UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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: 15
Form 13F Information Table Entry Total: 12,135
Form 13F Information Table Value Total: $65,482,276,465
List of Other Included Managers:
No. 13F File Number Name
01 Delaware Trust Capital Management, Inc.
03 801-08327 Evergreen Investment Management Company, LLC.
04 Wachovia Bank of Delaware, National Association
05 Wachovia Securities, LLC.
06 Wachovia Bank, National Association
07 Wachovia Trust Company, National Association
08 028-00147 McGlinn Capital Management, Inc.
09 028-06346 Tattersall Advisory Group, Inc.
11 028-03755 J.L. Kaplan Associates, LLC.
13 Wachovia Securities Financial Network, LLC.
16 First Union Merchant Banking, 1999-II, LLC.
17 Wachovia Affordable Housing Community Development Corp.
19 Wachovia Investors, Inc.
20 Wachovia Securities International Ltd.
21 Wachovia Real Estate Investment Corp.
Wachovia Corporation
Form 13F
As Of 12/31/2003
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 8910 3000 X X 1 3000 0 0
A D C TELECOMMUNICATIONS COM 00088610 12429 4185 X 13 0 0 4185
A D C TELECOMMUNICATIONS COM 00088610 914858 306889 X 3 306889 0 0
A D C TELECOMMUNICATIONS COM 00088610 454490 153027 X 5 97590 0 55437
A D C TELECOMMUNICATIONS COM 00088610 46911 15795 X X 6 8795 0 7000
A D C TELECOMMUNICATIONS COM 00088610 460380 155010 X 6 148130 0 6880
ACM INCOME FUND INC COM 00091210 427121 49723 X 5 34394 0 15329
ACM INCOME FUND INC COM 00091210 398069 46341 X X 6 46341 0 0
ACM INCOME FUND INC COM 00091210 144733 16849 X 6 16849 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 9392 400 X 13 0 0 400
ABN AMRO HLDG NV SPONSORED ADR 00093710 1047231 44601 X 5 15683 0 28918
ABN AMRO HLDG NV SPONSORED ADR 00093710 151704 6461 X X 6 5384 0 1077
ABN AMRO HLDG NV SPONSORED ADR 00093710 529521 22552 X 6 22552 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 3099 132 X X 7 132 0 0
ABM INDS INC COM 00095710 330790 19000 X 11 0 0 19000
ABM INDS INC COM 00095710 229377 13175 X 5 3000 0 10175
ABM INDS INC COM 00095710 55016 3160 X X 6 3160 0 0
ABM INDS INC COM 00095710 362668 20831 X 6 20831 0 0
AFLAC INC COM 00105510 7417 205 X 1 205 0 0
AFLAC INC COM 00105510 90414 2499 X 11 0 0 2499
AFLAC INC COM 00105510 7236 200 X 13 0 0 200
AFLAC INC COM 00105510 7272251 198350 X 3 198350 0 0
AFLAC INC COM 00105510 1556 43 X 4 43 0 0
AFLAC INC COM 00105510 6787501 187604 X 5 157652 0 29952
AFLAC INC COM 00105510 7254850 200521 X X 6 197816 1855 850
AFLAC INC COM 00105510 17537966 484742 X 6 436656 632 47454
AFLAC INC COM 00105510 8647 239 X X 7 239 0 0
AFLAC INC COM 00105510 24422 675 X 7 675 0 0
AGCO CORP COM 00108410 18970772 941945 X 11 882700 0 59245
AGCO CORP COM 00108410 18425879 915141 X 3 915141 0 0
AGCO CORP COM 00108410 458749 22778 X 5 11574 0 11204
AGCO CORP COM 00108410 671931 33363 X 6 33363 0 0
AGL RES INC COM 00120410 541260 18600 X X 1 16600 2000 0
AGL RES INC COM 00120410 325920 11200 X 1 11200 0 0
AGL RES INC COM 00120410 29100 1000 X 11 0 0 1000
AGL RES INC COM 00120410 1822737 62637 X 3 62637 0 0
AGL RES INC COM 00120410 477007 16392 X 5 13692 0 2700
AGL RES INC COM 00120410 3717118 127736 X X 6 117242 9344 1150
AGL RES INC COM 00120410 2652174 91140 X 6 89540 0 1600
AGL RES INC COM 00120410 54854 1885 6 0 0 0
AGL RES INC COM 00120410 11640 400 X X 7 400 0 0
AES CORP COM 00130H10 2241368 237433 X 3 237433 0 0
AES CORP COM 00130H10 1825120 193339 X 5 119430 0 73909
AES CORP COM 00130H10 601451 63713 X X 6 31488 0 32225
AES CORP COM 00130H10 1178688 124861 X 6 74803 0 50058
AES CORP COM 00130H10 180682 19140 6 0 0 0
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AK STL HLDG CORP COM 00154710 10159 1992 X 5 442 0 1550
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AK STL HLDG CORP COM 00154710 62883 12330 X 6 12330 0 0
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AMB PROPERTY CORP COM 00163T10 111529 3392 X 5 1800 0 1592
AMB PROPERTY CORP COM 00163T10 3288 100 X 6 100 0 0
AMB PROPERTY CORP COM 00163T10 269287 8190 6 0 0 0
AMR CORP COM 00176510 13960 1078 X 13 0 0 1078
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AMR CORP COM 00176510 4675 361 X X 6 361 0 0
AMR CORP COM 00176510 1787 138 X 6 138 0 0
AMR CORP COM 00176510 22662500 1750000 6 0 0 0
ATI TECHNOLOGIES INC COM 00194110 302400 20000 X 3 20000 0 0
ATI TECHNOLOGIES INC COM 00194110 546739 36160 X 5 36160 0 0
ATI TECHNOLOGIES INC COM 00194110 2570 170 X X 6 170 0 0
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AT&T CORP COM NEW 00195750 823794 40581 X 13 0 0 40581
AT&T CORP COM NEW 00195750 45688829 2227544 X 3 2227544 0 0
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AT&T CORP COM NEW 00195750 4573539 225298 X X 6 107685 67315 50298
AT&T CORP COM NEW 00195750 6731439 331598 X 6 124280 1160 206158
AT&T CORP COM NEW 00195750 336087 16556 6 0 0 0
ASA LTD COM 00205010 547138 12025 X 13 0 0 12025
ASA LTD COM 00205010 2133359 46887 X 5 44687 0 2200
ASA LTD COM 00205010 80035 1759 X X 6 1509 0 250
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ATMI INC COM 00207R10 1044 45 X 5 45 0 0
ATMI INC COM 00207R10 29059 1252 X X 6 1252 0 0
ATMI INC COM 00207R10 895001 38561 X 6 35511 0 3050
ATMI INC COM 00207R10 59673 2571 6 0 0 0
AT&T WIRELESS SVCS INC COM 00209A10 4618 578 X X 1 578 0 0
AT&T WIRELESS SVCS INC COM 00209A10 101920 12756 X 11 939 0 11817
AT&T WIRELESS SVCS INC COM 00209A10 1367816 171191 X 13 0 0 171191
AT&T WIRELESS SVCS INC COM 00209A10 27973772 3670232 X 3 3670232 0 0
AT&T WIRELESS SVCS INC COM 00209A10 3353699 419737 X 5 273910 0 145827
AT&T WIRELESS SVCS INC COM 00209A10 3406992 426407 X X 6 192025 123532 110850
AT&T WIRELESS SVCS INC COM 00209A10 5646882 706744 X 6 226166 900 479678
AT&T WIRELESS SVCS INC COM 00209A10 1765518 220966 6 0 0 0
AT&T WIRELESS SVCS INC COM 00209A10 1406 176 X 7 176 0 0
AT&T WIRELESS SVCS INC COM 00209A10 4284238 536200 X 8 536200 0 0
ATA HOLDINGS CORP COM 00209H10 724860 75115 X 13 0 0 75115
ATA HOLDINGS CORP COM 00209H10 39565 4100 X 5 200 0 3900
AU OPTRONICS CORP SPONSORED ADR 00225510 460911 38667 X 5 92 0 38575
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AVX CORP NEW COM 00244410 420685 25312 X 5 24002 0 1310
AVX CORP NEW COM 00244410 8310 500 X X 6 500 0 0
AVX CORP NEW COM 00244410 11634 700 X 6 700 0 0
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AAIPHARMA INC COM 00252W10 90001 3580 X 5 1280 0 2300
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ABBOTT LABS COM 00282410 3079794 66090 X 11 4300 0 61790
ABBOTT LABS COM 00282410 707062 15173 X 13 0 0 15173
ABBOTT LABS COM 00282410 94058116 2048476 X 3 2048476 0 0
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ABBOTT LABS COM 00282410 33575171 720497 X 5 204207 0 516290
ABBOTT LABS COM 00282410 145316555 3118381 X X 6 2776817 167895 173669
ABBOTT LABS COM 00282410 163324659 3504821 X 6 3104945 8918 390958
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ABBOTT LABS COM 00282410 274707 5895 X 7 5895 0 0
ABBOTT LABS COM 00282410 4883680 104800 X 8 104800 0 0
ABERCROMBIE & FITCH CO CL A 00289620 8278 335 X 13 0 0 335
ABERCROMBIE & FITCH CO CL A 00289620 9464932 382948 X 3 382948 0 0
ABERCROMBIE & FITCH CO CL A 00289620 1834792 74253 X 5 40063 0 34190
ABERCROMBIE & FITCH CO CL A 00289620 618 25 X X 6 25 0 0
ABERCROMBIE & FITCH CO CL A 00289620 45343 1835 X 6 1835 0 0
ABERDEEN ASIA PACIFIC INCOM COM 00300910 598456 94245 X 13 0 0 94245
ABERDEEN ASIA PACIFIC INCOM COM 00300910 1650746 259960 X 5 167588 0 92372
ABERDEEN ASIA PACIFIC INCOM COM 00300910 51448 8102 X X 6 8102 0 0
ABERDEEN ASIA PACIFIC INCOM COM 00300910 108636 17108 X 6 17108 0 0
ABERDEEN ASIA PACIFIC INCOM COM 00300910 4121 649 X X 7 649 0 0
ABERDEEN AUSTRALIA EQTY FD I COM 00301110 1179764 129077 X 5 20077 0 109000
ABERDEEN AUSTRALIA EQTY FD I COM 00301110 3181 348 X X 7 348 0 0
ABERDEEN AUSTRALIA EQTY FD I COM 00301110 2510758 274700 X 9 274700 0 0
ABERDEEN GLOBAL INCOME FD IN COM 00301310 622452 43773 X 5 43598 0 175
ABERDEEN GLOBAL INCOME FD IN COM 00301310 12798 900 X X 7 900 0 0
ABGENIX INC COM 00339B10 623000 50000 X 3 50000 0 0
ABGENIX INC COM 00339B10 14820 1200 X 5 1000 0 200
ABIOMED INC COM 00365410 104696 14978 X X 6 14978 0 0
ABIOMED INC COM 00365410 8933 1278 X 6 1278 0 0
ABLEST INC COM 00371W10 77376 15142 X 5 0 0 15142
ABRAXAS PETE CORP COM 00383010 120306 97810 X 6 97810 0 0
ACCREDITED HOME LENDRS HLDG COM 00437P10 1200744 39240 X 5 39240 0 0
ACCREDITED HOME LENDRS HLDG COM 00437P10 3060 100 X 6 100 0 0
ACCREDO HEALTH INC COM 00437V10 2292357 72520 X 5 72520 0 0
ACCREDO HEALTH INC COM 00437V10 63220 2000 X X 6 2000 0 0
ACCREDO HEALTH INC COM 00437V10 1405223 44455 X 6 44455 0 0
ACETO CORP COM 00444610 57388 2247 X 5 47 0 2200
ACETO CORP COM 00444610 7662 300 X X 6 0 300 0
ACETO CORP COM 00444610 238927 9355 X 6 9355 0 0
ACTIVISION INC NEW COM NEW 00493020 1573872 86429 X 3 86429 0 0
ACTIVISION INC NEW COM NEW 00493020 1802845 99003 X 5 29743 0 69260
ACTIVISION INC NEW COM NEW 00493020 2914 160 X X 6 160 0 0
ACTIVISION INC NEW COM NEW 00493020 911 50 X 6 50 0 0
ACTIVCARD CORP COM 00506J10 315200 40000 X 6 40000 0 0
ACTUANT CORP CL A NEW 00508X20 9881948 271100 X 3 271100 0 0
ACTUANT CORP CL A NEW 00508X20 656885 18146 X 5 15746 0 2400
ACTUANT CORP CL A NEW 00508X20 76997 2127 X X 6 1797 0 330
ACTUANT CORP CL A NEW 00508X20 1492888 41240 X 6 38198 42 3000
ACUITY BRANDS INC COM 00508Y10 10320 400 X 5 400 0 0
ACUITY BRANDS INC COM 00508Y10 1873570 72619 X X 6 19577 3750 49292
ACUITY BRANDS INC COM 00508Y10 2601388 100829 X 6 100579 250 0
ACXIOM CORP COM 00512510 1536259 82728 X 3 82728 0 0
ACXIOM CORP COM 00512510 82904 4450 X 5 4450 0 0
ADAMS EXPRESS CO COM 00621210 18615 1500 X 13 0 0 1500
ADAMS EXPRESS CO COM 00621210 134383 10829 X 5 4509 0 6320
ADAMS EXPRESS CO COM 00621210 984700 79347 X X 6 79347 0 0
ADAMS EXPRESS CO COM 00621210 441163 35549 X 6 35105 0 444
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ADAPTEC INC COM 00651F10 14197 1606 X X 6 981 625 0
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ADMINISTAFF INC COM 00709410 4275 246 X 5 246 0 0
ADMINISTAFF INC COM 00709410 205953 11850 X X 6 11850 0 0
ADMINISTAFF INC COM 00709410 1303674 75010 X 6 48000 0 27010
ADOBE SYS INC COM 00724F10 2149 55 X 13 0 0 55
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ADOBE SYS INC COM 00724F10 3288973 84160 X 6 22168 0 61992
ADOBE SYS INC COM 00724F10 7542 193 X X 7 193 0 0
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ADOLOR CORP COM 00724X10 1001000 50000 X 3 50000 0 0
ADOLOR CORP COM 00724X10 161319 8070 X 5 8070 0 0
ADOLOR CORP COM 00724X10 99950 5000 X 6 5000 0 0
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ADTRAN INC COM 00738A10 933 30 X X 6 30 0 0
ADTRAN INC COM 00738A10 63693 2048 X 6 2048 0 0
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ADVANCED DIGITAL INFORMATION COM 00752510 128800 9200 X 5 9200 0 0
ADVANCED DIGITAL INFORMATION COM 00752510 199024 14216 X 6 1164 0 13052
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ADVANCED NEUROMODULATION SYS COM 00757T10 395244 8596 X 5 7559 0 1037
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BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 4535 100 X 13 0 0 100
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BUCKEYE TECHNOLOGIES INC COM 11825510 220819 21972 X 5 21000 0 972
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BURLINGTON NORTHN SANTA FE C COM 12189T10 7456869 230506 X X 6 177932 24585 27989
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CIT GROUP INC COM 12558110 14886837 432007 X 3 432007 0 0
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CLECO CORP NEW COM 12561W10 258247 14363 X 5 5463 0 8900
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CMS ENERGY CORP COM 12589610 523443 61437 X 3 61437 0 0
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CMS ENERGY CORP COM 12589610 44474 5220 6 0 0 0
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CNET INC NOTE 5.000% 3/ 125945AC 72188 75000 X 5 75000 0 0
CSK AUTO CORP COM 12596510 96102 5120 X X 6 5120 0 0
CSK AUTO CORP COM 12596510 964309 51375 X 6 39185 0 12190
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CNOOC LTD SPONSORED ADR 12613210 12455 312 X X 6 312 0 0
CNS INC COM 12613610 11978951 874376 X 5 874216 0 160
CRH PLC ADR 12626K20 1005 50 X 5 50 0 0
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CRH PLC ADR 12626K20 611482 30422 X 6 28985 0 1437
CSG SYS INTL INC COM 12634910 637190 51016 X 3 51016 0 0
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CSG SYS INTL INC COM 12634910 24980 2000 X X 6 2000 0 0
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CSX CORP COM 12640810 3918251 109022 X X 6 95708 6984 6330
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CT COMMUNICATIONS INC COM NEW 12642640 13500 1000 X 5 0 0 1000
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CVS CORP COM 12665010 39998257 1146472 X 3 1146472 0 0
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FIRST ST BANCORPORATION COM 33645310 5278039 151886 X 3 151886 0 0
FIRST ST BANCORPORATION COM 33645310 119922 3451 X 5 3451 0 0
FIRST TENN NATL CORP COM 33716210 185220 4200 X X 1 4200 0 0
FIRST TENN NATL CORP COM 33716210 52920 1200 X 1 1200 0 0
FIRST TENN NATL CORP COM 33716210 2152829 48859 X 3 48859 0 0
FIRST TENN NATL CORP COM 33716210 9766254 221457 X 5 174157 0 47300
FIRST TENN NATL CORP COM 33716210 1938283 43952 X X 6 40452 1200 2300
FIRST TENN NATL CORP COM 33716210 4092880 92809 X 6 31687 0 61122
FIRST UTD CORP COM 33741H10 71672 2941 X 5 0 0 2941
FIRST UTD CORP COM 33741H10 846370 34730 X 6 34730 0 0
FISERV INC COM 33773810 3117458 78903 X 3 78903 0 0
FISERV INC COM 33773810 1478756 37399 X 5 31332 0 6067
FISERV INC COM 33773810 14116 357 X X 6 357 0 0
FISERV INC COM 33773810 1966641 49738 X 6 15918 0 33820
FISERV INC COM 33773810 23645 598 X X 7 598 0 0
FISERV INC COM 33773810 3480 88 X 7 88 0 0
FIRSTFED FINL CORP COM 33790710 8700 200 X 13 0 0 200
FIRSTFED FINL CORP COM 33790710 4042803 92938 X 3 92938 0 0
FIRSTFED FINL CORP COM 33790710 54201 1246 X 5 1246 0 0
FIRSTFED FINL CORP COM 33790710 4481 103 X X 6 103 0 0
FIRSTFED FINL CORP COM 33790710 184005 4230 X 6 378 0 3852
FIRSTMERIT CORP COM 33791510 55453749 2045509 X 11 1404529 0 640980
FIRSTMERIT CORP COM 33791510 8542316 316734 X 3 316734 0 0
FIRSTMERIT CORP COM 33791510 733597 27060 X 5 24096 0 2964
FIRSTMERIT CORP COM 33791510 424163 15646 X X 6 15646 0 0
FIRSTFED AMER BANCORP INC COM 33792910 26 1 X 5 1 0 0
FIRSTFED AMER BANCORP INC COM 33792910 14317 550 X X 6 550 0 0
FIRSTFED AMER BANCORP INC COM 33792910 1053252 40463 X 6 40463 0 0
FLAGSTAR BANCORP INC COM 33793010 10710 500 X 3 500 0 0
FLAGSTAR BANCORP INC COM 33793010 1297367 60568 X 5 56368 0 4200
FLAGSTAR BANCORP INC COM 33793010 4798 224 X X 6 224 0 0
FLAGSTAR BANCORP INC COM 33793010 4284 200 X 6 200 0 0
FIRSTENERGY CORP COM 33793210 27315 776 X 13 0 0 776
FIRSTENERGY CORP COM 33793210 11480939 326169 X 3 326169 0 0
FIRSTENERGY CORP COM 33793210 2133578 60613 X 5 17439 0 43174
FIRSTENERGY CORP COM 33793210 835331 23731 X X 6 19412 2768 1551
FIRSTENERGY CORP COM 33793210 1156918 32867 X 6 29381 0 3486
FIRSTENERGY CORP COM 33793210 377696 10730 6 0 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 56263 1360 X 13 0 0 1360
FISHER SCIENTIFIC INTL INC COM NEW 33803220 5371402 129900 X 3 129900 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 955192 23089 X 5 20325 0 2764
FISHER SCIENTIFIC INTL INC COM NEW 33803220 8812 213 X X 6 213 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 677723 16382 X 6 16382 0 0
FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 1522828 56907 X 5 22900 0 34007
FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 2676 100 X 6 100 0 0
FLAHERTY & CRMRN CLYMRE T R COM 33847910 230065 8900 X 5 5000 0 3900
FLAHERTY & CRUMRINE PFD INC COM 33848010 770758 41889 X 5 36789 0 5100
FLAHERTY & CRUMRINE PFD INC COM 33848010 75330 4094 X 6 4094 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 910860 34000 X 3 34000 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 328606 12266 X 5 10216 0 2050
FLAHERTY & CRUMRINE PFD INC COM 33848E10 351011 24444 X 5 4616 0 19828
FLEETBOSTON FINL CORP COM 33903010 250202 5732 X X 1 5532 200 0
FLEETBOSTON FINL CORP COM 33903010 534713 12250 X 1 12250 0 0
FLEETBOSTON FINL CORP COM 33903010 248805 5700 X 11 0 0 5700
FLEETBOSTON FINL CORP COM 33903010 23178 531 X 13 0 0 531
FLEETBOSTON FINL CORP COM 33903010 71305044 1737613 X 3 1737613 0 0
FLEETBOSTON FINL CORP COM 33903010 3915318 89698 X 5 52181 0 37517
FLEETBOSTON FINL CORP COM 33903010 34633721 793442 X X 6 648740 48140 96562
FLEETBOSTON FINL CORP COM 33903010 26691931 611499 X 6 479824 0 131675
FLEETBOSTON FINL CORP COM 33903010 153393171 3514162 6 0 0 0
FLEETBOSTON FINL CORP COM 33903010 8272 190 X X 7 190 0 0
FLEETBOSTON FINL CORP COM 33903010 4303890 98600 X 8 98600 0 0
FLEETWOOD ENTERPRISES INC COM 33909910 12384559 1207072 X 5 20000 0 1187072
FLORIDA BANKS INC COM 34056010 943530 67395 X 5 66995 0 400
FLORIDA BANKS INC COM 34056010 64400 4600 X 6 4600 0 0
FLORIDA EAST COAST INDS COM 34063210 464062 14020 X 5 13451 0 569
FLORIDA EAST COAST INDS COM 34063210 10029 303 X X 6 103 0 200
FLORIDA EAST COAST INDS COM 34063210 983831 29723 X 6 29723 0 0
FLORIDA PUB UTILS CO COM 34113510 694916 43982 X 5 0 0 43982
FLORIDA PUB UTILS CO COM 34113510 2499095 159178 X 6 159178 0 0
FLORIDA ROCK INDS INC COM 34114010 2013873 36716 X 5 31116 0 5600
FLORIDA ROCK INDS INC COM 34114010 1753006 31960 X X 6 31960 0 0
FLORIDA ROCK INDS INC COM 34114010 12956722 236221 X 6 236212 0 9
FLORIDAFIRST BANCORP INC NEW COM 34325810 9930 300 X 13 0 0 300
FLORIDAFIRST BANCORP INC NEW COM 34325810 1188290 35900 X 3 35900 0 0
FLUOR CORP NEW COM 34341210 1240058 31283 X 3 31283 0 0
FLUOR CORP NEW COM 34341210 1077455 27181 X 5 4545 0 22636
FLUOR CORP NEW COM 34341210 200975 5070 X X 6 1970 3100 0
FLUOR CORP NEW COM 34341210 1241644 31323 X 6 21181 0 10142
FLOWERS FOODS INC COM 34349810 267830 10381 X 5 9466 0 915
FLOWERS FOODS INC COM 34349810 97756 3789 X X 6 3789 0 0
FLOWERS FOODS INC COM 34349810 3684575 142813 X 6 142813 0 0
FLOWSERVE CORP COM 34354P10 1124618 53861 X 3 53861 0 0
FLOWSERVE CORP COM 34354P10 123129 5897 X 5 4579 0 1318
FLOWSERVE CORP COM 34354P10 93960 4500 X X 6 4500 0 0
FLOWSERVE CORP COM 34354P10 16829 806 X 6 806 0 0
FLOWSERVE CORP COM 34354P10 5309784 254300 X 8 254300 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2542655 68944 X 3 68944 0 0
FOOT LOCKER INC COM 34484910 68607618 2925698 X 11 2424598 2600 498500
FOOT LOCKER INC COM 34484910 6650901 283700 X 3 283700 0 0
FOOT LOCKER INC COM 34484910 651118 27766 X 5 26132 0 1634
FOOT LOCKER INC COM 34484910 193932 8270 X X 6 6160 560 1550
FOOT LOCKER INC COM 34484910 1477022 62986 X 6 62986 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 61696 3856 X X 1 3856 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 47536 2971 X 1 2971 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 25216 1576 X 11 0 0 1576
FORD MTR CO DEL COM PAR $0.01 34537086 927104 57944 X 13 0 0 57944
FORD MTR CO DEL COM PAR $0.01 34537086 11498429 719929 X 3 719929 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 11553780 722111 X 5 346533 0 375578
FORD MTR CO DEL COM PAR $0.01 34537086 11208256 700516 X X 6 629113 20846 50557
FORD MTR CO DEL COM PAR $0.01 34537086 9408544 588034 X 6 342932 1048 244054
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 157499 2815 X 13 0 0 2815
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 3921088 70082 X 5 50677 0 19405
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 576285 10300 X X 6 9500 200 600
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 120293 2150 X 6 2150 0 0
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 4356491 77864 6 0 0 0
FORDING CDN COAL TR TR UNIT 34542510 994524 27999 X 5 27939 0 60
FORDING CDN COAL TR TR UNIT 34542510 121940 3433 X X 6 3400 33 0
FOREST CITY ENTERPRISES INC CL A 34555010 10547 222 X 13 0 0 222
FOREST CITY ENTERPRISES INC CL A 34555010 17796581 374586 X 3 374586 0 0
FOREST CITY ENTERPRISES INC CL A 34555010 146996 3094 X 5 1921 0 1173
FOREST CITY ENTERPRISES INC CL A 34555010 11878 250 X X 6 250 0 0
FOREST LABS INC COM 34583810 105060 1700 X X 1 1700 0 0
FOREST LABS INC COM 34583810 710700 11500 X 11 0 0 11500
FOREST LABS INC COM 34583810 76091982 1227853 X 3 1227853 0 0
FOREST LABS INC COM 34583810 1916 31 X 4 31 0 0
FOREST LABS INC COM 34583810 5437164 87980 X 5 72254 0 15726
FOREST LABS INC COM 34583810 400649 6483 X X 6 5683 0 800
FOREST LABS INC COM 34583810 12696316 205442 X 6 117612 791 87039
FOREST LABS INC COM 34583810 3893 63 X X 7 63 0 0
FOREST LABS INC COM 34583810 26883 435 X 7 435 0 0
FOREST OIL CORP COM PAR $0.01 34609170 19357404 677543 X 3 677543 0 0
FOREST OIL CORP COM PAR $0.01 34609170 1417701 49622 X 5 21922 0 27700
FOREST OIL CORP COM PAR $0.01 34609170 2200 77 X 6 77 0 0
FORGENT NETWORKS INC COM 34629U10 41002 16600 X 5 500 0 16100
FORMFACTOR INC COM 34637510 2424530 122451 X 3 122451 0 0
FORMFACTOR INC COM 34637510 3960 200 X X 6 200 0 0
FORMFACTOR INC COM 34637510 299633 15133 X 6 13801 0 1332
FORT DEARBORN INCOME SECS IN COM 34720010 375315 25172 X 5 5626 0 19546
FORT DEARBORN INCOME SECS IN COM 34720010 25347 1700 X X 6 1700 0 0
FORT DEARBORN INCOME SECS IN COM 34720010 32131 2155 X 6 2155 0 0
FORTUNE BRANDS INC COM 34963110 464685 6500 X X 1 6500 0 0
FORTUNE BRANDS INC COM 34963110 584216 8172 X 13 0 0 8172
FORTUNE BRANDS INC COM 34963110 19303457 269645 X 3 269645 0 0
FORTUNE BRANDS INC COM 34963110 25721862 359797 X 5 193369 0 166428
FORTUNE BRANDS INC COM 34963110 17957430 251188 X X 6 194060 29138 27990
FORTUNE BRANDS INC COM 34963110 14124351 197571 X 6 125569 0 72002
FORTUNE BRANDS INC COM 34963110 10724 150 X 7 150 0 0
FORTUNE BRANDS INC PFD CV $2.67 34963120 157470 362 X X 6 362 0 0
FORTUNE BRANDS INC PFD CV $2.67 34963120 85260 196 X 6 196 0 0
40 / 86 STRATEGIC INCOME FD SH BEN INT 34973910 837914 75898 X 5 75898 0 0
FORWARD AIR CORP COM 34985310 1211375 44050 X 3 44050 0 0
FORWARD AIR CORP COM 34985310 78458 2853 X 5 200 0 2653
FORWARD AIR CORP COM 34985310 500830 18212 X 6 18212 0 0
FOSSIL INC COM 34988210 143885 5115 X 5 0 0 5115
FOSSIL INC COM 34988210 1716 61 X X 6 61 0 0
FOSSIL INC COM 34988210 70325 2500 X 6 2500 0 0
FOUNDRY NETWORKS INC COM 35063R10 11573622 421095 X 3 421095 0 0
FOUNDRY NETWORKS INC COM 35063R10 5033694 184182 X 5 175198 0 8984
FOUNDRY NETWORKS INC COM 35063R10 31757 1162 X X 6 1162 0 0
FOUNDRY NETWORKS INC COM 35063R10 1970438 72098 X 6 65103 43 6952
FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 202006 4210 X 3 4210 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 171864 3360 X 5 1285 0 2075
FOX ENTMT GROUP INC CL A 35138T10 5888 200 X 3 200 0 0
FOX ENTMT GROUP INC CL A 35138T10 2963418 101661 X 5 66661 0 35000
FOX ENTMT GROUP INC CL A 35138T10 1166 40 X X 6 40 0 0
FOX ENTMT GROUP INC CL A 35138T10 560759 19237 X 6 19237 0 0
FRANCE GROWTH FD INC COM 35177K10 34586 4630 X 5 130 0 4500
FRANCE GROWTH FD INC COM 35177K10 6886593 921900 X 9 921900 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 1040647 35000 X 3 35000 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 4717 165 X 5 38 0 127
FRANCE TELECOM SPONSORED ADR 35177Q10 269432 9424 X X 6 9424 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 1643725 57493 X 6 57493 0 0
FRANKLIN ELEC INC COM 35351410 888296 14685 X 5 14685 0 0
FRANKLIN ELEC INC COM 35351410 150257 2484 X 6 2484 0 0
FRANKLIN RES INC COM 35461310 15618 300 X X 1 300 0 0
FRANKLIN RES INC COM 35461310 3384 65 X 13 0 0 65
FRANKLIN RES INC COM 35461310 4982246 95702 X 3 95702 0 0
FRANKLIN RES INC COM 35461310 2537769 48747 X 5 33176 0 15571
FRANKLIN RES INC COM 35461310 2408035 46255 X X 6 42920 700 2635
FRANKLIN RES INC COM 35461310 1459346 28032 X 6 28032 0 0
FRANKLIN TEMPLETON LTD DUR I COM 35472T10 203261 13922 X 5 1350 0 12572
FRANKLIN UNVL TR SH BEN INT 35514510 202418 34720 X 5 34720 0 0
FREDS INC CL A 35610810 60276 1945 X 5 1945 0 0
FREDS INC CL A 35610810 216000 6970 X X 6 6970 0 0
FREDS INC CL A 35610810 1524212 49184 X 6 35744 0 13440
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 44987665 1186034 X 3 1186034 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4107675 97500 X 5 62545 0 34955
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2030624 48199 X X 6 10615 10580 27004
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 5162105 122528 X 6 35793 0 86735
FREMONT GEN CORP COM 35728810 37246 2200 X 3 2200 0 0
FREMONT GEN CORP COM 35728810 335833 19860 X 5 2160 0 17700
FREMONT GEN CORP COM 35728810 16470 974 X 6 974 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 443837 19008 X 3 19008 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 96179 4119 X 5 4119 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 26596 1139 X X 6 1139 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 65193 2792 X 6 2792 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 3996564 173161 X 5 142489 0 30672
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 130540 5656 X X 6 2676 2980 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 213121 9234 X 6 9234 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 324043 14040 6 0 0 0
FRONTIER AIRLINES INC NEW COM 35906510 6567814 458650 X 3 458650 0 0
FRONTIER AIRLINES INC NEW COM 35906510 354778 24827 X 5 24827 0 0
FRONTIER AIRLINES INC NEW COM 35906510 14947 1046 X X 6 1046 0 0
FRONTIER AIRLINES INC NEW COM 35906510 856214 59917 X 6 54917 0 5000
FRONTIER OIL CORP COM 35914P10 92862 6100 X 3 6100 0 0
FRONTIER OIL CORP COM 35914P10 87822 5100 X 6 5100 0 0
FROZEN FOOD EXPRESS INDS INC COM 35936010 906885 136579 X 5 29879 0 106700
FUEL-TECH N V COM 35952310 5680 1600 X X 6 1600 0 0
FUEL-TECH N V COM 35952310 70947 19985 X 6 19985 0 0
FUJI PHOTO FILM LTD ADR 35958630 1574 48 X 13 0 0 48
FUJI PHOTO FILM LTD ADR 35958630 95809 2921 X 5 473 0 2448
FUJI PHOTO FILM LTD ADR 35958630 10234 312 X X 6 312 0 0
FUJI PHOTO FILM LTD ADR 35958630 532639 16239 X 6 16239 0 0
FUJI PHOTO FILM LTD ADR 35958630 8298 253 X X 7 253 0 0
FULLER H B CO COM 35969410 763575 25675 X 6 16675 0 9000
FULTON FINL CORP PA COM 36027110 200538 9157 X 5 9157 0 0
FULTON FINL CORP PA COM 36027110 1004969 45889 X X 6 37989 7900 0
FULTON FINL CORP PA COM 36027110 4525109 206626 X 6 198859 0 7767
FURNITURE BRANDS INTL INC COM 36092110 42369385 1444575 X 11 1034100 0 410475
FURNITURE BRANDS INTL INC COM 36092110 8200257 279586 X 3 279586 0 0
FURNITURE BRANDS INTL INC COM 36092110 1219365 41574 X 5 39574 0 2000
FURNITURE BRANDS INTL INC COM 36092110 73178 2495 X X 6 2495 0 0
FURNITURE BRANDS INTL INC COM 36092110 852740 29074 X 6 29074 0 0
GATX CORP COM 36144810 5537746 197918 X 3 197918 0 0
GATX CORP COM 36144810 204198 7298 X 5 4540 0 2758
GATX CORP COM 36144810 118971 4252 X X 6 2300 1952 0
GATX CORP COM 36144810 20985 750 X 6 750 0 0
GP STRATEGIES CORP COM 36225V10 84000 10500 X 5 10500 0 0
GP STRATEGIES CORP COM 36225V10 40 5 X X 6 5 0 0
GSI COMMERCE INC COM 36238G10 2947822 302000 X 3 302000 0 0
GSI COMMERCE INC COM 36238G10 527 54 X 5 54 0 0
GSI COMMERCE INC COM 36238G10 364650 37400 X 6 34100 0 3300
GABELLI EQUITY TR INC COM 36239710 52416 6552 X 11 0 0 6552
GABELLI EQUITY TR INC COM 36239710 12000 1500 X 13 0 0 1500
GABELLI EQUITY TR INC COM 36239710 150352 18794 X 5 18794 0 0
GABELLI EQUITY TR INC COM 36239710 37520 4690 X X 6 1701 2989 0
GABELLI EQUITY TR INC COM 36239710 14464 1808 X 6 1808 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 2249 248 X 11 0 0 248
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 120060 13237 X 5 13237 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1197 132 X 6 132 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 639435 70500 X 9 70500 0 0
GABELLI ASSET MGMT INC CL A 36239Y10 858685 21575 X 6 21575 0 0
GABELLI UTIL TR COM 36240A10 480 50 X 13 0 0 50
GABELLI UTIL TR COM 36240A10 183466 19111 X 5 18611 0 500
GABELLI UTIL TR COM 36240A10 34128 3555 X X 6 3220 335 0
GABELLI UTIL TR COM 36240A10 1478 154 X 6 154 0 0
GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 761336 72233 X 5 71233 0 1000
GABLES RESIDENTIAL TR SH BEN INT 36241810 175923 5064 X 13 0 0 5064
GABLES RESIDENTIAL TR SH BEN INT 36241810 2441501 70279 X 5 5782 0 64497
GABLES RESIDENTIAL TR SH BEN INT 36241810 22581 650 X X 6 650 0 0
GADZOOKS INC COM 36255310 832857 537327 X 3 537327 0 0
GADZOOKS INC COM 36255310 5348 3450 X 5 3000 0 450
GALLAGHER ARTHUR J & CO COM 36357610 19362416 595950 X 11 470050 1100 124800
GALLAGHER ARTHUR J & CO COM 36357610 2949767 90790 X 3 90790 0 0
GALLAGHER ARTHUR J & CO COM 36357610 1730157 53252 X 5 45027 0 8225
GALLAGHER ARTHUR J & CO COM 36357610 195427 6015 X X 6 5185 0 830
GALLAGHER ARTHUR J & CO COM 36357610 19754 608 X 6 608 0 0
GALLAGHER ARTHUR J & CO COM 36357610 7960 245 X X 7 245 0 0
GALLAHER GROUP PLC SPONSORED ADR 36359510 300885 7073 X 5 3550 0 3523
GALLAHER GROUP PLC SPONSORED ADR 36359510 8103870 190500 X X 6 165088 22572 2840
GALLAHER GROUP PLC SPONSORED ADR 36359510 3422130 80445 X 6 69445 0 11000
GAMESTOP CORP CL A 36466R10 8201940 531600 X 3 531600 0 0
GAMESTOP CORP CL A 36466R10 27738 1800 X 5 0 0 1800
GAMESTOP CORP CL A 36466R10 1387 90 X X 6 90 0 0
GAMESTOP CORP CL A 36466R10 7027 456 X 6 456 0 0
GANNETT INC COM 36473010 26391 296 X 1 296 0 0
GANNETT INC COM 36473010 6157835 69065 X 11 9050 0 60015
GANNETT INC COM 36473010 486457 5456 X 13 0 0 5456
GANNETT INC COM 36473010 10809937 105358 X 3 105358 0 0
GANNETT INC COM 36473010 73468 824 X 4 824 0 0
GANNETT INC COM 36473010 14038791 157456 X 5 85848 0 71608
GANNETT INC COM 36473010 32562302 365212 X X 6 198553 103795 62864
GANNETT INC COM 36473010 37294380 418286 X 6 368797 1049 48440
GANNETT INC COM 36473010 1337 15 X X 7 15 0 0
GANNETT INC COM 36473010 61431 689 X 7 689 0 0
GAP INC DEL COM 36476010 44331 1910 X 1 1910 0 0
GAP INC DEL COM 36476010 51878574 2300005 X 3 2300005 0 0
GAP INC DEL COM 36476010 6877030 296296 X 5 176615 0 119681
GAP INC DEL COM 36476010 4214263 181571 X X 6 128598 5308 47665
GAP INC DEL COM 36476010 24508228 1055934 X 6 754837 2431 298666
GAP INC DEL COM 36476010 46536 2005 X 7 2005 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 338525 220000 X 3 220000 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 12311 8000 X 5 1000 0 7000
GAP INC DEL NOTE 5.750% 3/ 364760AJ 65951250 43000000 6 0 0 0
GARTNER INC COM 36665110 1424936 125989 X 3 125989 0 0
GARTNER INC COM 36665110 22620 2000 X 5 1500 0 500
GARTNER INC COM 36665110 29180 2580 X X 6 2580 0 0
GARTNER INC COM 36665110 308118 27243 X 6 27243 0 0
GARTNER INC CL B 36665120 2263 208 X 1 208 0 0
GARTNER INC CL B 36665120 3960 364 X 5 338 0 26
GARTNER INC CL B 36665120 54988 5054 X X 6 4612 78 364
GARTNER INC CL B 36665120 313942 28855 X 6 28855 0 0
GATEWAY INC COM 36762610 568951 123685 X 3 123685 0 0
GATEWAY INC COM 36762610 479762 104296 X 5 101108 0 3188
GATEWAY INC COM 36762610 4940 1074 X 6 874 0 200
GAYLORD ENTMT CO NEW COM 36790510 20507 687 X 5 687 0 0
GAYLORD ENTMT CO NEW COM 36790510 249845 8370 X 6 8370 0 0
GEN-PROBE INC NEW COM 36866T10 21882 600 X 3 600 0 0
GEN-PROBE INC NEW COM 36866T10 428231 11742 X 5 10742 0 1000
GEN-PROBE INC NEW COM 36866T10 22429 615 X X 6 615 0 0
GEN-PROBE INC NEW COM 36866T10 137455 3769 X 6 3769 0 0
GEMSTAR-TV GUIDE INTL INC COM 36866W10 33877 6678 X 5 3779 0 2899
GEMSTAR-TV GUIDE INTL INC COM 36866W10 22915 4517 X X 6 4517 0 0
GEMPLUS INTL S A ADR 36866Y10 61783 14503 X 5 14503 0 0
GEMPLUS INTL S A ADR 36866Y10 7902 1855 X X 6 1855 0 0
GENCORP INC COM 36868210 10770 1000 X 13 0 0 1000
GENCORP INC COM 36868210 5493023 510030 X 3 510030 0 0
GENCORP INC COM 36868210 1002138 93049 X 5 89600 0 3449
GENCORP INC COM 36868210 15207 1412 X X 6 1412 0 0
GENELABS TECHNOLOGIES INC COM 36870610 57874 20450 X 5 5500 0 14950
GENELABS TECHNOLOGIES INC COM 36870610 566 200 X 6 200 0 0
GENENTECH INC COM NEW 36871040 2817018 30106 X 13 0 0 30106
GENENTECH INC COM NEW 36871040 52775440 565156 X 3 565156 0 0
GENENTECH INC COM NEW 36871040 6203597 66299 X 5 42224 0 24075
GENENTECH INC COM NEW 36871040 756233 8082 X X 6 8082 0 0
GENENTECH INC COM NEW 36871040 2671330 28549 X 6 28524 0 25
GENENTECH INC COM NEW 36871040 10106 108 X X 7 108 0 0
GENENTECH INC COM NEW 36871040 2339 25 X 7 25 0 0
GENENTECH INC COM NEW 36871040 8856 -10000 X 8 -10000 0 0
GENERAL AMERN INVS INC COM 36880210 33000 1110 X 13 0 0 1110
GENERAL AMERN INVS INC COM 36880210 1221962 41102 X 5 39718 0 1384
GENERAL AMERN INVS INC COM 36880210 107860 3628 X X 6 1125 2503 0
GENERAL AMERN INVS INC COM 36880210 37044 1246 X 6 1246 0 0
GENERAL DYNAMICS CORP COM 36955010 3616 40 X 1 40 0 0
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GENERAL DYNAMICS CORP COM 36955010 386598 4277 X 13 0 0 4277
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GENEREX BIOTECHNOLOGY CP DEL COM 37148510 52973 39239 X 5 39239 0 0
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GLADSTONE COML CORP COM 37653610 261175 15500 X X 6 3500 0 12000
GLAMIS GOLD LTD COM 37677510 20544 1200 X 13 0 0 1200
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GLATFELTER COM 37731610 531117 42660 X 3 42660 0 0
GLATFELTER COM 37731610 19932 1601 X 5 0 0 1601
GLATFELTER COM 37731610 198142 15915 X X 6 11915 4000 0
GLATFELTER COM 37731610 25896 2080 X 6 2080 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 225454 4836 X X 1 4836 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 160326 3439 X 1 3439 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 42657 915 X 13 0 0 915
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 2028669 42000 X 3 42000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 13595156 291616 X 5 239221 0 52395
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 484344411 10389198 X X 6 10331474 30479 27245
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GLENBOROUGH RLTY TR INC COM 37803P10 69825 3500 X X 1 3500 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 3411 171 X 11 0 0 171
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GLIMCHER RLTY TR SH BEN INT 37930210 467406 20885 X 5 18620 0 2265
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GLOBAL INDS LTD COM 37933610 4370290 848600 X 3 848600 0 0
GLOBAL INDS LTD COM 37933610 27702 5400 X 5 5000 0 400
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GLOBAL HIGH INCOME DLR FD IN COM 37933G10 168659 9267 X 5 7617 0 1650
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GLOBESPAN INC NOTE 5.250% 5/ 379571AB 0 8000000 6 0 0 0
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GLOBESPANVIRATA INC COM 37957V10 176 30 X 6 30 0 0
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GOLD BANC CORP INC COM 37990710 14060 1000 X 5 1000 0 0
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GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 10455 750 X X 6 750 0 0
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GOLD RESV INC CL A 38068N10 383756 78800 X 5 78800 0 0
GOLDCORP INC NEW COM 38095640 23925 1500 X 13 0 0 1500
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GOLDCORP INC NEW COM 38095640 23351 1464 X X 6 1464 0 0
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GOLDEN STAR RES LTD CDA COM 38119T10 351009 50360 X 5 50360 0 0
GOLDEN STAR RES LTD CDA COM 38119T10 6970 1000 X X 6 1000 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 5675 55 X 11 0 0 55
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GOLDEN WEST FINL CORP DEL COM 38131710 1377277 13347 X X 6 1900 0 11447
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GOLDMAN SACHS GROUP INC COM 38141G10 10860 110 X 1 110 0 0
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GOLDMAN SACHS GROUP INC NOTE 0.250% 3/ 38141GAM 9158 10000 X 6 10000 0 0
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GOODYEAR TIRE & RUBR CO COM 38255010 57370 7299 X X 6 3379 3700 220
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GRAFTECH INTL LTD COM 38431310 108000 8000 X 6 8000 0 0
GRAINGER W W INC COM 38480210 14217 300 X 1 300 0 0
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GRAINGER W W INC COM 38480210 1039926 21944 X 5 21008 0 936
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GRANT PRIDECO INC COM 38821G10 27342 2100 X X 6 1000 600 500
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GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 420848 4535 X 5 4535 0 0
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GREAT PLAINS ENERGY INC COM 39116410 2243374 67502 X 3 67502 0 0
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GTECH HLDGS CORP COM 40051810 8699168 175904 X 3 175904 0 0
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GUIDANT CORP COM 40169810 304732 5062 X 13 0 0 5062
GUIDANT CORP COM 40169810 88456289 1538980 X 3 1538980 0 0
GUIDANT CORP COM 40169810 12692929 210846 X 5 178793 0 32053
GUIDANT CORP COM 40169810 3807349 63245 X X 6 36165 2450 24630
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INTEGRATED DEVICE TECHNOLOGY COM 45811810 34340 2000 X 11 0 0 2000
INTEGRATED DEVICE TECHNOLOGY COM 45811810 5237 305 X 13 0 0 305
INTEGRATED DEVICE TECHNOLOGY COM 45811810 1780168 103673 X 3 103673 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 76784 4472 X 5 3672 0 800
INTEGRATED DEVICE TECHNOLOGY COM 45811810 10405 606 X X 6 306 300 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 64302 3745 X 6 3745 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 132432 7713 6 0 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 12237045 427513 X 3 427513 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 474896 16663 X 5 3293 0 13370
INTEGRATED CIRCUIT SYS INC COM 45811K20 218709 7674 X X 6 7554 0 120
INTEGRATED CIRCUIT SYS INC COM 45811K20 2152833 75538 X 6 74346 42 1150
INTEGRATED SILICON SOLUTION COM 45812P10 5807302 370600 X 3 370600 0 0
INTEGRATED SILICON SOLUTION COM 45812P10 1565 100 X 5 100 0 0
INTEGRATED SILICON SOLUTION COM 45812P10 247270 15800 X 6 0 0 15800
INTEL CORP COM 45814010 2690277 83940 X X 1 82540 1400 0
INTEL CORP COM 45814010 3747767 116935 X 1 116775 0 160
INTEL CORP COM 45814010 1986459 61980 X 11 300 0 61680
INTEL CORP COM 45814010 1692176 52798 X 13 0 0 52798
INTEL CORP COM 45814010 306769180 10195530 X 3 10195530 0 0
INTEL CORP COM 45814010 22435 700 X X 4 700 0 0
INTEL CORP COM 45814010 133392 4162 X 4 4162 0 0
INTEL CORP COM 45814010 97306681 3036090 X 5 1511954 0 1524136
INTEL CORP COM 45814010 210880731 6579742 X X 6 5470170 655266 454306
INTEL CORP COM 45814010 337799420 10539763 X 6 8605696 20700 1913367
INTEL CORP COM 45814010 14996900 467922 6 0 0 0
INTEL CORP COM 45814010 127655 3983 X X 7 3983 0 0
INTEL CORP COM 45814010 406811 12693 X 7 12693 0 0
INTELIDATA TECHNOLOGIES CORP COM 45814T10 125580 80500 X 5 80500 0 0
INTER TEL INC COM 45837210 1518784 60800 X 3 60800 0 0
INTERACTIVE DATA CORP COM 45840J10 2484 150 X 5 150 0 0
INTERACTIVE DATA CORP COM 45840J10 19872 1200 X X 6 0 1200 0
INTERACTIVE DATA CORP COM 45840J10 1351876 81635 X 6 54249 13905 13481
INTERACTIVECORP COM 45840Q10 1516162 44685 X 13 0 0 44685
INTERACTIVECORP COM 45840Q10 25083161 750784 X 3 750784 0 0
INTERACTIVECORP COM 45840Q10 3201024 94342 X 5 54383 0 39959
INTERACTIVECORP COM 45840Q10 224243 6609 X X 6 6609 0 0
INTERACTIVECORP COM 45840Q10 1808910 53313 X 6 53313 0 0
INTERACTIVECORP *W EXP 02/04/20 45840Q12 682132 15975 6 0 0 0
INTERCEPT INC COM 45845L10 563000 50000 X 6 50000 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 127617 6195 X 13 0 0 6195
INTERDIGITAL COMMUNICATIONS COM 45866A10 494112 23986 X 5 19786 0 4200
INTERDIGITAL COMMUNICATIONS COM 45866A10 9785 475 X X 6 475 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 60770 2950 X 6 2950 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 88271 4285 6 0 0 0
INTERGRAPH CORP COM 45868310 13763568 575400 X 3 575400 0 0
INTERGRAPH CORP COM 45868310 1675 70 X 5 70 0 0
INTERGRAPH CORP COM 45868310 1086015 45383 X 6 45383 0 0
INTERMEDIATE MUNI FD INC COM 45880P10 3074832 301750 X 5 2977 0 298773
INTERMUNE INC COM 45884X10 2316000 100000 X 3 100000 0 0
INTERMUNE INC COM 45884X10 81871 3535 X 5 2835 0 700
INTERMUNE INC NOTE 5.750% 7/ 45884XAA 175889 175000 X 5 0 0 175000
INTERNAP NETWORK SVCS CORP COM 45885A10 4900 2000 X 3 2000 0 0
INTERNAP NETWORK SVCS CORP COM 45885A10 495635 202300 X 5 200 0 202100
INTERNATIONAL BUSINESS MACHS COM 45920010 3524620 38030 X X 1 37230 800 0
INTERNATIONAL BUSINESS MACHS COM 45920010 3505158 37820 X 1 37640 0 180
INTERNATIONAL BUSINESS MACHS COM 45920010 308439 3328 X 11 0 0 3328
INTERNATIONAL BUSINESS MACHS COM 45920010 1122725 12114 X 13 0 0 12114
INTERNATIONAL BUSINESS MACHS COM 45920010 148098170 1728844 X 3 1728844 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 27804 300 X X 4 300 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 23170 250 X 4 250 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 63723194 687561 X 5 475680 0 211881
INTERNATIONAL BUSINESS MACHS COM 45920010 243203442 2624120 X X 6 2263926 146899 213295
INTERNATIONAL BUSINESS MACHS COM 45920010 273591842 2952005 X 6 2541766 7464 402775
INTERNATIONAL BUSINESS MACHS COM 45920010 19453532 209900 6 0 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 109455 1181 X X 7 1181 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 595932 6430 X 7 6430 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 2252124 24300 X 8 24300 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1247168 35715 X 3 35715 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 126131 3612 X 5 1423 0 2189
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 935891 26801 X X 6 24351 450 2000
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1094323 31338 X 6 17981 0 13357
INTERNATIONAL GAME TECHNOLOG COM 45990210 185640 5200 X X 1 5200 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 8925 250 X 1 250 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 19992 560 X 11 0 0 560
INTERNATIONAL GAME TECHNOLOG COM 45990210 36771 1030 X 13 0 0 1030
INTERNATIONAL GAME TECHNOLOG COM 45990210 147993193 4259878 X 3 4259878 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 2713 76 X 4 76 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 25576551 716430 X 5 660038 0 56392
INTERNATIONAL GAME TECHNOLOG COM 45990210 22061458 617968 X X 6 580831 2660 34477
INTERNATIONAL GAME TECHNOLOG COM 45990210 25760799 721591 X 6 495519 1819 224253
INTERNATIONAL GAME TECHNOLOG COM 45990210 5569 156 X X 7 156 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 66224 1855 X 7 1855 0 0
INTL PAPER CO COM 46014610 43110 1000 X 11 600 0 400
INTL PAPER CO COM 46014610 250986 5822 X 13 0 0 5822
INTL PAPER CO COM 46014610 26206267 606180 X 3 606180 0 0
INTL PAPER CO COM 46014610 5144755 119340 X 5 55327 0 64013
INTL PAPER CO COM 46014610 6241940 144791 X X 6 120762 22977 1052
INTL PAPER CO COM 46014610 14171249 328723 X 6 187578 64 141081
INTL PAPER CO COM 46014610 370617 8597 6 0 0 0
INTL PAPER CO COM 46014610 3449 80 X X 7 80 0 0
INTL PAPER CO COM 46014610 16770 389 X 7 389 0 0
INTL PAPER CO COM 46014610 12257941 284341 X 8 284341 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 763632 15455 X 13 0 0 15455
INTERNATIONAL RECTIFIER CORP COM 46025410 3096376 62667 X 3 62667 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 1419203 28723 X 5 6492 0 22231
INTERNATIONAL RECTIFIER CORP COM 46025410 429027 8683 X X 6 8583 0 100
INTERNATIONAL RECTIFIER CORP COM 46025410 560804 11350 X 6 350 11000 0
INTERNATIONAL RECTIFIER CORP COM 46025410 211722 4285 6 0 0 0
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 282920 283000 X 5 113000 0 170000
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 50000 50000 X X 6 50000 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 2316514 51870 X 3 51870 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 4395960 98919 X 5 96114 0 2805
INTERNATIONAL SPEEDWAY CORP CL A 46033520 10666 240 X X 6 240 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 57772 1300 X 6 1300 0 0
INTERNET CAP GROUP INC COM 46059C10 4336 12567 X 5 11317 0 1250
INTERNET CAP GROUP INC COM 46059C10 518 1500 X 6 1500 0 0
INTERNET SEC SYS INC COM 46060X10 913745 48526 X 3 48526 0 0
INTERNET SEC SYS INC COM 46060X10 65792 3494 X 5 3494 0 0
INTERNET SEC SYS INC COM 46060X10 18830 1000 X X 6 1000 0 0
INTERNET SEC SYS INC COM 46060X10 492310 26145 X 6 26145 0 0
INTERPORE INTL COM 46062W10 585000 45000 X 3 45000 0 0
INTERPORE INTL COM 46062W10 12181 937 X 5 637 0 300
INTERPUBLIC GROUP COS INC COM 46069010 15600 1000 X 13 0 0 1000
INTERPUBLIC GROUP COS INC COM 46069010 2466407 158103 X 3 158103 0 0
INTERPUBLIC GROUP COS INC COM 46069010 1097835 70374 X 5 53840 0 16534
INTERPUBLIC GROUP COS INC COM 46069010 3822858 245055 X X 6 245055 0 0
INTERPUBLIC GROUP COS INC COM 46069010 3438318 220405 X 6 195655 0 24750
INTERPUBLIC GROUP COS INC NOTE 1.870% 6/ 460690AJ 23146 25000 X 5 0 0 25000
INTERPUBLIC GROUP COS INC NOTE 4.500% 3/ 460690AT 7637500 5000000 20 0 0 0
INTERSIL CORP CL A 46069S10 17223957 693117 X 3 693117 0 0
INTERSIL CORP CL A 46069S10 34194 1376 X 5 144 0 1232
INTERSIL CORP CL A 46069S10 2858 115 X X 6 115 0 0
INTERSIL CORP CL A 46069S10 28428 1144 X 6 1144 0 0
INTERSIL CORP CL A 46069S10 255557 10284 6 0 0 0
INTERSIL CORP CL A 46069S10 8201 330 X X 7 330 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H10 621424 43670 X 3 43670 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H10 105017 7380 X 5 7080 0 300
INTERSTATE BAKERIES CORP DEL COM 46072H10 284600 20000 X X 6 20000 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H10 683 48 X 6 48 0 0
INTRAWEST CORPORATION COM NEW 46091520 1849 100 X 5 0 0 100
INTRAWEST CORPORATION COM NEW 46091520 284746 15400 X 6 15400 0 0
INTERVOICE INC NEW COM 46114210 622439 52438 X 5 51438 0 1000
INTERWOVEN INC COM NEW 46114T50 3819176 302150 X 3 302150 0 0
INTERWOVEN INC COM NEW 46114T50 81409 6301 X 5 5523 0 778
INTERWOVEN INC COM NEW 46114T50 483208 37400 X 6 34100 0 3300
INTRADO INC COM 46117A10 1499185 68300 X 3 68300 0 0
INTRADO INC COM 46117A10 283506 12916 X 5 1684 0 11232
INTRADO INC COM 46117A10 10975 500 X X 6 500 0 0
INTRAWARE INC COM 46118M10 39330 19000 X 5 1000 0 18000
INTUIT COM 46120210 25373 480 X 1 480 0 0
INTUIT COM 46120210 62253751 1171134 X 3 1171134 0 0
INTUIT COM 46120210 1268799 24003 X 5 17393 0 6610
INTUIT COM 46120210 2382612 45074 X X 6 40409 1369 3296
INTUIT COM 46120210 19155988 362391 X 6 319736 2022 40633
INTUIT COM 46120210 33830 640 X 7 640 0 0
INVERNESS MED INNOVATIONS IN COM 46126P10 718740 33000 X 3 33000 0 0
INVERNESS MED INNOVATIONS IN COM 46126P10 68759 3157 X 5 757 0 2400
INVERNESS MED INNOVATIONS IN COM 46126P10 10890 500 X X 6 500 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 14384837 890702 X 3 890702 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 18363 1137 X 5 1137 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 70576 4370 X 6 0 0 4370
INVESTORS FIRST FD INC COM 46150W10 14844 1200 X 13 0 0 1200
INVESTORS FIRST FD INC COM 46150W10 344220 27827 X 5 20927 0 6900
INVISION TECHNOLOGIES INC COM 46185110 2411669 71840 X 3 71840 0 0
INVISION TECHNOLOGIES INC COM 46185110 477365 14220 X 5 7550 0 6670
INVISION TECHNOLOGIES INC COM 46185110 12219 364 X X 6 364 0 0
INVISION TECHNOLOGIES INC COM 46185110 101146 3013 X 6 0 0 3013
INVITROGEN CORP COM 46185R10 8142037 117068 X 3 117068 0 0
INVITROGEN CORP COM 46185R10 730909 10455 X 5 10081 0 374
INVITROGEN CORP COM 46185R10 95917 1372 X X 6 1372 0 0
INVITROGEN CORP COM 46185R10 1185254 16954 X 6 16083 0 871
INVITROGEN CORP COM 46185R10 10137 145 X X 7 145 0 0
INVESTORS FINL SERVICES CORP COM 46191510 10308129 269061 X 3 269061 0 0
INVESTORS FINL SERVICES CORP COM 46191510 629732 16395 X 5 10395 0 6000
INVESTORS FINL SERVICES CORP COM 46191510 118072 3074 X X 6 3074 0 0
INVESTORS FINL SERVICES CORP COM 46191510 2991985 77896 X 6 75000 30 2866
INVESTORS FINL SERVICES CORP COM 46191510 13251 345 X X 7 345 0 0
IONICS INC COM 46221810 26117 820 X 5 70 0 750
IONICS INC COM 46221810 652925 20500 X X 6 20500 0 0
IONICS INC COM 46221810 42201 1325 X 6 1325 0 0
IPASS INC COM 46261V10 2065962 128881 X 3 128881 0 0
IPASS INC COM 46261V10 3202 200 X X 6 200 0 0
IRELAND BK SPONSORED ADR 46267Q10 512590 9330 X 5 9262 0 68
IRELAND BK SPONSORED ADR 46267Q10 19614 357 X X 6 357 0 0
IRELAND BK SPONSORED ADR 46267Q10 13845 252 X 6 252 0 0
IRON MTN INC PA COM 46284610 307977 7789 X 5 6305 0 1484
IRON MTN INC PA COM 46284610 3954 100 X 6 100 0 0
ISHARES INC MSCI AUSTRALIA 46428610 11356 850 X X 4 850 0 0
ISHARES INC MSCI AUSTRALIA 46428610 676884 50665 X 5 14885 0 35780
ISHARES INC MSCI AUSTRALIA 46428610 9592 718 X X 6 718 0 0
ISHARES INC MSCI AUSTRALIA 46428610 243847 18252 X 6 18252 0 0
ISHARES INC MSCI BRAZIL 46428640 236317 13901 X 5 29 0 13872
ISHARES INC MSCI BRAZIL 46428640 3859 227 X X 6 227 0 0
ISHARES INC MSCI BRAZIL 46428640 97376 5728 X 6 5728 0 0
ISHARES INC MSCI CDA INDEX 46428650 652664 45801 X 5 45801 0 0
ISHARES INC MSCI CDA INDEX 46428650 2850 200 X X 6 200 0 0
ISHARES INC MSCI CDA INDEX 46428650 71977 5051 X 6 5051 0 0
ISHARES INC MSCI EMU INDEX 46428660 1870269 30535 X 5 30435 0 100
ISHARES INC MSCI EMU INDEX 46428660 1972250 32200 X 9 32200 0 0
ISHARES INC MSCI PAC J IDX 46428666 25368 350 X 13 0 0 350
ISHARES INC MSCI PAC J IDX 46428666 3040319 41947 X 5 35856 0 6091
ISHARES INC MSCI SINGAPORE 46428667 109842 18307 X 5 15607 0 2700
ISHARES INC MSCI SINGAPORE 46428667 4680 780 X X 6 780 0 0
ISHARES INC MSCI SINGAPORE 46428667 130788 21798 X 6 21798 0 0
ISHARES INC MSCI UTD KINGD 46428669 186041 11941 X 5 8964 0 2977
ISHARES INC MSCI UTD KINGD 46428669 26813 1721 X X 6 1721 0 0
ISHARES INC MSCI UTD KINGD 46428669 680955 43707 X 6 43707 0 0
ISHARES INC MSCI UTD KINGD 46428669 2427364 155800 X 9 155800 0 0
ISHARES INC MSCI FRANCE 46428670 10195 500 X X 4 500 0 0
ISHARES INC MSCI FRANCE 46428670 86841 4259 X 5 4259 0 0
ISHARES INC MSCI FRANCE 46428670 7565 371 X X 6 371 0 0
ISHARES INC MSCI FRANCE 46428670 192339 9433 X 6 9433 0 0
ISHARES INC MSCI TAIWAN 46428673 174917 15562 X 5 13622 0 1940
ISHARES INC MSCI TAIWAN 46428673 4822 429 X X 6 429 0 0
ISHARES INC MSCI TAIWAN 46428673 123393 10978 X 6 10978 0 0
ISHARES INC MSCI SWITZERLD 46428674 11792 800 X X 4 800 0 0
ISHARES INC MSCI SWITZERLD 46428674 127943 8680 X 5 8680 0 0
ISHARES INC MSCI SWITZERLD 46428674 2594 176 X X 6 176 0 0
ISHARES INC MSCI SWITZERLD 46428674 65195 4423 X 6 4423 0 0
ISHARES INC MSCI SWEDEN 46428675 50606 3244 X 5 3244 0 0
ISHARES INC MSCI SWEDEN 46428675 6334 406 X X 6 406 0 0
ISHARES INC MSCI SWEDEN 46428675 160742 10304 X 6 10304 0 0
ISHARES INC MSCI SPAIN 46428676 144955 5252 X 5 5052 0 200
ISHARES INC MSCI SPAIN 46428676 7176 260 X X 6 260 0 0
ISHARES INC MSCI SPAIN 46428676 181166 6564 X 6 6564 0 0
ISHARES INC MSCI S KOREA 46428677 333883 13334 X 5 1394 0 11940
ISHARES INC MSCI S KOREA 46428677 3906 156 X X 6 156 0 0
ISHARES INC MSCI S KOREA 46428677 99409 3970 X 6 3970 0 0
ISHARES INC MSCI GERMAN 46428680 6476 400 X 11 0 0 400
ISHARES INC MSCI GERMAN 46428680 10248 633 X X 4 633 0 0
ISHARES INC MSCI GERMAN 46428680 394243 24351 X 5 19185 0 5166
ISHARES INC MSCI GERMAN 46428680 6994 432 X X 6 432 0 0
ISHARES INC MSCI GERMAN 46428680 197065 12172 X 6 12172 0 0
ISHARES INC MSCI MALAYSIA 46428683 387000 60000 X 3 60000 0 0
ISHARES INC MSCI MALAYSIA 46428683 74130 11493 X 5 11493 0 0
ISHARES INC MSCI MALAYSIA 46428683 1303 202 X X 6 202 0 0
ISHARES INC MSCI MALAYSIA 46428683 33359 5172 X 6 5172 0 0
ISHARES INC MSCI JAPAN 46428684 8676 900 X 11 0 0 900
ISHARES INC MSCI JAPAN 46428684 38521 3996 X 13 0 0 3996
ISHARES INC MSCI JAPAN 46428684 28843073 2992020 X 5 1750822 0 1241198
ISHARES INC MSCI JAPAN 46428684 40459 4197 X X 6 4197 0 0
ISHARES INC MSCI JAPAN 46428684 806868 83700 X 6 83700 0 0
ISHARES INC MSCI JAPAN 46428684 10405416 1079400 X 9 1079400 0 0
ISHARES INC MSCI HONG KONG 46428687 390500 39050 X 13 0 0 39050
ISHARES INC MSCI HONG KONG 46428687 1212860 121286 X 5 110686 0 10600
ISHARES INC MSCI HONG KONG 46428687 2300 230 X X 6 230 0 0
ISHARES INC MSCI HONG KONG 46428687 59270 5927 X 6 5927 0 0
ISHARES TR S&P 100 IDX FD 46428710 4363392 79147 X 5 73252 0 5895
ISHARES TR DJ SEL DIV INX 46428716 5972908 110938 X 5 57278 0 53660
ISHARES TR US TIPS BD FD 46428717 3810158 37461 X 5 33686 0 3775
ISHARES TR S&P 500 INDEX 46428720 200752 1805 X 13 0 0 1805
ISHARES TR S&P 500 INDEX 46428720 3976894 35757 X 5 22759 0 12998
ISHARES TR S&P 500 INDEX 46428720 912086 8200 X X 6 400 0 7800
ISHARES TR S&P 500 INDEX 46428720 1472908 13242 X 6 13242 0 0
ISHARES TR LEHMAN AGG BND 46428722 10593466 103705 X 5 100567 0 3138
ISHARES TR MSCI EMERG MKT 46428723 68031 415 X 13 0 0 415
ISHARES TR MSCI EMERG MKT 46428723 7108496 43363 X 5 19450 0 23913
ISHARES TR MSCI EMERG MKT 46428723 114751 700 X X 6 700 0 0
ISHARES TR MSCI EMERG MKT 46428723 650802 3970 X 6 3970 0 0
ISHARES TR GS CORP BD FD 46428724 5959788 53901 X 5 22282 0 31619
ISHARES TR GS CORP BD FD 46428724 608135 5500 X X 6 5500 0 0
ISHARES TR GS CORP BD FD 46428724 16143 146 X 6 146 0 0
ISHARES TR S&P GBL TELCM 46428727 408814 8979 X 5 0 0 8979
ISHARES TR S&P500/BAR GRW 46428730 2247840 40429 X 5 31729 0 8700
ISHARES TR S&P500/BAR GRW 46428730 200160 3600 X 6 3600 0 0
ISHARES TR S&P GBL ENER 46428734 771392 13110 X 5 13085 0 25
ISHARES TR GS NAT RES IDX 46428737 81816 766 X 13 0 0 766
ISHARES TR GS NAT RES IDX 46428737 3141389 29411 X 5 18820 0 10591
ISHARES TR S&P500/BAR VAL 46428740 27665 500 X 13 0 0 500
ISHARES TR S&P500/BAR VAL 46428740 4634773 83766 X 5 48661 0 35105
ISHARES TR S&P500/BAR VAL 46428740 57267 1035 X 6 1035 0 0
ISHARES TR 20+ YR TRS BD 46428743 80408 941 X 13 0 0 941
ISHARES TR 20+ YR TRS BD 46428743 1803764 21109 X 5 3195 0 17914
ISHARES TR 20+ YR TRS BD 46428743 4871 57 X 6 57 0 0
ISHARES TR 7-10 YR TRS BD 46428744 11943 141 X 13 0 0 141
ISHARES TR 7-10 YR TRS BD 46428744 9745159 115055 X 5 16311 0 98744
ISHARES TR 7-10 YR TRS BD 46428744 12366 146 X 6 146 0 0
ISHARES TR 1-3 YR TRS BD 46428745 347446 4213 X 13 0 0 4213
ISHARES TR 1-3 YR TRS BD 46428745 18505690 224393 X 5 92558 0 131835
ISHARES TR 1-3 YR TRS BD 46428745 338127 4100 X X 6 4100 0 0
ISHARES TR 1-3 YR TRS BD 46428745 2474 30 X 6 30 0 0
ISHARES TR MSCI EAFE IDX 46428746 88907 650 X 11 600 0 50
ISHARES TR MSCI EAFE IDX 46428746 260566 1905 X 13 0 0 1905
ISHARES TR MSCI EAFE IDX 46428746 29846266 218206 X 5 86027 0 132179
ISHARES TR MSCI EAFE IDX 46428746 365613 2673 X X 6 2673 0 0
ISHARES TR MSCI EAFE IDX 46428746 2995892 21903 X 6 21903 0 0
ISHARES TR MSCI EAFE IDX 46428746 1367800 10000 X 9 10000 0 0
ISHARES TR RUSSELL MCP VL 46428747 3013963 32304 X 5 29228 0 3076
ISHARES TR RUSSELL MCP GR 46428748 2391860 32454 X 5 29092 0 3362
ISHARES TR RUSSELL MIDCAP 46428749 1747872 26041 X 5 21473 0 4568
ISHARES TR RUSSELL MIDCAP 46428749 1745120 26000 X 6 26000 0 0
ISHARES TR S&P MIDCAP 400 46428750 6904 60 X 13 0 0 60
ISHARES TR S&P MIDCAP 400 46428750 9419387 81865 X 5 68465 0 13400
ISHARES TR S&P MIDCAP 400 46428750 165226 1436 X X 6 1436 0 0
ISHARES TR S&P MIDCAP 400 46428750 10333769 89812 X 6 89812 0 0
ISHARES TR GLMN SCHS SOFT 46428751 119208 3157 X 13 0 0 3157
ISHARES TR GLMN SCHS SOFT 46428751 2595169 68728 X 5 58688 0 10040
ISHARES TR GLDM SCHS SEMI 46428752 84838 1352 X 13 0 0 1352
ISHARES TR GLDM SCHS SEMI 46428752 1456867 23217 X 5 22839 0 378
ISHARES TR GLDM SCHS SEMI 46428752 8785 140 X 6 0 0 140
ISHARES TR GLDM SCHS NETW 46428753 261329 9465 X 13 0 0 9465
ISHARES TR GLDM SCHS NETW 46428753 14338177 519311 X 5 500992 0 18319
ISHARES TR GLDM SACHS TEC 46428754 87482 1908 X 13 0 0 1908
ISHARES TR GLDM SACHS TEC 46428754 1942710 42371 X 5 30959 0 11412
ISHARES TR GLDM SACHS TEC 46428754 1146 25 X X 6 25 0 0
ISHARES TR NASDQ BIO INDX 46428755 358743 4986 X 13 0 0 4986
ISHARES TR NASDQ BIO INDX 46428755 3064710 42595 X 5 34254 0 8341
ISHARES TR NASDQ BIO INDX 46428755 232039 3225 X X 6 1400 825 1000
ISHARES TR COHEN&ST RLTY 46428756 187337 1766 X 13 0 0 1766
ISHARES TR COHEN&ST RLTY 46428756 6834310 64426 X 5 19107 0 45319
ISHARES TR COHEN&ST RLTY 46428756 361733 3410 X X 6 2610 800 0
ISHARES TR COHEN&ST RLTY 46428756 5627968 53054 X 6 52854 200 0
ISHARES TR S&P GLB100INDX 46428757 200039 3485 X 5 2440 0 1045
ISHARES TR DJ US CON CYCL 46428758 97512 1760 X 13 0 0 1760
ISHARES TR DJ US CON CYCL 46428758 5828412 105206 X 5 85705 0 19501
ISHARES TR DJ US CON CYCL 46428758 5540 100 X 6 100 0 0
ISHARES TR RUSSELL1000VAL 46428759 17234093 295256 X 5 74131 0 221125
ISHARES TR RUSSELL1000VAL 46428759 3346177 57327 X X 6 57327 0 0
ISHARES TR RUSSELL1000VAL 46428759 184332 3158 X 6 3158 0 0
ISHARES TR S&P MIDCP GROW 46428760 5265769 44362 X 5 39942 0 4420
ISHARES TR S&P MIDCP GROW 46428760 4867 41 X 6 41 0 0
ISHARES TR RUSSELL1000GRW 46428761 44460 0 X 3 0 0 0
ISHARES TR RUSSELL1000GRW 46428761 15986038 341582 X 5 263751 0 77831
ISHARES TR RUSSELL1000GRW 46428761 5462496 116720 X X 6 116720 0 0
ISHARES TR RUSSELL1000GRW 46428761 950976 20320 X 6 20320 0 0
ISHARES TR RUSSELL 1000 46428762 242658 4096 X 5 701 0 3395
ISHARES TR RUSSELL 1000 46428762 109050 1830 X 6 1830 0 0
ISHARES TR RUSL 2000 VALU 46428763 4652 29 X 13 0 0 29
ISHARES TR RUSL 2000 VALU 46428763 9379214 58474 X 5 5936 0 52538
ISHARES TR RUSL 2000 VALU 46428763 70897 442 X 6 202 0 240
ISHARES TR RUSL 2000 GROW 46428764 5933 100 X 13 0 0 100
ISHARES TR RUSL 2000 GROW 46428764 5719714 96519 X 5 18513 0 78006
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ISHARES TR RUSSELL 2000 46428765 64932 600 X 3 600 0 0
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NEWS CORP LTD SP ADR PFD 65248780 8168 270 X 11 0 0 270
NEWS CORP LTD SP ADR PFD 65248780 1482 49 X 13 0 0 49
NEWS CORP LTD SP ADR PFD 65248780 2749903 91587 X 3 91587 0 0
NEWS CORP LTD SP ADR PFD 65248780 957802 31663 X 5 29576 0 2087
NEWS CORP LTD SP ADR PFD 65248780 766579 25341 X X 6 24858 293 190
NEWS CORP LTD SP ADR PFD 65248780 3613782 119463 X 6 119427 0 36
NEWS CORP LTD SP ADR PFD 65248780 5415 179 X 7 179 0 0
NEXMED INC COM 65290310 39900 10000 X 5 10000 0 0
NEXMED INC COM 65290310 1995 500 X 6 500 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 5752 205 X 1 205 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 2665616 94997 X 13 0 0 94997
NEXTEL COMMUNICATIONS INC CL A 65332V10 61350067 2376576 X 3 2376576 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 10466 373 X 4 373 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 23880996 851069 X 5 648196 0 202873
NEXTEL COMMUNICATIONS INC CL A 65332V10 2640418 94099 X X 6 39644 750 53705
NEXTEL COMMUNICATIONS INC CL A 65332V10 18897624 673472 X 6 318874 792 353806
NEXTEL COMMUNICATIONS INC CL A 65332V10 2939566 104760 6 0 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 16275 580 X X 7 580 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 98940 3526 X 7 3526 0 0
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 35455 35000 X 5 10000 0 25000
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 50750 50000 X 6 50000 0 0
NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/ 65332VBC 96744 78000 X 5 66000 0 12000
NEXTEL PARTNERS INC CL A 65333F10 26308563 1950953 X 3 1950953 0 0
NEXTEL PARTNERS INC CL A 65333F10 400595 29784 X 5 20384 0 9400
NEXTEL PARTNERS INC CL A 65333F10 42368 3150 X X 6 3150 0 0
NEXTEL PARTNERS INC CL A 65333F10 1769509 131562 X 6 99354 108 32100
NEXTEL PARTNERS INC CL A 65333F10 52186 3880 6 0 0 0
NICE SYS LTD SPONSORED ADR 65365610 253500 10000 X 3 10000 0 0
NICE SYS LTD SPONSORED ADR 65365610 30420 1200 X 5 1200 0 0
NICHOLAS-APPLEGATE CV & INC COM 65370F10 197693 11938 X 13 0 0 11938
NICHOLAS-APPLEGATE CV & INC COM 65370F10 7439529 449247 X 5 244178 0 205069
NICHOLAS APPLEGATE CV&INC FD COM 65370G10 1630727 105754 X 5 37820 0 67934
NICOR INC COM 65408610 721648 21200 X 11 600 0 20600
NICOR INC COM 65408610 571498 16789 X 3 16789 0 0
NICOR INC COM 65408610 1291886 37952 X 5 2969 0 34983
NICOR INC COM 65408610 2461092 72300 X X 6 69000 2000 1300
NICOR INC COM 65408610 1521928 44710 X 6 44710 0 0
NICOR INC COM 65408610 49358 1450 6 0 0 0
NICOR INC COM 65408610 13616 400 X X 7 400 0 0
NIDEC CORP SPONSORED ADR 65409010 1442169 15000 X 3 15000 0 0
NIDEC CORP SPONSORED ADR 65409010 14112 148 X X 6 148 0 0
NIDEC CORP SPONSORED ADR 65409010 340686 3573 X 6 3442 0 131
NIKE INC CL B 65410610 205380 3000 X 1 2900 0 100
NIKE INC CL B 65410610 34230 500 X 11 0 0 500
NIKE INC CL B 65410610 790237 11543 X 13 0 0 11543
NIKE INC CL B 65410610 6870919 100364 X 3 100364 0 0
NIKE INC CL B 65410610 15791883 230673 X 5 16323 0 214350
NIKE INC CL B 65410610 9277357 135515 X X 6 118245 11380 5890
NIKE INC CL B 65410610 37098542 541901 X 6 497313 1427 43161
NIKE INC CL B 65410610 25673 375 X 7 375 0 0
99 CENTS ONLY STORES COM 65440K10 1939485 71061 X 3 71061 0 0
99 CENTS ONLY STORES COM 65440K10 2446915 89861 X 5 85346 0 4515
99 CENTS ONLY STORES COM 65440K10 5446 200 X X 6 200 0 0
99 CENTS ONLY STORES COM 65440K10 394889 14502 X 6 14502 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 860 35 X 13 0 0 35
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 3605678 145000 X 3 145000 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 736514 29988 X 5 10009 0 19979
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 81662 3325 X X 6 2005 0 1320
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 449767 18313 X 6 18313 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 4986 203 X X 7 203 0 0
NISOURCE INC COM 65473P10 11475 523 X 13 0 0 523
NISOURCE INC COM 65473P10 14591094 692006 X 3 692006 0 0
NISOURCE INC COM 65473P10 2434287 110952 X 5 89501 0 21451
NISOURCE INC COM 65473P10 607826 27704 X X 6 5641 1310 20753
NISOURCE INC COM 65473P10 4136414 188533 X 6 81067 1800 105666
NISOURCE INC COM 65473P10 187697 8555 6 0 0 0
NISOURCE INC COM 65473P10 4388 200 X X 7 200 0 0
NISSAN MOTORS SPONSORED ADR 65474440 17092 761 X 13 0 0 761
NISSAN MOTORS SPONSORED ADR 65474440 241894 10770 X 5 3837 0 6933
NISSAN MOTORS SPONSORED ADR 65474440 13004 579 X X 6 479 100 0
NISSAN MOTORS SPONSORED ADR 65474440 512358 22812 X 6 21780 0 1032
NITCHES INC COM 65476M10 106337 26256 X 5 377 0 25879
NOKIA CORP SPONSORED ADR 65490220 493000 29000 X X 1 29000 0 0
NOKIA CORP SPONSORED ADR 65490220 6970 410 X 1 410 0 0
NOKIA CORP SPONSORED ADR 65490220 3400 200 X 11 0 0 200
NOKIA CORP SPONSORED ADR 65490220 894761 52633 X 13 0 0 52633
NOKIA CORP SPONSORED ADR 65490220 20228907 1160993 X 3 1160993 0 0
NOKIA CORP SPONSORED ADR 65490220 50961283 2997722 X 5 1046872 0 1950850
NOKIA CORP SPONSORED ADR 65490220 14775924 869172 X X 6 707456 74447 87269
NOKIA CORP SPONSORED ADR 65490220 20238789 1190517 X 6 894769 1083 294665
NOKIA CORP SPONSORED ADR 65490220 17748 1044 X X 7 1044 0 0
NOKIA CORP SPONSORED ADR 65490220 1462 86 X 7 86 0 0
NOKIA CORP SPONSORED ADR 65490220 273700 16100 X 8 16100 0 0
NOBLE ENERGY INC COM 65504410 2496540 56214 X 3 56214 0 0
NOBLE ENERGY INC COM 65504410 82018 1846 X 5 1596 0 250
NOBLE ENERGY INC COM 65504410 128403 2890 X X 6 2790 100 0
NOBLE ENERGY INC COM 65504410 891177 20058 X 6 20058 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 1980810 117000 X 3 117000 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 204599 12085 X 5 555 0 11530
NOMURA HLDGS INC SPONSORED ADR 65535H20 4233 250 X X 6 250 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 472330 27899 X 6 26891 0 1008
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 104213 105000 X 5 0 0 105000
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 9850 10000 X X 6 10000 0 0
NORANDA INC COM 65542210 2077660 131000 X 5 131000 0 0
NORANDA INC COM 65542210 3806 240 X X 6 240 0 0
NORDSON CORP COM 65566310 4559134 132034 X 3 132034 0 0
NORDSON CORP COM 65566310 21977 635 X 5 0 0 635
NORDSON CORP COM 65566310 4986955 144090 X 6 142990 0 1100
NORDSON CORP COM 65566310 34610 1000 X X 7 1000 0 0
NORDSTROM INC COM 65566410 9051873 263903 X 3 263903 0 0
NORDSTROM INC COM 65566410 1389957 40524 X 5 30075 0 10449
NORDSTROM INC COM 65566410 96074 2801 X X 6 2401 400 0
NORDSTROM INC COM 65566410 898351 26191 X 6 8026 0 18165
NORFOLK SOUTHERN CORP COM 65584410 42570 1800 X X 1 1800 0 0
NORFOLK SOUTHERN CORP COM 65584410 47300 2000 X 1 2000 0 0
NORFOLK SOUTHERN CORP COM 65584410 588885 24900 X 11 10400 0 14500
NORFOLK SOUTHERN CORP COM 65584410 4470 189 X 13 0 0 189
NORFOLK SOUTHERN CORP COM 65584410 4052464 171619 X 3 171619 0 0
NORFOLK SOUTHERN CORP COM 65584410 2694746 113943 X 5 80618 0 33325
NORFOLK SOUTHERN CORP COM 65584410 11887129 502627 X X 6 488347 11805 2475
NORFOLK SOUTHERN CORP COM 65584410 8301741 351025 X 6 342159 850 8016
NORFOLK SOUTHERN CORP COM 65584410 55578 2350 X 7 2350 0 0
NORFOLK SOUTHERN CORP COM 65584410 6714235 283900 X 8 283900 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 2905 47 X 13 0 0 47
NORSK HYDRO A S SPONSORED ADR 65653160 108150 1750 X 5 300 0 1450
NORSK HYDRO A S SPONSORED ADR 65653160 19776 320 X X 6 320 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 467208 7560 X 6 7560 0 0
NORTEL NETWORKS CORP NEW COM 65656810 14805 3500 X X 1 3500 0 0
NORTEL NETWORKS CORP NEW COM 65656810 180075 42571 X 13 0 0 42571
NORTEL NETWORKS CORP NEW COM 65656810 32624530 7696250 X 3 7696250 0 0
NORTEL NETWORKS CORP NEW COM 65656810 2043300 483050 X 5 321847 0 161203
NORTEL NETWORKS CORP NEW COM 65656810 144150 34078 X X 6 25547 1200 7331
NORTEL NETWORKS CORP NEW COM 65656810 939284 222053 X 6 210239 3020 8794
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 89895 95000 X 5 76000 0 19000
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 39042275 41260000 6 0 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 49433 1950 X 5 1950 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 424410 16742 X X 6 16742 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 84010 3314 X 6 3314 0 0
NORTH FORK BANCORPORATION NY COM 65942410 572651 14150 X 11 12000 0 2150
NORTH FORK BANCORPORATION NY COM 65942410 2893968 72137 X 3 72137 0 0
NORTH FORK BANCORPORATION NY COM 65942410 633760 15660 X 5 7715 0 7945
NORTH FORK BANCORPORATION NY COM 65942410 1043600 25787 X X 6 25787 0 0
NORTH FORK BANCORPORATION NY COM 65942410 1471489 36360 X 6 33689 0 2671
NORTH FORK BANCORPORATION NY COM 65942410 12343 305 X X 7 305 0 0
NORTHEAST UTILS COM 66439710 2631177 130450 X 3 130450 0 0
NORTHEAST UTILS COM 66439710 78663 3900 X 5 3015 0 885
NORTHEAST UTILS COM 66439710 96271 4773 X X 6 4773 0 0
NORTHEAST UTILS COM 66439710 2976910 147591 X 6 147591 0 0
NORTHEAST UTILS COM 66439710 81890 4060 6 0 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 2945250 75000 21 0 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 330653 8420 X 5 5620 0 2800
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 699006 17800 X X 6 17300 0 500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 84431 2150 X 6 2150 0 0
NORTHERN TR CORP COM 66585910 46280 1000 X 11 0 0 1000
NORTHERN TR CORP COM 66585910 8377 181 X 13 0 0 181
NORTHERN TR CORP COM 66585910 3919008 84425 X 3 84425 0 0
NORTHERN TR CORP COM 66585910 951089 20551 X 5 8025 0 12526
NORTHERN TR CORP COM 66585910 449518 9713 X X 6 7413 0 2300
NORTHERN TR CORP COM 66585910 202892 4384 X 6 4384 0 0
NORTHROP GRUMMAN CORP COM 66680710 751612 7862 X 13 0 0 7862
NORTHROP GRUMMAN CORP COM 66680710 19284241 201227 X 3 201227 0 0
NORTHROP GRUMMAN CORP COM 66680710 15466668 161785 X 5 55749 0 106036
NORTHROP GRUMMAN CORP COM 66680710 5729977 59937 X X 6 38915 2050 18972
NORTHROP GRUMMAN CORP COM 66680710 10936162 114395 X 6 69555 18 44822
NORTHROP GRUMMAN CORP COM 66680710 2199 23 X X 7 23 0 0
NORTHROP GRUMMAN CORP COM 66680710 21606 226 X 7 226 0 0
NORTHWEST NAT GAS CO COM 66765510 13838 450 X 11 0 0 450
NORTHWEST NAT GAS CO COM 66765510 80381 2614 X 5 2114 0 500
NORTHWEST NAT GAS CO COM 66765510 59963 1950 X X 6 1950 0 0
NORTHWEST NAT GAS CO COM 66765510 35363 1150 X 6 1150 0 0
NORTHWEST NAT GAS CO COM 66765510 26752 870 6 0 0 0
NORTHWEST NAT GAS CO COM 66765510 10763 350 X X 7 350 0 0
NOVAGOLD RES INC COM NEW 66987E20 1519112 302500 X 3 302500 0 0
NOVAGOLD RES INC COM NEW 66987E20 19920 4000 X 5 0 0 4000
NOVAGOLD RES INC COM NEW 66987E20 14940 3000 X X 6 3000 0 0
NOVARTIS A G SPONSORED ADR 66987V10 6501466 141675 X 11 15850 0 125825
NOVARTIS A G SPONSORED ADR 66987V10 6801127 147000 X 3 147000 0 0
NOVARTIS A G SPONSORED ADR 66987V10 4914494 107093 X 5 97211 0 9882
NOVARTIS A G SPONSORED ADR 66987V10 752183 16391 X X 6 11566 1700 3125
NOVARTIS A G SPONSORED ADR 66987V10 1929766 42052 X 6 41125 200 727
NOVARTIS A G SPONSORED ADR 66987V10 8123 177 X X 7 177 0 0
NU HORIZONS ELECTRS CORP COM 66990810 392000 40000 X 11 40000 0 0
NUANCE COMMUNICATIONS INC COM 66996710 818168 107090 X 5 106990 0 100
NUANCE COMMUNICATIONS INC COM 66996710 15280 2000 X 6 2000 0 0
NOVELL INC COM 67000610 527 50 X 13 0 0 50
NOVELL INC COM 67000610 9727456 924688 X 3 924688 0 0
NOVELL INC COM 67000610 354324 33649 X 5 28849 0 4800
NOVELL INC COM 67000610 16848 1600 X X 6 1600 0 0
NOVELL INC COM 67000610 1042997 99050 X 6 45973 0 53077
NOVELLUS SYS INC COM 67000810 2944 70 X 13 0 0 70
NOVELLUS SYS INC COM 67000810 18929587 450890 X 3 450890 0 0
NOVELLUS SYS INC COM 67000810 1540291 36630 X 5 25683 0 10947
NOVELLUS SYS INC COM 67000810 157603 3748 X X 6 3023 0 725
NOVELLUS SYS INC COM 67000810 4606578 109550 X 6 42332 0 67218
NOVELLUS SYS INC COM 67000810 468479 11141 6 0 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 304200 20000 X 3 20000 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 4563 300 X 5 300 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 15210 1000 X X 6 1000 0 0
NOVEN PHARMACEUTICALS INC COM 67000910 293553 19300 X 6 19300 0 0
NOVO-NORDISK A S ADR 67010020 24863 607 X 5 592 0 15
NOVO-NORDISK A S ADR 67010020 8739267 213361 X X 6 213361 0 0
NOVO-NORDISK A S ADR 67010020 31119155 759745 X 6 759745 0 0
NOVOGEN LIMITED SPONSORED ADR 67010F10 199017 7290 X 5 0 0 7290
NOVOGEN LIMITED SPONSORED ADR 67010F10 27300 1000 X X 6 0 0 1000
NU SKIN ENTERPRISES INC CL A 67018T10 387943 22700 X 5 22700 0 0
NU SKIN ENTERPRISES INC CL A 67018T10 10613 621 X 6 621 0 0
NSTAR COM 67019E10 594610 12260 X 13 0 0 12260
NSTAR COM 67019E10 2506965 51690 X 3 51690 0 0
NSTAR COM 67019E10 523170 10787 X 5 1078 0 9709
NSTAR COM 67019E10 767561 15826 X X 6 15144 0 682
NSTAR COM 67019E10 174406 3596 X 6 2546 0 1050
NSTAR COM 67019E10 84390 1740 6 0 0 0
NUCOR CORP COM 67034610 408912 7302 X 13 0 0 7302
NUCOR CORP COM 67034610 20294008 361572 X 3 361572 0 0
NUCOR CORP COM 67034610 10380700 185370 X 5 18706 0 166664
NUCOR CORP COM 67034610 199024 3554 X X 6 2235 300 1019
NUCOR CORP COM 67034610 12941208 231093 X 6 183483 438 47172
NUCOR CORP COM 67034610 2688 48 X X 7 48 0 0
NUEVO ENERGY CO COM 67050910 2928341 121156 X 3 121156 0 0
NUEVO ENERGY CO COM 67050910 122735 5078 X 6 0 0 5078
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 7176 440 X 5 440 0 0
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 11417 700 X X 6 700 0 0
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 388178 23800 X 6 23800 0 0
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 363551 21323 X 5 13380 0 7943
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 113365 6649 X X 6 6649 0 0
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 859405 50405 X 6 49205 0 1200
NUVEEN PA PREM INCOME MUN FD COM 67061F10 219110 13824 X 5 9044 0 4780
NUVEEN PA PREM INCOME MUN FD COM 67061F10 34474 2175 X X 6 2175 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 367783 23204 X 6 23204 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 532795 55790 X 5 32790 0 23000
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 9550 1000 X X 6 1000 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 37245 3900 X 6 3900 0 0
NUVEEN CALIF MUN VALUE FD COM 67062C10 114381 12299 X 5 8739 0 3560
NUVEEN INVT QUALITY MUN FD I COM 67062E10 25697 1673 X 1 1673 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 602588 39231 X 5 1971 0 37260
NUVEEN INVT QUALITY MUN FD I COM 67062E10 527923 34370 X X 6 34370 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 67784 4413 X 6 4413 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 824774 60423 X 5 23623 0 36800
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 11603 850 X X 6 850 0 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 1203297 76888 X 5 55518 0 21370
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 45542 2910 X X 6 2631 0 279
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 103337 6603 X 6 6603 0 0
NUVEEN NY MUN VALUE FD COM 67062M10 370648 40070 X 5 38070 0 2000
NUVEEN NY MUN VALUE FD COM 67062M10 30525 3300 X X 6 3300 0 0
NUVEEN NY MUN VALUE FD COM 67062M10 229974 24862 X 6 24862 0 0
NUVEEN INSD QUALITY MUN FD I COM 67062N10 124683 7475 X 5 3275 0 4200
NUVEEN INSD QUALITY MUN FD I COM 67062N10 337620 20241 X X 6 19941 0 300
NUVEEN INSD QUALITY MUN FD I COM 67062N10 103900 6229 X 6 6229 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 4500 300 X 1 300 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 1117890 74526 X 5 17172 0 57354
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 371490 24766 X X 6 24766 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 249165 16611 X 6 16611 0 0
NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 256795 17637 X 5 17637 0 0
NUVEEN NY PERFORM PLUS MUN F COM 67062R10 270144 16080 X 5 15080 0 1000
NUVEEN NY PERFORM PLUS MUN F COM 67062R10 16800 1000 X X 6 1000 0 0
NUVEEN PREM INCOME MUN FD COM 67062T10 122967 8463 X 5 2658 0 5805
NUVEEN PREM INCOME MUN FD COM 67062T10 125103 8610 X X 6 5610 1000 2000
NUVEEN PREM INCOME MUN FD COM 67062T10 390988 26909 X 6 26909 0 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 302661 20902 X 5 11962 0 8940
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 39516 2729 X X 6 2531 0 198
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 190165 13133 X 6 13133 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 140264 10570 X 5 10570 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 102179 7700 X X 6 7700 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 9289 700 X 6 700 0 0
NUVEEN CA SELECT TAX FREE PR SH BEN INT 67063R10 156913 11798 X 5 11798 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 580102 39897 X 5 14651 0 25246
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 284955 19598 X X 6 18931 0 667
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 134379 9242 X 6 9139 0 103
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 199190 15136 X 5 5975 0 9161
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 166303 12637 X X 6 12637 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 9212 700 X 6 700 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 17190 1000 X 5 0 0 1000
NUVEEN VA PREM INCOME MUN FD COM 67064R10 157564 9166 X X 6 9166 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 427292 24857 X 6 24857 0 0
NVIDIA CORP COM 67066G10 3132 135 X 13 0 0 135
NVIDIA CORP COM 67066G10 2123835 91536 X 3 91536 0 0
NVIDIA CORP COM 67066G10 1208465 52089 X 5 51244 0 845
NVIDIA CORP COM 67066G10 7656 330 X X 6 330 0 0
NVIDIA CORP COM 67066G10 270466 11658 X 6 2590 0 9068
NVIDIA CORP COM 67066G10 258471 11141 6 0 0 0
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 125403 8101 X 5 4701 0 3400
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 101858 6580 X X 6 6580 0 0
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 133113 8599 X 6 8599 0 0
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 80767 4751 X 5 1051 0 3700
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 130900 7700 X X 6 7700 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 193292 13212 X 5 7300 0 5912
NUVEEN INSD PREM INCOME MUN COM 6706D810 49391 3376 X X 6 3376 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 180637 12347 X 6 12347 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 546642 42975 X 5 24792 0 18183
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 171237 13462 X X 6 13462 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 45258 3558 X 6 3558 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 178323 11701 X 5 11701 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 81305 5335 X X 6 5335 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 299207 19633 X 6 19633 0 0
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 90321 6325 X 5 4325 0 2000
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 316445 22160 X 6 22160 0 0
NYFIX INC COM 67071210 764217 96492 X 5 96492 0 0
NYFIX INC COM 67071210 31680 4000 X X 6 4000 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B10 43079 2300 X 13 0 0 2300
NUVEEN REAL ESTATE INCOME FD COM 67071B10 1323780 70677 X 5 45586 0 25091
NUVEEN REAL ESTATE INCOME FD COM 67071B10 56190 3000 X X 6 2400 600 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 15830 1000 X 13 0 0 1000
NUVEEN QUALITY PFD INCOME FD COM 67071S10 483081 30517 X 5 22960 0 7557
NUVEEN QUALITY PFD INCOME FD COM 67071S10 101312 6400 X X 6 4400 2000 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 18759 1185 X 6 1185 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 86639 6301 X 5 1 0 6300
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 36671 2667 X X 6 2667 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 13750 1000 X 6 1000 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B10 46750 3400 X 7 3400 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 53466 3350 X 13 0 0 3350
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SANMINA SCI CORP COM 80090710 9272604 783952 X 3 783952 0 0
SANMINA SCI CORP COM 80090710 394997 31349 X 5 12472 0 18877
SANMINA SCI CORP COM 80090710 692660 54973 X X 6 18409 0 36564
SANMINA SCI CORP COM 80090710 8799336 698360 X 6 502040 0 196320
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 3106561 81000 X 3 81000 0 0
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 250849 6645 X 5 20 0 6625
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 131483 3483 X X 6 3483 0 0
SANOFI-SYNTHELABO SPONSORED ADR 80105N10 334994 8874 X 6 8874 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1325972 31905 X 13 0 0 31905
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 872760 21000 X 3 21000 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 3230916 77741 X 5 63654 0 14087
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 80003 1925 X X 6 1475 0 450
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2673098 64319 X 6 64319 0 0
SAPIENT CORP COM 80306210 586188 103934 X 5 4800 0 99134
SARA LEE CORP COM 80311110 492600 22690 X X 1 21790 900 0
SARA LEE CORP COM 80311110 43420 2000 X 1 2000 0 0
SARA LEE CORP COM 80311110 17368 800 X 11 0 0 800
SARA LEE CORP COM 80311110 998115 45975 X 13 0 0 45975
SARA LEE CORP COM 80311110 8559533 405120 X 3 405120 0 0
SARA LEE CORP COM 80311110 16717 770 X X 4 770 0 0
SARA LEE CORP COM 80311110 9460303 435758 X 5 158621 0 277137
SARA LEE CORP COM 80311110 98669757 4544899 X X 6 4334444 72318 138137
SARA LEE CORP COM 80311110 54928666 2530109 X 6 2421814 5985 102310
SARA LEE CORP COM 80311110 277888 12800 6 0 0 0
SARA LEE CORP COM 80311110 1324 61 X X 7 61 0 0
SARA LEE CORP COM 80311110 49933 2300 X 7 2300 0 0
SASOL LTD SPONSORED ADR 80386630 3623 250 X 13 0 0 250
SASOL LTD SPONSORED ADR 80386630 130410 9000 X X 6 9000 0 0
SASOL LTD SPONSORED ADR 80386630 344500 23775 X 6 22656 0 1119
SATYAM COMPUTER SERVICES LTD ADR 80409810 4903624 164989 X 3 164989 0 0
SATYAM COMPUTER SERVICES LTD ADR 80409810 231971 7909 X 5 7300 0 609
SATYAM COMPUTER SERVICES LTD ADR 80409810 56196 1916 X X 6 1916 0 0
SATYAM COMPUTER SERVICES LTD ADR 80409810 398419 13584 X 6 13584 0 0
SAUER-DANFOSS INC COM 80413710 347571 21455 X 5 0 0 21455
SAUL CTRS INC COM 80439510 1666243 58118 X 5 58118 0 0
SAUL CTRS INC COM 80439510 748287 26100 X X 6 6100 0 20000
SAUL CTRS INC COM 80439510 43005 1500 X 6 1500 0 0
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SAXON CAPITAL INC COM 80556P30 122872 5865 X 6 0 0 5865
SCANA CORP NEW COM 80589M10 21556197 627518 X 3 627518 0 0
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SCANA CORP NEW COM 80589M10 3932296 114812 X X 6 83098 26362 5352
SCANA CORP NEW COM 80589M10 8902774 259935 X 6 188730 69 71136
SCANA CORP NEW COM 80589M10 109258 3190 6 0 0 0
SCANA CORP NEW COM 80589M10 2946 86 X X 7 86 0 0
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SCANSOFT INC COM 80603P10 3219 605 X 5 605 0 0
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SCANSOFT INC COM 80603P10 1338512 251600 X 6 251600 0 0
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SCHEIN HENRY INC COM 80640710 492658 7290 X X 6 7290 0 0
SCHEIN HENRY INC COM 80640710 2286840 33839 X 6 33739 0 100
SCHEIN HENRY INC COM 80640710 3987 59 X X 7 59 0 0
SCHERING A G SPONSORED ADR 80658520 31273 612 X 5 594 0 18
SCHERING A G SPONSORED ADR 80658520 29127 570 X X 6 0 0 570
SCHERING A G SPONSORED ADR 80658520 730475 14295 X 6 14295 0 0
SCHERING PLOUGH CORP COM 80660510 498224 28650 X X 1 28650 0 0
SCHERING PLOUGH CORP COM 80660510 622562 35800 X 1 35800 0 0
SCHERING PLOUGH CORP COM 80660510 10434 600 X 11 0 0 600
SCHERING PLOUGH CORP COM 80660510 4087 235 X 13 0 0 235
SCHERING PLOUGH CORP COM 80660510 12526052 720302 X 3 720302 0 0
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SCHERING PLOUGH CORP COM 80660510 13839240 795816 X X 6 573381 81140 141295
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SCHLUMBERGER LTD COM 80685710 22966258 419705 X 6 361931 580 57194
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SCHNITZER STL INDS CL A 80688210 24382 403 X 6 403 0 0
SCHOLASTIC CORP COM 80706610 1304787 38331 X 3 38331 0 0
SCHOLASTIC CORP COM 80706610 232629 6834 X 5 1219 0 5615
SCHOLASTIC CORP COM 80706610 101031 2968 X X 6 2968 0 0
SCHOLASTIC CORP COM 80706610 649790 19089 X 6 13949 0 5140
SCHULMAN A INC COM 80819410 79182 3714 X 5 3374 0 340
SCHULMAN A INC COM 80819410 4504575 211284 X X 6 100622 0 110662
SCHULMAN A INC COM 80819410 12621 592 X 6 592 0 0
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SCHWAB CHARLES CORP NEW COM 80851310 9542004 805980 X 3 805980 0 0
SCHWAB CHARLES CORP NEW COM 80851310 2115784 178698 X 5 161902 0 16796
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SCHWAB CHARLES CORP NEW COM 80851310 866948 73222 X 6 35363 0 37859
SCHWEITZER-MAUDUIT INTL INC COM 80854110 23556 791 X 5 528 0 263
SCHWEITZER-MAUDUIT INTL INC COM 80854110 518529 17412 X X 6 17042 340 30
SCHWEITZER-MAUDUIT INTL INC COM 80854110 166351 5586 X 6 4386 0 1200
SCICLONE PHARMACEUTICALS INC COM 80862K10 4170059 615053 X 3 615053 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K10 23730 3500 X 5 3500 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K10 168788 24895 X 6 0 0 24895
SCIENTIFIC ATLANTA INC COM 80865510 74666 2735 X 13 0 0 2735
SCIENTIFIC ATLANTA INC COM 80865510 5656278 188975 X 3 188975 0 0
SCIENTIFIC ATLANTA INC COM 80865510 1850995 67802 X 5 65685 0 2117
SCIENTIFIC ATLANTA INC COM 80865510 99208 3634 X X 6 2134 0 1500
SCIENTIFIC ATLANTA INC COM 80865510 1588569 58189 X 6 9981 0 48208
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 189173 6960 X X 1 6960 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 23647 870 X 1 870 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6306 232 X 11 0 0 232
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 85101 3131 X 13 0 0 3131
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 650417 23930 X 5 681 0 23249
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 375845 13828 X X 6 12100 1728 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 646721 23794 X 6 23794 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6713 247 X X 7 247 0 0
SCOTTS CO CL A 81018610 88099297 1489170 X 11 1102375 700 386095
SCOTTS CO CL A 81018610 16282548 275229 X 3 275229 0 0
SCOTTS CO CL A 81018610 1584601 26785 X 5 21067 0 5718
SCOTTS CO CL A 81018610 103530 1750 X X 6 1750 0 0
SCOTTS CO CL A 81018610 1013825 17137 X 6 9757 0 7380
SCOTTS CO CL A 81018610 8282 140 X X 7 140 0 0
SCRIPPS E W CO OHIO CL A 81105420 488223 5330 X 3 5330 0 0
SCRIPPS E W CO OHIO CL A 81105420 183291 1947 X 5 95 0 1852
SCRIPPS E W CO OHIO CL A 81105420 754061 8010 X X 6 7260 560 190
SCRIPPS E W CO OHIO CL A 81105420 2348416 24946 X 6 19676 4770 500
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 3780 500 X 13 0 0 500
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 94500 12500 X 5 3600 0 8900
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 15347 2030 X X 6 2030 0 0
SCUDDER INTER GOVT TR SH BEN INT 81116310 16506 2431 X 13 0 0 2431
SCUDDER INTER GOVT TR SH BEN INT 81116310 646944 95279 X 5 95279 0 0
SCUDDER NEW ASIA FD INC COM 81118310 1453807 101452 X 5 3668 0 97784
SCUDDER NEW ASIA FD INC COM 81118310 14330 1000 X X 6 1000 0 0
SCUDDER NEW ASIA FD INC COM 81118310 5848073 408100 X 9 408100 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 62143 7094 X 5 4000 0 3094
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 81380 9290 X X 6 9290 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 11388 1300 X 6 1300 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 845282 68113 X 5 4901 0 63212
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 44204 3562 X X 6 3562 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 133234 10736 X 6 10197 0 539
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 684788 35703 X 5 20238 0 15465
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 95900 5000 X X 6 5000 0 0
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 4469 233 X 6 233 0 0
SCUDDER RREEF REAL EST FD II COM 81119R10 2003600 130954 X 5 127650 0 3304
SCUDDER RREEF REAL EST FD II COM 81119R10 122400 8000 X X 6 8000 0 0
SEA CONTAINERS LTD CL A 81137170 712571 39045 X 5 500 0 38545
SEA CONTAINERS LTD CL A 81137170 51808 2839 X X 6 2839 0 0
SEACHANGE INTL INC COM 81169910 681388 44246 X 5 7100 0 37146
SEACHANGE INTL INC COM 81169910 9887 642 X X 6 642 0 0
SEACHANGE INTL INC COM 81169910 138723 9008 X 6 9008 0 0
SEACOAST BKG CORP FLA COM 81170730 42681 2460 X 5 2460 0 0
SEACOAST BKG CORP FLA COM 81170730 42941 2475 X X 6 2475 0 0
SEACOAST BKG CORP FLA COM 81170730 91677 5284 X 6 5284 0 0
SEACOAST FINL SVCS CORP COM 81170Q10 240856 8800 X 5 8800 0 0
SEALED AIR CORP NEW COM 81211K10 1786728 33002 X 3 33002 0 0
SEALED AIR CORP NEW COM 81211K10 28694 530 X 4 530 0 0
SEALED AIR CORP NEW COM 81211K10 2486975 45936 X 5 15164 0 30772
SEALED AIR CORP NEW COM 81211K10 443082 8184 X X 6 7212 497 475
SEALED AIR CORP NEW COM 81211K10 3873013 71537 X 6 24133 50 47354
SEALED AIR CORP NEW COM 81211K10 6226 115 X X 7 115 0 0
SEALED AIR CORP NEW COM 81211K10 58471 1080 X 7 1080 0 0
SEARS ROEBUCK & CO COM 81238710 13192 290 X 13 0 0 290
SEARS ROEBUCK & CO COM 81238710 4595937 101166 X 3 101166 0 0
SEARS ROEBUCK & CO COM 81238710 4614096 101431 X 5 97857 0 3574
SEARS ROEBUCK & CO COM 81238710 3592664 78977 X X 6 65973 11704 1300
SEARS ROEBUCK & CO COM 81238710 5808027 127677 X 6 100965 0 26712
SEARS ROEBUCK & CO COM 81238710 4549 100 X X 7 100 0 0
SEARS ROEBUCK & CO COM 81238710 46354 1019 X 7 1019 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 27784 1041 X 13 0 0 1041
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 2597017 97303 X 5 96233 0 1070
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 52179 1955 X X 6 1955 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 4458944 147892 X 5 147532 0 360
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 42210 1400 X X 6 0 1400 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 4901 225 X 13 0 0 225
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 2770372 127198 X 5 123948 0 3250
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 12596 400 X 13 0 0 400
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 4009244 127318 X 5 125928 0 1390
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 3058546 111018 X 5 110818 0 200
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 3224120 114615 X 13 0 0 114615
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 7634313 271394 X 5 265229 0 6165
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 14065 500 X X 6 500 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 56260 2000 X 6 2000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 245389 9170 X 13 0 0 9170
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 3203092 119697 X 5 119697 0 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 6114 300 X 11 0 0 300
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 350536 17200 X 13 0 0 17200
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 6589873 323350 X 5 315420 0 7930
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 56045 2750 X X 6 1550 1200 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 69292 3400 X 6 3400 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 1623535 69590 X 13 0 0 69590
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 6506924 278908 X 5 200768 0 78140
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 2605961 111700 X 6 111700 0 0
SECURE COMPUTING CORP COM 81370510 6206030 346512 X 3 346512 0 0
SECURE COMPUTING CORP COM 81370510 68792 3841 X 5 174 0 3667
SECURE COMPUTING CORP COM 81370510 13433 750 X X 6 750 0 0
SECURE COMPUTING CORP COM 81370510 260304 14534 X 6 0 0 14534
SEGUE SOFTWARE INC COM 81580710 25463 10185 X 5 2100 0 8085
SELECT COMFORT CORP COM 81616X10 5627948 227300 X 3 227300 0 0
SELECT COMFORT CORP COM 81616X10 2476 100 X 5 0 0 100
SELECT COMFORT CORP COM 81616X10 708136 28600 X 6 26100 0 2500
SELECT MEDICAL CORP COM 81619610 29789698 1820530 X 3 1820530 0 0
SELECT MEDICAL CORP COM 81619610 1530 94 X 4 94 0 0
SELECT MEDICAL CORP COM 81619610 308115 18926 X 5 5934 0 12992
SELECT MEDICAL CORP COM 81619610 242295 14883 X X 6 12833 0 2050
SELECT MEDICAL CORP COM 81619610 7159179 439753 X 6 277631 958 161164
SELECT MEDICAL CORP COM 81619610 3126 192 X X 7 192 0 0
SELECT MEDICAL CORP COM 81619610 21555 1324 X 7 1324 0 0
SELECTIVE INS GROUP INC COM 81630010 35920 1110 X 5 1000 0 110
SELECTIVE INS GROUP INC COM 81630010 790684 24434 X X 6 24434 0 0
SELECTIVE INS GROUP INC COM 81630010 85819 2652 X 6 2652 0 0
SELIGMAN QUALITY MUN FD INC COM 81634310 153046 11800 X 5 800 0 11000
SELIGMAN SELECT MUN FD INC COM 81634410 5535 500 X 1 500 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 100737 9100 X 5 9100 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 81874 7396 X X 6 7396 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 2909196 262800 X 9 262800 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 12447 300 X 13 0 0 300
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 11955841 288162 X 5 284612 0 3550
SEMOTUS SOLUTIONS INC COM 81684P10 7350 10500 X 5 10000 0 500
SEMTECH CORP COM 81685010 10161524 445240 X 3 445240 0 0
SEMTECH CORP COM 81685010 4643 204 X 5 204 0 0
SEMTECH CORP COM 81685010 77202 3392 X X 6 3392 0 0
SEMTECH CORP COM 81685010 2832937 124470 X 6 120031 39 4400
SEMTECH CORP COM 81685010 117032 5142 6 0 0 0
SEMTECH CORP COM 81685010 3983 175 X X 7 175 0 0
SEMPRA ENERGY COM 81685110 3006 100 X 13 0 0 100
SEMPRA ENERGY COM 81685110 17413229 597344 X 3 597344 0 0
SEMPRA ENERGY COM 81685110 2985138 99306 X 5 98586 0 720
SEMPRA ENERGY COM 81685110 886530 29492 X X 6 8583 0 20909
SEMPRA ENERGY COM 81685110 5531431 184013 X 6 52069 0 131944
SEMPRA ENERGY COM 81685110 191783 6380 6 0 0 0
SEMPRA ENERGY INCOME EQTY UT 81685120 9249500 325000 X 3 325000 0 0
SEMPRA ENERGY INCOME EQTY UT 81685120 515496 18113 X 5 9963 0 8150
SENESCO TECHNOLOGIES INC COM NEW 81720840 36410 11000 X 5 0 0 11000
SENIOR HIGH INCOME PORTFOLIO COM 81721E10 3449397 550143 X 5 549143 0 1000
SENIOR HIGH INCOME PORTFOLIO COM 81721E10 113 18 X 6 18 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M10 12923 750 X 13 0 0 750
SENIOR HSG PPTYS TR SH BEN INT 81721M10 174092 10104 X 5 4704 0 5400
SENIOR HSG PPTYS TR SH BEN INT 81721M10 14663 851 X X 6 201 150 500
SENIOR HSG PPTYS TR SH BEN INT 81721M10 12664 735 X 6 735 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 899456 45496 X 3 45496 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 180559 9133 X 5 7483 0 1650
SENSIENT TECHNOLOGIES CORP COM 81725T10 90448 4575 X X 6 4575 0 0
SEPRACOR INC COM 81731510 239 10 X 13 0 0 10
SEPRACOR INC COM 81731510 2458592 102741 X 3 102741 0 0
SEPRACOR INC COM 81731510 1076371 44980 X 5 43780 0 1200
SEPRACOR INC COM 81731510 24744 1034 X X 6 1034 0 0
SEPRACOR INC COM 81731510 15722 657 X 6 657 0 0
SEQUA CORPORATION CL A 81732010 498575 10175 X 3 10175 0 0
SEQUA CORPORATION CL A 81732010 10388 212 X X 6 212 0 0
SEROLOGICALS CORP COM 81752310 26040 1400 X 5 200 0 1200
SEROLOGICALS CORP COM 81752310 87048 4680 X X 6 4680 0 0
SEROLOGICALS CORP COM 81752310 701313 37705 X 6 26835 0 10870
SERONO S A SPONSORED ADR 81752M10 1158 66 X 13 0 0 66
SERONO S A SPONSORED ADR 81752M10 2745487 154000 X 3 154000 0 0
SERONO S A SPONSORED ADR 81752M10 217058 12368 X 5 1955 0 10413
SERONO S A SPONSORED ADR 81752M10 103282 5885 X X 6 5885 0 0
SERONO S A SPONSORED ADR 81752M10 277079 15788 X 6 15788 0 0
SERVICE CORP INTL COM 81756510 1078 200 X 11 0 0 200
SERVICE CORP INTL COM 81756510 712801 132245 X 5 53437 0 78808
SERVICE CORP INTL COM 81756510 12327 2287 X X 6 2137 150 0
SERVICE CORP INTL COM 81756510 45508 8443 X 6 7943 0 500
SERVICEMASTER CO COM 81760N10 104850 9000 X X 1 9000 0 0
SERVICEMASTER CO COM 81760N10 111316 9555 X 1 9555 0 0
SERVICEMASTER CO COM 81760N10 3688064 316572 X 5 14854 0 301718
SERVICEMASTER CO COM 81760N10 823061 70649 X X 6 36979 3795 29875
SERVICEMASTER CO COM 81760N10 182952 15704 X 6 15704 0 0
7-ELEVEN INC COM NEW 81782620 1054276 65687 X 3 65687 0 0
7-ELEVEN INC COM NEW 81782620 407301 25377 X 5 23977 0 1400
7-ELEVEN INC COM NEW 81782620 53623 3341 X 6 647 0 2694
SHARPER IMAGE CORP COM 82001310 2938337 89995 X 3 89995 0 0
SHARPER IMAGE CORP COM 82001310 1776481 54577 X 5 31515 0 23062
SHARPER IMAGE CORP COM 82001310 120891 3714 X 6 0 0 3714
SHAW GROUP INC COM 82028010 1362 100 X 13 0 0 100
SHAW GROUP INC COM 82028010 211151 15503 X 5 2973 0 12530
SHAW GROUP INC COM 82028010 2588 190 X X 6 190 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1854470 41183 X 11 6000 0 35183
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 2366336 52550 X 5 44897 0 7653
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 641227 14240 X X 6 11780 2460 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1964028 43616 X 6 43616 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 5854 130 X X 7 130 0 0
SHERWIN WILLIAMS CO COM 82434810 548892 15800 X 1 15800 0 0
SHERWIN WILLIAMS CO COM 82434810 1943514 55989 X 3 55989 0 0
SHERWIN WILLIAMS CO COM 82434810 1579574 45468 X 5 32491 0 12977
SHERWIN WILLIAMS CO COM 82434810 1072389 30869 X X 6 29719 0 1150
SHERWIN WILLIAMS CO COM 82434810 3049686 87786 X 6 51434 0 36352
SHILOH INDS INC COM 82454310 302110 47954 X 6 47954 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 9656220 332400 X 3 332400 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 1014979 34927 X 5 25928 0 8999
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 299318 10300 X 6 0 0 10300
SHOPKO STORES INC COM 82491110 4508663 295650 X 11 275100 0 20550
SHOPKO STORES INC COM 82491110 1525 100 X 3 100 0 0
SHOPKO STORES INC COM 82491110 275 18 X 5 18 0 0
SHOPKO STORES INC COM 82491110 15875 1041 X 6 1041 0 0
SHUFFLE MASTER INC COM 82554910 18085860 520600 X 3 520600 0 0
SHUFFLE MASTER INC COM 82554910 88337 2559 X 5 2359 0 200
SHUFFLE MASTER INC COM 82554910 31517 913 X X 6 913 0 0
SHUFFLE MASTER INC COM 82554910 1485913 43045 X 6 40506 39 2500
SHURGARD STORAGE CTRS INC COM 82567D10 5651799 150114 X 5 2990 0 147124
SHURGARD STORAGE CTRS INC COM 82567D10 18825 500 X 6 500 0 0
SHURGARD STORAGE CTRS INC COM 82567D10 171308 4550 6 0 0 0
SICOR INC COM 82584610 21947511 804591 X 3 804591 0 0
SICOR INC COM 82584610 274094 10077 X 5 6431 0 3646
SICOR INC COM 82584610 19040 700 X 6 700 0 0
SIEBEL SYS INC COM 82617010 13920 1000 X X 1 1000 0 0
SIEBEL SYS INC COM 82617010 21158 1520 X 13 0 0 1520
SIEBEL SYS INC COM 82617010 2622553 189081 X 3 189081 0 0
SIEBEL SYS INC COM 82617010 1721528 123673 X 5 61233 0 62440
SIEBEL SYS INC COM 82617010 962373 69136 X X 6 62741 1700 4695
SIEBEL SYS INC COM 82617010 1604071 115235 X 6 100341 2080 12814
SIEMENS A G SPONSORED ADR 82619750 4129061 51000 X 3 51000 0 0
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TEPPCO PARTNERS L P UT LTD PARTNER 87238410 48360 1200 X 13 0 0 1200
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TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 697139 68080 X 6 65083 0 2997
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TANGER FACTORY OUTLET CTRS I COM 87546510 201428 4949 X 5 2950 0 1999
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TARGET CORP COM 87612E10 14008400 357028 X 3 357028 0 0
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TECH OPS SEVCON INC COM 87829310 574852 104900 X 5 0 0 104900
TECHNE CORP COM 87837710 426760 11278 X 5 10478 0 800
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TECHNIP NEW SPONSORED ADR 87854620 775269 28799 X 6 27444 0 1355
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TECHNOLOGY FLAVORS & FRAGRAN COM 87869A10 8000 10000 X 13 0 0 10000
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TEKELEC COM 87910110 3105864 199734 X 3 199734 0 0
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TEKELEC COM 87910110 93253 5997 X 6 696 0 5301
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TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 87927320 19425 2220 X 6 2220 0 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 31584 1118 X 13 0 0 1118
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 2661546 94214 X 5 71535 0 22679
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 94638 3350 X X 6 2950 400 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 440644 15598 X 6 14998 600 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 1470506 49512 X 3 49512 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 258806 8714 X 5 4070 0 4644
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TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 29085 860 X 6 860 0 0
TELEDYNE TECHNOLOGIES INC COM 87936010 4515367 239542 X 3 239542 0 0
TELEDYNE TECHNOLOGIES INC COM 87936010 559675 29691 X 5 0 0 29691
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TELEFLEX INC COM 87936910 3594060 70185 X 3 70185 0 0
TELEFLEX INC COM 87936910 569472 11783 X 5 3224 0 8559
TELEFLEX INC COM 87936910 241650 5000 X X 6 2900 0 2100
TELEFLEX INC COM 87936910 54516 1128 X 6 1128 0 0
TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 544782 65400 X 3 65400 0 0
TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 4348 522 X 5 407 0 115
TELEFONICA S A SPONSORED ADR 87938220 19267 436 X 13 0 0 436
TELEFONICA S A SPONSORED ADR 87938220 2541941 57000 X 3 57000 0 0
TELEFONICA S A SPONSORED ADR 87938220 950376 21507 X 5 13753 0 7754
TELEFONICA S A SPONSORED ADR 87938220 108442 2454 X X 6 2100 354 0
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TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 115275162 3490014 6 0 0 0
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TELEPHONE & DATA SYS INC COM 87943310 4629 74 X 13 0 0 74
TELEPHONE & DATA SYS INC COM 87943310 3501862 55985 X 3 55985 0 0
TELEPHONE & DATA SYS INC COM 87943310 90197 1442 X 5 1102 0 340
TELEPHONE & DATA SYS INC COM 87943310 1102319 17623 X X 6 17573 20 30
TELEPHONE & DATA SYS INC COM 87943310 1631367 26081 X 6 25706 0 375
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TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 1605 50 X 5 50 0 0
TELIK INC COM 87959M10 6444806 278150 X 3 278150 0 0
TELIK INC COM 87959M10 18400 800 X 5 0 0 800
TELIK INC COM 87959M10 39100 1700 X X 6 1700 0 0
TELIK INC COM 87959M10 976350 42450 X 6 39358 42 3050
TELLABS INC COM 87966410 841 100 X 11 0 0 100
TELLABS INC COM 87966410 1287 153 X 13 0 0 153
TELLABS INC COM 87966410 1341129 159090 X 3 159090 0 0
TELLABS INC COM 87966410 771332 91716 X 5 74111 0 17605
TELLABS INC COM 87966410 298547 35499 X X 6 26799 6700 2000
TELLABS INC COM 87966410 707441 84119 X 6 83019 100 1000
TEMPLE INLAND INC COM 87986810 1296830 20693 X 3 20693 0 0
TEMPLE INLAND INC COM 87986810 485316 7744 X 5 7220 0 524
TEMPLE INLAND INC COM 87986810 2678077 42733 X X 6 42733 0 0
TEMPLE INLAND INC COM 87986810 1214545 19380 X 6 11544 1250 6586
TELETECH HOLDINGS INC COM 87993910 501720 44400 X 5 500 0 43900
TEMPLETON DRAGON FD INC COM 88018T10 5415 301 X 13 0 0 301
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TEMPLETON DRAGON FD INC COM 88018T10 9355 520 X X 6 520 0 0
TEMPLETON DRAGON FD INC COM 88018T10 36466 2027 X 6 2027 0 0
TEMPLETON DRAGON FD INC COM 88018T10 359800 20000 X 9 20000 0 0
TEMPLETON EMERG MKTS INCOME COM 88019210 13440 1000 X 13 0 0 1000
TEMPLETON EMERG MKTS INCOME COM 88019210 776375 57766 X 5 36800 0 20966
TEMPLETON EMERG MKTS INCOME COM 88019210 73651 5480 X X 6 5480 0 0
TEMPLETON EMERG MKTS INCOME COM 88019210 69095 5141 X 6 5141 0 0
TEMPLETON GLOBAL INCOME FD I COM 88019810 997858 104817 X 5 61587 0 43230
TEMPLETON GLOBAL INCOME FD I COM 88019810 135003 14181 X X 6 7194 6987 0
TEMPLETON GLOBAL INCOME FD I COM 88019810 154681 16248 X 6 16248 0 0
TENET HEALTHCARE CORP COM 88033G10 31081987 1941323 X 3 1941323 0 0
TENET HEALTHCARE CORP COM 88033G10 970335 60457 X 5 33579 0 26878
TENET HEALTHCARE CORP COM 88033G10 268388 16722 X X 6 10142 6117 463
TENET HEALTHCARE CORP COM 88033G10 1717751 107025 X 6 106463 0 562
TERADYNE INC COM 88077010 68359 2686 X 13 0 0 2686
TERADYNE INC COM 88077010 1882179 73958 X 3 73958 0 0
TERADYNE INC COM 88077010 297180 11677 X 5 7512 0 4165
TERADYNE INC COM 88077010 172118 6763 X X 6 6663 0 100
TERADYNE INC COM 88077010 686361 26969 X 6 25944 150 875
TERADYNE INC COM 88077010 348970 13712 6 0 0 0
TERADYNE INC COM 88077010 4017283 157850 X 8 157850 0 0
TERADYNE INC SDCV 3.750%10/ 880770AD 46000000 40000000 6 0 0 0
TESORO PETE CORP COM 88160910 5828 400 X 3 400 0 0
TESORO PETE CORP COM 88160910 2325051 159578 X 5 159578 0 0
TESORO PETE CORP COM 88160910 22773 1563 X 6 1563 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 40040223 704633 X 3 704633 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 9160140 161526 X 5 109070 0 52456
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 7020585 123798 X X 6 99048 6900 17850
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 10684334 188403 X 6 184721 400 3282
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TETRA TECH INC NEW COM 88162G10 216207 8697 X 6 0 0 8697
TEXAS GENCO HLDGS INC COM 88244310 1625244 50025 X 3 50025 0 0
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TEXAS INDS INC COM 88249110 8769 237 X 13 0 0 237
TEXAS INDS INC COM 88249110 18056 488 X 5 488 0 0
TEXAS INDS INC COM 88249110 315166 8518 X X 6 7118 1400 0
TEXAS INDS INC COM 88249110 37000 1000 X 6 1000 0 0
TEXAS INSTRS INC COM 88250810 11752 400 X X 1 400 0 0
TEXAS INSTRS INC COM 88250810 367044 12493 X 1 12493 0 0
TEXAS INSTRS INC COM 88250810 20860 710 X 11 0 0 710
TEXAS INSTRS INC COM 88250810 512505 17444 X 13 0 0 17444
TEXAS INSTRS INC COM 88250810 204747584 7057664 X 3 7057664 0 0
TEXAS INSTRS INC COM 88250810 38135 1298 X 4 1298 0 0
TEXAS INSTRS INC COM 88250810 16322883 555578 X 5 394659 0 160919
TEXAS INSTRS INC COM 88250810 46855753 1594818 X X 6 1378496 116532 99790
TEXAS INSTRS INC COM 88250810 105196089 3580534 X 6 2978786 5892 595856
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TEXTRON INC COM 88320310 91296 1600 X X 1 1600 0 0
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TEXTRON INC COM 88320310 1733140 30374 X 5 28822 0 1552
TEXTRON INC COM 88320310 3415497 59858 X X 6 58358 1500 0
TEXTRON INC COM 88320310 6621071 116037 X 6 82405 600 33032
THERASENSE INC COM 88338110 5501300 271000 X 3 271000 0 0
THERASENSE INC COM 88338110 189995 9415 X 5 0 0 9415
THERMO ELECTRON CORP COM 88355610 30240 1200 X 11 0 0 1200
THERMO ELECTRON CORP COM 88355610 17989655 710430 X 3 710430 0 0
THERMO ELECTRON CORP COM 88355610 567983 22539 X 5 2039 0 20500
THERMO ELECTRON CORP COM 88355610 534492 21210 X X 6 20688 0 522
THERMO ELECTRON CORP COM 88355610 3605137 143061 X 6 40795 335 101931
THERMO ELECTRON CORP COM 88355610 130511 5179 X X 7 5179 0 0
THOMAS & BETTS CORP COM 88431510 519397 22691 X 3 22691 0 0
THOMAS & BETTS CORP COM 88431510 138576 6054 X 5 500 0 5554
THOMAS & BETTS CORP COM 88431510 4262049 186197 X X 6 185997 0 200
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THOMAS INDS INC COM 88442510 437756 12630 X 5 12630 0 0
THOMAS INDS INC COM 88442510 111605 3220 X 6 3220 0 0
THOMSON SPONSORED ADR 88511810 577443 27110 X 6 27110 0 0
THOR INDS INC COM 88516010 5622 100 X 3 100 0 0
THOR INDS INC COM 88516010 1044792 18584 X 5 9574 0 9010
THORATEC CORP COM NEW 88517530 647534 49700 X 3 49700 0 0
THORATEC CORP COM NEW 88517530 101979 7887 X 5 5035 0 2852
THORNBURG MTG INC COM 88521810 68000 2500 X 13 0 0 2500
THORNBURG MTG INC COM 88521810 1119362 41153 X 5 25703 0 15450
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THORNBURG MTG INC COM 88521810 530074 19488 X 6 8488 0 11000
THORNBURG MTG INC COM 88521810 194480 7150 6 0 0 0
3COM CORP COM 88553510 14706 1800 X 11 0 0 1800
3COM CORP COM 88553510 1846 226 X 13 0 0 226
3COM CORP COM 88553510 2971777 363749 X 3 363749 0 0
3COM CORP COM 88553510 963276 117904 X 5 100534 0 17370
3COM CORP COM 88553510 824663 100938 X X 6 100938 0 0
3COM CORP COM 88553510 13211 1617 X 6 1617 0 0
3COM CORP COM 88553510 2835807 347100 X 8 347100 0 0
THREE FIVE SYS INC COM 88554L10 128438 24511 X 5 24511 0 0
3M CO COM 88579Y10 4791441 56350 X X 1 56350 0 0
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3M CO COM 88579Y10 104923926 1237645 X 3 1237645 0 0
3M CO COM 88579Y10 36125287 424853 X 5 351640 0 73213
3M CO COM 88579Y10 200934903 2363106 X X 6 2254748 62060 46298
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TIDEWATER INC COM 88642310 798005 26707 X 6 26707 0 0
TIFFANY & CO NEW COM 88654710 3193771 72911 X 3 72911 0 0
TIFFANY & CO NEW COM 88654710 493900 10927 X 5 10045 0 882
TIFFANY & CO NEW COM 88654710 332310 7352 X X 6 7252 0 100
TIFFANY & CO NEW COM 88654710 1059172 23433 X 6 22200 0 1233
TIMBERLAND CO CL A 88710010 4463930 85725 X 3 85725 0 0
TIMBERLAND CO CL A 88710010 2793191 53643 X 5 53593 0 50
TIMBERLAND CO CL A 88710010 104296 2003 X 6 35 0 1968
TIME WARNER INC COM 88731710 62965 3500 X X 1 3500 0 0
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TIME WARNER INC COM 88731710 4623880 257025 X 11 16950 0 240075
TIME WARNER INC COM 88731710 654386 36375 X 13 0 0 36375
TIME WARNER INC COM 88731710 90797764 5221187 X 3 5221187 0 0
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TIME WARNER INC COM 88731710 19403150 1078552 X 5 745856 0 332696
TIME WARNER INC COM 88731710 5983420 332597 X X 6 239301 8429 84867
TIME WARNER INC COM 88731710 31178523 1733103 X 6 612362 223 1120518
TIME WARNER INC COM 88731710 18296 1017 X X 7 1017 0 0
TIME WARNER INC COM 88731710 52459 2916 X 7 2916 0 0
TIME WARNER TELECOM INC CL A 88731910 10086471 990370 X 3 990370 0 0
TIME WARNER TELECOM INC CL A 88731910 36144 3568 X 5 68 0 3500
TIME WARNER TELECOM INC CL A 88731910 27300 2695 X X 6 2695 0 0
TIME WARNER TELECOM INC CL A 88731910 1114877 110057 X 6 91075 115 18867
TIMKEN CO COM 88738910 4012 200 X 11 0 0 200
TIMKEN CO COM 88738910 9570559 478000 X 3 478000 0 0
TIMKEN CO COM 88738910 133700 6665 X 5 3679 0 2986
TIMKEN CO COM 88738910 536404 26740 X X 6 26140 600 0
TIMKEN CO COM 88738910 16048 800 X 6 800 0 0
TITAN CORP COM 88826610 1731670 79398 X 3 79398 0 0
TITAN CORP COM 88826610 94677 4341 X 5 3240 0 1101
TITAN CORP COM 88826610 2508 115 X 6 115 0 0
TOLL BROTHERS INC COM 88947810 77731 1955 X 13 0 0 1955
TOLL BROTHERS INC COM 88947810 2888314 72811 X 3 72811 0 0
TOLL BROTHERS INC COM 88947810 1997542 50240 X 5 37261 0 12979
TOLL BROTHERS INC COM 88947810 14711 370 X X 6 370 0 0
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TOLL BROTHERS INC COM 88947810 7753 195 X X 7 195 0 0
TOOTSIE ROLL INDS INC COM 89051610 37080 1030 X 11 0 0 1030
TOOTSIE ROLL INDS INC COM 89051610 15696 436 X 13 0 0 436
TOOTSIE ROLL INDS INC COM 89051610 1809648 50268 X 3 50268 0 0
TOOTSIE ROLL INDS INC COM 89051610 2291289 63647 X 5 62682 0 965
TOOTSIE ROLL INDS INC COM 89051610 100692 2797 X X 6 2797 0 0
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TOPPS INC COM 89078610 16488 1607 X 13 0 0 1607
TOPPS INC COM 89078610 3603856 351253 X 3 351253 0 0
TOPPS INC COM 89078610 7695 750 X X 6 750 0 0
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TORCHMARK CORP COM 89102710 315547 6929 X 13 0 0 6929
TORCHMARK CORP COM 89102710 2079220 43157 X 3 43157 0 0
TORCHMARK CORP COM 89102710 764252 16782 X 5 16782 0 0
TORCHMARK CORP COM 89102710 454717 9985 X X 6 9985 0 0
TORCHMARK CORP COM 89102710 5383374 118212 X 6 83759 0 34453
TORO CO COM 89109210 460938 9934 X 5 9559 0 375
TORO CO COM 89109210 27840 600 X X 6 0 600 0
TORONTO DOMINION BK ONT COM NEW 89116050 4010 120 X 5 90 0 30
TORONTO DOMINION BK ONT COM NEW 89116050 16242 486 X X 6 486 0 0
TORONTO DOMINION BK ONT COM NEW 89116050 334200 10000 X 6 10000 0 0
TOTAL S A SPONSORED ADR 89151E10 12119 131 X 13 0 0 131
TOTAL S A SPONSORED ADR 89151E10 9893918 107319 X 3 107319 0 0
TOTAL S A SPONSORED ADR 89151E10 3779866 40859 X 5 28523 0 12336
TOTAL S A SPONSORED ADR 89151E10 611121 6606 X X 6 6008 0 598
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TOWER AUTOMOTIVE INC COM 89170710 14992 2195 X 5 2000 0 195
TOWER AUTOMOTIVE INC COM 89170710 153675 22500 X X 6 22500 0 0
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TOTAL SYS SVCS INC COM 89190610 2442958 78476 X X 6 78476 0 0
TOTAL SYS SVCS INC COM 89190610 115181 3700 X 6 3700 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1513 22 X 13 0 0 22
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2221588 32000 X 3 32000 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1474280 21444 X 5 5348 0 16096
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 71294 1037 X X 6 1037 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 609538 8866 X 6 8866 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3850 56 X X 7 56 0 0
TOYS R US INC COM 89233510 873664 69119 X 13 0 0 69119
TOYS R US INC COM 89233510 1028896 81400 X 3 81400 0 0
TOYS R US INC COM 89233510 1778157 140677 X 5 56170 0 84507
TOYS R US INC COM 89233510 147168 11643 X X 6 1455 188 10000
TOYS R US INC COM 89233510 738088 58393 X 6 43980 0 14413
TPG N V SPONSORED ADR 89233910 35503 1505 X 5 1350 0 155
TPG N V SPONSORED ADR 89233910 7761 329 X X 6 329 0 0
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TPG N V SPONSORED ADR 89233910 3208 136 X X 7 136 0 0
TRACTOR SUPPLY CO COM 89235610 1942633 49952 X 3 49952 0 0
TRACTOR SUPPLY CO COM 89235610 2104622 53973 X 5 32933 0 21040
TRACTOR SUPPLY CO COM 89235610 4211 108 X X 6 108 0 0
TRACTOR SUPPLY CO COM 89235610 472724 12123 X 6 10057 0 2066
TRANS LUX CORP NOTE 7.500%12/ 893247AD 23500 25000 X 5 0 0 25000
TRANSACTION SYS ARCHITECTS CL A 89341610 17727663 783370 X 3 783370 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 267774 12024 X 5 12024 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 11135 500 X 6 500 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 1211601 51144 X 5 50344 0 800
TRANSAMERICA INCOME SHS INC COM 89350610 42168 1780 X X 6 1780 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 30963 1307 X 6 1307 0 0
TRANSATLANTIC HLDGS INC COM 89352110 13332 165 X 4 165 0 0
TRANSATLANTIC HLDGS INC COM 89352110 313908 3885 X 5 122 0 3763
TRANSATLANTIC HLDGS INC COM 89352110 38380 475 X X 6 475 0 0
TRANSATLANTIC HLDGS INC COM 89352110 103182 1277 X 6 1277 0 0
TRANSATLANTIC HLDGS INC COM 89352110 3636 45 X X 7 45 0 0
TRANSATLANTIC HLDGS INC COM 89352110 27068 335 X 7 335 0 0
TRANSCANADA CORP COM 89353D10 522521 24292 X 5 1600 0 22692
TRANSCANADA CORP COM 89353D10 10604 493 X X 6 493 0 0
TRANSCANADA CORP COM 89353D10 21510 1000 X 6 1000 0 0
TRANSCANADA CORP COM 89353D10 18972 882 X X 7 882 0 0
TRANSMETA CORP DEL COM 89376R10 168895 49675 X 5 46100 0 3575
TRANSMETA CORP DEL COM 89376R10 29138 8570 6 0 0 0
TRANSWITCH CORP COM 89406510 26128 11360 X 5 11360 0 0
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 2366 141 X X 1 141 0 0
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TRAVELERS PPTY CAS CORP NEW CL A 89420G10 151758 9044 X 13 0 0 9044
TRAVELERS PPTY CAS CORP NEW CL A 89420G10 13088 756 X 3 756 0 0
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ALCON INC COM SHS H0130110 636639 10516 X 5 5846 0 4670
UBS AG NAMEN AKT H8920M85 1699750 25000 X 3 25000 0 0
UBS AG NAMEN AKT H8920M85 91650 1348 X 5 614 0 734
UBS AG NAMEN AKT H8920M85 279507 4111 X X 6 4111 0 0
UBS AG NAMEN AKT H8920M85 1057924 15560 X 6 14907 0 653
SBS BROADCASTING SA ORD L8137F10 293074 8990 X 5 8990 0 0
SBS BROADCASTING SA ORD L8137F10 805416 24706 X 6 24706 0 0
BACKWEB TECHNOLOGIES LTD ORD M1563310 1131260 870200 X 5 870200 0 0
BACKWEB TECHNOLOGIES LTD ORD M1563310 130 100 X X 6 100 0 0
CHECK POINT SOFTWARE TECH LT ORD M2246510 42622 2528 X 13 0 0 2528
CHECK POINT SOFTWARE TECH LT ORD M2246510 2683657 159173 X 5 120545 0 38628
CHECK POINT SOFTWARE TECH LT ORD M2246510 73678 4370 X X 6 3370 0 1000
CHECK POINT SOFTWARE TECH LT ORD M2246510 208170 12347 X 6 12347 0 0
COMPUGEN LTD ORD M2572210 60600 12000 X X 6 12000 0 0
ELTEK LTD ORD M4018410 12932 10600 X 5 10600 0 0
HEALTHCARE TECHNOLOGIES LTD COM M5296L13 2280 2000 X X 6 2000 0 0
HEALTHCARE TECHNOLOGIES LTD COM M5296L13 15960 14000 X 6 14000 0 0
LANOPTICS LTD ORD M6706C10 592670 61100 X 5 61100 0 0
LUMENIS LTD SHS M6778Q10 47257 35005 X 5 35005 0 0
MAGAL SECURITY SYS LTD ORD M6786D10 402215 51500 X 3 51500 0 0
MAGAL SECURITY SYS LTD ORD M6786D10 253100 32242 X 5 9738 0 22504
M SYS FLASH DISK PIONEERS LT ORD M7061C10 1209600 70000 X 3 70000 0 0
M SYS FLASH DISK PIONEERS LT ORD M7061C10 811802 47061 X 5 47061 0 0
M SYS FLASH DISK PIONEERS LT ORD M7061C10 29566 1714 6 0 0 0
ORBOTECH LTD ORD M7525310 272580 11405 X 5 10330 0 1075
ORBOTECH LTD ORD M7525310 1577 66 X 6 66 0 0
RADWARE LTD ORD M8187310 264325 9700 X 5 9700 0 0
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 19739569 304900 X 3 304900 0 0
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 536769 8322 X 5 320 0 8002
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 16448 255 X X 6 255 0 0
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 3225 50 X 6 50 0 0
TEFRON LTD ORD M8748210 216933 50100 X 5 50100 0 0
TEFRON LTD ORD M8748210 2165 500 X 6 500 0 0
VERISITY LTD ORD M9738511 314364 24656 X 6 24656 0 0
ASML HLDG NV N Y SHS N0705911 278354 13883 X 5 13883 0 0
ASML HLDG NV N Y SHS N0705911 22797 1137 X X 6 1137 0 0
ASML HLDG NV N Y SHS N0705911 68832 3433 X 6 3369 0 64
CNH GLOBAL N V SHS NEW N2093520 1603560 96600 X 3 96600 0 0
CNH GLOBAL N V SHS NEW N2093520 178832 10773 X 5 10074 0 699
CNH GLOBAL N V SHS NEW N2093520 295480 17800 X 6 0 0 17800
CORE LABORATORIES N V COM N2271710 111823 0 X 3 0 0 0
CORE LABORATORIES N V COM N2271710 110237 6605 X 5 4870 0 1735
CORE LABORATORIES N V COM N2271710 668 40 X 6 40 0 0
ORTHOFIX INTL N V COM N6748L10 12735 260 X 5 260 0 0
ORTHOFIX INTL N V COM N6748L10 357554 7300 X 6 7300 0 0
KERZNER INTERNATIONAL LTD SHS P6065Y10 82985 2130 X 5 2130 0 0
KERZNER INTERNATIONAL LTD SHS P6065Y10 229085 5880 X 6 5880 0 0
STEINER LEISURE LTD ORD P8744Y10 4944987 343850 X 3 343850 0 0
STEINER LEISURE LTD ORD P8744Y10 13852 970 X X 6 970 0 0
STEINER LEISURE LTD ORD P8744Y10 649726 45499 X 6 41657 42 3800
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 354002 10900 X 3 10900 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 571217 16419 X 5 16419 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 9741 280 X X 6 280 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1250527 35945 X 6 35845 0 100
ASE TEST LTD ORD Y0251610 1595802 106600 X 3 106600 0 0
ASE TEST LTD ORD Y0251610 92889 6205 X 6 6205 0 0
FLEXTRONICS INTL LTD ORD Y2573F10 113960 7700 X 1 7700 0 0
FLEXTRONICS INTL LTD ORD Y2573F10 23680 1600 X 13 0 0 1600
FLEXTRONICS INTL LTD ORD Y2573F10 74552269 5019061 X 3 5019061 0 0
FLEXTRONICS INTL LTD ORD Y2573F10 6353152 429267 X 5 231316 0 197951
FLEXTRONICS INTL LTD ORD Y2573F10 2267774 153228 X X 6 146513 3678 3037
FLEXTRONICS INTL LTD ORD Y2573F10 14033478 948208 X 6 766909 2490 178809
FLEXTRONICS INTL LTD ORD Y2573F10 25545 1726 X 7 1726 0 0
GIGAMEDIA LTD ORD Y2711Y10 30561 18300 X 5 0 0 18300
OMI CORP NEW COM Y6476W10 474763 53165 X 5 46565 0 6600
TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 13164056 230867 X 3 230867 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 97407 1708 X 5 1708 0 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 308703 5413 X X 6 5273 140 0
TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 536082 9400 X 6 9400 0 0