        100
KANSAS CITY SOUTHERN          COM NEW         48517030      22694       2050     X         6             2050          0          0
KAYDON CORP                   COM             48658710      18992        800     X  X      1              800          0          0
KAYDON CORP                   COM             48658710      42911       1804     X         5             1202          0        602
KAYDON CORP                   COM             48658710     130570       5500     X  X      6             5500          0          0
KAYDON CORP                   COM             48658710      47931       2019     X         6             2019          0          0
KAYDON CORP                   COM             48658710       1970         83     X  X      7               83          0          0
KEANE INC                     COM             48666510       1917        150     X         11               0          0        150
KEANE INC                     COM             48666510     798098      62449     X         3            62449          0          0
KEANE INC                     COM             48666510     678462      52073     X         5            24480          0      27593
KEANE INC                     COM             48666510      70316       5502     X  X      6             5502          0          0
KEANE INC                     COM             48666510     767643      60066     X         6            60066          0          0
KB HOME                       COM             48666K10    1198331      20086     X         3            20086          0          0
KB HOME                       COM             48666K10    1325696      22214     X         5            22124          0         90
KB HOME                       COM             48666K10    2117930      35500     X  X      6            35500          0          0
KB HOME                       COM             48666K10    1293906      21688     X         6             1532          0      20156
KELLOGG CO                    COM             48783610     566950      17000     X         1            17000          0          0
KELLOGG CO                    COM             48783610      53360       1600     X         11               0          0       1600
KELLOGG CO                    COM             48783610      70218       2075     X         13               0          0       2075
KELLOGG CO                    COM             48783610   21051320     629576     X         3           629576          0          0
KELLOGG CO                    COM             48783610    5794032     173446     X         5           153838          0      19608
KELLOGG CO                    COM             48783610   14102014     422849     X  X      6            88774       8020     326055
KELLOGG CO                    COM             48783610    8131764     243831     X         6            69208         66     174557
KELLWOOD CO                   COM             48804410   13407596     400825     X         3           400825          0          0
KELLWOOD CO                   COM             48804410    2068618      61764     X         5            58955          0       2809
KELLWOOD CO                   COM             48804410       2007         60     X  X      6               60          0          0
KELLWOOD CO                   COM             48804410      62819       1878     X         6              308          0       1570
KELLY SVCS INC                CL A            48815220    5761620     230065     X         3           230065          0          0
KELLY SVCS INC                CL A            48815220    1025937      38700     X         5                0          0      38700
KELLY SVCS INC                CL A            48815220      90634       3637     X  X      6             3637          0          0
KELLY SVCS INC                CL A            48815220    1446930      58063     X         6            49107         26       8930
KEMET CORP                    COM             48836010    7905285     620509     X         3           620509          0          0
KEMET CORP                    COM             48836010     101212       7889     X         5             5174          0       2715
KEMET CORP                    COM             48836010      11466        900     X  X      6              900          0          0
KEMET CORP                    COM             48836010      93512       7340     X         6             7340          0          0
KENNAMETAL INC                COM             48917010   13603315     362945     X         3           362945          0          0
KENNAMETAL INC                COM             48917010     118353       3162     X         5             3062          0        100
KENNAMETAL INC                COM             48917010     171816       4594     X  X      6             4194        400          0
KENNAMETAL INC                COM             48917010    1013690      27104     X         6            23882         22       3200
KENSEY NASH CORP              COM             49005710    8951398     381235     X         3           381235          0          0
KENSEY NASH CORP              COM             49005710     951204      40408     X         6            30500          0       9908
KERR MCGEE CORP               COM             49238610     395064       8850     X         11             100          0       8750
KERR MCGEE CORP               COM             49238610     163642       3622     X         13               0          0       3622
KERR MCGEE CORP               COM             49238610    8932866     200109     X         3           200109          0          0
KERR MCGEE CORP               COM             49238610    3995420      88564     X         5            10929          0      77635
KERR MCGEE CORP               COM             49238610    1164925      26096     X  X      6            15486        100      10510
KERR MCGEE CORP               COM             49238610    2524883      56561     X         6            14671          0      41890
KERR MCGEE CORP               COM             49238610      10981        246     X         7              246          0          0
KERR MCGEE CORP               SDCV  5.250% 2/ 492386AP      61508      59000     X         5            59000          0          0
KEY ENERGY SVCS INC           COM             49291410     455317      47142     X         5            45160          0       1982
KEY ENERGY SVCS INC           COM             49291410     100746      10440     X  X      6            10440          0          0
KEY ENERGY SVCS INC           COM             49291410     629470      65230     X         6            65230          0          0
KEY ENERGY SVCS INC           COM             49291410       7286        755     X  X      7              755          0          0
KEY TECHNOLOGY INC            COM             49314310    1630710     144952     X         5                0          0     144952
KEYCORP NEW                   COM             49326710      28127       1100     X         11               0          0       1100
KEYCORP NEW                   COM             49326710     266389      10125     X         13               0          0      10125
KEYCORP NEW                   COM             49326710   16469330     644088     X         3           644088          0          0
KEYCORP NEW                   COM             49326710    2762070     105135     X         5             5448          0      99687
KEYCORP NEW                   COM             49326710    3825246     149599     X  X      6           114161      26170       9268
KEYCORP NEW                   COM             49326710    3332359     130323     X         6            79586          0      50737
KEYSPAN CORP                  COM             49337W10     830599      23338     X         13               0          0      23338
KEYSPAN CORP                  COM             49337W10    2161138      61606     X         3            61606          0          0
KEYSPAN CORP                  COM             49337W10    1480600      42116     X         5            35898          0       6218
KEYSPAN CORP                  COM             49337W10     436009      12429     X  X      6             9106        352       2971
KEYSPAN CORP                  COM             49337W10     690445      19682     X         6            13532          0       6150
KEYSPAN CORP                  COM             49337W10      12278        350     X  X      7              350          0          0
KEYSTONE PPTY TR CORP         COM             49359610    1858429      91720     X         5            90930          0        790
KFORCE INC                    COM             49373210    4702069     595953     X         3           595953          0          0
KFORCE INC                    COM             49373210        376         45     X         5                0          0         45
KFORCE INC                    COM             49373210     635664      81600     X         6            71300          0      10300
KIMBERLY CLARK CORP           COM             49436810    1280845      24958     X  X      1            24958          0          0
KIMBERLY CLARK CORP           COM             49436810      61584       1200     X         1             1200          0          0
KIMBERLY CLARK CORP           COM             49436810      89245       1739     X         11               0          0       1739
KIMBERLY CLARK CORP           COM             49436810      41134        788     X         13               0          0        788
KIMBERLY CLARK CORP           COM             49436810   16984912     323658     X         3           323658          0          0
KIMBERLY CLARK CORP           COM             49436810   12543544     242518     X         5           131694          0     110824
KIMBERLY CLARK CORP           COM             49436810   44727433     871540     X  X      6           640826     170042      60672
KIMBERLY CLARK CORP           COM             49436810   32481403     632919     X         6           556120       1490      75309
KIMBERLY CLARK CORP           COM             49436810      10059        196     X  X      7              196          0          0
KIMBERLY CLARK CORP           COM             49436810      22940        447     X         7              447          0          0
KIMBERLY CLARK CORP           COM             49436810    5973648     116400     X         8           116400          0          0
KIMCO REALTY CORP             COM             49446R10      27655        675     X         11               0          0        675
KIMCO REALTY CORP             COM             49446R10     296245       7253     X         5             5503          0       1750
KIMCO REALTY CORP             COM             49446R10      93453       2281     X  X      6             1081       1000        200
KIMCO REALTY CORP             COM             49446R10     218657       5337     X         6             5337          0          0
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010     310248       7200     X         13               0          0       7200
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010    5948654     138338     X         5            42513          0      95825
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010    2108799      49271     X  X      6            31421       5850      12000
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  49455010    3963237      92599     X         6            91624          0        975
KINDER MORGAN INC KANS        COM             49455P10    5828975     107924     X         3           107924          0          0
KINDER MORGAN INC KANS        COM             49455P10    3740790      69190     X         5            65965          0       3225
KINDER MORGAN INC KANS        COM             49455P10      78315       1450     X  X      6              750          0        700
KINDER MORGAN INC KANS        COM             49455P10    1570395      29076     X         6              306          0      28770
KINDER MORGAN MANAGEMENT LLC  SHS             49455U10       3861        100     X         13               0          0        100
KINDER MORGAN MANAGEMENT LLC  SHS             49455U10      54709       1418     X         5              100          0       1318
KINDER MORGAN MANAGEMENT LLC  SHS             49455U10     267412       7006     X         6             7004          0          2
KING PHARMACEUTICALS INC      COM             49558210   17524172    1156711     X         3          1156711          0          0
KING PHARMACEUTICALS INC      COM             49558210    1017684      66637     X         5            51575          0      15062
KING PHARMACEUTICALS INC      COM             49558210     529720      34965     X  X      6              100          0      34865
KING PHARMACEUTICALS INC      COM             49558210    3293883     217418     X         6            24879          0     192539
KINROSS GOLD CORP             COM NEW         49690220       3790        500     X         13               0          0        500
KINROSS GOLD CORP             COM NEW         49690220    1855201     248644     X         5           246005          0       2639
KINROSS GOLD CORP             COM NEW         49690220      34115       4573     X  X      6             4573          0          0
KINROSS GOLD CORP             COM NEW         49690220      16897       2265     X         6             2265          0          0
KIRBY CORP                    COM             49726610    9983295     347850     X         11          310150          0      37700
KIRBY CORP                    COM             49726610     817950      28500     X         3            28500          0          0
KIRBY CORP                    COM             49726610       8266        288     X         5              288          0          0
KNAPE & VOGT MFG CO           COM             49878210     478133      43075     X         5                0          0      43075
KNIGHT RIDDER INC             COM             49904010      46690        700     X         1              700          0          0
KNIGHT RIDDER INC             COM             49904010   13190125     197753     X         11          134695          0      63058
KNIGHT RIDDER INC             COM             49904010      25863        380     X         13               0          0        380
KNIGHT RIDDER INC             COM             49904010    2449891      36453     X         3            36453          0          0
KNIGHT RIDDER INC             COM             49904010    1659804      24738     X         5            17547          0       7191
KNIGHT RIDDER INC             COM             49904010    5896480      88403     X  X      6            78961       3842       5600
KNIGHT RIDDER INC             COM             49904010   16236714     243429     X         6           225625        290      17514
KNIGHT RIDDER INC             COM             49904010      10005        150     X         7              150          0          0
KNIGHT TRADING GROUP INC      COM             49906310       1143        100     X         11               0          0        100
KNIGHT TRADING GROUP INC      COM             49906310      58400       5000     X         13               0          0       5000
KNIGHT TRADING GROUP INC      COM             49906310     497798      43546     X         5            43277          0        269
KNIGHT TRADING GROUP INC      COM             49906310       9716        850     X  X      6              850          0          0
KNIGHT TRANSN INC             COM             49906410    5245001     201250     X         3           201250          0          0
KNIGHT TRANSN INC             COM             49906410       5158        205     X         5                0          0        205
KNIGHT TRANSN INC             COM             49906410       5950        236     X  X      6              236          0          0
KNIGHT TRANSN INC             COM             49906410     719771      28551     X         6            25123         28       3400
KOHLS CORP                    COM             50025510       9630        180     X         1              180          0          0
KOHLS CORP                    COM             50025510     290520       5380     X         13               0          0       5380
KOHLS CORP                    COM             50025510    9385826     175436     X         3           175436          0          0
KOHLS CORP                    COM             50025510    1186836      22070     X         5             9889          0      12181
KOHLS CORP                    COM             50025510     970223      18135     X  X      6            17104        231        800
KOHLS CORP                    COM             50025510    3826695      71527     X         6            41008          0      30519
KOHLS CORP                    COM             50025510      14071        263     X  X      7              263          0          0
KOHLS CORP                    COM             50025510       4762         89     X         7               89          0          0
KOMAG INC                     COM NEW         50045320    2293648     130916     X         3           130916          0          0
KOMAG INC                     COM NEW         50045320     596437      34278     X         5                0          0      34278
KOMAG INC                     COM NEW         50045320     114143       6515     X         6             5697          0        818
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730     480188      49250     X         13               0          0      49250
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730     287731      30098     X         5            27260          0       2838
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730      60293       6320     X  X      6             4850          0       1470
KONINKLIJKE AHOLD N V         SPON ADR NEW    50046730      22610       2370     X         6             2370          0          0
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230      66379       2802     X         13               0          0       2802
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230       2361        103     X  X      4              103          0          0
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230    1074778      46360     X         5            30512          0      15848
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230    2269286      99009     X  X      6            87945        356      10708
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230    2176185      94947     X         6            94947          0          0
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW   50047230       3667        160     X  X      7              160          0          0
KOOKMIN BK NEW                SPONSORED ADR   50049M10     928372      27000     X         3            27000          0          0
KOOKMIN BK NEW                SPONSORED ADR   50049M10      25695        781     X  X      6              781          0          0
KOOKMIN BK NEW                SPONSORED ADR   50049M10     236222       7180     X         6             7180          0          0
KOPIN CORP                    COM             50060010     560980      79740     X         5            24640          0      55100
KOPIN CORP                    COM             50060010      16384       2378     X  X      6             2378          0          0
KOPIN CORP                    COM             50060010     107381      15585     X         6            15585          0          0
KOREA ELECTRIC PWR            SPONSORED ADR   50063110     100427       9205     X         13               0          0       9205
KOREA ELECTRIC PWR            SPONSORED ADR   50063110     954942      90774     X         3            90774          0          0
KOREA ELECTRIC PWR            SPONSORED ADR   50063110    1319792     123056     X         5            58331          0      64725
KOREA ELECTRIC PWR            SPONSORED ADR   50063110      64330       6115     X  X      6             3245          0       2870
KOREA ELECTRIC PWR            SPONSORED ADR   50063110      32433       3083     X         6             3083          0          0
KOREA ELECTRIC PWR            SPONSORED ADR   50063110       2882        274     X  X      7              274          0          0
KOREA FD                      COM             50063410     404494      25100     X         5             1000          0      24100
KOREA FD                      COM             50063410    2736176     176300     X         9           176300          0          0
KOREA EQUITY FD INC           COM             50063B10       1820        455     X         5              455          0          0
KOREA EQUITY FD INC           COM             50063B10      47600      11900     X         9            11900          0          0
KORN FERRY INTL               COM NEW         50064320     303864      36832     X         3            36832          0          0
KORN FERRY INTL               COM NEW         50064320      24248       2750     X         5              150          0       2600
KOS PHARMACEUTICALS INC       COM             50064810     260136       7538     X         5             7538          0          0
KOS PHARMACEUTICALS INC       COM             50064810      17531        508     X         6              508          0          0
KRAFT FOODS INC               CL A            50075N10       8850        300     X  X      1              300          0          0
KRAFT FOODS INC               CL A            50075N10       7375        250     X         1              250          0          0
KRAFT FOODS INC               CL A            50075N10      63015       2104     X         13               0          0       2104
KRAFT FOODS INC               CL A            50075N10   14924050     505900     X         3           505900          0          0
KRAFT FOODS INC               CL A            50075N10       6933        235     X  X      4              235          0          0
KRAFT FOODS INC               CL A            50075N10       4130        140     X         4              140          0          0
KRAFT FOODS INC               CL A            50075N10    5137377     173541     X         5           133737          0      39804
KRAFT FOODS INC               CL A            50075N10     991082      33596     X  X      6            29590       2931       1075
KRAFT FOODS INC               CL A            50075N10    3683046     124849     X         6           120384        400       4065
KRAFT FOODS INC               CL A            50075N10      13128        445     X  X      7              445          0          0
KRAFT FOODS INC               CL A            50075N10      26137        886     X         7              886          0          0
KRAFT FOODS INC               CL A            50075N10    2923450      99100     X         8            99100          0          0
KRISPY KREME DOUGHNUTS INC    COM             50101410      24925        625     X         13               0          0        625
KRISPY KREME DOUGHNUTS INC    COM             50101410    4932813     128125     X         3           128125          0          0
KRISPY KREME DOUGHNUTS INC    COM             50101410       3850        100     X         4              100          0          0
KRISPY KREME DOUGHNUTS INC    COM             50101410    1479740      38221     X         5            32256          0       5965
KRISPY KREME DOUGHNUTS INC    COM             50101410    1354392      35179     X  X      6            32047       3010        122
KRISPY KREME DOUGHNUTS INC    COM             50101410   19245188     499875     X         6           495719        130       4026
KRISPY KREME DOUGHNUTS INC    COM             50101410       4813        125     X  X      7              125          0          0
KRISPY KREME DOUGHNUTS INC    COM             50101410        963         25     X         7               25          0          0
KROGER CO                     COM             50104410       3171        170     X         13               0          0        170
KROGER CO                     COM             50104410    5364163     300177     X         3           300177          0          0
KROGER CO                     COM             50104410       3628        203     X  X      4              203          0          0
KROGER CO                     COM             50104410    2017248     110832     X         5            63806          0      47026
KROGER CO                     COM             50104410    1642950      91939     X  X      6            88854       3085          0
KROGER CO                     COM             50104410    3179252     177910     X         6           126905          0      51005
KROGER CO                     COM             50104410       9292        520     X         7              520          0          0
KROLL INC                     COM             50104910    3646065     194800     X         3           194800          0          0
KROLL INC                     COM             50104910     649610      34452     X         5            16488          0      17964
KROLL INC                     COM             50104910      66960       3600     X  X      6             3600          0          0
KROLL INC                     COM             50104910     932660      50143     X         6            46809         34       3300
KRONOS INC                    COM             50105210    4913699      92300     X         3            92300          0          0
KRONOS INC                    COM             50105210      70163       1324     X         5             1074          0        250
KRONOS INC                    COM             50105210       7143        135     X  X      6              135          0          0
KRONOS INC                    COM             50105210     715184      13517     X         6            11901         16       1600
KUBOTA CORP                   ADR             50117320    1653952      95000     X         3            95000          0          0
KUBOTA CORP                   ADR             50117320      12573        731     X  X      6              731          0          0
KUBOTA CORP                   ADR             50117320     114483       6656     X         6             6656          0          0
KULICKE & SOFFA INDS INC      COM             50124210    1723354     158981     X         3           158981          0          0
KULICKE & SOFFA INDS INC      COM             50124210      49284       4524     X         5             3728          0        796
KULICKE & SOFFA INDS INC      COM             50124210      81375       7500     X  X      6             7500          0          0
KULICKE & SOFFA INDS INC      COM             50124210      21233       1957     X         6             1957          0          0
KYOCERA CORP                  ADR             50155620        677         11     X         13               0          0         11
KYOCERA CORP                  ADR             50155620      31640        514     X         5                0          0        514
KYOCERA CORP                  ADR             50155620       8782        148     X  X      6              148          0          0
KYOCERA CORP                  ADR             50155620     166923       2813     X         6             2675          0        138
LCA-VISION INC                COM PAR $.001   50180330     195417      13748     X         5             1578          0      12170
LCA-VISION INC                COM PAR $.001   50180330        491         36     X  X      6               36          0          0
LCA-VISION INC                COM PAR $.001   50180330       1704        125     X         6              125          0          0
LCC INTERNATIONAL INC         CL A            50181010      70374      13800     X         5             3300          0      10500
L S B BANCSHARES N C          COM             50215810      34300       1811     X         5                0          0       1811
L S B BANCSHARES N C          COM             50215810     180946       9834     X  X      6             4676       5158          0
L S B BANCSHARES N C          COM             50215810     239513      13017     X         6            13017          0          0
LSI LOGIC CORP                COM             50216110       2697        300     X         11               0          0        300
LSI LOGIC CORP                COM             50216110     351836      39180     X         13               0          0      39180
LSI LOGIC CORP                COM             50216110    1323535     147223     X         3           147223          0          0
LSI LOGIC CORP                COM             50216110    1938458     215678     X         5           166938          0      48740
LSI LOGIC CORP                COM             50216110     180699      20100     X  X      6            13800       6000        300
LSI LOGIC CORP                COM             50216110    1061962     118127     X         6            13784        350     103993
LSI LOGIC CORP                NOTE  4.000% 2/ 502161AE       9875      10000     X         5            10000          0          0
LSI LOGIC CORP                NOTE  4.000%11/ 502161AG      38250      40000     X  X      4            40000          0          0
LTX CORP                      COM             50239210    9642186     856322     X         3           856322          0          0
LTX CORP                      COM             50239210     987956      85984     X         5                0          0      85984
LTX CORP                      COM             50239210      25111       2225     X  X      6             2225          0          0
LTX CORP                      COM             50239210    1290949     114385     X         6           100385          0      14000
L-3 COMMUNICATIONS HLDGS INC  COM             50242410      14378        330     X         13               0          0        330
L-3 COMMUNICATIONS HLDGS INC  COM             50242410   12066880     279003     X         3           279003          0          0
L-3 COMMUNICATIONS HLDGS INC  COM             50242410    7861585     181348     X         5           124211          0      57137
L-3 COMMUNICATIONS HLDGS INC  COM             50242410    1333484      30832     X  X      6            14629        300      15903
L-3 COMMUNICATIONS HLDGS INC  COM             50242410    1696611      39228     X         6            17530          0      21698
L-3 COMMUNICATIONS HLDGS INC  COM             50242410       2379         55     X         7               55          0          0
LA JOLLA PHARMACEUTICAL CO    COM             50345910     132822      34343     X         5             2343          0      32000
LA JOLLA PHARMACEUTICAL CO    COM             50345910       7940       2000     X         6             2000          0          0
LA QUINTA CORP                PAIRED CTF      50419U20   21729960    3487955     X         3          3487955          0          0
LA QUINTA CORP                PAIRED CTF      50419U20      54448       8730     X         5             8230          0        500
LA QUINTA CORP                PAIRED CTF      50419U20     103854      16670     X         6                0          0      16670
LABONE INC NEW                COM             50540L10    4368556     186300     X         3           186300          0          0
LABONE INC NEW                COM             50540L10       5060        217     X  X      6              217          0          0
LABONE INC NEW                COM             50540L10     681387      29219     X         6            25893         26       3300
LABORATORY CORP AMER HLDGS    COM NEW         50540R40     430500      15000     X         3            15000          0          0
LABORATORY CORP AMER HLDGS    COM NEW         50540R40    1537921      53610     X         5            39888          0      13722
LABORATORY CORP AMER HLDGS    COM NEW         50540R40     134173       4675     X  X      6             2975        900        800
LABORATORY CORP AMER HLDGS    COM NEW         50540R40     256521       8938     X         6             1738       7200          0
LABRANCHE & CO INC            COM             50544710    4637383     317629     X         3           317629          0          0
LABRANCHE & CO INC            COM             50544710     552133      38470     X         5            30723          0       7747
LABRANCHE & CO INC            COM             50544710      15374       1053     X  X      6             1053          0          0
LABRANCHE & CO INC            COM             50544710     108989       7465     X         6             7465          0          0
LADISH INC                    COM NEW         50575420    2988556     478169     X         3           478169          0          0
LAFARGE COPPEE S A            SPON ADR NEW    50586140     228900      14000     X         3            14000          0          0
LAFARGE COPPEE S A            SPON ADR NEW    50586140       4987        305     X         5              305          0          0
LAFARGE COPPEE S A            SPON ADR NEW    50586140      98100       6000     X  X      6             4490          0       1510
LAFARGE COPPEE S A            SPON ADR NEW    50586140     227183      13895     X         6            13895          0          0
LAFARGE NORTH AMERICA INC     COM             50586210    5749169     165206     X         3           165206          0          0
LAFARGE NORTH AMERICA INC     COM             50586210    5319953     152874     X         5           152674          0        200
LAFARGE NORTH AMERICA INC     COM             50586210      55158       1585     X  X      6             1585          0          0
LAFARGE NORTH AMERICA INC     COM             50586210       1288         37     X         6               37          0          0
LAKELAND BANCORP INC          COM             51163710     319399      20025     X  X      6            20025          0          0
LAM RESEARCH CORP             COM             51280710      55575       2500     X         1             2500          0          0
LAM RESEARCH CORP             COM             51280710       5944        259     X         13               0          0        259
LAM RESEARCH CORP             COM             51280710   36205483    1632603     X         3          1632603          0          0
LAM RESEARCH CORP             COM             51280710    2261455      99414     X         5            27911          0      71503
LAM RESEARCH CORP             COM             51280710     109505       4926     X  X      6             2926       2000          0
LAM RESEARCH CORP             COM             51280710    1289896      58025     X         6            46325          0      11700
LAMAR ADVERTISING CO          CL A            51281510     576531      19650     X         3            19650          0          0
LAMAR ADVERTISING CO          CL A            51281510       1031         35     X  X      4               35          0          0
LAMAR ADVERTISING CO          CL A            51281510       6100        200     X         5                0          0        200
LAMAR ADVERTISING CO          NOTE  2.875%12/ 512815AG      36700      40000     X         5            40000          0          0
LANCASTER COLONY CORP         COM             51384710       2993         75     X         11               0          0         75
LANCASTER COLONY CORP         COM             51384710    1396126      35105     X         3            35105          0          0
LANCASTER COLONY CORP         COM             51384710     928396      23201     X         5             9821          0      13380
LANCASTER COLONY CORP         COM             51384710       4988        125     X         6              125          0          0
LANCE INC                     COM             51460610    4417744     444441     X         3           444441          0          0
LANCE INC                     COM             51460610      51665       5115     X         5                0          0       5115
LANCE INC                     COM             51460610     421148      42369     X  X      6            42369          0          0
LANCE INC                     COM             51460610    1562131     157156     X         6           132156          0      25000
LANDAMERICA FINL GROUP INC    COM             51493610    8253171     169148     X         3           169148          0          0
LANDAMERICA FINL GROUP INC    COM             51493610     473628      10311     X         5             6711          0       3600
LANDAMERICA FINL GROUP INC    COM             51493610     108870       2375     X  X      6             2375          0          0
LANDAMERICA FINL GROUP INC    COM             51493610      99060       2161     X         6             2161          0          0
LANDRYS RESTAURANTS INC       COM             51508L10       2575        125     X         11               0          0        125
LANDRYS RESTAURANTS INC       COM             51508L10      53489       2535     X         13               0          0       2535
LANDRYS RESTAURANTS INC       COM             51508L10     406260      19416     X         5             6835          0      12581
LANDRYS RESTAURANTS INC       COM             51508L10      33702       1636     X  X      6             1636          0          0
LANDRYS RESTAURANTS INC       COM             51508L10     220255      10692     X         6            10692          0          0
LANDSTAR SYS INC              COM             51509810      55985        885     X         13               0          0        885
LANDSTAR SYS INC              COM             51509810     404999       6595     X         5             6595          0          0
LANDSTAR SYS INC              COM             51509810       9212        150     X         6              150          0          0
LATIN AMER EQUITY FD INC NEW  COM             51827Q10       1262        100     X         5              100          0          0
LATIN AMER EQUITY FD INC NEW  COM             51827Q10      13491       1069     X         7             1069          0          0
LATIN AMER EQUITY FD INC NEW  COM             51827Q10    1666584     132059     X         9           132059          0          0
LATIN AMERN DISCOVERY FD INC  COM             51828C10      13039       1225     X         5              125          0       1100
LATIN AMERN DISCOVERY FD INC  COM             51828C10    2533650     241300     X         9           241300          0          0
LATTICE SEMICONDUCTOR CORP    COM             51841510    4078353     573608     X         3           573608          0          0
LATTICE SEMICONDUCTOR CORP    COM             51841510      13867       1915     X         5              240          0       1675
LATTICE SEMICONDUCTOR CORP    COM             51841510      57440       8000     X  X      6             8000          0          0
LATTICE SEMICONDUCTOR CORP    COM             51841510       3166        441     X         6              441          0          0
LAUDER ESTEE COS INC          CL A            51843910     244804       7179     X         3             7179          0          0
LAUDER ESTEE COS INC          CL A            51843910    1048205      30554     X         5            23126          0       7428
LAUDER ESTEE COS INC          CL A            51843910     118463       3474     X  X      6             2807          0        667
LAUDER ESTEE COS INC          CL A            51843910     810830      23778     X         6            23778          0          0
LAUDER ESTEE COS INC          CL A            51843910       3887        114     X         7              114          0          0
LAWSON PRODS INC              COM             52077610     260982       9666     X         5             9666          0          0
LEAR CORP                     COM             52186510   32103399     609867     X         11          382210          0     227657
LEAR CORP                     COM             52186510     105399       1935     X         13               0          0       1935
LEAR CORP                     COM             52186510   15313555     290422     X         3           290422          0          0
LEAR CORP                     COM             52186510     918244      17383     X         5            15633          0       1750
LEAR CORP                     COM             52186510     519188       9863     X         6             5163          0       4700
LEAPFROG ENTERPRISES INC      CL A            52186N10     759269      19222     X         13               0          0      19222
LEAPFROG ENTERPRISES INC      CL A            52186N10    5236400     137800     X         3           137800          0          0
LEAPFROG ENTERPRISES INC      CL A            52186N10    1448399      38098     X         5            37648          0        450
LEAPFROG ENTERPRISES INC      CL A            52186N10      74708       1966     X  X      6             1966          0          0
LEAPFROG ENTERPRISES INC      CL A            52186N10    1219040      32080     X         6            28980          0       3100
LEE ENTERPRISES INC           COM             52376810       5853        150     X         13               0          0        150
LEE ENTERPRISES INC           COM             52376810    1688448      43663     X         3            43663          0          0
LEE ENTERPRISES INC           COM             52376810      61078       1576     X         5             1192          0        384
LEE ENTERPRISES INC           COM             52376810     378966       9800     X  X      6             9800          0          0
LEE ENTERPRISES INC           COM             52376810     223319       5775     X         6             4675          0       1100
LEGATO SYS INC                COM             52465110    1303523     115356     X         3           115356          0          0
LEGATO SYS INC                COM             52465110     150833      13338     X         5            13038          0        300
LEGATO SYS INC                COM             52465110       2260        200     X  X      6              200          0          0
LEGATO SYS INC                COM             52465110       8193        725     X         6              500          0        225
LEGGETT & PLATT INC           COM             52466010       2180        100     X         13               0          0        100
LEGGETT & PLATT INC           COM             52466010    1617773      74793     X         3            74793          0          0
LEGGETT & PLATT INC           COM             52466010    1463687      67174     X         5             4092          0      63082
LEGGETT & PLATT INC           COM             52466010     575574      26610     X  X      6            26610          0          0
LEGGETT & PLATT INC           COM             52466010   12910190     596865     X         6           595480          0       1385
LEGG MASON INC                COM             52490110   23887803     330856     X         3           330856          0          0
LEGG MASON INC                COM             52490110    1124926      15262     X         5             1566          0      13696
LEGG MASON INC                COM             52490110      58265        807     X  X      6              532          0        275
LEGG MASON INC                COM             52490110    2760278      38231     X         6            17161          0      21070
LEHMAN BROS HLDGS INC         COM             52490810       2072         30     X         11               0          0         30
LEHMAN BROS HLDGS INC         COM             52490810     151790       2150     X         13               0          0       2150
LEHMAN BROS HLDGS INC         COM             52490810   21297986     307057     X         3           307057          0          0
LEHMAN BROS HLDGS INC         COM             52490810       1658         24     X         4               24          0          0
LEHMAN BROS HLDGS INC         COM             52490810    9901280     142288     X         5            94918          0      47370
LEHMAN BROS HLDGS INC         COM             52490810    2124763      30758     X  X      6            18838        300      11620
LEHMAN BROS HLDGS INC         COM             52490810    9431631     136532     X         6            63279        784      72469
LEHMAN BROS HLDGS INC         COM             52490810      25629        371     X         7              371          0          0
LEHMAN BR FIRST TR INCM OPP   COM             52517810     238328      16028     X         5              600          0      15428
LENNAR CORP                   CL A            52605710   94727061    1217728     X         11          898900        600     318228
LENNAR CORP                   CL A            52605710       8215        100     X         13               0          0        100
LENNAR CORP                   CL A            52605710    7539485      96589     X         3            96589          0          0
LENNAR CORP                   CL A            52605710    4522871      57143     X         5            39318          0      17825
LENNAR CORP                   CL A            52605710      40451        520     X  X      6              520          0          0
LENNAR CORP                   CL A            52605710     416177       5350     X         6             5350          0          0
LENNAR CORP                   CL A            52605710       1167         15     X         7               15          0          0
LENNAR CORP                   CL B            52605730    7713717     102877     X         11           77589         60      25228
LENNAR CORP                   CL B            52605730        792         10     X         13               0          0         10
LENNAR CORP                   CL B            52605730      47837        604     X         3              604          0          0
LENNAR CORP                   CL B            52605730      40056        530     X         5              454          0         76
LENNAR CORP                   CL B            52605730       2624         35     X  X      6               35          0          0
LENNAR CORP                   CL B            52605730      21144        282     X         6              282          0          0
LEUCADIA NATL CORP            COM             52728810    6893507     182127     X         3           182127          0          0
LEUCADIA NATL CORP            COM             52728810    1493879      39391     X         5            32066          0       7325
LEUCADIA NATL CORP            COM             52728810      32362        855     X  X      6              355          0        500
LEUCADIA NATL CORP            COM             52728810     112982       2985     X         6             2985          0          0
LEVEL 3 COMMUNICATIONS INC    COM             52729N10     315460      58635     X         5            40620          0      18015
LEVEL 3 COMMUNICATIONS INC    COM             52729N10     422760      78000     X  X      6            78000          0          0
LEVEL 3 COMMUNICATIONS INC    COM             52729N10      83143      15340     X         6            15340          0          0
LEVEL 3 COMMUNICATIONS INC    NOTE  6.000% 9/ 52729NAG     111563     175000     X         5           175000          0          0
LEVEL 3 COMMUNICATIONS INC    NOTE  6.000% 9/ 52729NAG      63750     100000     X         6           100000          0          0
LEXAR MEDIA INC               COM             52886P10   26749724    1565974     X         3          1565974          0          0
LEXAR MEDIA INC               COM             52886P10     150900       8639     X         5             2000          0       6639
LEXAR MEDIA INC               COM             52886P10      20046       1175     X  X      6             1175          0          0
LEXAR MEDIA INC               COM             52886P10     267416      15675     X         6             7375          0       8300
LEXINGTON CORP PPTYS TR       COM             52904310     616952      32200     X         11               0          0      32200
LEXINGTON CORP PPTYS TR       COM             52904310     206587      10687     X         5                0          0      10687
LEXINGTON CORP PPTYS TR       COM             52904310     348290      18178     X  X      6             2200       1707      14271
LEXINGTON CORP PPTYS TR       COM             52904310      26805       1399     X         6             1399          0          0
LEXMARK INTL NEW              CL A            52977110       2786         44     X         13               0          0         44
LEXMARK INTL NEW              CL A            52977110    6208942      66384     X         3            66384          0          0
LEXMARK INTL NEW              CL A            52977110      26590        422     X         4              422          0          0
LEXMARK INTL NEW              CL A            52977110    4430883      70261     X         5            57803          0      12458
LEXMARK INTL NEW              CL A            52977110    3151382      50014     X  X      6            47664       2280         70
LEXMARK INTL NEW              CL A            52977110   10134528     160840     X         6           150961        370       9509
LEXMARK INTL NEW              CL A            52977110       9452        150     X  X      7              150          0          0
LEXMARK INTL NEW              CL A            52977110      13547        215     X         7              215          0          0
LIBBEY INC                    COM             52989810    6809668     244864     X         3           244864          0          0
LIBERTY ALL STAR EQUITY FD    SH BEN INT      53015810     366841      42981     X         5            12903          0      30078
LIBERTY ALL STAR EQUITY FD    SH BEN INT      53015810      15174       1800     X  X      6             1800          0          0
LIBERTY ALL STAR EQUITY FD    SH BEN INT      53015810      18200       2159     X         7             2159          0          0
LIBERTY CORP S C              COM             53037010   18578858     442881     X         3           442881          0          0
LIBERTY CORP S C              COM             53037010    2061423      49140     X  X      6            29899       6616      12625
LIBERTY CORP S C              COM             53037010    1254179      29897     X         6            28197          0       1700
LIBERTY MEDIA CORP            DEB   3.500% 1/ 530715AN      34280      44000     X         5                0          0      44000
LIBERTY MEDIA CORP            DEB   3.250% 3/ 530715AR      49612      51000     X         5            46000          0       5000
LIBERTY MEDIA CORP            DEB   3.250% 3/ 530715AR       2910       3000     X         6             3000          0          0
LIBERTY MEDIA CORP NEW        COM SER A       53071810      54910       5480     X         13               0          0       5480
LIBERTY MEDIA CORP NEW        COM SER A       53071810   21818029    2180684     X         3          2180684          0          0
LIBERTY MEDIA CORP NEW        COM SER A       53071810       3240        325     X  X      4              325          0          0
LIBERTY MEDIA CORP NEW        COM SER A       53071810    7201990     721810     X         5           610921          0     110889
LIBERTY MEDIA CORP NEW        COM SER A       53071810    1764201     176951     X  X      6           160297      11453       5201
LIBERTY MEDIA CORP NEW        COM SER A       53071810   12841978    1288062     X         6           715976      25930     546156
LIBERTY MEDIA CORP NEW        COM SER A       53071810       5783        580     X         7              580          0          0
LIBERTY MEDIA CORP NEW        COM SER B       53071820     106646      10354     X         5             8754          0       1600
LIBERTY PPTY TR               SH BEN INT      53117210    2870351      77619     X         3            77619          0          0
LIBERTY PPTY TR               SH BEN INT      53117210     986587      26707     X         5              836          0      25871
LIBERTY PPTY TR               SH BEN INT      53117210     794737      21491     X  X      6            21491          0          0
LIBERTY PPTY TR               SH BEN INT      53117210     114268       3090     X         6             3090          0          0
LIBERTY PPTY TR               SH BEN INT      53117210       7396        200     X  X      7              200          0          0
LIBERTY PPTY TR               SH BEN INT      53117210      11094        300     X         8              300          0          0
LIFEPOINT HOSPITALS INC       COM             53219L10     919244      38001     X         3            38001          0          0
LIFEPOINT HOSPITALS INC       COM             53219L10     219716       9121     X         5             3704          0       5417
LIFEPOINT HOSPITALS INC       COM             53219L10        605         25     X         6               25          0          0
LIGAND PHARMACEUTICALS INC    CL B            53220K20    2433632     188800     X         3           188800          0          0
LIGAND PHARMACEUTICALS INC    CL B            53220K20     231266      17929     X         5            17765          0        164
LIGAND PHARMACEUTICALS INC    CL B            53220K20      58050       4500     X         6             4500          0          0
LILLY ELI & CO                COM             53245710    2162160      36400     X  X      1            36400          0          0
LILLY ELI & CO                COM             53245710     130680       2200     X         1             2200          0          0
LILLY ELI & CO                COM             53245710      11880        200     X         11               0          0        200
LILLY ELI & CO                COM             53245710    1665039      26425     X         13               0          0      26425
LILLY ELI & CO                COM             53245710   34622716     582874     X         3           582874          0          0
LILLY ELI & CO                COM             53245710      16335        275     X  X      4              275          0          0
LILLY ELI & CO                COM             53245710      19602        330     X         4              330          0          0
LILLY ELI & CO                COM             53245710   14783271     237208     X         5            45208          0     192000
LILLY ELI & CO                COM             53245710   29095130     489817     X  X      6           396178      30079      63560
LILLY ELI & CO                COM             53245710   34823369     586252     X         6           456330        600     129322
LILLY ELI & CO                COM             53245710      24770        417     X  X      7              417          0          0
LILLY ELI & CO                COM             53245710      56489        951     X         7              951          0          0
LILLY ELI & CO                COM             53245710    3338280      56200     X         8            56200          0          0
LIMITED BRANDS INC            COM             53271610    3056580     202691     X         3           202691          0          0
LIMITED BRANDS INC            COM             53271610    2448748     161222     X         5           135458          0      25764
LIMITED BRANDS INC            COM             53271610     199116      13204     X  X      6            11554       1650          0
LIMITED BRANDS INC            COM             53271610    2441000     161870     X         6           127699          0      34171
LIMITED BRANDS INC            COM             53271610       1297         86     X         7               86          0          0
LIN TV CORP                   CL A            53277410     197718       9300     X         3             9300          0          0
LIN TV CORP                   CL A            53277410      40319       1900     X         5               25          0       1875
LINCARE HLDGS INC             COM             53279110   27576299     753245     X         11          664775          0      88470
LINCARE HLDGS INC             COM             53279110    3811028     103426     X         3           103426          0          0
LINCARE HLDGS INC             COM             53279110    3843334     104502     X         5            75788          0      28714
LINCARE HLDGS INC             COM             53279110    1278934      34934     X  X      6            33124       1680        130
LINCARE HLDGS INC             COM             53279110    4327595     118208     X         6           109576        165       8467
LINCARE HLDGS INC             COM             53279110      10251        280     X  X      7              280          0          0
LINCOLN ELEC HLDGS INC        COM             53390010     453343      20152     X         5            15552          0       4600
LINCOLN ELEC HLDGS INC        COM             53390010       9555        430     X  X      6              430          0          0
LINCOLN ELEC HLDGS INC        COM             53390010     339299      15270     X         6            15270          0          0
LINCOLN NATL CONV SECS FD IN  COM             53418310     426581      32819     X         5            26919          0       5900
LINCOLN NATL CONV SECS FD IN  COM             53418310       1947        150     X  X      6              150          0          0
LINCOLN NATL CONV SECS FD IN  COM             53418310      38940       3000     X         6             3000          0          0
LINCOLN NATL CORP IND         COM             53418710      28304        800     X         11               0          0        800
LINCOLN NATL CORP IND         COM             53418710      88596       2440     X         13               0          0       2440
LINCOLN NATL CORP IND         COM             53418710    2444192      69084     X         3            69084          0          0
LINCOLN NATL CORP IND         COM             53418710     185084       5173     X         5             2970          0       2203
LINCOLN NATL CORP IND         COM             53418710    2758260      77961     X  X      6            76022       1939          0
LINCOLN NATL CORP IND         COM             53418710    1256485      35514     X         6            25800          0       9714
LINCOLN NATL CORP IND         COM             53418710       5307        150     X  X      7              150          0          0
LINEAR TECHNOLOGY CORP        COM             53567810      19414        524     X         13               0          0        524
LINEAR TECHNOLOGY CORP        COM             53567810    5282978     147528     X         3           147528          0          0
LINEAR TECHNOLOGY CORP        COM             53567810    1156134      31536     X         5            10970          0      20566
LINEAR TECHNOLOGY CORP        COM             53567810    5529268     153890     X  X      6           141268       9700       2922
LINEAR TECHNOLOGY CORP        COM             53567810    8605810     239516     X         6           202447          0      37069
LINENS N THINGS INC           COM             53567910    4011424     167600     X         3           167600          0          0
LINENS N THINGS INC           COM             53567910    6759456     284236     X         5           283918          0        318
LINENS N THINGS INC           COM             53567910    1549196      65147     X  X      6            63132       2015          0
LINENS N THINGS INC           COM             53567910    1471982      61900     X         6            58890         30       2980
LINENS N THINGS INC           COM             53567910       1902         80     X  X      7               80          0          0
LIONS GATE ENTMNT CORP        COM NEW         53591920       4635       1550     X  X      6             1550          0          0
LIONS GATE ENTMNT CORP        COM NEW         53591920      44252      14800     X         6            14800          0          0
LIZ CLAIBORNE INC             COM             53932010       3405        100     X         11               0          0        100
LIZ CLAIBORNE INC             COM             53932010      89540       2551     X         13               0          0       2551
LIZ CLAIBORNE INC             COM             53932010   14050494     411376     X         3           411376          0          0
LIZ CLAIBORNE INC             COM             53932010   10324381     301790     X         5           255676          0      46114
LIZ CLAIBORNE INC             COM             53932010    1015541      29825     X  X      6            14692        200      14933
LIZ CLAIBORNE INC             COM             53932010    5903657     173382     X         6            54959        851     117572
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910     691250      25000     X         3            25000          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910       5668        205     X         4              205          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910       7828        276     X         5              146          0        130
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910      48941       1770     X  X      6             1770          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910     541774      19594     X         6            19202          0        392
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910       1383         50     X  X      7               50          0          0
LLOYDS TSB GROUP PLC          SPONSORED ADR   53943910       8019        290     X         7              290          0          0
LOCKHEED MARTIN CORP          COM             53983010      90454       1960     X  X      1             1960          0          0
LOCKHEED MARTIN CORP          COM             53983010      69687       1510     X         1             1510          0          0
LOCKHEED MARTIN CORP          COM             53983010      53162       1145     X         13               0          0       1145
LOCKHEED MARTIN CORP          COM             53983010   50953154    1100747     X         3          1100747          0          0
LOCKHEED MARTIN CORP          COM             53983010       2215         48     X         4               48          0          0
LOCKHEED MARTIN CORP          COM             53983010    5741737     124362     X         5           115631          0       8731
LOCKHEED MARTIN CORP          COM             53983010    4236176      91791     X  X      6            69056       2891      19844
LOCKHEED MARTIN CORP          COM             53983010   23590634     511173     X         6           319627        992     190554
LOCKHEED MARTIN CORP          COM             53983010      69871       1514     X         7             1514          0          0
LOCKHEED MARTIN CORP          COM             53983010    6640985     143900     X         8           143900          0          0
LOEWS CORP                    COM             54042410      32296        800     X         1              800          0          0
LOEWS CORP                    COM             54042410    3391201      84003     X         3            84003          0          0
LOEWS CORP                    COM             54042410      11304        280     X         4              280          0          0
LOEWS CORP                    COM             54042410    1992011      48897     X         5            36293          0      12604
LOEWS CORP                    COM             54042410    1670470      41379     X  X      6            35330        710       5339
LOEWS CORP                    COM             54042410    2923878      72427     X         6            26327          0      46100
LOEWS CORP                    COM             54042410       2624         65     X  X      7               65          0          0
LOEWS CORP                    COM             54042410      15744        390     X         7              390          0          0
LOEWS CORP                    CAROLNA GP STK  54042420   11640300     506100     X         3           506100          0          0
LOEWS CORP                    CAROLNA GP STK  54042420     261010      11318     X         5            10118          0       1200
LOEWS CORP                    CAROLNA GP STK  54042420      15893        691     X         6              691          0          0
LOEWS CORP                    NOTE  3.125% 9/ 540424AL     282678     304000     X         5           270000          0      34000
LOGITECH INTERNATIONAL S A    SPONSORED ADR   54141910      11232        360     X  X      6              360          0          0
LOGITECH INTERNATIONAL S A    SPONSORED ADR   54141910     237120       7600     X         6             7600          0          0
LOMAK PETE INC                SDCV  6.000% 2/ 541509AF      71813      75000     X  X      6                0          0      75000
LOMAK PETE INC                SDCV  6.000% 2/ 541509AF      86175      90000     X         6                0          0      90000
LONE STAR STEAKHOUSE SALOON   COM             54230710    9448660     452089     X         3           452089          0          0
LONE STAR STEAKHOUSE SALOON   COM             54230710     763360      35920     X         5            16780          0      19140
LONG ISLAND FINANCIAL CORP    COM             54266910    1962363      71750     X         6            71750          0          0
LONGS DRUG STORES CORP        COM             54316210     736516      36588     X         3            36588          0          0
LONGS DRUG STORES CORP        COM             54316210       2154        107     X         5              107          0          0
LONGS DRUG STORES CORP        COM             54316210     420717      20900     X  X      6            20900          0          0
LONGVIEW FIBRE CO             COM             54321310     488734      50024     X         3            50024          0          0
LONGVIEW FIBRE CO             COM             54321310     462458      44832     X         5             1172          0      43660
LONGVIEW FIBRE CO             COM             54321310      68390       7000     X  X      6             7000          0          0
LOUDEYE CORP                  COM             54575410      24265      11500     X  X      6            11500          0          0
LOUISIANA PAC CORP            COM             54634710    1118467      81166     X         3            81166          0          0
LOUISIANA PAC CORP            COM             54634710     117825       8528     X         5             7791          0        737
LOUISIANA PAC CORP            COM             54634710     175791      12757     X  X      6            12757          0          0
LOUISIANA PAC CORP            COM             54634710    1905333     138268     X         6             7075          0     131193
LOUISIANA PAC CORP            COM             54634710       8792        638     X  X      7              638          0          0
LOUISIANA PAC CORP            COM             54634710       6890        500     X         7              500          0          0
LOWES COS INC                 COM             54866110    1304247      25130     X  X      1            25130          0          0
LOWES COS INC                 COM             54866110     432171       8327     X         1             8177          0        150
LOWES COS INC                 COM             54866110     336457       6269     X         13               0          0       6269
LOWES COS INC                 COM             54866110   72733387    1397610     X         3          1397610          0          0
LOWES COS INC                 COM             54866110       1298         25     X  X      4               25          0          0
LOWES COS INC                 COM             54866110      22784        439     X         4              439          0          0
LOWES COS INC                 COM             54866110   19938603     378790     X         5           220928          0     157862
LOWES COS INC                 COM             54866110  105182876    2026645     X  X      6          1870331      63776      92538
LOWES COS INC                 COM             54866110  246537819    4750247     X         6          4445479      11050     293718
LOWES COS INC                 COM             54866110      31659        610     X  X      7              610          0          0
LOWES COS INC                 COM             54866110     168416       3245     X         7             3245          0          0
LOWES COS INC                 NOTE  0.861%10/ 548661CG     105166     101000     X         5           101000          0          0
LUBRIZOL CORP                 COM             54927110    1636778      50440     X         3            50440          0          0
LUBRIZOL CORP                 COM             54927110    1332769      41059     X         5            40179          0        880
LUBRIZOL CORP                 COM             54927110     611715      18851     X  X      6            18851          0          0
LUBRIZOL CORP                 COM             54927110    1030839      31767     X         6            30993          0        774
LUCENT TECHNOLOGIES INC       COM             54946310       1115        516     X  X      1              516          0          0
LUCENT TECHNOLOGIES INC       COM             54946310      30862      14288     X         11            6000          0       8288
LUCENT TECHNOLOGIES INC       COM             54946310      41223      19263     X         13               0          0      19263
LUCENT TECHNOLOGIES INC       COM             54946310    5873839    2719370     X         3          2719370          0          0
LUCENT TECHNOLOGIES INC       COM             54946310    5941848    2752738     X         5          2549373          0     203365
LUCENT TECHNOLOGIES INC       COM             54946310     790616     366026     X  X      6           242284      24347      99395
LUCENT TECHNOLOGIES INC       COM             54946310     857218     396860     X         6           176724       2300     217836
LUCENT TECHNOLOGIES INC       COM             54946310       5676       2628     X         7             2628          0          0
LUCENT TECHNOLOGIES INC       DBCV  2.750% 6/ 549463AG    2831250    3000000     X         3          3000000          0          0
LUMINEX CORP DEL              COM             55027E10      69620      10042     X         5             2042          0       8000
LUXOTTICA GROUP S P A         SPONSORED ADR   55068R20    1319659      91643     X         5                0          0      91643
LYONDELL CHEMICAL CO          COM             55207810      12560       1000     X         13               0          0       1000
LYONDELL CHEMICAL CO          COM             55207810   24019064    1879426     X         3          1879426          0          0
LYONDELL CHEMICAL CO          COM             55207810     259595      20321     X         5            19831          0        490
LYONDELL CHEMICAL CO          COM             55207810     127800      10000     X  X      6            10000          0          0
LYONDELL CHEMICAL CO          COM             55207810     661161      51734     X         6            51734          0          0
M & T BK CORP                 COM             55261F10   10357883     118647     X         3           118647          0          0
M & T BK CORP                 COM             55261F10    1370911      15455     X         5             3061          0      12394
M & T BK CORP                 COM             55261F10    1195574      13695     X  X      6            13474        221          0
M & T BK CORP                 COM             55261F10    2066216      23668     X         6            23154          0        514
M & T BK CORP                 COM             55261F10       3841         44     X  X      7               44          0          0
MBIA INC                      COM             55262C10     230874       4200     X         1             4200          0          0
MBIA INC                      COM             55262C10     350376       6240     X         13               0          0       6240
MBIA INC                      COM             55262C10    3158521      57459     X         3            57459          0          0
MBIA INC                      COM             55262C10   23550669     419696     X         5            12934          0     406762
MBIA INC                      COM             55262C10    2323362      42266     X  X      6            35919       6347          0
MBIA INC                      COM             55262C10    7779464     141522     X         6           114897       1800      24825
MBIA INC                      COM             55262C10       9345        170     X         7              170          0          0
MBNA CORP                     COM             55262L10     573557      25156     X  X      1            22851       2305          0
MBNA CORP                     COM             55262L10     765259      33564     X         1            33564          0          0
MBNA CORP                     COM             55262L10     158516       6680     X         13               0          0       6680
MBNA CORP                     COM             55262L10   12027205     527509     X         3           527509          0          0
MBNA CORP                     COM             55262L10       2280        100     X  X      4              100          0          0
MBNA CORP                     COM             55262L10       8664        380     X         4              380          0          0
MBNA CORP                     COM             55262L10    9054051     387193     X         5           144128          0     243065
MBNA CORP                     COM             55262L10    4566316     200277     X  X      6            76499          0     123778
MBNA CORP                     COM             55262L10    9781382     429008     X         6           161796          0     267212
MBNA CORP                     COM             55262L10      12540        550     X  X      7              550          0          0
MBNA CORP                     COM             55262L10      51391       2254     X         7             2254          0          0
M D C HLDGS INC               COM             55267610     515484       9546     X         3             9546          0          0
M D C HLDGS INC               COM             55267610     847368      14772     X         5             3972          0      10800
M D C HLDGS INC               COM             55267610       5940        110     X         6              110          0          0
MDC CORP                      CL A SUBVTGNEW  55267W30       7443        745     X  X      6              745          0          0
MDC CORP                      CL A SUBVTGNEW  55267W30     263736      26400     X         6            26400          0          0
MDU RES GROUP INC             COM             55269010      13512        400     X         11               0          0        400
MDU RES GROUP INC             COM             55269010    9252984     273919     X         3           273919          0          0
MDU RES GROUP INC             COM             55269010    2951798      87351     X         5            85051          0       2300
MDU RES GROUP INC             COM             55269010     339827      10060     X  X      6             5192       2118       2750
MDU RES GROUP INC             COM             55269010     124918       3698     X         6             2298       1400          0
MDS INC                       COM             55269P30     660756      47400     X         5                0          0      47400
MEMC ELECTR MATLS INC         COM             55271510    3239059     296889     X         3           296889          0          0
MEMC ELECTR MATLS INC         COM             55271510      19300       1768     X         5             1648          0        120
MEMC ELECTR MATLS INC         COM             55271510     141765      12994     X         6                0          0      12994
MFS CHARTER INCOME TR         SH BEN INT      55272710      13080       1500     X         11               0          0       1500
MFS CHARTER INCOME TR         SH BEN INT      55272710       4592        529     X         13               0          0        529
MFS CHARTER INCOME TR         SH BEN INT      55272710     452481      51890     X         5            51890          0          0
MFS CHARTER INCOME TR         SH BEN INT      55272710      41420       4750     X  X      6             3750       1000          0
MFS CHARTER INCOME TR         SH BEN INT      55272710     140915      16160     X         6            16160          0          0
MFS CHARTER INCOME TR         SH BEN INT      55272710    2163432     248100     X         9           248100          0          0
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710     290977      46891     X         5            28451          0      18440
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710     139494      22609     X  X      6            22609          0          0
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710      60734       9844     X         6             9844          0          0
MFS MULTIMARKET INCOME TR     SH BEN INT      55273710    3692745     598500     X         9           598500          0          0
MFS MUN INCOME TR             SH BEN INT      55273810       5152        700     X         1              700          0          0
MFS MUN INCOME TR             SH BEN INT      55273810     500307      67606     X         5            33516          0      34090
MFS MUN INCOME TR             SH BEN INT      55273810      72709       9879     X  X      6             8879       1000          0
MFS MUN INCOME TR             SH BEN INT      55273810     107463      14601     X         6            14601          0          0
MFS INTER INCOME TR           SH BEN INT      55273C10       3455        500     X  X      1              500          0          0
MFS INTER INCOME TR           SH BEN INT      55273C10     243945      35100     X         13               0          0      35100
MFS INTER INCOME TR           SH BEN INT      55273C10     601283      86699     X         5            31871          0      54828
MFS INTER INCOME TR           SH BEN INT      55273C10      57654       8344     X  X      6             8344          0          0
MFS INTER INCOME TR           SH BEN INT      55273C10     126747      18343     X         6            18343          0          0
MGE ENERGY INC                COM             55277P10     695980      23000     X         3            23000          0          0
MGE ENERGY INC                COM             55277P10     408148      13317     X         5            10080          0       3237
MGE ENERGY INC                COM             55277P10      30250       1000     X  X      6             1000          0          0
MGE ENERGY INC                COM             55277P10      39325       1300     X         6             1300          0          0
MGIC INVT CORP WIS            COM             55284810    5357847     102897     X         3           102897          0          0
MGIC INVT CORP WIS            COM             55284810       1770         34     X  X      4               34          0          0
MGIC INVT CORP WIS            COM             55284810     484248       9070     X         5             4570          0       4500
MGIC INVT CORP WIS            COM             55284810    1196100      22971     X  X      6            18245          0       4726
MGIC INVT CORP WIS            COM             55284810    3663333      70354     X         6            51993          0      18361
MGIC INVT CORP WIS            COM             55284810       8592        165     X         7              165          0          0
MGI PHARMA INC                COM             55288010    5054411     128742     X         3           128742          0          0
MGI PHARMA INC                COM             55288010     352509       9130     X         5             9130          0          0
MGI PHARMA INC                COM             55288010     231660       6000     X  X      6                0          0       6000
MGI PHARMA INC                COM             55288010     157567       4081     X         6                0          0       4081
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910    5747896     842800     X         3           842800          0          0
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910    1317263     193031     X         5           173234          0      19797
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910       2046        300     X  X      6              300          0          0
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910       7031       1031     X         6             1031          0          0
MFS GOVT MKTS INCOME TR       SH BEN INT      55293910   33636383    4932021     X         9          4932021          0          0
MGM MIRAGE                    COM             55295310       2741         75     X         11               0          0         75
MGM MIRAGE                    COM             55295310      21756        588     X         13               0          0        588
MGM MIRAGE                    COM             55295310      40205       1100     X         3             1100          0          0
MGM MIRAGE                    COM             55295310     255412       6974     X         5             5835          0       1139
MGM MIRAGE                    COM             55295310      38012       1040     X  X      6             1040          0          0
MGM MIRAGE                    COM             55295310     347225       9500     X         6             9000          0        500
MIM CORP                      COM             55304410     442500      59000     X         3            59000          0          0
MIM CORP                      COM             55304410      10600       1400     X         5              400          0       1000
MI DEVS INC                   CL A SUB VTG    55304X10    1191546      52491     X         5            52169          0        322
MI DEVS INC                   CL A SUB VTG    55304X10        953         42     X  X      6               42          0          0
MI DEVS INC                   CL A SUB VTG    55304X10      99017       4362     X         6             4142          0        220
MI DEVS INC                   CL A SUB VTG    55304X10       1135         50     X  X      7               50          0          0
ML MACADAMIA ORCHARDS L P     DEP UNIT CL A   55307U10     103054      29698     X         5                0          0      29698
MPS GROUP INC                 COM             55340910    8166852     902754     X         3           902754          0          0
MPS GROUP INC                 COM             55340910      57600       6400     X  X      6             6400          0          0
MPS GROUP INC                 COM             55340910    1505727     167303     X         6           126226        127      40950
MRV COMMUNICATIONS INC        COM             55347710     116486      40532     X         5            15417          0      25115
MRV COMMUNICATIONS INC        COM             55347710        275        100     X  X      6              100          0          0
MRV COMMUNICATIONS INC        COM             55347710      13079       4756     X         6             4756          0          0
MSC INDL DIRECT INC           CL A            55353010      41700       2000     X         11               0          0       2000
MSC INDL DIRECT INC           CL A            55353010    7274565     348900     X         3           348900          0          0
MSC INDL DIRECT INC           CL A            55353010     937208      44950     X         5            44950          0          0
MSC INDL DIRECT INC           CL A            55353010     990375      47500     X         6            41450          0       6050
MTR GAMING GROUP INC          COM             55376910     106500      12000     X         5            10000          0       2000
MVC CAP                       COM             55382910     360436      43426     X         13               0          0      43426
MVC CAP                       COM             55382910     474259      57475     X         5            55675          0       1800
MVC CAP                       COM             55382910       1650        200     X  X      6              200          0          0
MACDERMID INC                 COM             55427310    1540184      58230     X         3            58230          0          0
MACDERMID INC                 COM             55427310       7335        275     X         5              200          0         75
MACDERMID INC                 COM             55427310      68162       2577     X         6                0          0       2577
MACERICH CO                   COM             55438210       2490         65     X         5                0          0         65
MACERICH CO                   COM             55438210     231408       6130     X  X      6             6130          0          0
MACERICH CO                   COM             55438210    1362020      36080     X         6            36080          0          0
MACK CALI RLTY CORP           COM             55448910     107800       2750     X         1             2750          0          0
MACK CALI RLTY CORP           COM             55448910     113680       2900     X         11               0          0       2900
MACK CALI RLTY CORP           COM             55448910      46164       1200     X         13               0          0       1200
MACK CALI RLTY CORP           COM             55448910    2230519      56901     X         3            56901          0          0
MACK CALI RLTY CORP           COM             55448910    1082592      27704     X         5            23040          0       4664
MACK CALI RLTY CORP           COM             55448910      61230       1562     X  X      6              212       1350          0
MACK CALI RLTY CORP           COM             55448910      26499        676     X         6              676          0          0
MACROVISION CORP              COM             55590410     883079      47734     X         3            47734          0          0
MACROVISION CORP              COM             55590410     376868      20371     X         5            20341          0         30
MACROMEDIA INC                COM             55610010    8565186     346208     X         3           346208          0          0
MACROMEDIA INC                COM             55610010     293059      11962     X         5            11250          0        712
MACROMEDIA INC                COM             55610010      72064       2945     X  X      6             2945          0          0
MACROMEDIA INC                COM             55610010       3671        150     X         6              150          0          0
MACROMEDIA INC                COM             55610010       6485        265     X  X      7              265          0          0
MADDEN STEVEN LTD             COM             55626910     300295      15830     X         5            15830          0          0
MAGELLAN MIDSTREAM PRTNRS LP  COM UNIT RP LP  55908010     872635      19049     X         3            19049          0          0
MAGELLAN MIDSTREAM PRTNRS LP  COM UNIT RP LP  55908010     784892      17134     X         5            15932          0       1202
MAGELLAN MIDSTREAM PRTNRS LP  COM UNIT RP LP  55908010     256994       5610     X  X      6             5610          0          0
MAGELLAN MIDSTREAM PRTNRS LP  COM UNIT RP LP  55908010    1381996      30168     X         6            28480          0       1688
MAGNA ENTMT CORP              CL A            55921110      58299      14179     X         5            14000          0        179
MAGNA INTL INC                CL A            55922240      52567        715     X         13               0          0        715
MAGNA INTL INC                CL A            55922240    1836595      25443     X         5            24799          0        644
MAGNA INTL INC                CL A            55922240      32468        450     X  X      6              450          0          0
MAGNA INTL INC                CL A            55922240     702452       9736     X         6             9295          0        441
MAGNA INTL INC                CL A            55922240       7215        100     X  X      7              100          0          0
MAGNUM HUNTER RES INC         COM PAR $0.002  55972F20     417478      52250     X         11           46000          0       6250
MAGNUM HUNTER RES INC         COM PAR $0.002  55972F20      15581       1950     X         5             1950          0          0
MAHANAGAR TEL NIGAM LTD       SPONS ADR 2001  55977840     481194      90963     X         3            90963          0          0
MAIN STR BKS INC NEW          COM             56034R10      32188       1238     X         5                0          0       1238
MAIN STR BKS INC NEW          COM             56034R10      79138       3163     X  X      6             3163          0          0
MAIN STR BKS INC NEW          COM             56034R10      94601       3781     X         6             3781          0          0
MAINE & MARITIMES CORP        COM             56037710    1350000      37500     X         3            37500          0          0
MAINE & MARITIMES CORP        COM             56037710     651780      18105     X         5            18105          0          0
MANAGED MUNS PORTFOLIO INC    COM             56166210      29025       2700     X         13               0          0       2700
MANAGED MUNS PORTFOLIO INC    COM             56166210     174956      16275     X         5                0          0      16275
MANAGED MUNS PORTFOLIO INC    COM             56166210      18371       1725     X  X      6             1725          0          0
MANAGED MUNS PORTFOLIO INC    COM             56166210       5964        560     X         6              560          0          0
MANAGED MUNS PORTFOLIO INC    COM             56166210    2909580     273200     X         9           273200          0          0
MANAGED HIGH INCOME PORTFOLI  COM             56166C10      34150       5000     X  X      4             5000          0          0
MANAGED HIGH INCOME PORTFOLI  COM             56166C10    1245734     182308     X         5           170907          0      11401
MANAGED HIGH INCOME PORTFOLI  COM             56166C10      31193       4567     X  X      6             4567          0          0
MANAGED HIGH INCOME PORTFOLI  COM             56166C10      11140       1631     X         6             1631          0          0
MANAGEMENT NETWORK GROUP INC  COM             56169310     371625     148650     X         3           148650          0          0
MANAGEMENT NETWORK GROUP INC  COM             56169310      13500       5400     X         6             2500          0       2900
MANAGED HIGH YIELD PLUS FD I  COM             56191110     206982      41240     X         5            37003          0       4237
MANAGED HIGH YIELD PLUS FD I  COM             56191110       2440        486     X         6              486          0          0
MANDALAY RESORT GROUP         COM             56256710   24002670     604720     X         3           604720          0          0
MANDALAY RESORT GROUP         COM             56256710     166922       4244     X         5             1494          0       2750
MANDALAY RESORT GROUP         COM             56256710     396100      10000     X         6             3400          0       6600
MANITOWOC INC                 COM             56357110   38153968    1759058     X         11         1357388          0     401670
MANITOWOC INC                 COM             56357110     913149      42100     X         3            42100          0          0
MANITOWOC INC                 COM             56357110      11250        500     X         5                0          0        500
MANITOWOC INC                 COM             56357110       9761        450     X  X      6                0        450          0
MANITOWOC INC                 COM             56357110     241301      11125     X         6            11125          0          0
MANOR CARE INC NEW            COM             56405510    1038900      34629     X         3            34629          0          0
MANOR CARE INC NEW            COM             56405510     358560      11952     X         5            11952          0          0
MANOR CARE INC NEW            COM             56405510     194700       6490     X  X      6             5990        500          0
MANOR CARE INC NEW            COM             56405510    1104000      36800     X         6            36800          0          0
MANPOWER INC                  COM             56418H10     235101       6261     X         13               0          0       6261
MANPOWER INC                  COM             56418H10    3224435      86912     X         3            86912          0          0
MANPOWER INC                  COM             56418H10    3436945      91536     X         5              516          0      91020
MANPOWER INC                  COM             56418H10       3599         97     X  X      6               97          0          0
MANPOWER INC                  COM             56418H10     328483       8854     X         6             8854          0          0
MANTECH INTL CORP             CL A            56456310    3177176     127700     X         3           127700          0          0
MANTECH INTL CORP             CL A            56456310     551725      21309     X         5              376          0      20933
MANTECH INTL CORP             CL A            56456310     437712      17600     X         6            15400          0       2200
MANUFACTURED HOME CMNTYS INC  COM             56468210     457687      11665     X         5             8700          0       2965
MANUFACTURED HOME CMNTYS INC  COM             56468210      28601        730     X         6              730          0          0
MANULIFE FINL CORP            COM             56501R10     460632      16106     X         13               0          0      16106
MANULIFE FINL CORP            COM             56501R10     150962       5237     X         5             3947          0       1290
MANULIFE FINL CORP            COM             56501R10    1055197      36512     X  X      6            19748      10496       6268
MANULIFE FINL CORP            COM             56501R10    3249256     112431     X         6           112431          0          0
MARATHON OIL CORP             COM             56584910     329202      11305     X         13               0          0      11305
MARATHON OIL CORP             COM             56584910    9350252     328079     X         3           328079          0          0
MARATHON OIL CORP             COM             56584910    8107963     281313     X         5           135276          0     146037
MARATHON OIL CORP             COM             56584910    1686117      59162     X  X      6            34780       3208      21174
MARATHON OIL CORP             COM             56584910    3995395     140189     X         6            49823       1000      89366
MARATHON OIL CORP             COM             56584910       2850        100     X  X      7              100          0          0
MARATHON OIL CORP             COM             56584910      14250        500     X         7              500          0          0
MARATHON OIL CORP             COM             56584910    8018475     281350     X         8           281350          0          0
MARKEL CORP                   COM             57053510   12537252      42120     X         3            42120          0          0
MARKEL CORP                   COM             57053510    2305109       8633     X         5             8605          0         28
MARKEL CORP                   COM             57053510     587934       2202     X  X      6             2102        100          0
MARKEL CORP                   COM             57053510    3222423      12069     X         6             9528       1741        800
MARKET 2000+ HOLDRS TR        DEPOSITARY RCT  57059Y20     210728       4240     X         5                0          0       4240
MARSH & MCLENNAN COS INC      COM             57174810     628452      13200     X  X      1            13200          0          0
MARSH & MCLENNAN COS INC      COM             57174810     919492      19313     X         1            19313          0          0
MARSH & MCLENNAN COS INC      COM             57174810      23805        500     X         11               0          0        500
MARSH & MCLENNAN COS INC      COM             57174810     765301      15812     X         13               0          0      15812
MARSH & MCLENNAN COS INC      COM             57174810   14063756     293830     X         3           293830          0          0
MARSH & MCLENNAN COS INC      COM             57174810       8141        171     X         4              171          0          0
MARSH & MCLENNAN COS INC      COM             57174810   12906323     267464     X         5            49284          0     218180
MARSH & MCLENNAN COS INC      COM             57174810   14651937     307749     X  X      6           271728      12675      23346
MARSH & MCLENNAN COS INC      COM             57174810   19290096     405169     X         6           348994        653      55522
MARSH & MCLENNAN COS INC      COM             57174810       9522        200     X  X      7              200          0          0
MARSH & MCLENNAN COS INC      COM             57174810     464293       9752     X         7             9752          0          0
MARSHALL & ILSLEY CORP        COM             57183410      50432       1600     X         11               0          0       1600
MARSHALL & ILSLEY CORP        COM             57183410    2785013      88357     X         3            88357          0          0
MARSHALL & ILSLEY CORP        COM             57183410     989697      30600     X         5             6384          0      24216
MARSHALL & ILSLEY CORP        COM             57183410      85104       2700     X  X      6             2700          0          0
MARSHALL & ILSLEY CORP        COM             57183410    1944626      61695     X         6            10803          0      50892
MARRIOTT INTL INC NEW         CL A            57190320       6641        150     X         13               0          0        150
MARRIOTT INTL INC NEW         CL A            57190320    3895850      90538     X         3            90538          0          0
MARRIOTT INTL INC NEW         CL A            57190320       1506         35     X  X      4               35          0          0
MARRIOTT INTL INC NEW         CL A            57190320       6239        145     X         4              145          0          0
MARRIOTT INTL INC NEW         CL A            57190320    1677278      38756     X         5            31008          0       7748
MARRIOTT INTL INC NEW         CL A            57190320    3175055      73787     X  X      6            70297       2490       1000
MARRIOTT INTL INC NEW         CL A            57190320     757242      17598     X         6            15848          0       1750
MARRIOTT INTL INC NEW         CL A            57190320       1506         35     X  X      7               35          0          0
MARRIOTT INTL INC NEW         CL A            57190320       9036        210     X         7              210          0          0
MARTEK BIOSCIENCES CORP       COM             57290110   10343994     195750     X         3           195750          0          0
MARTEK BIOSCIENCES CORP       COM             57290110     642646      12212     X         5            12012          0        200
MARTEK BIOSCIENCES CORP       COM             57290110      30262        575     X  X      6              575          0          0
MARTEK BIOSCIENCES CORP       COM             57290110    1581005      30040     X         6            26673         17       3350
MARTEN TRANS LTD              COM             57307510    4919406     188483     X         3           188483          0          0
MARTEN TRANS LTD              COM             57307510     455700      17500     X         6            15300          0       2200
MARTHA STEWART LIVING OMNIME  CL A            57308310     114020      12304     X         5             7100          0       5204
MARTHA STEWART LIVING OMNIME  CL A            57308310       1850        200     X         6              200          0          0
MARTHA STEWART LIVING OMNIME  CL A            57308310       9250       1000     X         7             1000          0          0
MARTIN MARIETTA MATLS INC     COM             57328410    1746356      47911     X         3            47911          0          0
MARTIN MARIETTA MATLS INC     COM             57328410     192576       5116     X         5             1571          0       3545
MARTIN MARIETTA MATLS INC     COM             57328410    2047688      56178     X  X      6            55178       1000          0
MARTIN MARIETTA MATLS INC     COM             57328410     952329      26127     X         6            24627          0       1500
MARVEL ENTERPRISES INC        COM             57383M10    8499923     380492     X         3           380492          0          0
MARVEL ENTERPRISES INC        COM             57383M10    1827680      81158     X         5            53765          0      27393
MARVEL ENTERPRISES INC        COM             57383M10      21827        981     X  X      6              981          0          0
MARVEL ENTERPRISES INC        COM             57383M10    1006746      45247     X         6            34627         41      10579
MASCO CORP                    COM             57459910     117504       4800     X         1             4800          0          0
MASCO CORP                    COM             57459910       1663         66     X         13               0          0         66
MASCO CORP                    COM             57459910   12915085     527577     X         3           527577          0          0
MASCO CORP                    COM             57459910       3525        144     X  X      4              144          0          0
MASCO CORP                    COM             57459910    2339598      94057     X         5            41829          0      52228
MASCO CORP                    COM             57459910    3139756     128258     X  X      6            91801       1400      35057
MASCO CORP                    COM             57459910    6596699     269473     X         6            99265       9000     161208
MASCO CORP                    COM             57459910       8690        355     X         7              355          0          0
MASSEY ENERGY CORP            COM             57620610   34246529    2572551     X         3          2572551          0          0
MASSEY ENERGY CORP            COM             57620610      16729       1256     X         5             1010          0        246
MASSEY ENERGY CORP            COM             57620610      50540       3800     X  X      6              700       3100          0
MASSEY ENERGY CORP            COM             57620610      13300       1000     X         6             1000          0          0
MASSMUTUAL CORPORATE INVS IN  COM             57629210      32700       1500     X         13               0          0       1500
MASSMUTUAL CORPORATE INVS IN  COM             57629210     297332      13626     X         5              951          0      12675
MASSMUTUAL CORPORATE INVS IN  COM             57629210      68400       3095     X  X      6             3000         95          0
MASSMUTUAL CORPORATE INVS IN  COM             57629210      22542       1020     X         6             1020          0          0
MASSMUTUAL PARTN INVS         SH BEN INT      57629910      97716       9487     X         5             9487          0          0
MASSMUTUAL PARTN INVS         SH BEN INT      57629910      20600       2000     X         6             2000          0          0
MATRIX SVC CO                 COM             57685310    1531107      86211     X         3            86211          0          0
MATRIX SVC CO                 COM             57685310     143205       8228     X         5              449          0       7779
MATRIX SVC CO                 COM             57685310      65900       3696     X         6                0          0       3696
MATSUSHITA ELEC INDL          ADR             57687920     178259      14170     X         13               0          0      14170
MATSUSHITA ELEC INDL          ADR             57687920    1518250     124000     X         3           124000          0          0
MATSUSHITA ELEC INDL          ADR             57687920     890396      71940     X         5            23564          0      48376
MATSUSHITA ELEC INDL          ADR             57687920     103609       8663     X  X      6             5688          0       2975
MATSUSHITA ELEC INDL          ADR             57687920     254006      21238     X         6            21238          0          0
MATTEL INC                    COM             57708110       1522         80     X         13               0          0         80
MATTEL INC                    COM             57708110    4621500     180429     X         3           180429          0          0
MATTEL INC                    COM             57708110       2010        106     X  X      4              106          0          0
MATTEL INC                    COM             57708110       9290        490     X         4              490          0          0
MATTEL INC                    COM             57708110   14945455     785807     X         5             9902          0     775905
MATTEL INC                    COM             57708110     341034      17987     X  X      6            16590       1100        297
MATTEL INC                    COM             57708110    1689241      89095     X         6            50384          0      38711
MATTHEWS INTL CORP            CL A            57712810     827320      31326     X         3            31326          0          0
MATTHEWS INTL CORP            CL A            57712810      38700       1449     X         5             1149          0        300
MATTHEWS INTL CORP            CL A            57712810      36433       1379     X         6                0          0       1379
MATTSON TECHNOLOGY INC        COM             57722310    2453004     270751     X         3           270751          0          0
MATTSON TECHNOLOGY INC        COM             57722310       4460        500     X         5              400          0        100
MAXTOR CORP                   COM NEW         57772920      46182       3608     X         13               0          0       3608
MAXTOR CORP                   COM NEW         57772920     910100      74583     X         5            70734          0       3849
MAXTOR CORP                   COM NEW         57772920     144713      11891     X  X      6            11891          0          0
MAXTOR CORP                   COM NEW         57772920     520231      42747     X         6            42747          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10      39390       1000     X         1             1000          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10      13025        319     X         13               0          0        319
MAXIM INTEGRATED PRODS INC    COM             57772K10    5834150     147700     X         3           147700          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10     601144      14795     X         5             2039          0      12756
MAXIM INTEGRATED PRODS INC    COM             57772K10      78701       1998     X  X      6             1998          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10    3196656      81154     X         6            34009          0      47145
MAXIM INTEGRATED PRODS INC    COM             57772K10       8587        218     X  X      7              218          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10       2521         64     X         7               64          0          0
MAXIM INTEGRATED PRODS INC    COM             57772K10    1674075      42500     X         8            42500          0          0
MAXWELL SHOE INC              CL A            57776610    3045526     212084     X         3           212084          0          0
MAXWELL SHOE INC              CL A            57776610     154991      10800     X  X      6            10800          0          0
MAXWELL TECHNOLOGIES INC      COM             57776710     427760      45955     X         5             3703          0      42252
MAY DEPT STORES CO            COM             57777810      29556       1200     X  X      1             1200          0          0
MAY DEPT STORES CO            COM             57777810      55418       2250     X         1             2250          0          0
MAY DEPT STORES CO            COM             57777810    1545089      62732     X         11            2400          0      60332
MAY DEPT STORES CO            COM             57777810     238738       9440     X         13               0          0       9440
MAY DEPT STORES CO            COM             57777810    5717436     232133     X         3           232133          0          0
MAY DEPT STORES CO            COM             57777810    2032485      80925     X         5            21376          0      59549
MAY DEPT STORES CO            COM             57777810    1501790      60974     X  X      6            57308       3366        300
MAY DEPT STORES CO            COM             57777810    3449826     140066     X         6           137016          0       3050
MAYTAG CORP                   COM             57859210      14982        600     X         1              600          0          0
MAYTAG CORP                   COM             57859210    1477225      59160     X         11               0          0      59160
MAYTAG CORP                   COM             57859210     761835      30510     X         3            30510          0          0
MAYTAG CORP                   COM             57859210     896423      35337     X         5            12662          0      22675
MAYTAG CORP                   COM             57859210     265531      10634     X  X      6             4434        200       6000
MAYTAG CORP                   COM             57859210     379344      15192     X         6            13831          0       1361
MBT FINL CORP                 COM             57887710     849732      54470     X         5            54470          0          0
MCCORMICK & CO INC            COM VTG         57978010     662881      24096     X  X      6                0      24096          0
MCCORMICK & CO INC            COM NON VTG     57978020      21936        800     X  X      1              800          0          0
MCCORMICK & CO INC            COM NON VTG     57978020      54840       2000     X         1             2000          0          0
MCCORMICK & CO INC            COM NON VTG     57978020   41939301    1527865     X         3          1527865          0          0
MCCORMICK & CO INC            COM NON VTG     57978020    1509411      55041     X         5            54688          0        353
MCCORMICK & CO INC            COM NON VTG     57978020    8328249     303729     X  X      6           256780      18734      28215
MCCORMICK & CO INC            COM NON VTG     57978020    5060964     184572     X         6           179322          0       5250
MCDATA CORP                   CL B            58003110    3896595     330500     X         3           330500          0          0
MCDATA CORP                   CL B            58003110      76226       6438     X         5                0          0       6438
MCDATA CORP                   CL B            58003110     511863      43415     X         6            38215          0       5200
MCDATA CORP                   CL A            58003120       3412        286     X  X      1              286          0          0
MCDATA CORP                   CL A            58003120        636         53     X         13               0          0         53
MCDATA CORP                   CL A            58003120    1424159     112522     X         3           112522          0          0
MCDATA CORP                   CL A            58003120       1503        126     X         4              126          0          0
MCDATA CORP                   CL A            58003120      57356       4783     X         5              571          0       4212
MCDATA CORP                   CL A            58003120     147383      12354     X  X      6            12129         71        154
MCDATA CORP                   CL A            58003120    2295308     192398     X         6           189448       1000       1950
MCDATA CORP                   CL A            58003120      17299       1450     X         7             1450          0          0
MCDONALDS CORP                COM             58013510     353100      15000     X  X      1            15000          0          0
MCDONALDS CORP                COM             58013510     745041      31650     X         1            31650          0          0
MCDONALDS CORP                COM             58013510    1556848      64306     X         13               0          0      64306
MCDONALDS CORP                COM             58013510   16983498     666228     X         3           666228          0          0
MCDONALDS CORP                COM             58013510      10052        427     X         4              427          0          0
MCDONALDS CORP                COM             58013510   16508384     694363     X         5           450969          0     243394
MCDONALDS CORP                COM             58013510   14960847     635550     X  X      6           603876      11552      20122
MCDONALDS CORP                COM             58013510   20279404     861487     X         6           692492       2600     166395
MCDONALDS CORP                COM             58013510       3931        167     X         7              167          0          0
MCF CORP                      COM             58039510      31500      35000     X         5            35000          0          0
MCGRAW HILL COS INC           COM             58064510     490206       7890     X  X      1             7890          0          0
MCGRAW HILL COS INC           COM             58064510    2065823      33250     X         1            33250          0          0
MCGRAW HILL COS INC           COM             58064510    6718117     108130     X         11            6400          0     101730
MCGRAW HILL COS INC           COM             58064510     474530       7549     X         13               0          0       7549
MCGRAW HILL COS INC           COM             58064510   19032159     278360     X         3           278360          0          0
MCGRAW HILL COS INC           COM             58064510       3417         55     X  X      4               55          0          0
MCGRAW HILL COS INC           COM             58064510      90523       1457     X         4             1457          0          0
MCGRAW HILL COS INC           COM             58064510    4571347      73227     X         5            43428          0      29799
MCGRAW HILL COS INC           COM             58064510   18450063     296959     X  X      6           256373      16040      24546
MCGRAW HILL COS INC           COM             58064510   49398693     795086     X         6           718486       5966      70634
MCGRAW HILL COS INC           COM             58064510      90151       1451     X         7             1451          0          0
MCKESSON CORP                 COM             58155Q10      55173       1602     X         13               0          0       1602
MCKESSON CORP                 COM             58155Q10   14795541     444444     X         3           444444          0          0
MCKESSON CORP                 COM             58155Q10       3129         94     X  X      4               94          0          0
MCKESSON CORP                 COM             58155Q10    1779253      53099     X         5            43027          0      10072
MCKESSON CORP                 COM             58155Q10    2020337      60689     X  X      6            28773        800      31116
MCKESSON CORP                 COM             58155Q10    4619221     138757     X         6            29651          0     109106
MCKESSON CORP                 COM             58155Q10       7490        225     X  X      7              225          0          0
MCKESSON CORP                 COM             58155Q10       7324        220     X         7              220          0          0
MCLEODUSA INC                 CL A            58226670      65634      45903     X         5              183          0      45720
MCLEODUSA INC                 CL A            58226670        976        702     X  X      6              702          0          0
MCLEODUSA INC                 CL A            58226670      46382      33368     X         6            33368          0          0
MEADE INSTRUMENTS CORP        COM             58306210      33500      10000     X         5                0          0      10000
MEADE INSTRUMENTS CORP        COM             58306210       4860       1500     X         6             1500          0          0
MEADWESTVACO CORP             COM             58333410    8433207     329702     X         3           329702          0          0
MEADWESTVACO CORP             COM             58333410    1334720      51965     X         5            26670          0      25295
MEADWESTVACO CORP             COM             58333410    2662404     104408     X  X      6            93546      10546        316
MEADWESTVACO CORP             COM             58333410    3589278     140756     X         6            64916         41      75799
MEDAREX INC                   COM             58391610      73262      12400     X         5            10700          0       1700
MEDAREX INC                   COM             58391610      11800       2000     X         6             2000          0          0
MED-DESIGN CORP               COM             58392610     115147      26700     X         5            26200          0        500
MEDCO HEALTH SOLUTIONS INC    COM             58405U10     318109      12268     X  X      1            12016        252          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10     174561       6732     X         1             6720          0         12
MEDCO HEALTH SOLUTIONS INC    COM             58405U10     217605       8392     X         11             854          0       7538
MEDCO HEALTH SOLUTIONS INC    COM             58405U10     124163       4781     X         13               0          0       4781
MEDCO HEALTH SOLUTIONS INC    COM             58405U10    5116387     197306     X         3           197306          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10       1245         48     X  X      4               48          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10        596         23     X         4               23          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10    4698887     181179     X         5           158300          0      22879
MEDCO HEALTH SOLUTIONS INC    COM             58405U10   12222365     471360     X  X      6           423557      31819      15984
MEDCO HEALTH SOLUTIONS INC    COM             58405U10   16725300     645017     X         6           591883        608      52526
MEDCO HEALTH SOLUTIONS INC    COM             58405U10       7753        299     X  X      7              299          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10       3604        139     X         7              139          0          0
MEDCO HEALTH SOLUTIONS INC    COM             58405U10         19          1     X         8                1          0          0
MEDIA GEN INC                 CL A            58440410    1644201      22910     X         3            22910          0          0
MEDIA GEN INC                 CL A            58440410     463293       7534     X         5              300          0       7234
MEDIA GEN INC                 CL A            58440410     171080       2800     X  X      6             2800          0          0
MEDIA GEN INC                 CL A            58440410    1170982      19165     X         6            18765          0        400
MEDIA 100 INC                 COM             58440W10      29233      26101     X         5            26101          0          0
MEDICINES CO                  COM             58468810    7379851     282500     X         3           282500          0          0
MEDICINES CO                  COM             58468810      22317        860     X         5              860          0          0
MEDICINES CO                  COM             58468810      18269        704     X  X      6              704          0          0
MEDICINES CO                  COM             58468810     708746      27312     X         6            24375         37       2900
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030    5835974      99050     X         3            99050          0          0
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030    1088279      18349     X         5                0          0      18349
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030       7091        121     X  X      6              121          0          0
MEDICIS PHARMACEUTICAL CORP   CL A NEW        58469030     791745      13511     X         6            11896         15       1600
MEDIMMUNE INC                 COM             58469910       1976         60     X         13               0          0         60
MEDIMMUNE INC                 COM             58469910   32159455     973049     X         3           973049          0          0
MEDIMMUNE INC                 COM             58469910    3010633      91239     X         5            58006          0      33233
MEDIMMUNE INC                 COM             58469910     154547       4679     X  X      6             4679          0          0
MEDIMMUNE INC                 COM             58469910     786345      23807     X         6            15838          0       7969
MEDIMMUNE INC                 COM             58469910      13212        400     X         7              400          0          0
MEDIWARE INFORMATION SYS INC  COM             58494610     407281      28988     X         5             2000          0      26988
MEDIWARE INFORMATION SYS INC  COM             58494610       2178        155     X  X      6              155          0          0
MEDIWARE INFORMATION SYS INC  COM             58494610      21005       1495     X         6             1495          0          0
MEDTRONIC INC                 COM             58505510     375360       8000     X  X      1             8000          0          0
MEDTRONIC INC                 COM             58505510     156337       3332     X         1             3232          0        100
MEDTRONIC INC                 COM             58505510      49735       1060     X         11               0          0       1060
MEDTRONIC INC                 COM             58505510    1384593      29162     X         13               0          0      29162
MEDTRONIC INC                 COM             58505510   90158470    1916423     X         3          1916423          0          0
MEDTRONIC INC                 COM             58505510       2815         60     X         4               60          0          0
MEDTRONIC INC                 COM             58505510   22573795     478744     X         5           280290          0     198454
MEDTRONIC INC                 COM             58505510   71672130    1527539     X  X      6          1396671      73070      57798
MEDTRONIC INC                 COM             58505510  100949506    2151524     X         6          1885352       3566     262606
MEDTRONIC INC                 COM             58505510      20129        429     X  X      7              429          0          0
MEDTRONIC INC                 COM             58505510     118098       2517     X         7             2517          0          0
MEDTRONIC INC                 DBCV  1.250% 9/ 585055AB     109552     107000     X         5           102000          0       5000
MEDTRONIC INC                 DBCV  1.250% 9/ 585055AB       4095       4000     X         6             4000          0          0
MELLON FINL CORP              COM             58551A10     613048      20340     X  X      1            20340          0          0
MELLON FINL CORP              COM             58551A10     397848      13200     X         1            13200          0          0
MELLON FINL CORP              COM             58551A10     195310       6274     X         13               0          0       6274
MELLON FINL CORP              COM             58551A10    7329747     243190     X         3           243190          0          0
MELLON FINL CORP              COM             58551A10    3129310     102562     X         5            64094          0      38468
MELLON FINL CORP              COM             58551A10    4869840     161574     X  X      6           132574       8200      20800
MELLON FINL CORP              COM             58551A10    5501424     182529     X         6           132014          0      50515
MELLON FINL CORP              COM             58551A10       2080         69     X         7               69          0          0
MENTOR CORP MINN              COM             58718810     183325       7988     X         13               0          0       7988
MENTOR CORP MINN              COM             58718810     228000      10000     X         3            10000          0          0
MENTOR CORP MINN              COM             58718810    3851515     167829     X         5             1073          0     166756
MENTOR CORP MINN              COM             58718810      45600       2000     X  X      6             2000          0          0
MENTOR CORP MINN              COM             58718810      19220        843     X         6              843          0          0
MENTOR CORP MINN              COM             58718810       5062        222     X  X      7              222          0          0
MENTOR GRAPHICS CORP          COM             58720010      17158        971     X         13               0          0        971
MENTOR GRAPHICS CORP          COM             58720010    1186023      67426     X         3            67426          0          0
MENTOR GRAPHICS CORP          COM             58720010     126583       7176     X         5             2710          0       4466
MENTOR GRAPHICS CORP          COM             58720010       7036        400     X  X      6              400          0          0
MENTOR GRAPHICS CORP          COM             58720010      24626       1400     X         6             1400          0          0
MERCANTILE BANK CORP          COM             58737610     133520       4000     X         13               0          0       4000
MERCANTILE BANK CORP          COM             58737610     315582       9456     X         5              330          0       9126
MERCANTILE BANKSHARES CORP    COM             58740510     339000       8475     X         11            8400          0         75
MERCANTILE BANKSHARES CORP    COM             58740510       3372         83     X         13               0          0         83
MERCANTILE BANKSHARES CORP    COM             58740510    4073800     101845     X         3           101845          0          0
MERCANTILE BANKSHARES CORP    COM             58740510     388855       9599     X         5             1829          0       7770
MERCANTILE BANKSHARES CORP    COM             58740510    1707960      42699     X  X      6            40049       2650          0
MERCANTILE BANKSHARES CORP    COM             58740510    1121260      28032     X         6            22357          0       5675
MERCHANTS GROUP INC           COM             58853910    2004751      96059     X         3            96059          0          0
MERCK & CO INC                COM             58933110    6359694     125636     X  X      1           123536       2100          0
MERCK & CO INC                COM             58933110    3009410      59451     X         1            59351          0        100
MERCK & CO INC                COM             58933110    3644893      72005     X         11            7100          0      64905
MERCK & CO INC                COM             58933110    2635814      51521     X         13               0          0      51521
MERCK & CO INC                COM             58933110  159855935    3115877     X         3          3115877          0          0
MERCK & CO INC                COM             58933110      20248        400     X  X      4              400          0          0
MERCK & CO INC                COM             58933110     114502       2262     X         4             2262          0          0
MERCK & CO INC                COM             58933110  101648134    2001622     X         5          1397884          0     603738
MERCK & CO INC                COM             58933110  260331371    5142856     X  X      6          4287125     627434     228297
MERCK & CO INC                COM             58933110  321291508    6347126     X         6          5691086       7649     648391
MERCK & CO INC                COM             58933110     126044       2490     X  X      7             2490          0          0
MERCK & CO INC                COM             58933110     143204       2829     X         7             2829          0          0
MERCK & CO INC                COM             58933110    6006063     118650     X         8           118650          0          0
MERCURY GENL CORP NEW         COM             58940010    4635375     102876     X         5            18780          0      84096
MERCURY GENL CORP NEW         COM             58940010      72768       1625     X  X      6             1625          0          0
MERCURY GENL CORP NEW         COM             58940010     483714      10802     X         6            10802          0          0
MERCURY INTERACTIVE CORP      COM             58940510     577436      12131     X         13               0          0      12131
MERCURY INTERACTIVE CORP      COM             58940510    1781207      39225     X         3            39225          0          0
MERCURY INTERACTIVE CORP      COM             58940510    2950490      63249     X         5            30081          0      33168
MERCURY INTERACTIVE CORP      COM             58940510      25080        550     X  X      6              400          0        150
MERCURY INTERACTIVE CORP      COM             58940510     802560      17600     X         6             6525          0      11075
MERCURY INTERACTIVE CORP      COM             58940510       2280         50     X         7               50          0          0
MEREDITH CORP                 COM             58943310    1472223      31887     X         3            31887          0          0
MEREDITH CORP                 COM             58943310     284038       6152     X         5             6152          0          0
MEREDITH CORP                 COM             58943310     370376       8022     X  X      6             8022          0          0
MEREDITH CORP                 COM             58943310      27933        605     X         6              605          0          0
MERISTAR HOSPITALITY CORP     COM             58984Y10      14160       2000     X         11             200          0       1800
MERISTAR HOSPITALITY CORP     COM             58984Y10     341886      48289     X         5            48289          0          0
MERIT MED SYS INC             COM             58988910    2567423     116173     X         3           116173          0          0
MERIT MED SYS INC             COM             58988910     115229       5214     X         6              133          0       5081
MERIDIAN GOLD INC             COM             58997510      11660       1000     X         13               0          0       1000
MERIDIAN GOLD INC             COM             58997510    4798743     409100     X         3           409100          0          0
MERIDIAN GOLD INC             COM             58997510      93280       8000     X         5                0          0       8000
MERRILL LYNCH & CO INC        COM             59018810      72266       1350     X         1             1250          0        100
MERRILL LYNCH & CO INC        COM             59018810    7721167     144240     X         11            9700          0     134540
MERRILL LYNCH & CO INC        COM             59018810      16591        301     X         13               0          0        301
MERRILL LYNCH & CO INC        COM             59018810  117141412    2144843     X         3          2144843          0          0
MERRILL LYNCH & CO INC        COM             59018810      27407        512     X         4              512          0          0
MERRILL LYNCH & CO INC        COM             59018810   17137989     319025     X         5           280924          0      38101
MERRILL LYNCH & CO INC        COM             59018810   22426286     418948     X  X      6           346616      59945      12387
MERRILL LYNCH & CO INC        COM             59018810   96703765    1806534     X         6          1421625       5451     379458
MERRILL LYNCH & CO INC        COM             59018810      35865        670     X  X      7              670          0          0
MERRILL LYNCH & CO INC        COM             59018810     139660       2609     X         7             2609          0          0
MERRILL LYNCH & CO INC        COM             59018810    8591565     160500     X         8           160500          0          0
MESA AIR GROUP INC            COM             59047910      56150       5000     X         13               0          0       5000
MESA AIR GROUP INC            COM             59047910    1734952     156302     X         3           156302          0          0
MESA AIR GROUP INC            COM             59047910      79924       7117     X         5                0          0       7117
MESA AIR GROUP INC            COM             59047910      78318       7043     X         6              200          0       6843
MET PRO CORP                  COM             59087630     877804      53853     X         5            53853          0          0
MET PRO CORP                  COM             59087630       8150        500     X  X      6              500          0          0
METHANEX CORP                 COM             59151K10    1292710     138110     X         3           138110          0          0
METHANEX CORP                 COM             59151K10      25720       2721     X         5             1000          0       1721
METHANEX CORP                 COM             59151K10      56061       5983     X         6                0          0       5983
METLIFE INC                   COM             59156R10       4289        148     X         13               0          0        148
METLIFE INC                   COM             59156R10   19853846     707802     X         3           707802          0          0
METLIFE INC                   COM             59156R10   16640488     592249     X         5           562243          0      30006
METLIFE INC                   COM             59156R10   11195344     399121     X  X      6           354684       9857      34580
METLIFE INC                   COM             59156R10   24488043     873014     X         6           696740        885     175389
METLIFE INC                   COM             59156R10      13464        480     X  X      7              480          0          0
METLIFE INC                   COM             59156R10      57503       2050     X         7             2050          0          0
METRO GOLDWYN MAYER INC       COM             59161010        844         55     X  X      4               55          0          0
METRO GOLDWYN MAYER INC       COM             59161010     100692       6564     X         5             6564          0          0
METRO GOLDWYN MAYER INC       COM             59161010     118885       7750     X  X      6             7750          0          0
METRO GOLDWYN MAYER INC       COM             59161010     122720       8000     X         6             8000          0          0
METTLER TOLEDO INTERNATIONAL  COM             59268810     475275      13220     X         5            13180          0         40
METTLER TOLEDO INTERNATIONAL  COM             59268810       3739        104     X  X      6              104          0          0
METTLER TOLEDO INTERNATIONAL  COM             59268810    3687895     102584     X         6              923          0     101661
MICHAELS STORES INC           COM             59408710      81520       2000     X  X      1             2000          0          0
MICHAELS STORES INC           COM             59408710   21767593     532590     X         3           532590          0          0
MICHAELS STORES INC           COM             59408710     599955      14649     X         5            11949          0       2700
MICHAELS STORES INC           COM             59408710     592895      14546     X  X      6              529          0      14017
MICHAELS STORES INC           COM             59408710    3549870      87092     X         6            34191         41      52860
MICREL INC                    COM             59479310    7599258     620844     X         3           620844          0          0
MICREL INC                    COM             59479310       1148         90     X         5                0          0         90
MICREL INC                    COM             59479310       7546        619     X  X      6              619          0          0
MICREL INC                    COM             59479310     920150      75484     X         6            66214         70       9200
MICROS SYS INC                COM             59490110     806758      23751     X         5             1263          0      22488
MICROS SYS INC                COM             59490110     357008      10525     X  X      6              525          0      10000
MICROS SYS INC                COM             59490110     157050       4630     X         6             4630          0          0
MICROSOFT CORP                COM             59491810     930188      33460     X  X      1            33460          0          0
MICROSOFT CORP                COM             59491810    2517512      90558     X         1            90258          0        300
MICROSOFT CORP                COM             59491810     189262       6808     X         11               0          0       6808
MICROSOFT CORP                COM             59491810    5902870     206973     X         13               0          0     206973
MICROSOFT CORP                COM             59491810  414472038   14870297     X         3         14870297          0          0
MICROSOFT CORP                COM             59491810      36696       1320     X  X      4             1320          0          0
MICROSOFT CORP                COM             59491810     182563       6567     X         4             6567          0          0
MICROSOFT CORP                COM             59491810  117780382    4200132     X         5          2788035          0    1412097
MICROSOFT CORP                COM             59491810  163207378    5870769     X  X      6          4950187     352477     568105
MICROSOFT CORP                COM             59491810  342117531   12306386     X         6          9712252      39361    2554773
MICROSOFT CORP                COM             59491810      84123       3026     X  X      7             3026          0          0
MICROSOFT CORP                COM             59491810     348807      12547     X         7            12547          0          0
MICROSOFT CORP                COM             59491810    5251420     188900     X         8           188900          0          0
MICROSTRATEGY INC             CL A NEW        59497240    4495177      97700     X         3            97700          0          0
MICROSTRATEGY INC             CL A NEW        59497240     157343       3421     X         5             2307          0       1114
MICROSTRATEGY INC             CL A NEW        59497240        460         10     X  X      6               10          0          0
MICROSTRATEGY INC             CL A NEW        59497240     607068      13200     X         6            11500          0       1700
MICRO THERAPEUTICS INC        COM             59500W10     211600      40000     X         3            40000          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710      21760        886     X         13               0          0        886
MICROCHIP TECHNOLOGY INC      COM             59501710   29987183    1250862     X         3          1250862          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710     141431       5780     X         5              876          0       4904
MICROCHIP TECHNOLOGY INC      COM             59501710      32825       1370     X  X      6             1370          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710     918435      38332     X         6            36132          0       2200
MICROCHIP TECHNOLOGY INC      COM             59501710      11621        485     X  X      7              485          0          0
MICROCHIP TECHNOLOGY INC      COM             59501710       2636        110     X         7              110          0          0
MICROMUSE INC                 COM             59509410      47883       5854     X         5             5769          0         85
MICROMUSE INC                 COM             59509410      67624       8267     X  X      6             8267          0          0
MICROMUSE INC                 COM             59509410      19575       2393     X         6             2393          0          0
MICRON TECHNOLOGY INC         COM             59511210    4159502     309948     X         3           309948          0          0
MICRON TECHNOLOGY INC         COM             59511210     967839      72422     X         5            43395          0      29027
MICRON TECHNOLOGY INC         COM             59511210     335621      25009     X  X      6            10250          0      14759
MICRON TECHNOLOGY INC         COM             59511210    2180656     162493     X         6            13177          0     149316
MICRON TECHNOLOGY INC         COM             59511210       1476        110     X         7              110          0          0
MICRON TECHNOLOGY INC         COM             59511210    6654978     495900     X         8           495900          0          0
MICROSEMI CORP                COM             59513710    3159984     207348     X         3           207348          0          0
MICROSEMI CORP                COM             59513710       3028        200     X         5              200          0          0
MICROSEMI CORP                COM             59513710     136533       9018     X         6                0          0       9018
MID-AMER APT CMNTYS INC       COM             59522J10       7545        250     X         11               0          0        250
MID-AMER APT CMNTYS INC       COM             59522J10    1300607      43095     X         5            43095          0          0
MID-AMER APT CMNTYS INC       COM             59522J10      13973        463     X  X      6              463          0          0
MID-AMER APT CMNTYS INC       COM             59522J10      62563       2073     X         6             2073          0          0
MID-ATLANTIC RLTY TR          SH BEN INT      59523210     224789      10680     X         5              500          0      10180
MID-ATLANTIC RLTY TR          SH BEN INT      59523210      73500       3500     X  X      6             2000       1500          0
MID-ATLANTIC RLTY TR          SH BEN INT      59523210      67200       3200     X         6             3200          0          0
MID ATLANTIC MED SVCS INC     COM             59523C10   13989423     271100     X         3           271100          0          0
MID ATLANTIC MED SVCS INC     COM             59523C10    4100935      79386     X         5            59698          0      19688
MID ATLANTIC MED SVCS INC     COM             59523C10      20572        400     X  X      6                0        400          0
MID ATLANTIC MED SVCS INC     COM             59523C10     239972       4666     X         6              766          0       3900
MID-STATE BANCSHARES          COM             59544010    6020917     270360     X         3           270360          0          0
MID-STATE BANCSHARES          COM             59544010       9532        400     X         5                0          0        400
MIDCAP SPDR TR                UNIT SER 1      59563510    1895925      19836     X         13               0          0      19836
MIDCAP SPDR TR                UNIT SER 1      59563510    1031518      11050     X         3            11050          0          0
MIDCAP SPDR TR                UNIT SER 1      59563510   11222301     119413     X         5            85737          0      33676
MIDCAP SPDR TR                UNIT SER 1      59563510    2624349      28113     X  X      6            23473       4570         70
MIDCAP SPDR TR                UNIT SER 1      59563510   15799114     169246     X         6           169246          0          0
MILLENNIUM PHARMACEUTICALS I  COM             59990210       1193         75     X         13               0          0         75
MILLENNIUM PHARMACEUTICALS I  COM             59990210    6384665     414858     X         3           414858          0          0
MILLENNIUM PHARMACEUTICALS I  COM             59990210    1868005     119330     X         5            65205          0      54125
MILLENNIUM PHARMACEUTICALS I  COM             59990210     438734      28397     X  X      6            28397          0          0
MILLENNIUM PHARMACEUTICALS I  COM             59990210      96980       6277     X         6             6277          0          0
MILLENNIUM PHARMACEUTICALS I  NOTE  5.500% 1/ 599902AB     144002     150000     X         5                0          0     150000
MILLENNIUM CHEMICALS INC      COM             59990310     566506      59304     X         5            58693          0        611
MILLENNIUM CHEMICALS INC      COM             59990310       5176        542     X  X      6              371          0        171
MILLENNIUM CHEMICALS INC      COM             59990310       5033        527     X         6              147          0        380
MILLENNIUM CHEMICALS INC      COM             59990310       1891        198     X         7              198          0          0
MILLEA HOLDINGS INC           ADR             60032R10     247101       4326     X         13               0          0       4326
MILLEA HOLDINGS INC           ADR             60032R10    3085070      54000     X         3            54000          0          0
MILLEA HOLDINGS INC           ADR             60032R10     226015       4001     X         5             1911          0       2090
MILLEA HOLDINGS INC           ADR             60032R10     473072       8478     X  X      6             8478          0          0
MILLEA HOLDINGS INC           ADR             60032R10     441545       7913     X         6             7913          0          0
MILLEA HOLDINGS INC           ADR             60032R10       2288         41     X  X      7               41          0          0
MILLER HERMAN INC             COM             60054410       2599        114     X         13               0          0        114
MILLER HERMAN INC             COM             60054410    1897880      83350     X         3            83350          0          0
MILLER HERMAN INC             COM             60054410      99652       4375     X         5             3275          0       1100
MILLER HERMAN INC             COM             60054410     441601      19394     X  X      6            19394          0          0
MILLER HERMAN INC             COM             60054410      54967       2414     X         6             2414          0          0
MILLER INDS INC TENN          COM NEW         60055120      78570      19400     X         5            19400          0          0
MILLER INDS INC TENN          COM NEW         60055120     442859     109348     X         6               60          0     109288
MILLIPORE CORP                COM             60107310   23137182     502327     X         3           502327          0          0
MILLIPORE CORP                COM             60107310      11745        255     X         5              255          0          0
MILLIPORE CORP                COM             60107310     368895       8009     X  X      6             3709       2300       2000
MILLIPORE CORP                COM             60107310     597629      12975     X         6            12975          0          0
MILLS CORP                    COM             60114810     308697       7810     X         5             1840          0       5970
MILLS CORP                    COM             60114810     131823       3350     X  X      6             3350          0          0
MILLS CORP                    COM             60114810      92315       2346     X         6             2346          0          0
MINDSPEED TECHNOLOGIES INC    COM             60268210       1463        266     X         13               0          0        266
MINDSPEED TECHNOLOGIES INC    COM             60268210      32213       5896     X         5             1954          0       3942
MINDSPEED TECHNOLOGIES INC    COM             60268210      25791       4785     X  X      6             1787       1533       1465
MINDSPEED TECHNOLOGIES INC    COM             60268210      21323       3956     X         6             3890         66          0
MINEFINDERS LTD               COM             60290010     837720     107400     X         5           107400          0          0
MINERALS TECHNOLOGIES INC     COM             60315810    1002781      19701     X         3            19701          0          0
MINERALS TECHNOLOGIES INC     COM             60315810      10180        200     X         5              200          0          0
MISSION RESOURCES CORP        COM             60510910      61889      25873     X         5            25500          0        373
MISSION RESOURCES CORP        COM             60510910      34177      14300     X         6            14300          0          0
MITCHELLS & BUTLERS           SPONSORED ADR   60668M10       2630        692     X         5              692          0          0
MITCHELLS & BUTLERS           SPONSORED ADR   60668M10        726        191     X  X      6              191          0          0
MITCHELLS & BUTLERS           SPONSORED ADR   60668M10      37719       9926     X         6             9926          0          0
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610     130434      17345     X         13               0          0      17345
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610    1699986     258000     X         3           258000          0          0
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610     384689      55690     X         5            31574          0      24116
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610      90308      14023     X  X      6            10203          0       3820
MITSUBISHI TOKYO FINL GROUP   SPONSORED ADR   60681610     278053      43176     X         6            43176          0          0
MOBILE TELESYSTEMS OJSC       SPONSORED ADR   60740910     411880       5600     X         3             5600          0          0
MOBILE TELESYSTEMS OJSC       SPONSORED ADR   60740910     230653       3136     X         5             3136          0          0
MOBILE MINI INC               COM             60740F10     944439      48498     X         5            48248          0        250
MOBILITY ELECTRONICS INC      COM             60741U10     339881      43297     X         5            43297          0          0
MODINE MFG CO                 COM             60782810     800602      33456     X         3            33456          0          0
MODINE MFG CO                 COM             60782810      84190       3422     X         5             2217          0       1205
MODINE MFG CO                 COM             60782810     269452      11260     X  X      6            10010       1250          0
MODINE MFG CO                 COM             60782810      14358        600     X         6              600          0          0
MOHAWK INDS INC               COM             60819010       3209         45     X         11               0          0         45
MOHAWK INDS INC               COM             60819010    5627790      78909     X         3            78909          0          0
MOHAWK INDS INC               COM             60819010    1041231      14449     X         5             9190          0       5259
MOHAWK INDS INC               COM             60819010    5494421      77039     X  X      6            77039          0          0
MOHAWK INDS INC               COM             60819010     835086      11709     X         6             7509          0       4200
MOHAWK INDS INC               COM             60819010       3352         47     X  X      7               47          0          0
MOLDFLOW CORP                 COM             60850710    7381097     780050     X         3           780050          0          0
MOLDFLOW CORP                 COM             60850710      13531       1411     X  X      6             1411          0          0
MOLDFLOW CORP                 COM             60850710     947492      98800     X         6            83707        193      14900
MOLEX INC                     COM             60855410       2002         68     X         13               0          0         68
MOLEX INC                     COM             60855410    2124065      74294     X         3            74294          0          0
MOLEX INC                     COM             60855410      24997        871     X         5              750          0        121
MOLEX INC                     COM             60855410     124523       4357     X  X      6             4357          0          0
MOLEX INC                     COM             60855410     595493      20836     X         6            20836          0          0
MOLEX INC                     CL A            60855420      36197       1475     X         3             1475          0          0
MOLEX INC                     CL A            60855420       9568        380     X         5               34          0        346
MOLEX INC                     CL A            60855420     124773       5099     X  X      6             5099          0          0
MOLEX INC                     CL A            60855420      39079       1597     X         6             1597          0          0
MOLEX INC                     CL A            60855420       5090        208     X  X      7              208          0          0
MOLEX INC                     CL A            60855420        930         38     X         7               38          0          0
MONACO COACH CORP             COM             60886R10    5235593     316350     X         3           316350          0          0
MONACO COACH CORP             COM             60886R10      41541       2510     X         5             2510          0          0
MONACO COACH CORP             COM             60886R10      19099       1154     X  X      6             1154          0          0
MONACO COACH CORP             COM             60886R10     847029      51180     X         6            45730          0       5450
MONDAVI ROBERT CORP           CL A            60920010    3101098     100100     X         3           100100          0          0
MONDAVI ROBERT CORP           CL A            60920010     169096       5380     X         5             4180          0       1200
MONMOUTH CMNTY BANCORP        COM             60953910     213722       9987     X         6             9987          0          0
MONOLITHIC SYS TECHNOLOGY IN  COM             60984210    4097066     483000     X         3           483000          0          0
MONOLITHIC SYS TECHNOLOGY IN  COM             60984210      12630       1500     X         5             1500          0          0
MONOLITHIC SYS TECHNOLOGY IN  COM             60984210       8218        976     X  X      6              976          0          0
MONOLITHIC SYS TECHNOLOGY IN  COM             60984210     595892      70771     X         6            62258        113       8400
MONRO MUFFLER BRAKE INC       COM             61023610    4688640     158400     X         3           158400          0          0
MONRO MUFFLER BRAKE INC       COM             61023610    1827584      61952     X         5            61952          0          0
MONRO MUFFLER BRAKE INC       COM             61023610     634250      21500     X         6            18800          0       2700
MONSANTO CO NEW               COM             61166W10      19152        800     X  X      1              800          0          0
MONSANTO CO NEW               COM             61166W10      19344        808     X         1              808          0          0
MONSANTO CO NEW               COM             61166W10      54632       2239     X         13               0          0       2239
MONSANTO CO NEW               COM             61166W10   10306721     430268     X         3           430268          0          0
MONSANTO CO NEW               COM             61166W10    3153342     131653     X         5           128254          0       3399
MONSANTO CO NEW               COM             61166W10    3454722     144308     X  X      6            98466      11140      34702
MONSANTO CO NEW               COM             61166W10    4645533     194049     X         6            58686         51     135312
MONSANTO CO NEW               COM             61166W10         12          1     X  X      7                1          0          0
MONSANTO CO NEW               COM             61166W10      38964       1628     X         7             1628          0          0
MONSTER WORLDWIDE INC         COM             61174210   45809391    1815594     X         3          1815594          0          0
MONSTER WORLDWIDE INC         COM             61174210      37486       1484     X         5             1184          0        300
MONSTER WORLDWIDE INC         COM             61174210      47414       1880     X  X      6             1880          0          0
MONSTER WORLDWIDE INC         COM             61174210     639251      25347     X         6             8710          0      16637
MONTGOMERY STR INCOME SECS I  COM             61411510      27150       1500     X  X      1             1500          0          0
MONTGOMERY STR INCOME SECS I  COM             61411510    1019865      55883     X         5                0          0      55883
MONTGOMERY STR INCOME SECS I  COM             61411510      54300       3000     X  X      6             3000          0          0
MONTGOMERY STR INCOME SECS I  COM             61411510      18100       1000     X         6             1000          0          0
MONY GROUP INC                COM             61533710   18072216     555214     X         3           555214          0          0
MONY GROUP INC                COM             61533710     104303       3202     X         5             2902          0        300
MONY GROUP INC                COM             61533710      42519       1306     X  X      6             1306          0          0
MONY GROUP INC                COM             61533710      91466       2810     X         6             2595          0        215
MOODYS CORP                   COM             61536910       5497        100     X  X      1              100          0          0
MOODYS CORP                   COM             61536910      43976        800     X         1              800          0          0
MOODYS CORP                   COM             61536910    3215470      58495     X         3            58495          0          0
MOODYS CORP                   COM             61536910       1374         25     X  X      4               25          0          0
MOODYS CORP                   COM             61536910       8520        155     X         4              155          0          0
MOODYS CORP                   COM             61536910    3274048      59201     X         5            39820          0      19381
MOODYS CORP                   COM             61536910    7588554     138049     X  X      6           115724      10603      11722
MOODYS CORP                   COM             61536910    7571403     137737     X         6           124397        650      12690
MOODYS CORP                   COM             61536910       2199         40     X  X      7               40          0          0
MOODYS CORP                   COM             61536910      12093        220     X         7              220          0          0
MOOG INC                      CL A            61539420    1246834      31807     X         3            31807          0          0
MOOG INC                      CL A            61539420     118462       2876     X         5                0          0       2876
MOOG INC                      CL A            61539420      31948        815     X  X      6              815          0          0
MOOG INC                      CL A            61539420     570752      14560     X         6             9240          0       5320
MOORE WALLACE INC             COM             61585710      69288       4905     X         5             3176          0       1729
MOORE WALLACE INC             COM             61585710     209322      14741     X  X      6            14741          0          0
MOORE WALLACE INC             COM             61585710     910547      64123     X         6            64123          0          0
MOORE WALLACE INC             COM             61585710       4274        301     X  X      7              301          0          0
MORGAN STANLEY EASTN EUR FD   COM             61698810       5000        200     X         5              200          0          0
MORGAN STANLEY EASTN EUR FD   COM             61698810       2500        100     X         6                0          0        100
MORGAN STANLEY EASTN EUR FD   COM             61698810    1330000      53200     X         9            53200          0          0
MORGAN STANLEY                COM NEW         61744644     453131       8980     X  X      1             8980          0          0
MORGAN STANLEY                COM NEW         61744644    1236270      24500     X         1            24500          0          0
MORGAN STANLEY                COM NEW         61744644      40065        794     X         11               0          0        794
MORGAN STANLEY                COM NEW         61744644    2543247      48918     X         13               0          0      48918
MORGAN STANLEY                COM NEW         61744644   79952356    1582465     X         3          1582465          0          0
MORGAN STANLEY                COM NEW         61744644       5349        106     X  X      4              106          0          0
MORGAN STANLEY                COM NEW         61744644      11101        220     X         4              220          0          0
MORGAN STANLEY                COM NEW         61744644    6201585     121269     X         5            67436          0      53833
MORGAN STANLEY                COM NEW         61744644   40649214     805573     X  X      6           696726      67839      41008
MORGAN STANLEY                COM NEW         61744644   53896124    1068096     X         6           718421        481     349194
MORGAN STANLEY                COM NEW         61744644      70795       1403     X  X      7             1403          0          0
MORGAN STANLEY                COM NEW         61744644      71805       1423     X         7             1423          0          0
MORGAN STANLEY EMER MKTS FD   COM             61744G10      93587       8236     X         5             5489          0       2747
MORGAN STANLEY EMER MKTS FD   COM             61744G10      11280       1000     X  X      6             1000          0          0
MORGAN STANLEY EMER MKTS FD   COM             61744G10      59784       5300     X         6             5300          0          0
MORGAN STANLEY EMER MKTS FD   COM             61744G10   11709768    1038100     X         9          1038100          0          0
MORGAN STANLEY EMER MKTS DEB  COM             61744H10      45886       5179     X         5             5179          0          0
MORGAN STANLEY EMER MKTS DEB  COM             61744H10      72652       8200     X  X      6             8200          0          0
MORGAN STANLEY EMER MKTS DEB  COM             61744H10    2386884     269400     X         9           269400          0          0
MORGAN STANLEY HIGH YIELD FD  COM             61744M10       3130        500     X         13               0          0        500
MORGAN STANLEY HIGH YIELD FD  COM             61744M10     526704      84138     X         5            84138          0          0
MORGAN STANLEY HIGH YIELD FD  COM             61744M10       1565        250     X         6              250          0          0
MORGAN STANLEY ASIA PAC FD I  COM             61744U10     246118      25502     X         5             6952          0      18550
MORGAN STANLEY ASIA PAC FD I  COM             61744U10   23576661    2476540     X         9          2476540          0          0
MORGAN STANLEY INDIA INVS FD  COM             61745C10      23395       1530     X         5              600          0        930
MORGAN STANLEY INDIA INVS FD  COM             61745C10       1782        117     X  X      7              117          0          0
MORGAN STANLEY INDIA INVS FD  COM             61745C10    1890043     124100     X         9           124100          0          0
MORGAN STANLEY                GOVT INCOME TR  61745P10    1039855     116097     X         5           103637          0      12460
MORGAN STANLEY                GOVT INCOME TR  61745P10       4838        540     X  X      6              540          0          0
MORGAN STANLEY                GOVT INCOME TR  61745P10      34469       3847     X         6             3847          0          0
MORGAN STANLEY                GOVT INCOME TR  61745P10    6299776     703100     X         9           703100          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42     128839      13989     X         5            13989          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42      93445      10146     X  X      6            10146          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42      98446      10689     X         6            10689          0          0
MORGAN STANLEY                MUN PREM INCOM  61745P42    6261879     679900     X         9           679900          0          0
MORGAN STANLEY                MUN INCOME III  61745P43     125483      14225     X         5              225          0      14000
MORGAN STANLEY                MUN INCOME III  61745P43      11570       1300     X  X      6             1300          0          0
MORGAN STANLEY                N Y QULTY MUN   61745P52     181549      13468     X         5            13468          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58      10686        760     X         5              760          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58      13273        944     X  X      6              944          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58      77358       5502     X         6             5502          0          0
MORGAN STANLEY                QULTY MUN SECS  61745P58    3086170     219500     X         9           219500          0          0
MORGAN STANLEY                QUALT MUN INCM  61745P73      14545       1008     X         13               0          0       1008
MORGAN STANLEY                QUALT MUN INCM  61745P73      75438       5205     X         5             3000          0       2205
MORGAN STANLEY                QUALT MUN INCM  61745P73      14540       1000     X  X      6             1000          0          0
MORGAN STANLEY                QUALT MUN INCM  61745P73      32759       2253     X         6             2253          0          0
MORGAN STANLEY                QUALT MUN INCM  61745P73    1343496      92400     X         9            92400          0          0
MORGAN STANLEY                INSD MUN INCM   61745P79      15609       1075     X         13               0          0       1075
MORGAN STANLEY                INSD MUN INCM   61745P79     121169       8286     X         5             7786          0        500
MORGAN STANLEY                INSD MUN INCM   61745P79     112797       7710     X  X      6             7710          0          0
MORGAN STANLEY                INSD MUN INCM   61745P79     301919      20637     X         6            20637          0          0
MORGAN STANLEY                INSD MUN SECS   61745P83     171089      12040     X         5             4040          0       8000
MORGAN STANLEY                INSD MUN TR     61745P86      39107       2714     X         13               0          0       2714
MORGAN STANLEY                INSD MUN TR     61745P86     288200      20000     X         5                0          0      20000
MORGAN STANLEY                INSD MUN TR     61745P86      28900       2000     X  X      6             2000          0          0
MORGAN STANLEY                INSD MUN TR     61745P86      30547       2114     X         6             2114          0          0
MORGAN STANLEY                INCOME SEC INC  61745P87    1023237      64487     X         5            55902          0       8585
MORGAN STANLEY                INCOME SEC INC  61745P87     103266       6507     X  X      6             6212        295          0
MORGAN STANLEY                INCOME SEC INC  61745P87       6348        400     X         6              400          0          0
MOTOROLA INC                  COM             62007610      29254       2448     X  X      1             2448          0          0
MOTOROLA INC                  COM             62007610       1912        160     X         11               0          0        160
MOTOROLA INC                  COM             62007610     184146      15181     X         13               0          0      15181
MOTOROLA INC                  COM             62007610   11027436     904634     X         3           904634          0          0
MOTOROLA INC                  COM             62007610       2940        246     X  X      4              246          0          0
MOTOROLA INC                  COM             62007610    7312819     607006     X         5           278712          0     328294
MOTOROLA INC                  COM             62007610   10274694     859807     X  X      6           782483      21200      56124
MOTOROLA INC                  COM             62007610   10846131     907626     X         6           651733        405     255488
MOTOROLA INC                  COM             62007610      22526       1885     X         7             1885          0          0
MOTOROLA INC                  COM             62007610   10220178     855245     X         8           855245          0          0
MOTOROLA INC                  EQTY UNIT 7%    62007620    3285768      86633     X         5            84738          0       1895
MOTOROLA INC                  EQTY UNIT 7%    62007620       3223         85     X         6               85          0          0
MOTOROLA INC                  NOTE         9/ 620076AJ      72338      90000     X         5            90000          0          0
MOUNTAINBANK FINL CORP        COM             62451E10      29754        900     X  X      6              900          0          0
MOUNTAINBANK FINL CORP        COM             62451E10     450509      13627     X         6            13627          0          0
MOVIE GALLERY INC             COM             62458110    1975159     100517     X         3           100517          0          0
MOVIE GALLERY INC             COM             62458110     301913      15058     X         5                0          0      15058
MOVIE GALLERY INC             COM             62458110      23736       1200     X  X      6             1200          0          0
MOVIE GALLERY INC             COM             62458110     467144      23617     X         6            13445          0      10172
MUELLER INDS INC              COM             62475610   26439292    1038872     X         3          1038872          0          0
MUELLER INDS INC              COM             62475610   32249940    1267171     X         5          1266971          0        200
MUELLER INDS INC              COM             62475610      81160       3189     X         6               89          0       3100
MUNIHOLDINGS INSD FD INC      COM             62593010      66550       5000     X         5             5000          0          0
MUNIHOLDINGS INSD FD INC      COM             62593010      29295       2201     X  X      6             2201          0          0
MUNIHOLDINGS INSD FD INC      COM             62593010      77198       5800     X         6             5800          0          0
MUNIHOLDINGS N Y INSD FD INC  COM             62593110     309009      21900     X         5            21900          0          0
MUNIHOLDINGS N J INSD FD INC  COM             62593610     153131      10746     X         3            10746          0          0
MUNIHOLDINGS N J INSD FD INC  COM             62593610     201382      14131     X         5            13631          0        500
MUNIHOLDINGS N J INSD FD INC  COM             62593610     276536      19406     X  X      6            19406          0          0
MUNIHOLDINGS N J INSD FD INC  COM             62593610      21375       1500     X         6             1500          0          0
MUNICIPAL ADVANTAGE FD INC    COM             62618910     113273       8300     X         5             6100          0       2200
MUNICIPAL ADVANTAGE FD INC    COM             62618910       8190        600     X  X      6              600          0          0
MUNICIPAL ADVANTAGE FD INC    COM             62618910     116626       8544     X         6             8544          0          0
MUNIASSETS FD INC             COM             62618Q10      57400       5000     X         13               0          0       5000
MUNIASSETS FD INC             COM             62618Q10     237424      20574     X         5            20574          0          0
MUNIASSETS FD INC             COM             62618Q10       8309        720     X         6              720          0          0
MUNIENHANCED FD INC           COM             62624310      32230       3000     X         5             1000          0       2000
MUNIENHANCED FD INC           COM             62624310       5408        504     X  X      6              504          0          0
MUNIENHANCED FD INC           COM             62624310     232734      21690     X         6            21690          0          0
MUNICIPAL MTG & EQUITY L L C  GROWTH SHS      62624B10     303656      12375     X         5            11150          0       1225
MUNICIPAL MTG & EQUITY L L C  GROWTH SHS      62624B10      86310       3520     X  X      6             2567        953          0
MUNICIPAL MTG & EQUITY L L C  GROWTH SHS      62624B10     181938       7420     X         6             7420          0          0
MUNICIPAL MTG & EQUITY L L C  GROWTH SHS      62624B10       5394        220     X         7              220          0          0
MUNIHOLDINGS FLA INSD FD      COM             62624W10     129326       9006     X         13               0          0       9006
MUNIHOLDINGS FLA INSD FD      COM             62624W10     218723      15267     X         5            12767          0       2500
MUNIHOLDINGS FLA INSD FD      COM             62624W10     422182      29482     X  X      6            29482          0          0
MUNIHOLDINGS FLA INSD FD      COM             62624W10    1464721     102285     X         6           102285          0          0
MUNIHOLDINGS FLA INSD FD      COM             62624W10      44550       3111     X         7             3111          0          0
MUNIHOLDINGS INSD FD II INC   COM             62625A10      68460       5214     X         5             5214          0          0
MUNIHOLDINGS INSD FD II INC   COM             62625A10     170913      13017     X         6            13017          0          0
MUNIHOLDINGS FD INC           COM             62625H10     259351      17470     X         5            16400          0       1070
MUNIHOLDINGS FD INC           COM             62625H10     122133       8230     X  X      6             8230          0          0
MUNIHOLDINGS FD INC           COM             62625H10      58202       3922     X         6             3922          0          0
MUNIVEST FD INC               COM             62629510      79681       8779     X         5             3000          0       5779
MUNIVEST FD INC               COM             62629510     769114      84985     X  X      6            20227      64758          0
MUNIVEST FD INC               COM             62629510     318415      35184     X         6            35184          0          0
MUNIYIELD CALIF FD INC        COM             62629610     207973      14708     X         5                0          0      14708
MUNIYIELD FLA FD              COM             62629710     113302       8331     X         5             8331          0          0
MUNIYIELD FLA FD              COM             62629710      72502       5331     X  X      6             5331          0          0
MUNIYIELD FLA FD              COM             62629710      91011       6692     X         6             6692          0          0
MUNIYIELD FLA FD              COM             62629710      42024       3090     X         7             3090          0          0
MUNIYIELD FLA INSD FD         COM             62629810       9512        677     X         5              677          0          0
MUNIYIELD FLA INSD FD         COM             62629810     203219      14464     X         6            14464          0          0
MUNIYIELD FD INC              COM             62629910      22421       1700     X         5             1100          0        600
MUNIYIELD FD INC              COM             62629910      89880       6835     X  X      6             6835          0          0
MUNIYIELD FD INC              COM             62629910      55546       4224     X         6             4224          0          0
MUNIYIELD FD INC              COM             62629910       8771        667     X         7              667          0          0
MUNIYIELD MICH INSD FD II IN  COM             62630010     175196      12595     X         5            12595          0          0
MUNIYIELD QUALITY FD INC      COM             62630210      59277       4133     X         5              800          0       3333
MUNIYIELD QUALITY FD INC      COM             62630210     296160      20696     X  X      6            20696          0          0
MUNIYIELD QUALITY FD INC      COM             62630210     179190      12522     X         6            12522          0          0
MUNIYIELD INSD FD INC         COM             62630E10      72900       5000     X         13               0          0       5000
MUNIYIELD INSD FD INC         COM             62630E10     304722      20900     X         5                0          0      20900
MUNIYIELD INSD FD INC         COM             62630E10     747938      51440     X  X      6            28878          0      22562
MUNIYIELD INSD FD INC         COM             62630E10      99206       6823     X         6             6823          0          0
MUNIYIELD MICH INSD FD INC    COM             62630J10     161105      10967     X         5            10967          0          0
MUNIYIELD QUALITY FD II       COM             62630T10     338884      27325     X         5            23675          0       3650
MUNIYIELD QUALITY FD II       COM             62630T10     343683      27694     X  X      6            19568       7126       1000
MUNIYIELD QUALITY FD II       COM             62630T10      68640       5531     X         6             5531          0          0
MUNIYIELD QUALITY FD II       COM             62630T10     224621      18100     X         9            18100          0          0
MUNIYIELD PA INSD FD          COM             62630V10      16016       1100     X         13               0          0       1100
MUNIYIELD PA INSD FD          COM             62630V10     378614      26027     X         5            16961          0       9066
MUNIYIELD PA INSD FD          COM             62630V10     122020       8392     X  X      6             8392          0          0
MUNIYIELD PA INSD FD          COM             62630V10      93085       6402     X         6             6402          0          0
MURPHY OIL CORP               COM             62671710     108179       1806     X         13               0          0       1806
MURPHY OIL CORP               COM             62671710    5980515     101796     X         3           101796          0          0
MURPHY OIL CORP               COM             62671710      61735       1046     X         5              800          0        246
MURPHY OIL CORP               COM             62671710      17743        302     X  X      6              302          0          0
MURPHY OIL CORP               COM             62671710      12925        220     X         6              220          0          0
MYLAN LABS INC                COM             62853010      36738        942     X         13               0          0        942
MYLAN LABS INC                COM             62853010   64798387    1674532     X         3          1674532          0          0
MYLAN LABS INC                COM             62853010    2757164      71003     X         5            34151          0      36852
MYLAN LABS INC                COM             62853010   31175708     806616     X  X      6           796791       9345        480
MYLAN LABS INC                COM             62853010   15417485     398900     X         6           364508       1587      32805
MYLAN LABS INC                COM             62853010       5798        150     X  X      7              150          0          0
MYLAN LABS INC                COM             62853010      51482       1332     X         7             1332          0          0
MYRIAD GENETICS INC           COM             62855J10      25167       2214     X         5             2144          0         70
MYRIAD GENETICS INC           COM             62855J10     103763       9126     X         6             9126          0          0
NBT BANCORP INC               COM             62877810      29782       1393     X         5                0          0       1393
NBT BANCORP INC               COM             62877810     404555      19978     X  X      6             4000          0      15978
NBT BANCORP INC               COM             62877810     162000       8000     X         6             8000          0          0
NBTY INC                      COM             62878210     338268      13978     X         13               0          0      13978
NBTY INC                      COM             62878210     141315       5850     X         5              300          0       5550
NBTY INC                      COM             62878210       1518         65     X         6               65          0          0
NCI BUILDING SYS INC          COM             62885210    3858550     193897     X         11          160937          0      32960
NCI BUILDING SYS INC          COM             62885210       2306        115     X         5                0          0        115
NCI BUILDING SYS INC          COM             62885210      99500       5000     X         6             5000          0          0
NCI BUILDING SYS INC          COM             62885210      19900       1000     X  X      7             1000          0          0
NCR CORP NEW                  COM             62886E10      16597        506     X         13               0          0        506
NCR CORP NEW                  COM             62886E10    1167872      36853     X         3            36853          0          0
NCR CORP NEW                  COM             62886E10     153243       4782     X         5             3249          0       1533
NCR CORP NEW                  COM             62886E10    1074204      33897     X  X      6            33166        573        158
NCR CORP NEW                  COM             62886E10    1427761      45054     X         6             4664          0      40390
NEC CORP                      ADR             62905020        690         90     X         13               0          0         90
NEC CORP                      ADR             62905020    1666709     219000     X         3           219000          0          0
NEC CORP                      ADR             62905020      94413      12401     X         5             4391          0       8010
NEC CORP                      ADR             62905020      13856       1845     X  X      6             1845          0          0
NEC CORP                      ADR             62905020     126160      16799     X         6            16799          0          0
NN INC                        COM             62933710      15162       1179     X         5             1179          0          0
NN INC                        COM             62933710     286804      22302     X         6            22302          0          0
NTL INC DEL                   COM             62940M10     494760      10500     X         3            10500          0          0
NUCO2 INC                     COM             62942810     302740      27400     X         5            26500          0        900
NUCO2 INC                     COM             62942810      29203       2650     X  X      6             2650          0          0
NTT DOCOMO INC                SPONS ADR       62942M20    3164491     129000     X         3           129000          0          0
NTT DOCOMO INC                SPONS ADR       62942M20       5305        214     X         5                0          0        214
NTT DOCOMO INC                SPONS ADR       62942M20       8135        333     X  X      6              333          0          0
NTT DOCOMO INC                SPONS ADR       62942M20      76099       3115     X         6             3115          0          0
NUI CORP                      COM             62943110       8155        545     X         5              500          0         45
NUI CORP                      COM             62943110     886087      59270     X  X      6            56270          0       3000
NUI CORP                      COM             62943110      27269       1824     X         6             1824          0          0
NVR INC                       COM             62944T10      46650        100     X         3              100          0          0
NVR INC                       COM             62944T10    5998044      12856     X         5            12824          0         32
NABI BIOPHARMACEUTICALS       COM             62951910     179300      21250     X         5            20800          0        450
NAM TAI ELECTRS INC           COM PAR $0.02   62986520     807063      29748     X         5            29748          0          0
NAM TAI ELECTRS INC           COM PAR $0.02   62986520       8139        300     X  X      6              300          0          0
NANOGEN INC                   COM             63007510     297064      85478     X         5             3253          0      82225
NANOGEN INC                   COM             63007510       2166        600     X         6                0          0        600
NASDAQ 100 TR                 UNIT SER 1      63110010     687498      20739     X         13               0          0      20739
NASDAQ 100 TR                 UNIT SER 1      63110010   25193746     774289     X         5           649225          0     125064
NASDAQ 100 TR                 UNIT SER 1      63110010     529159      16322     X  X      6            13487       1135       1700
NASDAQ 100 TR                 UNIT SER 1      63110010    2259188      69685     X         6            48169          0      21516
NASDAQ 100 TR                 UNIT SER 1      63110010       9726        300     X         7              300          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540    2833185      27000     X         3            27000          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540      24193        230     X         5              145          0         85
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540      25144        241     X  X      6              241          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540     403027       3863     X         6             3863          0          0
NATIONAL AUSTRALIA BK LTD     SPONSORED ADR   63252540       3443         33     X  X      7               33          0          0
NATIONAL BANKSHARES INC VA    COM             63486510      75935       1775     X         5             1775          0          0
NATIONAL BANKSHARES INC VA    COM             63486510     211838       5250     X         6             5250          0          0
NATIONAL CITY CORP            COM             63540510     382980      13000     X  X      1            13000          0          0
NATIONAL CITY CORP            COM             63540510    1754343      59550     X         1            59550          0          0
NATIONAL CITY CORP            COM             63540510      36900       1200     X         13               0          0       1200
NATIONAL CITY CORP            COM             63540510   21351076     724748     X         3           724748          0          0
NATIONAL CITY CORP            COM             63540510       8838        300     X         4              300          0          0
NATIONAL CITY CORP            COM             63540510    3271841     106553     X         5             3615          0     102938
NATIONAL CITY CORP            COM             63540510   27906309     947261     X  X      6           653713      35045     258503
NATIONAL CITY CORP            COM             63540510   40758470    1383519     X         6          1153257       1905     228357
NATIONAL CITY CORP            COM             63540510      29607       1005     X         7             1005          0          0
NATIONAL COMMERCE FINL CORP   COM             63545P10      12191        490     X         11               0          0        490
NATIONAL COMMERCE FINL CORP   COM             63545P10    5009488     200346     X         3           200346          0          0
NATIONAL COMMERCE FINL CORP   COM             63545P10      18287        735     X  X      4              735          0          0
NATIONAL COMMERCE FINL CORP   COM             63545P10    2118892      82627     X         5            16854          0      65773
NATIONAL COMMERCE FINL CORP   COM             63545P10    2165779      87049     X  X      6            86682        367          0
NATIONAL COMMERCE FINL CORP   COM             63545P10    6741510     270961     X         6           270361          0        600
NATIONAL FUEL GAS CO N J      COM             63618010      22850       1000     X         1             1000          0          0
NATIONAL FUEL GAS CO N J      COM             63618010    1831496      79653     X         3            79653          0          0
NATIONAL FUEL GAS CO N J      COM             63618010    2472216     107106     X         5             7731          0      99375
NATIONAL FUEL GAS CO N J      COM             63618010     667311      29204     X  X      6            21104       5000       3100
NATIONAL FUEL GAS CO N J      COM             63618010     160338       7017     X         6             5609          0       1408
NATIONAL INSTRS CORP          COM             63651810    2035080      50561     X         3            50561          0          0
NATIONAL-OILWELL INC          COM             63707110     241831      13143     X         13               0          0      13143
NATIONAL-OILWELL INC          COM             63707110    1509194      83197     X         3            83197          0          0
NATIONAL-OILWELL INC          COM             63707110    3216594     174829     X         5             1000          0     173829
NATIONAL-OILWELL INC          COM             63707110      38856       2142     X  X      6             2142          0          0
NATIONAL-OILWELL INC          COM             63707110     244455      13476     X         6            13476          0          0
NATIONAL-OILWELL INC          COM             63707110       1596         88     X  X      7               88          0          0
NATIONAL PENN BANCSHARES INC  COM             63713810      74216       2585     X         5               47          0       2538
NATIONAL PENN BANCSHARES INC  COM             63713810    2210676      79952     X  X      6            38897      35827       5228
NATIONAL PENN BANCSHARES INC  COM             63713810     184531       6674     X         6             6674          0          0
NATIONAL R V HLDGS INC        COM             63727710    3142919     361255     X         3           361255          0          0
NATIONAL SEMICONDUCTOR CORP   COM             63764010    4537972     140538     X         3           140538          0          0
NATIONAL SEMICONDUCTOR CORP   COM             63764010    1222471      37789     X         5            35870          0       1919
NATIONAL SEMICONDUCTOR CORP   COM             63764010    1018911      31555     X  X      6            21012          0      10543
NATIONAL SEMICONDUCTOR CORP   COM             63764010    2415098      74794     X         6            12773          0      62021
NATIONAL SEMICONDUCTOR CORP   COM             63764010    1704912      52800     X         8            52800          0          0
NATIONS GOVT INCOME TERM 200  COM             63858310     333666      33400     X         5                0          0      33400
NATIONS GOVT INCOME TERM 200  COM             63858310     116863      11698     X         6            11698          0          0
NATIONS GOVT INCOME TERM 200  COM             63858310    4030965     403500     X         9           403500          0          0
NATIONS GOVT INCOME 2004      COM             63858410      40040       4000     X         3             4000          0          0
NATIONS GOVT INCOME 2004      COM             63858410      10010       1000     X         6             1000          0          0
NATIONS GOVT INCOME 2004      COM             63858410     320320      32000     X         9            32000          0          0
NATIONWIDE FINL SVCS INC      CL A            63861210       6268        200     X         3              200          0          0
NATIONWIDE FINL SVCS INC      CL A            63861210     198602       6337     X         5             6337          0          0
NATIONWIDE FINL SVCS INC      CL A            63861210     342076      10915     X  X      6            10448        467          0
NATIONWIDE FINL SVCS INC      CL A            63861210     245594       7836     X         6             7836          0          0
NATIONWIDE HEALTH PPTYS INC   COM             63862010    2333362     132689     X         5           101108          0      31581
NATIONWIDE HEALTH PPTYS INC   COM             63862010     127677       7300     X  X      6             7300          0          0
NATIONWIDE HEALTH PPTYS INC   COM             63862010      66794       3819     X         6             3819          0          0
NATUS MEDICAL INC DEL         COM             63905010     109125      24250     X         5            24250          0          0
NAVISTAR INTL CORP NEW        COM             63934E10   33258718     892133     X         3           892133          0          0
NAVISTAR INTL CORP NEW        COM             63934E10     731417      19616     X         5            19516          0        100
NAVISTAR INTL CORP NEW        COM             63934E10     514464      13800     X         6             6800          0       7000
NAVISTAR INTL CORP NEW        COM             63934E10       3728        100     X         7              100          0          0
NAVIGANT CONSULTING INC       COM             63935N10    4565779     370900     X         3           370900          0          0
NAVIGANT CONSULTING INC       COM             63935N10      36656       2955     X         5             2455          0        500
NAVIGANT CONSULTING INC       COM             63935N10      41854       3400     X  X      6             3400          0          0
NAVIGANT CONSULTING INC       COM             63935N10     684436      55600     X         6            35300          0      20300
NDCHEALTH CORP                COM             63948010    6028886     287775     X         3           287775          0          0
NDCHEALTH CORP                COM             63948010     302331      14350     X         5              200          0      14150
NDCHEALTH CORP                COM             63948010     243439      11620     X  X      6            11620          0          0
NDCHEALTH CORP                COM             63948010    1269256      60585     X         6            52235          0       8350
NEIMAN MARCUS GROUP INC       CL A            64020420   20708595     496609     X         3           496609          0          0
NEIMAN MARCUS GROUP INC       CL A            64020420      13821        326     X         5              200          0        126
NEIMAN MARCUS GROUP INC       CL A            64020420       4170        100     X         6              100          0          0
NEKTAR THERAPEUTICS           COM             64026810     244438      18400     X         5              200          0      18200
NEOSE TECHNOLOGIES INC        COM             64052210      53594       5732     X         5             5732          0          0
NEOSE TECHNOLOGIES INC        COM             64052210     129357      13835     X  X      6            13835          0          0
NEOSE TECHNOLOGIES INC        COM             64052210      19485       2084     X         6             2084          0          0
NEOWARE SYS INC               COM             64065P10     164726       9650     X         5             9650          0          0
NEOWARE SYS INC               COM             64065P10       8364        490     X  X      6              490          0          0
NEOWARE SYS INC               COM             64065P10      51944       3043     X         6             3043          0          0
NETBANK INC                   COM             64093310   12419068     995650     X         3           995650          0          0
NETBANK INC                   COM             64093310     424586      32266     X         5             1000          0      31266
NETBANK INC                   COM             64093310       5575        446     X  X      6              446          0          0
NETBANK INC                   COM             64093310     582863      46629     X         6            39325         54       7250
NETWORKS ASSOCS INC           COM             64093810    2563749     186319     X         3           186319          0          0
NETWORKS ASSOCS INC           COM             64093810      34020       2413     X         5              420          0       1993
NETWORKS ASSOCS INC           COM             64093810     490544      35650     X  X      6            34100        500       1050
NETWORKS ASSOCS INC           COM             64093810     215138      15635     X         6            12643          0       2992
NET2PHONE                     COM             64108N10      78914      12200     X         5             3000          0       9200
NET2PHONE                     COM             64108N10       1893        300     X  X      6              300          0          0
NETFLIX COM INC               COM             64110L10     304849       9040     X         5             7496          0       1544
NETEGRITY INC                 COM             64110P10     174469      17472     X         5            17272          0        200
NETEASE COM INC               SPONSORED ADR   64110W10     335383       6004     X         5             6004          0          0
NETGEAR INC                   COM             64111Q10     236288      14200     X         3            14200          0          0
NETGEAR INC                   COM             64111Q10       9984        600     X  X      6              600          0          0
NETSOLVE INC                  COM             64115J10    6270299     853250     X         3           853250          0          0
NETSOLVE INC                  COM             64115J10       9702       1329     X  X      6             1329          0          0
NETSOLVE INC                  COM             64115J10     714093      97821     X         6            82865        156      14800
NETSCREEN TECHNOLOGIES INC    COM             64117V10   18356178     824100     X         3           824100          0          0
NETSCREEN TECHNOLOGIES INC    COM             64117V10    1185117      53148     X         5            48425          0       4723
NETSCREEN TECHNOLOGIES INC    COM             64117V10      10026        451     X  X      6              451          0          0
NETSCREEN TECHNOLOGIES INC    COM             64117V10     344254      15486     X         6            13781         55       1650
NETWORK EQUIP TECHNOLOGIES    COM             64120810     521550      57000     X         5            57000          0          0
NETWORK APPLIANCE INC         COM             64120L10     173795       8272     X         13               0          0       8272
NETWORK APPLIANCE INC         COM             64120L10    2755003     134194     X         3           134194          0          0
NETWORK APPLIANCE INC         COM             64120L10    1484417      71314     X         5            28937          0      42377
NETWORK APPLIANCE INC         COM             64120L10     240653      11722     X  X      6             7222       2500       2000
NETWORK APPLIANCE INC         COM             64120L10    2030787      98918     X         6            50662          0      48256
NETWORK APPLIANCE INC         COM             64120L10      10265        500     X  X      7              500          0          0
NEUBERGER BERMAN INC          COM             64123410    2872198      68598     X         3            68598          0          0
NEUBERGER BERMAN INC          COM             64123410      21827        515     X         5               60          0        455
NEUBERGER BERMAN INC          COM             64123410       5443        130     X         6              130          0          0
NEUBERGER BERMAN INTER MUNI   COM             64124P10     332005      24514     X         5            23100          0       1414
NEUBERGER BERMAN INTER MUNI   COM             64124P10     104258       7700     X  X      6             7700          0          0
NEUROCRINE BIOSCIENCES INC    COM             64125C10   17098674     344050     X         3           344050          0          0
NEUROCRINE BIOSCIENCES INC    COM             64125C10      71884       1440     X         5              840          0        600
NEUROCRINE BIOSCIENCES INC    COM             64125C10       9156        185     X  X      6              185          0          0
NEUROCRINE BIOSCIENCES INC    COM             64125C10    1021375      20638     X         6            18066         22       2550
NEW AMER HIGH INCOME FD INC   COM             64187610      20000      10000     X         13               0          0      10000
NEW AMER HIGH INCOME FD INC   COM             64187610     139371      69715     X         5             5865          0      63850
NEW AMER HIGH INCOME FD INC   COM             64187610        806        405     X  X      6              405          0          0
NEW AMER HIGH INCOME FD INC   COM             64187610       6965       3500     X         6             3500          0          0
NEW CENTY EQUITY HLDGS CORP   COM             64353J10      16800      40000     X         5            40000          0          0
NEW GERMANY FD INC            COM             64446510      20556       3480     X         5             2000          0       1480
NEW GERMANY FD INC            COM             64446510       5890       1000     X  X      6             1000          0          0
NEW GERMANY FD INC            COM             64446510      43557       7395     X         6             7395          0          0
NEW GERMANY FD INC            COM             64446510        689        117     X  X      7              117          0          0
NEW GERMANY FD INC            COM             64446510   12031138    2042638     X         9          2042638          0          0
NEW IRELAND FUND INC          COM             64567310       1703        137     X         5              137          0          0
NEW IRELAND FUND INC          COM             64567310       1243        100     X  X      6              100          0          0
NEW IRELAND FUND INC          COM             64567310    7831049     630012     X         9           630012          0          0
NEW JERSEY RES                COM             64602510     431706      11943     X         5            10343          0       1600
NEW JERSEY RES                COM             64602510     442499      12278     X  X      6            11978          0        300
NEW JERSEY RES                COM             64602510     468160      12990     X         6            12990          0          0
NEW PLAN EXCEL RLTY TR INC    COM             64805310       4660        200     X         11               0          0        200
NEW PLAN EXCEL RLTY TR INC    COM             64805310      18904        800     X         13               0          0        800
NEW PLAN EXCEL RLTY TR INC    COM             64805310    2223426      95426     X         3            95426          0          0
NEW PLAN EXCEL RLTY TR INC    COM             64805310    1487576      63504     X         5            39460          0      24044
NEW PLAN EXCEL RLTY TR INC    COM             64805310     547410      23494     X  X      6            20244        700       2550
NEW PLAN EXCEL RLTY TR INC    COM             64805310     289875      12441     X         6            12441          0          0
NEW PLAN EXCEL RLTY TR INC    COM             64805310      20970        900     X  X      7              900          0          0
NEW YORK CMNTY BANCORP INC    COM             64944510    4784037     151826     X         3           151826          0          0
NEW YORK CMNTY BANCORP INC    COM             64944510    7047510     223541     X         5           214209          0       9332
NEW YORK CMNTY BANCORP INC    COM             64944510     148601       4716     X  X      6             4716          0          0
NEW YORK CMNTY BANCORP INC    COM             64944510     662939      21039     X         6            21039          0          0
NEW YORK TIMES CO             CL A            65011110      28152        642     X         13               0          0        642
NEW YORK TIMES CO             CL A            65011110   12605312     289505     X         3           289505          0          0
NEW YORK TIMES CO             CL A            65011110     840113      19293     X         5            15091          0       4202
NEW YORK TIMES CO             CL A            65011110    1418143      32631     X  X      6            22481        150      10000
NEW YORK TIMES CO             CL A            65011110    2858582      65775     X         6            10974         22      54779
NEW YORK TIMES CO             CL A            65011110       9257        213     X  X      7              213          0          0
NEW YORK TIMES CO             CL A            65011110       2173         50     X         7               50          0          0
NEWCASTLE INVT CORP           COM             65105M10    6322250     275000     X         3           275000          0          0
NEWCASTLE INVT CORP           COM             65105M10     549484      23901     X         5            23901          0          0
NEWELL RUBBERMAID INC         COM             65122910       3278        148     X         13               0          0        148
NEWELL RUBBERMAID INC         COM             65122910    2339623     107966     X         3           107966          0          0
NEWELL RUBBERMAID INC         COM             65122910    9229910     422644     X         5           274281          0     148363
NEWELL RUBBERMAID INC         COM             65122910     554189      25574     X  X      6            18188       1261       6125
NEWELL RUBBERMAID INC         COM             65122910     757692      34965     X         6            34965          0          0
NEWELL RUBBERMAID INC         COM             65122910        520         24     X         7               24          0          0
NEWFIELD EXPL CO              COM             65129010      30856        800     X         3              800          0          0
NEWFIELD EXPL CO              COM             65129010     535153      13871     X         5            13548          0        323
NEWFIELD EXPL CO              COM             65129010      94304       2445     X  X      6             2445          0          0
NEWFIELD EXPL CO              COM             65129010     803375      20829     X         6            20829          0          0
NEWMONT MINING CORP           COM             65163910       7868        200     X         13               0          0        200
NEWMONT MINING CORP           COM             65163910   18680720     477890     X         3           477890          0          0
NEWMONT MINING CORP           COM             65163910   10582652     270391     X         5           218199          0      52192
NEWMONT MINING CORP           COM             65163910    1393715      35654     X  X      6            32045       1609       2000
NEWMONT MINING CORP           COM             65163910    2487609      63638     X         6            14461          0      49177
NEWMONT MINING CORP           COM             65163910       1368         35     X         7               35          0          0
NEWPORT CORP                  COM             65182410       3629        252     X         13               0          0        252
NEWPORT CORP                  COM             65182410     535095      37950     X         3            37950          0          0
NEWPORT CORP                  COM             65182410     221417      15685     X         5            14825          0        860
NEWPORT CORP                  COM             65182410      10505        745     X         6              745          0          0
NEWS CORP LTD                 ADR NEW         65248770      18891        569     X         13               0          0        569
NEWS CORP LTD                 ADR NEW         65248770     557252      16805     X         5             1686          0      15119
NEWS CORP LTD                 ADR NEW         65248770     231732       7065     X  X      6             7065          0          0
NEWS CORP LTD                 ADR NEW         65248770     111586       3402     X         6             3402          0          0
NEWS CORP LTD                 SP ADR PFD      65248780       7368        270     X         11               0          0        270
NEWS CORP LTD                 SP ADR PFD      65248780    2498017      90500     X         3            90500          0          0
NEWS CORP LTD                 SP ADR PFD      65248780     971184      35575     X         5            34505          0       1070
NEWS CORP LTD                 SP ADR PFD      65248780     364758      13366     X  X      6            13366          0          0
NEWS CORP LTD                 SP ADR PFD      65248780    2159976      79149     X         6            79149          0          0
NEWS CORP LTD                 SP ADR PFD      65248780       4885        179     X         7              179          0          0
NEXTERA ENTERPRISES INC       CL A            65332E10      19897      46272     X         6            46272          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10       4533        230     X         1              230          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10    2331582     119507     X         13               0          0     119507
NEXTEL COMMUNICATIONS INC     CL A            65332V10   38273566    1939542     X         3          1939542          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10       7352        373     X         4              373          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10   16877390     859562     X         5           536677          0     322885
NEXTEL COMMUNICATIONS INC     CL A            65332V10    1637191      83064     X  X      6            34576        750      47738
NEXTEL COMMUNICATIONS INC     CL A            65332V10   13136321     666480     X         6           302810        634     363036
NEXTEL COMMUNICATIONS INC     CL A            65332V10       8278        420     X  X      7              420          0          0
NEXTEL COMMUNICATIONS INC     CL A            65332V10      51226       2599     X         7             2599          0          0
NEXTEL COMMUNICATIONS INC     NOTE  5.250% 1/ 65332VAY      23408      25000     X         5            10000          0      15000
NEXTEL COMMUNICATIONS INC     NOTE  5.250% 1/ 65332VAY      46625      50000     X         6            50000          0          0
NEXTEL COMMUNICATIONS INC     NOTE  6.000% 6/ 65332VBC      84542      78000     X         5            66000          0      12000
NEXTEL PARTNERS INC           CL A            65333F10   39748703    5055351     X         3          5055351          0          0
NEXTEL PARTNERS INC           CL A            65333F10      75743       9325     X         5              825          0       8500
NEXTEL PARTNERS INC           CL A            65333F10      14915       1900     X  X      6             1900          0          0
NEXTEL PARTNERS INC           CL A            65333F10    1198224     152640     X         6           109436        119      43085
NIAGARA CORP                  COM             65334910      39900      13300     X         6            13300          0          0
NICE SYS LTD                  SPONSORED ADR   65365610     375240      19671     X         5             4150          0      15521
NICHOLAS-APPLEGATE CV & INC   COM             65370F10       4503        300     X         13               0          0        300
NICHOLAS-APPLEGATE CV & INC   COM             65370F10    3190333     212946     X         5           199546          0      13400
NICHOLAS APPLEGATE CV&INC FD  COM             65370G10     989504      68955     X         5                0          0      68955
NICOR INC                     COM             65408610     751996      21400     X         11             600          0      20800
NICOR INC                     COM             65408610    2182721      62115     X         3            62115          0          0
NICOR INC                     COM             65408610    1371525      38562     X         5             6294          0      32268
NICOR INC                     COM             65408610    2532716      72075     X  X      6            68775       2000       1300
NICOR INC                     COM             65408610    1233098      35091     X         6            35091          0          0
NICOR INC                     COM             65408610      14056        400     X  X      7              400          0          0
NIDEC CORP                    SPONSORED ADR   65409010    1250932      15000     X         3            15000          0          0
NIDEC CORP                    SPONSORED ADR   65409010      15392        186     X  X      6              186          0          0
NIDEC CORP                    SPONSORED ADR   65409010     232362       2808     X         6             2703          0        105
NIKE INC                      CL B            65410610     182460       3000     X         1             2900          0        100
NIKE INC                      CL B            65410610      30410        500     X         11               0          0        500
NIKE INC                      CL B            65410610    1331322      21518     X         13               0          0      21518
NIKE INC                      CL B            65410610    9485122     155954     X         3           155954          0          0
NIKE INC                      CL B            65410610   13514580     218619     X         5            10814          0     207805
NIKE INC                      CL B            65410610    9005982     148076     X  X      6           133066      10555       4455
NIKE INC                      CL B            65410610   29281850     481451     X         6           428328       1487      51636
NIKE INC                      CL B            65410610      22564        371     X         7              371          0          0
99 CENTS ONLY STORES          COM             65440K10    2462400      76141     X         3            76141          0          0
99 CENTS ONLY STORES          COM             65440K10    2819703      87072     X         5            82711          0       4361
99 CENTS ONLY STORES          COM             65440K10      66459       2055     X  X      6             2055          0          0
99 CENTS ONLY STORES          COM             65440K10     421487      13033     X         6            13033          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410     283285      12290     X         13               0          0      12290
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410    3316352     145000     X         3           145000          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410     428286      18757     X         5             9928          0       8829
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410      67988       3003     X  X      6             1683          0       1320
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410     342679      15136     X         6            15136          0          0
NIPPON TELEG & TEL CORP       SPONSORED ADR   65462410       4596        203     X  X      7              203          0          0
NISOURCE INC                  COM             65473P10      10633        523     X         13               0          0        523
NISOURCE INC                  COM             65473P10    8121630     406488     X         3           406488          0          0
NISOURCE INC                  COM             65473P10    1717031      85548     X         5            63316          0      22232
NISOURCE INC                  COM             65473P10     402877      20164     X  X      6             5399       1310      13455
NISOURCE INC                  COM             65473P10    2619838     131123     X         6            28277       1800     101046
NISOURCE INC                  COM             65473P10       3996        200     X  X      7              200          0          0
NISSAN MOTORS                 SPONSORED ADR   65474440      23625       1049     X         13               0          0       1049
NISSAN MOTORS                 SPONSORED ADR   65474440     241059      10841     X         5             3908          0       6933
NISSAN MOTORS                 SPONSORED ADR   65474440      13342        614     X  X      6              514        100          0
NISSAN MOTORS                 SPONSORED ADR   65474440     339922      15643     X         6            14897          0        746
NITCHES INC                   COM             65476M10     131330      26266     X         5              377          0      25889
NOKIA CORP                    SPONSORED ADR   65490220     452400      29000     X  X      1            29000          0          0
NOKIA CORP                    SPONSORED ADR   65490220       6396        410     X         1              410          0          0
NOKIA CORP                    SPONSORED ADR   65490220     735030      45882     X         13               0          0      45882
NOKIA CORP                    SPONSORED ADR   65490220   38970266    2495265     X         3          2495265          0          0
NOKIA CORP                    SPONSORED ADR   65490220   39195615    2469676     X         5           877602          0    1592074
NOKIA CORP                    SPONSORED ADR   65490220   14678633     940938     X  X      6           776371      75297      89270
NOKIA CORP                    SPONSORED ADR   65490220   18453006    1182885     X         6           872021       1122     309742
NOKIA CORP                    SPONSORED ADR   65490220      12355        792     X  X      7              792          0          0
NOKIA CORP                    SPONSORED ADR   65490220       4306        276     X         7              276          0          0
NOKIA CORP                    SPONSORED ADR   65490220     245700      15750     X         8            15750          0          0
NOBLE ENERGY INC              COM             65504410    2149051      56111     X         3            56111          0          0
NOBLE ENERGY INC              COM             65504410     107905       2816     X         5             2566          0        250
NOBLE ENERGY INC              COM             65504410     137497       3590     X  X      6             3490        100          0
NOBLE ENERGY INC              COM             65504410     606940      15847     X         6            15847          0          0
NOMURA HLDGS INC              SPONSORED ADR   65535H20    1876680     117000     X         3           117000          0          0
NOMURA HLDGS INC              SPONSORED ADR   65535H20     201260      11949     X         5              100          0      11849
NOMURA HLDGS INC              SPONSORED ADR   65535H20      17965       1120     X  X      6             1120          0          0
NOMURA HLDGS INC              SPONSORED ADR   65535H20     356104      22201     X         6            21388          0        813
NORAM ENERGY CORP             SDCV  6.000% 3/ 655419AC     100800     105000     X         5                0          0     105000
NORAM ENERGY CORP             SDCV  6.000% 3/ 655419AC       9500      10000     X  X      6            10000          0          0
NORANDA INC                   COM             65542210    1902204     185400     X         5           185400          0          0
NORANDA INC                   COM             65542210       2462        240     X  X      6              240          0          0
NORDSON CORP                  COM             65566310     855276      33035     X         3            33035          0          0
NORDSON CORP                  COM             65566310    1165164      43525     X         5                0          0      43525
NORDSON CORP                  COM             65566310       3884        150     X  X      6              150          0          0
NORDSON CORP                  COM             65566310    3282723     126795     X         6           126795          0          0
NORDSON CORP                  COM             65566310      25890       1000     X  X      7             1000          0          0
NORDSTROM INC                 COM             65566410    1310067      52804     X         3            52804          0          0
NORDSTROM INC                 COM             65566410    2269845      91015     X         5            80310          0      10705
NORDSTROM INC                 COM             65566410      68798       2773     X  X      6             2373        400          0
NORDSTROM INC                 COM             65566410     970369      39112     X         6            20947          0      18165
NORFOLK SOUTHERN CORP         COM             65584410      33300       1800     X  X      1             1800          0          0
NORFOLK SOUTHERN CORP         COM             65584410      37000       2000     X         1             2000          0          0
NORFOLK SOUTHERN CORP         COM             65584410     268250      14500     X         11               0          0      14500
NORFOLK SOUTHERN CORP         COM             65584410      10262        545     X         13               0          0        545
NORFOLK SOUTHERN CORP         COM             65584410    3084450     166727     X         3           166727          0          0
NORFOLK SOUTHERN CORP         COM             65584410    1888756     101451     X         5            65338          0      36113
NORFOLK SOUTHERN CORP         COM             65584410   10068200     544227     X  X      6           528847      12605       2775
NORFOLK SOUTHERN CORP         COM             65584410    6679869     361074     X         6           352438        850       7786
NORFOLK SOUTHERN CORP         COM             65584410      43475       2350     X         7             2350          0          0
NORFOLK SOUTHERN CORP         COM             65584410    4928400     266400     X         8           266400          0          0
NORSK HYDRO A S               SPONSORED ADR   65653160       7644        144     X         13               0          0        144
NORSK HYDRO A S               SPONSORED ADR   65653160      81758       1550     X         5              300          0       1250
NORSK HYDRO A S               SPONSORED ADR   65653160      12326        240     X  X      6              240          0          0
NORSK HYDRO A S               SPONSORED ADR   65653160     303538       5910     X         6             5910          0          0
NORTEL NETWORKS CORP NEW      COM             65656810      14350       3500     X  X      1             3500          0          0
NORTEL NETWORKS CORP NEW      COM             65656810     178806      42371     X         13               0          0      42371
NORTEL NETWORKS CORP NEW      COM             65656810    9397200    2292000     X         3          2292000          0          0
NORTEL NETWORKS CORP NEW      COM             65656810    1761902     425025     X         5           264189          0     160836
NORTEL NETWORKS CORP NEW      COM             65656810     150655      36745     X  X      6            29304        200       7241
NORTEL NETWORKS CORP NEW      COM             65656810     926875     226067     X         6           214523       3020       8524
NORTEL NETWORKS CORP NEW      COM             65656810       6150       1500     X         7             1500          0          0
NORTEL NETWORKS CORP NEW      COM             65656810      10250       2500     X         8             2500          0          0
NORTEL NETWORKS CORP NEW      NOTE  4.250% 9/ 656568AB      69160      76000     X         5            76000          0          0
NORTH EUROPEAN OIL RTY TR     SH BEN INT      65931010      43251       1950     X         5             1950          0          0
NORTH EUROPEAN OIL RTY TR     SH BEN INT      65931010     326978      14742     X  X      6            14742          0          0
NORTH EUROPEAN OIL RTY TR     SH BEN INT      65931010      73505       3314     X         6             3314          0          0
NORTH FORK BANCORPORATION NY  COM             65942410     491713      14150     X         11           12000          0       2150
NORTH FORK BANCORPORATION NY  COM             65942410      18600        520     X         13               0          0        520
NORTH FORK BANCORPORATION NY  COM             65942410    2559511      73655     X         3            73655          0          0
NORTH FORK BANCORPORATION NY  COM             65942410     706207      20021     X         5             9749          0      10272
NORTH FORK BANCORPORATION NY  COM             65942410    3432675      98782     X  X      6            98782          0          0
NORTH FORK BANCORPORATION NY  COM             65942410     619349      17823     X         6            15152          0       2671
NORTH FORK BANCORPORATION NY  COM             65942410      10599        305     X  X      7              305          0          0
NORTHEAST UTILS               COM             66439710    2344133     130811     X         3           130811          0          0
NORTHEAST UTILS               COM             66439710      58374       3249     X         5             2489          0        760
NORTHEAST UTILS               COM             66439710       7258        405     X  X      6              405          0          0
NORTHEAST UTILS               COM             66439710     217388      12131     X         6            12131          0          0
NORTHERN BORDER PARTNERS L P  UNIT LTD PARTN  66478510      39231        900     X         13               0          0        900
NORTHERN BORDER PARTNERS L P  UNIT LTD PARTN  66478510     455440      10475     X         5             6475          0       4000
NORTHERN BORDER PARTNERS L P  UNIT LTD PARTN  66478510     816108      18800     X  X      6            17300       1000        500
NORTHERN BORDER PARTNERS L P  UNIT LTD PARTN  66478510     109393       2520     X         6             2450          0         70
NORTHERN TR CORP              COM             66585910      42350       1000     X         11               0          0       1000
NORTHERN TR CORP              COM             66585910      55675       1279     X         13               0          0       1279
NORTHERN TR CORP              COM             66585910    3642158      85819     X         3            85819          0          0
NORTHERN TR CORP              COM             66585910     854702      19834     X         5             7340          0      12494
NORTHERN TR CORP              COM             66585910     419816       9913     X  X      6             7213          0       2700
NORTHERN TR CORP              COM             66585910     161692       3818     X         6             3818          0          0
NORTHROP GRUMMAN CORP         COM             66680710     845234       9683     X         13               0          0       9683
NORTHROP GRUMMAN CORP         COM             66680710   21402994     247708     X         3           247708          0          0
NORTHROP GRUMMAN CORP         COM             66680710   14101035     162222     X         5            55461          0     106761
NORTHROP GRUMMAN CORP         COM             66680710    5081807      58940     X  X      6            39915       2050      16975
NORTHROP GRUMMAN CORP         COM             66680710   11663842     135280     X         6            76282         22      58976
NORTHROP GRUMMAN CORP         COM             66680710      12157        141     X         7              141          0          0
NOVARTIS A G                  SPONSORED ADR   66987V10    5564801     143275     X         11           17050          0     126225
NOVARTIS A G                  SPONSORED ADR   66987V10       3940        100     X         13               0          0        100
NOVARTIS A G                  SPONSORED ADR   66987V10    4976958     127000     X         3           127000          0          0
NOVARTIS A G                  SPONSORED ADR   66987V10    3785396      97317     X         5            87306          0      10011
NOVARTIS A G                  SPONSORED ADR   66987V10     589280      15172     X  X      6            12272       1700       1200
NOVARTIS A G                  SPONSORED ADR   66987V10    1387559      35725     X         6            34912        200        613
NOVARTIS A G                  SPONSORED ADR   66987V10       6875        177     X  X      7              177          0          0
NOVARTIS A G                  SPONSORED ADR   66987V10        932         24     X         7               24          0          0
NU HORIZONS ELECTRS CORP      COM             66990810     174200      20000     X         11           20000          0          0
NOVASTAR FINL INC             COM             66994740       2987         50     X         13               0          0         50
NOVASTAR FINL INC             COM             66994740     204995       3535     X         5             2725          0        810
NOVASTAR FINL INC             COM             66994740       6896        120     X  X      6               50         70          0
NOVASTAR FINL INC             COM             66994740      12299        214     X         6              214          0          0
NUANCE COMMUNICATIONS INC     COM             66996710     297444      51550     X         5            51550          0          0
NUANCE COMMUNICATIONS INC     COM             66996710      11540       2000     X         6             2000          0          0
NOVELL INC                    COM             67000610        277         50     X         13               0          0         50
NOVELL INC                    COM             67000610    3025063     567554     X         3           567554          0          0
NOVELL INC                    COM             67000610     615671     114978     X         5            88780          0      26198
NOVELL INC                    COM             67000610       8480       1600     X  X      6             1600          0          0
NOVELL INC                    COM             67000610     391156      73803     X         6            10700          0      63103
NOVELLUS SYS INC              COM             67000810      35133       1024     X         13               0          0       1024
NOVELLUS SYS INC              COM             67000810   14890838     441210     X         3           441210          0          0
NOVELLUS SYS INC              COM             67000810    1358415      40134     X         5            26172          0      13962
NOVELLUS SYS INC              COM             67000810     120859       3597     X  X      6             2872          0        725
NOVELLUS SYS INC              COM             67000810    3116870      92764     X         6            36909          0      55855
NOVELLUS SYS INC              COM             67000810       1344         40     X         7               40          0          0
NOVEN PHARMACEUTICALS INC     COM             67000910     228000      20000     X         3            20000          0          0
NOVEN PHARMACEUTICALS INC     COM             67000910       3447        300     X         5              300          0          0
NOVEN PHARMACEUTICALS INC     COM             67000910      11490       1000     X  X      6             1000          0          0
NOVEN PHARMACEUTICALS INC     COM             67000910       4022        350     X         6              350          0          0
NOVO-NORDISK A S              ADR             67010020      22967        622     X         5              592          0         30
NOVO-NORDISK A S              ADR             67010020    7870149     213341     X  X      6           213341          0          0
NOVO-NORDISK A S              ADR             67010020   28026993     759745     X         6           759745          0          0
NU SKIN ENTERPRISES INC       CL A            67018T10     238438      18701     X         5            18701          0          0
NU SKIN ENTERPRISES INC       CL A            67018T10       6375        500     X  X      6              500          0          0
NSTAR                         COM             67019E10     590288      12375     X         13               0          0      12375
NSTAR                         COM             67019E10    2467103      51939     X         3            51939          0          0
NSTAR                         COM             67019E10     772056      16212     X         5             6284          0       9928
NSTAR                         COM             67019E10     651985      13726     X  X      6            13044          0        682
NSTAR                         COM             67019E10     175750       3700     X         6             2502          0       1198
NUCOR CORP                    COM             67034610     321383       6907     X         13               0          0       6907
NUCOR CORP                    COM             67034610   14271203     310001     X         3           310001          0          0
NUCOR CORP                    COM             67034610    7753499     166914     X         5            20031          0     146883
NUCOR CORP                    COM             67034610     150303       3276     X  X      6             2176        300        800
NUCOR CORP                    COM             67034610   23610995     514625     X         6           444106        443      70076
NUVEEN CONN PREM INCOME MUN   SH BEN INT      67060D10       7038        441     X         5              441          0          0
NUVEEN CONN PREM INCOME MUN   SH BEN INT      67060D10      11172        700     X  X      6              700          0          0
NUVEEN CONN PREM INCOME MUN   SH BEN INT      67060D10     395808      24800     X         6            24800          0          0
NUVEEN N C PREM INCOME MUN F  SH BEN INT      67060P10     331846      20638     X         5            13695          0       6943
NUVEEN N C PREM INCOME MUN F  SH BEN INT      67060P10     207126      12849     X  X      6            12849          0          0
NUVEEN N C PREM INCOME MUN F  SH BEN INT      67060P10     776920      48196     X         6            48196          0          0
NUVEEN PA PREM INCOME MUN FD  COM             67061F10     213596      14192     X         5             9412          0       4780
NUVEEN PA PREM INCOME MUN FD  COM             67061F10      32647       2175     X  X      6             2175          0          0
NUVEEN PA PREM INCOME MUN FD  COM             67061F10     348292      23204     X         6            23204          0          0
NUVEEN SELECT MAT MUN FD      SH BEN INT      67061T10     652600      65290     X         5            35290          0      30000
NUVEEN SELECT MAT MUN FD      SH BEN INT      67061T10      10000       1000     X  X      6             1000          0          0
NUVEEN SELECT MAT MUN FD      SH BEN INT      67061T10      39000       3900     X         6             3900          0          0
NUVEEN CALIF MUN VALUE FD     COM             67062C10     115701      12299     X         5             8739          0       3560
NUVEEN INVT QUALITY MUN FD I  COM             67062E10      25363       1673     X         1             1673          0          0
NUVEEN INVT QUALITY MUN FD I  COM             67062E10     616353      40631     X         5             1971          0      38660
NUVEEN INVT QUALITY MUN FD I  COM             67062E10     536315      35377     X  X      6            35377          0          0
NUVEEN INVT QUALITY MUN FD I  COM             67062E10     113821       7508     X         6             7508          0          0
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67062F10     550998      39357     X         5            22357          0      17000
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67062F10      11900        850     X  X      6              850          0          0
NUVEEN MUN ADVANTAGE FD INC   COM             67062H10    1500359      96873     X         5            57803          0      39070
NUVEEN MUN ADVANTAGE FD INC   COM             67062H10      54405       3510     X  X      6             3231          0        279
NUVEEN MUN ADVANTAGE FD INC   COM             67062H10     133347       8603     X         6             8603          0          0
NUVEEN MUN INCOME FD INC      COM             67062J10     119105      12166     X         5            12166          0          0
NUVEEN NY MUN VALUE FD        COM             67062M10     350268      38440     X         5            36440          0       2000
NUVEEN NY MUN VALUE FD        COM             67062M10      30063       3300     X  X      6             3300          0          0
NUVEEN NY MUN VALUE FD        COM             67062M10     226493      24862     X         6            24862          0          0
NUVEEN INSD QUALITY MUN FD I  COM             67062N10      99904       6175     X         5             3275          0       2900
NUVEEN INSD QUALITY MUN FD I  COM             67062N10     240897      14907     X  X      6            14607          0        300
NUVEEN INSD QUALITY MUN FD I  COM             67062N10      62475       3866     X         6             3866          0          0
NUVEEN PERFORMANCE PLUS MUN   COM             67062P10    1021546      68976     X         5            17172          0      51804
NUVEEN PERFORMANCE PLUS MUN   COM             67062P10     458754      31229     X  X      6            31229          0          0
NUVEEN PERFORMANCE PLUS MUN   COM             67062P10     273396      18611     X         6            18611          0          0
NUVEEN CALIF PERFORM PLUS MU  COM             67062Q10     230799      15722     X         5            15722          0          0
NUVEEN NY PERFORM PLUS MUN F  COM             67062R10     266612      17025     X         5            16025          0       1000
NUVEEN NY PERFORM PLUS MUN F  COM             67062R10      15660       1000     X  X      6             1000          0          0
NUVEEN NY PERFORM PLUS MUN F  COM             67062R10       7830        500     X         6              500          0          0
NUVEEN PREM INCOME MUN FD     COM             67062T10     125767       8760     X         5             2655          0       6105
NUVEEN PREM INCOME MUN FD     COM             67062T10     156071      10876     X  X      6             7876       1000       2000
NUVEEN PREM INCOME MUN FD     COM             67062T10     423339      29501     X         6            29501          0          0
NUVEEN MUN MKT OPPORTUNITY F  COM             67062W10     330609      23056     X         5            14116          0       8940
NUVEEN MUN MKT OPPORTUNITY F  COM             67062W10      39079       2729     X  X      6             2531          0        198
NUVEEN MUN MKT OPPORTUNITY F  COM             67062W10     225397      15740     X         6            15740          0          0
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063C10     160048      12070     X         5            12070          0          0
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063C10     190944      14400     X  X      6            14400          0          0
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063C10       9282        700     X         6              700          0          0
NUVEEN CA SELECT TAX FREE PR  SH BEN INT      67063R10     139920      10403     X         5            10403          0          0
NUVEEN PREM INCOME MUN FD 2   COM             67063W10     582428      40296     X         5            15050          0      25246
NUVEEN PREM INCOME MUN FD 2   COM             67063W10     283387      19598     X  X      6            18931          0        667
NUVEEN PREM INCOME MUN FD 2   COM             67063W10     133639       9242     X         6             9139          0        103
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063X10     271976      20792     X         5            12792          0       8000
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063X10     164913      12637     X  X      6            12637          0          0
NUVEEN SELECT TAX FREE INCM   SH BEN INT      67063X10       9135        700     X         6              700          0          0
NUVEEN VA PREM INCOME MUN FD  COM             67064R10      16510       1000     X         5                0          0       1000
NUVEEN VA PREM INCOME MUN FD  COM             67064R10     156094       9466     X  X      6             9466          0          0
NUVEEN VA PREM INCOME MUN FD  COM             67064R10     406330      24641     X         6            24641          0          0
NVIDIA CORP                   COM             67066G10       5989        372     X         13               0          0        372
NVIDIA CORP                   COM             67066G10    1206611      75835     X         3            75835          0          0
NVIDIA CORP                   COM             67066G10    1327676      83122     X         5            81450          0       1672
NVIDIA CORP                   COM             67066G10       2396        150     X  X      6              150          0          0
NVIDIA CORP                   COM             67066G10     320135      20046     X         6             1790          0      18256
NUVEEN DIVID ADVANTAGE MUN F  COM             67066V10     167087      11100     X         5             7700          0       3400
NUVEEN DIVID ADVANTAGE MUN F  COM             67066V10      42028       2800     X  X      6             2800          0          0
NUVEEN DIVID ADVANTAGE MUN F  COM             67066V10      90045       5999     X         6             5999          0          0
NUVEEN VA DIVID ADVANTAGE MU  COM SH BEN INT  67069M10      77453       4750     X         5             1050          0       3700
NUVEEN VA DIVID ADVANTAGE MU  COM SH BEN INT  67069M10     124355       7700     X  X      6             7700          0          0
NUVEEN NC DIVID ADVANTAGE MU  COM SH BEN INT  67069N10      11325        750     X  X      4              750          0          0
NUVEEN NC DIVID ADVANTAGE MU  COM SH BEN INT  67069N10      56776       3760     X         5             3125          0        635
NUVEEN NC DIVID ADVANTAGE MU  COM SH BEN INT  67069N10      37750       2500     X  X      6             2500          0          0
NUVEEN NC DIVID ADVANTAGE MU  COM SH BEN INT  67069N10     157508      10431     X         6            10431          0          0
NUVEEN INSD PREM INCOME MUN   COM             6706D810     216416      15332     X         5             9020          0       6312
NUVEEN INSD PREM INCOME MUN   COM             6706D810      37989       2700     X  X      6             2700          0          0
NUVEEN INSD PREM INCOME MUN   COM             6706D810     193364      13743     X         6            13743          0          0
NUVEEN PREM INCOME MUN FD 4   COM             6706K410     554008      43603     X         5            24127          0      19476
NUVEEN PREM INCOME MUN FD 4   COM             6706K410     192774      15215     X  X      6            15215          0          0
NUVEEN PREM INCOME MUN FD 4   COM             6706K410      70116       5534     X         6             5534          0          0
NUVEEN DIV ADVANTAGE MUN FD   COM             67070F10     189992      12700     X         5            12700          0          0
NUVEEN DIV ADVANTAGE MUN FD   COM             67070F10      25432       1700     X  X      6             1700          0          0
NUVEEN DIV ADVANTAGE MUN FD   COM             67070F10     318633      21299     X         6            21299          0          0
NUVEEN DIV ADV MUNI FD 3      COM SH BEN INT  67070X10      86449       6220     X         5             4220          0       2000
NUVEEN DIV ADV MUNI FD 3      COM SH BEN INT  67070X10     120028       8660     X  X      6             8660          0          0
NUVEEN DIV ADV MUNI FD 3      COM SH BEN INT  67070X10      13860       1000     X         6             1000          0          0
NYFIX INC                     COM             67071210     534195      95392     X         5            95392          0          0
NYFIX INC                     COM             67071210      22400       4000     X  X      6             4000          0          0
NUVEEN REAL ESTATE INCOME FD  COM             67071B10      38813       2250     X         13               0          0       2250
NUVEEN REAL ESTATE INCOME FD  COM             67071B10    1119666      65530     X         5            46639          0      18891
NUVEEN REAL ESTATE INCOME FD  COM             67071B10      27232       1600     X  X      6             1000        600          0
NUVEEN REAL ESTATE INCOME FD  COM             67071B10      17020       1000     X         6             1000          0          0
NUVEEN QUALITY PFD INCOME FD  COM             67071S10      15130       1000     X         13               0          0       1000
NUVEEN QUALITY PFD INCOME FD  COM             67071S10     612358      40848     X         5            31497          0       9351
NUVEEN QUALITY PFD INCOME FD  COM             67071S10      97175       6500     X  X      6             6500          0          0
NUVEEN QUALITY PFD INCOME FD  COM             67071S10      25415       1700     X         6             1700          0          0
NUVEEN MD DIV ADV MUN FD 3    COM             67072A10     135700      10000     X         5            10000          0          0
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      88956       6300     X         5                0          0       6300
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      37071       2667     X  X      6             2667          0          0
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      46329       3333     X         6             3333          0          0
NUVEEN GA DIV ADV MUN FD 2    COM             67072B10      47260       3400     X         7             3400          0          0
NUVEEN QUALITY PFD INCOME FD  COM             67072C10      50094       3300     X         13               0          0       3300
NUVEEN QUALITY PFD INCOME FD  COM             67072C10      10058        667     X  X      4              667          0          0
NUVEEN QUALITY PFD INCOME FD  COM             67072C10    1208995      79814     X         5            25811          0      54003
NUVEEN QUALITY PFD INCOME FD  COM             67072C10      15080       1000     X  X      6             1000          0          0
NUVELO INC                    COM             67072M10     121127      46056     X         5            46056          0          0
NUVEEN QUALITY PFD INC FD 3   COM             67072W10     182867      12310     X         5             6000          0       6310
NUVEEN QUALITY PFD INC FD 3   COM             67072W10      80190       5400     X  X      6             5400          0          0
NUVEEN PFD & CONV INC FD      COM             67073B10     243432      16800     X         13               0          0      16800
NUVEEN PFD & CONV INC FD      COM             67073B10    1911200     132749     X         5            77060          0      55689
NUVEEN PFD & CONV INC FD      COM             67073B10      28660       2000     X         6             2000          0          0
NUVEEN PFD & CONV INCOME FD   COM SHS         67073D10     580649      40943     X         5            34860          0       6083
NUVEEN PFD & CONV INCOME FD   COM SHS         67073D10      21255       1500     X  X      6             1500          0          0
NUVEEN PFD & CONV INCOME FD   COM SHS         67073D10      14170       1000     X         7             1000          0          0
O CHARLEYS INC                COM             67082310    6543204     441214     X         3           441214          0          0
O CHARLEYS INC                COM             67082310      10990        725     X         5              400          0        325
OGE ENERGY CORP               COM             67083710      18072        800     X  X      1              800          0          0
OGE ENERGY CORP               COM             67083710     153612       6800     X         1             6800          0          0
OGE ENERGY CORP               COM             67083710     403392      17600     X         13               0          0      17600
OGE ENERGY CORP               COM             67083710    3625672     160499     X         3           160499          0          0
OGE ENERGY CORP               COM             67083710     779855      34276     X         5            17426          0      16850
OGE ENERGY CORP               COM             67083710     886138      39227     X  X      6            20303      15000       3924
OGE ENERGY CORP               COM             67083710     160570       7108     X         6             6908          0        200
OM GROUP INC                  COM             67087210      92776       6330     X         5             5830          0        500
OM GROUP INC                  COM             67087210     219600      15000     X  X      6            15000          0          0
OM GROUP INC                  COM             67087210      11566        790     X         6              790          0          0
NUVEEN INVTS INC              CL A            67090F10    6000225     218190     X         3           218190          0          0
NUVEEN INVTS INC              CL A            67090F10     130441       4741     X         5             4591          0        150
NUVEEN INVTS INC              CL A            67090F10      59125       2150     X  X      6             2150          0          0
NUVEEN MUN VALUE FD INC       COM             67092810    2554689     278425     X         5           134623          0     143802
NUVEEN MUN VALUE FD INC       COM             67092810     408994      44650     X  X      6            40965       2935        750
NUVEEN MUN VALUE FD INC       COM             67092810     665841      72690     X         6            65190          0       7500
NUVEEN FLA INVT QUALITY MUN   COM             67097010       7031        451     X         5              451          0          0
NUVEEN FLA INVT QUALITY MUN   COM             67097010     180626      11586     X  X      6            11286          0        300
NUVEEN FLA INVT QUALITY MUN   COM             67097010     135633       8700     X         6             8700          0          0
NUVEEN NJ INVT QUALITY MUN F  COM             67097110     158913      10260     X         5             7815          0       2445
NUVEEN NJ INVT QUALITY MUN F  COM             67097110     638653      41310     X  X      6            39722          0       1588
NUVEEN NJ INVT QUALITY MUN F  COM             67097110     522038      33767     X         6            33767          0          0
NUVEEN PA INVT QUALITY MUN F  COM             67097210     179288      11976     X         5             8805          0       3171
NUVEEN PA INVT QUALITY MUN F  COM             67097210      60453       4041     X  X      6             4041          0          0
NUVEEN PA INVT QUALITY MUN F  COM             67097210     221573      14811     X         6            14811          0          0
NUVEEN SELECT QUALITY MUN FD  COM             67097310     611540      41201     X         5             5901          0      35300
NUVEEN SELECT QUALITY MUN FD  COM             67097310     179998      12162     X  X      6            12162          0          0
NUVEEN SELECT QUALITY MUN FD  COM             67097310      44400       3000     X         6             3000          0          0
NUVEEN QUALITY INCOME MUN FD  COM             67097710     162794      11243     X         5             4246          0       6997
NUVEEN QUALITY INCOME MUN FD  COM             67097710     237299      16502     X  X      6            16202          0        300
NUVEEN QUALITY INCOME MUN FD  COM             67097710     330984      23017     X         6            23017          0          0
NUVEEN FLA QUALITY INCOME MU  COM             67097810       2466        158     X         13               0          0        158
NUVEEN FLA QUALITY INCOME MU  COM             67097810      27657       1782     X         5             1782          0          0
NUVEEN FLA QUALITY INCOME MU  COM             67097810     451616      29099     X  X      6            28799          0        300
NUVEEN FLA QUALITY INCOME MU  COM             67097810     251269      16190     X         6            16190          0          0
NUVEEN INSD MUN OPPORTUNITY   COM             67098410     693599      44136     X         5            38130          0       6006
NUVEEN INSD MUN OPPORTUNITY   COM             67098410     162806      10350     X  X      6             5050          0       5300
NUVEEN INSD MUN OPPORTUNITY   COM             67098410     363096      23083     X         6            21083          0       2000
NUVEEN CALIF QUALITY INCM MU  COM             67098510     420619      27446     X         5            25846          0       1600
NUVEEN NY QUALITY INCM MUN F  COM             67098610     201785      13541     X         5            11541          0       2000
NUVEEN NY QUALITY INCM MUN F  COM             67098610      17258       1159     X  X      6             1159          0          0
NUVEEN NY QUALITY INCM MUN F  COM             67098610      14190        953     X         6              953          0          0
NUVEEN PREMIER INSD MUN INCO  COM             67098710     141763       9132     X         5             3401          0       5731
NUVEEN PREMIER INSD MUN INCO  COM             67098710      37152       2400     X  X      6             2400          0          0
NUVEEN PREMIER INSD MUN INCO  COM             67098710      70202       4535     X         6             4535          0          0
NUVEEN PREMIER MUN INCOME FD  COM             67098810      58967       4018     X         5             2985          0       1033
NUVEEN PREMIER MUN INCOME FD  COM             67098810      78128       5333     X  X      6             4666          0        667
NUVEEN PREMIER MUN INCOME FD  COM             67098810      99327       6780     X         6             6780          0          0
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10      14771        929     X         13               0          0        929
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10     127343       8009     X         5             8009          0          0
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10     336953      21192     X  X      6            16537          0       4655
NUVEEN NJ PREM INCOME MUN FD  COM             67101N10     140190       8817     X         6             8817          0          0
NUVEEN INSD FLA PREM INCOME   COM             67101V10      58892       3690     X         5             3690          0          0
NUVEEN INSD FLA PREM INCOME   COM             67101V10     353514      22150     X  X      6            22150          0          0
NUVEEN INSD FLA PREM INCOME   COM             67101V10     216003      13534     X         6            13534          0          0
OSI PHARMACEUTICALS INC       COM             67104010     405875      12500     X         3            12500          0          0
OSI PHARMACEUTICALS INC       COM             67104010     127525       3921     X         5             2909          0       1012
OSI PHARMACEUTICALS INC       COM             67104010      58150       1781     X         6             1725          0         56
OSI SYSTEMS INC               COM             67104410     794589      45930     X         3            45930          0          0
OSI SYSTEMS INC               COM             67104410     305414      17654     X         5            17654          0          0
OSI SYSTEMS INC               COM             67104410      37714       2180     X         6              100          0       2080
OAKLEY INC                    COM             67366210    6247000     624700     X         3           624700          0          0
OAKLEY INC                    COM             67366210      58505       5792     X         5             4492          0       1300
OCCIDENTAL PETE CORP DEL      COM             67459910      84552       2400     X  X      1             2400          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910     697194      19345     X         13               0          0      19345
OCCIDENTAL PETE CORP DEL      COM             67459910   47091342    1334175     X         3          1334175          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910       7398        210     X         4              210          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910    4304145     122007     X         5           114783          0       7224
OCCIDENTAL PETE CORP DEL      COM             67459910    2806598      79665     X  X      6            40016       2900      36749
OCCIDENTAL PETE CORP DEL      COM             67459910   18808484     533877     X         6           217562        103     316212
OCCIDENTAL PETE CORP DEL      COM             67459910      38929       1105     X  X      7             1105          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910      13564        385     X         7              385          0          0
OCCIDENTAL PETE CORP DEL      COM             67459910    4424888     125600     X         8           125600          0          0
OCTEL CORP                    COM             67572710    5798359     333239     X         3           333239          0          0
OCTEL CORP                    COM             67572710        913         50     X         5                0          0         50
OCTEL CORP                    COM             67572710      22620       1300     X  X      6             1300          0          0
OFFICE DEPOT INC              COM             67622010       1405        100     X         11               0          0        100
OFFICE DEPOT INC              COM             67622010      15309       1050     X         13               0          0       1050
OFFICE DEPOT INC              COM             67622010   10046214     715033     X         3           715033          0          0
OFFICE DEPOT INC              COM             67622010     753945      53232     X         5            41845          0      11387
OFFICE DEPOT INC              COM             67622010      96243       6850     X  X      6             6850          0          0
OFFICE DEPOT INC              COM             67622010     571666      40688     X         6            15690          0      24998
OFFICE DEPOT INC              COM             67622010       2248        160     X         7              160          0          0
OHIO CAS CORP                 COM             67724010     862904      59634     X         3            59634          0          0
OHIO CAS CORP                 COM             67724010       6700        463     X         5              463          0          0
OHIO CAS CORP                 COM             67724010      77906       5384     X  X      6             5384          0          0
OHIO CAS CORP                 COM             67724010     504062      34835     X         6            34835          0          0
OHIO CAS CORP                 COM             67724010       7235        500     X  X      7              500          0          0
OIL SVC HOLDRS TR             DEPOSTRY RCPT   67800210    1034517      17866     X         5            12640          0       5226
OIL SVC HOLDRS TR             DEPOSTRY RCPT   67800210      57600       1000     X  X      6             1000          0          0
OLD DOMINION FGHT LINES INC   COM             67958010    3327489     114386     X         3           114386          0          0
OLD DOMINION FGHT LINES INC   COM             67958010       5982        200     X         5                0          0        200
OLD DOMINION FGHT LINES INC   COM             67958010     147056       5007     X         6                0          0       5007
OLD NATL BANCORP IND          COM             68003310      84111       3755     X         5             2418          0       1337
OLD NATL BANCORP IND          COM             68003310     617106      27611     X  X      6            27611          0          0
OLD NATL BANCORP IND          COM             68003310      17925        802     X         6              802          0          0
OLD REP INTL CORP             COM             68022310      85041       2570     X         11            2500          0         70
OLD REP INTL CORP             COM             68022310    3934997     118918     X         3           118918          0          0
OLD REP INTL CORP             COM             68022310     581350      17518     X         5            16070          0       1448
OLD REP INTL CORP             COM             68022310    1336141      40379     X  X      6            38379          0       2000
OLD REP INTL CORP             COM             68022310     504259      15239     X         6            14657        582          0
OLD REP INTL CORP             COM             68022310      14063        425     X  X      7              425          0          0
OLIN CORP                     COM PAR $1      68066520       3164        200     X         1              200          0          0
OLIN CORP                     COM PAR $1      68066520     904540      57177     X         3            57177          0          0
OLIN CORP                     COM PAR $1      68066520    1457668      91769     X         5            82281          0       9488
OLIN CORP                     COM PAR $1      68066520     238471      15074     X  X      6            14774        300          0
OLIN CORP                     COM PAR $1      68066520      78436       4958     X         6             4958          0          0
OMNICARE INC                  COM             68190410    3578667      99242     X         3            99242          0          0
OMNICARE INC                  COM             68190410    1465108      40665     X         5            19466          0      21199
OMNICARE INC                  COM             68190410      24593        682     X  X      6              682          0          0
OMNICARE INC                  COM             68190410     460991      12784     X         6            12784          0          0
OMNICARE INC                  COM             68190410       1983         55     X         7               55          0          0
OMNICOM GROUP INC             COM             68191910    1923353      26769     X         11            6000          0      20769
OMNICOM GROUP INC             COM             68191910     720134       9704     X         13               0          0       9704
OMNICOM GROUP INC             COM             68191910   21534882     291493     X         3           291493          0          0
OMNICOM GROUP INC             COM             68191910       4095         57     X  X      4               57          0          0
OMNICOM GROUP INC             COM             68191910    2045347      27885     X         5            10169          0      17716
OMNICOM GROUP INC             COM             68191910    3042273      42342     X  X      6            29512          0      12830
OMNICOM GROUP INC             COM             68191910    6082534      84656     X         6            31440          0      53216
OMNICOM GROUP INC             COM             68191910       7185        100     X  X      7              100          0          0
1-800 CONTACTS INC            COM             68197710     398887      19450     X         5              100          0      19350
OMEGA PROTEIN CORP            COM             68210P10     731085     111616     X         3           111616          0          0
OMEGA PROTEIN CORP            COM             68210P10       6550       1000     X         6             1000          0          0
OMNIVISION TECHNOLOGIES INC   COM             68212810   20000370     472952     X         3           472952          0          0
OMNIVISION TECHNOLOGIES INC   COM             68212810    1509535      35687     X         5            33217          0       2470
OMNIVISION TECHNOLOGIES INC   COM             68212810       6332        150     X  X      6              150          0          0
OMNIVISION TECHNOLOGIES INC   COM             68212810     378328       8963     X         6                0          0       8963
ONEIDA LTD                    COM             68250510     920172     298757     X         3           298757          0          0
ONEIDA LTD                    COM             68250510         15          5     X         5                5          0          0
ONEOK INC NEW                 COM             68268010   13947474     691496     X         3           691496          0          0
ONEOK INC NEW                 COM             68268010    5565160     274829     X         5           229289          0      45540
ONEOK INC NEW                 COM             68268010     295369      14644     X  X      6            14644          0          0
ONEOK INC NEW                 COM             68268010     851517      42217     X         6            32947          0       9270
ONYX PHARMACEUTICALS INC      COM             68339910    1077500      50000     X         3            50000          0          0
ONYX PHARMACEUTICALS INC      COM             68339910      39905       1850     X         5             1850          0          0
ONYX PHARMACEUTICALS INC      COM             68339910      43140       2000     X  X      6             2000          0          0
ONYX PHARMACEUTICALS INC      COM             68339910      43140       2000     X         6             2000          0          0
OPEN JT STK CO-VIMPEL COMMUN  SPONSORED ADR   68370R10    1447799      23789     X         3            23789          0          0
OPEN JT STK CO-VIMPEL COMMUN  SPONSORED ADR   68370R10     487897       7950     X         5             5950          0       2000
OPEN JT STK CO-VIMPEL COMMUN  SPONSORED ADR   68370R10       6086        100     X         6                0          0        100
OPEN TEXT CORP                COM             68371510    2040974      59800     X         3            59800          0          0
OPEN TEXT CORP                COM             68371510       3070         90     X         5               90          0          0
OPEN TEXT CORP                COM             68371510     235359       6900     X         6                0          0       6900
OPENWAVE SYS INC              COM             68371810       1108        275     X         13               0          0        275
OPENWAVE SYS INC              COM             68371810     207848      50299     X         5            28571          0      21728
OPENWAVE SYS INC              COM             68371810      40416       9600     X  X      6             8600          0       1000
OPENWAVE SYS INC              COM             68371810     360376      85600     X         6            85600          0          0
OPLINK COMMUNICATIONS INC     COM             68375Q10      63566      25125     X         5            25125          0          0
OPSWARE INC                   COM             68383A10    3563349     488130     X         3           488130          0          0
OPSWARE INC                   COM             68383A10    2656100     363915     X         5           360915          0       3000
OPSWARE INC                   COM             68383A10     157388      21560     X         6                0          0      21560
ORACLE CORP                   COM             68389X10      56250       5000     X  X      1             5000          0          0
ORACLE CORP                   COM             68389X10      94759       8423     X         1             8423          0          0
ORACLE CORP                   COM             68389X10      58838       5230     X         11               0          0       5230
ORACLE CORP                   COM             68389X10     204692      17510     X         13               0          0      17510
ORACLE CORP                   COM             68389X10  148320575   13042455     X         3         13042455          0          0
ORACLE CORP                   COM             68389X10      11250       1000     X  X      4             1000          0          0
ORACLE CORP                   COM             68389X10      22556       2005     X         4             2005          0          0
ORACLE CORP                   COM             68389X10   25515820    2230164     X         5          1260903          0     969261
ORACLE CORP                   COM             68389X10   28170416    2504037     X  X      6          2063728     265535     174774
ORACLE CORP                   COM             68389X10   84678930    7527016     X         6          6386355      21983    1118678
ORACLE CORP                   COM             68389X10      19744       1755     X  X      7             1755          0          0
ORACLE CORP                   COM             68389X10     138060      12272     X         7            12272          0          0
ORACLE CORP                   COM             68389X10    2563875     227900     X         8           227900          0          0
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310     159865      19532     X         5            16132          0       3400
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310      16380       2000     X  X      6             2000          0          0
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310      68575       8373     X         6             8373          0          0
OPPENHEIMER MULTI-SECTOR INC  SH BEN INT      68393310    8085987     987300     X         9           987300          0          0
ORASURE TECHNOLOGIES INC      COM             68554V10    1921166     202228     X         3           202228          0          0
ORASURE TECHNOLOGIES INC      COM             68554V10     279955      29500     X         5            29000          0        500
ORASURE TECHNOLOGIES INC      COM             68554V10    1565850     165000     X  X      6           165000          0          0
ORASURE TECHNOLOGIES INC      COM             68554V10      91047       9594     X         6              725          0       8869
ORBITAL ENGINE LTD            SP ADR NEW2003  68556340      85998      17769     X         5            17711          0         58
ORBITAL SCIENCES CORP         COM             68556410      25180       2700     X         5             2300          0        400
ORBITAL SCIENCES CORP         COM             68556410      41352       4456     X  X      6             4456          0          0
ORBITAL SCIENCES CORP         COM             68556410     344214      37092     X         6            37092          0          0
O REILLY AUTOMOTIVE INC       COM             68609110    1942191      52820     X         3            52820          0          0
O REILLY AUTOMOTIVE INC       COM             68609110     529000      14375     X         5            14375          0          0
O REILLY AUTOMOTIVE INC       COM             68609110     123648       3360     X  X      6             3360          0          0
O REILLY AUTOMOTIVE INC       COM             68609110     629280      17100     X         6            17100          0          0
ORPHAN MED INC                COM             68730310     338730      30000     X         3            30000          0          0
ORPHAN MED INC                COM             68730310       1127        100     X         5              100          0          0
ORTHODONTIC CTRS AMER INC     COM             68750P10     641298      81383     X         5            81383          0          0
ORTHODONTIC CTRS AMER INC     COM             68750P10     207173      26291     X         6            26291          0          0
OSHKOSH B GOSH INC            CL A            68822220      44303       1650     X         5                0          0       1650
OSHKOSH B GOSH INC            CL A            68822220     277014      10762     X         6            10762          0          0
OSHKOSH TRUCK CORP            COM             68823920    9039002     228200     X         3           228200          0          0
OSHKOSH TRUCK CORP            COM             68823920      30446        768     X         5              700          0         68
OSHKOSH TRUCK CORP            COM             68823920      83181       2100     X  X      6             1900          0        200
OSHKOSH TRUCK CORP            COM             68823920     422322      10662     X         6            10662          0          0
OSTEOTECH INC                 COM             68858210    4875147     593050     X         3           593050          0          0
OSTEOTECH INC                 COM             68858210      16230       2000     X         5             1000          0       1000
OSTEOTECH INC                 COM             68858210       3696        448     X  X      6              448          0          0
OSTEOTECH INC                 COM             68858210     689857      83619     X         6            73359         60      10200
OTTER TAIL CORP               COM             68964810     135512       5200     X         11               0          0       5200
OTTER TAIL CORP               COM             68964810     310322      11908     X         5            11908          0          0
OTTER TAIL CORP               COM             68964810      46908       1800     X  X      6             1800          0          0
OTTER TAIL CORP               COM             68964810      46908       1800     X         6             1800          0          0
OUTBACK STEAKHOUSE INC        COM             68989910   26018394     687045     X         11          550775          0     136270
OUTBACK STEAKHOUSE INC        COM             68989910    3123821      81983     X         3            81983          0          0
OUTBACK STEAKHOUSE INC        COM             68989910    1277060      32831     X         5            10027          0      22804
OUTBACK STEAKHOUSE INC        COM             68989910      82292       2173     X  X      6             1909        264          0
OUTBACK STEAKHOUSE INC        COM             68989910     856506      22617     X         6            22617          0          0
OUTBACK STEAKHOUSE INC        COM             68989910       3219         85     X  X      7               85          0          0
OVERSEAS SHIPHOLDING GROUP I  COM             69036810     879572      34026     X         3            34026          0          0
OVERSEAS SHIPHOLDING GROUP I  COM             69036810     443353      17151     X         5            17151          0          0
OVERTURE SVCS INC             COM             69039R10    1652550      62763     X         3            62763          0          0
OVERTURE SVCS INC             COM             69039R10    1853764      70405     X         5            70405          0          0
OWENS & MINOR INC NEW         COM             69073210     302504      12183     X         5             1199          0      10984
OWENS & MINOR INC NEW         COM             69073210     359958      14936     X  X      6            14936          0          0
OWENS & MINOR INC NEW         COM             69073210     197259       8185     X         6             8185          0          0
OWENS ILL INC                 COM NEW         69076840    6424275     562546     X         3           562546          0          0
OWENS ILL INC                 COM NEW         69076840     520824      45604     X         5            45504          0        100
OWENS ILL INC                 COM NEW         69076840       5710        500     X  X      6              500          0          0
OWENS ILL INC                 COM NEW         69076840      19757       1730     X         6             1730          0          0
OWENS ILL INC                 PFD CONV $.01   69076850    3672354     128404     X         3           128404          0          0
OWENS ILL INC                 PFD CONV $.01   69076850     195481       6835     X         5             6835          0          0
OWENS ILL INC                 PFD CONV $.01   69076850      41470       1450     X  X      6             1450          0          0
OXFORD HEALTH PLANS INC       COM             69147110   68254324    1652247     X         11         1243725       1200     407322
OXFORD HEALTH PLANS INC       COM             69147110    4575289     110150     X         3           110150          0          0
OXFORD HEALTH PLANS INC       COM             69147110    3554327      85827     X         5            66666          0      19161
OXFORD HEALTH PLANS INC       COM             69147110      17350        420     X  X      6              420          0          0
OXFORD HEALTH PLANS INC       COM             69147110    1199229      29030     X         6            29030          0          0
P A M TRANSN SVCS INC         COM             69314910    3506642     170889     X         3           170889          0          0
P A M TRANSN SVCS INC         COM             69314910     478116      23300     X         6            20350          0       2950
PDF SOLUTIONS INC             COM             69328210     840105      74676     X         3            74676          0          0
PDF SOLUTIONS INC             COM             69328210      36270       3224     X         6                0          0       3224
PDI INC                       COM             69329V10    1309368      53400     X         3            53400          0          0
PDI INC                       COM             69329V10      18971        774     X         5              774          0          0
PG&E CORP                     COM             69331C10    8607896     360163     X         3           360163          0          0
PG&E CORP                     COM             69331C10     461207      19252     X         5            15379          0       3873
PG&E CORP                     COM             69331C10      37762       1580     X  X      6             1580          0          0
PG&E CORP                     COM             69331C10    2258072      94480     X         6            32892          0      61588
P F CHANGS CHINA BISTRO INC   COM             69333Y10    9428265     207900     X         3           207900          0          0
P F CHANGS CHINA BISTRO INC   COM             69333Y10     257173       5645     X         5             3150          0       2495
P F CHANGS CHINA BISTRO INC   COM             69333Y10      27210        600     X  X      6              600          0          0
P F CHANGS CHINA BISTRO INC   COM             69333Y10     444475       9801     X         6             9801          0          0
PICO HLDGS INC                COM NEW         69336620     467469      33850     X         5                0          0      33850
PMA CAP CORP                  CL A            69341920    3291568     262695     X         3           262695          0          0
PMA CAP CORP                  CL A            69341920      40835       3259     X         5             3259          0          0
PMA CAP CORP                  CL A            69341920     311997      24900     X  X      6             6000      18900          0
PMA CAP CORP                  CL A            69341920      25060       2000     X         6             2000          0          0
PMC CAP INC                   COM             69343010      55471      11461     X         5            10261          0       1200
PMC CAP INC                   COM             69343010        179         37     X         6               37          0          0
PMC-SIERRA INC                COM             69344F10       1654        123     X         13               0          0        123
PMC-SIERRA INC                COM             69344F10    1288075      97648     X         3            97648          0          0
PMC-SIERRA INC                COM             69344F10     464412      35164     X         5            32862          0       2302
PMC-SIERRA INC                COM             69344F10      47484       3600     X  X      6             3500          0        100
PMC-SIERRA INC                COM             69344F10     562263      42628     X         6             2940        100      39588
PMI GROUP INC                 COM             69344M10     323664       9290     X         13               0          0       9290
PMI GROUP INC                 COM             69344M10   21550286     638527     X         3           638527          0          0
PMI GROUP INC                 COM             69344M10    4495958     129937     X         5            28484          0     101453
PMI GROUP INC                 COM             69344M10     105435       3124     X  X      6             3124          0          0
PMI GROUP INC                 COM             69344M10     409185      12124     X         6             4424          0       7700
PMI GROUP INC                 COM             69344M10    3856748     114274     X         8           114274          0          0
PNC FINL SVCS GROUP INC       COM             69347510     147498       3100     X  X      1             3100          0          0
PNC FINL SVCS GROUP INC       COM             69347510     570960      12000     X         1            12000          0          0
PNC FINL SVCS GROUP INC       COM             69347510     375259       7685     X         13               0          0       7685
PNC FINL SVCS GROUP INC       COM             69347510   17765230     373109     X         3           373109          0          0
PNC FINL SVCS GROUP INC       COM             69347510    1295230      26950     X         5            16591          0      10359
PNC FINL SVCS GROUP INC       COM             69347510   20288255     426403     X  X      6           383738      22260      20405
PNC FINL SVCS GROUP INC       COM             69347510   15984882     335958     X         6           308424          0      27534
POSCO                         SPONSORED ADR   69348310     213218       7312     X         13               0          0       7312
POSCO                         SPONSORED ADR   69348310    2857941      99928     X         3            99928          0          0
POSCO                         SPONSORED ADR   69348310     874432      30553     X         5            29453          0       1100
POSCO                         SPONSORED ADR   69348310      50050       1750     X  X      6              930          0        820
POSCO                         SPONSORED ADR   69348310      19734        690     X         6              690          0          0
PNM RES INC                   COM             69349H10    1105000      39408     X         3            39408          0          0
PNM RES INC                   COM             69349H10     596266      20817     X         5             3143          0      17674
PNM RES INC                   COM             69349H10      36172       1290     X  X      6             1290          0          0
PNM RES INC                   COM             69349H10     619404      22090     X         6            15870          0       6220
PPG INDS INC                  COM             69350610      22455        430     X  X      1              430          0          0
PPG INDS INC                  COM             69350610     151438       2900     X         1             2800          0        100
PPG INDS INC                  COM             69350610    8625961     165185     X         11           58150          0     107035
PPG INDS INC                  COM             69350610     228893       4322     X         13               0          0       4322
PPG INDS INC                  COM             69350610   45722318     873721     X         3           873721          0          0
PPG INDS INC                  COM             69350610      10444        200     X  X      4              200          0          0
PPG INDS INC                  COM             69350610      15666        300     X         4              300          0          0
PPG INDS INC                  COM             69350610    2793041      52884     X         5            10423          0      42461
PPG INDS INC                  COM             69350610   22920716     438926     X  X      6           377164      50423      11339
PPG INDS INC                  COM             69350610   64236449    1230112     X         6          1088042       1969     140101
PPG INDS INC                  COM             69350610      13055        250     X  X      7              250          0          0
PPG INDS INC                  COM             69350610      46632        893     X         7              893          0          0
PPL CORP                      COM             69351T10     101556       2480     X  X      1             2480          0          0
PPL CORP                      COM             69351T10      32760        800     X         1              800          0          0
PPL CORP                      COM             69351T10     668333      16202     X         13               0          0      16202
PPL CORP                      COM             69351T10    6276816     153280     X         3           153280          0          0
PPL CORP                      COM             69351T10    6287792     152803     X         5            51129          0     101674
PPL CORP                      COM             69351T10    5923511     144652     X  X      6           126691      16561       1400
PPL CORP                      COM             69351T10    8207132     200418     X         6           169263          0      31155
PPL CORP                      COM             69351T10      52211       1275     X         7             1275          0          0
PSS WORLD MED INC             COM             69366A10     108607      12330     X         5            11410          0        920
PSS WORLD MED INC             COM             69366A10      15804       1800     X  X      6             1800          0          0
PSS WORLD MED INC             COM             69366A10     210720      24000     X         6            24000          0          0
PTEK HLDGS INC                COM             69366M10     274966      33370     X         5            31370          0       2000
PTEK HLDGS INC                COM             69366M10      19785       2404     X         6             2404          0          0
PACCAR INC                    COM             69371810   33274789     444828     X         3           444828          0          0
PACCAR INC                    COM             69371810    4801697      64462     X         5            62003          0       2459
PACCAR INC                    COM             69371810     768151      10326     X  X      6              870          0       9456
PACCAR INC                    COM             69371810    3838003      51593     X         6             9149          0      42444
PACIFIC AMERN INCOME SHS INC  COM             69379610     291605      19751     X         5             2440          0      17311
PACIFIC AMERN INCOME SHS INC  COM             69379610      22118       1517     X         6             1517          0          0
PACIFIC AMERN INCOME SHS INC  COM             69379610     906876      62200     X         9            62200          0          0
PACIFIC CAP BANCORP NEW       COM             69404P10    1185417      37533     X         5              564          0      36969
PACIFIC SUNWEAR CALIF INC     COM             69487310       7637        350     X         13               0          0        350
PACIFIC SUNWEAR CALIF INC     COM             69487310   48592413    2347378     X         3          2347378          0          0
PACIFIC SUNWEAR CALIF INC     COM             69487310    1140916      55215     X         5            55065          0        150
PACIFIC SUNWEAR CALIF INC     COM             69487310      12045        583     X  X      6              583          0          0
PACIFIC SUNWEAR CALIF INC     COM             69487310    1344956      65100     X         6            41683         54      23363
PACIFICARE HEALTH SYS DEL     COM             69511210    1799842      36882     X         3            36882          0          0
PACIFICARE HEALTH SYS DEL     COM             69511210     470774       9647     X         5             9647          0          0
PACIFICARE HEALTH SYS DEL     COM             69511210      27962        573     X         6              573          0          0
PACKAGING CORP AMER           COM             69515610   17618445     907232     X         3           907232          0          0
PACKAGING CORP AMER           COM             69515610      40515       2059     X         5              769          0       1290
PACKAGING CORP AMER           COM             69515610      52434       2700     X         6             2700          0          0
PACKETEER INC                 COM             69521010    4622645     382700     X         3           382700          0          0
PACKETEER INC                 COM             69521010      11372        885     X         5                0          0        885
PACKETEER INC                 COM             69521010       2663        221     X  X      6              221          0          0
PACKETEER INC                 COM             69521010     637770      52927     X         6            46301         26       6600
PACTIV CORP                   COM             69525710    3465548     170885     X         3           170885          0          0
PACTIV CORP                   COM             69525710     452947      22287     X         5            20039          0       2248
PACTIV CORP                   COM             69525710      23484       1158     X  X      6             1158          0          0
PACTIV CORP                   COM             69525710     292316      14414     X         6            14414          0          0
PACTIV CORP                   COM             69525710       8578        423     X         7              423          0          0
PACTIV CORP                   COM             69525710     365040      18000     X         8            18000          0          0
PALL CORP                     COM             69642930    1434858      63942     X         3            63942          0          0
PALL CORP                     COM             69642930     684413      30067     X         5             3096          0      26971
PALL CORP                     COM             69642930    1128395      50285     X  X      6            45285          0       5000
PALL CORP                     COM             69642930     167358       7458     X         6             7458          0          0
PAN AMERICAN SILVER CORP      COM             69790010    3933133     408425     X         5           408425          0          0
PAN AMERICAN SILVER CORP      COM             69790010       4815        500     X  X      6              500          0          0
PAN AMERICAN SILVER CORP      COM             69790010       9630       1000     X         6             1000          0          0
PAN PACIFIC RETAIL PPTYS INC  COM             69806L10     346298       8051     X         5             5951          0       2100
PANERA BREAD CO               CL A            69840W10   17258630     419500     X         3           419500          0          0
PANERA BREAD CO               CL A            69840W10     223757       5700     X         5              725          0       4975
PANERA BREAD CO               CL A            69840W10      46587       1136     X  X      6              536          0        600
PANERA BREAD CO               CL A            69840W10     637664      15549     X         6            13230         19       2300
PAPA JOHNS INTL INC           COM             69881310   10947611     441258     X         3           441258          0          0
PAPA JOHNS INTL INC           COM             69881310      36582       1450     X         5              100          0       1350
PARAGON TECHNOLOGIES INC      COM             69912T10     127877      12537     X         5                0          0      12537
PARAGON TECHNOLOGIES INC      COM             69912T10      21165       2075     X         6             2075          0          0
PARAMETRIC TECHNOLOGY CORP    COM             69917310       7704       2246     X         13               0          0       2246
PARAMETRIC TECHNOLOGY CORP    COM             69917310     322889     103490     X         3           103490          0          0
PARAMETRIC TECHNOLOGY CORP    COM             69917310     162918      51298     X         5            46550          0       4748
PARAMETRIC TECHNOLOGY CORP    COM             69917310        636        202     X  X      6              200          2          0
PARAMETRIC TECHNOLOGY CORP    COM             69917310      11261       3575     X         6             3575          0          0
PARK ELECTROCHEMICAL CORP     COM             70041620   26938616    1184115     X         11          950050          0     234065
PARK ELECTROCHEMICAL CORP     COM             70041620       2207         97     X         5               97          0          0
PARK ELECTROCHEMICAL CORP     COM             70041620      38675       1700     X         6             1700          0          0
PARK PL ENTMT CORP            COM             70069010       3758        405     X         13               0          0        405
PARK PL ENTMT CORP            COM             70069010    2664635     295742     X         3           295742          0          0
PARK PL ENTMT CORP            COM             70069010    2464953     273208     X         5           260805          0      12403
PARK PL ENTMT CORP            COM             70069010      13173       1462     X  X      6             1062          0        400
PARK PL ENTMT CORP            COM             70069010      13515       1500     X         6             1500          0          0
PARKER DRILLING CO            COM             70108110        472        200     X         11               0          0        200
PARKER DRILLING CO            COM             70108110      32096      13600     X         5            13600          0          0
PARKER DRILLING CO            COM             70108110      23600      10000     X  X      6                0          0      10000
PARKER DRILLING CO            NOTE  5.500% 8/ 701081AD      29550      30000     X         5            30000          0          0
PARKER DRILLING CO            NOTE  5.500% 8/ 701081AD      23760      24000     X         6            24000          0          0
PARKER HANNIFIN CORP          COM             70109410    2053294      45935     X         3            45935          0          0
PARKER HANNIFIN CORP          COM             70109410       1922         43     X  X      4               43          0          0
PARKER HANNIFIN CORP          COM             70109410      91900       2054     X         5             1979          0         75
PARKER HANNIFIN CORP          COM             70109410     667237      14927     X  X      6            14252        565        110
PARKER HANNIFIN CORP          COM             70109410    2249081      50315     X         6            44448          0       5867
PARKER HANNIFIN CORP          COM             70109410        894         20     X         7               20          0          0
PARKWAY PPTYS INC             COM             70159Q10     465387      10553     X         5                0          0      10553
PARKWAY PPTYS INC             COM             70159Q10      25128        575     X  X      6              575          0          0
PARKWAY PPTYS INC             COM             70159Q10      34960        800     X         6              800          0          0
PARLEX CORP                   COM             70163010    3700078     470090     X         3           470090          0          0
PARLEX CORP                   COM             70163010     374680      49300     X         6            41300          0       8000
PATINA OIL & GAS CORP         COM             70322410    3707352     102300     X         11           92800          0       9500
PATINA OIL & GAS CORP         COM             70322410   12056613     332688     X         3           332688          0          0
PATINA OIL & GAS CORP         COM             70322410     724315      19549     X         5             6550          0      12999
PATINA OIL & GAS CORP         COM             70322410      32163        888     X  X      6                0        731        156
PATINA OIL & GAS CORP         COM             70322410     124267       3429     X         6              417          0       3012
PATRICK INDS INC              COM             70334310     389080      56800     X         5                0          0      56800
PATRIOT TRANSN HLDG INC       COM             70337B10     547080      18800     X  X      6            18800          0          0
PATRIOT TRANSN HLDG INC       COM             70337B10    2656685      91295     X         6            91295          0          0
PATTERSON DENTAL CO           COM             70341210    3843983      66759     X         3            66759          0          0
PATTERSON DENTAL CO           COM             70341210    2529406      43361     X         5            18415          0      24946
PATTERSON DENTAL CO           COM             70341210      17274        300     X  X      6              300          0          0
PATTERSON DENTAL CO           COM             70341210      13934        242     X         6              242          0          0
PATTERSON DENTAL CO           COM             70341210       3685         64     X  X      7               64          0          0
PATTERSON UTI ENERGY INC      COM             70348110    2808864      87733     X         3            87733          0          0
PATTERSON UTI ENERGY INC      COM             70348110    1571544      58041     X         5            57616          0        425
PATTERSON UTI ENERGY INC      COM             70348110       7986        295     X  X      6              295          0          0
PATTERSON UTI ENERGY INC      COM             70348110     114235       4220     X         6             3220          0       1000
PAULA FINL DEL                COM             70358810      25025      17500     X         5                0          0      17500
PAXAR CORP                    COM             70422710      28220       2125     X         5              125          0       2000
PAXAR CORP                    COM             70422710     128000      10000     X  X      6            10000          0          0
PAXAR CORP                    COM             70422710      12800       1000     X         6             1000          0          0
PAXSON COMMUNICATIONS CORP    COM             70423110      41130       8250     X         5             6500          0       1750
PAXSON COMMUNICATIONS CORP    COM             70423110       7440       1500     X  X      6             1500          0          0
PAXSON COMMUNICATIONS CORP    COM             70423110       9920       2000     X         6             2000          0          0
PAYCHEX INC                   COM             70432610       3662        106     X         13               0          0        106
PAYCHEX INC                   COM             70432610   48646707    1431658     X         3          1431658          0          0
PAYCHEX INC                   COM             70432610    1394133      40568     X         5            16686          0      23882
PAYCHEX INC                   COM             70432610    6276685     184067     X  X      6           169307        537      14223
PAYCHEX INC                   COM             70432610    3104839      91051     X         6            69916          0      21135
PAYCHEX INC                   COM             70432610       5149        151     X  X      7              151          0          0
PAYCHEX INC                   COM             70432610        955         28     X         7               28          0          0
PAYLESS SHOESOURCE INC        COM             70437910       3230        240     X         13               0          0        240
PAYLESS SHOESOURCE INC        COM             70437910   22916261    1770771     X         3          1770771          0          0
PAYLESS SHOESOURCE INC        COM             70437910      48278       3702     X         5             2982          0        720
PAYLESS SHOESOURCE INC        COM             70437910     142586      11019     X  X      6            10569        450          0
PAYLESS SHOESOURCE INC        COM             70437910     191098      14768     X         6             9538          0       5230
PEABODY ENERGY CORP           COM             70454910       1591         50     X         13               0          0         50
PEABODY ENERGY CORP           COM             70454910    5084167     162071     X         3           162071          0          0
PEABODY ENERGY CORP           COM             70454910     876400      27931     X         5            27476          0        455
PEABODY ENERGY CORP           COM             70454910     365492      11651     X         6             6880          0       4771
PEAPACK-GLADSTONE FINL CORP   COM             70469910     154475       4756     X         5                0          0       4756
PEAPACK-GLADSTONE FINL CORP   COM             70469910     757549      24382     X  X      6            24382          0          0
PEARSON PLC                   SPONSORED ADR   70501510     226513      22820     X         5              250          0      22570
PEC SOLUTIONS INC             COM             70510710      54701       3706     X  X      6             3706          0          0
PEC SOLUTIONS INC             COM             70510710     348026      23579     X         6            23579          0          0
PEDIATRIX MED GROUP           COM             70532410    4853670     105400     X         3           105400          0          0
PEDIATRIX MED GROUP           COM             70532410    1010616      21268     X         5             5498          0      15770
PEDIATRIX MED GROUP           COM             70532410      56642       1230     X  X      6             1230          0          0
PEDIATRIX MED GROUP           COM             70532410    1713198      37203     X         6            26653          0      10550
PEETS COFFEE & TEA INC        COM             70556010     260958      13400     X         5              300          0      13100
PEMSTAR INC                   COM             70655210      20121       5700     X         5             5700          0          0
PEMSTAR INC                   COM             70655210     413010     117000     X  X      6           117000          0          0
PENGROWTH ENERGY TR           COM             70690210     146510      11500     X         13               0          0      11500
PENGROWTH ENERGY TR           COM             70690210      42273       3300     X         5             3300          0          0
PENGROWTH ENERGY TR           COM             70690210       6405        500     X  X      6              500          0          0
PENFORD CORP                  COM             70705110       7037        522     X         13               0          0        522
PENFORD CORP                  COM             70705110     460679      34175     X         5                0          0      34175
PENN ENGR & MFG CORP          COM NON VTG     70738930     184920      12000     X  X      6            12000          0          0
PENN NATL GAMING INC          COM             70756910      41574       1950     X         11               0          0       1950
PENN NATL GAMING INC          COM             70756910    4398316     206300     X         3           206300          0          0
PENN NATL GAMING INC          COM             70756910     620494      28377     X         5             5248          0      23129
PENN NATL GAMING INC          COM             70756910     633012      29691     X         6            26191          0       3500
PENN TREATY AMERN CORP        NOTE  6.250%10/ 707874AE      56550      52000     X         6            52000          0          0
PENN VA CORP                  COM             70788210     844220      19100     X  X      6             1500       1600      16000
PENN VA CORP                  COM             70788210      39780        900     X         6              900          0          0
PENN VA RESOURCES PARTNERS L  COM             70788410     171101       5740     X         5             2140          0       3600
PENN VA RESOURCES PARTNERS L  COM             70788410     660270      22090     X  X      6             8090          0      14000
PENNEY J C INC                COM             70816010       2137        100     X  X      1              100          0          0
PENNEY J C INC                COM             70816010       6411        300     X         1              300          0          0
PENNEY J C INC                COM             70816010       1069         50     X         11               0          0         50
PENNEY J C INC                COM             70816010       8197        376     X         13               0          0        376
PENNEY J C INC                COM             70816010    2255518     105546     X         3           105546          0          0
PENNEY J C INC                COM             70816010    2236782     104073     X         5            74419          0      29654
PENNEY J C INC                COM             70816010    2328838     108977     X  X      6            33833       1400      73744
PENNEY J C INC                COM             70816010    2396111     112125     X         6            80786          0      31339
PENNEY J C INC                COM             70816010      21370       1000     X  X      7             1000          0          0
PENNEY J C INC                NOTE  5.000%10/ 708160BV       8182       8000     X         5             3000          0       5000
PENNEY J C INC                NOTE  5.000%10/ 708160BV       2035       2000     X         6             2000          0          0
PENNICHUCK CORP               COM NEW         70825420    1046750      39500     X         3            39500          0          0
PENNICHUCK CORP               COM NEW         70825420     220520       8333     X         5             2233          0       6100
PENNROCK FINL SVCS CORP       COM             70835210      22842        810     X  X      6              810          0          0
PENNROCK FINL SVCS CORP       COM             70835210     482840      17122     X         6            17122          0          0
PENNS WOODS BANCORP INC       COM             70843010     371993       8530     X         6             8530          0          0
PENNSYLVANIA RL ESTATE INVT   SH BEN INT      70910210    9492393     280435     X         5            31874          0     248561
PENNSYLVANIA RL ESTATE INVT   SH BEN INT      70910210     632606      18912     X  X      6            18912          0          0
PENNSYLVANIA RL ESTATE INVT   SH BEN INT      70910210     424614      12694     X         6            12694          0          0
PENTAIR INC                   COM             70963110   57616217    1445102     X         11         1157902        900     286300
PENTAIR INC                   COM             70963110      54745       1370     X         13               0          0       1370
PENTAIR INC                   COM             70963110    2932239      73545     X         3            73545          0          0
PENTAIR INC                   COM             70963110    1726835      43260     X         5            20379          0      22881
PENTAIR INC                   COM             70963110     138947       3485     X  X      6             3485          0          0
PENTAIR INC                   COM             70963110     413253      10365     X         6            10365          0          0
PEOPLES BK BRIDGEPORT CONN    COM             71019810        720          0     X         3                0          0          0
PEOPLES BK BRIDGEPORT CONN    COM             71019810     309340      10202     X         5             2750          0       7452
PEOPLES BK BRIDGEPORT CONN    COM             71019810      27000        900     X  X      6              900          0          0
PEOPLES BK BRIDGEPORT CONN    COM             71019810      36000       1200     X         6             1200          0          0
PEOPLES BK N C                COM             71057710      27918       1551     X  X      6                0          0       1551
PEOPLES BK N C                COM             71057710     243774      13543     X         6            13543          0          0
PEOPLES ENERGY CORP           COM             71103010      27518        665     X         11               0          0        665
PEOPLES ENERGY CORP           COM             71103010    6796665     164250     X         3           164250          0          0
PEOPLES ENERGY CORP           COM             71103010    1439130      34755     X         5            32308          0       2447
PEOPLES ENERGY CORP           COM             71103010    1576247      38092     X  X      6            34795       1055       2242
PEOPLES ENERGY CORP           COM             71103010     592479      14318     X         6            10238          0       4080
PEOPLESOFT INC                COM             71271310      12128        640     X         13               0          0        640
PEOPLESOFT INC                COM             71271310    3229962     177568     X         3           177568          0          0
PEOPLESOFT INC                COM             71271310     589065      32008     X         5            25716          0       6292
PEOPLESOFT INC                COM             71271310      14013        767     X  X      6              701          0         66
PEOPLESOFT INC                COM             71271310     693493      37958     X         6            15631          0      22327
PEOPLESOFT INC                COM             71271310       2814        154     X         7              154          0          0
PEP BOYS MANNY MOE & JACK     COM             71327810      82620       5400     X         5             5400          0          0
PEP BOYS MANNY MOE & JACK     COM             71327810    9804393     640810     X  X      6           640810          0          0
PEP BOYS MANNY MOE & JACK     COM             71327810    1159495      75784     X         6            75784          0          0
PEPCO HOLDINGS INC            COM             71329110      60048       3475     X  X      1             3475          0          0
PEPCO HOLDINGS INC            COM             71329110      13185        763     X         1              763          0          0
PEPCO HOLDINGS INC            COM             71329110       6976        400     X         13               0          0        400
PEPCO HOLDINGS INC            COM             71329110    2944166     167380     X         3           167380          0          0
PEPCO HOLDINGS INC            COM             71329110     377200      21737     X         5            11780          0       9957
PEPCO HOLDINGS INC            COM             71329110    1618186      93645     X  X      6            85936       4919       2790
PEPCO HOLDINGS INC            COM             71329110     710790      41134     X         6            40665          0        469
PEPSI BOTTLING GROUP INC      COM             71340910     333835      15520     X         13               0          0      15520
PEPSI BOTTLING GROUP INC      COM             71340910    9058225     440147     X         3           440147          0          0
PEPSI BOTTLING GROUP INC      COM             71340910    1716715      83268     X         5            79978          0       3290
PEPSI BOTTLING GROUP INC      COM             71340910     774014      37610     X         6             2544          0      35066
PEPSIAMERICAS INC             COM             71343P20    2044568     141102     X         3           141102          0          0
PEPSIAMERICAS INC             COM             71343P20     301027      20766     X         5            20516          0        250
PEPSIAMERICAS INC             COM             71343P20      24488       1690     X  X      6                0        200       1490
PEPSIAMERICAS INC             COM             71343P20     399272      27555     X         6            27555          0          0
PEPSICO INC                   COM             71344810    3979327      86828     X  X      1            84678       2150          0
PEPSICO INC                   COM             71344810    1869910      40801     X         1            40801          0          0
PEPSICO INC                   COM             71344810     102201       2230     X         11               0          0       2230
PEPSICO INC                   COM             71344810    1817443      38934     X         13               0          0      38934
PEPSICO INC                   COM             71344810   87764129    1902119     X         3          1902119          0          0
PEPSICO INC                   COM             71344810      21998        480     X  X      4              480          0          0
PEPSICO INC                   COM             71344810      69203       1510     X         4             1510          0          0
PEPSICO INC                   COM             71344810   39652152     857046     X         5           417371          0     439675
PEPSICO INC                   COM             71344810  153099515    3340596     X  X      6          2901625     327102     111869
PEPSICO INC                   COM             71344810  175165743    3822076     X         6          3374485      10106     437485
PEPSICO INC                   COM             71344810      46059       1005     X  X      7             1005          0          0
PEPSICO INC                   COM             71344810     177225       3867     X         7             3867          0          0
PER-SE TECHNOLOGIES INC       COM NEW         71356930   18454000    1153375     X         3          1153375          0          0
PER-SE TECHNOLOGIES INC       COM NEW         71356930       1596        100     X  X      6              100          0          0
PER-SE TECHNOLOGIES INC       COM NEW         71356930     100037       6268     X         6              768          0       5500
PERFORMANCE FOOD GROUP CO     COM             71375510   14337051     325340     X         3           325340          0          0
PERFORMANCE FOOD GROUP CO     COM             71375510      88628       2157     X         5              316          0       1841
PERFORMANCE FOOD GROUP CO     COM             71375510     151801       3727     X  X      6             3727          0          0
PERFORMANCE FOOD GROUP CO     COM             71375510    2029983      49840     X         6            43814         26       6000
PERFORMANCE FOOD GROUP CO     COM             71375510       2037         50     X         7               50          0          0
PERKINELMER INC               COM             71404610     657207      40795     X         13               0          0      40795
PERKINELMER INC               COM             71404610     754155      49259     X         3            49259          0          0
PERKINELMER INC               COM             71404610    6743351     440407     X         5           439507          0        900
PERKINELMER INC               COM             71404610     244807      15990     X  X      6            15490          0        500
PERKINELMER INC               COM             71404610    1282947      83798     X         6            56100          0      27698
PEROT SYS CORP                CL A            71426510   56459250    5645925     X         11         4275300       3850    1366775
PEROT SYS CORP                CL A            71426510     139000      13900     X         3            13900          0          0
PEROT SYS CORP                CL A            71426510     110139      11010     X         5            10910          0        100
PEROT SYS CORP                CL A            71426510     145500      14550     X         6            14550          0          0
PERRIGO CO                    COM             71429010    1254758      98567     X         3            98567          0          0
PERRIGO CO                    COM             71429010       2559        201     X         5              201          0          0
PERUSAHAAN PERS INDO SATELLI  SPONSORED ADR   71568010     113000      10000     X         3            10000          0          0
PERUSAHAAN PERS INDO SATELLI  SPONSORED ADR   71568010       3390        300     X         5              300          0          0
PERUSAHAAN PERS INDO SATELLI  SPONSORED ADR   71568010       3390        300     X         6              300          0          0
P T TELEKOMUNIKASI INDONESIA  SPONSORED ADR   71568410      13423        920     X         13               0          0        920
P T TELEKOMUNIKASI INDONESIA  SPONSORED ADR   71568410     136300      10000     X         3            10000          0          0
P T TELEKOMUNIKASI INDONESIA  SPONSORED ADR   71568410     450050      31216     X         5             5616          0      25600
P T TELEKOMUNIKASI INDONESIA  SPONSORED ADR   71568410      13630       1000     X         6             1000          0          0
PETCO ANIMAL SUPPLIES         COM NEW         71601620    8367840     268200     X         3           268200          0          0
PETCO ANIMAL SUPPLIES         COM NEW         71601620       3994        125     X         5                0          0        125
PETCO ANIMAL SUPPLIES         COM NEW         71601620     255922       8200     X         6                0          0       8200
PETROCHINA CO LTD             SPONSORED  ADR  71646E10      10770          0     X         3                0          0          0
PETROCHINA CO LTD             SPONSORED  ADR  71646E10     705946      20927     X         5             1700          0      19227
PETROCHINA CO LTD             SPONSORED  ADR  71646E10       6777        202     X  X      6              202          0          0
PETROCHINA CO LTD             SPONSORED  ADR  71646E10     119539       3563     X         6             3563          0          0
PETROKAZAKHSTAN INC           COM             71649P10     276631      14735     X         5             2400          0      12335
PETROKAZAKHSTAN INC           COM             71649P10      41800       2000     X         6                0          0       2000
PETROLEUM & RES CORP          COM             71654910    1446206      67897     X         5            67897          0          0
PETROLEUM & RES CORP          COM             71654910       1640         77     X  X      6               77          0          0
PETROLEUM & RES CORP          COM             71654910      38361       1801     X         6             1801          0          0
PETROLEUM & RES CORP          COM             71654910     124605       5850     X         9             5850          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10     271027      12565     X         13               0          0      12565
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10     794113      37370     X         3            37370          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10     174795       8220     X         5             7845          0        375
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10      46113       2170     X  X      6             1400          0        770
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V10      47303       2226     X         6             2226          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40    5701201     247857     X         3           247857          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40     576088      24871     X         5             4171          0      20700
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40      11786        514     X  X      6              514          0          0
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR   71654V40     119007       5190     X         6             5190          0          0
PETROQUEST ENERGY INC         COM             71674810     158562      76600     X  X      6            76600          0          0
PETROQUEST ENERGY INC         COM             71674810      10350       5000     X         6             5000          0          0
PETSMART INC                  COM             71676810    3764114     165820     X         3           165820          0          0
PETSMART INC                  COM             71676810     895829      38923     X         5            25488          0      13435
PETSMART INC                  COM             71676810      78522       3450     X  X      6             3450          0          0
PETSMART INC                  COM             71676810     197784       8690     X         6             8690          0          0
PETSMART INC                  COM             71676810       2959        130     X         7              130          0          0
PFIZER INC                    COM             71708110    4364786     143673     X  X      1           141573       2100          0
PFIZER INC                    COM             71708110    6425826     211515     X         1           211215          0        300
PFIZER INC                    COM             71708110    1509096      49674     X         11            1750          0      47924
PFIZER INC                    COM             71708110    3419077     111009     X         13               0          0     111009
PFIZER INC                    COM             71708110  351415040   11512275     X         3         11512275          0          0
PFIZER INC                    COM             71708110      25519        840     X  X      4              840          0          0
PFIZER INC                    COM             71708110     160103       5270     X         4             5270          0          0
PFIZER INC                    COM             71708110  102102576    3342437     X         5          2010694          0    1331743
PFIZER INC                    COM             71708110  287435266    9461332     X  X      6          8393557     654542     413233
PFIZER INC                    COM             71708110  376768394   12401856     X         6         10345736      41848    2014272
PFIZER INC                    COM             71708110      62066       2043     X  X      7             2043          0          0
PFIZER INC                    COM             71708110     947248      31180     X         7            31180          0          0
PFIZER INC                    COM             71708110    9043518     297680     X         8           297680          0          0
PHARMACEUTICAL PROD DEV INC   COM             71712410     242299      10100     X         3            10100          0          0
PHARMACEUTICAL PROD DEV INC   COM             71712410     905774      37405     X         5             2290          0      35115
PHARMACEUTICAL PROD DEV INC   COM             71712410     131705       5490     X  X      6             5490          0          0
PHARMACEUTICAL PROD DEV INC   COM             71712410    3755778     156556     X         6           145756          0      10800
PHARMACEUTICAL PROD DEV INC   COM             71712410       1919         80     X         7               80          0          0
PHARMACEUTICAL RES INC        COM             71712510     115974       1700     X  X      1             1700          0          0
PHARMACEUTICAL RES INC        COM             71712510   90164873    1319131     X         3          1319131          0          0
PHARMACEUTICAL RES INC        COM             71712510    4599774      67420     X         5            67050          0        370
PHARMACEUTICAL RES INC        COM             71712510      66515        975     X  X      6              175        400        400
PHARMACEUTICAL RES INC        COM             71712510    6746208      98889     X         6            50884         20      47985
PHARMACEUTICAL RES INC        COM             71712510       4434         65     X         7               65          0          0
PHARMACEUTICAL HLDRS TR       DEPOSITRY RCPT  71712A20    1379703      18370     X         5             7600          0      10770
PHARMOS CORP                  COM NEW         71713920      41745      16500     X         5            16500          0          0
PHARMACOPEIA INC              COM             71713B10     129623      10066     X         5             8754          0       1312
PHARMANETICS INC              COM             71713J10     115269      23100     X         5                0          0      23100
PHARMANETICS INC              COM             71713J10        990        200     X  X      6              200          0          0
PHARMANETICS INC              COM             71713J10      51975      10500     X         6            10500          0          0
PHELPS DODGE CORP             COM             71726510       1358         28     X         13               0          0         28
PHELPS DODGE CORP             COM             71726510   36043394     769362     X         3           769362          0          0
PHELPS DODGE CORP             COM             71726510    2707961      57330     X         5            42586          0      14744
PHELPS DODGE CORP             COM             71726510     796630      17022     X  X      6             8207       7977        838
PHELPS DODGE CORP             COM             71726510    6794798     145188     X         6            36480         32     108676
PHILADELPHIA CONS HLDG CORP   COM             71752810     128529       2810     X  X      6             2810          0          0
PHILADELPHIA CONS HLDG CORP   COM             71752810    1713969      37472     X         6            31362          0       6110
PHILADELPHIA SUBN CORP        COM PAR $0.50   71800960    8244101     342363     X         3           342363          0          0
PHILADELPHIA SUBN CORP        COM PAR $0.50   71800960    2537512     105305     X         5            97317          0       7988
PHILADELPHIA SUBN CORP        COM PAR $0.50   71800960    3797464     157702     X  X      6           140640          0      17062
PHILADELPHIA SUBN CORP        COM PAR $0.50   71800960     462143      19192     X         6            19192          0          0
PHILIPPINE LONG DISTANCE TEL  SPONSORED ADR   71825260     236000      20000     X         3            20000          0          0
PHILIPPINE LONG DISTANCE TEL  SPONSORED ADR   71825260      12250       1000     X         5                0          0       1000
PHILLIPS VAN HEUSEN CORP      COM             71859210     305743      19847     X         5              247          0      19600
PHILLIPS VAN HEUSEN CORP      COM             71859210      38726       2580     X  X      6             2580          0          0
PHILLIPS VAN HEUSEN CORP      COM             71859210     624341      41595     X         6            29445          0      12150
PHOENIX COS INC NEW           COM             71902E10     201221      17415     X         5            16897          0        518
PHOENIX COS INC NEW           COM             71902E10      96535       8358     X  X      6             7622         18        718
PHOENIX COS INC NEW           COM             71902E10     294733      25518     X         6            25518          0          0
PHOTOMEDEX INC                COM             71935810      18560       8000     X         5             8000          0          0
PHOTOMEDEX INC                COM             71935810      58000      25000     X         6            25000          0          0
PHOTON DYNAMICS INC           COM             71936410     138670       4770     X         5             4690          0         80
PHOTON DYNAMICS INC           COM             71936410      16105        554     X  X      6              554          0          0
PHOTON DYNAMICS INC           COM             71936410     102879       3539     X         6             3539          0          0
PHOTRONICS INC                COM             71940510    4196724     197400     X         3           197400          0          0
PHOTRONICS INC                COM             71940510     105675       4945     X         5             4945          0          0
PHOTRONICS INC                COM             71940510     464156      21720     X         6            18320          0       3400
PIEDMONT NAT GAS INC          COM             72018610      23400        600     X  X      4              600          0          0
PIEDMONT NAT GAS INC          COM             72018610      19461        499     X         4              499          0          0
PIEDMONT NAT GAS INC          COM             72018610    1010890      25884     X         5            14171          0      11713
PIEDMONT NAT GAS INC          COM             72018610    3245268      83212     X  X      6            72576      10236        400
PIEDMONT NAT GAS INC          COM             72018610    4323462     110858     X         6           110418          0        440
PIER 1 IMPORTS INC            COM             72027910   50299517    2614320     X         11         2081875       2000     530445
PIER 1 IMPORTS INC            COM             72027910    1731350      89987     X         3            89987          0          0
PIER 1 IMPORTS INC            COM             72027910    1101097      56674     X         5            39433          0      17241
PIER 1 IMPORTS INC            COM             72027910      12891        670     X  X      6              670          0          0
PIER 1 IMPORTS INC            COM             72027910     517614      26903     X         6            26903          0          0
PIMCO MUNICIPAL INCOME FD     COM             72200R10     220528      15752     X         5                0          0      15752
PIMCO MUNICIPAL INCOME FD     COM             72200R10      13900       1000     X  X      6             1000          0          0
PIMCO CORPORATE INCOME FD     COM             72200U10     894987      59389     X         5            30437          0      28952
PIMCO CORPORATE INCOME FD     COM             72200U10       6088        404     X  X      6              404          0          0
PIMCO CORPORATE INCOME FD     COM             72200U10         60          4     X         6                4          0          0
PIMCO MUN INCOME FD II        COM             72200W10     593798      42404     X         5            28260          0      14144
PIMCO MUN INCOME FD II        COM             72200W10     133313       9536     X  X      6             9536          0          0
PIMCO MUN INCOME FD II        COM             72200W10      22368       1600     X         6             1600          0          0
PIMCO MUN INCOME FD II        COM             72200W10      41940       3000     X         7             3000          0          0
PIMCO STRATEGIC GBL GOV FD I  COM             72200X10     656827      55408     X         5            23662          0      31746
PIMCO STRATEGIC GBL GOV FD I  COM             72200X10      23805       2014     X  X      6             2014          0          0
PIMCO STRATEGIC GBL GOV FD I  COM             72200X10      61464       5200     X         6             5200          0          0
PIMCO HIGH INCOME FD          COM SHS         72201410    2614882     186752     X         5           165237          0      21515
PIMCO HIGH INCOME FD          COM SHS         72201410    4406496     315200     X         9           315200          0          0
PIMCO MUN INCOME FD III       COM             72201A10      14200       1000     X         5             1000          0          0
PIMCO MUN INCOME FD III       COM             72201A10      17423       1227     X  X      6             1227          0          0
PIMCO MUN INCOME FD III       COM             72201A10     450140      31700     X         7            31700          0          0
PIMCO CORPORATE OPP FD        COM             72201B10      13390        813     X         13               0          0        813
PIMCO CORPORATE OPP FD        COM             72201B10    3141845     191158     X         5            72498          0     118660
PIMCO CORPORATE OPP FD        COM             72201B10      10729        655     X  X      6              655          0          0
PIMCO FLOATING RATE INCOME F  COM             72201H10     281366      14050     X         5            11550          0       2500
PINNACLE WEST CAP CORP        COM             72348410    4809576     135481     X         3           135481          0          0
PINNACLE WEST CAP CORP        COM             72348410     170305       4763     X         5             1790          0       2973
PINNACLE WEST CAP CORP        COM             72348410      95495       2690     X         6             2690          0          0
PIONEER CORP JAPAN            SPONSORED ADR   72364610      11200        448     X         5              448          0          0
PIONEER CORP JAPAN            SPONSORED ADR   72364610      24150        966     X  X      6              966          0          0
PIONEER CORP JAPAN            SPONSORED ADR   72364610     465025      18601     X         6            17849          0        752
PIONEER HIGH INCOME TR        COM             72369H10      13288        864     X         13               0          0        864
PIONEER HIGH INCOME TR        COM             72369H10    3083098     200894     X         5            73877          0     127017
PIONEER HIGH INCOME TR        COM             72369H10      25993       1700     X  X      6             1700          0          0
PIONEER INTREST SHS           COM             72370310     457796      41049     X         5            15549          0      25500
PIONEER MUN HIGH INCOME TR    COM SHS         72376310     271557      18300     X         5            16800          0       1500
PIONEER NAT RES CO            COM             72378710     165456       6423     X         13               0          0       6423
PIONEER NAT RES CO            COM             72378710    2938288     115408     X         3           115408          0          0
PIONEER NAT RES CO            COM             72378710    2693641     104750     X         5            15731          0      89019
PIONEER NAT RES CO            COM             72378710     690959      27139     X  X      6            13139          0      14000
PITNEY BOWES INC              COM             72447910     337216       8800     X  X      1             8800          0          0
PITNEY BOWES INC              COM             72447910     214592       5600     X         1             5600          0          0
PITNEY BOWES INC              COM             72447910     251460       6405     X         13               0          0       6405
PITNEY BOWES INC              COM             72447910    3638906      94961     X         3            94961          0          0
PITNEY BOWES INC              COM             72447910    9992677     257063     X         5           105993          0     151070
PITNEY BOWES INC              COM             72447910   16446024     429176     X  X      6           405826       6800      16550
PITNEY BOWES INC              COM             72447910    7783137     203109     X         6           180170       1500      21439
PITNEY BOWES INC              COM             72447910      92351       2410     X         7             2410          0          0
PITTSBURGH & W VA RR          SH BEN INT      72481910     208347      23542     X         5            23542          0          0
PITTSBURGH & W VA RR          SH BEN INT      72481910      21895       2474     X  X      6             2474          0          0
PIXAR                         COM             72581110       4371         64     X         13               0          0         64
PIXAR                         COM             72581110    1129794      16926     X         5            15910          0       1016
PIXAR                         COM             72581110      41323        620     X  X      6              620          0          0
PIXAR                         COM             72581110      21328        320     X         6              320          0          0
PLACER DOME INC               COM             72590610      57906       4190     X         13               0          0       4190
PLACER DOME INC               COM             72590610    6121500     445200     X         3           445200          0          0
PLACER DOME INC               COM             72590610    3627911     263826     X         5           259486          0       4340
PLACER DOME INC               COM             72590610     178750      13000     X  X      6             7100       1500       4400
PLACER DOME INC               COM             72590610      48194       3505     X         6             3505          0          0
PLACER DOME INC               COM             72590610       2338        170     X  X      7              170          0          0
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  72650310      88412       2894     X         13               0          0       2894
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  72650310     653763      21433     X         5             2030          0      19403
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  72650310     199833       6650     X  X      6             1650       5000          0
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  72650310   10091721     335831     X         6           335831          0          0
PLANAR SYS INC                COM             72690010       8317        391     X         5              391          0          0
PLANAR SYS INC                COM             72690010      63470       2984     X  X      6             2984          0          0
PLANAR SYS INC                COM             72690010     447521      21040     X         6            21040          0          0
PLANTRONICS INC NEW           COM             72749310    1025049      42943     X         3            42943          0          0
PLANTRONICS INC NEW           COM             72749310    4764277     195994     X         5            47890          0     148104
PLEXUS CORP                   COM             72913210     646806      41622     X         3            41622          0          0
PLEXUS CORP                   COM             72913210      42488       2692     X         5             1133          0       1559
PLEXUS CORP                   COM             72913210      20513       1320     X         6             1320          0          0
PLUM CREEK TIMBER CO INC      COM             72925110      24422        960     X  X      1              960          0          0
PLUM CREEK TIMBER CO INC      COM             72925110      91584       3600     X         1             3600          0          0
PLUM CREEK TIMBER CO INC      COM             72925110     574944      22600     X         11               0          0      22600
PLUM CREEK TIMBER CO INC      COM             72925110     255509       9850     X         13               0          0       9850
PLUM CREEK TIMBER CO INC      COM             72925110    1809471      71127     X         3            71127          0          0
PLUM CREEK TIMBER CO INC      COM             72925110    7318550     286497     X         5           226365          0      60132
PLUM CREEK TIMBER CO INC      COM             72925110    2222642      87368     X  X      6            76183       7069       4116
PLUM CREEK TIMBER CO INC      COM             72925110    1150371      45219     X         6            45219          0          0
POGO PRODUCING CO             COM             73044810    6727521     148576     X         3           148576          0          0
POGO PRODUCING CO             COM             73044810    5469070     120657     X         5           109214          0      11443
POGO PRODUCING CO             COM             73044810     510124      11266     X  X      6                0       2000       9266
POGO PRODUCING CO             COM             73044810     746848      16494     X         6             6194          0      10300
POLARIS INDS INC              COM             73106810     307723       4150     X         3             4150          0          0
POLARIS INDS INC              COM             73106810    6790182      91562     X         5            90694          0        868
POLARIS INDS INC              COM             73106810      51905        700     X  X      6              450          0        250
POLARIS INDS INC              COM             73106810       7637        103     X         6              103          0          0
POLO RALPH LAUREN CORP        CL A            73157210     101541       3620     X         13               0          0       3620
POLO RALPH LAUREN CORP        CL A            73157210      95650       3493     X         5             1893          0       1600
POLO RALPH LAUREN CORP        CL A            73157210       5364        200     X         6                0          0        200
POLYCOM INC                   COM             73172K10    1608280      96826     X         3            96826          0          0
POLYCOM INC                   COM             73172K10      92660       5582     X         5             5108          0        474
POLYCOM INC                   COM             73172K10      63118       3800     X  X      6             3800          0          0
POLYCOM INC                   COM             73172K10     637824      38400     X         6            38400          0          0
POLYMEDICA CORP               COM             73173810      37021       1397     X         5             1397          0          0
POLYMEDICA CORP               COM             73173810      57240       2160     X  X      6             2160          0          0
POLYMEDICA CORP               COM             73173810     910540      34360     X         6            34360          0          0
POPULAR INC                   COM             73317410     159200       4000     X         13               0          0       4000
POPULAR INC                   COM             73317410    3126250      78549     X         5            78549          0          0
POPULAR INC                   COM             73317410     857292      21540     X  X      6            21540          0          0
POPULAR INC                   COM             73317410      58546       1471     X         6             1471          0          0
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310     103243      12560     X         13               0          0      12560
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310     188867      23989     X         5            23781          0        208
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310      46716       5936     X  X      6             3520          0       2416
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310      23728       3015     X         6             3015          0          0
PORTUGAL TELECOM SGPS S A     SPONSORED ADR   73727310       4730        601     X  X      7              601          0          0
POST PPTYS INC                COM             73746410    6104721     224191     X         3           224191          0          0
POST PPTYS INC                COM             73746410     369071      13499     X         5             2845          0      10654
POST PPTYS INC                COM             73746410     113413       4165     X  X      6             2815       1000        350
POST PPTYS INC                COM             73746410      77279       2838     X         6             2838          0          0
POTASH CORP SASK INC          COM             73755L10     711198       9811     X         5             2318          0       7493
POTASH CORP SASK INC          COM             73755L10     210310       2981     X  X      6             2981          0          0
POTASH CORP SASK INC          COM             73755L10     350916       4974     X         6             4674          0        300
POTASH CORP SASK INC          COM             73755L10       1058         15     X         7               15          0          0
POTLATCH CORP                 COM             73762810     835281      28105     X         3            28105          0          0
POTLATCH CORP                 COM             73762810      35402       1184     X         5                0          0       1184
POTLATCH CORP                 COM             73762810      13374        450     X  X      6                0        450          0
POWELL INDS INC               COM             73912810    5331183     317900     X         11          312900          0       5000
POWELL INDS INC               COM             73912810     137514       8200     X         3             8200          0          0
POWELL INDS INC               COM             73912810      28238       1574     X         5                0          0       1574
POWER INTEGRATIONS INC        COM             73927610   18161871     545535     X         3           545535          0          0
POWER INTEGRATIONS INC        COM             73927610     473038      14231     X         5            14231          0          0
POWER INTEGRATIONS INC        COM             73927610      43378       1305     X  X      6             1305          0          0
POWER INTEGRATIONS INC        COM             73927610    1501717      45178     X         6            33166         23      11989
POWER-ONE INC                 COM             73930810    8301313     806736     X         3           806736          0          0
POWER-ONE INC                 COM             73930810     229056      21057     X         5             2811          0      18246
POWER-ONE INC                 COM             73930810    1097214     105400     X         6            92050          0      13350
POWERSHARES ETF TRUST         DYNAMIC MKT PT  73935X10    1799866      59012     X         5            59012          0          0
POWERWAVE TECHNOLOGIES INC    COM             73936310     410086      61760     X         3            61760          0          0
POWERWAVE TECHNOLOGIES INC    COM             73936310     125040      18825     X         5            18225          0        600
POWERWAVE TECHNOLOGIES INC    COM             73936310       1328        200     X  X      6                0          0        200
PRACTICEWORKS INC             COM             73941910      22810       1063     X         5              761          0        302
PRACTICEWORKS INC             COM             73941910     944057      44012     X  X      6            44012          0          0
POZEN INC                     COM             73941U10    6680246     376140     X         5           376140          0          0
POZEN INC                     COM             73941U10      88800       5000     X  X      6             5000          0          0
PRAECIS PHARMACEUTICALS INC   COM             73942110     369050      55000     X         3            55000          0          0
PRAECIS PHARMACEUTICALS INC   COM             73942110      10280       1500     X         5              500          0       1000
PRAXAIR INC                   COM             74005P10      83633       1350     X  X      1             1350          0          0
PRAXAIR INC                   COM             74005P10     188948       3050     X         1             3050          0          0
PRAXAIR INC                   COM             74005P10     848514      13411     X         13               0          0      13411
PRAXAIR INC                   COM             74005P10   15794524     253633     X         3           253633          0          0
PRAXAIR INC                   COM             74005P10   12564022     199350     X         5            37004          0     162346
PRAXAIR INC                   COM             74005P10   51247828     827245     X  X      6           784658      25504      17083
PRAXAIR INC                   COM             74005P10   64493791    1041062     X         6           967225       1945      71892
PRAXAIR INC                   COM             74005P10      98129       1584     X         7             1584          0          0
PRAXAIR INC                   COM             74005P10    3751073      60550     X         8            60550          0          0
PRECIS INC                    COM             74018410     379925     116900     X         5                0          0     116900
PRECISION CASTPARTS CORP      COM             74018910    1818531      51810     X         3            51810          0          0
PRECISION CASTPARTS CORP      COM             74018910     900345      25562     X         5            23302          0       2260
PRECISION DRILLING CORP       COM             74022D10     669451      17769     X         5            17519          0        250
PREFERRED INCOME FD INC       COM             74037G10     722156      46238     X         5            45727          0        511
PREFERRED INCOME FD INC       COM             74037G10      63948       4094     X         6             4094          0          0
PREFERRED INCOME OPPORTUNITY  COM             74037H10     260964      21114     X         5             7086          0      14028
PREMIER FARNELL PLC           SPONSORED ADR   74050U10      13839       1809     X  X      6             1809          0          0
PREMIER FARNELL PLC           SPONSORED ADR   74050U10     416749      54477     X         6            52767          0       1710
PRENTISS PPTYS TR             SH BEN INT      74070610      71152       2295     X         5             2235          0         60
PRENTISS PPTYS TR             SH BEN INT      74070610    1528610      49310     X  X      6            10010          0      39300
PRENTISS PPTYS TR             SH BEN INT      74070610    1285880      41480     X         6            41480          0          0
PRICE COMMUNICATIONS CORP     COM NEW         74143730     658353      53093     X         3            53093          0          0
PRICE LEGACY CORP             COM             74144P10      42585      12167     X         5            12167          0          0
PRICE T ROWE GROUP INC        COM             74144T10    6474354     156916     X         3           156916          0          0
PRICE T ROWE GROUP INC        COM             74144T10    2478720      59937     X         5            54141          0       5796
PRICE T ROWE GROUP INC        COM             74144T10    1178957      28560     X  X      6            24960       1100       2500
PRICE T ROWE GROUP INC        COM             74144T10     880915      21340     X         6            21140          0        200
PRICE T ROWE GROUP INC        COM             74144T10     268320       6500     X         8             6500          0          0
PRICELINE COM INC             COM NEW         74150340     318977      10984     X         5            10947          0         37
PRICELINE COM INC             COM NEW         74150340       1917         66     X         6               66          0          0
PRIDE INTL INC DEL            COM             74153Q10   40980540    2417731     X         11         1887875       2100     527756
PRIDE INTL INC DEL            COM             74153Q10    3094612     181131     X         3           181131          0          0
PRIDE INTL INC DEL            COM             74153Q10     112585       6614     X         5             4844          0       1770
PRIDE INTL INC DEL            COM             74153Q10      55935       3300     X  X      6             3300          0          0
PRIDE INTL INC DEL            COM             74153Q10     285184      16825     X         6            16825          0          0
PRIME MED SVCS INC NEW        COM             74156D10     101806      22668     X         5            20668          0       2000
PRIMUS KNOWLEDGE SOLUTIONS I  COM             74163Q10      26215      17500     X         5              500          0      17000
PRIMA ENERGY CORP             COM PAR $0.015  74190120    4261089     168756     X         3           168756          0          0
PRIME HOSPITALITY CORP        COM             74191710     475595      53500     X         5              100          0      53400
PRIMUS TELECOMMUNICATIONS GR  COM             74192910    1065825     157900     X         3           157900          0          0
PRIMUS TELECOMMUNICATIONS GR  COM             74192910      33669       4988     X         5             4988          0          0
PRIMUS TELECOMMUNICATIONS GR  COM             74192910     180225      26700     X  X      6            26700          0          0
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10    4057242     130921     X         3           130921          0          0
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10     510082      16447     X         5            15994          0        453
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10     216465       6985     X  X      6             5585       1400          0
PRINCIPAL FINANCIAL GROUP IN  COM             74251V10    3224324     104044     X         6             9334        200      94510
PRIORITY HEALTHCARE CORP      CL B            74264T10    1098890      53500     X         3            53500          0          0
PRIORITY HEALTHCARE CORP      CL B            74264T10     128135       6194     X         5             5094          0       1100
PRIORITY HEALTHCARE CORP      CL B            74264T10      38975       1892     X  X      6             1892          0          0
PRIORITY HEALTHCARE CORP      CL B            74264T10     168117       8161     X         6             8161          0          0
PRIORITY HEALTHCARE CORP      CL B            74264T10       1133         55     X         7               55          0          0
PROASSURANCE CORP             COM             74267C10    3612300     139849     X         3           139849          0          0
PROASSURANCE CORP             COM             74267C10       1426         53     X         5                0          0         53
PROASSURANCE CORP             COM             74267C10     158286       6128     X         6                0          0       6128
PRIVATE BUSINESS INC          COM NEW         74267D20      29947      29075     X         5                0          0      29075
PROCTER & GAMBLE CO           COM             74271810    7595925      81835     X  X      1            81235        600          0
PROCTER & GAMBLE CO           COM             74271810    5783243      62306     X         1            62206          0        100
PROCTER & GAMBLE CO           COM             74271810     460202       4958     X         11               0          0       4958
PROCTER & GAMBLE CO           COM             74271810     821197       8738     X         13               0          0       8738
PROCTER & GAMBLE CO           COM             74271810  151563179    1631081     X         3          1631081          0          0
PROCTER & GAMBLE CO           COM             74271810       1856         20     X  X      4               20          0          0
PROCTER & GAMBLE CO           COM             74271810     122430       1319     X         4             1319          0          0
PROCTER & GAMBLE CO           COM             74271810   30201035     323789     X         5           197116          0     126673
PROCTER & GAMBLE CO           COM             74271810  201567819    2171599     X  X      6          1950484     107837     113278
PROCTER & GAMBLE CO           COM             74271810  257464071    2773800     X         6          2396058       2538     375204
PROCTER & GAMBLE CO           COM             74271810       6497         70     X  X      7               70          0          0
PROCTER & GAMBLE CO           COM             74271810     719541       7752     X         7             7752          0          0
PRIVATEBANCORP INC            COM             74296210    2846864      85982     X         3            85982          0          0
PRIVATEBANCORP INC            COM             74296210       8145        246     X         5              246          0          0
PRIVATEBANCORP INC            COM             74296210     124361       3756     X         6                0          0       3756
PROGENICS PHARMACEUTICALS IN  COM             74318710     516600      30000     X         3            30000          0          0
PROGENICS PHARMACEUTICALS IN  COM             74318710      11991        700     X         5              700          0          0
PROGRESS ENERGY INC           COM             74326310     355680       8000     X  X      1             8000          0          0
PROGRESS ENERGY INC           COM             74326310     107282       2413     X         1             2413          0          0
PROGRESS ENERGY INC           COM             74326310     199093       4449     X         13               0          0       4449
PROGRESS ENERGY INC           COM             74326310    4251532      94626     X         3            94626          0          0
PROGRESS ENERGY INC           COM             74326310      15116        340     X  X      4              340          0          0
PROGRESS ENERGY INC           COM             74326310    6677995     149452     X         5            34493          0     114959
PROGRESS ENERGY INC           COM             74326310   14194046     319254     X  X      6           268047      20051      31156
PROGRESS ENERGY INC           COM             74326310   16117410     362515     X         6           344526          0      17989
PROGRESS ENERGY INC           COM             74326310      72088       1621     X  X      7             1621          0          0
PROGRESS ENERGY INC           COM             74326310        934         21     X         7               21          0          0
PROGRESS SOFTWARE CORP        COM             74331210       9350        425     X         13               0          0        425
PROGRESS SOFTWARE CORP        COM             74331210    1724279      80199     X         3            80199          0          0
PROGRESS SOFTWARE CORP        COM             74331210      60884       2796     X         5             1696          0       1100
PROGRESS SOFTWARE CORP        COM             74331210      18494        855     X  X      6              855          0          0
PROGRESS SOFTWARE CORP        COM             74331210     150891       6976     X         6             3450          0       3526
PROGRESSIVE CORP OHIO         COM             74331510      13104        182     X         13               0          0        182
PROGRESSIVE CORP OHIO         COM             74331510    6050719      87552     X         3            87552          0          0
PROGRESSIVE CORP OHIO         COM             74331510      25225        365     X         4              365          0          0
PROGRESSIVE CORP OHIO         COM             74331510    2479332      35438     X         5            24984          0      10454
PROGRESSIVE CORP OHIO         COM             74331510    6275257      90801     X  X      6            48832       2200      39769
PROGRESSIVE CORP OHIO         COM             74331510    3868985      55983     X         6            40622          0      15361
PROGRESSIVE CORP OHIO         COM             74331510       3110         45     X  X      7               45          0          0
PROGRESSIVE CORP OHIO         COM             74331510      35937        520     X         7              520          0          0
PROLOGIS                      SH BEN INT      74341010       9138        300     X         13               0          0        300
PROLOGIS                      SH BEN INT      74341010    6955564     229936     X         3           229936          0          0
PROLOGIS                      SH BEN INT      74341010    3177381     104555     X         5            35070          0      69485
PROLOGIS                      SH BEN INT      74341010       6050        200     X  X      6              200          0          0
PROLOGIS                      SH BEN INT      74341010     163653       5410     X         6             1010          0       4400
PROQUEST COMPANY              COM             74346P10     511033      18770     X         5              850          0      17920
PROSPECT STR HIGH INCOME PTF  COM NEW         74358640      24390       9000     X         13               0          0       9000
PROSPECT STR HIGH INCOME PTF  COM NEW         74358640        331        125     X  X      6              125          0          0
PROSPECT STR HIGH INCOME PTF  COM NEW         74358640       6710       2532     X         6             2532          0          0
PROSPERITY BANCSHARES INC     COM             74360610   24052064    1128675     X         11          944750          0     183925
PROSPERITY BANCSHARES INC     COM             74360610     162489       7625     X         6             7625          0          0
PROTECTIVE LIFE CORP          COM             74367410    2014606      67491     X         3            67491          0          0
PROTECTIVE LIFE CORP          COM             74367410     180587       5949     X         5             1096          0       4853
PROTECTIVE LIFE CORP          COM             74367410     266262       8920     X  X      6             8920          0          0
PROTECTIVE LIFE CORP          COM             74367410     508226      17026     X         6            13176          0       3850
PROTEIN DESIGN LABS INC       COM             74369L10    8391946     603225     X         3           603225          0          0
PROTEIN DESIGN LABS INC       COM             74369L10     158628      11390     X         5             6000          0       5390
PROTEIN DESIGN LABS INC       COM             74369L10      16101       1146     X  X      6             1146          0          0
PROTEIN DESIGN LABS INC       COM             74369L10     947392      67430     X         6            59269         61       8100
PROTON ENERGY SYS INC         COM             74371K10      25401       9200     X         5                0          0       9200
PROTON ENERGY SYS INC         COM             74371K10       2600       1000     X  X      6                0          0       1000
PROTON ENERGY SYS INC         COM             74371K10       1300        500     X         6              500          0          0
PROVIDENT BANKSHARES CORP     COM             74385910     280205       9404     X         5             1002          0       8402
PROVIDENT FINL GROUP INC      COM             74386610    1336208      47790     X         3            47790          0          0
PROVIDENT FINL GROUP INC      COM             74386610       6201        215     X         5                0          0        215
PROVIDENT FINL GROUP INC      COM             74386610      27970       1000     X  X      6             1000          0          0
PROVIDENT FINL GROUP INC      COM             74386610      41955       1500     X         6             1500          0          0
PROVIDIAN FINL CORP           COM             74406A10    1183586      98550     X         13               0          0      98550
PROVIDIAN FINL CORP           COM             74406A10    1329759     112787     X         3           112787          0          0
PROVIDIAN FINL CORP           COM             74406A10     762094      64300     X         5            46130          0      18170
PROVIDIAN FINL CORP           COM             74406A10    1369609     116167     X  X      6           108291       4344       3532
PROVIDIAN FINL CORP           COM             74406A10    5264718     446541     X         6           389911          0      56630
PROXIM CORP                   CL A            74428310      18391      12311     X         5            10800          0       1511
PROXIM CORP                   CL A            74428310     206736     137824     X  X      6           137824          0          0
PRUDENTIAL FINL INC           COM             74432010    9887810     213819     X         3           213819          0          0
PRUDENTIAL FINL INC           COM             74432010      15093        404     X         4              404          0          0
PRUDENTIAL FINL INC           COM             74432010     124895       3332     X         5             1462          0       1870
PRUDENTIAL FINL INC           COM             74432010     432816      11585     X  X      6             4485       1000       6100
PRUDENTIAL FINL INC           COM             74432010   28200075     754820     X         6           680674          0      74146
PRUDENTIAL PLC                ADR             74435K20     181241      13086     X         5            13086          0          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310      45654       1087     X         1             1087          0          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310       6720        160     X         11               0          0        160
PUBLIC SVC ENTERPRISE GROUP   COM             74457310       6614        157     X         13               0          0        157
PUBLIC SVC ENTERPRISE GROUP   COM             74457310   14290542     339806     X         3           339806          0          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310    2452972      58354     X         5            42171          0      16183
PUBLIC SVC ENTERPRISE GROUP   COM             74457310   10596786     252304     X  X      6           209199      17723      25382
PUBLIC SVC ENTERPRISE GROUP   COM             74457310   10390968     247404     X         6           160919          0      86485
PUBLIC SVC ENTERPRISE GROUP   COM             74457310         21          1     X  X      7                1          0          0
PUBLIC SVC ENTERPRISE GROUP   COM             74457310       5040        120     X         7              120          0          0
PUBLIC STORAGE INC            COM             74460D10     149074       3800     X         3             3800          0          0
PUBLIC STORAGE INC            COM             74460D10     307930       7813     X         5             4061          0       3752
PUBLIC STORAGE INC            COM             74460D10     132872       3387     X  X      6             3387          0          0
PUBLIC STORAGE INC            COM             74460D10     114159       2910     X         6             2910          0          0
PUBLIC STORAGE INC            COM A DP1/1000  74460D72      11316        400     X         13               0          0        400
PUBLIC STORAGE INC            COM A DP1/1000  74460D72     404506      14302     X         5              698          0      13604
PUBLIC STORAGE INC            COM A DP1/1000  74460D72       5630        200     X         6                0          0        200
PUBLICIS S A NEW              SPONSORED ADR   74463M10    1516350      55000     X         3            55000          0          0
PUBLICIS S A NEW              SPONSORED ADR   74463M10       4191        152     X         6              152          0          0
PUGET ENERGY INC NEW          COM             74531010    2067867      92192     X         3            92192          0          0
PUGET ENERGY INC NEW          COM             74531010     104002       4628     X         5             3320          0       1308
PUGET ENERGY INC NEW          COM             74531010      54796       2443     X  X      6             1391       1052          0
PUGET ENERGY INC NEW          COM             74531010     163201       7276     X         6             7016          0        260
PULITZER INC                  COM             74576910   25280952     485239     X         3           485239          0          0
PULITZER INC                  COM             74576910      85965       1650     X         6                0          0       1650
PULTE HOMES INC               COM             74586710     706248       9964     X         13               0          0       9964
PULTE HOMES INC               COM             74586710    8942499     131488     X         3           131488          0          0
PULTE HOMES INC               COM             74586710     842436      12345     X         5            11351          0        994
PULTE HOMES INC               COM             74586710     627120       9221     X  X      6              300          0       8921
PULTE HOMES INC               COM             74586710    3578346      52615     X         6            14812          0      37803
PUMATECH INC                  COM             74588710     156468      32860     X         5            32800          0         60
PUTNAM HIGH INCOME OPP TR     SH BEN INT      74647910     422195      23850     X         5            23650          0        200
PUTNAM HIGH INCOME OPP TR     SH BEN INT      74647910       7434        420     X         6              420          0          0
PUTNAM HIGH INCOME BOND FD    SH BEN INT      74677910     136732      18245     X         5            17145          0       1100
PUTNAM HIGH INCOME BOND FD    SH BEN INT      74677910       3745        500     X  X      6              500          0          0
PUTNAM HIGH INCOME BOND FD    SH BEN INT      74677910      11235       1500     X         6             1500          0          0
PUTNAM HIGH YIELD MUN TR      SH BEN INT      74678110     212641      31179     X         5            31179          0          0
PUTNAM HIGH YIELD MUN TR      SH BEN INT      74678110      20255       2970     X  X      6             2970          0          0
PUTNAM HIGH YIELD MUN TR      SH BEN INT      74678110       9091       1333     X         6             1333          0          0
PUTNAM INVT GRADE MUN TR      COM             74680510      70440       6373     X         5             5748          0        625
PUTNAM INVT GRADE MUN TR      COM             74680510      56079       5075     X  X      6             5075          0          0
PUTNAM INVT GRADE MUN TR      COM             74680510      18409       1666     X         6             1666          0          0
PUTNAM MANAGED HIGH YIELD TR  SH BEN INT      74681910     722209      86090     X         5            75016          0      11074
PUTNAM MANAGED HIGH YIELD TR  SH BEN INT      74681910       8380       1000     X  X      6             1000          0          0
PUTNAM MANAGED MUN INCOM TR   COM             74682310     314877      41423     X         5            35223          0       6200
PUTNAM MANAGED MUN INCOM TR   COM             74682310     171182      22524     X  X      6             3700      18824          0
PUTNAM MANAGED MUN INCOM TR   COM             74682310      54750       7204     X         6             7204          0          0
PUTNAM MASTER INCOME TR       SH BEN INT      74683K10     219974      32666     X         5            13154          0      19512
PUTNAM MASTER INCOME TR       SH BEN INT      74683K10      78996      11721     X  X      6            11721          0          0
PUTNAM MASTER INCOME TR       SH BEN INT      74683K10     209213      31041     X         6            31041          0          0
PUTNAM MUN BD FD INC          SH BEN INT      74683V10       6250        500     X         13               0          0        500
PUTNAM MUN BD FD INC          SH BEN INT      74683V10      75625       6019     X         5             4261          0       1758
PUTNAM MUN BD FD INC          SH BEN INT      74683V10      79455       6311     X  X      6             6311          0          0
PUTNAM MUN BD FD INC          SH BEN INT      74683V10      29725       2361     X         6             2361          0          0
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310      33975       5292     X         13               0          0       5292
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310     522014      81901     X         5            63180          0      18721
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310     166441      26170     X  X      6            26170          0          0
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310      38294       6021     X         6             5521          0        500
PUTNAM PREMIER INCOME TR      SH BEN INT      74685310     127200      20000     X         9            20000          0          0
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910       5168        800     X         13               0          0        800
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910    1029779     160129     X         5            93086          0      67043
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910      15333       2392     X  X      6             2392          0          0
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910       1186        185     X         6              185          0          0
PUTNAM MASTER INTER INCOME T  SH BEN INT      74690910     167301      26100     X         9            26100          0          0
PUTNAM TAX FREE HEALTH CARE   SH BEN INT      74692010     125676      10325     X         5             9625          0        700
PUTNAM TAX FREE HEALTH CARE   SH BEN INT      74692010     111343       9149     X  X      6             9149          0          0
PUTNAM MUN OPPORTUNITIES TR   SH BEN INT      74692210      95959       7440     X         5             3440          0       4000
PUTNAM MUN OPPORTUNITIES TR   SH BEN INT      74692210      27011       2089     X  X      6             2089          0          0
PUTNAM MUN OPPORTUNITIES TR   SH BEN INT      74692210      81343       6291     X         6             6291          0          0
QLT INC                       COM             74692710     882944      55174     X         5            19601          0      35573
QLT INC                       COM             74692710      12792        800     X         6              800          0          0
QLOGIC CORP                   COM             74727710   51835529    1097414     X         3          1097414          0          0
QLOGIC CORP                   COM             74727710       1739         37     X         4               37          0          0
QLOGIC CORP                   COM             74727710    3092274      65665     X         5            54007          0      11658
QLOGIC CORP                   COM             74727710     358028       7616     X  X      6             4575          0       3041
QLOGIC CORP                   COM             74727710    4871458     103626     X         6            66238        338      37050
QLOGIC CORP                   COM             74727710      21625        460     X         7              460          0          0
QUAKER CHEM CORP              COM             74731610      88611       3730     X         5             2000          0       1730
QUAKER CHEM CORP              COM             74731610     290750      12500     X  X      6            12500          0          0
QUAKER CHEM CORP              COM             74731610      18608        800     X         6              800          0          0
QUAKER CITY BANCORP INC       COM             74731K10     213880       5347     X         6             5347          0          0
QUALCOMM INC                  COM             74752510     401944       9491     X         13               0          0       9491
QUALCOMM INC                  COM             74752510   72677007    1742308     X         3          1742308          0          0
QUALCOMM INC                  COM             74752510       4167        100     X  X      4              100          0          0
QUALCOMM INC                  COM             74752510       1500         36     X         4               36          0          0
QUALCOMM INC                  COM             74752510   12359625     295040     X         5           199003          0      96037
QUALCOMM INC                  COM             74752510    3404189      81694     X  X      6            53202       3000      25492
QUALCOMM INC                  COM             74752510   13817147     331585     X         6           129162        275     202148
QUALCOMM INC                  COM             74752510      19835        476     X         7              476          0          0
QUANEX CORP                   COM             74762010   19845168     590630     X         3           590630          0          0
QUANEX CORP                   COM             74762010      52387       1514     X         5              281          0       1233
QUANEX CORP                   COM             74762010      87360       2600     X         6              270          0       2330
QUANTA SVCS INC               COM             74762E10    2491040     301214     X         3           301214          0          0
QUANTA SVCS INC               COM             74762E10      31343       3660     X         5             1160          0       2500
QUANTUM FUEL SYS TECH WORLDW  COM             74765E10     332160      49205     X         5            49005          0        200
QUANTUM CORP                  COM DSSG        74790620       6404       1889     X         13               0          0       1889
QUANTUM CORP                  COM DSSG        74790620    5509082    1788663     X         3          1788663          0          0
QUANTUM CORP                  COM DSSG        74790620      20578       6572     X         5             5488          0       1084
QUANTUM CORP                  COM DSSG        74790620      32962      10702     X         6             5902          0       4800
Q MED                         COM             74791410     169068      26700     X         5             1400          0      25300
QUEST DIAGNOSTICS INC         COM             74834L10    5623450      92735     X         3            92735          0          0
QUEST DIAGNOSTICS INC         COM             74834L10    3314884      54473     X         5            39922          0      14551
QUEST DIAGNOSTICS INC         COM             74834L10     691781      11408     X  X      6            11132        222         54
QUEST DIAGNOSTICS INC         COM             74834L10     811363      13380     X         6              392          0      12988
QUEST DIAGNOSTICS INC         COM             74834L10    1497808      24700     X         8            24700          0          0
QUESTAR CORP                  COM             74835610    2503405      81253     X         3            81253          0          0
QUESTAR CORP                  COM             74835610    1063353      34406     X         5            24705          0       9701
QUESTAR CORP                  COM             74835610      82324       2672     X  X      6             2072          0        600
QUESTAR CORP                  COM             74835610     230674       7487     X         6             7487          0          0
QUIKSILVER INC                COM             74838C10    3394862     212844     X         3           212844          0          0
QUIKSILVER INC                COM             74838C10     798000      48350     X         5            12593          0      35757
QUIKSILVER INC                COM             74838C10     151429       9494     X         6              127          0       9367
QUIDEL CORP                   COM             74838J10     712265      97437     X         5                0          0      97437
QUINTON CARDIOLOGY SYS INC    COM             74877310     103353      14295     X         5            14295          0          0
QWEST COMMUNICATIONS INTL IN  COM             74912110      12530       3500     X         13               0          0       3500
QWEST COMMUNICATIONS INTL IN  COM             74912110    2240682     659024     X         3           659024          0          0
QWEST COMMUNICATIONS INTL IN  COM             74912110     329964      94357     X         5            43524          0      50833
QWEST COMMUNICATIONS INTL IN  COM             74912110     278979      82053     X  X      6            62728       2720      16605
QWEST COMMUNICATIONS INTL IN  COM             74912110     784676     230787     X         6           145347       1000      84440
RCN CORP                      COM             74936110     184000     100000     X         3           100000          0          0
RCN CORP                      COM             74936110       4411       2350     X         5             2050          0        300
RCN CORP                      COM             74936110      30124      16372     X  X      6             2800      13572          0
RCN CORP                      COM             74936110       4416       2400     X         6             2400          0          0
R H DONNELLEY CORP            COM NEW         74955W30       6466        160     X         1              160          0          0
R H DONNELLEY CORP            COM NEW         74955W30    1615996      39990     X         3            39990          0          0
R H DONNELLEY CORP            COM NEW         74955W30    1041630      25429     X         5              350          0      25079
R H DONNELLEY CORP            COM NEW         74955W30     490052      12127     X  X      6            11727         60        340
R H DONNELLEY CORP            COM NEW         74955W30    1777878      43996     X         6            42246          0       1750
RLI CORP                      COM             74960710   10791176     327800     X         11          287000          0      40800
RLI CORP                      COM             74960710       7736        235     X  X      6              235          0          0
RLI CORP                      COM             74960710     119500       3630     X         6             3630          0          0
R O C TAIWAN FD               SH BEN INT      74965110       1800        400     X         5                0          0        400
R O C TAIWAN FD               SH BEN INT      74965110    1999397     445300     X         9           445300          0          0
RPM INTL INC                  COM             74968510    1478496     113208     X         3           113208          0          0
RPM INTL INC                  COM             74968510     906492      69087     X         5            58547          0      10540
RPM INTL INC                  COM             74968510     141505      10835     X  X      6            10485          0        350
RPM INTL INC                  COM             74968510     237992      18223     X         6            18223          0          0
RSA SEC INC                   COM             74971910       1098         75     X         13               0          0         75
RSA SEC INC                   COM             74971910    4261323     298412     X         3           298412          0          0
RSA SEC INC                   COM             74971910     563034      38587     X         5             7230          0      31357
RSA SEC INC                   COM             74971910     437368      30415     X         6            26915          0       3500
RF MICRODEVICES INC           COM             74994110    1667940     180513     X         3           180513          0          0
RF MICRODEVICES INC           COM             74994110     380915      40745     X         5            23022          0      17723
RF MICRODEVICES INC           COM             74994110      65983       7141     X  X      6             6183        958          0
RF MICRODEVICES INC           COM             74994110     272968      29542     X         6            29542          0          0
RADIAN GROUP INC              COM             75023610   18121771     408148     X         11          354445          0      53703
RADIAN GROUP INC              COM             75023610      52778       1135     X         13               0          0       1135
RADIAN GROUP INC              COM             75023610    4260802      95441     X         3            95441          0          0
RADIAN GROUP INC              COM             75023610    2044066      46015     X         5            45539          0        476
RADIAN GROUP INC              COM             75023610     631324      14219     X  X      6             8389       5830          0
RADIAN GROUP INC              COM             75023610     413542       9314     X         6             9314          0          0
RADIAN GROUP INC              COM             75023610      39960        900     X         8              900          0          0
RADIO ONE INC                 CL D NON VTG    75040P40    8109092     564700     X         3           564700          0          0
RADIO ONE INC                 CL D NON VTG    75040P40      25456       1700     X         5              500          0       1200
RADIO ONE INC                 CL D NON VTG    75040P40    1076282      74950     X         6            65500          0       9450
RADIOSHACK CORP               COM             75043810       4262        150     X         11               0          0        150
RADIOSHACK CORP               COM             75043810     477027      16489     X         13               0          0      16489
RADIOSHACK CORP               COM             75043810   12295876     432801     X         3           432801          0          0
RADIOSHACK CORP               COM             75043810    3714329     130717     X         5           129449          0       1268
RADIOSHACK CORP               COM             75043810    1277882      44980     X  X      6            20093       1225      23662
RADIOSHACK CORP               COM             75043810    3745091     131823     X         6            24085      13850      93888
RAILAMERICA INC               COM             75075310    6837086     795010     X         3           795010          0          0
RAILAMERICA INC               COM             75075310       3440        400     X         5              400          0          0
RAILAMERICA INC               COM             75075310       1720        200     X  X      6                0        200          0
RAINBOW TECHNOLOGIES INC      COM             75086210     435556      47343     X         13               0          0      47343
RAINBOW TECHNOLOGIES INC      COM             75086210    2280988     249561     X         3           249561          0          0
RAINBOW TECHNOLOGIES INC      COM             75086210     100531      10999     X         6                0          0      10999
RAMBUS INC DEL                COM             75091710      85200       5000     X         13               0          0       5000
RAMBUS INC DEL                COM             75091710     204102      12029     X         5             4360          0       7669
RAMBUS INC DEL                COM             75091710      21555       1280     X  X      6             1280          0          0
RANDGOLD RES LTD              ADR             75234430   15754816     684992     X         3           684992          0          0
RANDGOLD RES LTD              ADR             75234430     166642       7282     X         5             1657          0       5625
RARE HOSPITALITY INTL INC     COM             75382010    4978836     199873     X         3           199873          0          0
RARE HOSPITALITY INTL INC     COM             75382010       7695        300     X         5                0          0        300
RARE HOSPITALITY INTL INC     COM             75382010      34874       1400     X  X      6             1400          0          0
RARE HOSPITALITY INTL INC     COM             75382010     919852      36927     X         6            33552          0       3375
RAVEN INDS INC                COM             75421210    7264380     295300     X         11          272200          0      23100
RAYMOND JAMES FINANCIAL INC   COM             75473010      21347        572     X         13               0          0        572
RAYMOND JAMES FINANCIAL INC   COM             75473010      69916       1911     X         5             1446          0        465
RAYMOND JAMES FINANCIAL INC   COM             75473010      72337       1990     X  X      6             1990          0          0
RAYMOND JAMES FINANCIAL INC   COM             75473010     776981      21375     X         6            14805          0       6570
RAYONIER INC                  COM             75490710    1666589      41049     X         3            41049          0          0
RAYONIER INC                  COM             75490710    3282707      80564     X         5            63225          0      17339
RAYONIER INC                  COM             75490710     522522      12870     X  X      6            11366       1054        450
RAYONIER INC                  COM             75490710     301008       7414     X         6             7414          0          0
RAYOVAC CORP                  COM             75508110   31419244    2152003     X         11         1690410          0     461593
RAYOVAC CORP                  COM             75508110      94966       6310     X         13               0          0       6310
RAYOVAC CORP                  COM             75508110    3177091     217609     X         3           217609          0          0
RAYOVAC CORP                  COM             75508110     299782      20533     X         5            20533          0          0
RAYTHEON CO                   COM NEW         75511150       4004        143     X         1              143          0          0
RAYTHEON CO                   COM NEW         75511150     194638       6827     X         13               0          0       6827
RAYTHEON CO                   COM NEW         75511150    5693576     162421     X         3           162421          0          0
RAYTHEON CO                   COM NEW         75511150      13104        468     X         4              468          0          0
RAYTHEON CO                   COM NEW         75511150    8033048     285369     X         5           201590          0      83779
RAYTHEON CO                   COM NEW         75511150    4455584     159128     X  X      6           139163       6815      13150
RAYTHEON CO                   COM NEW         75511150    3740352     133584     X         6            82362          0      51222
RAYTHEON CO                   COM NEW         75511150       6440        230     X  X      7              230          0          0
RAYTHEON CO                   COM NEW         75511150      41972       1499     X         7             1499          0          0
READERS DIGEST ASSN INC       COM             75526710    1355561      96895     X         3            96895          0          0
READERS DIGEST ASSN INC       COM             75526710    1136663      81105     X         5            14292          0      66813
READERS DIGEST ASSN INC       COM             75526710      90935       6500     X  X      6             6500          0          0
READERS DIGEST ASSN INC       COM             75526710      20985       1500     X         6             1500          0          0
REALNETWORKS INC              COM             75605L10     355429      54842     X         5            54315          0        527
REALNETWORKS INC              COM             75605L10       8748       1350     X  X      6             1350          0          0
REALNETWORKS INC              COM             75605L10      54756       8450     X         6             5450          0       3000
REALTY INCOME CORP            COM             75610910      21584        543     X         13               0          0        543
REALTY INCOME CORP            COM             75610910    2449176      61617     X         5              823          0      60794
REALTY INCOME CORP            COM             75610910     136793       3450     X  X      6             3250          0        200
REALTY INCOME CORP            COM             75610910       2776         70     X         6               70          0          0
RECKSON ASSOCS RLTY CORP      COM             75621K10    7399799     320199     X         3           320199          0          0
RECKSON ASSOCS RLTY CORP      COM             75621K10      98224       4210     X         5             1000          0       3210
RECKSON ASSOCS RLTY CORP      COM             75621K10        763         33     X         6               33          0          0
RED HAT INC                   COM             75657710       2010        200     X         13               0          0        200
RED HAT INC                   COM             75657710      81440       8125     X         5             4323          0       3802
RED HAT INC                   COM             75657710       7000        700     X  X      6              200          0        500
RED HAT INC                   COM             75657710      29500       2950     X         6             2950          0          0
REDWOOD TR INC                COM             75807540       8638        200     X         13               0          0        200
REDWOOD TR INC                COM             75807540     219489       5158     X         5             4158          0       1000
REDWOOD TR INC                COM             75807540       8946        211     X         6              211          0          0
REEBOK INTL LTD               COM             75811010      17282        504     X         13               0          0        504
REEBOK INTL LTD               COM             75811010    4033798     120664     X         3           120664          0          0
REEBOK INTL LTD               COM             75811010    1125587      33387     X         5            22387          0      11000
REEBOK INTL LTD               COM             75811010      94707       2833     X  X      6             2833          0          0
REEBOK INTL LTD               COM             75811010    1624197      48585     X         6            16439          0      32146
REEBOK INTL LTD               DBCV  4.250% 3/ 758110AE     101400      96000     X         5            96000          0          0
REED ELSEVIER P L C           SPONSORED ADR   75820510    1042800      33000     X         3            33000          0          0
REED ELSEVIER P L C           SPONSORED ADR   75820510       7089        221     X         5               10          0        211
REED ELSEVIER P L C           SPONSORED ADR   75820510      65096       2060     X         6             2060          0          0
REGAL ENTMT GROUP             CL A            75876610     424380      22000     X         5                0          0      22000
REGENCY CTRS CORP             COM             75884910      38289       1049     X         13               0          0       1049
REGENCY CTRS CORP             COM             75884910      20805        570     X         5                0          0        570
REGENCY CTRS CORP             COM             75884910     449570      12200     X  X      6              200       4000       8000
REGENCY CTRS CORP             COM             75884910      73921       2006     X         6                6          0       2000
REGENT COMMUNICATIONS INC DE  COM             75886510      14109       2313     X  X      6             2313          0          0
REGENT COMMUNICATIONS INC DE  COM             75886510      99235      16268     X         6            16268          0          0
REGENERON PHARMACEUTICALS     COM             75886F10    4046430     229000     X         3           229000          0          0
REGENERON PHARMACEUTICALS     COM             75886F10      71962       4073     X         5             3973          0        100
REGENERON PHARMACEUTICALS     COM             75886F10       1767        100     X         6              100          0          0
REGIS CORP MINN               COM             75893210       2247         70     X         11               0          0         70
REGIS CORP MINN               COM             75893210    6720147     209185     X         5           203287          0       5898
REGIS CORP MINN               COM             75893210       3210        100     X         6              100          0          0
REGIONS FINL CORP             COM             75894010    2992149      87362     X         3            87362          0          0
REGIONS FINL CORP             COM             75894010     597460      17407     X         5            16149          0       1258
REGIONS FINL CORP             COM             75894010    1225876      35792     X  X      6            24096       5696       6000
REGIONS FINL CORP             COM             75894010    7453519     217621     X         6           161580        200      55841
REHABCARE GROUP INC           COM             75914810     200545      11534     X         5             1019          0      10515
REGISTER COM INC              COM             75914G10    1114412     247098     X         3           247098          0          0
REINSURANCE GROUP AMER INC    COM             75935110     191005       4683     X         5             4143          0        540
REINSURANCE GROUP AMER INC    COM             75935110      29666        728     X         6              728          0          0
RELIANT RES INC               COM             75952B10     440516      85004     X         5            44268          0      40736
RELIANT RES INC               COM             75952B10     238167      46517     X  X      6            44709       1808          0
RELIANT RES INC               COM             75952B10      34724       6782     X         6             6782          0          0
RENAL CARE GROUP INC          COM             75993010    6498745     190300     X         3           190300          0          0
RENAL CARE GROUP INC          COM             75993010      78365       2300     X         5             1100          0       1200
RENAL CARE GROUP INC          COM             75993010      12123        355     X  X      6              355          0          0
RENAL CARE GROUP INC          COM             75993010     135063       3955     X         6             3955          0          0
RENT A CTR INC NEW            COM             76009N10    9687901     299935     X         3           299935          0          0
RENT A CTR INC NEW            COM             76009N10     560795      17278     X         5             9689          0       7589
RENT A CTR INC NEW            COM             76009N10     314306       9755     X         6             1005          0       8750
RENT WAY INC                  COM             76009U10     207705      38896     X         5                0          0      38896
RENTECH INC                   COM             76011210       3480       5500     X         5              500          0       5000
RENTECH INC                   COM             76011210       6600      10000     X         6            10000          0          0
REPSOL YPF S A                SPONSORED ADR   76026T20       4941        300     X  X      1              300          0          0
REPSOL YPF S A                SPONSORED ADR   76026T20     170340      10020     X         13               0          0      10020
REPSOL YPF S A                SPONSORED ADR   76026T20     343174      20807     X         5            19896          0        911
REPSOL YPF S A                SPONSORED ADR   76026T20      79188       4808     X  X      6             3188          0       1620
REPSOL YPF S A                SPONSORED ADR   76026T20     161735       9820     X         6             6820          0       3000
REPSOL YPF S A                SPONSORED ADR   76026T20       2619        159     X  X      7              159          0          0
REPTRON ELECTRONICS INC       COM             76026W10      42570     129000     X         5           129000          0          0
REPUBLIC BANCORP INC          COM             76028210   29226288    2194165     X         11         1529932          0     664233
REPUBLIC BANCORP INC          COM             76028210       3820        278     X         13               0          0        278
REPUBLIC BANCORP INC          COM             76028210      10044        731     X         5                0          0        731
REPUBLIC BANCORP INC          COM             76028210          1          0     X  X      6                0          0          0
REPUBLIC FIRST BANCORP INC    COM             76041610     157132      13305     X         6            13305          0          0
REPUBLIC SVCS INC             COM             76075910    3571098     157734     X         3           157734          0          0
REPUBLIC SVCS INC             COM             76075910     128624       5687     X         5             4762          0        925
REPUBLIC SVCS INC             COM             76075910     136746       6040     X  X      6             6040          0          0
REPUBLIC SVCS INC             COM             76075910    1240468      54791     X         6            46431          0       8360
RESMED INC                    COM             76115210    2775138      63100     X         3            63100          0          0
RESMED INC                    COM             76115210      38087        866     X         5              866          0          0
RESMED INC                    COM             76115210       8796        200     X  X      6                0        200          0
RESMED INC                    COM             76115210     259482       5900     X         6                0          0       5900
RESORTQUEST INTL INC          COM             76118310     148500      22500     X         5            22500          0          0
RESOURCE AMERICA INC          CL A            76119520      11279        951     X         5              951          0          0
RESOURCE AMERICA INC          CL A            76119520     307293      25910     X  X      6            25910          0          0
RESOURCE AMERICA INC          CL A            76119520    1746195     147234     X         6           147234          0          0
RESPIRONICS INC               COM             76123010    8842273     210900     X         3           210900          0          0
RESPIRONICS INC               COM             76123010     500028      11752     X         5              344          0      11408
RESPIRONICS INC               COM             76123010      20622        493     X  X      6              493          0          0
RESPIRONICS INC               COM             76123010    1137149      27185     X         6            24114         21       3050
RETAIL HOLDRS TR              DEP RCPT        76127U10    7960806      93800     X         5            93800          0          0
RETEK INC                     COM             76128Q10    2834521     419929     X         3           419929          0          0
RETEK INC                     COM             76128Q10       4038        587     X         5              425          0        162
RETEK INC                     COM             76128Q10     332775      49300     X         6            43000          0       6300
REUTERS GROUP PLC             SPONSORED ADR   76132M10      89775       3990     X         13               0          0       3990
REUTERS GROUP PLC             SPONSORED ADR   76132M10      76814       3474     X         5             1590          0       1884
REUTERS GROUP PLC             SPONSORED ADR   76132M10     175625       8112     X  X      6             6632          0       1480
REUTERS GROUP PLC             SPONSORED ADR   76132M10      77724       3590     X         6             3590          0          0
REXAM PLC                     SP ADR NEW2001  76165540    1286642      38000     X         3            38000          0          0
REXAM PLC                     SP ADR NEW2001  76165540        203          6     X  X      6                6          0          0
REYNOLDS & REYNOLDS CO        CL A            76169510   83347814    3025329     X         11         2216995       1450     806884
REYNOLDS & REYNOLDS CO        CL A            76169510    2009552      72245     X         3            72245          0          0
REYNOLDS & REYNOLDS CO        CL A            76169510     943846      33875     X         5            20299          0      13576
REYNOLDS & REYNOLDS CO        CL A            76169510     225910       8200     X  X      6             8200          0          0
REYNOLDS & REYNOLDS CO        CL A            76169510     911382      33081     X         6            33081          0          0
REYNOLDS R J TOB HLDGS INC    COM             76182K10     303690       7532     X         13               0          0       7532
REYNOLDS R J TOB HLDGS INC    COM             76182K10    3787023      95777     X         3            95777          0          0
REYNOLDS R J TOB HLDGS INC    COM             76182K10     771036      19425     X         5            15607          0       3818
REYNOLDS R J TOB HLDGS INC    COM             76182K10     381601       9651     X  X      6             8723        928          0
REYNOLDS R J TOB HLDGS INC    COM             76182K10    2864673      72450     X         6            72450          0          0
RIO TINTO PLC                 SPONSORED ADR   76720410       6679         76     X         5               57          0         19
RIO TINTO PLC                 SPONSORED ADR   76720410     112934       1287     X  X      6              287          0       1000
RIO TINTO PLC                 SPONSORED ADR   76720410     514566       5864     X         6             5646          0        218
RIO TINTO PLC                 SPONSORED ADR   76720410       8951        102     X         7              102          0          0
RITCHIE BROS AUCTIONEERS      COM             76774410    5447898     131433     X         3           131433          0          0
RITE AID CORP                 COM             76775410       1032        200     X  X      1              200          0          0
RITE AID CORP                 COM             76775410   10482910    2031034     X         5          2000209          0      30825
RITE AID CORP                 COM             76775410     218268      42300     X  X      6            25300      16000       1000
RITE AID CORP                 COM             76775410      31760       6155     X         6             5555          0        600
RITE AID CORP                 COM             76775410       2580        500     X         7              500          0          0
ROANOKE ELEC STL CORP         COM             76984110    1021979     103126     X         3           103126          0          0
ROANOKE ELEC STL CORP         COM             76984110      43899       4412     X  X      6             4412          0          0
ROBERT HALF INTL INC          COM             77032310    1475370      75660     X         3            75660          0          0
ROBERT HALF INTL INC          COM             77032310       2126        109     X  X      4              109          0          0
ROBERT HALF INTL INC          COM             77032310      94344       4820     X         5             3213          0       1607
ROBERT HALF INTL INC          COM             77032310     109473       5614     X  X      6             5614          0          0
ROBERT HALF INTL INC          COM             77032310      26774       1373     X         6             1373          0          0
ROCHESTER MED CORP            COM             77149710     944151      83850     X         5            83850          0          0
ROCK-TENN CO                  CL A            77273920   10267178     704196     X         3           704196          0          0
ROCK-TENN CO                  CL A            77273920      39439       2705     X         5             2705          0          0
ROCK-TENN CO                  CL A            77273920     384912      26400     X  X      6            26400          0          0
ROCK-TENN CO                  CL A            77273920      68818       4720     X         6                0          0       4720
ROCKWELL AUTOMATION INC       COM             77390310      13125        500     X         1              500          0          0
ROCKWELL AUTOMATION INC       COM             77390310     123198       4635     X         13               0          0       4635
ROCKWELL AUTOMATION INC       COM             77390310    2303648      87758     X         3            87758          0          0
ROCKWELL AUTOMATION INC       COM             77390310    1544894      58622     X         5            40246          0      18376
ROCKWELL AUTOMATION INC       COM             77390310    1403640      53472     X  X      6            35288      10400       7784
ROCKWELL AUTOMATION INC       COM             77390310    2623031      99925     X         6            99525        400          0
ROCKWELL AUTOMATION INC       COM             77390310        788         30     X         7               30          0          0
ROCKWELL COLLINS INC          COM             77434110    2224500      88099     X         3            88099          0          0
ROCKWELL COLLINS INC          COM             77434110     601911      23773     X         5            16287          0       7486
ROCKWELL COLLINS INC          COM             77434110    1103450      43701     X  X      6            26017      10400       7284
ROCKWELL COLLINS INC          COM             77434110    3052574     120894     X         6            68301        400      52193
ROFIN SINAR TECHNOLOGIES INC  COM             77504310    2839296     135269     X         3           135269          0          0
ROFIN SINAR TECHNOLOGIES INC  COM             77504310     137387       6536     X         6              612          0       5924
ROGERS CORP                   COM             77513310      66073       2130     X  X      6             2130          0          0
ROGERS CORP                   COM             77513310     472931      15246     X         6            15246          0          0
ROHM & HAAS CO                COM             77537110    2914465      86433     X         3            86433          0          0
ROHM & HAAS CO                COM             77537110     180922       5393     X         5             3889          0       1504
ROHM & HAAS CO                COM             77537110  932451284   27875973     X  X      6         27864777       5661       5535
ROHM & HAAS CO                COM             77537110    8613421     257501     X         6           225885       4535      27081
ROHM & HAAS CO                COM             77537110      15554        465     X  X      7              465          0          0
ROHM & HAAS CO                COM             77537110      36962       1105     X         7             1105          0          0
ROLLINS INC                   COM             77571110    1642832      92087     X         3            92087          0          0
ROLLINS INC                   COM             77571110       2676        150     X  X      6              150          0          0
ROPER INDS INC NEW            COM             77669610       5095        117     X         11               0          0        117
ROPER INDS INC NEW            COM             77669610      97727       2195     X         5              200          0       1995
ROPER INDS INC NEW            COM             77669610      16331        375     X  X      6              175          0        200
ROPER INDS INC NEW            COM             77669610     112577       2585     X         6             2585          0          0
ROPER INDS INC NEW            COM             77669610       3571         82     X  X      7               82          0          0
ROSLYN BANCORP INC            COM             77816210       4308        181     X         13               0          0        181
ROSLYN BANCORP INC            COM             77816210    1748391      74463     X         3            74463          0          0
ROSLYN BANCORP INC            COM             77816210     124993       5318     X         5             5251          0         67
ROSLYN BANCORP INC            COM             77816210      14100        600     X         6              600          0          0
ROSS STORES INC               COM             77829610   91352023    1969218     X         11         1452763        800     515655
ROSS STORES INC               COM             77829610    8964416     192889     X         3           192889          0          0
ROSS STORES INC               COM             77829610    1602803      34245     X         5            26584          0       7661
ROSS STORES INC               COM             77829610     729204      15719     X  X      6             3145          0      12574
ROSS STORES INC               COM             77829610     869534      18744     X         6             6187          0      12557
ROSS STORES INC               COM             77829610       5799        125     X  X      7              125          0          0
ROTO ROOTER INC NEW           COM             77878710      12087        340     X  X      6              340          0          0
ROTO ROOTER INC NEW           COM             77878710     415757      11695     X         6            11695          0          0
ROUSE CO                      COM             77927310     646771      15506     X         5            14651          0        855
ROUSE CO                      COM             77927310     420002      10072     X  X      6             7050       3022          0
ROUSE CO                      COM             77927310     963937      23116     X         6            23116          0          0
ROWAN COS INC                 COM             77938210    1207394      48779     X         3            48779          0          0
ROWAN COS INC                 COM             77938210    1018013      40716     X         5             5586          0      35130
ROWAN COS INC                 COM             77938210     443497      18043     X  X      6            17006        590        447
ROWAN COS INC                 COM             77938210    5868401     238747     X         6           229070       1198       8479
ROWAN COS INC                 COM             77938210      20746        844     X         7              844          0          0
ROXIO INC                     COM             78000810    2711031     312691     X         3           312691          0          0
ROXIO INC                     COM             78000810      57688       6495     X         5             4195          0       2300
ROXIO INC                     COM             78000810       2561        295     X  X      6              295          0          0
ROXIO INC                     COM             78000810       3064        353     X         6              353          0          0
ROYAL BK CDA MONTREAL QUE     COM             78008710     617626      13823     X         5              324          0      13499
ROYAL BK CDA MONTREAL QUE     COM             78008710    2227988      50763     X  X      6            50763          0          0
ROYAL BK CDA MONTREAL QUE     COM             78008710   21861785     498104     X         6           498104          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF D   78009760     103930       3800     X         5             3800          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF D   78009760     340097      12435     X  X      6            10600          0       1835
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF D   78009760     214698       7850     X         6             1850          0       6000
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF E   78009770      57160       2000     X         5             2000          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF E   78009770     297947      10425     X  X      6            10425          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF E   78009770      11432        400     X         6              400          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR F      78009780    1092747      38695     X         5            38695          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PFD K    78009782     559611      20881     X         5            20881          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PFD K    78009782      21440        800     X         6              800          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF J   78009785      42800       1600     X         5             1600          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR PREF J   78009785    1423100      53200     X         6            53200          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR I PRF I  78009786    2106000      81000     X         3            81000          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR I PRF I  78009786      23400        900     X         5              900          0          0
ROYAL BK SCOTLAND GROUP PLC   SP ADR I PRF I  78009786      10400        400     X         6              400          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR SER H  78009787      63901       2501     X         5             2501          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR SER H  78009787     127750       5000     X  X      6             5000          0          0
ROYAL BK SCOTLAND GROUP PLC   SPON ADR SER H  78009787      65153       2550     X         6             2550          0          0
ROYAL CARIBBEAN CRUISES LTD   NOTE         2/ 780153AK      11217      25000     X         5                0          0      25000
ROYAL CARIBBEAN CRUISES LTD   NOTE         2/ 780153AK       5736      13000     X         6            13000          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780     145330       3288     X  X      1             2888        400          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780    1262352      28560     X         1            28560          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780     176358       3990     X         11               0          0       3990
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780      16803        372     X         13               0          0        372
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780   49480044    1085187     X         3          1085187          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780      11978        271     X         4              271          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780    9769997     219926     X         5           169137          0      50789
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780   36690641     830105     X  X      6           763813      39862      26430
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780   32900314     744351     X         6           721100       4530      18721
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780       3624         82     X         7               82          0          0
ROYAL DUTCH PETE CO           NY REG EUR .56  78025780       8840        200     X         8              200          0          0
ROYAL GOLD INC                COM             78028710     219651      11857     X         5             7057          0       4800
ROYAL GOLD INC                COM             78028710      18270       1000     X  X      6             1000          0          0
ROYCE FOCUS TR                COM             78080N10      19375       2500     X         13               0          0       2500
ROYCE FOCUS TR                COM             78080N10     727874      94927     X         5            60078          0      34849
ROYCE FOCUS TR                COM             78080N10      25923       3402     X         6             3402          0          0
ROYCE VALUE TR INC            COM             78091010     427248      27126     X         11               0          0      27126
ROYCE VALUE TR INC            COM             78091010    1527066      95663     X         5            48283          0      47380
ROYCE VALUE TR INC            COM             78091010      99650       6327     X         6             6327          0          0
ROYCE MICRO-CAP TR INC        COM             78091510       4587        411     X         13               0          0        411
ROYCE MICRO-CAP TR INC        COM             78091510     990246      89619     X         5            61889          0      27730
ROYCE MICRO-CAP TR INC        COM             78091510      13233       1203     X         6             1203          0          0
RUBY TUESDAY INC              COM             78118210    6344643     261735     X         3           261735          0          0
RUBY TUESDAY INC              COM             78118210    4202549     174194     X         5           167190          0       7004
RUBY TUESDAY INC              COM             78118210      42072       1745     X  X      6             1745          0          0
RUBY TUESDAY INC              COM             78118210     778705      32298     X         6            28958         40       3300
RUBY TUESDAY INC              COM             78118210      10223        424     X  X      7              424          0          0
RUDDICK CORP                  COM             78125810     703092      45244     X         3            45244          0          0
RUDDICK CORP                  COM             78125810     378537      24336     X         5            23665          0        671
RUDDICK CORP                  COM             78125810     120093       7728     X  X      6             7728          0          0
RUDDICK CORP                  COM             78125810     841227      54133     X         6            54133          0          0
RUDDICK CORP                  COM             78125810       2720        175     X  X      7              175          0          0
RUSSELL CORP                  COM             78235210   10577559     648930     X         3           648930          0          0
RUSSELL CORP                  COM             78235210      19560       1200     X         5             1200          0          0
RUSSELL CORP                  COM             78235210     580655      35623     X  X      6            35623          0          0
RYANAIR HLDGS PLC             SPONSORED ADR   78351310    3478134      85986     X         5            85986          0          0
RYANAIR HLDGS PLC             SPONSORED ADR   78351310       5744        142     X  X      6              142          0          0
RYANAIR HLDGS PLC             SPONSORED ADR   78351310      65569       1621     X         6             1621          0          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910    8677376     678450     X         11          641400          0      37050
RYANS FAMILY STEAK HOUSE INC  COM             78351910       6709        494     X         13               0          0        494
RYANS FAMILY STEAK HOUSE INC  COM             78351910   12079618     944458     X         3           944458          0          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910      24825       1941     X         5             1941          0          0
RYANS FAMILY STEAK HOUSE INC  COM             78351910     248254      19410     X         6            13800          0       5610
RYDER SYS INC                 COM             78354910   14571366     496977     X         3           496977          0          0
RYDER SYS INC                 COM             78354910    1707550      58186     X         5            55822          0       2364
RYDER SYS INC                 COM             78354910     280416       9564     X  X      6              600          0       8964
RYDER SYS INC                 COM             78354910    2575703      87848     X         6            11408          0      76440
RYDEX ETF TRUST               S&P 500 EQ TRD  78355W10     292335       2430     X         5               90          0       2340
RYLAND GROUP INC              COM             78376410     138909       1900     X         3             1900          0          0
RYLAND GROUP INC              COM             78376410    3495916      45362     X         5             7731          0      37631
RYLAND GROUP INC              COM             78376410       4021         55     X         6               55          0          0
S&P 500 PROTECTED EQUITY FD   COM             78379P10     158576      17600     X         13               0          0      17600
S&P 500 PROTECTED EQUITY FD   COM             78379P10        901        100     X         5                0          0        100
SBC COMMUNICATIONS INC        COM             78387G10     516890      23231     X  X      1            23231          0          0
SBC COMMUNICATIONS INC        COM             78387G10    1079971      48538     X         1            48538          0          0
SBC COMMUNICATIONS INC        COM             78387G10     489433      21997     X         11            3157          0      18840
SBC COMMUNICATIONS INC        COM             78387G10    1455960      64423     X         13               0          0      64423
SBC COMMUNICATIONS INC        COM             78387G10   95744109    4255133     X         3          4255133          0          0
SBC COMMUNICATIONS INC        COM             78387G10      15486        696     X  X      4              696          0          0
SBC COMMUNICATIONS INC        COM             78387G10       8099        364     X         4              364          0          0
SBC COMMUNICATIONS INC        COM             78387G10   21452410     952193     X         5           191879          0     760314
SBC COMMUNICATIONS INC        COM             78387G10   56684230    2547606     X  X      6          2071644     153466     322496
SBC COMMUNICATIONS INC        COM             78387G10   76605783    3442957     X         6          2784721      12937     645299
SBC COMMUNICATIONS INC        COM             78387G10      17021        765     X  X      7              765          0          0
SBC COMMUNICATIONS INC        COM             78387G10      35800       1609     X         7             1609          0          0
SBC COMMUNICATIONS INC        COM             78387G10    6641625     298500     X         8           298500          0          0
SCP POOL CORP                 COM             78402810    4557194     163810     X         3           163810          0          0
SCP POOL CORP                 COM             78402810     217539       7738     X         5             4738          0       3000
SCP POOL CORP                 COM             78402810     722105      25947     X         6            20172          0       5775
SEI INVESTMENTS CO            COM             78411710    3601293     110809     X         3           110809          0          0
SEI INVESTMENTS CO            COM             78411710    2391733      73113     X         5            62090          0      11023
SEI INVESTMENTS CO            COM             78411710      42803       1315     X  X      6             1315          0          0
SEI INVESTMENTS CO            COM             78411710     465953      14315     X         6            14315          0          0
SEI INVESTMENTS CO            COM             78411710       3581        110     X  X      7              110          0          0
SEI INVESTMENTS CO            COM             78411710       3418        105     X         7              105          0          0
SFBC INTL INC                 COM             78412110     254161       9098     X         5             5000          0       4098
SFBC INTL INC                 COM             78412110       4265        150     X  X      6                0          0        150
SGL CARBON AG                 SPONSORED ADR   78418820     534860      94000     X         3            94000          0          0
SGL CARBON AG                 SPONSORED ADR   78418820       2845        500     X         5              500          0          0
SJW CORP                      COM             78430510     302165       3575     X         5             3525          0         50
SK TELECOM LTD                SPONSORED ADR   78440P10    3248985     182118     X         3           182118          0          0
SK TELECOM LTD                SPONSORED ADR   78440P10       8516        475     X         5              315          0        160
SK TELECOM LTD                SPONSORED ADR   78440P10       1962        110     X  X      6              110          0          0
SK TELECOM LTD                SPONSORED ADR   78440P10       3622        203     X         6              203          0          0
SL GREEN RLTY CORP            COM             78440X10      33480        900     X         5                0          0        900
SL GREEN RLTY CORP            COM             78440X10      86483       2395     X  X      6             2395          0          0
SL GREEN RLTY CORP            COM             78440X10     346837       9605     X         6             6985          0       2620
SLM CORP                      COM             78442P10      96075       2466     X         1             2466          0          0
SLM CORP                      COM             78442P10     180495       4500     X         13               0          0       4500
SLM CORP                      COM             78442P10    8398257     215319     X         3           215319          0          0
SLM CORP                      COM             78442P10   21398462     535071     X         5            54993          0     480078
SLM CORP                      COM             78442P10   30459902     781825     X  X      6           777937       2648       1240
SLM CORP                      COM             78442P10   22097177     567176     X         6           520287       1041      45848
SLM CORP                      COM             78442P10      25090        644     X         7              644          0          0
SPS TECHNOLOGIES INC          COM             78462610   24155640     536792     X  X      6             9000          0     527792
SPS TECHNOLOGIES INC          COM             78462610     551250      12250     X         6            12250          0          0
SPDR TR                       UNIT SER 1      78462F10      47076        471     X         11               0          0        471
SPDR TR                       UNIT SER 1      78462F10    1491287      14609     X         13               0          0      14609
SPDR TR                       UNIT SER 1      78462F10    1212593      12132     X         3            12132          0          0
SPDR TR                       UNIT SER 1      78462F10   21308731     212219     X         5           166464          0      45755
SPDR TR                       UNIT SER 1      78462F10    2780909      27823     X  X      6            11425       9660       6738
SPDR TR                       UNIT SER 1      78462F10   18509840     185191     X         6           170716        824      13651
SPDR TR                       UNIT SER 1      78462F10     704148       7045     X         7             7045          0          0
SPDR TR                       UNIT SER 1      78462F10     247670    -122500     X         8          -122500          0          0
SPX CORP                      COM             78463510   26807526     592039     X         11          494300          0      97739
SPX CORP                      COM             78463510   39384182     868738     X         3           868738          0          0
SPX CORP                      COM             78463510    2096365      46303     X         5            43958          0       2345
SPX CORP                      COM             78463510     187731       4146     X  X      6             4146          0          0
SPX CORP                      COM             78463510    3514724      77622     X         6            51012         11      26599
S1 CORPORATION                COM             78463B10      29436       5782     X         5             4655          0       1127
S1 CORPORATION                COM             78463B10      55550      11000     X  X      6                0          0      11000
S1 CORPORATION                COM             78463B10      35603       7050     X         6             7050          0          0
SWS GROUP INC                 COM             78503N10    5193368     263489     X         3           263489          0          0
SWS GROUP INC                 COM             78503N10      74977       3804     X         6                0          0       3804
SABINE ROYALTY TR             UNIT BEN INT    78568810      18611        664     X         5              564          0        100
SABINE ROYALTY TR             UNIT BEN INT    78568810     257152       9184     X  X      6             9184          0          0
SABINE ROYALTY TR             UNIT BEN INT    78568810       5600        200     X         6              200          0          0
SABRE HLDGS CORP              CL A            78590510       3136        144     X         13               0          0        144
SABRE HLDGS CORP              CL A            78590510    1199421      55813     X         3            55813          0          0
SABRE HLDGS CORP              CL A            78590510       1827         85     X  X      4               85          0          0
SABRE HLDGS CORP              CL A            78590510      22095       1022     X         5              567          0        455
SABRE HLDGS CORP              CL A            78590510        537         25     X  X      6               25          0          0
SABRE HLDGS CORP              CL A            78590510      79728       3710     X         6             3710          0          0
SAFECO CORP                   COM             78642910     408293      11550     X         11               0          0      11550
SAFECO CORP                   COM             78642910       1761         50     X         13               0          0         50
SAFECO CORP                   COM             78642910    2191762      62160     X         3            62160          0          0
SAFECO CORP                   COM             78642910    3953694     111966     X         5            78877          0      33089
SAFECO CORP                   COM             78642910      49243       1393     X  X      6             1393          0          0
SAFECO CORP                   COM             78642910    1530195      43287     X         6             5352          0      37935
SAFEGUARD SCIENTIFICS INC     COM             78644910       6745       1900     X         13               0          0       1900
SAFEGUARD SCIENTIFICS INC     COM             78644910     228111      64915     X         5            15579          0      49336
SAFEGUARD SCIENTIFICS INC     COM             78644910      43452      12780     X  X      6                0          0      12780
SAFEGUARD SCIENTIFICS INC     COM             78644910      43860      12900     X         6            12900          0          0
SAFENET INC                   COM             78645R10    5485582     151829     X         3           151829          0          0
SAFENET INC                   COM             78645R10     102096       2826     X         5             2819          0          7
SAFENET INC                   COM             78645R10     139426       3859     X         6               13          0       3846
SAFEWAY INC                   COM NEW         78651420      31504       1365     X         13               0          0       1365
SAFEWAY INC                   COM NEW         78651420    4734862     171583     X         3           171583          0          0
SAFEWAY INC                   COM NEW         78651420       1101         48     X  X      4               48          0          0
SAFEWAY INC                   COM NEW         78651420      13535        590     X         4              590          0          0
SAFEWAY INC                   COM NEW         78651420    4692439     204336     X         5           168831          0      35505
SAFEWAY INC                   COM NEW         78651420    1560310      68017     X  X      6            53489       9275       5253
SAFEWAY INC                   COM NEW         78651420    5252641     228973     X         6           170076          0      58897
SAFEWAY INC                   COM NEW         78651420       1721         75     X  X      7               75          0          0
SAFEWAY INC                   COM NEW         78651420       9864        430     X         7              430          0          0
ST JOE CO                     COM             79014810     261907       8111     X         5             5360          0       2751
ST JOE CO                     COM             79014810      94636       2950     X  X      6             1950       1000          0
ST JOE CO                     COM             79014810    1166108      36350     X         6            36200          0        150
ST JUDE MED INC               COM             79084910   46221068     858666     X         3           858666          0          0
ST JUDE MED INC               COM             79084910    1562611      29068     X         5            23709          0       5359
ST JUDE MED INC               COM             79084910    1369791      25475     X  X      6            24255       1120        100
ST JUDE MED INC               COM             79084910    3874290      72053     X         6            53292          0      18761
ST JUDE MED INC               COM             79084910       4839         90     X  X      7               90          0          0
ST MARY LD & EXPL CO          COM             79222810    2984975     117890     X         3           117890          0          0
ST MARY LD & EXPL CO          COM             79222810     732887      28945     X         6            23799          0       5146
ST PAUL COS INC               COM             79286010      18515        500     X         1              500          0          0
ST PAUL COS INC               COM             79286010    1278202      34518     X         11            6600          0      27918
ST PAUL COS INC               COM             79286010       2626         70     X         13               0          0         70
ST PAUL COS INC               COM             79286010    3501075      94547     X         3            94547          0          0
ST PAUL COS INC               COM             79286010     618749      16660     X         5            12927          0       3733
ST PAUL COS INC               COM             79286010    1635985      44180     X  X      6            41358       2822          0
ST PAUL COS INC               COM             79286010    2631833      71073     X         6            43488          0      27585
SAKS INC                      COM             79377W10    1612724     139872     X         3           139872          0          0
SAKS INC                      COM             79377W10      57037       4900     X         5             4000          0        900
SAKS INC                      COM             79377W10       1856        161     X  X      6              161          0          0
SAKS INC                      COM             79377W10       9628        835     X         6              835          0          0
SALOMON BROS HIGH INCOME FD   COM             79490710     685570      57314     X         5            23910          0      33404
SALOMON BROS HIGH INCOME FD   COM             79490710     117863       9863     X  X      6             9863          0          0
SALOMON BROS HIGH INCOME FD   COM             79490710     122165      10223     X         6            10223          0          0
SALOMON BR EMRG MKT INCM FD   COM             79490810       8625        500     X         13               0          0        500
SALOMON BR EMRG MKT INCM FD   COM             79490810     495961      28760     X         5             1343          0      27417
SALOMON BR EMRG MKT INCM FD   COM             79490810      48506       2830     X         6             2830          0          0
SALOMON BR EMRG MKTS INC II.  COM             79491010      50655       3300     X         13               0          0       3300
SALOMON BR EMRG MKTS INC II.  COM             79491010    1066600      68945     X         5            59245          0       9700
SALOMON BR EMRG MKTS INC II.  COM             79491010      15490       1000     X  X      6             1000          0          0
SALOMON BR EMRG MKTS INC II.  COM             79491010     200596      12950     X         6             2950          0      10000
SALOMON BR EMRG MKT FLT RTE   COM             79491210     627975      47572     X         5            47072          0        500
SALOMON BR EMRG MKT FLT RTE   COM             79491210      20460       1550     X         6             1550          0          0
SALOMON BR GLBL PRTNRS INC F  COM             79491410     859886      61152     X         5            59377          0       1775
SALOMON BR GLBL PRTNRS INC F  COM             79491410       7030        500     X  X      6              500          0          0
SALOMON BROS MUN PARTNERS FD  COM             79491610      75149       5601     X         5             3601          0       2000
SALOMON BROS MUN PARTNERS FD  COM             79491610     201150      15000     X         9            15000          0          0
SALIX PHARMACEUTICALS INC     COM             79543510      11700        600     X         13               0          0        600
SALIX PHARMACEUTICALS INC     COM             79543510     220350      11300     X         5                0          0      11300
SALOMON BROTHERS FD INC       COM             79547710      28071       2621     X         11               0          0       2621
SALOMON BROTHERS FD INC       COM             79547710     632942      58921     X         5            49893          0       9028
SALOMON BROTHERS FD INC       COM             79547710      62281       5815     X  X      6             4102       1713          0
SALOMON BROTHERS FD INC       COM             79547710     206382      19270     X         6            19270          0          0
SALOMON BROTHERS FD INC       COM             79547710    2422602     226200     X         9           226200          0          0
SALOMON BROS 2008 WORLDWIDE   COM             79548R10      93938       8630     X         5             4752          0       3878
SALOMON BROS 2008 WORLDWIDE   COM             79548R10      33413       3057     X         6             3057          0          0
SALOMON BROS GLBL HIGH INC F  COM             79550G10     293800      20000     X         5                0          0      20000
SALTON INC                    COM             79575710      34875       3505     X         5             3505          0          0
SALTON INC                    COM             79575710     398000      40000     X  X      6            40000          0          0
SALTON INC                    COM             79575710       9950       1000     X         6             1000          0          0
SAN JUAN BASIN RTY TR         UNIT BEN INT    79824110      30465       1685     X         5             1685          0          0
SAN JUAN BASIN RTY TR         UNIT BEN INT    79824110     892790      49380     X  X      6            49380          0          0
SANDISK CORP                  COM             80004C10      71068       1075     X         13               0          0       1075
SANDISK CORP                  COM             80004C10   35714901     559146     X         3           559146          0          0
SANDISK CORP                  COM             80004C10    4257262      66678     X         5            63105          0       3573
SANDISK CORP                  COM             80004C10      76464       1200     X  X      6             1200          0          0
SANDISK CORP                  COM             80004C10    1173595      18418     X         6            12362          0       6056
SANFILIPPO JOHN B & SON INC   COM             80042210     295751      13904     X         5            13804          0        100
SANMINA SCI CORP              COM             80090710      25116       2600     X         11               0          0       2600
SANMINA SCI CORP              COM             80090710    1941630     200168     X         3           200168          0          0
SANMINA SCI CORP              COM             80090710     112089      11651     X         5             8394          0       3257
SANMINA SCI CORP              COM             80090710     261390      27059     X  X      6            21007          0       6052
SANMINA SCI CORP              COM             80090710    5932969     614179     X         6           498447          0     115732
SANMINA SCI CORP              COM             80090710       1014        105     X         7              105          0          0
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10    2484779      81000     X         3            81000          0          0
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10       1894         61     X         5                0          0         61
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10      23300        771     X  X      6              771          0          0
SANOFI-SYNTHELABO             SPONSORED ADR   80105N10     263549       8721     X         6             8721          0          0
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420     133590       4245     X         13               0          0       4245
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420     638610      21000     X         3            21000          0          0
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420    1902189      62107     X         5            49357          0      12750
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420      58539       1925     X  X      6             1475          0        450
SAP AKTIENGESELLSCHAFT        SPONSORED ADR   80305420       1673         55     X         6               55          0          0
SAPPI LTD                     SPON ADR NEW    80306920     220725      16350     X         5            16350          0          0
SAPPI LTD                     SPON ADR NEW    80306920       8100        600     X  X      6              600          0          0
SARA LEE CORP                 COM             80311110     416588      22690     X  X      1            21790        900          0
SARA LEE CORP                 COM             80311110      82620       4500     X         1             4500          0          0
SARA LEE CORP                 COM             80311110      14688        800     X         11               0          0        800
SARA LEE CORP                 COM             80311110     605549      32365     X         13               0          0      32365
SARA LEE CORP                 COM             80311110   26997701    1470263     X         3          1470263          0          0
SARA LEE CORP                 COM             80311110      14137        770     X  X      4              770          0          0
SARA LEE CORP                 COM             80311110    6627326     356853     X         5           141140          0     215713
SARA LEE CORP                 COM             80311110   87993219    4792659     X  X      6          4587339      59268     146052
SARA LEE CORP                 COM             80311110   52280871    2847542     X         6          2735387       6185     105970
SARA LEE CORP                 COM             80311110       1120         61     X  X      7               61          0          0
SARA LEE CORP                 COM             80311110      42228       2300     X         7             2300          0          0
SASOL LTD                     SPONSORED ADR   80386630       3000        250     X         13               0          0        250
SASOL LTD                     SPONSORED ADR   80386630       6000        500     X         5                0          0        500
SASOL LTD                     SPONSORED ADR   80386630      11520        956     X  X      6              956          0          0
SASOL LTD                     SPONSORED ADR   80386630     220973      18338     X         6            17435          0        903
SATYAM COMPUTER SERVICES LTD  ADR             80409810     774916      60071     X         3            60071          0          0
SATYAM COMPUTER SERVICES LTD  ADR             80409810       2794        209     X         5              100          0        109
SATYAM COMPUTER SERVICES LTD  ADR             80409810       8901        690     X  X      6              690          0          0
SATYAM COMPUTER SERVICES LTD  ADR             80409810     186121      14428     X         6            14428          0          0
SAUL CTRS INC                 COM             80439510    1482844      55851     X         5            55851          0          0
SAUL CTRS INC                 COM             80439510     692955      26100     X  X      6             6100          0      20000
SCANA CORP NEW                COM             80589M10   22484920     654774     X         3           654774          0          0
SCANA CORP NEW                COM             80589M10    2908126      84283     X         5            36646          0      47637
SCANA CORP NEW                COM             80589M10    4159289     121439     X  X      6            87901      28534       5004
SCANA CORP NEW                COM             80589M10   10359358     302463     X         6           183522         69     118872
SBS BROADCASTING SA           NOTE  7.000%12/ 805906AC      10100      10000     X         5            10000          0          0
SCANSOURCE INC                COM             80603710     109640       3003     X         5             3003          0          0
SCANSOURCE INC                COM             80603710      94524       2589     X         6             2589          0          0
SCHEIN HENRY INC              COM             80640710      17097        300     X         13               0          0        300
SCHEIN HENRY INC              COM             80640710    2414059      42576     X         3            42576          0          0
SCHEIN HENRY INC              COM             80640710    1551880      27298     X         5            13689          0      13609
SCHEIN HENRY INC              COM             80640710     413416       7290     X  X      6             7290          0          0
SCHEIN HENRY INC              COM             80640710    1919010      33839     X         6            33739          0        100
SCHEIN HENRY INC              COM             80640710       3346         59     X  X      7               59          0          0
SCHERING A G                  SPONSORED ADR   80658520      25809        594     X         5              594          0          0
SCHERING A G                  SPONSORED ADR   80658520       9994        230     X  X      6              230          0          0
SCHERING A G                  SPONSORED ADR   80658520     217467       5005     X         6             5005          0          0
SCHERING PLOUGH CORP          COM             80660510     436626      28650     X  X      1            28650          0          0
SCHERING PLOUGH CORP          COM             80660510     641604      42100     X         1            42100          0          0
SCHERING PLOUGH CORP          COM             80660510       9144        600     X         11               0          0        600
SCHERING PLOUGH CORP          COM             80660510     483267      30490     X         13               0          0      30490
SCHERING PLOUGH CORP          COM             80660510   10227686     671108     X         3           671108          0          0
SCHERING PLOUGH CORP          COM             80660510        457         30     X  X      4               30          0          0
SCHERING PLOUGH CORP          COM             80660510   16525335    1061294     X         5           485538          0     575756
SCHERING PLOUGH CORP          COM             80660510   14396512     944653     X  X      6           729963      81330     133360
SCHERING PLOUGH CORP          COM             80660510   17078157    1120614     X         6           965916      10500     144198
SCHERING PLOUGH CORP          COM             80660510       1478         97     X         7               97          0          0
SCHERING PLOUGH CORP          COM             80660510    4995291     327775     X         8           327775          0          0
SCHLUMBERGER LTD              COM             80685710     886930      18325     X  X      1            18025        300          0
SCHLUMBERGER LTD              COM             80685710      81118       1676     X         1             1676          0          0
SCHLUMBERGER LTD              COM             80685710     170852       3530     X         11               0          0       3530
SCHLUMBERGER LTD              COM             80685710     676342      13669     X         13               0          0      13669
SCHLUMBERGER LTD              COM             80685710   22516454     464905     X         3           464905          0          0
SCHLUMBERGER LTD              COM             80685710       2904         60     X  X      4               60          0          0
SCHLUMBERGER LTD              COM             80685710    8974353     183503     X         5            97550          0      85953
SCHLUMBERGER LTD              COM             80685710   43304884     894729     X  X      6           772866     104768      17095
SCHLUMBERGER LTD              COM             80685710   18237991     376818     X         6           289213        580      87025
SCHLUMBERGER LTD              COM             80685710      13068        270     X         7              270          0          0
SCHNITZER STL INDS            CL A            80688210     965625      32078     X         5            31828          0        250
SCHNITZER STL INDS            CL A            80688210      11739        390     X         6              390          0          0
SCHOLASTIC CORP               COM             80706610     163009       5621     X         13               0          0       5621
SCHOLASTIC CORP               COM             80706610    1107119      38455     X         3            38455          0          0
SCHOLASTIC CORP               COM             80706610    2161735      74565     X         5             3095          0      71470
SCHOLASTIC CORP               COM             80706610      38233       1328     X  X      6             1328          0          0
SCHOLASTIC CORP               COM             80706610     532845      18508     X         6            12948          0       5560
SCHULMAN A INC                COM             80819410      44103       2770     X         5             2430          0        340
SCHULMAN A INC                COM             80819410    3352760     211264     X  X      6           100602          0     110662
SCHULMAN A INC                COM             80819410       7983        503     X         6              503          0          0
SCHWAB CHARLES CORP NEW       COM             80851310    1636068     131941     X         13               0          0     131941
SCHWAB CHARLES CORP NEW       COM             80851310    6377305     535458     X         3           535458          0          0
SCHWAB CHARLES CORP NEW       COM             80851310       4466        375     X  X      4              375          0          0
SCHWAB CHARLES CORP NEW       COM             80851310    1980152     165486     X         5           146687          0      18799
SCHWAB CHARLES CORP NEW       COM             80851310     649583      54541     X  X      6            26905      27636          0
SCHWAB CHARLES CORP NEW       COM             80851310     513702      43132     X         6            14999          0      28133
SCHWAB CHARLES CORP NEW       COM             80851310       5955        500     X         7              500          0          0
SCHWEITZER-MAUDUIT INTL INC   COM             80854110      16517        653     X         5              393          0        260
SCHWEITZER-MAUDUIT INTL INC   COM             80854110     428493      16970     X  X      6            16600        340         30
SCHWEITZER-MAUDUIT INTL INC   COM             80854110     110822       4389     X         6             3189          0       1200
SCIENTIFIC ATLANTA INC        COM             80865510      90662       2935     X         13               0          0       2935
SCIENTIFIC ATLANTA INC        COM             80865510    7560666     242718     X         3           242718          0          0
SCIENTIFIC ATLANTA INC        COM             80865510    3098687      99499     X         5            96782          0       2717
SCIENTIFIC ATLANTA INC        COM             80865510     475505      15265     X  X      6             2400          0      12865
SCIENTIFIC ATLANTA INC        COM             80865510    2640814      84777     X         6            20235          0      64542
SCIENTIFIC GAMES CORP         CL A            80874P10     133950      11750     X  X      6            11750          0          0
SCIENTIFIC GAMES CORP         CL A            80874P10      11400       1000     X         6             1000          0          0
SCIENTIFIC GAMES CORP         CL A            80874P10      11400       1000     X         7             1000          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     164952       6960     X  X      1             6960          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70      20619        870     X         1              870          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70       5498        232     X         11               0          0        232
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70       9612        400     X         13               0          0        400
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     616015      25659     X         5             1730          0      23929
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     369933      15609     X  X      6            13417       1728        464
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70     441010      18608     X         6            18608          0          0
SCOTTISH PWR PLC              SPON ADR FINAL  81013T70       5854        247     X  X      7              247          0          0
SCOTTS CO                     CL A            81018610   77204674    1411420     X         11         1120825        700     289895
SCOTTS CO                     CL A            81018610   10412145     190350     X         3           190350          0          0
SCOTTS CO                     CL A            81018610    1427558      26022     X         5            18468          0       7554
SCOTTS CO                     CL A            81018610      47589        870     X  X      6              870          0          0
SCOTTS CO                     CL A            81018610    1059430      19368     X         6            11964          0       7404
SCOTTS CO                     CL A            81018610       7658        140     X  X      7              140          0          0
SCRIPPS E W CO OHIO           CL A            81105420     521663       6130     X         3             6130          0          0
SCRIPPS E W CO OHIO           CL A            81105420     179996       2068     X         5               33          0       2035
SCRIPPS E W CO OHIO           CL A            81105420     733137       8615     X  X      6             7865        560        190
SCRIPPS E W CO OHIO           CL A            81105420    1662769      19539     X         6            14269       4770        500
SCUDDER GLOBAL HIGH INCOME F  COM             81115E10       3525        500     X         13               0          0        500
SCUDDER GLOBAL HIGH INCOME F  COM             81115E10      87456      12411     X         5             4111          0       8300
SCUDDER GLOBAL HIGH INCOME F  COM             81115E10      14291       2030     X  X      6             2030          0          0
SCUDDER INTER GOVT TR         SH BEN INT      81116310      16652       2431     X         13               0          0       2431
SCUDDER INTER GOVT TR         SH BEN INT      81116310     669954      97661     X         5            97661          0          0
SCUDDER NEW ASIA FD INC       COM             81118310     715625      60782     X         5             6970          0      53812
SCUDDER NEW ASIA FD INC       COM             81118310      11570       1000     X  X      6             1000          0          0
SCUDDER NEW ASIA FD INC       COM             81118310   12566177    1086100     X         9          1086100          0          0
SCUDDER MULTI-MARKET INCOME   SH BEN INT      81118Q10     161447      19690     X         5            16596          0       3094
SCUDDER MULTI-MARKET INCOME   SH BEN INT      81118Q10      76085       9290     X  X      6             9290          0          0
SCUDDER MULTI-MARKET INCOME   SH BEN INT      81118Q10      10647       1300     X         6             1300          0          0
SCUDDER MUN INCOME TR         COM SH BEN INT  81118R60     579259      48612     X         5             4900          0      43712
SCUDDER MUN INCOME TR         COM SH BEN INT  81118R60      42317       3562     X  X      6             3562          0          0
SCUDDER MUN INCOME TR         COM SH BEN INT  81118R60     140766      11849     X         6            11310          0        539
SCUDDER RREEF REAL ESTATE FD  COM             81119Q10     475519      26423     X         5             9532          0      16891
SCUDDER RREEF REAL ESTATE FD  COM             81119Q10      89950       5000     X  X      6             5000          0          0
SCUDDER RREEF REAL EST FD II  COM             81119R10     760257      50650     X         5            50650          0          0
SEA CONTAINERS LTD            CL A            81137170     412068      28033     X         5              200          0      27833
SEA CONTAINERS LTD            CL A            81137170      41472       2839     X  X      6             2839          0          0
SEACHANGE INTL INC            COM             81169910      52308       4188     X  X      6             4188          0          0
SEACHANGE INTL INC            COM             81169910     357439      28618     X         6            28618          0          0
SEACOAST BKG CORP FLA         COM             81170730      42804       2460     X         5             2460          0          0
SEACOAST BKG CORP FLA         COM             81170730      43065       2475     X  X      6             2475          0          0
SEACOAST BKG CORP FLA         COM             81170730      91942       5284     X         6             5284          0          0
SEACOAST FINL SVCS CORP       COM             81170Q10     224964      10800     X         5            10800          0          0
SEACOAST FINL SVCS CORP       COM             81170Q10      14560        699     X  X      6              699          0          0
SEALED AIR CORP NEW           COM             81211K10        967         20     X         13               0          0         20
SEALED AIR CORP NEW           COM             81211K10    1572428      33293     X         3            33293          0          0
SEALED AIR CORP NEW           COM             81211K10      25032        530     X         4              530          0          0
SEALED AIR CORP NEW           COM             81211K10    1966925      40936     X         5            11274          0      29662
SEALED AIR CORP NEW           COM             81211K10     423134       8959     X  X      6             7487        497        975
SEALED AIR CORP NEW           COM             81211K10    3126201      66191     X         6            26647         50      39494
SEALED AIR CORP NEW           COM             81211K10       5431        115     X  X      7              115          0          0
SEALED AIR CORP NEW           COM             81211K10      46758        990     X         7              990          0          0
SEARS ROEBUCK & CO            COM             81238710      26998        590     X         13               0          0        590
SEARS ROEBUCK & CO            COM             81238710    5125418     117206     X         3           117206          0          0
SEARS ROEBUCK & CO            COM             81238710   18044409     412419     X         5           407825          0       4594
SEARS ROEBUCK & CO            COM             81238710    4228385      96693     X  X      6            83689      11704       1300
SEARS ROEBUCK & CO            COM             81238710    6701316     153243     X         6           111022          0      42221
SEARS ROEBUCK & CO            COM             81238710       4373        100     X  X      7              100          0          0
SEARS ROEBUCK & CO            COM             81238710      44561       1019     X         7             1019          0          0
SECOND BANCORP INC            COM             81311410     123941       4378     X         5                0          0       4378
SECOND BANCORP INC            COM             81311410     128573       4720     X         6             4720          0          0
SELECT SECTOR SPDR TR         SBI MATERIALS   81369Y10    1483526      67940     X         5            66870          0       1070
SELECT SECTOR SPDR TR         SBI MATERIALS   81369Y10       1201         55     X  X      6               55          0          0
SELECT SECTOR SPDR TR         SBI HEALTHCARE  81369Y20    4061234     146028     X         5           145638          0        390
SELECT SECTOR SPDR TR         SBI HEALTHCARE  81369Y20      38934       1400     X  X      6                0       1400          0
SELECT SECTOR SPDR TR         SBI CONS STPLS  81369Y30       4655        225     X         13               0          0        225
SELECT SECTOR SPDR TR         SBI CONS STPLS  81369Y30    2573796     126604     X         5           123354          0       3250
SELECT SECTOR SPDR TR         SBI CONS DISCR  81369Y40      17004        600     X         13               0          0        600
SELECT SECTOR SPDR TR         SBI CONS DISCR  81369Y40    3655489     132503     X         5           131113          0       1390
SELECT SECTOR SPDR TR         SBI INT-ENERGY  81369Y50      10004        410     X         13               0          0        410
SELECT SECTOR SPDR TR         SBI INT-ENERGY  81369Y50    2760168     114765     X         5           114565          0        200
SELECT SECTOR SPDR TR         SBI INT-FINL    81369Y60    3411769     130970     X         13               0          0     130970
SELECT SECTOR SPDR TR         SBI INT-FINL    81369Y60    7188617     282751     X         5           276636          0       6115
SELECT SECTOR SPDR TR         SBI INT-FINL    81369Y60      12705        500     X  X      6              500          0          0
SELECT SECTOR SPDR TR         SBI INT-FINL    81369Y60      50820       2000     X         6             2000          0          0
SELECT SECTOR SPDR TR         SBI INT-INDS    81369Y70    3051767     130801     X         5           119036          0      11765
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80       5484        300     X         11               0          0        300
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80     223319      11955     X         13               0          0      11955
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80    6252742     341994     X         5           339264          0       2730
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80      31990       1750     X  X      6              550       1200          0
SELECT SECTOR SPDR TR         SBI INT-TECH    81369Y80      62152       3400     X         6             3400          0          0
SELECT SECTOR SPDR TR         SBI INT-UTILS   81369Y88    1541898      70310     X         13               0          0      70310
SELECT SECTOR SPDR TR         SBI INT-UTILS   81369Y88    5614964     256265     X         5           164260          0      92005
SELECT SECTOR SPDR TR         SBI INT-UTILS   81369Y88      39420       1800     X         6             1800          0          0
SECURE COMPUTING CORP         COM             81370510    4304045     368497     X         3           368497          0          0
SECURE COMPUTING CORP         COM             81370510       3570        300     X         5                0          0        300
SECURE COMPUTING CORP         COM             81370510       8760        750     X  X      6              750          0          0
SECURE COMPUTING CORP         COM             81370510     188796      16164     X         6                0          0      16164
SELECT MEDICAL CORP           COM             81619610    6209280     215600     X         3           215600          0          0
SELECT MEDICAL CORP           COM             81619610     276592       9540     X         5             5053          0       4487
SELECT MEDICAL CORP           COM             81619610     871085      30246     X         6            26546          0       3700
SELECTIVE INS GROUP INC       COM             81630010      33158       1110     X         5             1000          0        110
SELECTIVE INS GROUP INC       COM             81630010     987426      33124     X  X      6            33124          0          0
SELECTIVE INS GROUP INC       COM             81630010      55208       1852     X         6             1852          0          0
SELIGMAN QUALITY MUN FD INC   COM             81634310     152525      12013     X         5              800          0      11213
SELIGMAN SELECT MUN FD INC    COM             81634410       5335        500     X         1              500          0          0
SELIGMAN SELECT MUN FD INC    COM             81634410      97108       9101     X         5             9101          0          0
SELIGMAN SELECT MUN FD INC    COM             81634410      78915       7396     X  X      6             7396          0          0
SELIGMAN SELECT MUN FD INC    COM             81634410    3018543     282900     X         9           282900          0          0
SEMICONDUCTOR HLDRS TR        DEP RCPT        81663620   10714372     310857     X         5           281012          0      29845
SEMOTUS SOLUTIONS INC         COM             81684P10       4055       4500     X         5             4000          0        500
SEMOTUS SOLUTIONS INC         COM             81684P10      13195      14500     X         6            14500          0          0
SEMTECH CORP                  COM             81685010    1330073      71857     X         3            71857          0          0
SEMTECH CORP                  COM             81685010       1684         91     X         5               91          0          0
SEMTECH CORP                  COM             81685010     146025       7889     X  X      6             7889          0          0
SEMTECH CORP                  COM             81685010    1267676      68486     X         6            68486          0          0
SEMTECH CORP                  COM             81685010       3239        175     X  X      7              175          0          0
SEMPRA ENERGY                 COM             81685110      24679        821     X         13               0          0        821
SEMPRA ENERGY                 COM             81685110   13120925     446898     X         3           446898          0          0
SEMPRA ENERGY                 COM             81685110    3046751     103755     X         5           103035          0        720
SEMPRA ENERGY                 COM             81685110     733002      24966     X  X      6             7643          0      17323
SEMPRA ENERGY                 COM             81685110    4620324     157368     X         6            50578          0     106790
SEMPRA ENERGY                 INCOME EQTY UT  81685120    5520000     200000     X         3           200000          0          0
SEMPRA ENERGY                 INCOME EQTY UT  81685120     288894      10419     X         5             3769          0       6650
SENIOR HIGH INCOME PORTFOLIO  COM             81721E10    2933152     499675     X         5           498675          0       1000
SENIOR HSG PPTYS TR           SH BEN INT      81721M10      11198        750     X         13               0          0        750
SENIOR HSG PPTYS TR           SH BEN INT      81721M10     239535      16428     X         5            11028          0       5400
SENIOR HSG PPTYS TR           SH BEN INT      81721M10      12263        851     X  X      6              851          0          0
SENIOR HSG PPTYS TR           SH BEN INT      81721M10       5562        386     X         6              386          0          0
SENSIENT TECHNOLOGIES CORP    COM             81725T10     964677      45937     X         3            45937          0          0
SENSIENT TECHNOLOGIES CORP    COM             81725T10     566048      26888     X         5            24088          0       2800
SENSIENT TECHNOLOGIES CORP    COM             81725T10     155925       7425     X  X      6             7425          0          0
SENSIENT TECHNOLOGIES CORP    COM             81725T10     346332      16492     X         6            16492          0          0
SEPRACOR INC                  COM             81731510        280         10     X         13               0          0         10
SEPRACOR INC                  COM             81731510    9032364     326062     X         3           326062          0          0
SEPRACOR INC                  COM             81731510     522840      18883     X         5            14969          0       3914
SEPRACOR INC                  COM             81731510      40325       1460     X  X      6             1460          0          0
SEPRACOR INC                  COM             81731510     908864      32906     X         6            29154         52       3700
SEQUA CORPORATION             CL A            81732010     437647      10223     X         3            10223          0          0
SEQUA CORPORATION             CL A            81732010       9076        212     X  X      6              212          0          0
SERENA SOFTWARE INC           COM             81749210     411306      22293     X         5            22293          0          0
SEROLOGICALS CORP             COM             81752310      18554       1400     X         5              200          0       1200
SEROLOGICALS CORP             COM             81752310      35374       2690     X  X      6             2690          0          0
SEROLOGICALS CORP             COM             81752310     534350      40635     X         6            28875          0      11760
SERONO S A                    SPONSORED ADR   81752M10    2560260     154000     X         3           154000          0          0
SERONO S A                    SPONSORED ADR   81752M10     213919      12974     X         5             2165          0      10809
SERONO S A                    SPONSORED ADR   81752M10      92514       5648     X  X      6             5648          0          0
SERONO S A                    SPONSORED ADR   81752M10     216118      13194     X         6            13194          0          0
SERVICE CORP INTL             COM             81756510        914        200     X         11               0          0        200
SERVICE CORP INTL             COM             81756510     256707      56030     X         5            47902          0       8128
SERVICE CORP INTL             COM             81756510      13491       2952     X  X      6             2802        150          0
SERVICE CORP INTL             COM             81756510      30861       6753     X         6             6253          0        500
SERVICEMASTER CO              COM             81760N10      92340       9000     X  X      1             9000          0          0
SERVICEMASTER CO              COM             81760N10     172317      16795     X         1            16795          0          0
SERVICEMASTER CO              COM             81760N10    3350385     319999     X         5            14564          0     305435
SERVICEMASTER CO              COM             81760N10     713173      69510     X  X      6            35840       3795      29875
SERVICEMASTER CO              COM             81760N10     196602      19162     X         6            19162          0          0
7-ELEVEN INC                  COM NEW         81782620    1251133      91124     X         3            91124          0          0
7-ELEVEN INC                  COM NEW         81782620      21895       1516     X         5               16          0       1500
7-ELEVEN INC                  COM NEW         81782620      97483       7100     X         6             1541          0       5559
SHARPER IMAGE CORP            COM             82001310    2008388      87094     X         3            87094          0          0
SHARPER IMAGE CORP            COM             82001310     761268      31909     X         5            20897          0      11012
SHARPER IMAGE CORP            COM             82001310      87113       3763     X         6                0          0       3763
SHAW GROUP INC                COM             82028010     188961      17848     X         5            10593          0       7255
SHAW GROUP INC                COM             82028010       8408        800     X         6              800          0          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360    1525806      40408     X         11            6000          0      34408
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360    2089829      55135     X         5            47660          0       7475
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360     930104      24632     X  X      6            22172       2460          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360    1143562      30285     X         6            30285          0          0
SHELL TRANS & TRADING PLC     ADR NY SHS NEW  82270360       4909        130     X  X      7              130          0          0
SHERWIN WILLIAMS CO           COM             82434810     464678      15800     X         1            15800          0          0
SHERWIN WILLIAMS CO           COM             82434810    1692369      57544     X         3            57544          0          0
SHERWIN WILLIAMS CO           COM             82434810    1168683      39537     X         5            25847          0      13690
SHERWIN WILLIAMS CO           COM             82434810    1140814      38790     X  X      6            37640          0       1150
SHERWIN WILLIAMS CO           COM             82434810    2096110      71272     X         6            53861          0      17411
SHILOH INDS INC               COM             82454310     191816      47954     X         6            47954          0          0
SHIRE PHARMACEUTICALS GRP PL  SPONSORED ADR   82481R10    7349364     332400     X         3           332400          0          0
SHIRE PHARMACEUTICALS GRP PL  SPONSORED ADR   82481R10     516511      22760     X         5             5866          0      16894
SHIRE PHARMACEUTICALS GRP PL  SPONSORED ADR   82481R10     227630      10300     X         6                0          0      10300
SHUFFLE MASTER INC            COM             82554910   14034526     513900     X         3           513900          0          0
SHUFFLE MASTER INC            COM             82554910      43258       1568     X         5              150          0       1418
SHUFFLE MASTER INC            COM             82554910      50764       1867     X  X      6             1867          0          0
SHUFFLE MASTER INC            COM             82554910    1143394      42052     X         6            38285         67       3700
SHURGARD STORAGE CTRS INC     COM             82567D10    4951121     139902     X         5              190          0     139712
SICOR INC                     COM             82584610     115444       5875     X         13               0          0       5875
SICOR INC                     COM             82584610   21732565    1124807     X         3          1124807          0          0
SICOR INC                     COM             82584610     179234       9232     X         5             6397          0       2835
SICOR INC                     COM             82584610      13517        700     X         6              700          0          0
SIEBEL SYS INC                COM             82617010       9760       1000     X  X      1             1000          0          0
SIEBEL SYS INC                COM             82617010      35624       3650     X         1             3650          0          0
SIEBEL SYS INC                COM             82617010      21372       2055     X         13               0          0       2055
SIEBEL SYS INC                COM             82617010    1866668     192044     X         3           192044          0          0
SIEBEL SYS INC                COM             82617010    1459877     144641     X         5            69359          0      75282
SIEBEL SYS INC                COM             82617010     967323      99111     X  X      6            92316       1700       5095
SIEBEL SYS INC                COM             82617010    1824017     186887     X         6           131464       2080      53343
SIEMENS A G                   SPONSORED ADR   82619750    3049396      51000     X         3            51000          0          0
SIEMENS A G                   SPONSORED ADR   82619750     249521       4148     X         5             2588          0       1560
SIEMENS A G                   SPONSORED ADR   82619750      68975       1161     X  X      6             1161          0          0
SIEMENS A G                   SPONSORED ADR   82619750     203360       3423     X         6             3412          0         11
SIERRA HEALTH SVCS INC        COM             82632210    1728255      84100     X         3            84100          0          0
SIERRA HEALTH SVCS INC        COM             82632210     550545      26673     X         5            23223          0       3450
SIERRA HEALTH SVCS INC        COM             82632210      11693        569     X  X      6              569          0          0
SIERRA HEALTH SVCS INC        COM             82632210     558755      27190     X         6            24123         67       3000
SIERRA PAC RES NEW            COM             82642810       6596       1360     X         11               0          0       1360
SIERRA PAC RES NEW            COM             82642810     556591     114761     X         3           114761          0          0
SIERRA PAC RES NEW            COM             82642810     211956      40842     X         5            13642          0      27200
SIERRA PAC RES NEW            COM             82642810       1814        374     X  X      6                0        374          0
SIERRA PAC RES NEW            COM             82642810       1940        400     X         6              400          0          0
SIGMA ALDRICH CORP            COM             82655210    1444763      27816     X         3            27816          0          0
SIGMA ALDRICH CORP            COM             82655210    5798244     111063     X         5           104938          0       6125
SIGMA ALDRICH CORP            COM             82655210     981463      18820     X  X      6            14570        250       4000
SIGMA ALDRICH CORP            COM             82655210    1595946      30603     X         6            10444          0      20159
SIGNET GROUP PLC              SP ADR REP 30S  82668L87       9599        180     X  X      6              180          0          0
SIGNET GROUP PLC              SP ADR REP 30S  82668L87     199984       3750     X         6             3750          0          0
SILICON LABORATORIES INC      COM             82691910    5349589     119012     X         3           119012          0          0
SILICON LABORATORIES INC      COM             82691910     552690      11938     X         5             3553          0       8385
SILICON LABORATORIES INC      COM             82691910       1123         25     X  X      6               25          0          0
SILICON LABORATORIES INC      COM             82691910     139971       3116     X         6               30          0       3086
SILICON LABORATORIES INC      COM             82691910       3369         75     X  X      7               75          0          0
SILGAN HOLDINGS INC           COM             82704810   12383168     386974     X         3           386974          0          0
SILGAN HOLDINGS INC           COM             82704810       7360        230     X  X      6              230          0          0
SILGAN HOLDINGS INC           COM             82704810     263840       8245     X         6             8245          0          0
SILICON GRAPHICS INC          COM             82705610      17945      18635     X         5            13135          0       5500
SILICON GRAPHICS INC          COM             82705610        480        500     X         7              500          0          0
SILICON STORAGE TECHNOLOGY I  COM             82705710     164043      18384     X         5            12800          0       5584
SILICON STORAGE TECHNOLOGY I  COM             82705710      12469       1425     X         6             1425          0          0
SILICON IMAGE INC             COM             82705T10      50585      11250     X         5            10750          0        500
SILICON VY BANCSHARES         COM             82706410     932908      33801     X         3            33801          0          0
SILICON VY BANCSHARES         COM             82706410     177445       6313     X         5             2865          0       3448
SILICON VY BANCSHARES         COM             82706410     141312       5120     X  X      6             5120          0          0
SILICON VY BANCSHARES         COM             82706410     510931      18512     X         6            18512          0          0
SILICONWARE PRECISION INDS L  SPONSD ADR SPL  82708486     515988     130300     X         3           130300          0          0
SILVER STD RES INC            COM             82823L10     882229     131089     X         5           131089          0          0
SILVER STD RES INC            COM             82823L10       3365        500     X  X      6              500          0          0
SILVER STD RES INC            COM             82823L10      13460       2000     X         6             2000          0          0
SIMON PPTY GROUP INC NEW      COM             82880610      52296       1200     X         1             1200          0          0
SIMON PPTY GROUP INC NEW      COM             82880610       8810        200     X         13               0          0        200
SIMON PPTY GROUP INC NEW      COM             82880610    3427959      78659     X         3            78659          0          0
SIMON PPTY GROUP INC NEW      COM             82880610     997496      22875     X         5            21591          0       1284
SIMON PPTY GROUP INC NEW      COM             82880610    7880484     180828     X  X      6           142123      36180       2525
SIMON PPTY GROUP INC NEW      COM             82880610    4443330     101958     X         6            86692        325      14941
SIMPSON MANUFACTURING CO INC  COM             82907310       2045         50     X         11               0          0         50
SIMPSON MANUFACTURING CO INC  COM             82907310    6392007     156322     X         3           156322          0          0
SIMPSON MANUFACTURING CO INC  COM             82907310     358636       8425     X         5              300          0       8125
SIMPSON MANUFACTURING CO INC  COM             82907310      16356        400     X  X      6                0        400          0
SINCLAIR BROADCAST GROUP INC  CL A            82922610    3251200     320000     X         3           320000          0          0
SINCLAIR BROADCAST GROUP INC  CL A            82922610      21074       2060     X         5             2060          0          0
SINCLAIR BROADCAST GROUP INC  CL A            82922610      53605       5240     X  X      6             5240          0          0
SINCLAIR BROADCAST GROUP INC  CL A            82922610     814103      79580     X         6            51590          0      27990
SINGAPORE FD INC              COM             82929L10      94512      13521     X         5                0          0      13521
SINGAPORE FD INC              COM             82929L10    5613315     819462     X         9           819462          0          0
SINGING MACH INC              COM NEW         82932230     153066      35350     X         5                0          0      35350
SIRIUS SATELLITE RADIO INC    COM             82966U10      58477      32000     X         5            24100          0       7900
SIRIUS SATELLITE RADIO INC    COM             82966U10      14343       7881     X  X      6             4381          0       3500
SIRIUS SATELLITE RADIO INC    COM             82966U10     123396      67800     X         6            66500          0       1300
SITEL CORP                    COM             82980K10      37380      23000     X         5            10000          0      13000
SIPEX CORP                    COM             82990910    5209150     658880     X         3           658880          0          0
SIPEX CORP                    COM             82990910       8651       1102     X  X      6             1102          0          0
SIPEX CORP                    COM             82990910     764315      97365     X         6            84637        128      12600
SIX FLAGS INC                 COM             83001P10     477124      90708     X         3            90708          0          0
SIX FLAGS INC                 COM             83001P10      93675      17809     X         5            17809          0          0
SIZELER PPTY INVS INC         COM             83013710     170981      16315     X         5            16315          0          0
SIZELER PPTY INVS INC         COM             83013710        189         18     X         6               18          0          0
SKY FINL GROUP INC            COM             83080P10     709065      31500     X         3            31500          0          0
SKY FINL GROUP INC            COM             83080P10     246852      10731     X         5              345          0      10386
SKY FINL GROUP INC            COM             83080P10     273159      12135     X         6             1235          0      10900
SKYLINE CORP                  COM             83083010    3780313     118061     X         3           118061          0          0
SKYLINE CORP                  COM             83083010      16010        500     X         6              500          0          0
SKYWEST INC                   COM             83087910    5384355     309450     X         3           309450          0          0
SKYWEST INC                   COM             83087910       4480        250     X         5                0          0        250
SKYWEST INC                   COM             83087910       5612        324     X  X      6              324          0          0
SKYWEST INC                   COM             83087910     678840      39194     X         6            33055         39       6100
SKYWEST INC                   COM             83087910       1472         85     X         7               85          0          0
SKYWORKS SOLUTIONS INC        COM             83088M10     689179      75396     X         5            67894          0       7502
SKYWORKS SOLUTIONS INC        COM             83088M10      49486       5438     X  X      6             2082       1614       1742
SKYWORKS SOLUTIONS INC        COM             83088M10      40886       4493     X         6             4423         70          0
SKILLSOFT PLC                 SPONSORED ADR   83092810     105530      14200     X         5            12200          0       2000
SKILLSOFT PLC                 SPONSORED ADR   83092810      37995       5100     X  X      6             5100          0          0
SKILLSOFT PLC                 SPONSORED ADR   83092810     630270      84600     X         6            84600          0          0
SMALLCAP FD INC               COM             83168010      12600       1200     X         13               0          0       1200
SMALLCAP FD INC               COM             83168010     327001      31256     X         5            23742          0       7514
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20     449617       6000     X         3             6000          0          0
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20      11105        163     X         5                0          0        163
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20      32035        481     X  X      6              481          0          0
SMITH & NEPHEW PLC            SPDN ADR NEW    83175M20     312554       4693     X         6             4693          0          0
SMITH A O                     COM             83186520    7506372     267989     X         3           267989          0          0
SMITH A O                     COM             83186520       5042        180     X  X      6              180          0          0
SMITH A O                     COM             83186520     171701       6130     X         6             1730          0       4400
SMITH INTL INC                COM             83211010    3778620     105020     X         3           105020          0          0
SMITH INTL INC                COM             83211010      73288       2014     X         5              640          0       1374
SMITH INTL INC                COM             83211010      41377       1150     X  X      6              250        600        300
SMITH INTL INC                COM             83211010      16479        458     X         6              458          0          0
SMITH INTL INC                COM             83211010       4318        120     X  X      7              120          0          0
SMITH INTL INC                COM             83211010     147518       4100     X         8             4100          0          0
SMITHFIELD FOODS INC          COM             83224810   55960627    2914616     X         11         2174400          0     740216
SMITHFIELD FOODS INC          COM             83224810       3880        200     X         13               0          0        200
SMITHFIELD FOODS INC          COM             83224810    2069434     106851     X         3           106851          0          0
SMITHFIELD FOODS INC          COM             83224810     492346      25385     X         5              617          0      24768
SMITHFIELD FOODS INC          COM             83224810     181440       9450     X  X      6             9450          0          0
SMITHFIELD FOODS INC          COM             83224810     374611      19511     X         6            19511          0          0
SMUCKER J M CO                COM NEW         83269640      29596        702     X  X      1              702          0          0
SMUCKER J M CO                COM NEW         83269640       2909         69     X         1               69          0          0
SMUCKER J M CO                COM NEW         83269640      40422        950     X         13               0          0        950
SMUCKER J M CO                COM NEW         83269640    2063437      48943     X         3            48943          0          0
SMUCKER J M CO                COM NEW         83269640    1286439      30345     X         5            12177          0      18168
SMUCKER J M CO                COM NEW         83269640     717732      17024     X  X      6            15176       1484        364
SMUCKER J M CO                COM NEW         83269640     630756      14961     X         6            14735          0        226
SMUCKER J M CO                COM NEW         83269640       5059        120     X         7              120          0          0
SMURFIT-STONE CONTAINER CORP  COM             83272710     293198      19625     X         13               0          0      19625
SMURFIT-STONE CONTAINER CORP  COM             83272710     220380      14751     X         5             8973          0       5778
SMURFIT-STONE CONTAINER CORP  COM             83272710     112050       7500     X  X      6             7500          0          0
SMURFIT-STONE CONTAINER CORP  COM             83272710      47808       3200     X         6             3200          0          0
SMURFIT-STONE CONTAINER CORP  COM             83272710    9110412     609800     X         8           609800          0          0
SMURFIT-STONE CONTAINER CORP  PFD CV EX A 7%  83272720     337250      14200     X         5            14200          0          0
SMURFIT-STONE CONTAINER CORP  PFD CV EX A 7%  83272720      47500       2000     X  X      6             2000          0          0
SNAP ON INC                   COM             83303410      44240       1600     X         1             1600          0          0
SNAP ON INC                   COM             83303410      25335        900     X         13               0          0        900
SNAP ON INC                   COM             83303410     626991      22676     X         3            22676          0          0
SNAP ON INC                   COM             83303410     254060       9103     X         5             4378          0       4725
SNAP ON INC                   COM             83303410     103826       3755     X  X      6             3755          0          0
SNAP ON INC                   COM             83303410     505442      18280     X         6            14910          0       3370
SOCKET COMMUNICATIONS INC     COM             83367210      93564      40680     X         5            40680          0          0
SOLA INTL INC                 COM             83409210     806672      50417     X         6              732          0      49685
SOLECTRON CORP                COM             83418210      17253       3070     X         13               0          0       3070
SOLECTRON CORP                COM             83418210    1887035     322570     X         3           322570          0          0
SOLECTRON CORP                COM             83418210    1258064     215650     X         5           200483          0      15167
SOLECTRON CORP                COM             83418210     212414      36310     X  X      6            36310          0          0
SOLECTRON CORP                COM             83418210     518328      88603     X         6            88602          0          1
SOLUTIA INC                   COM             83437610       1197          0     X         3                0          0          0
SOLUTIA INC                   COM             83437610      12916       3235     X         5             3197          0         38
SOLUTIA INC                   COM             83437610     269353      67507     X  X      6            67507          0          1
SOLUTIA INC                   COM             83437610      33935       8505     X         6             8337          0        168
SOLUTIA INC                   COM             83437610      11491       2880     X         7             2880          0          0
SONIC CORP                    COM             83545110       2016         80     X         11               0          0         80
SONIC CORP                    COM             83545110      68243       2698     X         5             2463          0        235
SONIC CORP                    COM             83545110      25200       1000     X  X      6             1000          0          0
SONIC CORP                    COM             83545110     387198      15365     X         6            10565          0       4800
SONIC AUTOMOTIVE INC          CL A            83545G10    5243588     217100     X         3           217100          0          0
SONIC AUTOMOTIVE INC          CL A            83545G10     220260       8880     X         5             6237          0       2643
SONIC AUTOMOTIVE INC          CL A            83545G10       7001        291     X  X      6              191          0        100
SONIC AUTOMOTIVE INC          CL A            83545G10     734335      30521     X         6            26798         23       3700
SONIC SOLUTIONS               COM             83546010     432914      29672     X         13               0          0      29672
SONIC SOLUTIONS               COM             83546010     630225      43197     X         5               30          0      43167
SONICWALL INC                 COM             83547010       3045        500     X         13               0          0        500
SONICWALL INC                 COM             83547010     115557      19408     X         5             8508          0      10900
SONICWALL INC                 COM             83547010       5347        925     X         6              925          0          0
SONOCO PRODS CO               COM             83549510     274026      12405     X         13               0          0      12405
SONOCO PRODS CO               COM             83549510    2081892      94847     X         3            94847          0          0
SONOCO PRODS CO               COM             83549510    4402578     199308     X         5              972          0     198336
SONOCO PRODS CO               COM             83549510    2841296     129444     X  X      6           122719       6263        462
SONOCO PRODS CO               COM             83549510    7095645     323264     X         6           322833        231        200
SONOSITE INC                  COM             83568G10        660          0     X         3                0          0          0
SONOSITE INC                  COM             83568G10    1911239      95596     X         5            75138          0      20458
SONOSITE INC                  COM             83568G10       2661        133     X         6              133          0          0
SONY CORP                     ADR NEW         83569930      68808       1922     X         13               0          0       1922
SONY CORP                     ADR NEW         83569930     160080       4600     X         3             4600          0          0
SONY CORP                     ADR NEW         83569930   22147340     634632     X         5           572486          0      62146
SONY CORP                     ADR NEW         83569930      65006       1868     X  X      6             1568          0        300
SONY CORP                     ADR NEW         83569930     426822      12265     X         6            12265          0          0
SONY CORP                     ADR NEW         83569930       5846        168     X  X      7              168          0          0
SOTHEBYS HLDGS INC            CL A            83589810     652403      60296     X         3            60296          0          0
SOTHEBYS HLDGS INC            CL A            83589810      17561       1623     X  X      6             1623          0          0
SOTHEBYS HLDGS INC            CL A            83589810     205558      18998     X         6            18998          0          0
SONUS NETWORKS INC            COM             83591610   11298672    1630400     X         3          1630400          0          0
SONUS NETWORKS INC            COM             83591610     482357      69536     X         5            62839          0       6697
SONUS NETWORKS INC            COM             83591610     802378     115800     X         6            79700          0      36100
SOUNDVIEW TECHNOLOGY GROUP N  COM NEW         83611Q40    1454263     147791     X         3           147791          0          0
SOUNDVIEW TECHNOLOGY GROUP N  COM NEW         83611Q40       2376        240     X         5                0          0        240
SOUNDVIEW TECHNOLOGY GROUP N  COM NEW         83611Q40      62636       6470     X         6                0          0       6470
SOURCE CAP INC                COM             83614410    1230774      21853     X         5            20853          0       1000
SOURCE CAP INC                COM             83614410      70488       1252     X  X      6             1252          0          0
SOURCE CAP INC                COM             83614410     112544       1999     X         6             1849          0        150
SOURCE CAP INC                COM             83614410      56300       1000     X         7             1000          0          0
SOURCE INTERLINK COS INC      COM NEW         83615120     343125      35705     X         5                0          0      35705
SOUTH FINL GROUP INC          COM             83784110      14320        553     X         5               49          0        504
SOUTH FINL GROUP INC          COM             83784110     251126      10033     X  X      6             7324       2709          0
SOUTH FINL GROUP INC          COM             83784110    1107027      44228     X         6            41659        300       2269
SOUTH JERSEY INDS INC         COM             83851810      65348       1718     X         5              800          0        918
SOUTH JERSEY INDS INC         COM             83851810     415593      10980     X  X      6             8977       1428        575
SOUTH JERSEY INDS INC         COM             83851810     279749       7391     X         6             5760          0       1631
SOUTHERN CO                   COM             84258710      88050       3000     X         1             3000          0          0
SOUTHERN CO                   COM             84258710      34750       1184     X         11               0          0       1184
SOUTHERN CO                   COM             84258710     174640       5900     X         13               0          0       5900
SOUTHERN CO                   COM             84258710    8440850     287883     X         3           287883          0          0
SOUTHERN CO                   COM             84258710    4856944     165246     X         5           137340          0      27906
SOUTHERN CO                   COM             84258710   14162270     482531     X  X      6           410834      44290      27407
SOUTHERN CO                   COM             84258710   19427088     661911     X         6           558558       1045     102308
SOUTHERN CO                   COM             84258710       8820        301     X  X      7              301          0          0
SOUTHERN FINL BANCORP INC     COM             84287010    1137334      28881     X         3            28881          0          0
SOUTHERN FINL BANCORP INC     COM             84287010      18094        461     X  X      6              461          0          0
SOUTHERN FINL BANCORP INC     COM             84287010     192796       4912     X         6             3644          0       1268
SOUTHERN PERU COPPER CORP     COM             84361110     331800      15000     X         3            15000          0          0
SOUTHERN UN CO NEW            COM             84403010    1802000     106000     X         3           106000          0          0
SOUTHERN UN CO NEW            COM             84403010      63665       3745     X         5             3745          0          0
SOUTHERN UN CO NEW            COM             84403010    2084795     122635     X  X      6           122635          0          0
SOUTHERN UN CO NEW            COM             84403010      60435       3555     X         6              400       3155          0
SOUTHTRUST CORP               COM             84473010    2056374      70040     X         11            8700          0      61340
SOUTHTRUST CORP               COM             84473010      10251        336     X         13               0          0        336
SOUTHTRUST CORP               COM             84473010    4999963     158006     X         3           158006          0          0
SOUTHTRUST CORP               COM             84473010    2165769      71921     X         5            24818          0      47103
SOUTHTRUST CORP               COM             84473010    4084416     139115     X  X      6           125215      10600       3300
SOUTHTRUST CORP               COM             84473010    8442178     287540     X         6           203902        300      83339
SOUTHWEST AIRLS CO            COM             84474110       3363        190     X         1              190          0          0
SOUTHWEST AIRLS CO            COM             84474110     344056      19093     X         13               0          0      19093
SOUTHWEST AIRLS CO            COM             84474110    5989202     312736     X         3           312736          0          0
SOUTHWEST AIRLS CO            COM             84474110       4337        245     X         4              245          0          0
SOUTHWEST AIRLS CO            COM             84474110    8593828     484030     X         5           401229          0      82801
SOUTHWEST AIRLS CO            COM             84474110     439279      24818     X  X      6            22868        750       1200
SOUTHWEST AIRLS CO            COM             84474110    3579312     202221     X         6           122795          0      79426
SOUTHWEST AIRLS CO            COM             84474110       6284        355     X  X      7              355          0          0
SOUTHWEST AIRLS CO            COM             84474110      25488       1440     X         7             1440          0          0
SOUTHWEST BANCORPORATION TEX  COM             84476R10    6087657     165700     X         3           165700          0          0
SOUTHWEST BANCORPORATION TEX  COM             84476R10      28599        760     X         5                0          0        760
SOUTHWEST BANCORPORATION TEX  COM             84476R10     103522       2837     X  X      6             2837          0          0
SOUTHWEST BANCORPORATION TEX  COM             84476R10    1797753      49267     X         6            46339         28       2900
SOUTHWEST GAS CORP            COM             84489510      11350        500     X         11               0          0        500
SOUTHWEST GAS CORP            COM             84489510     933853      40520     X         5              380          0      40140
SOUTHWEST GAS CORP            COM             84489510       3087        136     X  X      6              136          0          0
SOUTHWESTERN ENERGY CO        COM             84546710    4832700     267000     X         3           267000          0          0
SOUTHWESTERN ENERGY CO        COM             84546710    1918850     105000     X         5            31600          0      73400
SOVEREIGN BANCORP INC         COM             84590510   86089623    4640950     X         11         3496080       2200    1142670
SOVEREIGN BANCORP INC         COM             84590510   34687906    1867235     X         3          1867235          0          0
SOVEREIGN BANCORP INC         COM             84590510    2814647     151221     X         5           140177          0      11044
SOVEREIGN BANCORP INC         COM             84590510    2632560     141917     X  X      6            61942       2532      77443
SOVEREIGN BANCORP INC         COM             84590510    7636553     411674     X         6           135451        113     276110
SOVEREIGN BANCORP INC         COM             84590510    1651878      89050     X         8            89050          0          0
SPANISH BROADCASTING SYS INC  CL A            84642588    7609200     895200     X         3           895200          0          0
SPANISH BROADCASTING SYS INC  CL A            84642588     143559      16830     X         5            15630          0       1200
SPANISH BROADCASTING SYS INC  CL A            84642588     900365     106050     X         6            93100          0      12950
SPEEDWAY MOTORSPORTS INC      COM             84778810      41604       1400     X         5              400          0       1000
SPEEDWAY MOTORSPORTS INC      COM             84778810     163781       5550     X  X      6             5550          0          0
SPEEDWAY MOTORSPORTS INC      COM             84778810    1449030      49103     X         6            49103          0          0
SPEIZMAN INDS INC             COM             84780510      25051      53300     X         5                0          0      53300
SPEIZMAN INDS INC             COM             84780510       2450       5000     X         6             5000          0          0
SPHERION CORP                 COM             84842010    9063249    1302191     X         3          1302191          0          0
SPHERION CORP                 COM             84842010       4427        636     X         5              636          0          0
SPHERION CORP                 COM             84842010       5171        743     X         6              743          0          0
SPHERIX INC                   COM             84842R10      81704      10207     X         5              200          0      10007
SPINNAKER EXPL CO             COM             84855W10    4600944     191706     X         3           191706          0          0
SPINNAKER EXPL CO             COM             84855W10      36000       1500     X         6             1500          0          0
SPRINT CORP                   COM FON GROUP   85206110      24160       1600     X         1             1600          0          0
SPRINT CORP                   COM FON GROUP   85206110       1208         80     X         11               0          0         80
SPRINT CORP                   COM FON GROUP   85206110     448404      29735     X         13               0          0      29735
SPRINT CORP                   COM FON GROUP   85206110    5588812     367320     X         3           367320          0          0
SPRINT CORP                   COM FON GROUP   85206110    2106031     139507     X         5           113215          0      26292
SPRINT CORP                   COM FON GROUP   85206110    3829164     253587     X  X      6           232369       7900      13318
SPRINT CORP                   COM FON GROUP   85206110    8315328     550684     X         6           430780       3126     116778
SPRINT CORP                   COM FON GROUP   85206110       9362        620     X         7              620          0          0
SPRINT CORP                   PCS COM SER 1   85206150       6876       1200     X  X      1             1200          0          0
SPRINT CORP                   PCS COM SER 1   85206150      20300       3500     X         13               0          0       3500
SPRINT CORP                   PCS COM SER 1   85206150    3358966     586207     X         3           586207          0          0
SPRINT CORP                   PCS COM SER 1   85206150    1188440     206792     X         5           156474          0      50318
SPRINT CORP                   PCS COM SER 1   85206150     665305     116109     X  X      6           111143        800       4166
SPRINT CORP                   PCS COM SER 1   85206150    1679984     293191     X         6           152559       1524     139108
SPRINT CORP                   PCS COM SER 1   85206150       1490        260     X         7              260          0          0
STAKE TECHNOLOGY LTD          COM             85255910     879798      94340     X         5            67340          0      27000
STANCORP FINL GROUP INC       COM             85289110    1638761      28525     X         3            28525          0          0
STANCORP FINL GROUP INC       COM             85289110      11490        200     X         5              200          0          0
STANCORP FINL GROUP INC       COM             85289110       3734         65     X  X      6               65          0          0
STANCORP FINL GROUP INC       COM             85289110      83303       1450     X         6             1450          0          0
STANDARD COML CORP            COM             85325810   21662375    1177303     X  X      6          1177303          0          0
STANDARD COML CORP            COM             85325810   17983479     977363     X         6           977363          0          0
STANDARD COML CORP            SDCV  7.250% 3/ 853258AA     100875     100000     X  X      6           100000          0          0
STANDARD MANAGEMENT CORP      COM             85361210     386163      93276     X         3            93276          0          0
STANDARD MANAGEMENT CORP      COM             85361210      12717       3000     X         5                0          0       3000
STANDARD MICROSYSTEMS CORP    COM             85362610   16325868     605110     X         3           605110          0          0
STANDARD MICROSYSTEMS CORP    COM             85362610      12961        490     X         5                0          0        490
STANDARD MICROSYSTEMS CORP    COM             85362610       8094        300     X         6              300          0          0
STANDEX INTL CORP             COM             85423110     731354      29900     X         5                0          0      29900
STANLEY WKS                   COM             85461610     779328      26400     X         11           13400          0      13000
STANLEY WKS                   COM             85461610     976344      33074     X         3            33074          0          0
STANLEY WKS                   COM             85461610     721675      24325     X         5            15950          0       8375
STANLEY WKS                   COM             85461610     469958      15920     X  X      6            10920       3800       1200
STANLEY WKS                   COM             85461610     755417      25590     X         6            25590          0          0
STAPLES INC                   COM             85503010      47680       2000     X         1             2000          0          0
STAPLES INC                   COM             85503010     313076      12831     X         13               0          0      12831
STAPLES INC                   COM             85503010   53747020    2249937     X         3          2249937          0          0
STAPLES INC                   COM             85503010    8846588     369109     X         5           285128          0      83981
STAPLES INC                   COM             85503010    8685603     364329     X  X      6           326773      19241      18315
STAPLES INC                   COM             85503010   43672830    1831914     X         6          1491008       4749     336157
STAPLES INC                   COM             85503010     120773       5066     X         7             5066          0          0
STAR GAS PARTNERS L P         UNIT LTD PARTNR 85512C10     379180      17260     X         5            14560          0       2700
STAR GAS PARTNERS L P         UNIT LTD PARTNR 85512C10      33000       1500     X  X      6             1500          0          0
STAR GAS PARTNERS L P         UNIT LTD PARTNR 85512C10      95150       4325     X         6             4325          0          0
STARBUCKS CORP                COM             85524410      57600       2000     X         1             2000          0          0
STARBUCKS CORP                COM             85524410       3516        120     X         13               0          0        120
STARBUCKS CORP                COM             85524410   23542272     817440     X         3           817440          0          0
STARBUCKS CORP                COM             85524410   13263849     458847     X         5           360737          0      98110
STARBUCKS CORP                COM             85524410    3054960     106075     X  X      6           102566       2899        610
STARBUCKS CORP                COM             85524410   14093309     489351     X         6           410099        736      78516
STARBUCKS CORP                COM             85524410       3110        108     X         7              108          0          0
STARTEK INC                   COM             85569C10    1846400      57700     X         3            57700          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20      20880        600     X  X      1              600          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20     126150       3625     X         1             3625          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20        716         20     X         13               0          0         20
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20    3070787      88241     X         3            88241          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20       4420        127     X  X      4              127          0          0
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20     305382       8719     X         5             6718          0       2001
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20     894186      25695     X  X      6            22880       2615        200
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20    2144411      61621     X         6            54759       1349       5513
STARWOOD HOTELS&RESORTS WRLD  PAIRED CTF      85590A20       4176        120     X  X      7              120          0          0
STATE STR CORP                COM             85747710     756000      16800     X  X      1            16800          0          0
STATE STR CORP                COM             85747710     513495      11411     X         1            11411          0          0
STATE STR CORP                COM             85747710       1800         40     X         11               0          0         40
STATE STR CORP                COM             85747710       1150         25     X         13               0          0         25
STATE STR CORP                COM             85747710   24805665     549608     X         3           549608          0          0
STATE STR CORP                COM             85747710        900         20     X  X      4               20          0          0
STATE STR CORP                COM             85747710    6045234     132960     X         5            70926          0      62034
STATE STR CORP                COM             85747710    6648210     147738     X  X      6           146338        200       1200
STATE STR CORP                COM             85747710    9998460     222188     X         6            94141        866     127181
STATE STR CORP                COM             85747710      13275        295     X  X      7              295          0          0
STATE STR CORP                COM             85747710       4095         91     X         7               91          0          0
STATION CASINOS INC           COM             85768910    3655384     119457     X         3           119457          0          0
STATION CASINOS INC           COM             85768910    1577462      51131     X         5            18997          0      32134
STATION CASINOS INC           COM             85768910       5508        180     X  X      6              180          0          0
STATION CASINOS INC           COM             85768910     212364       6940     X         6             1720          0       5220
STEELCLOUD INC                COM             85815M10      53474      11883     X         5            11883          0          0
STEIN MART INC                COM             85837510    4113905     752085     X         3           752085          0          0
STEIN MART INC                COM             85837510      21700       4000     X         5             3000          0       1000
STEMCELLS INC                 COM             85857R10      41361      21345     X         5              300          0      21045
STERICYCLE INC                COM             85891210   11864380     250435     X         3           250435          0          0
STERICYCLE INC                COM             85891210    1232435      26107     X         5            10096          0      16011
STERICYCLE INC                COM             85891210     115290       2440     X  X      6             2440          0          0
STERICYCLE INC                COM             85891210    1783215      37740     X         6            30970         30       6740
STERIS CORP                   COM             85915210    1576248      68473     X         3            68473          0          0
STERIS CORP                   COM             85915210     491095      21344     X         5             9141          0      12203
STERIS CORP                   COM             85915210      39157       1701     X         6              901          0        800
STERLING FINL CORP            COM             85931710      79096       3114     X  X      6             3114          0          0
STERLING FINL CORP            COM             85931710     289567      11400     X         6            11400          0          0
STEWART INFORMATION SVCS COR  COM             86037210    7644822     270709     X         3           270709          0          0
STEWART INFORMATION SVCS COR  COM             86037210      12087        428     X         6              428          0          0
STILLWATER MNG CO             COM             86074Q10      11347       1743     X         13               0          0       1743
STILLWATER MNG CO             COM             86074Q10     246538      39133     X         5            39133          0          0
STILLWATER MNG CO             COM             86074Q10       6300       1000     X  X      6             1000          0          0
STMICROELECTRONICS N V        NY REGISTRY     86101210     408850      17000     X         3            17000          0          0
STMICROELECTRONICS N V        NY REGISTRY     86101210     321696      13334     X         5            11751          0       1583
STMICROELECTRONICS N V        NY REGISTRY     86101210      12025        500     X  X      6              500          0          0
STMICROELECTRONICS N V        NY REGISTRY     86101210     261255      10863     X         6            10863          0          0
STMICROELECTRONICS N V        NOTE         9/ 861012AB      58658      66000     X         5            66000          0          0
STONE ENERGY CORP             COM             86164210     187055       5302     X         5             5302          0          0
STONE ENERGY CORP             COM             86164210      17640        500     X  X      6              500          0          0
STONE ENERGY CORP             COM             86164210        247          7     X         6                7          0          0
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120       3751        152     X         13               0          0        152
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120    2613952     108283     X         3           108283          0          0
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120    2279794      93336     X         5            43961          0      49375
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120      29934       1240     X  X      6             1240          0          0
STORAGE TECHNOLOGY CORP       COM PAR $0.10   86211120     491539      20362     X         6            20362          0          0
STRATASYS INC                 COM             86268510     372820       8725     X         5             7925          0        800
STRATEGIC GLOBAL INCOME FD    COM             86271910      36400       2500     X  X      4             2500          0          0
STRATEGIC GLOBAL INCOME FD    COM             86271910     298147      20492     X         5            19460          0       1032
STRATEGIC GLOBAL INCOME FD    COM             86271910      10527        723     X         6              723          0          0
STRATEX NETWORKS INC          COM             86279T10     504498     115508     X         5             2698          0     112810
STRAYER ED INC                COM             86323610    2050252      21200     X         3            21200          0          0
STRAYER ED INC                COM             86323610      55244        570     X         5              510          0         60
STRAYER ED INC                COM             86323610        967         10     X  X      6               10          0          0
STRAYER ED INC                COM             86323610     201620       2085     X         6               85          0       2000
STRAYER ED INC                COM             86323610       2901         30     X  X      7               30          0          0
STREETTRACKS SER TR           DJ GLOB TITANS  86330E50     214468       3820     X         5               20          0       3800
STRIDE RITE CORP              COM             86331410    5580662     516728     X         3           516728          0          0
STRIDE RITE CORP              COM             86331410      42506       3920     X         5             3420          0        500
STRYKER CORP                  COM             86366710       7531        100     X         1              100          0          0
STRYKER CORP                  COM             86366710      30124        400     X         11               0          0        400
STRYKER CORP                  COM             86366710      14962        200     X         13               0          0        200
STRYKER CORP                  COM             86366710   45003750     596709     X         3           596709          0          0
STRYKER CORP                  COM             86366710    7007839      93286     X         5            58197          0      35089
STRYKER CORP                  COM             86366710    2743619      36431     X  X      6            33531       2100        800
STRYKER CORP                  COM             86366710    3924705      52114     X         6            26569          0      25545
STUDENT LN CORP               COM             86390210    4061293      34062     X         5            29312          0       4750
STUDENT LN CORP               COM             86390210      26849        225     X  X      6              225          0          0
STUDENT LN CORP               COM             86390210     431378       3615     X         6             2585          0       1030
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210      89680       2950     X         13               0          0       2950
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210    1270946      42060     X         5            27420          0      14640
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210     113251       3760     X  X      6             3760          0          0
SUBURBAN PROPANE PARTNERS L   UNIT LTD PARTN  86448210      68643       2279     X         6             2279          0          0
SUFFOLK BANCORP               COM             86473910      13800        400     X         13               0          0        400
SUFFOLK BANCORP               COM             86473910      57493       1769     X         5             1769          0          0
SUFFOLK BANCORP               COM             86473910    1488630      45804     X  X      6            22848      22856        100
SUFFOLK BANCORP               COM             86473910      32500       1000     X         6             1000          0          0
SUMMIT AMER TELEVISION INC    COM             86600T10     875723     292884     X         5                0          0     292884
SUMMIT PPTYS INC              COM             86623910      99968       4400     X         3             4400          0          0
SUMMIT PPTYS INC              COM             86623910      66694       2901     X         5                0          0       2901
SUMMIT PPTYS INC              COM             86623910      80202       3530     X  X      6             3330          0        200
SUMMIT PPTYS INC              COM             86623910     513290      22592     X         6            22592          0          0
SUN BANCORP INC               COM             86663B10     941710      42805     X         3            42805          0          0
SUN BANCORP INC               COM             86663B10       5324        242     X         5              242          0          0
SUN BANCORP INC               COM             86663B10      41514       1887     X         6                0          0       1887
SUN COMMUNITIES INC           COM             86667410     368390       9350     X         5             9350          0          0
SUN COMMUNITIES INC           COM             86667410     197000       5000     X  X      6             5000          0          0
SUN LIFE FINL INC             COM             86679610     412211      18518     X         13               0          0      18518
SUN LIFE FINL INC             COM             86679610      56794       2612     X         5             2212          0        400
SUN LIFE FINL INC             COM             86679610     484246      22367     X  X      6            16599          0       5768
SUN LIFE FINL INC             COM             86679610     801461      37019     X         6            35152          0       1867
SUN MICROSYSTEMS INC          COM             86681010      74144      22400     X  X      1            22400          0          0
SUN MICROSYSTEMS INC          COM             86681010       1324        400     X         11               0          0        400
SUN MICROSYSTEMS INC          COM             86681010     525954     161832     X         13               0          0     161832
SUN MICROSYSTEMS INC          COM             86681010    4392383    1327004     X         3          1327004          0          0
SUN MICROSYSTEMS INC          COM             86681010    7093454    2151060     X         5          1708476          0     442584
SUN MICROSYSTEMS INC          COM             86681010    1079391     326100     X  X      6           263960      16970      45170
SUN MICROSYSTEMS INC          COM             86681010    3217863     972164     X         6           567954       4120     400090
SUN MICROSYSTEMS INC          COM             86681010       6951       2100     X         7             2100          0          0
SUN MICROSYSTEMS INC          COM             86681010      50643      15300     X         8            15300          0          0
SUNCOR ENERGY INC             COM             86722910     760488      40964     X         5            37774          0       3190
SUNCOR ENERGY INC             COM             86722910     294018      15850     X  X      6            14850       1000          0
SUNCOR ENERGY INC             COM             86722910      77725       4190     X         6             4190          0          0
SUNGARD DATA SYS INC          COM             86736310      26310       1000     X  X      1             1000          0          0
SUNGARD DATA SYS INC          COM             86736310    4348043     136762     X         3           136762          0          0
SUNGARD DATA SYS INC          COM             86736310    1620217      61043     X         5            44167          0      16876
SUNGARD DATA SYS INC          COM             86736310     712238      27071     X  X      6            23771          0       3300
SUNGARD DATA SYS INC          COM             86736310    1757350      66794     X         6            25857          0      40937
SUNGARD DATA SYS INC          COM             86736310       7919        301     X  X      7              301          0          0
SUNGARD DATA SYS INC          COM             86736310       1579         60     X         7               60          0          0
SUNOCO INC                    COM             86764P10     111932       2783     X  X      1             2783          0          0
SUNOCO INC                    COM             86764P10    1230772      30601     X         3            30601          0          0
SUNOCO INC                    COM             86764P10     220236       5463     X         5             4455          0       1008
SUNOCO INC                    COM             86764P10     887253      22060     X  X      6            21960        100          0
SUNOCO INC                    COM             86764P10    4352528     108218     X         6           102515          0       5703
SUNRISE SENIOR LIVING INC     COM             86768K10    1046721      39085     X         5             4373          0      34712
SUNTRUST BKS INC              COM             86791410     301850       5000     X  X      1             5000          0          0
SUNTRUST BKS INC              COM             86791410     120740       2000     X         1             2000          0          0
SUNTRUST BKS INC              COM             86791410      47903        772     X         13               0          0        772
SUNTRUST BKS INC              COM             86791410    8666295     114516     X         3           114516          0          0
SUNTRUST BKS INC              COM             86791410    2956672      48022     X         5            13743          0      34279
SUNTRUST BKS INC              COM             86791410   58226684     964497     X  X      6           620678     292143      51676
SUNTRUST BKS INC              COM             86791410   83126411    1376949     X         6          1341406          0      35543
SUPERCONDUCTOR TECHNOLOGIES   COM             86793110      77770      20200     X         5            20200          0          0
SUPERGEN INC                  COM             86805910     826100     110000     X         3           110000          0          0
SUPERGEN INC                  COM             86805910      10663       1328     X         5                0          0       1328
SUPERIOR ENERGY SVCS INC      COM             86815710       1000        100     X         13               0          0        100
SUPERIOR ENERGY SVCS INC      COM             86815710    4416086     448600     X         3           448600          0          0
SUPERIOR ENERGY SVCS INC      COM             86815710     113420      11475     X         5             6650          0       4825
SUPERIOR ENERGY SVCS INC      COM             86815710      53459       5455     X  X      6             5455          0          0
SUPERIOR ENERGY SVCS INC      COM             86815710    1187005     121123     X         6           112767         56       8300
SUPERIOR INDS INTL INC        COM             86816810      60825       1500     X         11               0          0       1500
SUPERIOR INDS INTL INC        COM             86816810   20400786     503102     X         3           503102          0          0
SUPERIOR INDS INTL INC        COM             86816810     384044       9371     X         5             6724          0       2647
SUPERIOR INDS INTL INC        COM             86816810       7096        175     X  X      6              175          0          0
SUPERIOR INDS INTL INC        COM             86816810     174771       4310     X         6             2400          0       1910
SUPERIOR UNIFORM GP INC       COM             86835810    3613675     263004     X         3           263004          0          0
SUPERIOR UNIFORM GP INC       COM             86835810      54960       4000     X  X      6             4000          0          0
SUPERVALU INC                 COM             86853610    1241698      52041     X         3            52041          0          0
SUPERVALU INC                 COM             86853610    1048349      43926     X         5            42018          0       1908
SUPERVALU INC                 COM             86853610     467344      19587     X  X      6            19587          0          0
SUPERVALU INC                 COM             86853610    1251696      52460     X         6            10704          0      41756
SUPPORTSOFT INC               COM             86858710    4455119     398134     X         3           398134          0          0
SUPPORTSOFT INC               COM             86858710     176610      15525     X         5             1101          0      14424
SUPPORTSOFT INC               COM             86858710     196407      17552     X         6                0          0      17552
SUPREME INDS INC              CL A            86860710      11958       2143     X         11               0          0       2143
SUPREME INDS INC              CL A            86860710    2541356     445852     X         3           445852          0          0
SUPREME INDS INC              CL A            86860710       6494       1170     X         5                0          0       1170
SUREBEAM CORP                 CL A            86866R10      79978      56164     X         5            50526          0       5638
SUREBEAM CORP                 CL A            86866R10       1704       1200     X         6             1200          0          0
SUREBEAM CORP                 CL A            86866R10        142        100     X         7              100          0          0
SUSQUEHANNA BANCSHARES INC P  COM             86909910      19400        723     X         5               17          0        706
SUSQUEHANNA BANCSHARES INC P  COM             86909910     335693      13062     X  X      6             5062       8000          0
SUSQUEHANNA BANCSHARES INC P  COM             86909910    1344110      52300     X         6            46630          0       5670
SWEDISH MATCH AB              SPONSORED ADR   87030950     320612       4000     X         3             4000          0          0
SWEDISH MATCH AB              SPONSORED ADR   87030950        776         10     X         5                0          0         10
SWEDISH MATCH AB              SPONSORED ADR   87030950       8951        117     X  X      6              117          0          0
SWEDISH MATCH AB              SPONSORED ADR   87030950      97767       1278     X         6             1278          0          0
SWIFT ENERGY CO               COM             87073810     302576      21437     X         5            20526          0        911
SWIFT ENERGY CO               COM             87073810      27091       1920     X  X      6             1920          0          0
SWIFT ENERGY CO               COM             87073810     421127      29846     X         6            21616          0       8230
SWIFT TRANSN CO               COM             87075610    2353339     103717     X         3           103717          0          0
SWIFT TRANSN CO               COM             87075610      23550       1000     X         5                0          0       1000
SWIFT TRANSN CO               COM             87075610     130468       5750     X  X      6             5750          0          0
SWISS HELVETIA FD INC         COM             87087510      11038       1009     X         5             1009          0          0
SWISS HELVETIA FD INC         COM             87087510   17141000    1566819     X         9          1566819          0          0
SWISSCOM AG                   SPONSORED ADR   87101310     188469       6297     X         13               0          0       6297
SWISSCOM AG                   SPONSORED ADR   87101310     226293       7726     X         5             7610          0        116
SWISSCOM AG                   SPONSORED ADR   87101310      36307       1240     X  X      6              530          0        710
SWISSCOM AG                   SPONSORED ADR   87101310      21960        750     X         6              750          0          0
SYBASE INC                    COM             87113010    4430118     259827     X         3           259827          0          0
SYBASE INC                    COM             87113010     515677      30333     X         5            15958          0      14375
SYBASE INC                    COM             87113010       3215        189     X  X      6              189          0          0
SYBASE INC                    COM             87113010     822297      48342     X         6             5964         25      42353
SYBRON DENTAL SPECIALTIES IN  COM             87114210       2507        100     X         11               0          0        100
SYBRON DENTAL SPECIALTIES IN  COM             87114210    1573870      62779     X         5            62779          0          0
SYBRON DENTAL SPECIALTIES IN  COM             87114210      10153        405     X  X      6              405          0          0
SYBRON DENTAL SPECIALTIES IN  COM             87114210      23390        933     X         6              933          0          0
SYCAMORE NETWORKS INC         COM             87120610    2985570     609300     X         3           609300          0          0
SYCAMORE NETWORKS INC         COM             87120610      46654       9656     X         5             6356          0       3300
SYCAMORE NETWORKS INC         COM             87120610        735        150     X  X      6              150          0          0
SYCAMORE NETWORKS INC         COM             87120610      24255       4950     X         6             4950          0          0
SYLVAN LEARNING SYS INC       COM             87139910    1156894      42207     X         3            42207          0          0
SYLVAN LEARNING SYS INC       COM             87139910    7853129     286506     X         5           286506          0          0
SYLVAN LEARNING SYS INC       COM             87139910      72198       2634     X  X      6             2634          0          0
SYLVAN LEARNING SYS INC       COM             87139910     899651      32822     X         6            32822          0          0
SYMANTEC CORP                 COM             87150310     717028      10869     X         13               0          0      10869
SYMANTEC CORP                 COM             87150310   10858976     172310     X         3           172310          0          0
SYMANTEC CORP                 COM             87150310   13827204     212576     X         5            70660          0     141916
SYMANTEC CORP                 COM             87150310     640810      10141     X  X      6             1255          0       8886
SYMANTEC CORP                 COM             87150310    3855096      61008     X         6            13146          7      47855
SYMANTEC CORP                 COM             87150310       4423         70     X  X      7               70          0          0
SYMANTEC CORP                 COM             87150310       3160         50     X         7               50          0          0
SYMBOL TECHNOLOGIES INC       COM             87150810      72584       6074     X         11               0          0       6074
SYMBOL TECHNOLOGIES INC       COM             87150810    1071067      89629     X         3            89629          0          0
SYMBOL TECHNOLOGIES INC       COM             87150810     240747      20146     X         5            20034          0        112
SYMBOL TECHNOLOGIES INC       COM             87150810     111135       9300     X  X      6             9300          0          0
SYMBOL TECHNOLOGIES INC       COM             87150810       4780        400     X         6              400          0          0
SYMMETRICOM INC               COM             87154310      65199      10300     X         5            10300          0          0
SYMYX TECHNOLOGIES            COM             87155S10     256951      11870     X         5             9600          0       2270
SYMYX TECHNOLOGIES            COM             87155S10     457876      21257     X  X      6            18008          0       3249
SYNAPTICS INC                 COM             87157D10     139127      12930     X         5            12930          0          0
SYNOPSYS INC                  COM             87160710       3562        116     X         13               0          0        116
SYNOPSYS INC                  COM             87160710   22492207     729112     X         3           729112          0          0
SYNOPSYS INC                  COM             87160710    5124653     165817     X         5           162063          0       3754
SYNOPSYS INC                  COM             87160710     102003       3300     X  X      6             3000        300          0
SYNOPSYS INC                  COM             87160710     299765       9698     X         6             9698          0          0
SYNGENTA AG                   SPONSORED ADR   87160A10     276024      24800     X         13               0          0      24800
SYNGENTA AG                   SPONSORED ADR   87160A10      13284       1209     X         5              904          0        305
SYNGENTA AG                   SPONSORED ADR   87160A10      31540       2883     X  X      6              972          0       1911
SYNGENTA AG                   SPONSORED ADR   87160A10      24473       2237     X         6             2237          0          0
SYNGENTA AG                   SPONSORED ADR   87160A10       4092        374     X  X      7              374          0          0
SYNOVUS FINL CORP             COM             87161C10    3053228     122178     X         3           122178          0          0
SYNOVUS FINL CORP             COM             87161C10     107401       4243     X         5             2875          0       1368
SYNOVUS FINL CORP             COM             87161C10    2083191      83361     X  X      6            68156      13280       1925
SYNOVUS FINL CORP             COM             87161C10    3584091     143421     X         6           141621          0       1800
SYNOVIS LIFE TECHNOLOGIES IN  COM             87162G10     204214       8106     X         5             3924          0       4182
SYNOVIS LIFE TECHNOLOGIES IN  COM             87162G10       6113        250     X  X      6                0          0        250
SYNTEL INC                    COM             87162H10    1614948      70800     X         3            70800          0          0
SYNTEL INC                    COM             87162H10       7410        325     X         5              325          0          0
SYNTEL INC                    COM             87162H10     100320       4400     X         6                0          0       4400
SYSCO CORP                    COM             87182910     192989       5900     X         1             5900          0          0
SYSCO CORP                    COM             87182910     312196       9495     X         13               0          0       9495
SYSCO CORP                    COM             87182910    8805859     267130     X         3           267130          0          0
SYSCO CORP                    COM             87182910    7850057     239470     X         5           139574          0      99896
SYSCO CORP                    COM             87182910   19414301     593528     X  X      6           431953     150620      10955
SYSCO CORP                    COM             87182910   21968625     671618     X         6           576071       4175      91372
SYSCO CORP                    COM             87182910      16322        499     X  X      7              499          0          0
SYSCO CORP                    COM             87182910       7033        215     X         7              215          0          0
TBC CORP                      COM             87218010   12763852     509535     X         3           509535          0          0
TBC CORP                      COM             87218010      10170        406     X         5              406          0          0
TBC CORP                      COM             87218010      69589       2778     X         6                0          0       2778
TCF FINL CORP                 COM             87227510    3357555      70022     X         3            70022          0          0
TCF FINL CORP                 COM             87227510    1354534      28198     X         5            26246          0       1952
TCF FINL CORP                 COM             87227510      21002        438     X  X      6              438          0          0
TCF FINL CORP                 COM             87227510     222344       4637     X         6             4637          0          0
TCF FINL CORP                 COM             87227510       8152        170     X  X      7              170          0          0
TC PIPELINES LP               UT COM LTD PRT  87233Q10     230800       7250     X         5             5000          0       2250
TCW CONV SECS FD INC          COM             87234010      15071       3349     X         13               0          0       3349
TCW CONV SECS FD INC          COM             87234010    1568710     347914     X         5           103268          0     244646
TCW CONV SECS FD INC          COM             87234010      16761       3700     X  X      6             3700          0          0
TCW CONV SECS FD INC          COM             87234010       9132       2016     X         6             2016          0          0
TCW/DW TERM TR 2003           SH BEN INT      87234U10   14445819    1364100     X         3          1364100          0          0
TCW/DW TERM TR 2003           SH BEN INT      87234U10      54079       5118     X         5             2700          0       2418
TCW/DW TERM TR 2003           SH BEN INT      87234U10      38050       3593     X  X      6             3593          0          0
TCW/DW TERM TR 2003           SH BEN INT      87234U10    1648990     155712     X         6           112212          0      43500
TCW/DW TERM TR 2003           SH BEN INT      87234U10  112500356   10623263     X         9         10623263          0          0
TDK CORP                      AMERN DEP SH    87235140     215163       3510     X         13               0          0       3510
TDK CORP                      AMERN DEP SH    87235140     305164       5134     X         5             5029          0        105
TDK CORP                      AMERN DEP SH    87235140      60707       1022     X  X      6              532          0        490
TDK CORP                      AMERN DEP SH    87235140      24295        409     X         6              409          0          0
TDK CORP                      AMERN DEP SH    87235140       3148         53     X  X      7               53          0          0
TDC A/S                       SPONSORED ADR   87236N10      19518       1240     X         5                0          0       1240
TDC A/S                       SPONSORED ADR   87236N10       9120        600     X  X      6              600          0          0
TDC A/S                       SPONSORED ADR   87236N10     272870      17952     X         6            17952          0          0
TECO ENERGY INC               COM             87237510      23494       1700     X  X      1             1700          0          0
TECO ENERGY INC               COM             87237510      26258       1900     X         1             1900          0          0
TECO ENERGY INC               COM             87237510       8292        600     X         11               0          0        600
TECO ENERGY INC               COM             87237510      85472       6127     X         13               0          0       6127
TECO ENERGY INC               COM             87237510    1008114      72946     X         3            72946          0          0
TECO ENERGY INC               COM             87237510   11928573     856184     X         5           116867          0     739317
TECO ENERGY INC               COM             87237510    1402205     101462     X  X      6            89412       8900       3150
TECO ENERGY INC               COM             87237510     850538      61544     X         6            60344          0       1200
TECO ENERGY INC               COM             87237510       1382        100     X  X      7              100          0          0
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410      42720       1200     X         13               0          0       1200
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410     440191      12417     X         5             8430          0       3987
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410    1116239      31550     X  X      6             1650       7450      22450
TEPPCO PARTNERS L P           UT LTD PARTNER  87238410     335650       9487     X         6             7887          0       1600
THQ INC                       COM NEW         87244340     211086      12910     X         5            11241          0       1669
TJX COS INC NEW               COM             87254010       1699         85     X         13               0          0         85
TJX COS INC NEW               COM             87254010    3976167     204746     X         3           204746          0          0
TJX COS INC NEW               COM             87254010    1936618      97357     X         5            16752          0      80605
TJX COS INC NEW               COM             87254010     452428      23297     X  X      6            18297          0       5000
TJX COS INC NEW               COM             87254010    3086168     158917     X         6           100345          0      58572
TJX COS INC NEW               COM             87254010       8836        455     X  X      7              455          0          0
TJX COS INC NEW               COM             87254010       1728         89     X         7               89          0          0
TJX COS INC NEW               NOTE         2/ 872540AL      50781      65000     X         5            65000          0          0
TVIA INC                      COM             87307P10      39564      25200     X         5                0          0      25200
TXU CORP                      COM             87316810       2360        100     X         13               0          0        100
TXU CORP                      COM             87316810   16332240     693219     X         3           693219          0          0
TXU CORP                      COM             87316810     960201      40739     X         5            30976          0       9763
TXU CORP                      COM             87316810    1946574      82622     X  X      6            75905       6242        475
TXU CORP                      COM             87316810    2355058      99960     X         6            30529          0      69431
TXU CORP                      COM             87316810       9754        414     X         7              414          0          0
TAIWAN FD INC                 COM             87403610       4452        405     X         5               95          0        310
TAIWAN FD INC                 COM             87403610         54          5     X         6                5          0          0
TAIWAN FD INC                 COM             87403610    1824728     168800     X         9           168800          0          0
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910       1958        178     X         13               0          0        178
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910    2166000     200000     X         3           200000          0          0
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910    5580727     513372     X         5           390381          0     122991
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910      39546       3651     X  X      6             3651          0          0
TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR   87403910     536458      49534     X         6            47115          0       2420
TAKE-TWO INTERACTIVE SOFTWAR  COM             87405410      71757       2100     X         3             2100          0          0
TAKE-TWO INTERACTIVE SOFTWAR  COM             87405410     435129      12582     X         5             8882          0       3700
TAKE-TWO INTERACTIVE SOFTWAR  COM             87405410      24390        714     X         6              714          0          0
TALBOTS INC                   COM             87416110     606390      17400     X         3            17400          0          0
TALBOTS INC                   COM             87416110     113637       3253     X         5             2953          0        300
TALBOTS INC                   COM             87416110     117619       3375     X  X      6             3375          0          0
TALBOTS INC                   COM             87416110      63950       1835     X         6             1835          0          0
TALISMAN ENERGY INC           COM             87425E10     400316       8432     X         5             8232          0        200
TALISMAN ENERGY INC           COM             87425E10      23720        500     X  X      6              500          0          0
TALISMAN ENERGY INC           COM             87425E10     486307      10251     X         6            10251          0          0
TALX CORP                     COM             87491810     340847      13765     X         5            13665          0        100
TALX CORP                     COM             87491810       2774        112     X         6              112          0          0
TANGER FACTORY OUTLET CTRS I  COM             87546510     218201       5937     X         5             3950          0       1987
TANGER FACTORY OUTLET CTRS I  COM             87546510      40425       1100     X         6             1100          0          0
TANOX INC                     COM             87588Q10     333611      16714     X         5            16714          0          0
TARGET CORP                   COM             87612E10     425219      11300     X  X      1            11300          0          0
TARGET CORP                   COM             87612E10    1521381      40430     X         1            40430          0          0
TARGET CORP                   COM             87612E10     105364       2800     X         11               0          0       2800
TARGET CORP                   COM             87612E10      48429       1254     X         13               0          0       1254
TARGET CORP                   COM             87612E10   28675415     746837     X         3           746837          0          0
TARGET CORP                   COM             87612E10       3763        100     X  X      4              100          0          0
TARGET CORP                   COM             87612E10      25965        690     X         4              690          0          0
TARGET CORP                   COM             87612E10   14745976     387926     X         5           238104          0     149822
TARGET CORP                   COM             87612E10   61246400    1627595     X  X      6          1513619      62902      51074
TARGET CORP                   COM             87612E10  133741498    3554119     X         6          3328385       6518     219216
TARGET CORP                   COM             87612E10      29540        785     X  X      7              785          0          0
TARGET CORP                   COM             87612E10     190370       5059     X         7             5059          0          0
TASTY BAKING CO               COM             87655330     179308      18039     X         5            18039          0          0
TASTY BAKING CO               COM             87655330    4521825     454912     X  X      6           454912          0          0
TASTY BAKING CO               COM             87655330        249         25     X         6               25          0          0
TECH DATA CORP                COM             87823710    6588449     213121     X         3           213121          0          0
TECH DATA CORP                COM             87823710     518712      16814     X         5            16814          0          0
TECH DATA CORP                COM             87823710      58615       1900     X  X      6             1900          0          0
TECH DATA CORP                COM             87823710    1350891      43789     X         6             6545         18      37226
TECH OPS SEVCON INC           COM             87829310     605115     101700     X         5                0          0     101700
TECHNIP COFLEXIP              SPONSORED ADR   87854620      28807       1171     X  X      6             1171          0          0
TECHNIP COFLEXIP              SPONSORED ADR   87854620     545903      22191     X         6            21098          0       1093
TECHNITROL INC                COM             87855510    7352862     399395     X         3           399395          0          0
TECHNITROL INC                COM             87855510      18042        980     X         5              980          0          0
TECHNITROL INC                COM             87855510      61121       3320     X  X      6             3320          0          0
TECHNITROL INC                COM             87855510     425915      23135     X         6            23135          0          0
TECHNOLOGY FLAVORS & FRAGRAN  COM             87869A10       8200      10000     X         13               0          0      10000
TECUMSEH PRODS CO             CL A            87889520     675274      18099     X         3            18099          0          0
TECUMSEH PRODS CO             CL A            87889520      11268        302     X         5              302          0          0
TECUMSEH PRODS CO             CL A            87889520      41228       1105     X  X      6             1105          0          0
TECUMSEH PRODS CO             CL A            87889520     202220       5420     X         6             4825        595          0
TEGAL CORP                    COM             87900810      15029      13300     X         5            13300          0          0
TEKELEC                       COM             87910110    1497920      95959     X         3            95959          0          0
TEKELEC                       COM             87910110      76787       4894     X         6              675          0       4219
TEKTRONIX INC                 COM             87913110     112117       4435     X         13               0          0       4435
TEKTRONIX INC                 COM             87913110     816552      32992     X         3            32992          0          0
TEKTRONIX INC                 COM             87913110      38932       1573     X         5             1573          0          0
TEKTRONIX INC                 COM             87913110     141966       5736     X  X      6             5736          0          0
TEKTRONIX INC                 COM             87913110      98678       3987     X         6             3987          0          0
TELE CELULAR SUL PART S A     SPON ADR PFD    87923810     197190      21000     X         3            21000          0          0
TELE CELULAR SUL PART S A     SPON ADR PFD    87923810        939        100     X         5              100          0          0
TELE CENTRO OESTE CELULAR S   SPON ADR PFD    87923P10     728000     100000     X         3           100000          0          0
TELE CENTRO OESTE CELULAR S   SPON ADR PFD    87923P10      27632       3633     X         5              433          0       3200
TELE NORTE LESTE PART S A     SPON ADR PFD    87924610     836944      60039     X         3            60039          0          0
TELE NORTE LESTE PART S A     SPON ADR PFD    87924610      18721       1343     X         5             1343          0          0
TELECOMM ARGENTINA STET-FRAN  SPON ADR REP B  87927320      31948       4885     X         13               0          0       4885
TELECOMM ARGENTINA STET-FRAN  SPON ADR REP B  87927320     112660      17521     X         5            17521          0          0
TELECOMM ARGENTINA STET-FRAN  SPON ADR REP B  87927320      10417       1620     X  X      6             1620          0          0
TELECOMM ARGENTINA STET-FRAN  SPON ADR REP B  87927320      16782       2610     X         6             2610          0          0
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820     286823      11731     X         13               0          0      11731
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820    1371083      56132     X         5            44808          0      11324
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820     112332       4600     X  X      6             3600       1000          0
TELECOM CORP NEW ZEALAND LTD  SPONSORED ADR   87927820     252210      10328     X         6            10328          0          0
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10     119431       4762     X         13               0          0       4762
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10    1230373      49512     X         3            49512          0          0
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10     114382       4598     X         5             4070          0        528
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10      43910       1767     X  X      6              652          0       1115
TELECOM ITALIA S P A NEW      SPON ADR ORD    87927Y10      34194       1376     X         6             1376          0          0
TELECOMUNICACOES BRASILEIRAS  SPONSORED ADR   87928730     170875       5136     X         13               0          0       5136
TELECOMUNICACOES BRASILEIRAS  SPONSORED ADR   87928730     219142       6799     X         5             6478          0        321
TELECOMUNICACOES BRASILEIRAS  SPONSORED ADR   87928730      14320        445     X  X      6              445          0          0
TELECOMUNICACOES BRASILEIRAS  SPONSORED ADR   87928730      32341       1005     X         6             1005          0          0
TELEDYNE TECHNOLOGIES INC     COM             87936010    3379121     232242     X         3           232242          0          0
TELEDYNE TECHNOLOGIES INC     COM             87936010     522824      34356     X         5             3350          0      31006
TELEDYNE TECHNOLOGIES INC     COM             87936010      24866       1709     X  X      6             1309        400          0
TELEDYNE TECHNOLOGIES INC     COM             87936010       8686        597     X         6              597          0          0
TELEFLEX INC                  COM             87936910     271438       6250     X  X      1             6250          0          0
TELEFLEX INC                  COM             87936910      12247        282     X         1              282          0          0
TELEFLEX INC                  COM             87936910    3232104      70241     X         3            70241          0          0
TELEFLEX INC                  COM             87936910     548766      12483     X         5             3524          0       8959
TELEFLEX INC                  COM             87936910     217150       5000     X  X      6             2900          0       2100
TELEFLEX INC                  COM             87936910      69054       1590     X         6             1590          0          0
TELEFONICA DE ARGENTINA S A   SP ADR .8156 B  87937840     501618      65400     X         3            65400          0          0
TELEFONICA DE ARGENTINA S A   SP ADR .8156 B  87937840       3996        522     X         5              407          0        115
TELEFONICA S A                SPONSORED ADR   87938220     219167       6041     X         13               0          0       6041
TELEFONICA S A                SPONSORED ADR   87938220    2038127      57000     X         3            57000          0          0
TELEFONICA S A                SPONSORED ADR   87938220     567317      15924     X         5            12537          0       3387
TELEFONICA S A                SPONSORED ADR   87938220      84573       2386     X  X      6             2032        354          0
TELEFONICA S A                SPONSORED ADR   87938220     364142      10272     X         6            10272          0          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378        764         25     X         11               0          0         25
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378     539919      17411     X         13               0          0      17411
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378   10522550     343607     X         3           343607          0          0
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378    5860489     191765     X         5           187253          0       4512
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378     737233      24132     X  X      6            22076       1486        570
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378    2551780      83528     X         6            26471         34      57023
TELEFONOS DE MEXICO S A       SPON ADR ORD L  87940378       4430        145     X  X      7              145          0          0
TELEFONOS DE MEXICO S A       DBCV  4.250% 6/ 879403AD      10940      10000     X         5             3000          0       7000
TELEFONOS DE MEXICO S A       DBCV  4.250% 6/ 879403AD       2185       2000     X         6             2000          0          0
TELEPHONE & DATA SYS INC      COM             87943310       4252         74     X         13               0          0         74
TELEPHONE & DATA SYS INC      COM             87943310    3176530      56182     X         3            56182          0          0
TELEPHONE & DATA SYS INC      COM             87943310    1180829      20877     X         5            20395          0        482
TELEPHONE & DATA SYS INC      COM             87943310    1036491      18332     X  X      6            18282         20         30
TELEPHONE & DATA SYS INC      COM             87943310    1879842      33248     X         6            32873          0        375
TELEPHONE & DATA SYS INC      COM             87943310       4806         85     X         7               85          0          0
TELEMIG CELULAR PART S A      SPON ADR PFD    87944E10     865590      33000     X         3            33000          0          0
TELEMIG CELULAR PART S A      SPON ADR PFD    87944E10       1312         50     X         5               50          0          0
TELESP CELULAR PART S A       SPON ADR PFD    87952L10      64863      13329     X         5             2329          0      11000
TELIK INC                     COM             87959M10    5436558     271150     X         3           271150          0          0
TELIK INC                     COM             87959M10      14551        725     X  X      6              725          0          0
TELIK INC                     COM             87959M10     828389      41275     X         6            36625          0       4650
TELLABS INC                   COM             87966410        681        100     X         11               0          0        100
TELLABS INC                   COM             87966410        340         48     X         13               0          0         48
TELLABS INC                   COM             87966410    1089761     160495     X         3           160495          0          0
TELLABS INC                   COM             87966410     618913      90434     X         5            79847          0      10587
TELLABS INC                   COM             87966410     256840      37704     X  X      6            29004       6700       2000
TELLABS INC                   COM             87966410     651568      95650     X         6            94250        100       1300
TEMPLE INLAND INC             COM             87986810    1021783      21046     X         3            21046          0          0
TEMPLE INLAND INC             COM             87986810    1241395      25494     X         5            16565          0       8929
TEMPLE INLAND INC             COM             87986810    2047985      42183     X  X      6            42183          0          0
TEMPLE INLAND INC             COM             87986810    1870729      38532     X         6            12028       1250      25254
TEMPLETON DRAGON FD INC       COM             88018T10       4259        301     X         13               0          0        301
TEMPLETON DRAGON FD INC       COM             88018T10     136694       9683     X         5             4583          0       5100
TEMPLETON DRAGON FD INC       COM             88018T10       7322        520     X  X      6              520          0          0
TEMPLETON DRAGON FD INC       COM             88018T10      28540       2027     X         6             2027          0          0
TEMPLETON DRAGON FD INC       COM             88018T10     278784      19800     X         9            19800          0          0
TEMPLETON EMERGING MKTS FD I  COM             88019110     116134      10250     X         5             3840          0       6410
TEMPLETON EMERG MKTS INCOME   COM             88019210      12600       1000     X         13               0          0       1000
TEMPLETON EMERG MKTS INCOME   COM             88019210     528046      42142     X         5            32702          0       9440
TEMPLETON EMERG MKTS INCOME   COM             88019210      68555       5480     X  X      6             5480          0          0
TEMPLETON EMERG MKTS INCOME   COM             88019210      64314       5141     X         6             5141          0          0
TEMPLETON GLOBAL INCOME FD I  COM             88019810      42150       5000     X  X      4             5000          0          0
TEMPLETON GLOBAL INCOME FD I  COM             88019810     553075      65608     X         5            35428          0      30180
TEMPLETON GLOBAL INCOME FD I  COM             88019810      77396       9181     X  X      6             2194       6987          0
TEMPLETON GLOBAL INCOME FD I  COM             88019810     122834      14571     X         6            14571          0          0
TEMPLETON RUS AND EAST EUR F  COM             88022F10       6276        200     X         13               0          0        200
TEMPLETON RUS AND EAST EUR F  COM             88022F10      12552        400     X         5                0          0        400
TEMPLETON RUS AND EAST EUR F  COM             88022F10     563040      18400     X         9            18400          0          0
TENET HEALTHCARE CORP         COM             88033G10   34258927    2365948     X         3          2365948          0          0
TENET HEALTHCARE CORP         COM             88033G10     785228      53662     X         5            26321          0      27341
TENET HEALTHCARE CORP         COM             88033G10     267040      18442     X  X      6            11712       6642         88
TENET HEALTHCARE CORP         COM             88033G10    1470734     101570     X         6           100371          0       1199
TERADYNE INC                  COM             88077010      67058       3586     X         13               0          0       3586
TERADYNE INC                  COM             88077010    1364236      73346     X         3            73346          0          0
TERADYNE INC                  COM             88077010     313613      16843     X         5            13512          0       3331
TERADYNE INC                  COM             88077010     325816      17517     X  X      6            17217        200        100
TERADYNE INC                  COM             88077010     114520       6157     X         6             4732        150       1275
TERADYNE INC                  COM             88077010        986         53     X         7               53          0          0
TERADYNE INC                  COM             88077010     657510      35350     X         8            35350          0          0
TERAYON COMMUNICATION SYS     COM             88077510      73371      12745     X         5            11745          0       1000
TESORO PETE CORP              COM             88160910    1149623     134567     X         5           101667          0      32900
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420      41165        705     X         13               0          0        705
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420   47150793     823900     X         3           823900          0          0
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420    8513908     147025     X         5            59573          0      87452
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420    7402481     129414     X  X      6           104514       6900      18000
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420   10213861     178564     X         6           174537        400       3627
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420      15215        266     X  X      7              266          0          0
TEVA PHARMACEUTICAL INDS LTD  ADR             88162420       3146         55     X         7               55          0          0
TETRA TECH INC NEW            COM             88162G10    3882788     195017     X         3           195017          0          0
TETRA TECH INC NEW            COM             88162G10     374926      18172     X         5              487          0      17685
TETRA TECH INC NEW            COM             88162G10     180180       9018     X         6              500          0       8518
TEVA PHARMACEUTICAL FIN LLC   DBCV  1.500%10/ 88163VAB      41760      32000     X         5            32000          0          0
TEXAS GENCO HLDGS INC         COM             88244310    1191428      50060     X         3            50060          0          0
TEXAS GENCO HLDGS INC         COM             88244310    3279356     137787     X         5           137729          0         58
TEXAS GENCO HLDGS INC         COM             88244310      73233       3077     X  X      6             2988         89          0
TEXAS GENCO HLDGS INC         COM             88244310       5450        229     X         6              229          0          0
TEXAS INDS INC                COM             88249110      12005        488     X         5              488          0          0
TEXAS INDS INC                COM             88249110     234143       9518     X  X      6             8118       1400          0
TEXAS INDS INC                COM             88249110      36900       1500     X         6             1500          0          0
TEXAS INSTRS INC              COM             88250810       9120        400     X  X      1              400          0          0
TEXAS INSTRS INC              COM             88250810     126380       5543     X         1             5543          0          0
TEXAS INSTRS INC              COM             88250810      16188        710     X         11               0          0        710
TEXAS INSTRS INC              COM             88250810     133618       5747     X         13               0          0       5747
TEXAS INSTRS INC              COM             88250810  161094198    6969585     X         3          6969585          0          0
TEXAS INSTRS INC              COM             88250810       3192        140     X  X      4              140          0          0
TEXAS INSTRS INC              COM             88250810      29594       1298     X         4             1298          0          0
TEXAS INSTRS INC              COM             88250810   11811899     515314     X         5           375895          0     139419
TEXAS INSTRS INC              COM             88250810   32540502    1427215     X  X      6          1324345      38952      63918
TEXAS INSTRS INC              COM             88250810   71647883    3142451     X         6          2690309       4126     448016
TEXAS INSTRS INC              COM             88250810      43548       1910     X  X      7             1910          0          0
TEXAS INSTRS INC              COM             88250810      94802       4158     X         7             4158          0          0
TEXAS INSTRS INC              COM             88250810     964440      42300     X         8            42300          0          0
TEXTRON INC                   COM             88320310      63120       1600     X  X      1             1600          0          0
TEXTRON INC                   COM             88320310    3518940      89200     X         11           64800          0      24400
TEXTRON INC                   COM             88320310    2192473      55077     X         3            55077          0          0
TEXTRON INC                   COM             88320310    1093977      27666     X         5            26019          0       1647
TEXTRON INC                   COM             88320310    2401913      60885     X  X      6            59385       1500          0
TEXTRON INC                   COM             88320310    4295316     108880     X         6            75398          0      33482
THERMO ELECTRON CORP          COM             88355610      26040       1200     X         11               0          0       1200
THERMO ELECTRON CORP          COM             88355610   14150874     648720     X         3           648720          0          0
THERMO ELECTRON CORP          COM             88355610    1221939      56053     X         5            35353          0      20700
THERMO ELECTRON CORP          COM             88355610     442094      20373     X  X      6            20373          0          0
THERMO ELECTRON CORP          COM             88355610    3692689     170170     X         6            23344        322     146504
THERMO ELECTRON CORP          COM             88355610     109845       5062     X  X      7             5062          0          0
THOMAS & BETTS CORP           COM             88431510     360271      22730     X         3            22730          0          0
THOMAS & BETTS CORP           COM             88431510      98224       6092     X         5              538          0       5554
THOMAS & BETTS CORP           COM             88431510    3284786     207242     X  X      6           207042          0        200
THOMAS & BETTS CORP           COM             88431510     659154      41587     X         6            40787          0        800
THOMAS INDS INC               COM             88442510     322732      11316     X         5            11316          0          0
THOMAS INDS INC               COM             88442510       7273        255     X  X      6              255          0          0
THOMAS INDS INC               COM             88442510     104383       3660     X         6             3660          0          0
THOMSON                       SPONSORED ADR   88511810      16897        970     X  X      6              970          0          0
THOMSON                       SPONSORED ADR   88511810     335509      19260     X         6            19260          0          0
THOR INDS INC                 COM             88516010     770858      14264     X         5            14104          0        160
THORATEC CORP                 COM NEW         88517530     679600      40000     X         3            40000          0          0
THORATEC CORP                 COM NEW         88517530     112530       6637     X         5             5835          0        802
THORNBURG MTG INC             COM             88521810      74153       2900     X         13               0          0       2900
THORNBURG MTG INC             COM             88521810     595092      23341     X         5             7241          0      16100
THORNBURG MTG INC             COM             88521810     525167      20733     X  X      6            19938        145        650
THORNBURG MTG INC             COM             88521810     439197      17339     X         6             6339          0      11000
3COM CORP                     COM             88553510      24940       4220     X         11               0          0       4220
3COM CORP                     COM             88553510        490         76     X         13               0          0         76
3COM CORP                     COM             88553510    2127977     360674     X         3           360674          0          0
3COM CORP                     COM             88553510     491735      82021     X         5            69075          0      12946
3COM CORP                     COM             88553510     602454     101938     X  X      6           101938          0          0
3COM CORP                     COM             88553510      17978       3042     X         6             3042          0          0
3COM CORP                     COM             88553510    3989250     675000     X         8           675000          0          0
THREE FIVE SYS INC            COM             88554L10     165245      29990     X         5            29990          0          0
3M CO                         COM             88579Y10    3974979      57550     X  X      1            57550          0          0
3M CO                         COM             88579Y10    1806457      26154     X         1            26154          0          0
3M CO                         COM             88579Y10     241745       3500     X         11               0          0       3500
3M CO                         COM             88579Y10     754943      10648     X         13               0          0      10648
3M CO                         COM             88579Y10   96222177    1386465     X         3          1386465          0          0
3M CO                         COM             88579Y10   18754575     269326     X         5           186131          0      83195
3M CO                         COM             88579Y10  157910182    2286234     X  X      6          2178796      60420      47018
3M CO                         COM             88579Y10  143639906    2079628     X         6          1833046       4930     241652
3M CO                         COM             88579Y10      63337        917     X         7              917          0          0
TIDEWATER INC                 COM             88642310     665050      23500     X         11             700          0      22800
TIDEWATER INC                 COM             88642310    1678954      59327     X         3            59327          0          0
TIDEWATER INC                 COM             88642310     235799       8325     X         5             7655          0        670
TIDEWATER INC                 COM             88642310     152141       5376     X  X      6             5376          0          0
TIDEWATER INC                 COM             88642310     629251      22235     X         6            22235          0          0
TIFFANY & CO NEW              COM             88654710      38600       1000     X         13               0          0       1000
TIFFANY & CO NEW              COM             88654710    3576550      95609     X         3            95609          0          0
TIFFANY & CO NEW              COM             88654710     974630      26071     X         5            24969          0       1102
TIFFANY & CO NEW              COM             88654710     280124       7504     X  X      6             7404          0        100
TIFFANY & CO NEW              COM             88654710     674777      18076     X         6            17501          0        575
TIMBERLAND CO                 CL A            88710010    2406067      56401     X         3            56401          0          0
TIMBERLAND CO                 CL A            88710010    2193060      51400     X         5            51250          0        150
TIMBERLAND CO                 CL A            88710010      39972        937     X         6               35          0        902
TIME WARNER TELECOM INC       CL A            88731910   11183867    1200057     X         3          1200057          0          0
TIME WARNER TELECOM INC       CL A            88731910      63436       6895     X         5               35          0       6860
TIME WARNER TELECOM INC       CL A            88731910      16983       1834     X  X      6             1834          0          0
TIME WARNER TELECOM INC       CL A            88731910    1331940     143838     X         6           114823        207      28808
TIMKEN CO                     COM             88738910       3048        200     X         11               0          0        200
TIMKEN CO                     COM             88738910    8887968     583200     X         3           583200          0          0
TIMKEN CO                     COM             88738910     266959      17415     X         5            13429          0       3986
TIMKEN CO                     COM             88738910     404470      26540     X  X      6            25940        600          0
TIMKEN CO                     COM             88738910      12192        800     X         6              800          0          0
TITAN CORP                    COM             88826610    1639191      78656     X         3            78656          0          0
TITAN CORP                    COM             88826610     405603      19461     X         5            18860          0        601
TITAN CORP                    COM             88826610      18923        908     X         6              908          0          0
TITAN PHARMACEUTICALS INC DE  COM             88831410      27739      11200     X         5             2500          0       8700
TIVO INC                      COM             88870610    1634409     220568     X         3           220568          0          0
TIVO INC                      COM             88870610      52978       7151     X         5             6600          0        551
TIVO INC                      COM             88870610        741        100     X  X      6                0          0        100
TIVO INC                      COM             88870610      94611      12768     X         6             1539          0      11229
TOLL BROTHERS INC             COM             88947810      63850       1955     X         13               0          0       1955
TOLL BROTHERS INC             COM             88947810    2219230      72953     X         3            72953          0          0
TOLL BROTHERS INC             COM             88947810     628976      20484     X         5            17871          0       2613
TOLL BROTHERS INC             COM             88947810      92842       3052     X  X      6             3052          0          0
TOLL BROTHERS INC             COM             88947810     976604      32104     X         6            32104          0          0
TOLL BROTHERS INC             COM             88947810       8061        265     X  X      7              265          0          0
TOO INC                       COM             89033310    4366355     296426     X         3           296426          0          0
TOO INC                       COM             89033310      33275       2192     X         5                0          0       2192
TOO INC                       COM             89033310       4154        282     X         6              282          0          0
TOOTSIE ROLL INDS INC         COM             89051610      31930       1030     X         11               0          0       1030
TOOTSIE ROLL INDS INC         COM             89051610      13987        436     X         13               0          0        436
TOOTSIE ROLL INDS INC         COM             89051610    1572816      50736     X         3            50736          0          0
TOOTSIE ROLL INDS INC         COM             89051610    1335952      43080     X         5            42643          0        437
TOOTSIE ROLL INDS INC         COM             89051610      86707       2797     X  X      6             2797          0          0
TOOTSIE ROLL INDS INC         COM             89051610      51677       1667     X         6             1667          0          0
TOPPS INC                     COM             89078610      17630       1763     X         13               0          0       1763
TOPPS INC                     COM             89078610    3006442     308353     X         3           308353          0          0
TOPPS INC                     COM             89078610       2925        300     X         6              300          0          0
TORCHMARK CORP                COM             89102710     373285       8984     X         13               0          0       8984
TORCHMARK CORP                COM             89102710    1905772      44394     X         3            44394          0          0
TORCHMARK CORP                COM             89102710     662736      16303     X         5            16103          0        200
TORCHMARK CORP                COM             89102710     485648      11950     X  X      6            11950          0          0
TORCHMARK CORP                COM             89102710    4312514     106115     X         6            74611          0      31504
TORO CO                       COM             89109210     410042       9077     X         5             8127          0        950
TORO CO                       COM             89109210      27000        600     X  X      6                0        600          0
TORONTO DOMINION BK ONT       COM NEW         89116050       3418        120     X         5               90          0         30
TORONTO DOMINION BK ONT       COM NEW         89116050      13754        486     X  X      6              486          0          0
TORONTO DOMINION BK ONT       COM NEW         89116050     283000      10000     X         6            10000          0          0
TOTAL S A                     SPONSORED ADR   89151E10      10270        131     X         13               0          0        131
TOTAL S A                     SPONSORED ADR   89151E10    7421730      97442     X         3            97442          0          0
TOTAL S A                     SPONSORED ADR   89151E10    4676240      61359     X         5            51656          0       9703
TOTAL S A                     SPONSORED ADR   89151E10     509224       6718     X  X      6             6120          0        598
TOTAL S A                     SPONSORED ADR   89151E10    1694509      22355     X         6            22355          0          0
TOTAL S A                     SPONSORED ADR   89151E10       6140         81     X  X      7               81          0          0
TOTAL SYS SVCS INC            COM             89190610      73035       2705     X         5                0          0       2705
TOTAL SYS SVCS INC            COM             89190610    2079437      78916     X  X      6            78916          0          0
TOTAL SYS SVCS INC            COM             89190610     125163       4750     X         6             4750          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130      15788        252     X         13               0          0        252
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130    1927693      32000     X         3            32000          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130    1218626      19662     X         5             4259          0      15403
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130      87360       1467     X  X      6             1467          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130     431321       7243     X         6             7243          0          0
TOYOTA MOTOR CORP             SP ADR REP2COM  89233130       3335         56     X  X      7               56          0          0
TOYS R US INC                 COM             89233510       2011        159     X         13               0          0        159
TOYS R US INC                 COM             89233510     997720      82936     X         3            82936          0          0
TOYS R US INC                 COM             89233510    1661305     134202     X         5            58630          0      75572
TOYS R US INC                 COM             89233510     141112      11730     X  X      6             1542        188      10000
TOYS R US INC                 COM             89233510     827616      68796     X         6            43857          0      24939
TPG N V                       SPONSORED ADR   89233910       3064        155     X         5                0          0        155
TPG N V                       SPONSORED ADR   89233910      10527        550     X  X      6              550          0          0
TPG N V                       SPONSORED ADR   89233910     267960      14000     X         6            14000          0          0
TRACTOR SUPPLY CO             COM             89235610    1695293      51670     X         3            51670          0          0
TRACTOR SUPPLY CO             COM             89235610    1620746      48509     X         5            29321          0      19188
TRACTOR SUPPLY CO             COM             89235610      16930        516     X  X      6              516          0          0
TRACTOR SUPPLY CO             COM             89235610     203586       6205     X         6             3964          0       2241
TRANS LUX CORP                NOTE  7.500%12/ 893247AD      23125      25000     X         5                0          0      25000
TRANSACTION SYS ARCHITECTS    CL A            89341610   15780098     950036     X         3           950036          0          0
TRANSACTION SYS ARCHITECTS    CL A            89341610      46385       2801     X         5             2801          0          0
TRANSACTION SYS ARCHITECTS    CL A            89341610       8280        500     X         6              500          0          0
TRANSAMERICA INCOME SHS INC   COM             89350610    1048607      46788     X         5            45988          0        800
TRANSAMERICA INCOME SHS INC   COM             89350610      59499       2655     X  X      6             2655          0          0
TRANSAMERICA INCOME SHS INC   COM             89350610      29290       1307     X         6             1307          0          0
TRANSATLANTIC HLDGS INC       COM             89352110      11735        165     X         4              165          0          0
TRANSATLANTIC HLDGS INC       COM             89352110     285865       3945     X         5              162          0       3783
TRANSATLANTIC HLDGS INC       COM             89352110      30226        425     X  X      6              425          0          0
TRANSATLANTIC HLDGS INC       COM             89352110      79085       1112     X         6             1112          0          0
TRANSATLANTIC HLDGS INC       COM             89352110       3200         45     X  X      7               45          0          0
TRANSATLANTIC HLDGS INC       COM             89352110      16713        235     X         7              235          0          0
TRANSCANADA CORP              COM             89353D10     412110      22192     X         5              500          0      21692
TRANSCANADA CORP              COM             89353D10      16388        882     X  X      7              882          0          0
TRANSKARYOTIC THERAPIES INC   COM             89373510      26200       2500     X  X      6             2500          0          0
TRANSKARYOTIC THERAPIES INC   COM             89373510     312304      29800     X         6            29800          0          0
TRANSMETA CORP DEL            COM             89376R10     161064      56075     X         5            53500          0       2575
TRANSWITCH CORP               COM             89406510      28173      11360     X         5            11360          0          0
TRANSWITCH CORP               COM             89406510        491        198     X  X      6              198          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10       2239        141     X  X      1              141          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10      24979       1573     X         11             216          0       1357
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10       1749        110     X         13               0          0        110
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10      12073        756     X         3              756          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10         48          3     X  X      4                3          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10    1071436      67434     X         5            38642          0      28792
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10     772629      48654     X  X      6            37965       6262       4427
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10     771798      48602     X         6            46448        149       2005
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10          8          1     X  X      7                1          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10      42050       2648     X         7             2648          0          0
TRAVELERS PPTY CAS CORP NEW   CL A            89420G10    7244821     456223     X         8           456223          0          0
TRAVELERS PPTY CAS CORP NEW   NT CV JR 2032   89420G30    3833274     167100     X         3           167100          0          0
TRAVELERS PPTY CAS CORP NEW   NT CV JR 2032   89420G30    1754061      76463     X         5            76463          0          0
TRAVELERS PPTY CAS CORP NEW   NT CV JR 2032   89420G30       2409        105     X         6              105          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40       4621        291     X  X      1              291          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40      11815        744     X         1              544          0        200
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40      18738       1180     X         11             443          0        737
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40       4064        254     X         13               0          0        254
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40   26415452    1663434     X         3          1663434          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40         95          6     X  X      4                6          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40     617483      38779     X         5            24845          0      13934
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40    2472112     155675     X  X      6            88639      15084      51952
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40   12874273     810722     X         6           553972        308     256442
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40          8          1     X  X      7                1          0          0
TRAVELERS PPTY CAS CORP NEW   CL B            89420G40      29632       1866     X         7             1866          0          0
TREDEGAR CORP                 COM             89465010      60200       4000     X         11               0          0       4000
TREDEGAR CORP                 COM             89465010       9266        594     X         5                0          0        594
TREDEGAR CORP                 COM             89465010     159982      10630     X  X      6             5630       5000          0
TREDEGAR CORP                 COM             89465010      93325       6201     X         6             6201          0          0
TREX INC                      COM             89531P10    3712028     119550     X         3           119550          0          0
TREX INC                      COM             89531P10     376559      12031     X         5             8843          0       3188
TREX INC                      COM             89531P10      68589       2209     X         6                0          0       2209
TRI CONTL CORP                COM             89543610      10906        729     X         11               0          0        729
TRI CONTL CORP                COM             89543610       3194        210     X         13               0          0        210
TRI CONTL CORP                COM             89543610     309365      20677     X         5            20527          0        150
TRI CONTL CORP                COM             89543610    1246455      83319     X  X      6            79286       3033       1000
TRI CONTL CORP                COM             89543610     163707      10943     X         6             7796          0       3147
TRI CONTL CORP                COM             89543610     755480      50500     X         9            50500          0          0
TRIAD HOSPITALS INC           COM             89579K10    7210395     238124     X         3           238124          0          0
TRIAD HOSPITALS INC           COM             89579K10    1027002      33781     X         5            20512          0      13269
TRIAD HOSPITALS INC           COM             89579K10       1423         47     X  X      6               47          0          0
TRIAD HOSPITALS INC           COM             89579K10    1036394      34227     X         6            29227          0       5000
TRIAD GTY INC                 COM             89592510    1516572      30900     X         3            30900          0          0
TRIAD GTY INC                 COM             89592510      73620       1500     X  X      6                0          0       1500
TRIAD GTY INC                 COM             89592510     363192       7400     X         6             7400          0          0
TRIARC COS INC                CL A            89592710    8051509     799554     X         3           799554          0          0
TRIARC COS INC                CL A            89592710    1055386     104805     X         5           104805          0          0
TRIARC COS INC                CL A            89592710       8821        876     X  X      6              876          0          0
TRIARC COS INC                CL A            89592710     340064      33770     X         6            24650          0       9120
TRIARC COS INC                CL B SER 1      89592730   16630723    1599108     X         3          1599108          0          0
TRIARC COS INC                CL B SER 1      89592730    2179944     209610     X         5           209610          0          0
TRIARC COS INC                CL B SER 1      89592730      18616       1790     X  X      6             1790          0          0
TRIARC COS INC                CL B SER 1      89592730     493584      47460     X         6            47460          0          0
TRIBUNE CO NEW                COM             89604710     172125       3750     X         1             3650          0        100
TRIBUNE CO NEW                COM             89604710      11934        260     X         11               0          0        260
TRIBUNE CO NEW                COM             89604710      95830       2072     X         13               0          0       2072
TRIBUNE CO NEW                COM             89604710   13935332     302135     X         3           302135          0          0
TRIBUNE CO NEW                COM             89604710       1331         29     X         4               29          0          0
TRIBUNE CO NEW                COM             89604710    9443559     204626     X         5            58266          0     146360
TRIBUNE CO NEW                COM             89604710    8575222     186824     X  X      6           181419       3805       1600
TRIBUNE CO NEW                COM             89604710   16814455     366328     X         6           308677        849      56802
TRIBUNE CO NEW                COM             89604710      17350        378     X         7              378          0          0
TRIMBLE NAVIGATION LTD        COM             89623910    2865808     123793     X         3           123793          0          0
TRIMBLE NAVIGATION LTD        COM             89623910     494596      20942     X         5              455          0      20487
TRIMBLE NAVIGATION LTD        COM             89623910      23050       1000     X  X      6             1000          0          0
TRIMBLE NAVIGATION LTD        COM             89623910     137217       5953     X         6              521          0       5432
TRIMERIS INC                  COM             89626310    2013600      80000     X         3            80000          0          0
TRIMERIS INC                  COM             89626310     155088       6185     X         5             6085          0        100
TRIMERIS INC                  COM             89626310      22563        900     X  X      6              900          0          0
TRIMERIS INC                  COM             89626310     248193       9900     X         6             9900          0          0
TRINITY BIOTECH PLC           SPONSORED ADR   89643810      74340      20150     X         5            20000          0        150
TRINITY INDS INC              COM             89652210    1170488      45280     X         3            45280          0          0
TRINITY INDS INC              COM             89652210     267186      10238     X         5             1793          0       8445
TRINITY INDS INC              COM             89652210     129250       5000     X  X      6                0          0       5000
TRINITY INDS INC              COM             89652210      32830       1270     X         6             1270          0          0
TRIQUINT SEMICONDUCTOR INC    COM             89674K10       2455        430     X         13               0          0        430
TRIQUINT SEMICONDUCTOR INC    COM             89674K10     742387     131396     X         3           131396          0          0
TRIQUINT SEMICONDUCTOR INC    COM             89674K10     960587     168669     X         5            41891          0     126778
TRITON PCS HLDGS INC          CL A            89677M10   12323426    2763100     X         6          2763100          0          0
TRIZEC PROPERTIES INC         COM             89687P10     125053      10164     X         5             8864          0       1300
TRIZEC PROPERTIES INC         COM             89687P10      46845       3821     X  X      6             3521          0        300
TRIZEC PROPERTIES INC         COM             89687P10     390297      31835     X         6            31835          0          0
TRIPATH IMAGING INC           COM             89694210      65566       7540     X         5             3340          0       4200
TRIPATH IMAGING INC           COM             89694210      77760       9000     X         6             9000          0          0
TROVER SOLUTIONS INC          COM             89724910    1312534     185964     X         3           185964          0          0
TRUMP HOTELS & CASINO RESORT  COM             89816810       1835       1000     X         5              500          0        500
TRUMP HOTELS & CASINO RESORT  COM             89816810      20240      11000     X  X      6                0      11000          0
TRUSTCO BK CORP N Y           COM             89834910    6528043     514779     X         5            13651          0     501128
TRUSTCO BK CORP N Y           COM             89834910      34571       2797     X  X      6                0       2797          0
TRUSTCO BK CORP N Y           COM             89834910      98942       8005     X         6             6607       1398          0
TUPPERWARE CORP               COM             89989610   10595448     791887     X         3           791887          0          0
TUPPERWARE CORP               COM             89989610      85649       6375     X         5             5075          0       1300
TUPPERWARE CORP               COM             89989610     923019      68985     X  X      6            68015        746        224
TUPPERWARE CORP               COM             89989610      34039       2544     X         6             2544          0          0
TURKCELL ILETISIM HIZMETLERI  SPON ADR NEW    90011120    2333874     134906     X         3           134906          0          0
TURKCELL ILETISIM HIZMETLERI  SPON ADR NEW    90011120       1384         80     X         5               80          0          0
TUT SYSTEMS                   COM             90110310      49170      11000     X         5                0          0      11000
TWEETER HOME ENTMT GROUP INC  COM             90116710    1431045     186334     X         3           186334          0          0
TWEETER HOME ENTMT GROUP INC  COM             90116710      25896       3237     X         5                0          0       3237
21ST CENTY INS GROUP          COM             90130N10     483232      33911     X         5                0          0      33911
21ST CENTY INS GROUP          COM             90130N10      13780       1000     X  X      6             1000          0          0
II VI INC                     COM             90210410    3234762     161819     X         3           161819          0          0
II VI INC                     COM             90210410       7696        385     X  X      6              385          0          0
II VI INC                     COM             90210410     191804       9595     X         6             2452          0       7143
TYCO INTL LTD NEW             COM             90212410     102150       5000     X  X      1             5000          0          0
TYCO INTL LTD NEW             COM             90212410      40860       2000     X         1             2000          0          0
TYCO INTL LTD NEW             COM             90212410       3065        150     X         11               0          0        150
TYCO INTL LTD NEW             COM             90212410     717486      34611     X         13               0          0      34611
TYCO INTL LTD NEW             COM             90212410   60591212    2938844     X         3          2938844          0          0
TYCO INTL LTD NEW             COM             90212410       6333        310     X  X      4              310          0          0
TYCO INTL LTD NEW             COM             90212410      38715       1895     X         4             1895          0          0
TYCO INTL LTD NEW             COM             90212410   12662014     615690     X         5           337431          0     278259
TYCO INTL LTD NEW             COM             90212410    8015322     392331     X  X      6           299387      12881      80063
TYCO INTL LTD NEW             COM             90212410   33833776    1656083     X         6          1101431       1997     552655
TYCO INTL LTD NEW             COM             90212410      22779       1115     X  X      7             1115          0          0
TYCO INTL LTD NEW             COM             90212410     101721       4979     X         7             4979          0          0
TYCO INTL LTD NEW             COM             90212410   13822938     676600     X         8           676600          0          0
TYCO INTL LTD NEW             NOTE        11/ 902124AC       8486      11000     X         5                0          0      11000
TYSON FOODS INC               CL A            90249410       3292        233     X  X      1              233          0          0
TYSON FOODS INC               CL A            90249410    4849586     343212     X         3           343212          0          0
TYSON FOODS INC               CL A            90249410    1532743     108437     X         5           106037          0       2400
TYSON FOODS INC               CL A            90249410     100931       7143     X  X      6             7143          0          0
TYSON FOODS INC               CL A            90249410     420481      29758     X         6            29758          0          0
TYSON FOODS INC               CL A            90249410       6585        466     X  X      7              466          0          0
UCBH HOLDINGS INC             COM             90262T30    4552668     150601     X         3           150601          0          0
UCBH HOLDINGS INC             COM             90262T30    1735611      57271     X         5            53334          0       3937
UCBH HOLDINGS INC             COM             90262T30      69506       2300     X  X      6             2300          0          0
UCBH HOLDINGS INC             COM             90262T30     998136      33029     X         6            26420          0       6609
UCBH HOLDINGS INC             COM             90262T30       1813         60     X         7               60          0          0
UGI CORP NEW                  COM             90268110     265231       9071     X         5              300          0       8771
UGI CORP NEW                  COM             90268110     710029      24543     X  X      6            19643       1900       3000
UGI CORP NEW                  COM             90268110     283456       9798     X         6             8498          0       1300
UST INC                       COM             90291110       1759         50     X         11               0          0         50
UST INC                       COM             90291110     519432      14636     X         13               0          0      14636
UST INC                       COM             90291110    7553709     214716     X         3           214716          0          0
UST INC                       COM             90291110    7895834     222716     X         5            26933          0     195783
UST INC                       COM             90291110    1150949      32716     X  X      6            29616       2500        600
UST INC                       COM             90291110    3753249     106687     X         6            89707          0      16980
US BANCORP DEL                COM NEW         90297330     465406      19400     X  X      1            19400          0          0
US BANCORP DEL                COM NEW         90297330      29868       1245     X         1             1245          0          0
US BANCORP DEL                COM NEW         90297330    1001604      40371     X         13               0          0      40371
US BANCORP DEL                COM NEW         90297330   75656303    3149256     X         3          3149256          0          0
US BANCORP DEL                COM NEW         90297330      10796        450     X  X      4              450          0          0
US BANCORP DEL                COM NEW         90297330      20032        835     X         4              835          0          0
US BANCORP DEL                COM NEW         90297330    5277731     214679     X         5            59100          0     155579
US BANCORP DEL                COM NEW         90297330   14875000     620050     X  X      6           458950      48874     112226
US BANCORP DEL                COM NEW         90297330   54771881    2283113     X         6          1567198       1620     714295
US BANCORP DEL                COM NEW         90297330      27469       1145     X  X      7             1145          0          0
US BANCORP DEL                COM NEW         90297330     115272       4805     X         7             4805          0          0
U S LIQUIDS INC               COM             90297410       6480      24000     X         5            24000          0          0
URS CORP NEW                  COM             90323610     239755      12109     X         5             3308          0       8801
U S G CORP                    COM NEW         90329340      10626        600     X         13               0          0        600
U S G CORP                    COM NEW         90329340    3587799     208109     X         3           208109          0          0
U S G CORP                    COM NEW         90329340      76684       4448     X         5             4448          0          0
U S G CORP                    COM NEW         90329340     162694       9437     X         6              100          0       9337
US LEC CORP                   CL A            90331S10      18720       3600     X         5             3600          0          0
US LEC CORP                   CL A            90331S10       2600        500     X  X      6                0          0        500
US LEC CORP                   CL A            90331S10    3550087     682709     X         6           682709          0          0
USEC INC                      COM             90333E10     354183      54100     X         5            50600          0       3500
U S I HLDGS                   COM             90333H10    3725544     286360     X         3           286360          0          0
U S I HLDGS                   COM             90333H10     518305      39839     X         6            35080          0       4759
US ONCOLOGY INC               COM             90338W10     189278      25893     X         6            25893          0          0
ULTRALIFE BATTERIES INC       COM             90389910     322578      21974     X         5                0          0      21974
ULTRA PETROLEUM CORP          COM             90391410      14050       1000     X         13               0          0       1000
ULTRA PETROLEUM CORP          COM             90391410   15033469    1016700     X         3          1016700          0          0
ULTRA PETROLEUM CORP          COM             90391410      14050       1000     X         5                0          0       1000
ULTRA PETROLEUM CORP          COM             90391410       6208        445     X  X      6              445          0          0
ULTRA PETROLEUM CORP          COM             90391410    1922617     137822     X         6           120468         54      17300
ULTRA PETROLEUM CORP          COM             90391410       6278        450     X  X      7              450          0          0
ULTRATECH INC                 COM             90403410    2136254      75700     X         3            75700          0          0
ULTRATECH INC                 COM             90403410     520461      18443     X         5            18443          0          0
ULTRATECH INC                 COM             90403410     301587      10687     X         6             9387          0       1300
UNIFI INC                     COM             90467710     253094      52728     X         3            52728          0          0
UNIFI INC                     COM             90467710       7378       1537     X         5             1537          0          0
UNIFI INC                     COM             90467710    8060770    1679327     X         6          1679327          0          0
UNILEVER PLC                  SPON ADR NEW    90476770    1939745      55620     X         5            25920          0      29700
UNILEVER PLC                  SPON ADR NEW    90476770     348582      10063     X  X      6             6063          0       4000
UNILEVER PLC                  SPON ADR NEW    90476770     337290       9737     X         6             9258          0        479
UNILEVER N V                  N Y SHS NEW     90478470    2621784      44212     X         5            37723          0       6489
UNILEVER N V                  N Y SHS NEW     90478470    2712930      45842     X  X      6            44699        356        787
UNILEVER N V                  N Y SHS NEW     90478470    1728825      29213     X         6            27864          0       1349
UNILEVER N V                  N Y SHS NEW     90478470       7102        120     X         7              120          0          0
UNION FINL BANCSHARES INC     COM             90661110    1175902      64433     X         6            64433          0          0
UNION PAC CORP                COM             90781810      32284        555     X  X      1              555          0          0
UNION PAC CORP                COM             90781810      95981       1650     X         1             1650          0          0
UNION PAC CORP                COM             90781810     684249      11623     X         13               0          0      11623
UNION PAC CORP                COM             90781810    9498754     163293     X         3           163293          0          0
UNION PAC CORP                COM             90781810   13407733     228456     X         5            59233          0     169223
UNION PAC CORP                COM             90781810    9938752     170857     X  X      6           153782      11170       5905
UNION PAC CORP                COM             90781810    7325813     125938     X         6            99924          0      26014
UNION PAC CORP                COM             90781810      67594       1162     X         7             1162          0          0
UNION PLANTERS CORP           COM             90806810    3135366      99095     X         11           59950          0      39145
UNION PLANTERS CORP           COM             90806810     588603      18223     X         13               0          0      18223
UNION PLANTERS CORP           COM             90806810    2644724      82694     X         3            82694          0          0
UNION PLANTERS CORP           COM             90806810    2142688      67112     X         5            37924          0      29188
UNION PLANTERS CORP           COM             90806810     295992       9355     X  X      6             9355          0          0
UNION PLANTERS CORP           COM             90806810    2822541      89208     X         6            64541          0      24667
UNION PLANTERS CORP           COM             90806810      23730        750     X         7              750          0          0
UNIONBANCAL CORP              COM             90890610      30210        600     X         13               0          0        600
UNIONBANCAL CORP              COM             90890610      34720        700     X         3              700          0          0
UNIONBANCAL CORP              COM             90890610     142411       2870     X         5             2792          0         78
UNISOURCE ENERGY CORP         COM             90920510    4374600     230000     X         3           230000          0          0
UNISOURCE ENERGY CORP         COM             90920510      11761        610     X         5              310          0        300
UNISOURCE ENERGY CORP         COM             90920510       1069         56     X  X      6                0          0         56
UNISOURCE ENERGY CORP         COM             90920510      10461        550     X         6              550          0          0
UNISYS CORP                   COM             90921410   16589011    1226091     X         11          822350          0     403741
UNISYS CORP                   COM             90921410      10800        800     X         13               0          0        800
UNISYS CORP                   COM             90921410    5673413     417350     X         3           417350          0          0
UNISYS CORP                   COM             90921410    8339301     616387     X         5           602539          0      13848
UNISYS CORP                   COM             90921410     589015      43534     X  X      6            43534          0          0
UNISYS CORP                   COM             90921410    1104941      81666     X         6            28144          0      53522
UNISYS CORP                   COM             90921410   17235529    1273875     X         8          1273875          0          0
UNIT CORP                     COM             90921810    3751929     197800     X         3           197800          0          0
UNIT CORP                     COM             90921810       8629        458     X         5              458          0          0
UNIT CORP                     COM             90921810       5822        309     X  X      6              309          0          0
UNIT CORP                     COM             90921810     973180      51655     X         6            47618         37       4000
UNITED AUTO GROUP INC         COM             90944010     338030      13194     X         5                0          0      13194
UNITED AUTO GROUP INC         COM             90944010    2443520     106240     X         6           106240          0          0
UNITED BANKSHARES INC WEST V  COM             90990710      76373          0     X         3                0          0          0
UNITED BANKSHARES INC WEST V  COM             90990710    1936118      64645     X  X      6            60280       4365          0
UNITED BANKSHARES INC WEST V  COM             90990710     497529      16612     X         6            16612          0          0
UNITED DEFENSE INDS INC       COM             91018B10     865150      30297     X         5            20458          0       9839
UNITED DEFENSE INDS INC       COM             91018B10      15558        548     X  X      6              448          0        100
UNITED DEFENSE INDS INC       COM             91018B10     848208      29877     X         6            29877          0          0
UNITED DEFENSE INDS INC       COM             91018B10       3662        129     X  X      7              129          0          0
UNITED DOMINION REALTY TR IN  COM             91019710       4578        250     X         11               0          0        250
UNITED DOMINION REALTY TR IN  COM             91019710    2308470     126077     X         3           126077          0          0
UNITED DOMINION REALTY TR IN  COM             91019710   10910477     595564     X         5            25469          0     570095
UNITED DOMINION REALTY TR IN  COM             91019710     780317      42617     X  X      6            42617          0          0
UNITED DOMINION REALTY TR IN  COM             91019710    1608570      87852     X         6            87852          0          0
UNITED MICROELECTRONICS CORP  SPONSORED ADR   91087320    2110883     468045     X         3           468045          0          0
UNITED MICROELECTRONICS CORP  SPONSORED ADR   91087320      27588       6089     X         5             5295          0        794
UNITED MICROELECTRONICS CORP  SPONSORED ADR   91087320       2395        531     X         6              531          0          0
UNITED NATL BANCORP N J       COM             91090910      69675       2098     X         5             2098          0          0
UNITED NATL BANCORP N J       COM             91090910      24908        750     X  X      6              750          0          0
UNITED NATL BANCORP N J       COM             91090910     292580       8810     X         6             1778          0       7032
UNITED NAT FOODS INC          COM             91116310    9276605     279500     X         3           279500          0          0
UNITED NAT FOODS INC          COM             91116310      36812       1104     X         5              604          0        500
UNITED NAT FOODS INC          COM             91116310     927661      27950     X         6            24500          0       3450
UNITED ONLINE INC             COM             91126810    1641596      47281     X         3            47281          0          0
UNITED ONLINE INC             COM             91126810    1010441      29044     X         5            29044          0          0
UNITED ONLINE INC             COM             91126810     151302       4349     X         6             2352          0       1997
UNITED PARCEL SERVICE INC     CL B            91131210      63800       1000     X  X      1             1000          0          0
UNITED PARCEL SERVICE INC     CL B            91131210      11931        187     X         1              187          0          0
UNITED PARCEL SERVICE INC     CL B            91131210       3190         50     X         11               0          0         50
UNITED PARCEL SERVICE INC     CL B            91131210     546332       8490     X         13               0          0       8490
UNITED PARCEL SERVICE INC     CL B            91131210   28036846     438449     X         3           438449          0          0
UNITED PARCEL SERVICE INC     CL B            91131210       8294        130     X         4              130          0          0
UNITED PARCEL SERVICE INC     CL B            91131210    6974805     109092     X         5            82301          0      26791
UNITED PARCEL SERVICE INC     CL B            91131210    7272690     113992     X  X      6            68317      44625       1050
UNITED PARCEL SERVICE INC     CL B            91131210   30299960     474921     X         6           335047          0     139874
UNITED PARCEL SERVICE INC     CL B            91131210       9442        148     X  X      7              148          0          0
UNITED PARCEL SERVICE INC     CL B            91131210     392625       6154     X         7             6154          0          0
UNITED PARCEL SERVICE INC     CL B            91131210    4217180      66100     X         8            66100          0          0
UNITED RENTALS INC            COM             91136310    1212575      75362     X         3            75362          0          0
UNITED RENTALS INC            COM             91136310     411684      25378     X         5            17930          0       7448
UNITED RENTALS INC            COM             91136310     112630       7000     X  X      6             7000          0          0
UNITED RETAIL GROUP INC       COM             91138010      55331      18750     X         5                0          0      18750
UNITED STATES STL CORP NEW    COM             91290910     737810      40142     X         3            40142          0          0
UNITED STATES STL CORP NEW    COM             91290910     741282      40316     X         5            39631          0        685
UNITED STATES STL CORP NEW    COM             91290910     110740       6025     X  X      6             5350        661         14
UNITED STATES STL CORP NEW    COM             91290910    1877168     102131     X         6            86823          0      15308
UNITED STATES STL CORP NEW    COM             91290910    3131952     170400     X         8           170400          0          0
UNITED STATIONERS INC         COM             91300410   19276174     511440     X         11          476050          0      35390
UNITED STATIONERS INC         COM             91300410      47939       1268     X         5             1065          0        203
UNITED STATIONERS INC         COM             91300410     115708       3070     X  X      6             3070          0          0
UNITED STATIONERS INC         COM             91300410     728472      19328     X         6            19328          0          0
UNITED STATIONERS INC         COM             91300410       3166         84     X  X      7               84          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     170016       2200     X  X      1             2200          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     229135       2965     X         1             2965          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     223370       2890     X         11               0          0       2890
UNITED TECHNOLOGIES CORP      COM             91301710    1515324      18970     X         13               0          0      18970
UNITED TECHNOLOGIES CORP      COM             91301710   47418835     606945     X         3           606945          0          0
UNITED TECHNOLOGIES CORP      COM             91301710      13524        175     X  X      4              175          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     106646       1380     X         4             1380          0          0
UNITED TECHNOLOGIES CORP      COM             91301710   29862024     379937     X         5           187437          0     192500
UNITED TECHNOLOGIES CORP      COM             91301710  100120181    1295551     X  X      6          1131023      71548      92980
UNITED TECHNOLOGIES CORP      COM             91301710  125300556    1621384     X         6          1455367       7332     158685
UNITED TECHNOLOGIES CORP      COM             91301710      36708        475     X  X      7              475          0          0
UNITED TECHNOLOGIES CORP      COM             91301710     197837       2560     X         7             2560          0          0
UNITED THERAPEUTICS CORP DEL  COM             91307C10     823157      36439     X         3            36439          0          0
UNITED THERAPEUTICS CORP DEL  COM             91307C10      21686        960     X         5              960          0          0
UNITED THERAPEUTICS CORP DEL  COM             91307C10      52070       2305     X         6              700          0       1605
UNITEDGLOBALCOM               CL A            91324750      81489      13337     X         5            13337          0          0
UNITEDHEALTH GROUP INC        COM             91324P10      10265        204     X         1              204          0          0
UNITEDHEALTH GROUP INC        COM             91324P10     925365      17878     X         13               0          0      17878
UNITEDHEALTH GROUP INC        COM             91324P10   38762502     768550     X         3           768550          0          0
UNITEDHEALTH GROUP INC        COM             91324P10       2516         50     X  X      4               50          0          0
UNITEDHEALTH GROUP INC        COM             91324P10       1711         34     X         4               34          0          0
UNITEDHEALTH GROUP INC        COM             91324P10   27734121     544206     X         5           301379          0     242827
UNITEDHEALTH GROUP INC        COM             91324P10    1569330      31187     X  X      6            27817        800       2570
UNITEDHEALTH GROUP INC        COM             91324P10   15027011     298629     X         6           110964        262     187403
UNITEDHEALTH GROUP INC        COM             91324P10      20832        414     X         7              414          0          0
UNITRIN INC                   COM             91327510    2014685      66142     X         3            66142          0          0
UNITRIN INC                   COM             91327510       7447        240     X         5                0          0        240
UNITRIN INC                   COM             91327510    1205894      39589     X  X      6            39589          0          0
UNIVERSAL CORP VA             COM             91345610   21788161     512365     X         3           512365          0          0
UNIVERSAL CORP VA             COM             91345610     409955       9662     X         5             6334          0       3328
UNIVERSAL CORP VA             COM             91345610    1108777      26318     X  X      6            25468        850          0
UNIVERSAL CORP VA             COM             91345610    1486220      35277     X         6            35277          0          0
UNIVERSAL DISPLAY CORP        COM             91347P10       8605        825     X         13               0          0        825
UNIVERSAL DISPLAY CORP        COM             91347P10    4845377     466350     X         5           466350          0          0
UNIVERSAL DISPLAY CORP        COM             91347P10      15585       1500     X         6             1500          0          0
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10      13575        500     X         11               0          0        500
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10     182995       6681     X         5             1501          0       5180
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10      62445       2300     X  X      6             2300          0          0
UNIVERSAL HEALTH RLTY INCM T  SH BEN INT      91359E10      16290        600     X         6              600          0          0
UNIVERSAL HLTH SVCS INC       CL B            91390310      22388        450     X         13               0          0        450
UNIVERSAL HLTH SVCS INC       CL B            91390310    2805447      56733     X         3            56733          0          0
UNIVERSAL HLTH SVCS INC       CL B            91390310     416516       8415     X         5             7101          0       1314
UNIVERSAL HLTH SVCS INC       CL B            91390310     260107       5260     X  X      6             5260          0          0
UNIVERSAL HLTH SVCS INC       CL B            91390310    1528994      30920     X         6            30920          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610       8303        255     X         13               0          0        255
UNIVISION COMMUNICATIONS INC  CL A            91490610   10293977     322392     X         3           322392          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610       4630        145     X  X      4              145          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610    2387372      74687     X         5            70534          0       4153
UNIVISION COMMUNICATIONS INC  CL A            91490610     125006       3915     X  X      6             3915          0          0
UNIVISION COMMUNICATIONS INC  CL A            91490610     885227      27724     X         6            19853          0       7871
UNOCAL CORP                   COM             91528910      89832       2850     X         11            2000          0        850
UNOCAL CORP                   COM             91528910    3209366     101820     X         3           101820          0          0
UNOCAL CORP                   COM             91528910     796920      25177     X         5            18752          0       6425
UNOCAL CORP                   COM             91528910    1100647      34919     X  X      6            24944       6440       3535
UNOCAL CORP                   COM             91528910    1503756      47708     X         6            16001          0      31707
UNOCAL CORP                   COM             91528910    4925000     156250     X         8           156250          0          0
UNOVA INC                     COM             91529B10       4175        285     X         5              285          0          0
UNOVA INC                     COM             91529B10     305746      20870     X         6            20870          0          0
UNUMPROVIDENT CORP            COM             91529Y10       2289        150     X         13               0          0        150
UNUMPROVIDENT CORP            COM             91529Y10    1699156     115041     X         3           115041          0          0
UNUMPROVIDENT CORP            COM             91529Y10     726203      49024     X         5            44701          0       4323
UNUMPROVIDENT CORP            COM             91529Y10    1028952      69665     X  X      6            63972       3693       2000
UNUMPROVIDENT CORP            COM             91529Y10    1615676     109389     X         6            49358          0      60031
UNUMPROVIDENT CORP            COM             91529Y10       1477        100     X  X      7              100          0          0
UNUMPROVIDENT CORP            COM             91529Y10      13293        900     X         7              900          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610     269280      16000     X         3            16000          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610     163422       9708     X         5             9508          0        200
UPM KYMMENE CORP              SPONSORED ADR   91543610       1195         71     X  X      6               71          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610       5200        309     X         6              309          0          0
UPM KYMMENE CORP              SPONSORED ADR   91543610       2996        178     X  X      7              178          0          0
URBAN OUTFITTERS INC          COM             91704710     278415      10650     X         5            10050          0        600
USF CORP                      COM             91729Q10   14571176     463018     X         3           463018          0          0
USF CORP                      COM             91729Q10       8355        255     X         5               50          0        205
USF CORP                      COM             91729Q10      88452       2800     X         6             2800          0          0
USF CORP                      COM             91729Q10       3159        100     X  X      7              100          0          0
UTILITIES HOLDRS TR           DEPOSITRY RCPT  91801910    1508429      20400     X         5            13900          0       6500
UTSTARCOM INC                 COM             91807610   11837742     372139     X         3           372139          0          0
UTSTARCOM INC                 COM             91807610    5294701     166405     X         5           138933          0      27472
UTSTARCOM INC                 COM             91807610      16250        511     X  X      6               11        500          0
UTSTARCOM INC                 COM             91807610     268360       8439     X         6             4339          0       4100
VCA ANTECH INC                COM             91819410    6122034     259959     X         3           259959          0          0
VCA ANTECH INC                COM             91819410        824         35     X         5               35          0          0
VCA ANTECH INC                COM             91819410       1531         65     X  X      6               65          0          0
VCA ANTECH INC                COM             91819410     198503       8429     X         6               75          0       8354
VCA ANTECH INC                COM             91819410       4239        180     X  X      7              180          0          0
V F CORP                      COM             91820410     143967       3700     X         1             3700          0          0
V F CORP                      COM             91820410    1624921      41761     X         3            41761          0          0
V F CORP                      COM             91820410    2570298      65654     X         5            39042          0      26612
V F CORP                      COM             91820410    1825891      46926     X  X      6            15626      18300      13000
V F CORP                      COM             91820410    3216612      82668     X         6            67838          0      14830
V F CORP                      COM             91820410        778         20     X         7               20          0          0
VALASSIS COMMUNICATIONS INC   COM             91886610   55357949    2096892     X         11         1573805       1400     521687
VALASSIS COMMUNICATIONS INC   COM             91886610    1506859      56353     X         3            56353          0          0
VALASSIS COMMUNICATIONS INC   COM             91886610       1188         45     X  X      4               45          0          0
VALASSIS COMMUNICATIONS INC   COM             91886610    2746646     102125     X         5             1033          0     101092
VALASSIS COMMUNICATIONS INC   COM             91886610      67584       2560     X  X      6             2560          0          0
VALASSIS COMMUNICATIONS INC   COM             91886610     636636      24115     X         6            24115          0          0
VALENCE TECHNOLOGY INC        COM             91891410     127858      37400     X         5            29300          0       8100
VALERO L P                    COM UT LTD PRT  91913W10     351392       8041     X         6             8041          0          0
VALERO ENERGY CORP NEW        COM             91913Y10   16981509     442360     X         3           442360          0          0
VALERO ENERGY CORP NEW        COM             91913Y10    1681906      44077     X         5            33608          0      10469
VALERO ENERGY CORP NEW        COM             91913Y10    4536947     118551     X  X      6           118351        100        100
VALERO ENERGY CORP NEW        COM             91913Y10    5326457     139181     X         6            44518         55      94608
VALERO ENERGY CORP NEW        COM             91913Y10       3827        100     X  X      7              100          0          0
VALERO ENERGY CORP NEW        COM             91913Y10        957         25     X         7               25          0          0
VALLEY NATL BANCORP           COM             91979410     438702      15704     X         5            14259          0       1445
VALLEY NATL BANCORP           COM             91979410    2382965      85595     X  X      6            82865          0       2730
VALLEY NATL BANCORP           COM             91979410     328790      11810     X         6            10970          0        840
VALSPAR CORP                  COM             92035510    2306143      49435     X         3            49435          0          0
VALSPAR CORP                  COM             92035510     286697       6102     X         5              107          0       5995
VALSPAR CORP                  COM             92035510     139484       2990     X  X      6             2990          0          0
VALSPAR CORP                  COM             92035510     917419      19666     X         6            16976          0       2690
VALUECLICK INC                COM             92046N10    1867780     218200     X         3           218200          0          0
VALUECLICK INC                COM             92046N10      19259       2288     X         5             1288          0       1000
VALUECLICK INC                COM             92046N10      47712       5680     X  X      6             5680          0          0
VALUECLICK INC                COM             92046N10     596610      71025     X         6            67218        107       3700
VALUEVISION MEDIA INC         CL A            92047K10      18340       1136     X         5              186          0        950
VALUEVISION MEDIA INC         CL A            92047K10     183357      11561     X  X      6            11561          0          0
VALUEVISION MEDIA INC         CL A            92047K10    1284597      80996     X         6            80996          0          0
VAN KAMPEN MUN INCOME TR      COM             92090910     171237      18432     X         5            12232          0       6200
VAN KAMPEN MUN INCOME TR      COM             92090910      40788       4400     X  X      6             4400          0          0
VAN KAMPEN MUN INCOME TR      COM             92090910      38712       4176     X         6             4176          0          0
VAN KAMPEN MUN INCOME TR      COM             92090910    6503832     701600     X         9           701600          0          0
VAN KAMPEN HIGH INCOME TR     SH BEN INT      92091110     606107     163813     X         5           161979          0       1834
VAN KAMPEN MUN TR             SH BEN INT      92091910     534457      36470     X         5            32000          0       4470
VAN KAMPEN MUN TR             SH BEN INT      92091910     135976       9288     X  X      6             9288          0          0
VAN KAMPEN MUN TR             SH BEN INT      92091910      74884       5115     X         6             5115          0          0
VAN KAMPEN MUN TR             SH BEN INT      92091910   13992912     955800     X         9           955800          0          0
VAN KAMPEN N Y QUALITY MUN T  COM             92092210      15050       1000     X         5             1000          0          0
VAN KAMPEN N Y QUALITY MUN T  COM             92092210     322446      21425     X  X      6            21425          0          0
VAN KAMPEN PA QUALITY MUN TR  COM             92092410      13405        850     X         13               0          0        850
VAN KAMPEN PA QUALITY MUN TR  COM             92092410     120747       7700     X         5             6200          0       1500
VAN KAMPEN PA QUALITY MUN TR  COM             92092410     108211       6910     X         6             6910          0          0
VAN KAMPEN TR INVT GRADE MUN  COM             92092910       9452        609     X         13               0          0        609
VAN KAMPEN TR INVT GRADE MUN  COM             92092910     375501      24307     X         5            21800          0       2507
VAN KAMPEN TR INVT GRADE MUN  COM             92092910      67936       4400     X  X      6             4400          0          0
VAN KAMPEN TR INVT GRADE MUN  COM             92092910     118471       7673     X         6             4573          0       3100
VAN KAMPEN TR INVT GRADE MUN  COM             92092910   14806960     959000     X         9           959000          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310     147789       8668     X         3             8668          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310     142385       8351     X         5             8351          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310      22165       1300     X  X      6             1300          0          0
VAN KAMPEN TR INVT GRADE N J  COM             92093310     107415       6300     X         6             2400          0       3900
VAN KAMPEN TR INVT GRADE PA   COM             92093410     357818      22567     X         5            20667          0       1900
VAN KAMPEN TR INVT GRADE PA   COM             92093410      80410       5070     X         6             5070          0          0
VAN KAMPEN MUN OPPORTUNITY T  COM             92093510     206968      12650     X         5            10650          0       2000
VAN KAMPEN MUN OPPORTUNITY T  COM             92093510      19620       1200     X  X      6             1200          0          0
VAN KAMPEN MUN OPPORTUNITY T  COM             92093510      16350       1000     X         6             1000          0          0
VAN KAMPEN BD FD              COM             92095510      27745       1550     X         13               0          0       1550
VAN KAMPEN BD FD              COM             92095510     459962      25894     X         5            19669          0       6225
VAN KAMPEN BD FD              COM             92095510       7566        427     X  X      6              427          0          0
VAN KAMPEN BD FD              COM             92095510      91914       5187     X         6             4762        425          0
VAN KAMPEN BD FD              COM             92095510      88600       5000     X         9             5000          0          0
VAN KAMPEN INCOME TR          SH BEN INT      92095710     630896     110878     X         5           110878          0          0
VAN KAMPEN INCOME TR          SH BEN INT      92095710       2845        500     X  X      6              500          0          0
VAN KAMPEN INCOME TR          SH BEN INT      92095710      29298       5149     X         6             5149          0          0
VAN KAMPEN SENIOR INCOME TR   COM             92096110      17312       2164     X         13               0          0       2164
VAN KAMPEN SENIOR INCOME TR   COM             92096110    7147239     896828     X         5           456384          0     440444
VAN KAMPEN SENIOR INCOME TR   COM             92096110      15880       2000     X  X      6             2000          0          0
VAN KAMPEN SENIOR INCOME TR   COM             92096110     188972      23800     X         6            23800          0          0
VAN KAMPEN VALUE MUN INCOME   COM             92113210     145949       9977     X         5             4736          0       5241
VAN KAMPEN VALUE MUN INCOME   COM             92113210       4362        300     X  X      6              300          0          0
VAN KAMPEN VALUE MUN INCOME   COM             92113210      95964       6600     X         6             6600          0          0
VANS INC                      COM             92193010    4779149     438454     X         3           438454          0          0
VARCO INTL INC DEL            COM             92212210       8291        479     X         13               0          0        479
VARCO INTL INC DEL            COM             92212210    1613873      95439     X         3            95439          0          0
VARCO INTL INC DEL            COM             92212210      31937       1845     X         5                0          0       1845
VARCO INTL INC DEL            COM             92212210      16910       1000     X         6             1000          0          0
VARIAN INC                    COM             92220610      37644       1200     X         11               0          0       1200
VARIAN INC                    COM             92220610    1044997      33312     X         3            33312          0          0
VARIAN INC                    COM             92220610      35698       1123     X         5              658          0        465
VARIAN INC                    COM             92220610     778070      24803     X  X      6            23753          0       1050
VARIAN INC                    COM             92220610     160834       5127     X         6             5127          0          0
VARIAN SEMICONDUCTOR EQUIPMN  COM             92220710     204560       5460     X         5             5000          0        460
VARIAN SEMICONDUCTOR EQUIPMN  COM             92220710     896403      23936     X  X      6            22886          0       1050
VARIAN SEMICONDUCTOR EQUIPMN  COM             92220710     989579      26424     X         6            26424          0          0
VARIAN MED SYS INC            COM             92220P10     109212       1900     X  X      1             1900          0          0
VARIAN MED SYS INC            COM             92220P10       2874         50     X         11               0          0         50
VARIAN MED SYS INC            COM             92220P10   16448534     286161     X         3           286161          0          0
VARIAN MED SYS INC            COM             92220P10    2323111      40302     X         5            32408          0       7894
VARIAN MED SYS INC            COM             92220P10    2161305      37601     X  X      6            35176          0       2425
VARIAN MED SYS INC            COM             92220P10    5763117     100263     X         6            47665          0      52598
VASOMEDICAL INC               COM             92232110       2074       2230     X         5             2230          0          0
VASOMEDICAL INC               COM             92232110       9765      10500     X         6            10500          0          0
VAXGEN INC                    COM NEW         92239020     955257      78478     X         5            64638          0      13840
VASTERA INC                   COM             92239N10    3748602     729300     X         3           729300          0          0
VASTERA INC                   COM             92239N10     511430      99500     X         6            86950          0      12550
VECTREN CORP                  COM             92240G10    4796773     203081     X         3           203081          0          0
VECTREN CORP                  COM             92240G10     372171      15690     X         5             5200          0      10490
VECTREN CORP                  COM             92240G10     676594      28645     X  X      6            19852       6662       2131
VECTREN CORP                  COM             92240G10     299053      12661     X         6            12661          0          0
VEECO INSTRS INC DEL          COM             92241710     152481       7614     X         5             7014          0        600
VEECO INSTRS INC DEL          COM             92241710      88478       4435     X  X      6             4435          0          0
VEECO INSTRS INC DEL          COM             92241710      19950       1000     X         6             1000          0          0
VELCRO INDS N V               COM             92257110    2780858     245876     X         3           245876          0          0
VELCRO INDS N V               COM             92257110      19863       1750     X         6             1750          0          0
VENTAS INC                    COM             92276F10     542459      31342     X         5            23798          0       7544
VENTAS INC                    COM             92276F10       6317        369     X  X      6                0        369          0
VENTAS INC                    COM             92276F10      58208       3400     X         6             3400          0          0
VANGUARD INDEX TR             STK MRK VIPERS  92290876     232235       2389     X         5              250          0       2139
VANGUARD INDEX TR             STK MRK VIPERS  92290876      23875        250     X  X      6              250          0          0
VANGUARD INDEX TR             STK MRK VIPERS  92290876      11938        125     X         6              125          0          0
VERITAS SOFTWARE CO           COM             92343610     296796       9135     X         13               0          0       9135
VERITAS SOFTWARE CO           COM             92343610   46149381    1459869     X         3          1459869          0          0
VERITAS SOFTWARE CO           COM             92343610    1261590      39576     X         5            24984          0      14592
VERITAS SOFTWARE CO           COM             92343610   16019410     508230     X  X      6           497944        385       9901
VERITAS SOFTWARE CO           COM             92343610   14651883     464844     X         6           294443          0     170401
VERITY INC                    COM             92343C10        738         55     X         13               0          0         55
VERITY INC                    COM             92343C10       5194        390     X         5              120          0        270
VERITY INC                    COM             92343C10      52440       4000     X  X      6             4000          0          0
VERITY INC                    COM             92343C10     457539      34900     X         6            34900          0          0
VERISIGN INC                  COM             92343E10     222105      16476     X         5            13401          0       3075
VERISIGN INC                  COM             92343E10      65241       4847     X  X      6             4847          0          0
VERISIGN INC                  COM             92343E10     296793      22050     X         6            22050          0          0
VERIZON COMMUNICATIONS        COM             92343V10    1782773      54956     X  X      1            54712        244          0
VERIZON COMMUNICATIONS        COM             92343V10    2058805      63465     X         1            63065          0        400
VERIZON COMMUNICATIONS        COM             92343V10     221857       6839     X         11               0          0       6839
VERIZON COMMUNICATIONS        COM             92343V10     726648      22033     X         13               0          0      22033
VERIZON COMMUNICATIONS        COM             92343V10   90116568    2762812     X         3          2762812          0          0
VERIZON COMMUNICATIONS        COM             92343V10      24979        770     X  X      4              770          0          0
VERIZON COMMUNICATIONS        COM             92343V10       9732        300     X         4              300          0          0
VERIZON COMMUNICATIONS        COM             92343V10   20261665     620290     X         5           362010          0     258280
VERIZON COMMUNICATIONS        COM             92343V10  157587901    4857827     X  X      6          4316562     290641     250624
VERIZON COMMUNICATIONS        COM             92343V10  187412871    5777215     X         6          5144473      22875     609867
VERIZON COMMUNICATIONS        COM             92343V10      17031        525     X  X      7              525          0          0
VERIZON COMMUNICATIONS        COM             92343V10     136280       4201     X         7             4201          0          0
VERIZON COMMUNICATIONS        COM             92343V10    1344670      41451     X         8            41451          0          0
VERINT SYS INC                COM             92343X10      28475       1330     X         5             1330          0          0
VERINT SYS INC                COM             92343X10      27833       1300     X  X      6             1300          0          0
VERINT SYS INC                COM             92343X10     333996      15600     X         6            15600          0          0
VERIZON GLOBAL FDG CORP       NOTE         5/ 92344GAN     155350     260000     X         3           260000          0          0
VERSO TECHNOLOGIES INC        COM             92531710         78         21     X         5               21          0          0
VERSO TECHNOLOGIES INC        COM             92531710      16077       4345     X  X      6             4345          0          0
VERSO TECHNOLOGIES INC        COM             92531710     113020      30546     X         6            30546          0          0
VERTEX PHARMACEUTICALS INC    COM             92532F10      36900       3000     X         1             3000          0          0
VERTEX PHARMACEUTICALS INC    COM             92532F10      36900       3000     X         11               0          0       3000
VERTEX PHARMACEUTICALS INC    COM             92532F10     939671      76396     X         3            76396          0          0
VERTEX PHARMACEUTICALS INC    COM             92532F10      72189       5868     X         5             4572          0       1296
VERTEX PHARMACEUTICALS INC    COM             92532F10      18450       1500     X         6             1500          0          0
VESTA INS GROUP INC           COM             92539110      45310      19038     X         5                0          0      19038
VESTA INS GROUP INC           COM             92539110       4680       2000     X         6             2000          0          0
VESTAUR SECS INC              COM             92546410     959104      74930     X         5            74930          0          0
VESTAUR SECS INC              COM             92546410       2752        215     X         6              215          0          0
VIACOM INC                    CL A            92552410     372982       9395     X         13               0          0       9395
VIACOM INC                    CL A            92552410    3586560      93400     X         3            93400          0          0
VIACOM INC                    CL A            92552410    1287700      32954     X         5            15826          0      17128
VIACOM INC                    CL A            92552410     580032      15105     X  X      6            14065          0       1040
VIACOM INC                    CL A            92552410    2074176      54015     X         6            52215          0       1800
VIACOM INC                    CL B            92552430      39641       1035     X         1             1035          0          0
VIACOM INC                    CL B            92552430      20797        543     X         11               0          0        543
VIACOM INC                    CL B            92552430     478583      12055     X         13               0          0      12055
VIACOM INC                    CL B            92552430   62051209    1619942     X         3          1619942          0          0
VIACOM INC                    CL B            92552430      14554        380     X  X      4              380          0          0
VIACOM INC                    CL B            92552430       6511        170     X         4              170          0          0
VIACOM INC                    CL B            92552430   15499738     394415     X         5           113241          0     281174
VIACOM INC                    CL B            92552430   25051456     654085     X  X      6           517789      92372      43924
VIACOM INC                    CL B            92552430   57082358    1490401     X         6          1191955       3812     294634
VIACOM INC                    CL B            92552430      22789        595     X  X      7              595          0          0
VIACOM INC                    CL B            92552430     116470       3041     X         7             3041          0          0
VIAD CORP                     COM             92552R10     264510      10814     X         13               0          0      10814
VIAD CORP                     COM             92552R10   19199377     803994     X         3           803994          0          0
VIAD CORP                     COM             92552R10    3655457     149474     X         5             1168          0     148306
VIAD CORP                     COM             92552R10     198252       8302     X  X      6             6178       1300        824
VIAD CORP                     COM             92552R10     809604      33903     X         6            33903          0          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20       3535        175     X         11               0          0        175
VIASYS HEALTHCARE INC         COM NEW         92553Q20   13627082     674416     X         3           674416          0          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20       6250        305     X         5               87          0        218
VIASYS HEALTHCARE INC         COM NEW         92553Q20      22988       1138     X  X      6             1138          0          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20       4949        245     X         6              245          0          0
VIASYS HEALTHCARE INC         COM NEW         92553Q20      14928        739     X  X      7              739          0          0
VICAL INC                     COM             92560210     470256      80800     X         3            80800          0          0
VICAL INC                     COM             92560210      21709       3998     X         5              100          0       3898
VICURON PHARMACEUTICALS INC   COM             92647110     442500      25000     X         3            25000          0          0
VIGNETTE CORP                 COM             92673410      30461      13000     X         5             7900          0       5100
VIGNETTE CORP                 COM             92673410       2606       1133     X  X      6             1133          0          0
VIGNETTE CORP                 COM             92673410      11732       5101     X         6             5101          0          0
VIISAGE TECHNOLOGY INC        COM             92675K10      39933       9800     X         5              300          0       9500
VIISAGE TECHNOLOGY INC        COM             92675K10       1564        400     X         6              400          0          0
VILLAGE SUPER MKT INC         CL A NEW        92710740       4543        168     X         5              168          0          0
VILLAGE SUPER MKT INC         CL A NEW        92710740     362187      13394     X  X      6            13394          0          0
VINTAGE PETE INC              COM             92746010   27884668    2562929     X         11         1952375          0     610554
VINTAGE PETE INC              COM             92746010      17414       1600     X         5             1000          0        600
VINTAGE PETE INC              COM             92746010       5440        500     X         6              500          0          0
VINTAGE PETE INC              COM             92746010       2176        200     X  X      7              200          0          0
VION PHARMACEUTICALS INC      COM             92762410      18346      11600     X         5             9100          0       2500
VION PHARMACEUTICALS INC      COM             92762410        780        500     X         6              500          0          0
VIRAGEN INC                   COM             92763810       2800      10000     X  X      6            10000          0          0
VIROPHARMA INC                COM             92824110        140         50     X         13               0          0         50
VIROPHARMA INC                COM             92824110     118795      43350     X         5            41700          0       1650
VIROPHARMA INC                NOTE  6.000% 3/ 928241AC      10575      20000     X         5            20000          0          0
VISHAY INTERTECHNOLOGY INC    COM             92829810    9623736     549300     X         11          455100          0      94200
VISHAY INTERTECHNOLOGY INC    COM             92829810     195808      10939     X         13               0          0      10939
VISHAY INTERTECHNOLOGY INC    COM             92829810    2832143     161652     X         3           161652          0          0
VISHAY INTERTECHNOLOGY INC    COM             92829810    3660907     204970     X         5            21201          0     183769
VISHAY INTERTECHNOLOGY INC    COM             92829810     284560      16242     X  X      6            13143       3099          0
VISHAY INTERTECHNOLOGY INC    COM             92829810     165739       9460     X         6             7867          0       1593
VISTEON CORP                  COM             92839U10        343         52     X  X      1               52          0          0
VISTEON CORP                  COM             92839U10        257         39     X         1               39          0          0
VISTEON CORP                  COM             92839U10         86         13     X         11               0          0         13
VISTEON CORP                  COM             92839U10     335432      50823     X         3            50823          0          0
VISTEON CORP                  COM             92839U10      94613      14104     X         5             6056          0       8048
VISTEON CORP                  COM             92839U10     303217      45942     X  X      6            42814        688       2440
VISTEON CORP                  COM             92839U10      38636       5854     X         6             5762         78         14
VISX INC DEL                  COM             92844S10    4270477     224172     X         3           224172          0          0
VISX INC DEL                  COM             92844S10     120021       6309     X         5             4659          0       1650
VISX INC DEL                  COM             92844S10       8573        450     X  X      6              450          0          0
VISX INC DEL                  COM             92844S10     215989      11338     X         6             3675          0       7663
VITAL SIGNS INC               COM             92846910   12431495     427640     X         11          380815          0      46825
VITAL IMAGES INC              COM             92846N10     235806      12595     X         5            12495          0        100
VITESSE SEMICONDUCTOR CORP    COM             92849710       7682       1180     X         13               0          0       1180
VITESSE SEMICONDUCTOR CORP    COM             92849710     542090      84533     X         5            82202          0       2331
VITESSE SEMICONDUCTOR CORP    COM             92849710       2064        322     X         6              182          0        140
VITESSE SEMICONDUCTOR CORP    SDCV  4.000% 3/ 928497AB      28688      30000     X         5            30000          0          0
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20     752971      42000     X         3            42000          0          0
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20     107945       5912     X         5             2524          0       3388
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20    2613437     147153     X  X      6           146593        560          0
VIVENDI UNIVERSAL             SPON ADR NEW    92851S20      70543       3972     X         6             3972          0          0
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10     379688      18750     X  X      1            18750          0          0
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10      25211       1245     X         11               0          0       1245
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10      12542        605     X         13               0          0        605
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10     792362      37000     X         3            37000          0          0
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10    6294122     306631     X         5           129889          0     176742
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10    9002279     444557     X  X      6           375336      26981      42240
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10    8045953     397331     X         6           380605          0      16726
VODAFONE GROUP PLC NEW        SPONSORED ADR   92857W10       3443        170     X         7              170          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640      36550       1521     X         13               0          0       1521
VOLVO AKTIEBOLAGET            ADR B           92885640    1187280      51000     X         3            51000          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640     405305      17410     X         5            17410          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640     108787       4673     X  X      6              673       4000          0
VOLVO AKTIEBOLAGET            ADR B           92885640     324616      13944     X         6            13944          0          0
VOLVO AKTIEBOLAGET            ADR B           92885640       3702        159     X  X      7              159          0          0
VORNADO RLTY TR               SH BEN INT      92904210      12993        268     X         13               0          0        268
VORNADO RLTY TR               SH BEN INT      92904210    4327304      89431     X         5            18887          0      70544
VORNADO RLTY TR               SH BEN INT      92904210     426355       8875     X  X      6             8325        550          0
VORNADO RLTY TR               SH BEN INT      92904210     147002       3060     X         6             3060          0          0
VULCAN INTL CORP              COM             92913610     858795      22077     X         5                0          0      22077
VULCAN MATLS CO               COM             92916010    1576405      39499     X         3            39499          0          0
VULCAN MATLS CO               COM             92916010       4989        125     X         4              125          0          0
VULCAN MATLS CO               COM             92916010     735427      18079     X         5             3606          0      14473
VULCAN MATLS CO               COM             92916010    1202049      30119     X  X      6            28994       1125          0
VULCAN MATLS CO               COM             92916010    6034831     151211     X         6           150466          0        745
VULCAN MATLS CO               COM             92916010       1397         35     X  X      7               35          0          0
VULCAN MATLS CO               COM             92916010       7184        180     X         7              180          0          0
WD-40 CO                      COM             92923610     232128       7268     X         5             3400          0       3868
WD-40 CO                      COM             92923610     154230       4850     X  X      6             4250          0        600
WGL HLDGS INC                 COM             92924F10       6606        239     X         13               0          0        239
WGL HLDGS INC                 COM             92924F10    1312753      47598     X         3            47598          0          0
WGL HLDGS INC                 COM             92924F10     391953      14202     X         5             9837          0       4365
WGL HLDGS INC                 COM             92924F10    2142745      77692     X  X      6            61090       3002      13600
WGL HLDGS INC                 COM             92924F10     439018      15918     X         6            15718          0        200
W-H ENERGY SVCS INC           COM             92925E10       7320        400     X         5                0          0        400
W-H ENERGY SVCS INC           COM             92925E10      53400       3000     X  X      6             3000          0          0
W-H ENERGY SVCS INC           COM             92925E10     500180      28100     X         6            28100          0          0
WMS INDS INC                  COM             92929710    2068235      91250     X         5            90650          0        600
WMS INDS INC                  COM             92929710      26512       1170     X  X      6             1170          0          0
WMS INDS INC                  COM             92929710     535343      23625     X         6            15565          0       8060
WPP GROUP PLC                 SPON ADR NEW    92930930      43831       1040     X         5             1020          0         20
WPP GROUP PLC                 SPON ADR NEW    92930930      52482       1246     X  X      6             1246          0          0
WPP GROUP PLC                 SPON ADR NEW    92930930     533113      12657     X         6            11753          0        904
W P CAREY & CO LLC            COM             92930Y10     359537      11218     X         13               0          0      11218
W P CAREY & CO LLC            COM             92930Y10       1603         50     X         5                0          0         50
W P CAREY & CO LLC            COM             92930Y10     269875       8500     X  X      6             5750       1750       1000
W P CAREY & CO LLC            COM             92930Y10      41561       1309     X         6             1309          0          0
WPS RESOURCES CORP            COM             92931B10    1310943      31819     X         3            31819          0          0
WPS RESOURCES CORP            COM             92931B10     619821      15047     X         5             5037          0      10010
WPS RESOURCES CORP            COM             92931B10     696445      16904     X  X      6             5448      11456          0
WPS RESOURCES CORP            COM             92931B10     234840       5700     X         6             5450          0        250
WPS RESOURCES CORP            COM             92931B10       4120        100     X  X      7              100          0          0
WABASH NATL CORP              COM             92956610    1189870      74600     X         3            74600          0          0
WABASH NATL CORP              COM             92956610       4947        300     X         5                0          0        300
WACHOVIA CORP 2ND NEW         COM             92990310    6007108     145839     X  X      1           145839          0          0
WACHOVIA CORP 2ND NEW         COM             92990310    3116024      75650     X         1            75650          0          0
WACHOVIA CORP 2ND NEW         COM             92990310      41190       1000     X         11            1000          0          0
WACHOVIA CORP 2ND NEW         COM             92990310     130964       3113     X         13               0          0       3113
WACHOVIA CORP 2ND NEW         COM             92990310   23868567     517856     X         3           517856          0          0
WACHOVIA CORP 2ND NEW         COM             92990310    5789218     139116     X         5            72027          0      67089
WACHOVIA CORP 2ND NEW         COM             92990310  344691864    8368339     X  X      6          6333462    1252527     782350
WACHOVIA CORP 2ND NEW         COM             92990310  561829178   13639941     X         6          8483956      18452    5137533
WACHOVIA CORP 2ND NEW         COM             92990310      44856       1089     X         7             1089          0          0
WACHOVIA CORP 2ND NEW         COM             92990310     198495       4819     X         8             4819          0          0
WADDELL & REED FINL INC       CL A            93005910    2021764      84862     X         3            84862          0          0
WADDELL & REED FINL INC       CL A            93005910       2104         88     X         5                0          0         88
WADDELL & REED FINL INC       CL A            93005910      40705       1727     X  X      6             1727          0          0
WADDELL & REED FINL INC       CL A            93005910     339384      14399     X         6            14399          0          0
WAL MART STORES INC           COM             93114210     393743       7050     X  X      1             7050          0          0
WAL MART STORES INC           COM             93114210     226193       4050     X         1             3915          0        135
WAL MART STORES INC           COM             93114210      88802       1590     X         11               0          0       1590
WAL MART STORES INC           COM             93114210    3336477      58473     X         13               0          0      58473
WAL MART STORES INC           COM             93114210  254936875    4560831     X         3          4560831          0          0
WAL MART STORES INC           COM             93114210      34627        620     X  X      4              620          0          0
WAL MART STORES INC           COM             93114210      17760        318     X         4              318          0          0
WAL MART STORES INC           COM             93114210   45215802     797913     X         5           258791          0     539122
WAL MART STORES INC           COM             93114210  134605425    2410124     X  X      6          2236075      92081      81968
WAL MART STORES INC           COM             93114210  231431111    4143798     X         6          3275679       6405     861714
WAL MART STORES INC           COM             93114210      39486        707     X  X      7              707          0          0
WAL MART STORES INC           COM             93114210     243394       4358     X         7             4358          0          0
WALGREEN CO                   COM             93142210      12256        400     X  X      1              400          0          0
WALGREEN CO                   COM             93142210     182522       5957     X         1             5957          0          0
WALGREEN CO                   COM             93142210     648303      20568     X         13               0          0      20568
WALGREEN CO                   COM             93142210   12207068     398403     X         3           398403          0          0
WALGREEN CO                   COM             93142210    4409447     142755     X         5           102473          0      40282
WALGREEN CO                   COM             93142210   12045197     393120     X  X      6           373520      17250       2350
WALGREEN CO                   COM             93142210   15427431     503506     X         6           390186          0     113320
WALGREEN CO                   COM             93142210      14462        472     X  X      7              472          0          0
WALGREEN CO                   COM             93142210      11122        363     X         7              363          0          0
WARWICK VALLEY TEL CO         COM             93675010       3900         50     X  X      6               50          0          0
WARWICK VALLEY TEL CO         COM             93675010    4024908      51608     X         6            51608          0          0
WASHINGTON FED INC            COM             93882410    1721137      68272     X         3            68272          0          0
WASHINGTON FED INC            COM             93882410    1003135      39713     X         5            34881          0       4832
WASHINGTON FED INC            COM             93882410      42664       1693     X  X      6             1693          0          0
WASHINGTON FED INC            COM             93882410       5519        219     X         6              219          0          0
WASHINGTON MUT INC            COM             93932210      51181       1300     X         1             1300          0          0
WASHINGTON MUT INC            COM             93932210    1833682      46706     X         13               0          0      46706
WASHINGTON MUT INC            COM             93932210   43802788    1055922     X         3          1055922          0          0
WASHINGTON MUT INC            COM             93932210      17362        441     X         4              441          0          0
WASHINGTON MUT INC            COM             93932210   44049957    1120897     X         5           395796          0     725101
WASHINGTON MUT INC            COM             93932210   16225637     412132     X  X      6           362284       8403      41445
WASHINGTON MUT INC            COM             93932210   27528567     699227     X         6           349180        300     349747
WASHINGTON MUT INC            COM             93932210       5315        135     X         7              135          0          0
WASHINGTON MUT INC            COM             93932210     901416      22896     X         8            22896          0          0
WASHINGTON POST CO            CL B            93964010    6207775       9335     X         3             9335          0          0
WASHINGTON POST CO            CL B            93964010      34699         52     X         5               45          0          7
WASHINGTON POST CO            CL B            93964010     563255        847     X  X      6              847          0          0
WASHINGTON POST CO            CL B            93964010     505400        760     X         6              610          0        150
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310     809462      27698     X         5            18541          0       9157
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310     536645      18505     X  X      6            11455       4300       2750
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310      69455       2395     X         6             2395          0          0
WASHINGTON REAL ESTATE INVT   SH BEN INT      93965310       2900        100     X  X      7              100          0          0
WASHINGTON TR BANCORP         COM             94061010    3834277     159695     X         3           159695          0          0
WASHINGTON TR BANCORP         COM             94061010      12269        511     X         5              511          0          0
WASHINGTON TR BANCORP         COM             94061010      75632       3150     X         6             3150          0          0
WASTE CONNECTIONS INC         COM             94105310      30626        850     X         5                0          0        850
WASTE CONNECTIONS INC         COM             94105310      87725       2500     X  X      6             2500          0          0
WASTE CONNECTIONS INC         COM             94105310     898304      25600     X         6            25600          0          0
WASTE MGMT INC DEL            COM             94106L10      25123        960     X         11               0          0        960
WASTE MGMT INC DEL            COM             94106L10       8827        335     X         13               0          0        335
WASTE MGMT INC DEL            COM             94106L10   24044511     906295     X         3           906295          0          0
WASTE MGMT INC DEL            COM             94106L10       5208        199     X  X      4              199          0          0
WASTE MGMT INC DEL            COM             94106L10    6046403     230433     X         5           141704          0      88729
WASTE MGMT INC DEL            COM             94106L10     643232      24579     X  X      6            23481        500        598
WASTE MGMT INC DEL            COM             94106L10    6434156     245860     X         6            64205        101     181554
WASTE MGMT INC DEL            COM             94106L10      38862       1485     X         7             1485          0          0
WASTE MGMT INC DEL            COM             94106L10   11465077     438100     X         8           438100          0          0
WATERS CORP                   COM             94184810    1524916      55593     X         3            55593          0          0
WATERS CORP                   COM             94184810       2551         93     X  X      4               93          0          0
WATERS CORP                   COM             94184810    3740532     135924     X         5           123412          0      12512
WATERS CORP                   COM             94184810      78176       2850     X  X      6             2550        300          0
WATERS CORP                   COM             94184810    5222069     190378     X         6              375          0     190003
WATSCO INC                    COM             94262220      11895        622     X         5              600          0         22
WATSCO INC                    COM             94262220      29047       1520     X  X      6             1520          0          0
WATSCO INC                    COM             94262220     455009      23810     X         6            15770          0       8040
WATSON PHARMACEUTICALS INC    COM             94268310       4169        100     X         1                0          0        100
WATSON PHARMACEUTICALS INC    COM             94268310   79973719    1915872     X         3          1915872          0          0
WATSON PHARMACEUTICALS INC    COM             94268310     284661       6833     X         5             4537          0       2296
WATSON PHARMACEUTICALS INC    COM             94268310    3079640      73870     X  X      6            64185        420       9265
WATSON PHARMACEUTICALS INC    COM             94268310   13833201     331811     X         6           248360       1188      82263
WATSON PHARMACEUTICALS INC    COM             94268310      16509        396     X         7              396          0          0
WAUSAU-MOSINEE PAPER CORP     COM             94331510    6199017     507700     X         11          488700          0      19000
WAUSAU-MOSINEE PAPER CORP     COM             94331510     616471      50489     X         3            50489          0          0
WAUSAU-MOSINEE PAPER CORP     COM             94331510       6647        525     X         5                0          0        525
WAUSAU-MOSINEE PAPER CORP     COM             94331510       6105        500     X  X      6              500          0          0
WAYNE BANCORP INC OHIO        COM             94429310     231278       8115     X  X      6             8115          0          0
WAYPOINT FINL CORP            COM             94675610      28852       1439     X  X      6             1439          0          0
WAYPOINT FINL CORP            COM             94675610     888436      44311     X         6            44311          0          0
WEATHERFORD INTL INC          DBCV         6/ 947074AB      49178      79000     X         5            79000          0          0
WEBEX COMMUNICATIONS INC      COM             94767L10    7814385     411500     X         3           411500          0          0
WEBEX COMMUNICATIONS INC      COM             94767L10     968179      50914     X         5            27837          0      23077
WEBEX COMMUNICATIONS INC      COM             94767L10    1069609      56653     X         6            49553          0       7100
WEBMD CORP                    COM             94769M10      32112       3600     X         3             3600          0          0
WEBMD CORP                    COM             94769M10   60192048    6725396     X         5          6723343          0       2053
WEBMD CORP                    COM             94769M10     107400      12000     X  X      6            12000          0          0
WEBMD CORP                    COM             94769M10      21256       2375     X         6             2375          0          0
WEBSTER FINL CORP CONN        COM             94789010   29920329     750259     X         11          672250       1050      76959
WEBSTER FINL CORP CONN        COM             94789010      19025        462     X         13               0          0        462
WEBSTER FINL CORP CONN        COM             94789010    2629129      65926     X         3            65926          0          0
WEBSTER FINL CORP CONN        COM             94789010     282840       7048     X         5             5690          0       1358
WEBSTER FINL CORP CONN        COM             94789010     323028       8100     X  X      6             8100          0          0
WEBSTER FINL CORP CONN        COM             94789010     343766       8620     X         6             8120          0        500
WEIGHT WATCHERS INTL INC NEW  COM             94862610     506272      12170     X         3            12170          0          0
WEIGHT WATCHERS INTL INC NEW  COM             94862610     312589       7506     X         5             7206          0        300
WEIGHT WATCHERS INTL INC NEW  COM             94862610      41600       1000     X  X      6             1000          0          0
WEINGARTEN RLTY INVS          SH BEN INT      94874110       6750        150     X  X      1              150          0          0
WEINGARTEN RLTY INVS          SH BEN INT      94874110      16875        375     X         11               0          0        375
WEINGARTEN RLTY INVS          SH BEN INT      94874110     439284       9763     X         5             4613          0       5150
WEINGARTEN RLTY INVS          SH BEN INT      94874110     416250       9250     X  X      6             6750       1500       1000
WEINGARTEN RLTY INVS          SH BEN INT      94874110     354465       7877     X         6             5632          0       2245
WEIS MKTS INC                 COM             94884910       4679        137     X         13               0          0        137
WEIS MKTS INC                 COM             94884910    1293240      37909     X         5             9659          0      28250
WEIS MKTS INC                 COM             94884910      68020       2000     X  X      6                0       2000          0
WEIS MKTS INC                 COM             94884910      45437       1336     X         6             1336          0          0
WELLMAN INC                   COM             94970210    2268020     302000     X         11          300000          0       2000
WELLMAN INC                   COM             94970210    2585573     344284     X         3           344284          0          0
WELLMAN INC                   COM             94970210        751        100     X         5              100          0          0
WELLMAN INC                   COM             94970210       1502        200     X  X      6              200          0          0
WELLPOINT HEALTH NETWORK NEW  COM             94973H10      13104        170     X         11               0          0        170
WELLPOINT HEALTH NETWORK NEW  COM             94973H10   38995157     505905     X         3           505905          0          0
WELLPOINT HEALTH NETWORK NEW  COM             94973H10    5419623      70281     X         5            69166          0       1115
WELLPOINT HEALTH NETWORK NEW  COM             94973H10    1057692      13722     X  X      6             3310          0      10412
WELLPOINT HEALTH NETWORK NEW  COM             94973H10    9249985     120005     X         6            41606          0      78399
WELLS FARGO & CO NEW          COM             94974610      28325        550     X  X      1              550          0          0
WELLS FARGO & CO NEW          COM             94974610     250290       4860     X         1             4760          0        100
WELLS FARGO & CO NEW          COM             94974610     227630       4420     X         11               0          0       4420
WELLS FARGO & CO NEW          COM             94974610    1374025      25974     X         13               0          0      25974
WELLS FARGO & CO NEW          COM             94974610  120257444    2286604     X         3          2286604          0          0
WELLS FARGO & CO NEW          COM             94974610      46196        897     X         4              897          0          0
WELLS FARGO & CO NEW          COM             94974610   41398978     788522     X         5           224152          0     564370
WELLS FARGO & CO NEW          COM             94974610   88191793    1712462     X  X      6          1490622     200799      21041
WELLS FARGO & CO NEW          COM             94974610  114331112    2220022     X         6          1717076       3418     499528
WELLS FARGO & CO NEW          COM             94974610      27604        536     X  X      7              536          0          0
WELLS FARGO & CO NEW          COM             94974610     374251       7267     X         7             7267          0          0
WELLSFORD REAL PPTYS INC      COM NEW         95024020     236238      13687     X         5            13687          0          0
WELLSFORD REAL PPTYS INC      COM NEW         95024020       5610        325     X  X      6              325          0          0
WELLSFORD REAL PPTYS INC      COM NEW         95024020     172169       9975     X         6             9975          0          0
WENDYS INTL INC               COM             95059010     290700       9000     X         1             9000          0          0
WENDYS INTL INC               COM             95059010    1427918      44208     X         3            44208          0          0
WENDYS INTL INC               COM             95059010     589356      18079     X         5            11323          0       6756
WENDYS INTL INC               COM             95059010      57849       1791     X  X      6             1791          0          0
WENDYS INTL INC               COM             95059010     426554      13206     X         6             9637          0       3569
WENDYS INTL INC               COM             95059010       3230        100     X  X      7              100          0          0
WERNER ENTERPRISES INC        COM             95075510    1438863      62805     X         3            62805          0          0
WERNER ENTERPRISES INC        COM             95075510     186439       8396     X         5             6689          0       1707
WESCAST INDS INC              CL A SUB VTG    95081310    2115828      71918     X         3            71918          0          0
WESCO FINL CORP               COM             95081710    1482609       4361     X         5             4361          0          0
WESCO FINL CORP               COM             95081710      33997        100     X         6              100          0          0
WEST CORP                     COM             95235510     446279      18625     X         5            16725          0       1900
WEST CORP                     COM             95235510      17447        730     X         6              730          0          0
WEST MARINE INC               COM             95423510    5947677     309286     X         3           309286          0          0
WEST MARINE INC               COM             95423510      76772       4030     X         5             2315          0       1715
WEST MARINE INC               COM             95423510      13030        684     X  X      6              684          0          0
WEST MARINE INC               COM             95423510     726377      38130     X         6            31688         80       6362
WEST PHARMACEUTICAL SVSC INC  COM             95530610   12902381     412085     X         3           412085          0          0
WEST PHARMACEUTICAL SVSC INC  COM             95530610      40703       1300     X         5             1300          0          0
WEST PHARMACEUTICAL SVSC INC  COM             95530610   16419089     524404     X  X      6           324404          0     200000
WEST PHARMACEUTICAL SVSC INC  COM             95530610    2187317      69860     X         6            69860          0          0
WESTAMERICA BANCORPORATION    COM             95709010    1423778      32031     X         3            32031          0          0
WESTAMERICA BANCORPORATION    COM             95709010     144238       3206     X         5                0          0       3206
WESTAMERICA BANCORPORATION    COM             95709010      35584        800     X         6              800          0          0
WESTAR ENERGY INC             COM             95709T10      20184       1094     X  X      1             1094          0          0
WESTAR ENERGY INC             COM             95709T10       5601        300     X         13               0          0        300
WESTAR ENERGY INC             COM             95709T10    4533866     245736     X         3           245736          0          0
WESTAR ENERGY INC             COM             95709T10     102821       5530     X         5             1930          0       3600
WESTAR ENERGY INC             COM             95709T10      93173       5050     X  X      6             5050          0          0
WESTAR ENERGY INC             COM             95709T10      76401       4141     X         6             4141          0          0
WESTELL TECHNOLOGIES INC      CL A            95754110     207421      27693     X         6                0          0      27693
WESTERN ASSET PREMIER BD FD   SHS BEN INT     95766410     159822      10825     X         5             8771          0       2054
WESTERN DIGITAL CORP          COM             95810210    1445190     107850     X         13               0          0     107850
WESTERN DIGITAL CORP          COM             95810210    3824759     296723     X         3           296723          0          0
WESTERN DIGITAL CORP          COM             95810210    7794726     603209     X         5           565245          0      37964
WESTERN DIGITAL CORP          COM             95810210      32045       2486     X  X      6             2486          0          0
WESTERN DIGITAL CORP          COM             95810210     203675      15801     X         6             3970          0      11831
WESTERN GAS RES INC           COM             95825910    1242448      32696     X         3            32696          0          0
WESTERN GAS RES INC           COM             95825910    2986790      78585     X         5            77185          0       1400
WESTERN GAS RES INC           COM             95825910      22990        605     X  X      6              505          0        100
WESTERN GAS RES INC           COM             95825910     142652       3754     X         6             3754          0          0
WESTERN SILVER CORP           COM             95953110     378576     102595     X         5                0          0     102595
WESTERN SILVER CORP           COM             95953110       3670       1000     X         6             1000          0          0
WESTERN WIRELESS CORP         CL A            95988E20    8221097     441046     X         3           441046          0          0
WESTERN WIRELESS CORP         CL A            95988E20     492325      26360     X         5            25820          0        540
WESTERN WIRELESS CORP         CL A            95988E20      23338       1250     X  X      6             1250          0          0
WESTERN WIRELESS CORP         CL A            95988E20     882419      47264     X         6            34400          0      12864
WESTPAC BKG CORP              SPONSORED ADR   96121430    3593267      64000     X         3            64000          0          0
WESTPAC BKG CORP              SPONSORED ADR   96121430     472191       8511     X         5             7686          0        825
WESTPAC BKG CORP              SPONSORED ADR   96121430      29206        527     X  X      6              527          0          0
WESTPAC BKG CORP              SPONSORED ADR   96121430     267291       4823     X         6             4823          0          0
WESTPORT RES CORP NEW         COM             96141810       4708        200     X         5              200          0          0
WESTPORT RES CORP NEW         COM             96141810      39076       1660     X  X      6             1660          0          0
WESTPORT RES CORP NEW         COM             96141810     621174      26388     X         6            18948          0       7440
WESTWOOD HLDGS GROUP INC      COM             96176510    2339555     137783     X         3           137783          0          0
WESTWOOD ONE INC              COM             96181510    3778912     125171     X         3           125171          0          0
WESTWOOD ONE INC              COM             96181510     204419       6761     X         5             6000          0        761
WESTWOOD ONE INC              COM             96181510     710824      23545     X  X      6            23545          0          0
WESTWOOD ONE INC              COM             96181510      65814       2180     X         6             2180          0          0
WET SEAL INC                  CL A            96184010    7894345     785507     X         3           785507          0          0
WET SEAL INC                  CL A            96184010        905         90     X         5               90          0          0
WET SEAL INC                  CL A            96184010       8442        840     X  X      6              840          0          0
WET SEAL INC                  CL A            96184010      51255       5100     X         6             5100          0          0
WEYERHAEUSER CO               COM             96216610    5096665      87197     X         3            87197          0          0
WEYERHAEUSER CO               COM             96216610    1009469      17123     X         5             8406          0       8717
WEYERHAEUSER CO               COM             96216610    5045170      86316     X  X      6            83250       1216       1850
WEYERHAEUSER CO               COM             96216610    2031488      34756     X         6            34656          0        100
WEYERHAEUSER CO               COM             96216610      19990        342     X         7              342          0          0
WHEATON RIV MINERALS LTD      COM             96290210      45970      23000     X         5            22000          0       1000
WHEATON RIV MINERALS LTD      COM             96290210       4000       2000     X         6             2000          0          0
WHEATON RIV MINERALS LTD      *W EXP 05/30/20 96290214    1251388    1300000     X         3          1300000          0          0
WHEATON RIV MINERALS LTD      *W EXP 05/30/20 96290214      29779      30700     X         5                0          0      30700
WHIRLPOOL CORP                COM             96332010     159260       2350     X         1             2350          0          0
WHIRLPOOL CORP                COM             96332010    1812848      26750     X         3            26750          0          0
WHIRLPOOL CORP                COM             96332010      13554        200     X         4              200          0          0
WHIRLPOOL CORP                COM             96332010     129786       1902     X         5             1167          0        735
WHIRLPOOL CORP                COM             96332010    6601205      97406     X  X      6            66719      23106       7581
WHIRLPOOL CORP                COM             96332010    7693386     113522     X         6            99522          0      14000
WHIRLPOOL CORP                COM             96332010      23720        350     X  X      7              350          0          0
WHIRLPOOL CORP                COM             96332010       6777        100     X         7              100          0          0
WHITE ELECTR DESIGNS CORP     COM             96380110    2396476     222928     X         3           222928          0          0
WHITE ELECTR DESIGNS CORP     COM             96380110       8192        762     X  X      6              762          0          0
WHITE ELECTR DESIGNS CORP     COM             96380110     196886      18315     X         6             4500          0      13815
WHOLE FOODS MKT INC           COM             96683710    3212524      58219     X         3            58219          0          0
WHOLE FOODS MKT INC           COM             96683710    5430960      98324     X         5            96404          0       1920
WHOLE FOODS MKT INC           COM             96683710     104880       1900     X  X      6              900          0       1000
WHOLE FOODS MKT INC           COM             96683710      52164        945     X         6              945          0          0
WHOLE FOODS MKT INC           SDCV         3/ 966837AC       8400      14000     X         5            14000          0          0
WILD OATS MARKETS INC         COM             96808B10     163272      14938     X         5            14938          0          0
WILLBROS GROUP INC            COM             96919910     109393      10549     X         5                0          0      10549
WILLIAMS COS INC DEL          COM             96945710       1958        200     X         13               0          0        200
WILLIAMS COS INC DEL          COM             96945710    4098096     435042     X         3           435042          0          0
WILLIAMS COS INC DEL          COM             96945710    3149529     329100     X         5           195572          0     133528
WILLIAMS COS INC DEL          COM             96945710     267434      28390     X  X      6            23390       5000          0
WILLIAMS COS INC DEL          COM             96945710     161986      17196     X         6            16862          0        334
WILLIAMS SONOMA INC           COM             96990410      81695       3028     X  X      1             3028          0          0
WILLIAMS SONOMA INC           COM             96990410    4305522     148682     X         3           148682          0          0
WILLIAMS SONOMA INC           COM             96990410    7104217     261470     X         5           192364          0      69106
WILLIAMS SONOMA INC           COM             96990410     161745       5995     X  X      6             5995          0          0
WILLIAMS SONOMA INC           COM             96990410    1187687      44021     X         6            44021          0          0
WILLIAMS SONOMA INC           COM             96990410       1484         55     X         7               55          0          0
WILMINGTON TRUST CORP         COM             97180710     919724      29900     X  X      1            29900          0          0
WILMINGTON TRUST CORP         COM             97180710    2460800      80000     X         1            80000          0          0
WILMINGTON TRUST CORP         COM             97180710      35057       1100     X         13               0          0       1100
WILMINGTON TRUST CORP         COM             97180710    1985312      64542     X         3            64542          0          0
WILMINGTON TRUST CORP         COM             97180710     638652      20139     X         5             2863          0      17276
WILMINGTON TRUST CORP         COM             97180710    2356739      76617     X  X      6            74943          0       1674
WILMINGTON TRUST CORP         COM             97180710     218334       7098     X         6             7098          0          0
WILSON GREATBATCH TECHNOLOGI  COM             97223210    8744000     242000     X         3           242000          0          0
WILSON GREATBATCH TECHNOLOGI  COM             97223210      69793       1936     X  X      6             1936          0          0
WILSON GREATBATCH TECHNOLOGI  COM             97223210    1786926      49568     X         6            41653         15       7900
WIND RIVER SYSTEMS INC        COM             97314910     444821      78176     X         3            78176          0          0
WIND RIVER SYSTEMS INC        COM             97314910     114371      20020     X         5            18750          0       1270
WINN DIXIE STORES INC         COM             97428010    5471975     567044     X         3           567044          0          0
WINN DIXIE STORES INC         COM             97428010      37490       3884     X         5             3395          0        489
WINN DIXIE STORES INC         COM             97428010    1979109     205089     X  X      6           188933      16156          0
WINN DIXIE STORES INC         COM             97428010    4333410     449058     X         6           449058          0          0
WINNEBAGO INDS INC            COM             97463710     840540      18776     X         5            16891          0       1885
WINNEBAGO INDS INC            COM             97463710      42975        964     X  X      6              964          0          0
WINNEBAGO INDS INC            COM             97463710     510486      11451     X         6             8511          0       2940
WINSTON HOTELS INC            COM             97563A10     398775      40900     X         5                0          0      40900
WINSTON HOTELS INC            COM             97563A10       7735        850     X  X      6              850          0          0
WINSTON HOTELS INC            COM             97563A10       4550        500     X         6              500          0          0
WIRELESS HOLDRS TR            DEPOSITRY RCPT  97653L20     293306       7100     X         5              400          0       6700
WIRELESS HOLDRS TR            DEPOSITRY RCPT  97653L20      40820       1000     X         6             1000          0          0
WISCONSIN ENERGY CORP         COM             97665710      45855       1500     X  X      1             1500          0          0
WISCONSIN ENERGY CORP         COM             97665710       7643        250     X         11               0          0        250
WISCONSIN ENERGY CORP         COM             97665710   16027668     523443     X         3           523443          0          0
WISCONSIN ENERGY CORP         COM             97665710    1574437      50601     X         5             5414          0      45187
WISCONSIN ENERGY CORP         COM             97665710    3883124     127024     X  X      6           122140       3600       1284
WISCONSIN ENERGY CORP         COM             97665710    3058865     100061     X         6            56540         27      43494
WISCONSIN ENERGY CORP         COM             97665710       3057        100     X  X      7              100          0          0
WOLVERINE TUBE INC            COM             97809310     972786     229973     X         3           229973          0          0
WOLVERINE TUBE INC            COM             97809310       8802       2050     X         5             1050          0       1000
WOLVERINE WORLD WIDE INC      COM             97809710    3078702     158696     X         3           158696          0          0
WOLVERINE WORLD WIDE INC      COM             97809710     667949      34065     X         5            13815          0      20250
WOLVERINE WORLD WIDE INC      COM             97809710     160787       8288     X         6             1300          0       6988
WOODHEAD INDS INC             COM             97943810      12040        800     X         5              800          0          0
WOODHEAD INDS INC             COM             97943810      29001       1927     X  X      6             1927          0          0
WOODHEAD INDS INC             COM             97943810     203295      13508     X         6            13508          0          0
WORLD ACCEP CORP DEL          COM             98141910    3157421     233020     X         3           233020          0          0
WORLD ACCEP CORP DEL          COM             98141910     238780      16605     X         5                0          0      16605
WORLD ACCEP CORP DEL          COM             98141910     377496      27942     X         6            17761          0      10181
WORLDGATE COMMUNICATIONS INC  COM             98156L30        204        400     X         13               0          0        400
WORLDGATE COMMUNICATIONS INC  COM             98156L30        498        950     X         5              650          0        300
WORLDGATE COMMUNICATIONS INC  COM             98156L30       5830      11000     X         6            11000          0          0
WORLDGATE COMMUNICATIONS INC  COM             98156L30        265        500     X         7              500          0          0
WORLD WRESTLING ENTMT INC     CL A            98156Q10    8616258     859906     X         3           859906          0          0
WORLD WRESTLING ENTMT INC     CL A            98156Q10       4008        400     X         5              400          0          0
WORLDWIDE RESTRNT CONCEPTS I  COM             98160A10      99998      26809     X         5            26809          0          0
WORTHINGTON INDS INC          COM             98181110     419579      33406     X         3            33406          0          0
WORTHINGTON INDS INC          COM             98181110    1015843      79700     X         5            46038          0      33662
WORTHINGTON INDS INC          COM             98181110       3768        300     X  X      6              300          0          0
WORTHINGTON INDS INC          COM             98181110       7536        600     X         6              600          0          0
WRIGHT MED GROUP INC          COM             98235T10      85866       3402     X  X      6             3402          0          0
WRIGHT MED GROUP INC          COM             98235T10     896727      35528     X         6            35528          0          0
WRIGLEY WM JR CO              COM             98252610     110600       2000     X         11               0          0       2000
WRIGLEY WM JR CO              COM             98252610     626548      11109     X         13               0          0      11109
WRIGLEY WM JR CO              COM             98252610    4943156      89388     X         3            89388          0          0
WRIGLEY WM JR CO              COM             98252610       3318         60     X  X      4               60          0          0
WRIGLEY WM JR CO              COM             98252610   11329706     202033     X         5            59061          0     142972
WRIGLEY WM JR CO              COM             98252610     778624      14080     X  X      6            12944        560        576
WRIGLEY WM JR CO              COM             98252610    4912686      88837     X         6            76085          0      12752
WYETH                         COM             98302410    1189380      25800     X  X      1            25800          0          0
WYETH                         COM             98302410    1297392      28143     X         1            28143          0          0
WYETH                         COM             98302410     304491       6605     X         11             800          0       5805
WYETH                         COM             98302410     165564       3504     X         13               0          0       3504
WYETH                         COM             98302410  126960691    2707659     X         3          2707659          0          0
WYETH                         COM             98302410       9681        210     X  X      4              210          0          0
WYETH                         COM             98302410      15213        330     X         4              330          0          0
WYETH                         COM             98302410   17298326     372096     X         5           246266          0     125830
WYETH                         COM             98302410  324735269    7044149     X  X      6          2805373     241694    3997082
WYETH                         COM             98302410  179043458    3883806     X         6          3443043       7145     433618
WYETH                         COM             98302410      38494        835     X  X      7              835          0          0
WYETH                         COM             98302410     137931       2992     X         7             2992          0          0
WYNDHAM INTL INC              CL A            98310110       2245       4009     X         5             4009          0          0
WYNDHAM INTL INC              CL A            98310110       5600      10000     X  X      6            10000          0          0
WYNN RESORTS LTD              COM             98313410     605449      33303     X         3            33303          0          0
WYNN RESORTS LTD              COM             98313410       9090        500     X         5              500          0          0
WYNN RESORTS LTD              COM             98313410       1818        100     X         6              100          0          0
XM SATELLITE RADIO HLDGS INC  CL A            98375910    4390534     283110     X         5           277935          0       5175
XM SATELLITE RADIO HLDGS INC  CL A            98375910      18988       1225     X  X      6              825          0        400
XM SATELLITE RADIO HLDGS INC  CL A            98375910     153311       9891     X         6             6950          0       2941
XTO ENERGY INC                COM             98385X10   82761072    3937399     X         3          3937399          0          0
XTO ENERGY INC                COM             98385X10    4180855     199151     X         5           194929          0       4222
XTO ENERGY INC                COM             98385X10     116557       5553     X  X      6             5553          0          0
XTO ENERGY INC                COM             98385X10    3430144     163418     X         6            45132         56     118230
XTO ENERGY INC                COM             98385X10       3568        170     X  X      7              170          0          0
XTO ENERGY INC                COM             98385X10       2519        120     X         7              120          0          0
XCEL ENERGY INC               COM             98389B10       2398        155     X         11               0          0        155
XCEL ENERGY INC               COM             98389B10      18042       1164     X         13               0          0       1164
XCEL ENERGY INC               COM             98389B10    2397927     155005     X         3           155005          0          0
XCEL ENERGY INC               COM             98389B10    1117553      72181     X         5            41812          0      30369
XCEL ENERGY INC               COM             98389B10     597683      38635     X  X      6            26352       9301       2982
XCEL ENERGY INC               COM             98389B10     491312      31759     X         6            31759          0          0
XILINX INC                    COM             98391910     349175      12475     X         13               0          0      12475
XILINX INC                    COM             98391910   17296219     606672     X         3           606672          0          0
XILINX INC                    COM             98391910    2302712      81329     X         5            59802          0      21527
XILINX INC                    COM             98391910     420622      14795     X  X      6            14295        200        300
XILINX INC                    COM             98391910    1512931      53216     X         6            23622          0      29594
XEROX CORP                    COM             98412110    3179523     309895     X         3           309895          0          0
XEROX CORP                    COM             98412110    2514031     244693     X         5           215684          0      29009
XEROX CORP                    COM             98412110     575935      56134     X  X      6            54134          0       2000
XEROX CORP                    COM             98412110    1814861     176887     X         6            45011          0     131876
XEROX CORP                    COM             98412110       1919        187     X         7              187          0          0
YAHOO INC                     COM             98433210      18200        500     X         13               0          0        500
YAHOO INC                     COM             98433210   10455391     295517     X         3           295517          0          0
YAHOO INC                     COM             98433210    5921520     164398     X         5            61948          0     102450
YAHOO INC                     COM             98433210     193619       5471     X  X      6             2861          0       2610
YAHOO INC                     COM             98433210    2774859      78408     X         6            10743          0      67665
YAHOO INC                     COM             98433210       1593         45     X         7               45          0          0
YANKEE CANDLE INC             COM             98475710    2774854     108881     X         5           107391          0       1490
YANKEE CANDLE INC             COM             98475710      11848        465     X  X      6              165          0        300
YANKEE CANDLE INC             COM             98475710      14141        555     X         6              555          0          0
YANKEE CANDLE INC             COM             98475710      10319        405     X  X      7              405          0          0
XICOR INC                     COM             98490310    1278614     137600     X         5           136600          0       1000
YELLOW CORP                   COM             98550910      55280       1796     X         5              500          0       1296
YELLOW CORP                   COM             98550910     299989      10060     X         6            10060          0          0
YORK INTL CORP NEW            COM             98667010    1346104      38916     X         3            38916          0          0
YORK INTL CORP NEW            COM             98667010     363285      10496     X         5            10296          0        200
YORK INTL CORP NEW            COM             98667010     101176       2925     X  X      6             2925          0          0
YORK INTL CORP NEW            COM             98667010      28779        832     X         6              832          0          0
YORK WTR CO                   COM             98718410      18700       1100     X         5             1100          0          0
YORK WTR CO                   COM             98718410    2747744     161632     X  X      6           161632          0          0
YORK WTR CO                   COM             98718410    1718394     101082     X         6            88314          0      12768
YOUNG BROADCASTING INC        CL A            98743410    3802634     194111     X         3           194111          0          0
YOUNG BROADCASTING INC        CL A            98743410       2459        120     X         5                0          0        120
YUM BRANDS INC                COM             98849810      37143       1254     X  X      1             1254          0          0
YUM BRANDS INC                COM             98849810      14395        486     X         1              486          0          0
YUM BRANDS INC                COM             98849810       3821        122     X         13               0          0        122
YUM BRANDS INC                COM             98849810   14218341     480025     X         3           480025          0          0
YUM BRANDS INC                COM             98849810       5924        200     X  X      4              200          0          0
YUM BRANDS INC                COM             98849810     612922      20274     X         5            12976          0       7298
YUM BRANDS INC                COM             98849810    4494835     151750     X  X      6           113338      10320      28092
YUM BRANDS INC                COM             98849810    7934843     267888     X         6           158412       1480     107996
YUM BRANDS INC                COM             98849810       2962        100     X  X      7              100          0          0
ZALE CORP NEW                 COM             98885810    9643143     217139     X         3           217139          0          0
ZALE CORP NEW                 COM             98885810      29293        653     X         5              434          0        219
ZALE CORP NEW                 COM             98885810      88820       2000     X  X      6             2000          0          0
ZALE CORP NEW                 COM             98885810       7283        164     X         6              164          0          0
ZEBRA TECHNOLOGIES CORP       CL A            98920710    2299780      44628     X         5            42038          0       2590
ZEBRA TECHNOLOGIES CORP       CL A            98920710     157889       3067     X  X      6             2317        750          0
ZEBRA TECHNOLOGIES CORP       CL A            98920710    2391195      46449     X         6            45249          0       1200
ZEBRA TECHNOLOGIES CORP       CL A            98920710       3861         75     X  X      7               75          0          0
ZENIX INCOME FD INC           COM             98941410     417276     113393     X         5           112393          0       1000
ZENIX INCOME FD INC           COM             98941410       1840        500     X  X      6                0          0        500
ZILA INC                      COM PAR $0.01   98951320     258570      75634     X         5            42719          0      32915
ZIMMER HLDGS INC              COM             98956P10     123534       2242     X  X      1             2242          0          0
ZIMMER HLDGS INC              COM             98956P10      75487       1370     X         1             1370          0          0
ZIMMER HLDGS INC              COM             98956P10      23583        428     X         11               0          0        428
ZIMMER HLDGS INC              COM             98956P10      15819        284     X         13               0          0        284
ZIMMER HLDGS INC              COM             98956P10   26461224     474642     X         3           474642          0          0
ZIMMER HLDGS INC              COM             98956P10   11104854     200945     X         5           146305          0      54640
ZIMMER HLDGS INC              COM             98956P10    9439401     171314     X  X      6           146003      11138      14173
ZIMMER HLDGS INC              COM             98956P10    6562465     119101     X         6            77027        660      41414
ZIMMER HLDGS INC              COM             98956P10       8265        150     X  X      7              150          0          0
ZIMMER HLDGS INC              COM             98956P10      71630       1300     X         8             1300          0          0
ZIONS BANCORPORATION          COM             98970110     402737       6975     X         13               0          0       6975
ZIONS BANCORPORATION          COM             98970110    1948216      34883     X         3            34883          0          0
ZIONS BANCORPORATION          COM             98970110     541649       9513     X         5             4371          0       5142
ZIONS BANCORPORATION          COM             98970110     191878       3427     X  X      6             3427          0          0
ZIONS BANCORPORATION          COM             98970110     914877      16340     X         6             6510          0       9830
ZORAN CORP                    COM             98975F10    1595100      81800     X         3            81800          0          0
ZORAN CORP                    COM             98975F10     170351       8711     X         5             4611          0       4100
ZORAN CORP                    COM             98975F10      47810       2443     X  X      6             2243          0        200
ZORAN CORP                    COM             98975F10     705616      36056     X         6            33756          0       2300
ZWEIG FD                      COM             98983410     378938      81063     X         5            76392          0       4671
ZWEIG FD                      COM             98983410      62447      13372     X  X      6            13372          0          0
ZWEIG FD                      COM             98983410      23350       5000     X         6             5000          0          0
ZWEIG TOTAL RETURN FD INC     COM             98983710     356096      72796     X         5            66630          0       6166
ZWEIG TOTAL RETURN FD INC     COM             98983710      63404      12966     X  X      6            12966          0          0
ZWEIG TOTAL RETURN FD INC     COM             98983710       8802       1800     X         6             1800          0          0
ZYMOGENETICS INC              COM             98985T10     644146      43969     X         3            43969          0          0
ZYMOGENETICS INC              COM             98985T10       1465        100     X         5              100          0          0
ZYMOGENETICS INC              COM             98985T10      21477       1466     X         6                0          0       1466
ZOLL MED CORP                 COM             98992210      56088       1750     X         5             1750          0          0
ZOLL MED CORP                 COM             98992210      44197       1379     X  X      6             1379          0          0
ZOLL MED CORP                 COM             98992210     322359      10058     X         6            10058          0          0
DAIMLERCHRYSLER AG            ORD             D1668R12      56762       1619     X  X      1             1619          0          0
DAIMLERCHRYSLER AG            ORD             D1668R12     157349       4488     X         1             4488          0          0
DAIMLERCHRYSLER AG            ORD             D1668R12     233364       6504     X         13               0          0       6504
DAIMLERCHRYSLER AG            ORD             D1668R12    1870583      52938     X         5            35161          0      17777
DAIMLERCHRYSLER AG            ORD             D1668R12     635287      18120     X  X      6            16114        716       1290
DAIMLERCHRYSLER AG            ORD             D1668R12     667753      19046     X         6            18807          0        239
ACE LTD                       ORD             G0070K10       2900         85     X         13               0          0         85
ACE LTD                       ORD             G0070K10   18364594     555157     X         3           555157          0          0
ACE LTD                       ORD             G0070K10       3308        100     X  X      4              100          0          0
ACE LTD                       ORD             G0070K10    5616813     169321     X         5           151698          0      17623
ACE LTD                       ORD             G0070K10    1599616      48356     X  X      6            26710          0      21646
ACE LTD                       ORD             G0070K10    4175721     126231     X         6            41640          0      84591
ACE LTD                       ORD             G0070K10       9924        300     X  X      7              300          0          0
AMDOCS LTD                    ORD             G0260210   21805594    1157486     X         3          1157486          0          0
AMDOCS LTD                    ORD             G0260210    2751065     145687     X         5           116055          0      29632
AMDOCS LTD                    ORD             G0260210      61927       3294     X  X      6             3294          0          0
AMDOCS LTD                    ORD             G0260210       4286        228     X         6              228          0          0
ARCH CAP GROUP LTD            ORD             G0450A10     245087       7390     X         5             5390          0       2000
ACCENTURE LTD BERMUDA         CL A            G1150G11      14744        660     X         11               0          0        660
ACCENTURE LTD BERMUDA         CL A            G1150G11    1755433      78825     X         13               0          0      78825
ACCENTURE LTD BERMUDA         CL A            G1150G11   12048766     538965     X         3           538965          0          0
ACCENTURE LTD BERMUDA         CL A            G1150G11     658730      29489     X         5            28719          0        770
ACCENTURE LTD BERMUDA         CL A            G1150G11     323439      14478     X  X      6            13514        646        318
ACCENTURE LTD BERMUDA         CL A            G1150G11    5455584     244207     X         6           239606       1328       3273
ACCENTURE LTD BERMUDA         CL A            G1150G11      20530        919     X         7              919          0          0
BUNGE LIMITED                 COM             G1696210    1991541      72410     X         5            71080          0       1330
BUNGE LIMITED                 COM             G1696210      33000       1200     X         6              800          0        400
CHINA YUCHAI INTL LTD         COM             G2108210     372965      21054     X         5            19454          0       1600
CHINADOTCOM CORP              CL A            G2108N10       8200       1000     X         13               0          0       1000
CHINADOTCOM CORP              CL A            G2108N10      96398      11650     X         5            10850          0        800
CHINADOTCOM CORP              CL A            G2108N10       8280       1000     X         6             1000          0          0
COOPER INDS LTD               CL A            G2418210    4176209      86950     X         11           62900          0      24050
COOPER INDS LTD               CL A            G2418210     216594       4405     X         13               0          0       4405
COOPER INDS LTD               CL A            G2418210   56638753    1176981     X         3          1176981          0          0
COOPER INDS LTD               CL A            G2418210    2158928      44473     X         5            24394          0      20079
COOPER INDS LTD               CL A            G2418210    1032357      21494     X  X      6            17822       2272       1400
COOPER INDS LTD               CL A            G2418210    1589985      33104     X         6            22392          0      10712
XCELERA INC                   COM             G3161110      18704      14388     X         5                0          0      14388
EVEREST RE GROUP LTD          COM             G3223R10    6761694      89964     X         3            89964          0          0
EVEREST RE GROUP LTD          COM             G3223R10    2455744      32659     X         5            32123          0        536
EVEREST RE GROUP LTD          COM             G3223R10     112740       1500     X  X      6             1000        500          0
EVEREST RE GROUP LTD          COM             G3223R10     569713       7580     X         6             7580          0          0
EVEREST RE GROUP LTD          COM             G3223R10    1330332      17700     X         8            17700          0          0
FOSTER WHEELER LTD            SHS             G3653510      16530      14500     X         5            14500          0          0
FOSTER WHEELER LTD            SHS             G3653510       4034       3539     X  X      6             3539          0          0
FRESH DEL MONTE PRODUCE INC   ORD             G3673810    4546474     184816     X         3           184816          0          0
FRESH DEL MONTE PRODUCE INC   ORD             G3673810     337944      13711     X         5            12377          0       1334
FRESH DEL MONTE PRODUCE INC   ORD             G3673810       7380        300     X  X      6              300          0          0
FRESH DEL MONTE PRODUCE INC   ORD             G3673810      14760        600     X         6              600          0          0
GARMIN LTD                    ORD             G3726010     209400       5000     X         3             5000          0          0
GARMIN LTD                    ORD             G3726010     728712      17400     X         5            17400          0          0
GARMIN LTD                    ORD             G3726010      38320        915     X  X      6              915          0          0
GARMIN LTD                    ORD             G3726010     661076      15785     X         6            15785          0          0
GLOBALSANTAFE CORP            SHS             G3930E10     320930      13400     X         3            13400          0          0
GLOBALSANTAFE CORP            SHS             G3930E10    1098284      45788     X         5            30684          0      15104
GLOBALSANTAFE CORP            SHS             G3930E10       2275         95     X  X      6               95          0          0
GLOBALSANTAFE CORP            SHS             G3930E10      34799       1453     X         6             1453          0          0
GLOBALSANTAFE CORP            SHS             G3930E10       8047        336     X  X      7              336          0          0
GLOBAL-TECH APPLIANCES INC    ORD             G3932010      93935      13249     X         5                0          0      13249
GLOBAL-TECH APPLIANCES INC    ORD             G3932010       4865        700     X         6              700          0          0
HELEN OF TROY CORP LTD        COM             G4388N10     508654      20876     X         5            19926          0        950
HELEN OF TROY CORP LTD        COM             G4388N10      19464        800     X         6              800          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10   18910065     353175     X         3           353175          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10     898508      16606     X         5             8273          0       8333
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10    9476676     177333     X  X      6           102333       2350      72650
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10   10239318     191604     X         6           107411        402      83791
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10      14429        270     X         7              270          0          0
INGERSOLL-RAND COMPANY LTD    CL A            G4776G10    9187672     171925     X         8           171925          0          0
IPC HLDGS LTD                 ORD             G4933P10    9135420     261012     X         3           261012          0          0
IPC HLDGS LTD                 ORD             G4933P10       4205        120     X         5              120          0          0
IPC HLDGS LTD                 ORD             G4933P10     613200      17500     X  X      6             3500          0      14000
IPC HLDGS LTD                 ORD             G4933P10      45552       1300     X         6             1300          0          0
JINPAN INTL LTD               ORD             G5138L10     289301      43900     X         5            43900          0          0
LJ INTL INC                   ORD             G5531210     112211      28913     X         5            28913          0          0
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10     351075       9300     X         3             9300          0          0
MARVELL TECHNOLOGY GROUP LTD  ORD             G5876H10    2190702      57988     X         5            49532          0       8456
NABORS INDUSTRIES LTD         SHS             G6359F10     504903      13259     X         13               0          0      13259
NABORS INDUSTRIES LTD         SHS             G6359F10    7279151     181804     X         3           181804          0          0
NABORS INDUSTRIES LTD         SHS             G6359F10    1826417      48780     X         5            37958          0      10822
NABORS INDUSTRIES LTD         SHS             G6359F10      41843       1123     X  X      6             1123          0          0
NABORS INDUSTRIES LTD         SHS             G6359F10    1601882      42992     X         6             8058         16      34918
NABORS INDUSTRIES LTD         SHS             G6359F10      19934        535     X  X      7              535          0          0
NABORS INDUSTRIES LTD         SHS             G6359F10       5403        145     X         7              145          0          0
NOBLE CORPORATION             SHS             G6542210       2598         75     X         13               0          0         75
NOBLE CORPORATION             SHS             G6542210    9528043     279410     X         3           279410          0          0
NOBLE CORPORATION             SHS             G6542210    3205883      94296     X         5            93123          0       1173
NOBLE CORPORATION             SHS             G6542210      28348        834     X  X      6              774         60          0
NOBLE CORPORATION             SHS             G6542210    3016341      88742     X         6            27371         36      61335
NOBLE CORPORATION             SHS             G6542210       3399        100     X  X      7              100          0          0
NOBLE CORPORATION             SHS             G6542210      16995        500     X         7              500          0          0
NORDIC AMERICAN TANKER SHIPP  COM             G6577310     478460      34671     X         5            34671          0          0
NORDIC AMERICAN TANKER SHIPP  COM             G6577310       1380        100     X  X      6              100          0          0
ORIENT-EXPRESS HOTELS LTD     CL A            G6774310     802292      51429     X         5            51429          0          0
O2MICRO INTERNATIONAL LIMITE  ORD             G6797E10     184059      12773     X         5            12773          0          0
PARTNERRE LTD                 COM             G6852T10     595645      11696     X         5             5156          0       6540
PARTNERRE LTD                 COM             G6852T10    2003593      39542     X  X      6            39542          0          0
PARTNERRE LTD                 COM             G6852T10     251982       4973     X         6             4973          0          0
PARTNERRE LTD                 COM             G6852T10       1925         38     X  X      7               38          0          0
PARTNERRE LTD                 COM             G6852T10       5067        100     X         7              100          0          0
PARTNERRE LTD                 COM             G6852T10    5502762     108600     X         8           108600          0          0
PLATINUM UNDERWRITER HLDGS L  COM             G7127P10      93882       3341     X         5             3341          0          0
PLATINUM UNDERWRITER HLDGS L  COM             G7127P10      65698       2338     X  X      6             2338          0          0
PLATINUM UNDERWRITER HLDGS L  COM             G7127P10     789470      28095     X         6            28095          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10      27378        600     X  X      1              600          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10   95692818    2097147     X         11         1606963        950     489234
RENAISSANCE RE HLDGS LTD      COM             G7496G10    1148553      24700     X         3            24700          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10     202460       4437     X         5             4437          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10    1381494      30276     X  X      6            30276          0          0
RENAISSANCE RE HLDGS LTD      COM             G7496G10    4323169      94744     X         6            94744          0          0
SCOTTISH RE GROUP LTD         ORD             G7885T10     439023      18179     X         5            18179          0          0
SCOTTISH RE GROUP LTD         ORD             G7885T10       4347        180     X  X      6              180          0          0
SCOTTISH RE GROUP LTD         ORD             G7885T10     127874       5295     X         6             5295          0          0
SEAGATE TECHNOLOGY            SHS             G7945J10     380800      14000     X         3            14000          0          0
SEAGATE TECHNOLOGY            SHS             G7945J10      79330       2900     X         5             2400          0        500
SEAGATE TECHNOLOGY            SHS             G7945J10      17680        650     X         6              650          0          0
SINA CORP                     ORD             G8147710    2053875      58023     X         5            17743          0      40280
SINA CORP                     ORD             G8147710       2678         75     X         6               75          0          0
STEWART W P & CO LTD          COM             G8492210     252835      11800     X         5              500          0      11300
STEWART W P & CO LTD          COM             G8492210      16720        800     X  X      6              800          0          0
STEWART W P & CO LTD          COM             G8492210      10241        490     X         6              490          0          0
UTI WORLDWIDE INC             ORD             G8721010    6177654     201500     X         3           201500          0          0
UTI WORLDWIDE INC             ORD             G8721010       6198        203     X  X      6              203          0          0
UTI WORLDWIDE INC             ORD             G8721010     868212      28438     X         6            24915         23       3500
HILFIGER TOMMY CORP           ORD             G8915Z10       3573        300     X  X      1              300          0          0
HILFIGER TOMMY CORP           ORD             G8915Z10    5459580     458403     X         3           458403          0          0
HILFIGER TOMMY CORP           ORD             G8915Z10     328359      27566     X         5            27396          0        170
HILFIGER TOMMY CORP           ORD             G8915Z10     716184      60133     X         6            60133          0          0
TRANSOCEAN INC                ORD             G9007810        580         29     X  X      1               29          0          0
TRANSOCEAN INC                ORD             G9007810      24760       1238     X         11               0          0       1238
TRANSOCEAN INC                ORD             G9007810       3555        174     X         13               0          0        174
TRANSOCEAN INC                ORD             G9007810    2810640     140532     X         3           140532          0          0
TRANSOCEAN INC                ORD             G9007810       2280        114     X  X      4              114          0          0
TRANSOCEAN INC                ORD             G9007810    1611704      79693     X         5            38195          0      41498
TRANSOCEAN INC                ORD             G9007810     696860      34843     X  X      6            32346        776       1721
TRANSOCEAN INC                ORD             G9007810     765780      38289     X         6            37416          0        873
TRANSOCEAN INC                ORD             G9007810      13080        654     X         7              654          0          0
TRANSOCEAN INC                ORD             G9007810    6350000     317500     X         8           317500          0          0
WEATHERFORD INTERNATIONAL LT  COM             G9508910      30224        800     X         1              800          0          0
WEATHERFORD INTERNATIONAL LT  COM             G9508910       1344         35     X         13               0          0         35
WEATHERFORD INTERNATIONAL LT  COM             G9508910   33007819     873359     X         3           873359          0          0
WEATHERFORD INTERNATIONAL LT  COM             G9508910       3060         81     X  X      4               81          0          0
WEATHERFORD INTERNATIONAL LT  COM             G9508910    1782066      47147     X         5            45772          0       1375
WEATHERFORD INTERNATIONAL LT  COM             G9508910    2057952      54472     X  X      6            50813       2572       1087
WEATHERFORD INTERNATIONAL LT  COM             G9508910   15089521     399405     X         6           382843       1712      14850
WEATHERFORD INTERNATIONAL LT  COM             G9508910      47112       1247     X         7             1247          0          0
WHITE MTNS INS GROUP LTD      COM             G9618E10    3911143       9851     X         3             9851          0          0
WHITE MTNS INS GROUP LTD      COM             G9618E10    3137941       7613     X         5              390          0       7223
WHITE MTNS INS GROUP LTD      COM             G9618E10     138961        350     X  X      6              350          0          0
WHITE MTNS INS GROUP LTD      COM             G9618E10      27792         70     X         6                0         70          0
WILLIS GROUP HOLDINGS LTD     SHS             G9665510      15375        500     X         3              500          0          0
WILLIS GROUP HOLDINGS LTD     SHS             G9665510       7073        230     X         5              230          0          0
WILLIS GROUP HOLDINGS LTD     SHS             G9665510      96309       3132     X  X      6             3132          0          0
WILLIS GROUP HOLDINGS LTD     SHS             G9665510     497781      16188     X         6            16188          0          0
XL CAP LTD                    CL A            G9825510       1182         15     X         13               0          0         15
XL CAP LTD                    CL A            G9825510   15698947     202724     X         3           202724          0          0
XL CAP LTD                    CL A            G9825510    1663851      21467     X         5            20444          0       1023
XL CAP LTD                    CL A            G9825510    2844139      36727     X  X      6            33929        100       2698
XL CAP LTD                    CL A            G9825510    7385995      95377     X         6            74326          0      21051
XL CAP LTD                    CL A            G9825510        774         10     X         7               10          0          0
XOMA LTD                      ORD             G9825R10        747        100     X         13               0          0        100
XOMA LTD                      ORD             G9825R10    4752635     637300     X         3           637300          0          0
XOMA LTD                      ORD             G9825R10     147416      19708     X         5            19708          0          0
XOMA LTD                      ORD             G9825R10       8318       1112     X  X      6             1112          0          0
XOMA LTD                      ORD             G9825R10     693890      92766     X         6            81232        134      11400
ALCON INC                     COM SHS         H0130110    1113872      20180     X         5             4016          0      16164
UBS AG                        NAMEN AKT       H8920M85    1405750      25000     X         3            25000          0          0
UBS AG                        NAMEN AKT       H8920M85      54561        959     X         5              473          0        486
UBS AG                        NAMEN AKT       H8920M85     246119       4377     X  X      6             4377          0          0
UBS AG                        NAMEN AKT       H8920M85     681845      12126     X         6            11599          0        527
SBS BROADCASTING SA           ORD             L8137F10     227960       9155     X         5             9155          0          0
SBS BROADCASTING SA           ORD             L8137F10      69347       2785     X  X      6             2785          0          0
SBS BROADCASTING SA           ORD             L8137F10     486048      19520     X         6            19520          0          0
BACKWEB TECHNOLOGIES LTD      ORD             M1563310     710231     855700     X         5           855700          0          0
BACKWEB TECHNOLOGIES LTD      ORD             M1563310         83        100     X  X      6              100          0          0
BACKWEB TECHNOLOGIES LTD      ORD             M1563310        830       1000     X         6             1000          0          0
CHECK POINT SOFTWARE TECH LT  ORD             M2246510      15250        882     X         13               0          0        882
CHECK POINT SOFTWARE TECH LT  ORD             M2246510    3046632     180092     X         5           149241          0      30851
CHECK POINT SOFTWARE TECH LT  ORD             M2246510      73591       4370     X  X      6             3370          0       1000
CHECK POINT SOFTWARE TECH LT  ORD             M2246510     105317       6254     X         6             6254          0          0
ELTEK LTD                     ORD             M4018410       7738      10600     X         5            10600          0          0
GIVEN IMAGING                 ORD SHS         M5202010      14539       1340     X         13               0          0       1340
GIVEN IMAGING                 ORD SHS         M5202010      69863       6439     X         5             1339          0       5100
GIVEN IMAGING                 ORD SHS         M5202010      16275       1500     X  X      6             1500          0          0
GIVEN IMAGING                 ORD SHS         M5202010      17360       1600     X         6             1600          0          0
LANOPTICS LTD                 ORD             M6706C10     572880      65100     X         5            65100          0          0
LUMENIS LTD                   SHS             M6778Q10      33507      25005     X         5            25005          0          0
MAGAL SECURITY SYS LTD        ORD             M6786D10     399640      51500     X         3            51500          0          0
MAGAL SECURITY SYS LTD        ORD             M6786D10     173595      22346     X         5            19764          0       2582
M SYS FLASH DISK PIONEERS LT  ORD             M7061C10     784500      50000     X         3            50000          0          0
M SYS FLASH DISK PIONEERS LT  ORD             M7061C10    1204190      76700     X         5            76700          0          0
RADWARE LTD                   ORD             M8187310    1361250      75000     X         3            75000          0          0
RADWARE LTD                   ORD             M8187310     364886      20115     X         5            20115          0          0
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10      22544        400     X         3              400          0          0
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10     616847      10805     X         5             2223          0       8582
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10      56120       1000     X  X      6             1000          0          0
TARO PHARMACEUTICAL INDS LTD  ORD             M8737E10       2806         50     X         6               50          0          0
TEFRON LTD                    ORD             M8748210     170340      50100     X         5            50100          0          0
TEFRON LTD                    ORD             M8748210       1700        500     X         6              500          0          0
VERISITY LTD                  ORD             M9738511      20338       1627     X  X      6             1627          0          0
VERISITY LTD                  ORD             M9738511     143075      11446     X         6            11446          0          0
VOCALTEC COMMUNICATIONS LTD   ORD             M9760110      56516      14200     X         5            14200          0          0
ASML HLDG NV                  N Y SHS         N0705911      26397          0     X         3                0          0          0
ASML HLDG NV                  N Y SHS         N0705911     259881      19808     X         5            19808          0          0
ASML HLDG NV                  N Y SHS         N0705911      26883       2049     X  X      6             2049          0          0
ASML HLDG NV                  N Y SHS         N0705911     156522      11930     X         6            11802          0        128
CORE LABORATORIES N V         COM             N2271710       1005         70     X         13               0          0         70
CORE LABORATORIES N V         COM             N2271710     234635          0     X         3                0          0          0
CORE LABORATORIES N V         COM             N2271710      73256       5208     X         5             4928          0        280
ORTHOFIX INTL N V             COM             N6748L10       9516        260     X         5              260          0          0
ORTHOFIX INTL N V             COM             N6748L10       4209        115     X  X      6              115          0          0
ORTHOFIX INTL N V             COM             N6748L10     246977       6748     X         6             6748          0          0
STEINER LEISURE LTD           ORD             P8744Y10    5191402     270950     X         3           270950          0          0
STEINER LEISURE LTD           ORD             P8744Y10     709137      37050     X         6            32350          0       4700
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10     351375      12500     X         3            12500          0          0
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10     471368      16762     X         5            16562          0        200
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10       7871        280     X  X      6              280          0          0
ROYAL CARIBBEAN CRUISES LTD   COM             V7780T10     416787      14827     X         6            14827          0          0
ASE TEST LTD                  ORD             Y0251610     926354     106600     X         3           106600          0          0
ASE TEST LTD                  ORD             Y0251610       2782        320     X  X      6              320          0          0
ASE TEST LTD                  ORD             Y0251610      26734       3075     X         6             3075          0          0
FLEXTRONICS INTL LTD          ORD             Y2573F10      53955       3865     X         13               0          0       3865
FLEXTRONICS INTL LTD          ORD             Y2573F10   68999820    4861802     X         3          4861802          0          0
FLEXTRONICS INTL LTD          ORD             Y2573F10    6245966     443279     X         5           222273          0     221006
FLEXTRONICS INTL LTD          ORD             Y2573F10     349513      24579     X  X      6            22729        600       1250
FLEXTRONICS INTL LTD          ORD             Y2573F10    2762107     194241     X         6            96071          0      98170
OMI CORP NEW                  COM             Y6476W10     287809      44828     X         5             7528          0      37300
TEEKAY SHIPPING MARSHALL ISL  COM             Y8564W10   10311344     243767     X         3           243767          0          0
TEEKAY SHIPPING MARSHALL ISL  COM             Y8564W10     230112       5440     X  X      6             5300        140          0
TEEKAY SHIPPING MARSHALL ISL  COM             Y8564W10     490680      11600     X         6            11600          0          0