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, 2004
Check here if Amendment []; Amendment Number:
This Amendment (Check only one.): [] is a restatement
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Wachovia Corporation
Address: One Wachovia Center
301 South College Street
Charlotte, NC 28288-0137
13F File Number: 028-04771
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Karen F. Knudtsen
Title: Vice President and Compliance Officer
Phone: (704) 374-2249
Signature, Place and Date of Signing:
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 12
Form 13F Information Table Entry Total: 12,320
Form 13F Information Table Value Total: $70,635,612,292
List of Other Included Managers:
No. 13F File Number Name
03 801-08327 Evergreen Investment Management Company, LLC.
04 Wachovia Bank of Delaware, National Association
05 Wachovia Securities, LLC.
06 Wachovia Bank, National Association
07 Wachovia Trust Company, National Association
09 028-06346 Tattersall Advisory Group, Inc.
11 028-03755 J.L. Kaplan Associates, LLC.
13 Wachovia Securities Financial Network, LLC.
17 Wachovia Affordable Housing Community Development Corp.
18 Wachovia Corporation
19 Wachovia Investors, Inc.
20 Wachovia Securities International Ltd.
Wachovia Corporation
Form 13F
As Of 12/31/2004
Item 4:
Fair Item 5: Item 6: Item 8:
Item 3: Market Shares Or Investment Voting Authority
Item 1: Item 2: Cusip Value Principal Discretion Item 7: (A) (B) (C)
Name of Issuer Title of Class Number (000) Amount (A)(B)(C) Mgrs Sole Shared None
----------------------------- --------------- -------- ---------- ---------- ------------- ------- ---------- ---------- ----------
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A D C TELECOMMUNICATIONS COM 00088610 1219 453807 X 3 453807 0 0
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A D C TELECOMMUNICATIONS COM 00088610 35 12925 X X 6 12925 0 0
A D C TELECOMMUNICATIONS COM 00088610 3933 1668341 X 6 16640 0 1651701
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ACM INCOME FUND INC COM 00091210 334 40990 X X 6 40990 0 0
ACM INCOME FUND INC COM 00091210 65 7917 X 6 7917 0 0
ACM MANAGED INCOME FD INC COM 00091910 56 14300 X 5 0 0 14300
ABN AMRO HLDG NV SPONSORED ADR 00093710 16 600 X 13 0 0 600
ABN AMRO HLDG NV SPONSORED ADR 00093710 5 203 X X 4 203 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 958 36242 X 5 0 0 36242
ABN AMRO HLDG NV SPONSORED ADR 00093710 134 5032 X X 6 3541 0 1491
ABN AMRO HLDG NV SPONSORED ADR 00093710 801 30130 X 6 30130 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 4 156 X X 7 156 0 0
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ACM MUN SECS INCOME FD INC COM 00094210 75 6920 X 6 6920 0 0
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ACM MANAGED DLR INCOME FD COM 00094910 2 200 X 6 200 0 0
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ASM INTL NV NOTE 5.250% 5/ 00207DAE 7378 6500000 X 6 6500000 0 0
1
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ACCESSITY CORP COM NEW 00433F20 75 12500 X 5 0 0 12500
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CALLAWAY GOLF CO COM 13119310 1044 77309 X 3 77309 0 0
CALLAWAY GOLF CO COM 13119310 262 20256 X 5 1 0 20255
CALLAWAY GOLF CO COM 13119310 2 169 X 6 169 0 0
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CALPINE CORP COM 13134710 924 234412 X 3 234412 0 0
CALPINE CORP COM 13134710 951 250331 X 5 0 0 250331
CALPINE CORP COM 13134710 15 3755 X X 6 955 1800 1000
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CAMECO CORP COM 13321L10 31 300 X 6 300 0 0
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CAMPBELL SOUP CO COM 13442910 584 19653 X 5 0 0 19653
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CAMPBELL SOUP CO COM 13442910 7 248 X 7 248 0 0
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CAPSTONE TURBINE CORP COM 14067D10 7 4000 X 6 3000 0 1000
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CARMAX INC COM 14313010 53 1701 X X 6 1701 0 0
CARMAX INC COM 14313010 320 10439 X 6 9117 0 1322
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CARNIVAL CORP NOTE 10/ 143658AS 149 15500000 X 20 15500000 0 0
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CARPENTER TECHNOLOGY CORP COM 14428510 46 826 X 5 0 0 826
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CARRAMERICA RLTY CORP COM 14441810 33 1000 X X 6 1000 0 0
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CASEYS GEN STORES INC COM 14752810 600 33315 X 5 0 0 33315
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CASH AMER INTL INC COM 14754D10 29 1000 X 5 0 0 1000
CASH AMER INTL INC COM 14754D10 148 4980 X X 6 4980 0 0
CASH AMER INTL INC COM 14754D10 1484 50039 X 6 42985 0 7054
CASTLE A M & CO COM 14841110 460 40506 X 5 0 0 40506
CASUAL MALE RETAIL GRP INC NOTE 5.000% 1/ 148711AB 7608 8500000 X 20 8500000 0 0
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CATALINA LTG INC COM NEW 14886520 459 52996 X 6 52996 0 0
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CATALINA MARKETING CORP COM 14886710 18 606 X X 6 606 0 0
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CATERPILLAR INC DEL COM 14912310 28066 287832 X X 6 239589 16809 31434
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CEDAR FAIR L P DEPOSITRY UNIT 15018510 264 8035 X 6 8035 0 0
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CELGENE CORP COM 15102010 2521 93982 X 3 93982 0 0
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CELGENE CORP COM 15102010 599 22583 X X 6 22583 0 0
CELGENE CORP COM 15102010 949 35339 X 6 21760 24 13555
CELGENE CORP COM 15102010 2 62 X 7 62 0 0
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CENDANT CORP COM 15131310 95438 4073921 X 3 4073921 0 0
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CENDANT CORP COM 15131310 7374 315419 X X 6 248292 47929 19198
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CENTENE CORP DEL COM 15135B10 48 1686 X X 6 1686 0 0
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CENTERPOINT ENERGY INC COM 15189T10 11 1000 X 7 1000 0 0
CENTERPOINT ENERGY INC NOTE 3.750% 5/ 15189TAC 2987 2600000 X 3 2600000 0 0
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CENTEX CORP COM 15231210 124 2075 X 11 0 2075 0
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CYTYC CORP COM 23294610 617 22492 X 6 7852 0 14640
CYTYC CORP COM 23294610 2 72 X X 7 72 0 0
CYTYC CORP NOTE 2.250% 3/ 232946AB 6038 5000000 X 20 5000000 0 0
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CYCLE CTRY ACCESSORIES CORP COM 23298410 155 27400 X 5 0 0 27400
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DST SYS INC DEL DBCV 4.125% 8/ 233326AB 0 11000 X 5 0 0 11000
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DST SYS INC DEL DBCV 4.125% 8/ 233326AB 3 2000 X X 6 2000 0 0
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DEL MONTE FOODS CO COM 24522P10 3 267 X 11 0 267 0
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DEVON ENERGY CORP NEW DEB 4.900% 8/ 25179MAA 15 14000 X 5 1000 0 13000
1
DEVON ENERGY CORP NEW DEB 4.950% 8/ 25179MAB 16 15000 X 5 11000 0 4000
1
DEVRY INC DEL COM 25189310 1365 78651 X 3 78651 0 0
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DIME BANCORP INC NEW *W EXP 99/99/99 25429Q11 1 7195 X 5 0 0 7195
9
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DISNEY WALT CO NOTE 2.125% 4/ 254687AU 0 4000 X 5 0 0 4000
1
DISNEY WALT CO NOTE 2.125% 4/ 254687AU 0 5000 X X 6 5000 0 0
1
DISNEY WALT CO NOTE 2.125% 4/ 254687AU 0 20000 X 6 20000 0 0
1
DIXIE GROUP INC CL A 25551910 255 15100 X 3 15100 0 0
DIXIE GROUP INC SDCV 7.000% 5/ 255519AA 0 16000 X 6 16000 0 0
1
DR REDDYS LABS LTD ADR 25613520 1388 70000 X 3 70000 0 0
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DOLLAR GEN CORP COM 25666910 519 24800 X 13 0 0 24800
DOLLAR GEN CORP COM 25666910 5419 260884 X 3 260884 0 0
DOLLAR GEN CORP COM 25666910 537 25655 X 5 0 0 25655
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FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 134 1900 X 6 0 0 1900
FOX ENTMT GROUP INC CL A 35138T10 47 1490 X 13 0 0 1490
FOX ENTMT GROUP INC CL A 35138T10 8180 261668 X 3 261668 0 0
FOX ENTMT GROUP INC CL A 35138T10 1182 37700 X 5 0 0 37700
FOX ENTMT GROUP INC CL A 35138T10 45 1453 X X 6 0 0 1453
FOX ENTMT GROUP INC CL A 35138T10 7757 248283 X 6 192210 0 56073
FRANCE TELECOM SPONSORED ADR 35177Q10 13176 394000 X 3 394000 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 302 9176 X 5 0 0 9176
FRANCE TELECOM SPONSORED ADR 35177Q10 214 6472 X X 6 5192 0 1280
FRANCE TELECOM SPONSORED ADR 35177Q10 1694 51222 X 6 51222 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 3 80 X X 7 80 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 19 581 X 7 581 0 0
FRANKLIN COVEY CO COM 35346910 34 14000 X 5 0 0 14000
FRANKLIN ELEC INC COM 35351410 675 15812 X 5 0 0 15812
FRANKLIN ELEC INC COM 35351410 247 5838 X 6 5838 0 0
FRANKLIN RES INC COM 35461310 36467 523577 X 3 523577 0 0
FRANKLIN RES INC COM 35461310 5 70 X 4 70 0 0
FRANKLIN RES INC COM 35461310 5969 85843 X 5 0 0 85843
FRANKLIN RES INC COM 35461310 2862 41095 X X 6 33350 500 7245
FRANKLIN RES INC COM 35461310 8035 115724 X 6 67957 0 47767
FRANKLIN RES INC COM 35461310 21 300 X X 7 300 0 0
FRANKLIN TEMPLETON LTD DUR I COM 35472T10 253 17252 X 5 0 0 17252
FRANKLIN UNVL TR SH BEN INT 35514510 340 56695 X 13 0 0 56695
FRANKLIN UNVL TR SH BEN INT 35514510 419 69785 X 5 0 0 69785
FRANKLIN UNVL TR SH BEN INT 35514510 6 1000 X 6 1000 0 0
FREDS INC CL A 35610810 27 1650 X 5 0 0 1650
FREDS INC CL A 35610810 76 4364 X X 6 4364 0 0
FREDS INC CL A 35610810 574 32984 X 6 32984 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 29246 763534 X 3 763534 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 581 15616 X 5 132 0 15484
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 605 15832 X X 6 4932 10580 320
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1624 42365 X 6 22942 0 19423
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3 84 X X 7 84 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 3 74 X 7 74 0 0
FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/ 35671DAK 8278 5500000 X 3 5500000 0 0
1
FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 12 700 X 3 700 0 0
FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 10 550 X 5 0 0 550
FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 5 256 X X 6 256 0 0
FREESCALE SEMICONDUCTOR INC COM CL A 35687M10 199 11196 X 6 8130 0 3066
FREESCALE SEMICONDUCTOR INC CL B 35687M20 1 43 X 13 0 0 43
FREESCALE SEMICONDUCTOR INC CL B 35687M20 8586 464816 X 3 464816 0 0
FREESCALE SEMICONDUCTOR INC CL B 35687M20 0 15 X 4 15 0 0
FREESCALE SEMICONDUCTOR INC CL B 35687M20 841 47033 X 5 0 0 47033
FREESCALE SEMICONDUCTOR INC CL B 35687M20 1584 86250 X X 6 75511 1487 9252
FREESCALE SEMICONDUCTOR INC CL B 35687M20 4539 247246 X 6 127773 23 119450
FREESCALE SEMICONDUCTOR INC CL B 35687M20 5 294 X X 7 294 0 0
FREESCALE SEMICONDUCTOR INC CL B 35687M20 8 438 X 7 438 0 0
FREMONT GEN CORP COM 35728810 213 8442 X 3 8442 0 0
FREMONT GEN CORP COM 35728810 937 37862 X 5 0 0 37862
FREMONT GEN CORP COM 35728810 19 754 X X 6 754 0 0
FREMONT GEN CORP COM 35728810 31 1234 X 6 1234 0 0
FREMONT GEN CORP COM 35728810 2 88 X 7 88 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 353 13167 X 3 13167 0 0
FRESENIUS MED CARE AG SPONSORED ADR 35802910 238 8891 X 5 0 0 8891
FRESENIUS MED CARE AG SPONSORED ADR 35802910 55 2042 X 6 2042 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 7259 374343 X 3 374343 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 2229 116462 X 5 0 0 116462
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 222 11436 X X 6 6426 2880 2130
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 673 34756 X 6 32336 0 2420
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 155 8000 X X 7 8000 0 0
FRONTIER OIL CORP COM 35914P10 67 2500 X 3 2500 0 0
FRONTIER OIL CORP COM 35914P10 328 12796 X 5 0 0 12796
FRONTIER OIL CORP COM 35914P10 27 1000 X 6 1000 0 0
FROZEN FOOD EXPRESS INDS INC COM 35936010 1318 105766 X 5 0 0 105766
FUEL-TECH N V COM 35952310 2 400 X 5 0 0 400
FUEL-TECH N V COM 35952310 17 3545 X X 6 3545 0 0
FUEL-TECH N V COM 35952310 149 31877 X 6 31877 0 0
FUELCELL ENERGY INC COM 35952H10 173 17440 X 5 0 0 17440
FUELCELL ENERGY INC COM 35952H10 124 12425 X 6 8000 0 4425
FUJI PHOTO FILM LTD ADR 35958630 14 387 X X 4 387 0 0
FUJI PHOTO FILM LTD ADR 35958630 208 5675 X 5 0 0 5675
FUJI PHOTO FILM LTD ADR 35958630 9 239 X X 6 239 0 0
FUJI PHOTO FILM LTD ADR 35958630 210 5689 X 6 5689 0 0
FUJI PHOTO FILM LTD ADR 35958630 13 357 X X 7 357 0 0
FULLER H B CO COM 35969410 1252 43899 X 3 43899 0 0
FULLER H B CO COM 35969410 122 4280 X X 6 4280 0 0
FULLER H B CO COM 35969410 958 33601 X 6 33601 0 0
FULTON FINL CORP PA COM 36027110 232 9930 X 13 0 0 9930
FULTON FINL CORP PA COM 36027110 367 15727 X 3 15727 0 0
FULTON FINL CORP PA COM 36027110 10 445 X 5 0 0 445
FULTON FINL CORP PA COM 36027110 1208 51817 X X 6 42999 8818 0
FULTON FINL CORP PA COM 36027110 3668 157427 X 6 155054 0 2373
FURNITURE BRANDS INTL INC COM 36092110 30293 1209309 X 11 0 1209309 0
FURNITURE BRANDS INTL INC COM 36092110 7352 293494 X 3 293494 0 0
FURNITURE BRANDS INTL INC COM 36092110 478 19083 X 5 0 0 19083
FURNITURE BRANDS INTL INC COM 36092110 26 1050 X X 6 1050 0 0
FURNITURE BRANDS INTL INC COM 36092110 340 13585 X 6 10825 0 2760
GATX CORP COM 36144810 1481 50106 X 3 50106 0 0
GATX CORP COM 36144810 94 3250 X 5 0 0 3250
GATX CORP COM 36144810 35 1200 X X 6 1200 0 0
GATX CORP COM 36144810 100 3395 X 6 3200 0 195
GABELLI EQUITY TR INC COM 36239710 63 6969 X 11 0 6969 0
GABELLI EQUITY TR INC COM 36239710 14 1500 X 13 0 0 1500
GABELLI EQUITY TR INC COM 36239710 323 35876 X 5 0 0 35876
GABELLI EQUITY TR INC COM 36239710 16 1800 X X 6 1800 0 0
GABELLI EQUITY TR INC COM 36239710 22 2459 X 6 2459 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 3 248 X 11 0 248 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1212 112768 X 5 0 0 112768
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1 132 X 6 132 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 753 70500 X 9 70500 0 0
GABELLI ASSET MGMT INC CL A 36239Y10 0 1 X 5 1 0 0
GABELLI ASSET MGMT INC CL A 36239Y10 57 1170 X X 6 1170 0 0
GABELLI ASSET MGMT INC CL A 36239Y10 272 5596 X 6 5596 0 0
GABELLI UTIL TR COM 36240A10 0 50 X 13 0 0 50
GABELLI UTIL TR COM 36240A10 186 19706 X 5 1 0 19705
GABELLI UTIL TR COM 36240A10 35 3720 X X 6 3720 0 0
GABELLI UTIL TR COM 36240A10 2 192 X 6 192 0 0
GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 5 515 X 13 0 0 515
GABELLI CONV & INCOME SECS F CONV SECS FD 36240B10 149 16010 X 5 0 0 16010
GABLES RESIDENTIAL TR SH BEN INT 36241810 199 5651 X 5 0 0 5651
GABLES RESIDENTIAL TR SH BEN INT 36241810 43 1200 X X 6 1200 0 0
GABLES RESIDENTIAL TR SH BEN INT 36241810 166 4640 X 6 4640 0 0
GABELLI DIVD & INCOME TR COM 36242H10 878 48382 X 5 0 0 48382
GABELLI DIVD & INCOME TR COM 36242H10 9 500 X X 6 500 0 0
GALLAGHER ARTHUR J & CO COM 36357610 12336 379580 X 11 0 379580 0
GALLAGHER ARTHUR J & CO COM 36357610 1 40 X 13 0 0 40
GALLAGHER ARTHUR J & CO COM 36357610 3408 104876 X 3 104876 0 0
GALLAGHER ARTHUR J & CO COM 36357610 1141 34902 X 5 0 0 34902
GALLAGHER ARTHUR J & CO COM 36357610 199 6124 X X 6 5294 0 830
GALLAGHER ARTHUR J & CO COM 36357610 138 4272 X 6 3800 0 472
GALLAHER GROUP PLC SPONSORED ADR 36359510 195 3253 X 5 0 0 3253
GALLAHER GROUP PLC SPONSORED ADR 36359510 10110 166531 X X 6 132991 21360 12180
GALLAHER GROUP PLC SPONSORED ADR 36359510 3881 63951 X 6 63601 0 350
GAMESTOP CORP CL A 36466R10 5269 235652 X 11 0 235652 0
GAMESTOP CORP CL A 36466R10 4 200 X 5 0 0 200
GAMESTOP CORP CL A 36466R10 8 370 X X 6 370 0 0
GAMESTOP CORP CL A 36466R10 521 23312 X 6 23312 0 0
GAMESTOP CORP COM CL B 36466R20 7540 336441 X 11 0 336441 0
GAMESTOP CORP COM CL B 36466R20 2874 128268 X 3 128268 0 0
GAMESTOP CORP COM CL B 36466R20 170 7901 X 5 0 0 7901
GAMESTOP CORP COM CL B 36466R20 9 380 X X 6 42 0 338
GAMESTOP CORP COM CL B 36466R20 47 2081 X 6 2081 0 0
GANDER MOUNTAIN CO COM 36471P10 206 16000 X 6 15000 0 1000
GANNETT INC COM 36473010 5611 68680 X 11 0 68680 0
GANNETT INC COM 36473010 1508 18570 X 13 0 0 18570
GANNETT INC COM 36473010 13106 144402 X 3 144402 0 0
GANNETT INC COM 36473010 7 80 X 4 80 0 0
GANNETT INC COM 36473010 19914 245245 X 5 0 0 245245
GANNETT INC COM 36473010 20564 251706 X X 6 176839 12018 62849
GANNETT INC COM 36473010 17874 218700 X 6 163581 718 54401
GANNETT INC COM 36473010 1 15 X X 7 15 0 0
GANNETT INC COM 36473010 112 1369 X 7 1369 0 0
GAP INC DEL COM 36476010 14 660 X 13 0 0 660
GAP INC DEL COM 36476010 9755 461892 X 3 461892 0 0
GAP INC DEL COM 36476010 1798 85740 X 5 0 0 85740
GAP INC DEL COM 36476010 3101 146828 X X 6 117267 4530 25031
GAP INC DEL COM 36476010 8163 386199 X 6 355971 3300 26928
GAP INC DEL COM 36476010 30 1400 X 7 1400 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 678 18600000 X 20 18600000 0 0
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GAP INC DEL NOTE 5.750% 3/ 364760AJ 177 4850000 X 3 4850000 0 0
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GAP INC DEL NOTE 5.750% 3/ 364760AJ 0 7000 X 5 0 0 7000
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GAP INC DEL NOTE 5.750% 3/ 364760AJ 1864 51125000 X 6 51125000 0 0
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GARDNER DENVER INC COM 36555810 107 3033 X 5 0 0 3033
GARDNER DENVER INC COM 36555810 5 150 X X 6 150 0 0
GARDNER DENVER INC COM 36555810 214 5900 X 6 5900 0 0
GARTNER INC COM 36665110 3 237 X 13 0 0 237
GARTNER INC COM 36665110 1399 112274 X 3 112274 0 0
GARTNER INC COM 36665110 25 2000 X 5 0 0 2000
GARTNER INC COM 36665110 78 6259 X X 6 6259 0 0
GARTNER INC COM 36665110 541 43473 X 6 41814 0 1659
GARTNER INC CL B 36665120 24 1934 X X 6 1674 0 260
GARTNER INC CL B 36665120 171 13874 X 6 13874 0 0
GARTNER INC CL B 36665120 3 208 X 7 208 0 0
GATEWAY INC COM 36762610 980 163057 X 3 163057 0 0
GATEWAY INC COM 36762610 143 24415 X 5 0 0 24415
GATEWAY INC COM 36762610 481 79810 X 6 0 0 79810
GAYLORD ENTMT CO NEW COM 36790510 421 10130 X 6 10130 0 0
GEHL CO COM 36848310 469 20295 X 5 0 0 20295
GEN-PROBE INC NEW COM 36866T10 9252 204653 X 3 204653 0 0
GEN-PROBE INC NEW COM 36866T10 344 7644 X 5 0 0 7644
GEN-PROBE INC NEW COM 36866T10 24 520 X X 6 220 0 300
GEN-PROBE INC NEW COM 36866T10 1463 32391 X 6 32221 0 170
GEMSTAR-TV GUIDE INTL INC COM 36866W10 337 56851 X 3 56851 0 0
GEMSTAR-TV GUIDE INTL INC COM 36866W10 20 3425 X 5 0 0 3425
GEMSTAR-TV GUIDE INTL INC COM 36866W10 7 1300 X 6 0 0 1300
GENCORP INC COM 36868210 766 41251 X 3 41251 0 0
GENCORP INC COM 36868210 43 2357 X 5 0 0 2357
GENCORP INC COM 36868210 26 1412 X X 6 1412 0 0
GENCORP INC NOTE 4.000% 1/ 368682AJ 7414 5590000 X 20 5590000 0 0
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GENELABS TECHNOLOGIES INC COM 36870610 15 12800 X 5 0 0 12800
GENENTECH INC COM NEW 36871040 31 594 X 13 0 0 594
GENENTECH INC COM NEW 36871040 11407 209536 X 3 209536 0 0
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GENENTECH INC COM NEW 36871040 1021 18753 X X 6 18753 0 0
GENENTECH INC COM NEW 36871040 2922 54618 X 6 33248 0 21370
GENERAL AMERN INVS INC COM 36880210 1087 34920 X 5 70 0 34850
GENERAL AMERN INVS INC COM 36880210 163 5197 X X 6 2362 2527 308
GENERAL DYNAMICS CORP COM 36955010 89 850 X 11 0 850 0
GENERAL DYNAMICS CORP COM 36955010 20096 192126 X 3 192126 0 0
GENERAL DYNAMICS CORP COM 36955010 8772 85983 X 5 0 0 85983
GENERAL DYNAMICS CORP COM 36955010 2812 26887 X X 6 22848 350 3689
GENERAL DYNAMICS CORP COM 36955010 9373 89352 X 6 16114 0 73238
GENERAL DYNAMICS CORP COM 36955010 10 100 X X 7 100 0 0
GENERAL ELEC CO COM 36960410 8074 221205 X 11 0 221205 0
GENERAL ELEC CO COM 36960410 17567 480090 X 13 0 0 480090
GENERAL ELEC CO COM 36960410 541381 14701801 X 3 14701801 0 0
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GENERAL ELEC CO COM 36960410 76 2069 X 4 2069 0 0
GENERAL ELEC CO COM 36960410 141299 3861695 X 5 2743 0 3858952
GENERAL ELEC CO COM 36960410 716510 19630399 X X 6 17552672 1345015 732712
GENERAL ELEC CO COM 36960410 759083 20804553 X 6 18474049 37113 2293391
GENERAL ELEC CO COM 36960410 14688 402415 X X 7 398415 4000 0
GENERAL ELEC CO COM 36960410 9353 256236 X 7 255036 0 1200
GENERAL GROWTH PPTYS INC COM 37002110 75 2126 X 13 0 0 2126
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GENERAL MLS INC COM 37033410 40 800 X 11 0 800 0
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GENERAL MLS INC COM 37033410 27 550 X X 4 550 0 0
GENERAL MLS INC COM 37033410 6892 140936 X 5 0 0 140936
GENERAL MLS INC COM 37033410 40783 820421 X X 6 757872 31925 30624
GENERAL MLS INC COM 37033410 53820 1086626 X 6 912903 2427 171296
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GENERAL MTRS CORP COM 37044210 2 44 X 11 0 44 0
GENERAL MTRS CORP COM 37044210 765 18972 X 13 0 0 18972
GENERAL MTRS CORP COM 37044210 12290 306794 X 3 306794 0 0
GENERAL MTRS CORP COM 37044210 9 215 X X 4 215 0 0
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GENERAL MTRS CORP COM 37044210 11402 284634 X X 6 170326 48307 66001
GENERAL MTRS CORP COM 37044210 6252 156389 X 6 144419 0 11970
GENERAL MTRS CORP COM 37044210 232 5781 X X 7 5781 0 0
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GENERAL MTRS CORP DEB SR CV C 33 37044271 161 6050 X 3 6050 0 0
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GENERAL MTRS CORP DEB SR CV C 33 37044271 74032 2776895 X 6 2776895 0 0
GENERAL MTRS CORP DEB SR CONV B 37044273 2500 80960 X 13 0 0 80960
GENERAL MTRS CORP DEB SR CONV B 37044273 16562 536300 X 20 536300 0 0
GENERAL MTRS CORP DEB SR CONV B 37044273 872 28250 X 5 0 0 28250
GENERAL MTRS CORP DEB SR CONV B 37044273 12377 400778 X 6 400778 0 0
GENERAL MTRS CORP DEB SR CONV A 37044274 1957 78151 X 5 0 0 78151
GENERAL MTRS CORP DEB SR CONV A 37044274 13 500 X 6 500 0 0
GENESCO INC COM 37153210 143 4721 X 5 0 0 4721
GENESCO INC COM 37153210 62 1988 X 6 1988 0 0
GENESEE & WYO INC CL A 37155910 3686 131017 X 3 131017 0 0
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GENESEE & WYO INC CL A 37155910 128 4573 X 6 0 0 4573
GENESIS MICROCHIP INC DEL COM 37184C10 10809 663000 X 3 663000 0 0
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GENESIS MICROCHIP INC DEL COM 37184C10 1436 88525 X 6 88446 79 0
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GENTEX CORP COM 37190110 31 894 X 13 0 0 894
GENTEX CORP COM 37190110 3266 88232 X 3 88232 0 0
GENTEX CORP COM 37190110 202 5732 X 5 0 0 5732
GENTEX CORP COM 37190110 92 2472 X X 6 2472 0 0
GENTEX CORP COM 37190110 2423 65581 X 6 64566 0 1015
GENTEX CORP COM 37190110 2 55 X X 7 55 0 0
GENLYTE GROUP INC COM 37230210 1507 17589 X 3 17589 0 0
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GENTA INC COM NEW 37245M20 52 30200 X 5 0 0 30200
GENUINE PARTS CO COM 37246010 291 6600 X 11 0 6600 0
GENUINE PARTS CO COM 37246010 4350 98733 X 3 98733 0 0
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GENUINE PARTS CO COM 37246010 9678 219647 X X 6 120336 76311 23000
GENUINE PARTS CO COM 37246010 5987 135984 X 6 80362 0 55622
GENUINE PARTS CO COM 37246010 18 412 X X 7 412 0 0
GENUINE PARTS CO COM 37246010 740 16800 X 7 16800 0 0
GENVEC INC COM 37246C10 91 47122 X 6 0 0 47122
GENTIVA HEALTH SERVICES INC COM 37247A10 5 282 X 13 0 0 282
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GENZYME CORP COM GENL DIV 37291710 161 2799 X 13 0 0 2799
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GENZYME CORP COM GENL DIV 37291710 46 800 X 7 800 0 0
GEORGIA GULF CORP COM PAR $0.01 37320020 388 7800 X 3 7800 0 0
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GEORGIA PAC CORP COM 37329810 18967 506062 X 3 506062 0 0
GEORGIA PAC CORP COM 37329810 1383 37315 X 5 2200 0 35115
GEORGIA PAC CORP COM 37329810 2714 72416 X X 6 60127 10138 2151
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GERBER SCIENTIFIC INC COM 37373010 312 41990 X 5 0 0 41990
GERDAU AMERISTEEL CORP COM 37373P10 555 82100 X X 6 82100 0 0
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GERON CORP COM 37416310 116 14947 X 5 0 0 14947
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GETTY RLTY CORP NEW COM 37429710 1702 59515 X 5 0 0 59515
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GILEAD SCIENCES INC COM 37555810 0 14 X 13 0 0 14
GILEAD SCIENCES INC COM 37555810 37056 1055719 X 3 1055719 0 0
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GILEAD SCIENCES INC COM 37555810 1221 34894 X X 6 26094 0 8800
GILEAD SCIENCES INC COM 37555810 11677 333879 X 6 227896 90 105893
GILEAD SCIENCES INC COM 37555810 4 102 X X 7 102 0 0
GILEAD SCIENCES INC COM 37555810 52 1477 X 7 1477 0 0
GILLETTE CO COM 37576610 101 2250 X 11 0 2250 0
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GILLETTE CO COM 37576610 47552 1059020 X 3 1059020 0 0
GILLETTE CO COM 37576610 11 253 X 4 253 0 0
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GILLETTE CO COM 37576610 50307 1123422 X X 6 1006424 17263 99735
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GILLETTE CO COM 37576610 22 490 X X 7 490 0 0
GILLETTE CO COM 37576610 160 3565 X 7 3565 0 0
GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 126 3704 X 5 0 0 3704
GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 107 3140 X 6 3140 0 0
GLADSTONE COML CORP COM 37653610 600 35100 X X 6 5100 0 30000
GLAMIS GOLD LTD COM 37677510 11246 655333 X 3 655333 0 0
GLAMIS GOLD LTD COM 37677510 709 43437 X 5 0 0 43437
GLAMIS GOLD LTD COM 37677510 69 4000 X X 6 4000 0 0
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GLATFELTER COM 37731610 802 52502 X 3 52502 0 0
GLATFELTER COM 37731610 508 33900 X 5 0 0 33900
GLATFELTER COM 37731610 263 17220 X X 6 13220 4000 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 16 338 X 13 0 0 338
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 11763 244000 X 3 244000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 13 284 X X 4 284 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 4063 85813 X 5 0 0 85813
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 485990 10255125 X X 6 10225548 17484 12093
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 36962 780117 X 6 773397 0 6720
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 269 5677 X X 7 5677 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1053 22211 X 7 22211 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 4 171 X 11 0 171 0
GLENBOROUGH RLTY TR INC COM 37803P10 24 1145 X 5 0 0 1145
GLENBOROUGH RLTY TR INC COM 37803P10 15 700 X X 6 700 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 209 9806 X 6 9806 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 74 3500 X X 7 3500 0 0
GLOBAL INDS LTD COM 37933610 445 53672 X 3 53672 0 0
GLOBAL INDS LTD COM 37933610 219 27169 X 5 0 0 27169
GLOBAL INDS LTD COM 37933610 81 9795 X 6 9795 0 0
GLOBAL IMAGING SYSTEMS COM 37934A10 1039 26039 X 5 0 0 26039
GLOBAL IMAGING SYSTEMS COM 37934A10 61 1544 X X 6 1544 0 0
GLOBAL IMAGING SYSTEMS COM 37934A10 532 13469 X 6 9569 0 3900
GLOBAL INCOME FD INC COM 37934Y10 51 10500 X 5 0 0 10500
GLOBAL PMTS INC COM 37940X10 12911 219449 X 3 219449 0 0
GLOBAL PMTS INC COM 37940X10 445 7701 X 5 0 0 7701
GLOBAL PMTS INC COM 37940X10 228 3890 X X 6 3890 0 0
GLOBAL PMTS INC COM 37940X10 3314 56616 X 6 56570 26 20
GLOBAL PMTS INC COM 37940X10 4 60 X X 7 60 0 0
GLOBAL PMTS INC COM 37940X10 17 282 X 7 282 0 0
GLOBAL POWER EQUIPMENT INC COM 37941P10 69 7120 X 5 0 0 7120
GLOBAL POWER EQUIPMENT INC COM 37941P10 158 16035 X 6 16035 0 0
GLOBAL SIGNAL INC COM 37944Q10 27013 980880 X 3 980880 0 0
GLYCOGENESYS INC COM 37989P10 376 1044975 X 6 0 0 1044975
GOLD BANC CORP INC COM 37990710 58 3966 X X 6 3966 0 0
GOLD BANC CORP INC COM 37990710 150 10264 X 6 10264 0 0
GMX RES INC COM 38011M10 116 16700 X 3 16700 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 10311 826179 X 3 826179 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 21 1734 X 5 0 0 1734
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 8 625 X 6 625 0 0
GOLD KIST INC COM 38061410 854 62699 X 3 62699 0 0
GOLD KIST INC COM 38061410 4 300 X 5 0 0 300
GOLD KIST INC COM 38061410 29 2161 X 6 1 0 2160
GOLDCORP INC NEW COM 38095640 5073 337319 X 3 337319 0 0
GOLDCORP INC NEW COM 38095640 2921 205386 X 5 0 0 205386
GOLDCORP INC NEW COM 38095640 72 4800 X X 6 4800 0 0
GOLDCORP INC NEW COM 38095640 62 4090 X 6 4090 0 0
GOLDCORP INC NEW COM 38095640 42 2800 X X 7 2800 0 0
GOLDEN STAR RES LTD CDA COM 38119T10 2919 727815 X 3 727815 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 7 110 X 11 0 110 0
GOLDEN WEST FINL CORP DEL COM 38131710 22742 370269 X 3 370269 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 36 590 X 4 590 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 9559 156071 X 5 0 0 156071
GOLDEN WEST FINL CORP DEL COM 38131710 269 4380 X X 6 2660 0 1720
GOLDEN WEST FINL CORP DEL COM 38131710 8038 129527 X 6 20469 0 109058
GOLDEN WEST FINL CORP DEL COM 38131710 6 100 X X 7 100 0 0
GOLDEN WEST FINL CORP DEL COM 38131710 49 790 X 7 790 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 1421 13541 X 13 0 0 13541
GOLDMAN SACHS GROUP INC COM 38141G10 78170 748871 X 3 748871 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 10 96 X 4 96 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 28741 273855 X 5 434 0 273421
GOLDMAN SACHS GROUP INC COM 38141G10 5480 52676 X X 6 35388 360 16928
GOLDMAN SACHS GROUP INC COM 38141G10 26805 257559 X 6 126752 67 130740
GOLDMAN SACHS GROUP INC COM 38141G10 55 530 X X 7 530 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 166 1598 X 7 1598 0 0
GOLDMAN SACHS GROUP INC NOTE 0.250% 3/ 38141GAM 0 10000 X 6 10000 0 0
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GOODRICH CORP COM 38238810 3 99 X 13 0 0 99
GOODRICH CORP COM 38238810 13295 407317 X 3 407317 0 0
GOODRICH CORP COM 38238810 1100 34157 X 5 0 0 34157
GOODRICH CORP COM 38238810 332 10184 X X 6 8095 0 2089
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GOODRICH CORP COM 38238810 6 180 X 7 180 0 0
GOODYEAR TIRE & RUBR CO COM 38255010 42 2831 X 13 0 0 2831
GOODYEAR TIRE & RUBR CO COM 38255010 1136 77513 X 3 77513 0 0
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GOODYEAR TIRE & RUBR CO COM 38255010 101 6890 X X 6 3290 3600 0
GOODYEAR TIRE & RUBR CO COM 38255010 2440 167016 X 6 2031 0 164985
GOODYEAR TIRE & RUBR CO COM 38255010 6 395 X X 7 395 0 0
GOOGLE INC CL A 38259P50 467 2419 X 3 2419 0 0
GOOGLE INC CL A 38259P50 8515 42013 X 5 197 0 41816
GOOGLE INC CL A 38259P50 55 285 X X 6 285 0 0
GOOGLE INC CL A 38259P50 46 249 X 6 99 0 150
GORMAN RUPP CO COM 38308210 682 29919 X 5 0 0 29919
GORMAN RUPP CO COM 38308210 765 33250 X X 6 0 33250 0
GRACE W R & CO DEL NEW COM 38388F10 7 500 X 3 500 0 0
GRACE W R & CO DEL NEW COM 38388F10 197 14276 X 5 0 0 14276
GRACE W R & CO DEL NEW COM 38388F10 4 306 X X 6 306 0 0
GRACE W R & CO DEL NEW COM 38388F10 742 54493 X 6 41694 0 12799
GRACO INC COM 38410910 7100 190089 X 3 190089 0 0
GRACO INC COM 38410910 4114 112498 X 5 0 0 112498
GRACO INC COM 38410910 34 900 X X 6 900 0 0
GRACO INC COM 38410910 136 3635 X 6 0 0 3635
GRAFTECH INTL LTD COM 38431310 4424 467687 X 3 467687 0 0
GRAFTECH INTL LTD COM 38431310 1396 154225 X 5 0 0 154225
GRAFTECH INTL LTD COM 38431310 180 18871 X 6 135 0 18736
GRAINGER W W INC COM 38480210 1 20 X 13 0 0 20
GRAINGER W W INC COM 38480210 3288 49349 X 3 49349 0 0
GRAINGER W W INC COM 38480210 3508 53888 X 5 0 0 53888
GRAINGER W W INC COM 38480210 2256 33869 X X 6 30599 1750 1520
GRAINGER W W INC COM 38480210 7150 107521 X 6 73072 25 34424
GRAINGER W W INC COM 38480210 12 175 X 7 175 0 0
GRAMERCY CAP CORP COM 38487110 62 3000 X 5 0 0 3000
GRAMERCY CAP CORP COM 38487110 2728 150567 X 6 0 0 150567
GRANITE CONSTR INC COM 38732810 66051 2483121 X 11 0 2483121 0
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GRANITE CONSTR INC COM 38732810 23 894 X 5 0 0 894
GRANITE CONSTR INC COM 38732810 31 1150 X X 6 1150 0 0
GRANITE CONSTR INC COM 38732810 468 17600 X 6 13950 0 3650
GRANT PRIDECO INC COM 38821G10 10 520 X 13 0 0 520
GRANT PRIDECO INC COM 38821G10 2825 140906 X 3 140906 0 0
GRANT PRIDECO INC COM 38821G10 1124 59550 X 5 0 0 59550
GRANT PRIDECO INC COM 38821G10 39 1950 X X 6 1450 0 500
GRANT PRIDECO INC COM 38821G10 76 3590 X 6 70 0 3520
GRAY TELEVISION INC COM 38937510 134 9150 X 5 0 0 9150
GRAY TELEVISION INC COM 38937510 3 195 X X 6 195 0 0
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GREAT LAKES CHEM CORP COM 39056810 1077 34446 X 3 34446 0 0
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GREAT LAKES CHEM CORP COM 39056810 41 1450 X X 6 1450 0 0
GREAT LAKES CHEM CORP COM 39056810 264 9265 X 6 165 0 9100
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 39106410 659 5542 X 5 0 0 5542
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GREAT PLAINS ENERGY INC COM 39116410 15 500 X 13 0 0 500
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GREAT PLAINS ENERGY INC COM 39116410 4480 149467 X 5 0 0 149467
GREAT PLAINS ENERGY INC COM 39116410 271 8958 X X 6 7468 700 790
GREAT PLAINS ENERGY INC COM 39116410 351 11622 X 6 10742 0 880
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GREATER CHINA FD INC COM 39167B10 629 40082 X 5 0 0 40082
GREATER CHINA FD INC COM 39167B10 80 5066 X 6 5066 0 0
GREENFIELD ONLINE INC COM 39515010 2285 103909 X 3 103909 0 0
GREENFIELD ONLINE INC COM 39515010 289 13143 X 6 0 0 13143
GREENHILL & CO INC COM 39525910 542 18900 X 3 18900 0 0
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GREY WOLF INC COM 39788810 5698 1073000 X 3 1073000 0 0
GREY WOLF INC COM 39788810 49 9264 X X 6 9264 0 0
GREY WOLF INC COM 39788810 862 163178 X 6 153663 190 9325
GREY WOLF INC COM 39788810 4 809 X 7 809 0 0
GROUP 1 AUTOMOTIVE INC COM 39890510 48280 1532709 X 11 0 1532709 0
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GROUP 1 AUTOMOTIVE INC COM 39890510 77 2481 X 5 0 0 2481
GROUP 1 AUTOMOTIVE INC COM 39890510 22 700 X X 6 700 0 0
GROUP 1 AUTOMOTIVE INC COM 39890510 343 10900 X 6 8700 0 2200
GROUPE DANONE SPONSORED ADR 39944910 2851 154086 X 5 0 0 154086
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GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 857 100000 X 3 100000 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 12329 202772 X 3 202772 0 0
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GTECH HLDGS CORP COM 40051810 26 1000 X X 6 1000 0 0
GTECH HLDGS CORP COM 40051810 603 23750 X 6 16565 0 7185
GUANGSHEN RY LTD SPONSORED ADR 40065W10 1928 95425 X 5 0 0 95425
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GUESS INC COM 40161710 4341 345909 X 3 345909 0 0
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GUIDANT CORP COM 40169810 170 2357 X 13 0 0 2357
GUIDANT CORP COM 40169810 39403 538753 X 3 538753 0 0
GUIDANT CORP COM 40169810 3472 48211 X 5 746 0 47465
GUIDANT CORP COM 40169810 2517 34913 X X 6 28648 1700 4565
GUIDANT CORP COM 40169810 86676 1203169 X 6 1148780 0 54389
GUITAR CTR MGMT INC COM 40204010 45 850 X 11 0 850 0
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GUITAR CTR MGMT INC COM 40204010 648 12373 X 6 11355 18 1000
GUITAR CTR MGMT INC COM 40204010 4 74 X 7 74 0 0
GYMBOREE CORP COM 40377710 132 10610 X 5 0 0 10610
HCA INC COM 40411910 4 100 X 13 0 0 100
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HCA INC COM 40411910 1898 47502 X X 6 44021 2211 1270
HCA INC COM 40411910 15504 388073 X 6 365393 585 22095
HCA INC COM 40411910 12 310 X X 7 310 0 0
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HCC INS HLDGS INC COM 40413210 22364 673727 X 3 673727 0 0
HCC INS HLDGS INC COM 40413210 244 7413 X 5 0 0 7413
HCC INS HLDGS INC COM 40413210 477 14394 X X 6 14394 0 0
HCC INS HLDGS INC COM 40413210 1621 48957 X 6 46302 35 2620
HCC INS HLDGS INC COM 40413210 2 58 X X 7 58 0 0
HCC INS HLDGS INC COM 40413210 5 147 X 7 147 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F10 117 2550 X 5 0 0 2550
HDFC BANK LTD ADR REPS 3 SHS 40415F10 102 2242 X X 6 2242 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F10 1112 24512 X 6 23387 0 1125
HEI INC COM 40416010 100 47009 X 5 0 0 47009
HNI CORP COM 40425110 10294 239006 X 3 239006 0 0
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HNI CORP COM 40425110 158 3687 X 6 2967 0 720
HRPT PPTYS TR COM SH BEN INT 40426W10 10 800 X 13 0 0 800
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HRPT PPTYS TR COM SH BEN INT 40426W10 1554 121128 X X 6 116618 3010 1500
HRPT PPTYS TR COM SH BEN INT 40426W10 756 59015 X 6 37895 0 21120
HSBC HLDGS PLC SPON ADR NEW 40428040 68 800 X 11 0 800 0
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HSBC HLDGS PLC SPON ADR NEW 40428040 168 1976 X X 7 1976 0 0
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HAEMONETICS CORP COM 40502410 3483 96200 X 3 96200 0 0
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HAIN CELESTIAL GROUP INC COM 40521710 357 17200 X 5 0 0 17200
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HALLIBURTON CO COM 40621610 4 100 X 13 0 0 100
HALLIBURTON CO COM 40621610 18935 481298 X 3 481298 0 0
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HALLIBURTON CO COM 40621610 6156 156882 X X 6 146682 8200 2000
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HALLIBURTON CO COM 40621610 33 834 X X 7 834 0 0
HALLIBURTON CO COM 40621610 2 61 X 7 61 0 0
HALLIBURTON CO NOTE 3.125% 7/ 406216AM 0 4000 X X 6 4000 0 0
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HALLIBURTON CO NOTE 3.125% 7/ 406216AM 0 9000 X 6 9000 0 0
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JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 1798 168966 X 5 0 0 168966
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 65 6000 X X 6 6000 0 0
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HANCOCK JOHN INCOME SECS TR COM 41012310 75 4809 X 5 0 0 4809
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HANCOCK JOHN PATRIOT PREM DI COM 41013Q10 153 15408 X 5 0 0 15408
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HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 689 38099 X 5 0 0 38099
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HANDLEMAN CO DEL COM 41025210 5 250 X 5 0 0 250
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IDEXX LABS INC COM 45168D10 67 1232 X X 6 1232 0 0
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IKON OFFICE SOLUTIONS INC COM 45171310 1492 129045 X 3 129045 0 0
IKON OFFICE SOLUTIONS INC COM 45171310 393 34675 X 5 0 0 34675
IKON OFFICE SOLUTIONS INC COM 45171310 622 53800 X X 6 53800 0 0
IKON OFFICE SOLUTIONS INC COM 45171310 56 4900 X 6 3180 0 1720
ILLINOIS TOOL WKS INC COM 45230810 1373 14893 X 13 0 0 14893
ILLINOIS TOOL WKS INC COM 45230810 35362 370848 X 3 370848 0 0
ILLINOIS TOOL WKS INC COM 45230810 11 123 X 4 123 0 0
ILLINOIS TOOL WKS INC COM 45230810 27340 296655 X 5 0 0 296655
ILLINOIS TOOL WKS INC COM 45230810 40915 441466 X X 6 427231 7884 6351
ILLINOIS TOOL WKS INC COM 45230810 72115 777928 X 6 719716 855 57357
ILLINOIS TOOL WKS INC COM 45230810 694 7493 X X 7 7493 0 0
ILLINOIS TOOL WKS INC COM 45230810 1384 14932 X 7 14932 0 0
ILLUMINA INC COM 45232710 4339 457651 X 3 457651 0 0
ILLUMINA INC COM 45232710 129 13576 X 6 0 0 13576
IMATION CORP COM 45245A10 28364 891104 X 11 0 891104 0
IMATION CORP COM 45245A10 388 12317 X 13 0 0 12317
IMATION CORP COM 45245A10 5300 163920 X 3 163920 0 0
IMATION CORP COM 45245A10 5960 189159 X 5 0 0 189159
IMATION CORP COM 45245A10 397 12485 X X 6 12485 0 0
IMATION CORP COM 45245A10 336 10563 X 6 7652 0 2911
IMAX CORP COM 45245E10 3860 467885 X 3 467885 0 0
IMAX CORP COM 45245E10 765 94792 X 5 0 0 94792
IMAX CORP COM 45245E10 6 685 X X 6 685 0 0
IMAX CORP COM 45245E10 127 15322 X 6 9820 0 5502
IMCLONE SYS INC COM 45245W10 2748 59633 X 3 59633 0 0
IMCLONE SYS INC COM 45245W10 1099 23831 X 5 0 0 23831
IMCLONE SYS INC COM 45245W10 3 60 X X 6 60 0 0
IMCLONE SYS INC COM 45245W10 14 320 X 6 0 0 320
IMAGISTICS INTERNATIONAL INC COM 45247T10 5557 165090 X 3 165090 0 0
IMAGISTICS INTERNATIONAL INC COM 45247T10 86 2613 X 5 0 0 2613
IMAGISTICS INTERNATIONAL INC COM 45247T10 80 2364 X X 6 2364 0 0
IMAGISTICS INTERNATIONAL INC COM 45247T10 196 5803 X 6 592 0 5211
IMMTECH INTL INC COM 45251910 1615 144456 X 5 0 0 144456
IMMTECH INTL INC COM 45251910 78 6500 X X 6 6500 0 0
IMMUNOGEN INC COM 45253H10 4 500 X 11 0 500 0
IMMUNOGEN INC COM 45253H10 99 11750 X 5 0 0 11750
IMPAC MTG HLDGS INC COM 45254P10 1316 58532 X 5 0 0 58532
IMPAC MTG HLDGS INC COM 45254P10 247 10900 X X 6 10900 0 0
IMPAC MTG HLDGS INC COM 45254P10 302 13313 X 6 13313 0 0
IMPAX LABORATORIES INC COM 45256B10 588 36541 X 5 0 0 36541
IMPAX LABORATORIES INC COM 45256B10 461 31831 X 6 18600 0 13231
IMMUNICON CORP DEL COM 45260A10 169 21339 X 6 0 0 21339
IMPERIAL CHEM INDS PLC ADR NEW 45270450 6468 344000 X 3 344000 0 0
IMPERIAL CHEM INDS PLC ADR NEW 45270450 180 9835 X 5 0 0 9835
IMPERIAL CHEM INDS PLC ADR NEW 45270450 107 5807 X X 6 4367 0 1440
IMPERIAL CHEM INDS PLC ADR NEW 45270450 818 44392 X 6 44392 0 0
IMPERIAL CHEM INDS PLC ADR NEW 45270450 18 987 X 7 987 0 0
IMMUNOMEDICS INC COM 45290710 35 11200 X 5 0 0 11200
IMPERIAL OIL LTD COM NEW 45303840 185 3195 X 5 0 0 3195
IMPERIAL OIL LTD COM NEW 45303840 78 1315 X X 6 1315 0 0
IMPERIAL OIL LTD COM NEW 45303840 786 13238 X 6 12816 0 422
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 13 247 X 5 0 0 247
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 153 2762 X X 6 1962 500 300
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 332 6017 X 6 6017 0 0
INAMED CORP COM 45323510 14798 233885 X 3 233885 0 0
INAMED CORP COM 45323510 29 468 X 5 0 0 468
INAMED CORP COM 45323510 119 1880 X X 6 1880 0 0
INAMED CORP COM 45323510 1520 24027 X 6 24027 0 0
INCO LTD COM 45325840 4 100 X 3 100 0 0
INCO LTD COM 45325840 1603 44864 X 5 0 0 44864
INCO LTD COM 45325840 22 595 X X 6 595 0 0
INCO LTD COM 45325840 153 4163 X 6 4028 0 135
INCO LTD COM 45325840 2 45 X 7 45 0 0
INCYTE CORP COM 45337C10 3304 330703 X 3 330703 0 0
INCYTE CORP COM 45337C10 17 1800 X 5 0 0 1800
INCYTE CORP COM 45337C10 8 800 X X 6 800 0 0
INCYTE CORP COM 45337C10 57 5744 X 6 0 0 5744
INCYTE CORP NOTE 3.500% 2/ 45337CAE 15177 13431000 X 20 13431000 0 0
1
INDEPENDENCE CMNTY BK CORP COM 45341410 12 279 X 13 0 0 279
INDEPENDENCE CMNTY BK CORP COM 45341410 4619 108472 X 3 108472 0 0
INDEPENDENCE CMNTY BK CORP COM 45341410 204 4869 X 5 0 0 4869
INDEPENDENCE CMNTY BK CORP COM 45341410 55 1302 X X 6 1302 0 0
INDEPENDENCE CMNTY BK CORP COM 45341410 580 13616 X 6 6146 0 7470
INDEPENDENT BANK CORP MASS COM 45383610 3 94 X 13 0 0 94
INDEPENDENT BANK CORP MASS COM 45383610 713 20903 X 6 11273 0 9630
INDIA FD INC COM 45408910 976 31994 X 5 0 0 31994
INDIA FD INC COM 45408910 6 200 X 6 200 0 0
INDUS INTL INC COM 45578L10 33 15435 X 6 15435 0 0
INDYMAC BANCORP INC COM 45660710 314 9052 X 13 0 0 9052
INDYMAC BANCORP INC COM 45660710 2439 70807 X 3 70807 0 0
INDYMAC BANCORP INC COM 45660710 4627 133471 X 5 0 0 133471
INDYMAC BANCORP INC COM 45660710 17 500 X X 6 500 0 0
INDYMAC BANCORP INC COM 45660710 37 1082 X 6 1033 0 49
INDYMAC BANCORP INC COM 45660710 2 70 X 7 70 0 0
INERGY L P UNIT LTD PTNR 45661510 124 4400 X 5 0 0 4400
INERGY L P UNIT LTD PTNR 45661510 926 32213 X 6 32213 0 0
INSTINET GROUP INC EQUITY 45662V10 72 12060 X 6 0 0 12060
INFOCUS CORP COM 45665B10 220 24750 X 5 0 0 24750
INFOCUS CORP COM 45665B10 3 300 X X 6 0 300 0
INFOCUS CORP COM 45665B10 50 5445 X 6 5445 0 0
INFORMATICA CORP COM 45666Q10 7 885 X 5 0 0 885
INFORMATICA CORP COM 45666Q10 66 8108 X X 6 8108 0 0
INFORMATICA CORP COM 45666Q10 390 47974 X 6 47974 0 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 2 30 X 13 0 0 30
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 2898 41900 X 5 0 0 41900
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 54 773 X X 6 773 0 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 11 155 X 6 155 0 0
INFOSPACE INC COM NEW 45678T20 11137 234140 X 3 234140 0 0
INFOSPACE INC COM NEW 45678T20 751 16029 X 5 0 0 16029
INFOSPACE INC COM NEW 45678T20 1 20 X X 6 20 0 0
INFOSPACE INC COM NEW 45678T20 596 12575 X 6 5248 0 7327
INFOUSA INC NEW COM 45681830 95 8510 X X 6 8510 0 0
INFOUSA INC NEW COM 45681830 706 63050 X 6 63050 0 0
ING GROUP N V SPONSORED ADR 45683710 9 303 X 13 0 0 303
ING GROUP N V SPONSORED ADR 45683710 5467 177000 X 3 177000 0 0
ING GROUP N V SPONSORED ADR 45683710 10 327 X X 4 327 0 0
ING GROUP N V SPONSORED ADR 45683710 1310 43575 X 5 0 0 43575
ING GROUP N V SPONSORED ADR 45683710 85 2821 X X 6 2821 0 0
ING GROUP N V SPONSORED ADR 45683710 1142 38123 X 6 34312 0 3811
ING GROUP N V SPONSORED ADR 45683710 19 642 X X 7 642 0 0
ING GROUP N V SPONSORED ADR 45683710 15 511 X 7 511 0 0
INGLES MKTS INC CL A 45703010 11 900 X 5 0 0 900
INGLES MKTS INC CL A 45703010 110 8865 X X 6 8865 0 0
INGLES MKTS INC CL A 45703010 10 790 X 6 790 0 0
INGRAM MICRO INC CL A 45715310 8 400 X 13 0 0 400
INGRAM MICRO INC CL A 45715310 993 47756 X 3 47756 0 0
INGRAM MICRO INC CL A 45715310 1877 93863 X 5 0 0 93863
INGRAM MICRO INC CL A 45715310 58 2775 X X 6 2775 0 0
INGRAM MICRO INC CL A 45715310 312 15391 X 6 5206 0 10185
INLAND REAL ESTATE CORP COM NEW 45746120 727 46325 X 5 0 0 46325
INPUT/OUTPUT INC COM 45765210 3 299 X 13 0 0 299
INPUT/OUTPUT INC COM 45765210 7385 831400 X 3 831400 0 0
INPUT/OUTPUT INC COM 45765210 567 67493 X 5 0 0 67493
INPUT/OUTPUT INC COM 45765210 28 3154 X X 6 3154 0 0
INPUT/OUTPUT INC COM 45765210 958 108343 X 6 108343 0 0
INPUT/OUTPUT INC COM 45765210 1 120 X 7 120 0 0
INSIGHT ENTERPRISES INC COM 45765U10 2 112 X 5 0 0 112
INSIGHT ENTERPRISES INC COM 45765U10 13 625 X X 6 625 0 0
INSIGHT ENTERPRISES INC COM 45765U10 678 33062 X 6 33062 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 6234 186860 X 3 186860 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 57 1700 X 5 0 0 1700
INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 339 10173 X 6 4660 0 5513
INNKEEPERS USA TR COM 4576J010 99 7000 X 3 7000 0 0
INNKEEPERS USA TR COM 4576J010 860 60400 X 5 0 0 60400
INNKEEPERS USA TR COM 4576J010 64 4500 X 6 4500 0 0
INPHONIC INC COM 45772G10 1924 70000 X 3 70000 0 0
INSTEEL INDUSTRIES INC COM 45774W10 1317 72919 X X 6 72919 0 0
INSTINET GROUP INC COM 45775010 96 15958 X 3 15958 0 0
INSTINET GROUP INC COM 45775010 3 500 X 5 0 0 500
INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 384 10697 X 5 0 0 10697
INTEGRA LIFESCIENCES HLDGS C COM NEW 45798520 4 100 X X 6 100 0 0
INSURED MUN INCOME FD COM 45809F10 158 11854 X 5 0 0 11854
INSURED MUN INCOME FD COM 45809F10 80 6008 X 6 6008 0 0
INSURED MUN INCOME FD COM 45809F10 4033 303200 X 9 303200 0 0
INTEGRAMED AMER INC COM NEW 45810N30 301 24646 X 5 0 0 24646
INTEGRATED DEVICE TECHNOLOGY COM 45811810 23 2000 X 11 0 2000 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 3 305 X 13 0 0 305
INTEGRATED DEVICE TECHNOLOGY COM 45811810 1255 108587 X 3 108587 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 680 61275 X 5 0 0 61275
INTEGRATED DEVICE TECHNOLOGY COM 45811810 5 456 X X 6 456 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 92 7977 X 6 7777 0 200
INTEGRATED DEVICE TECHNOLOGY COM 45811810 1 100 X 7 100 0 0
INTEGRATED ELECTRICAL SVC COM 45811E10 53 10916 X 6 10916 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 1923 91909 X 3 91909 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 667 32332 X 5 0 0 32332
INTEGRATED CIRCUIT SYS INC COM 45811K20 150 7152 X X 6 7032 0 120
INTEGRATED CIRCUIT SYS INC COM 45811K20 733 34902 X 6 33852 0 1050
INTEL CORP COM 45814010 6273 268185 X 11 0 268185 0
INTEL CORP COM 45814010 8259 358011 X 13 0 0 358011
INTEL CORP COM 45814010 195478 8278790 X 3 8278790 0 0
INTEL CORP COM 45814010 12 500 X X 4 500 0 0
INTEL CORP COM 45814010 24 1025 X 4 1025 0 0
INTEL CORP COM 45814010 55640 2411747 X 5 2359 0 2409388
INTEL CORP COM 45814010 127088 5433449 X X 6 4606625 235032 591792
INTEL CORP COM 45814010 222263 9507715 X 6 8021833 17360 1468521
INTEL CORP COM 45814010 1953 83505 X X 7 82105 1400 0
INTEL CORP COM 45814010 2969 126935 X 7 126775 0 160
INTERACTIVE DATA CORP COM 45840J10 3 150 X 5 0 0 150
INTERACTIVE DATA CORP COM 45840J10 144 6620 X X 6 6620 0 0
INTERACTIVE DATA CORP COM 45840J10 1331 61223 X 6 61223 0 0
INTERCONTINENTAL HOTELS GP P SPONS ADR NEW 45857320 216 17185 X 5 0 0 17185
INTERCONTINENTAL HOTELS GP P SPONS ADR NEW 45857320 81 6428 X X 6 6428 0 0
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INTERDIGITAL COMMUNICATIONS COM 45866A10 68 3200 X 5 0 0 3200
INTERDIGITAL COMMUNICATIONS COM 45866A10 25 1150 X X 6 1150 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A10 164 7452 X 6 7252 0 200
INTERGRAPH CORP COM 45868310 1237 45923 X 3 45923 0 0
INTERGRAPH CORP COM 45868310 2 70 X 5 0 0 70
INTERGRAPH CORP COM 45868310 197 7314 X X 6 7314 0 0
INTERGRAPH CORP COM 45868310 1431 53136 X 6 53136 0 0
INTERMEDIATE MUNI FD INC COM 45880P10 4128 436368 X 5 0 0 436368
INTERMEDIATE MUNI FD INC COM 45880P10 8 834 X 6 834 0 0
INTERMUNE INC COM 45884X10 1412 106475 X 3 106475 0 0
INTERMUNE INC COM 45884X10 0 35 X 5 0 0 35
INTERNATIONAL ABSORBENTS INC COM NO PAR 45885E20 178 35000 X 6 35000 0 0
INTERNATIONAL BANCSHARES COR COM 45904410 179 4534 X 3 4534 0 0
INTERNATIONAL BANCSHARES COR COM 45904410 16 400 X 5 0 0 400
INTERNATIONAL BANCSHARES COR COM 45904410 16 400 X 6 0 0 400
INTERNATIONAL BUSINESS MACHS COM 45920010 338 3428 X 11 0 3428 0
INTERNATIONAL BUSINESS MACHS COM 45920010 1370 14015 X 13 0 0 14015
INTERNATIONAL BUSINESS MACHS COM 45920010 215750 2173850 X 3 2173850 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 20 200 X X 4 200 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 52 528 X 4 528 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 47367 484577 X 5 48 0 484529
INTERNATIONAL BUSINESS MACHS COM 45920010 263570 2673664 X X 6 2337213 142148 194303
INTERNATIONAL BUSINESS MACHS COM 45920010 293987 2983971 X 6 2570749 6922 406300
INTERNATIONAL BUSINESS MACHS COM 45920010 4047 41056 X X 7 40256 800 0
INTERNATIONAL BUSINESS MACHS COM 45920010 4103 41625 X 7 41445 0 180
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 22131 516590 X 11 0 516590 0
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INTERNATIONAL FLAVORS&FRAGRA COM 45950610 4670 106089 X 3 106089 0 0
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INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1143 26689 X X 6 24489 200 2000
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2555 59717 X 6 41260 0 18457
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 13 298 X 7 298 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 14 400 X 11 0 400 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 170 5015 X 13 0 0 5015
INTERNATIONAL GAME TECHNOLOG COM 45990210 77383 2202726 X 3 2202726 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 6 166 X 4 166 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 12683 374574 X 5 0 0 374574
INTERNATIONAL GAME TECHNOLOG COM 45990210 2928 85168 X X 6 71308 5150 8710
INTERNATIONAL GAME TECHNOLOG COM 45990210 16805 488661 X 6 415050 680 72931
INTERNATIONAL GAME TECHNOLOG COM 45990210 95 2756 X X 7 2756 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 64 1857 X 7 1857 0 0
INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 8 10000 X 13 0 0 10000
2
INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 116 15176000 X 20 15176000 0 0
2
INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 5 6000 X X 6 6000 0 0
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INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 12 16000 X 6 16000 0 0
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INTL PAPER CO COM 46014610 42 1000 X 11 0 1000 0
INTL PAPER CO COM 46014610 152 3620 X 13 0 0 3620
INTL PAPER CO COM 46014610 11552 275054 X 3 275054 0 0
INTL PAPER CO COM 46014610 2071 49298 X 5 0 0 49298
INTL PAPER CO COM 46014610 8041 191455 X X 6 124249 22156 45050
INTL PAPER CO COM 46014610 8810 209907 X 6 172606 0 37301
INTL PAPER CO COM 46014610 34 800 X X 7 800 0 0
INTL PAPER CO COM 46014610 23 549 X 7 549 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 44363 995350 X 11 0 995350 0
INTERNATIONAL RECTIFIER CORP COM 46025410 18 420 X 13 0 0 420
INTERNATIONAL RECTIFIER CORP COM 46025410 14276 317440 X 3 317440 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 1458 33727 X 5 0 0 33727
INTERNATIONAL RECTIFIER CORP COM 46025410 409 9185 X X 6 9085 0 100
INTERNATIONAL RECTIFIER CORP COM 46025410 1958 44042 X 6 23452 11000 9590
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 326 330000 X 5 0 0 330000
1
INTERNATIONAL SPEEDWAY CORP CL A 46033520 3074 58215 X 3 58215 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 340 6417 X 5 0 0 6417
INTERNATIONAL SPEEDWAY CORP CL A 46033520 11 200 X X 6 200 0 0
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INTERNET SEC SYS INC COM 46060X10 9 400 X 3 400 0 0
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INTERPUBLIC GROUP COS INC COM 46069010 5203 381037 X 3 381037 0 0
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INVERNESS MED INNOVATIONS IN COM 46126P10 155 6156 X 3 6156 0 0
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IOWA TELECOMM SERVICES INC COM 46259420 336 15600 X 3 15600 0 0
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IRON MTN INC PA COM 46284610 7135 234019 X 3 234019 0 0
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ISHARES INC MSCI AUSTRALIA 46428610 14 850 X X 4 850 0 0
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ISHARES INC MSCI MALAYSIA 46428683 429 60000 X 3 60000 0 0
ISHARES INC MSCI MALAYSIA 46428683 47 6704 X 5 0 0 6704
ISHARES INC MSCI MALAYSIA 46428683 6 782 X 6 782 0 0
ISHARES INC MSCI JAPAN 46428684 73 6700 X 11 0 6700 0
ISHARES INC MSCI JAPAN 46428684 651 60337 X 13 0 0 60337
ISHARES INC MSCI JAPAN 46428684 656 60100 X 3 60100 0 0
ISHARES INC MSCI JAPAN 46428684 39540 3664541 X 5 0 0 3664541
ISHARES INC MSCI JAPAN 46428684 411 37640 X X 6 37640 0 0
ISHARES INC MSCI JAPAN 46428684 1806 165638 X 6 160638 0 5000
ISHARES INC MSCI JAPAN 46428684 22015 2016000 X 9 2016000 0 0
ISHARES INC MSCI HONG KONG 46428687 507 42225 X 13 0 0 42225
ISHARES INC MSCI HONG KONG 46428687 9043 753602 X 5 0 0 753602
ISHARES INC MSCI HONG KONG 46428687 11 897 X 6 897 0 0
ISHARES TR S&P 100 IDX FD 46428710 1359 23835 X 5 0 0 23835
ISHARES TR DJ SEL DIV INX 46428716 1575 25955 X 13 0 0 25955
ISHARES TR DJ SEL DIV INX 46428716 14725 242581 X 5 1 0 242580
ISHARES TR DJ SEL DIV INX 46428716 2327 37893 X X 6 37893 0 0
ISHARES TR US TIPS BD FD 46428717 1017 9615 X 13 0 0 9615
ISHARES TR US TIPS BD FD 46428717 10720 101342 X 5 0 0 101342
ISHARES TR US TIPS BD FD 46428717 95 900 X X 6 900 0 0
ISHARES TR US TIPS BD FD 46428717 499 4718 X 6 4718 0 0
ISHARES TR US TIPS BD FD 46428717 4 36 X X 7 36 0 0
ISHARES TR FTSE XNHUA IDX 46428718 187 3394 X 13 0 0 3394
ISHARES TR FTSE XNHUA IDX 46428718 1098 19911 X 5 0 0 19911
ISHARES TR FTSE XNHUA IDX 46428718 499 9000 X X 6 9000 0 0
ISHARES TR FTSE XNHUA IDX 46428718 50 900 X 6 900 0 0
ISHARES TR TRANSP AVE IDX 46428719 680 10055 X 5 0 0 10055
ISHARES TR S&P 500 INDEX 46428720 3283 27255 X 5 0 0 27255
ISHARES TR S&P 500 INDEX 46428720 395 3250 X X 6 3250 0 0
ISHARES TR S&P 500 INDEX 46428720 5336 44019 X 6 44019 0 0
ISHARES TR LEHMAN AGG BND 46428722 851 8312 X 13 0 0 8312
ISHARES TR LEHMAN AGG BND 46428722 18879 184368 X 5 0 0 184368
ISHARES TR LEHMAN AGG BND 46428722 31 300 X X 6 300 0 0
ISHARES TR LEHMAN AGG BND 46428722 308 3004 X 6 3004 0 0
ISHARES TR LEHMAN AGG BND 46428722 4 37 X X 7 37 0 0
ISHARES TR MSCI EMERG MKT 46428723 563 2817 X 13 0 0 2817
ISHARES TR MSCI EMERG MKT 46428723 23033 115310 X 5 0 0 115310
ISHARES TR MSCI EMERG MKT 46428723 634 3140 X X 6 3140 0 0
ISHARES TR MSCI EMERG MKT 46428723 2890 14320 X 6 14320 0 0
ISHARES TR MSCI EMERG MKT 46428723 36 180 X 7 180 0 0
ISHARES TR GS CORP BD FD 46428724 1701 15154 X 13 0 0 15154
ISHARES TR GS CORP BD FD 46428724 31918 284351 X 5 0 0 284351
ISHARES TR GS CORP BD FD 46428724 446 4000 X X 6 4000 0 0
ISHARES TR GS CORP BD FD 46428724 231 2067 X 6 2067 0 0
ISHARES TR GS CORP BD FD 46428724 10 90 X X 7 90 0 0
ISHARES TR S&P GBL TELCM 46428727 697 13244 X 5 0 0 13244
ISHARES TR S&P500/BAR GRW 46428730 3228 56239 X 5 0 0 56239
ISHARES TR S&P500/BAR GRW 46428730 921 15953 X 6 15953 0 0
ISHARES TR S&P500/BAR GRW 46428730 9 153 X X 7 153 0 0
ISHARES TR S&P GBL HLTHCR 46428732 1080 22048 X 5 0 0 22048
ISHARES TR S&P GBL ENER 46428734 2609 36638 X 5 0 0 36638
ISHARES TR GS NAT RES IDX 46428737 99 780 X 13 0 0 780
ISHARES TR GS NAT RES IDX 46428737 5595 43882 X 5 0 0 43882
ISHARES TR S&P LTN AM 40 46428739 320 4038 X 5 0 0 4038
ISHARES TR S&P500/BAR VAL 46428740 4145 66325 X 5 0 0 66325
ISHARES TR S&P500/BAR VAL 46428740 824 13105 X 6 13105 0 0
ISHARES TR S&P500/BAR VAL 46428740 9 144 X X 7 144 0 0
ISHARES TR 20+ YR TRS BD 46428743 584 6580 X 13 0 0 6580
ISHARES TR 20+ YR TRS BD 46428743 9315 104972 X 5 0 0 104972
ISHARES TR 20+ YR TRS BD 46428743 5 57 X 6 57 0 0
ISHARES TR 7-10 YR TRS BD 46428744 351 4127 X 13 0 0 4127
ISHARES TR 7-10 YR TRS BD 46428744 5397 63400 X 5 0 0 63400
ISHARES TR 7-10 YR TRS BD 46428744 12 146 X 6 146 0 0
ISHARES TR 1-3 YR TRS BD 46428745 3 40 X 13 0 0 40
ISHARES TR 1-3 YR TRS BD 46428745 15576 191257 X 5 0 0 191257
ISHARES TR 1-3 YR TRS BD 46428745 1224 15035 X X 6 15035 0 0
ISHARES TR 1-3 YR TRS BD 46428745 158 1940 X 6 1940 0 0
ISHARES TR MSCI EAFE IDX 46428746 116 725 X 11 0 725 0
ISHARES TR MSCI EAFE IDX 46428746 5158 32419 X 13 0 0 32419
ISHARES TR MSCI EAFE IDX 46428746 131992 829614 X 5 0 0 829614
ISHARES TR MSCI EAFE IDX 46428746 1887 11773 X X 6 11773 0 0
ISHARES TR MSCI EAFE IDX 46428746 4012 25035 X 6 25035 0 0
ISHARES TR MSCI EAFE IDX 46428746 3 17 X X 7 17 0 0
ISHARES TR MSCI EAFE IDX 46428746 76 477 X 7 477 0 0
ISHARES TR MSCI EAFE IDX 46428746 3526 22000 X 9 22000 0 0
ISHARES TR RUSSELL MCP VL 46428747 177 1595 X 13 0 0 1595
ISHARES TR RUSSELL MCP VL 46428747 8691 78294 X 5 1 0 78293
ISHARES TR RUSSELL MCP VL 46428747 7 60 X 6 60 0 0
ISHARES TR RUSSELL MCP GR 46428748 32 380 X 13 0 0 380
ISHARES TR RUSSELL MCP GR 46428748 7425 89288 X 5 1 0 89287
ISHARES TR RUSSELL MCP GR 46428748 26 310 X 6 310 0 0
ISHARES TR RUSSELL MIDCAP 46428749 3343 42740 X 5 1 0 42739
ISHARES TR S&P MIDCAP 400 46428750 1408 10791 X 13 0 0 10791
ISHARES TR S&P MIDCAP 400 46428750 17302 132580 X 5 0 0 132580
ISHARES TR S&P MIDCAP 400 46428750 147 1111 X X 6 1111 0 0
ISHARES TR S&P MIDCAP 400 46428750 10036 75848 X 6 75848 0 0
ISHARES TR GLMN SCHS SOFT 46428751 126 2975 X 13 0 0 2975
ISHARES TR GLMN SCHS SOFT 46428751 4058 96178 X 5 0 0 96178
ISHARES TR GLDM SCHS SEMI 46428752 165 3127 X 13 0 0 3127
ISHARES TR GLDM SCHS SEMI 46428752 3013 56957 X 5 0 0 56957
ISHARES TR GLDM SCHS SEMI 46428752 91 1700 X 6 1700 0 0
ISHARES TR GLDM SCHS NETW 46428753 367 12203 X 13 0 0 12203
ISHARES TR GLDM SCHS NETW 46428753 301 10006 X 5 0 0 10006
ISHARES TR GLDM SACHS TEC 46428754 119 2569 X 13 0 0 2569
ISHARES TR GLDM SACHS TEC 46428754 18910 409658 X 5 0 0 409658
ISHARES TR NASDQ BIO INDX 46428755 481 6467 X 13 0 0 6467
ISHARES TR NASDQ BIO INDX 46428755 6051 81277 X 5 0 0 81277
ISHARES TR NASDQ BIO INDX 46428755 967 12825 X X 6 12000 825 0
ISHARES TR NASDQ BIO INDX 46428755 30 400 X 6 400 0 0
ISHARES TR COHEN&ST RLTY 46428756 56 418 X 13 0 0 418
ISHARES TR COHEN&ST RLTY 46428756 7710 57215 X 5 0 0 57215
ISHARES TR COHEN&ST RLTY 46428756 294 2160 X X 6 1360 800 0
ISHARES TR COHEN&ST RLTY 46428756 2634 19320 X 6 19320 0 0
ISHARES TR COHEN&ST RLTY 46428756 2 16 X X 7 16 0 0
ISHARES TR S&P GLB100INDX 46428757 720 11784 X 5 1 0 11783
ISHARES TR DJ US CON CYCL 46428758 96 1570 X 13 0 0 1570
ISHARES TR DJ US CON CYCL 46428758 3871 63612 X 5 0 0 63612
ISHARES TR DJ US CON CYCL 46428758 6 100 X 6 100 0 0
ISHARES TR RUSSELL1000VAL 46428759 1105 16830 X 13 0 0 16830
ISHARES TR RUSSELL1000VAL 46428759 3397 50630 X 3 50630 0 0
ISHARES TR RUSSELL1000VAL 46428759 132 1990 X 4 1990 0 0
ISHARES TR RUSSELL1000VAL 46428759 18209 277327 X 5 0 0 277327
ISHARES TR RUSSELL1000VAL 46428759 1008 15185 X X 6 15185 0 0
ISHARES TR RUSSELL1000VAL 46428759 4537 68356 X 6 68356 0 0
ISHARES TR RUSSELL1000VAL 46428759 165 2490 X 7 2490 0 0
ISHARES TR S&P MIDCP GROW 46428760 2 15 X 13 0 0 15
ISHARES TR S&P MIDCP GROW 46428760 3988 30165 X 5 0 0 30165
ISHARES TR S&P MIDCP GROW 46428760 296 2206 X 6 2206 0 0
ISHARES TR S&P MIDCP GROW 46428760 2 17 X X 7 17 0 0
ISHARES TR RUSSELL1000GRW 46428761 3115 62926 X 3 62926 0 0
ISHARES TR RUSSELL1000GRW 46428761 22220 456365 X 5 0 0 456365
ISHARES TR RUSSELL1000GRW 46428761 485 9864 X X 6 9864 0 0
ISHARES TR RUSSELL1000GRW 46428761 7747 158296 X 6 136396 0 21900
ISHARES TR RUSSELL1000GRW 46428761 307 6244 X 7 6244 0 0
ISHARES TR RUSSELL 1000 46428762 1034 16032 X 5 0 0 16032
ISHARES TR RUSSELL 1000 46428762 325 5000 X X 6 5000 0 0
ISHARES TR RUSSELL 1000 46428762 716 11019 X 6 11019 0 0
ISHARES TR RUSL 2000 VALU 46428763 6 33 X 13 0 0 33
ISHARES TR RUSL 2000 VALU 46428763 16670 87417 X 5 0 0 87417
ISHARES TR RUSL 2000 VALU 46428763 329 1706 X X 6 1706 0 0
ISHARES TR RUSL 2000 VALU 46428763 1040 5390 X 6 5270 0 120
ISHARES TR RUSL 2000 VALU 46428763 36 185 X 7 185 0 0
ISHARES TR RUSL 2000 GROW 46428764 27 404 X 13 0 0 404
ISHARES TR RUSL 2000 GROW 46428764 3007 41746 X 3 41746 0 0
ISHARES TR RUSL 2000 GROW 46428764 10171 153403 X 5 1 0 153402
ISHARES TR RUSL 2000 GROW 46428764 318 4729 X X 6 4729 0 0
ISHARES TR RUSL 2000 GROW 46428764 1151 17099 X 6 16938 161 0
ISHARES TR RUSL 2000 GROW 46428764 41 605 X 7 605 0 0
ISHARES TR RUSSELL 2000 46428765 66 516 X 13 0 0 516
ISHARES TR RUSSELL 2000 46428765 39 300 X 3 300 0 0
ISHARES TR RUSSELL 2000 46428765 10300 80579 X 5 0 0 80579
ISHARES TR RUSSELL 2000 46428765 2829 21843 X X 6 17547 4296 0
ISHARES TR RUSSELL 2000 46428765 46036 355489 X 6 354650 0 839
ISHARES TR RUSL 3000 VALU 46428766 910 10625 X 5 0 0 10625
ISHARES TR RUSL 3000 GROW 46428767 4 100 X 13 0 0 100
ISHARES TR RUSL 3000 GROW 46428767 1128 28565 X 5 0 0 28565
ISHARES TR RUSSELL 3000 46428768 2129 31084 X 5 0 0 31084
ISHARES TR RUSSELL 3000 46428768 400 5786 X X 6 5786 0 0
ISHARES TR RUSSELL 3000 46428768 1564 22614 X 6 22614 0 0
ISHARES TR DJ US UTILS 46428769 2894 42816 X 5 0 0 42816
ISHARES TR DJ US UTILS 46428769 1 10 X 6 10 0 0
ISHARES TR S&P MIDCP VALU 46428770 2 15 X 13 0 0 15
ISHARES TR S&P MIDCP VALU 46428770 9082 71641 X 5 0 0 71641
ISHARES TR S&P MIDCP VALU 46428770 207 1614 X X 6 1614 0 0
ISHARES TR S&P MIDCP VALU 46428770 285 2218 X 6 2218 0 0
ISHARES TR S&P MIDCP VALU 46428770 2 18 X X 7 18 0 0
ISHARES TR DJ US TELECOMM 46428771 5410 224023 X 5 0 0 224023
ISHARES TR DJ US TELECOMM 46428771 4 155 X 6 155 0 0
ISHARES TR DJ US TECH SEC 46428772 6753 140662 X 5 0 0 140662
ISHARES TR DJ US TECH SEC 46428772 30 625 X X 6 625 0 0
ISHARES TR DJ US TECH SEC 46428772 4 85 X 6 85 0 0
ISHARES TR DJ US REAL EST 46428773 104 856 X 13 0 0 856
ISHARES TR DJ US REAL EST 46428773 3722 30594 X 5 0 0 30594
ISHARES TR DJ US REAL EST 46428773 34 274 X 6 274 0 0
ISHARES TR DJ US INDUSTRL 46428775 65 1170 X 13 0 0 1170
ISHARES TR DJ US INDUSTRL 46428775 4333 77411 X 5 1 0 77410
ISHARES TR DJ US INDUSTRL 46428775 224 3960 X 6 3960 0 0
ISHARES TR DJ US HEALTHCR 46428776 14301 245476 X 5 0 0 245476
ISHARES TR DJ US HEALTHCR 46428776 313 5303 X X 6 5303 0 0
ISHARES TR DJ US HEALTHCR 46428776 616 10439 X 6 10439 0 0
ISHARES TR DJ US FINL SVC 46428777 98 870 X 13 0 0 870
ISHARES TR DJ US FINL SVC 46428777 2020 17993 X 5 0 0 17993
ISHARES TR DJ US FINL SVC 46428777 23 200 X 6 200 0 0
ISHARES TR DJ US FINL SEC 46428778 97 1000 X 13 0 0 1000
ISHARES TR DJ US FINL SEC 46428778 5735 59071 X 5 1 0 59070
ISHARES TR DJ US FINL SEC 46428778 5 53 X 6 53 0 0
ISHARES TR DJ US ENERGY 46428779 104 1675 X 13 0 0 1675
ISHARES TR DJ US ENERGY 46428779 9467 152252 X 5 0 0 152252
ISHARES TR DJ US ENERGY 46428779 88 1376 X 6 1376 0 0
ISHARES TR S&P SMLCAP 600 46428780 1081 6754 X 13 0 0 6754
ISHARES TR S&P SMLCAP 600 46428780 20584 128644 X 5 0 0 128644
ISHARES TR S&P SMLCAP 600 46428780 40 245 X X 6 245 0 0
ISHARES TR S&P SMLCAP 600 46428780 11726 72066 X 6 72066 0 0
ISHARES TR DJ CON NON CYCL 46428781 101 1908 X 13 0 0 1908
ISHARES TR DJ CON NON CYCL 46428781 3873 73262 X 5 1 0 73261
ISHARES TR DJ CON NON CYCL 46428781 4 72 X 6 72 0 0
ISHARES TR DJ US BAS MATL 46428783 73 1474 X 13 0 0 1474
ISHARES TR DJ US BAS MATL 46428783 7324 147365 X 5 0 0 147365
ISHARES TR DJ US BAS MATL 46428783 1 29 X 6 29 0 0
ISHARES TR DJ US TOTL MKT 46428784 1022 17808 X 5 0 0 17808
ISHARES TR S&P EURO PLUS 46428786 1690 22479 X 5 1 0 22478
ISHARES TR S&P EURO PLUS 46428786 23 300 X X 6 300 0 0
ISHARES TR S&P EURO PLUS 46428786 1866 24800 X 9 24800 0 0
ISHARES TR S&P SMLCP VALU 46428787 278 2318 X 13 0 0 2318
ISHARES TR S&P SMLCP VALU 46428787 116 950 X 3 950 0 0
ISHARES TR S&P SMLCP VALU 46428787 8405 70104 X 5 0 0 70104
ISHARES TR S&P SMLCP VALU 46428787 241 1982 X X 6 1982 0 0
ISHARES TR S&P SMLCP VALU 46428787 375 3075 X 6 3075 0 0
ISHARES TR S&P SMLCP VALU 46428787 2 19 X X 7 19 0 0
ISHARES TR S&P SMLCP GROW 46428788 26 244 X 13 0 0 244
ISHARES TR S&P SMLCP GROW 46428788 5738 54433 X 5 0 0 54433
ISHARES TR S&P SMLCP GROW 46428788 111 1035 X X 6 1035 0 0
ISHARES TR S&P SMLCP GROW 46428788 211 1971 X 6 1971 0 0
ISHARES TR S&P SMLCP GROW 46428788 2 22 X X 7 22 0 0
ISHARES TR SMLL VAL INDX 46428870 323 4760 X 5 0 0 4760
IVAX CORP COM 46582310 5437 343689 X 3 343689 0 0
IVAX CORP COM 46582310 713 45777 X 5 0 0 45777
IVAX CORP COM 46582310 17 1077 X X 6 1077 0 0
IVAX CORP COM 46582310 100 6358 X 6 4057 0 2301
IVAX CORP NOTE 4.500% 5/ 465823AG 75 75000 X 5 0 0 75000
1
J & J SNACK FOODS CORP COM 46603210 235 4948 X 5 0 0 4948
JDS UNIPHASE CORP COM 46612J10 12 3724 X 13 0 0 3724
JDS UNIPHASE CORP COM 46612J10 2536 800107 X 3 800107 0 0
JDS UNIPHASE CORP COM 46612J10 603 192747 X 5 54 0 192693
JDS UNIPHASE CORP COM 46612J10 94 29589 X X 6 29410 150 29
JDS UNIPHASE CORP COM 46612J10 112 35431 X 6 9378 380 25673
J JILL GROUP INC COM 46618910 265 17365 X 5 0 0 17365
JLG INDS INC COM 46621010 2587 131781 X 3 131781 0 0
JLG INDS INC COM 46621010 6 300 X 5 0 0 300
JLG INDS INC COM 46621010 20 1000 X X 6 1000 0 0
JLG INDS INC COM 46621010 356 18150 X 6 2450 0 15700
JPMORGAN & CHASE & CO COM 46625H10 1356 34761 X 11 0 34761 0
JPMORGAN & CHASE & CO COM 46625H10 11953 305309 X 13 0 0 305309
JPMORGAN & CHASE & CO COM 46625H10 213049 5453798 X 3 5453798 0 0
JPMORGAN & CHASE & CO COM 46625H10 12 300 X X 4 300 0 0
JPMORGAN & CHASE & CO COM 46625H10 53 1370 X 4 1370 0 0
JPMORGAN & CHASE & CO COM 46625H10 59220 1512663 X 5 3138 0 1509525
JPMORGAN & CHASE & CO COM 46625H10 107480 2755191 X X 6 2471422 150179 133590
JPMORGAN & CHASE & CO COM 46625H10 167127 4288570 X 6 3376203 6959 905408
JPMORGAN & CHASE & CO COM 46625H10 2771 71038 X X 7 68628 2410 0
JPMORGAN & CHASE & CO COM 46625H10 2859 73300 X 7 73000 0 300
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1066 31555 X 5 0 0 31555
JABIL CIRCUIT INC COM 46631310 634 25716 X 13 0 0 25716
JABIL CIRCUIT INC COM 46631310 6256 244551 X 3 244551 0 0
JABIL CIRCUIT INC COM 46631310 3 126 X 4 126 0 0
JABIL CIRCUIT INC COM 46631310 5358 217202 X 5 0 0 217202
JABIL CIRCUIT INC COM 46631310 96 3769 X X 6 2992 0 777
JABIL CIRCUIT INC COM 46631310 3469 135626 X 6 40901 0 94725
JACK IN THE BOX INC COM 46636710 1499 40664 X 3 40664 0 0
JACK IN THE BOX INC COM 46636710 676 18802 X 5 0 0 18802
JACKSON HEWITT TAX SVCS INC COM 46820210 492 20720 X 6 12300 0 8420
JACOBS ENGR GROUP INC DEL COM 46981410 3063 64096 X 3 64096 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 764 16465 X 5 0 0 16465
JACOBS ENGR GROUP INC DEL COM 46981410 910 19048 X X 6 19048 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 2929 61321 X 6 60681 0 640
JACUZZI BRANDS INC COM 46986510 3 385 X 5 0 0 385
JACUZZI BRANDS INC COM 46986510 67 7756 X X 6 7756 0 0
JACUZZI BRANDS INC COM 46986510 487 56013 X 6 56013 0 0
JAKKS PAC INC COM 47012E10 160 7479 X 5 0 0 7479
JAKKS PAC INC COM 47012E10 99 4500 X 6 4500 0 0
JAMDAT MOBILE INC COM 47023T10 342 16557 X 3 16557 0 0
JAMDAT MOBILE INC COM 47023T10 43 2065 X 6 2065 0 0
JAMESON INNS INC COM 47045710 47 24000 X X 6 24000 0 0
JANUS CAP GROUP INC COM 47102X10 541 33000 X 13 0 0 33000
JANUS CAP GROUP INC COM 47102X10 10400 618385 X 3 618385 0 0
JANUS CAP GROUP INC COM 47102X10 72 4369 X 5 0 0 4369
JANUS CAP GROUP INC COM 47102X10 60 3586 X X 6 3586 0 0
JANUS CAP GROUP INC COM 47102X10 3870 230237 X 6 227297 0 2940
JAPAN EQUITY FD INC COM 47105710 105 16000 X 13 0 0 16000
JAPAN EQUITY FD INC COM 47105710 132 20000 X 3 20000 0 0
JAPAN EQUITY FD INC COM 47105710 7 1000 X 5 0 0 1000
JAPAN EQUITY FD INC COM 47105710 1119 169000 X 9 169000 0 0
JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 490 40340 X 5 0 0 40340
JARDEN CORP COM 47110910 33 788 X 5 0 0 788
JARDEN CORP COM 47110910 222 5100 X X 6 4650 450 0
JARDEN CORP COM 47110910 518 11931 X 6 11931 0 0
JEFFERIES GROUP INC NEW COM 47231910 2597 64477 X 3 64477 0 0
JEFFERIES GROUP INC NEW COM 47231910 296 7345 X X 6 7345 0 0
JEFFERIES GROUP INC NEW COM 47231910 2212 54924 X 6 54844 0 80
JEFFERIES GROUP INC NEW COM 47231910 5 130 X X 7 130 0 0
JEFFERIES GROUP INC NEW COM 47231910 13 335 X 7 335 0 0
JEFFERSON PILOT CORP COM 47507010 4303 77752 X 3 77752 0 0
JEFFERSON PILOT CORP COM 47507010 9 175 X 4 175 0 0
JEFFERSON PILOT CORP COM 47507010 2928 57420 X 5 0 0 57420
JEFFERSON PILOT CORP COM 47507010 11422 219814 X X 6 176175 35190 8449
JEFFERSON PILOT CORP COM 47507010 34777 669552 X 6 658367 2843 8342
JEFFERSON PILOT CORP COM 47507010 7 130 X X 7 130 0 0
JEFFERSON PILOT CORP COM 47507010 8 160 X 7 160 0 0
JETBLUE AWYS CORP COM 47714310 120 5205 X 13 0 0 5205
JETBLUE AWYS CORP COM 47714310 19216 827205 X 3 827205 0 0
JETBLUE AWYS CORP COM 47714310 121 5264 X 5 0 0 5264
JETBLUE AWYS CORP COM 47714310 7 300 X X 6 300 0 0
JETBLUE AWYS CORP COM 47714310 512 21886 X 6 11721 0 10165
JOHNSON & JOHNSON COM 47816010 1655 26088 X 11 0 26088 0
JOHNSON & JOHNSON COM 47816010 2041 32451 X 13 0 0 32451
JOHNSON & JOHNSON COM 47816010 271364 4260670 X 3 4260670 0 0
JOHNSON & JOHNSON COM 47816010 41 650 X X 4 650 0 0
JOHNSON & JOHNSON COM 47816010 65 1031 X 4 1031 0 0
JOHNSON & JOHNSON COM 47816010 90683 1441708 X 5 0 0 1441708
JOHNSON & JOHNSON COM 47816010 254919 4019544 X X 6 3404109 169032 446403
JOHNSON & JOHNSON COM 47816010 388012 6128404 X 6 5167713 10935 949756
JOHNSON & JOHNSON COM 47816010 4104 64705 X X 7 62905 1800 0
JOHNSON & JOHNSON COM 47816010 6162 97157 X 7 96957 0 200
JOHNSON CTLS INC COM 47836610 27551 434288 X 3 434288 0 0
JOHNSON CTLS INC COM 47836610 12518 199358 X 5 0 0 199358
JOHNSON CTLS INC COM 47836610 28951 456346 X X 6 441980 4736 9630
JOHNSON CTLS INC COM 47836610 21488 338888 X 6 287614 0 51274
JOHNSON CTLS INC COM 47836610 13 200 X X 7 200 0 0
JOHNSON CTLS INC COM 47836610 50 786 X 7 786 0 0
JONES APPAREL GROUP INC COM 48007410 8094 221331 X 3 221331 0 0
JONES APPAREL GROUP INC COM 48007410 407 10994 X 5 0 0 10994
JONES APPAREL GROUP INC COM 48007410 479 13110 X X 6 13110 0 0
JONES APPAREL GROUP INC COM 48007410 8869 242555 X 6 237801 0 4754
JONES APPAREL GROUP INC COM 48007410 2 51 X 7 51 0 0
JOS A BANK CLOTHIERS INC COM 48083810 6 200 X 5 0 0 200
JOS A BANK CLOTHIERS INC COM 48083810 690 24375 X 6 0 0 24375
JOURNAL COMMUNICATIONS INC CL A 48113010 15 850 X 5 0 0 850
JOURNAL COMMUNICATIONS INC CL A 48113010 86 4756 X X 6 4756 0 0
JOURNAL COMMUNICATIONS INC CL A 48113010 647 35834 X 6 35384 0 450
JOURNAL REGISTER CO COM 48113810 58925 3048375 X 11 0 3048375 0
JOURNAL REGISTER CO COM 48113810 5320 275200 X 3 275200 0 0
JOURNAL REGISTER CO COM 48113810 3 150 X 5 0 0 150
JOURNAL REGISTER CO COM 48113810 24 1250 X X 6 1250 0 0
JOURNAL REGISTER CO COM 48113810 520 26890 X 6 20990 0 5900
JOY GLOBAL INC COM 48116510 1 25 X 13 0 0 25
JOY GLOBAL INC COM 48116510 2194 50524 X 3 50524 0 0
JOY GLOBAL INC COM 48116510 232 5498 X 5 0 0 5498
JOY GLOBAL INC COM 48116510 4 81 X X 6 81 0 0
JOY GLOBAL INC COM 48116510 357 8271 X 6 7371 0 900
JUNIPER NETWORKS INC COM 48203R10 3 120 X 13 0 0 120
JUNIPER NETWORKS INC COM 48203R10 8763 322147 X 3 322147 0 0
JUNIPER NETWORKS INC COM 48203R10 1834 68388 X 5 0 0 68388
JUNIPER NETWORKS INC COM 48203R10 188 6909 X X 6 6909 0 0
JUNIPER NETWORKS INC COM 48203R10 3751 137771 X 6 117406 0 20365
JUNIPER NETWORKS INC COM 48203R10 2 78 X 7 78 0 0
JUPITERMEDIA CORP COM 48207D10 3233 135964 X 3 135964 0 0
JUPITERMEDIA CORP COM 48207D10 812 37594 X 5 0 0 37594
JUPITERMEDIA CORP COM 48207D10 335 14070 X 6 9385 0 4685
KFX INC COM 48245L10 1062 77889 X 5 0 0 77889
KLA-TENCOR CORP COM 48248010 5550 119140 X 3 119140 0 0
KLA-TENCOR CORP COM 48248010 1557 34361 X 5 0 0 34361
KLA-TENCOR CORP COM 48248010 252 5415 X X 6 3615 1000 800
KLA-TENCOR CORP COM 48248010 1330 28883 X 6 14227 0 14656
K-SWISS INC CL A 48268610 1723 59218 X 5 0 0 59218
KT CORP SPONSORED ADR 48268K10 3396 155700 X 3 155700 0 0
KT CORP SPONSORED ADR 48268K10 8 355 X X 4 355 0 0
KT CORP SPONSORED ADR 48268K10 1076 50398 X 5 0 0 50398
KT CORP SPONSORED ADR 48268K10 3 120 X X 6 120 0 0
KT CORP SPONSORED ADR 48268K10 177 8109 X 6 7384 0 725
KT CORP SPONSORED ADR 48268K10 12 554 X X 7 554 0 0
K V PHARMACEUTICAL CO CL A 48274020 275 12666 X 5 0 0 12666
K V PHARMACEUTICAL CO CL A 48274020 135 6145 X X 6 6145 0 0
K V PHARMACEUTICAL CO CL A 48274020 1096 49722 X 6 49722 0 0
K V PHARMACEUTICAL CO CL A 48274020 3 140 X X 7 140 0 0
K V PHARMACEUTICAL CO CL A 48274020 4 180 X 7 180 0 0
K V PHARMACEUTICAL CO NOTE 2.500% 5/ 482740AC 767 700000 X 6 700000 0 0
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KADANT INC COM 48282T10 1093 53255 X 3 53255 0 0
KADANT INC COM 48282T10 1 55 X 5 0 0 55
KADANT INC COM 48282T10 3 124 X X 6 124 0 0
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KADANT INC COM 48282T10 6 309 X X 7 309 0 0
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KNBT BANCORP INC COM 48292110 174 10288 X 6 10288 0 0
KAMAN CORP CL A 48354810 1583 126773 X 5 0 0 126773
KAMAN CORP CL A 48354810 9 710 X 6 710 0 0
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 222 3675 X 5 0 0 3675
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 365 6000 X X 6 500 5500 0
KAYDON CORP COM 48658710 151 4650 X 5 0 0 4650
KAYDON CORP COM 48658710 20 600 X X 6 600 0 0
KAYDON CORP COM 48658710 538 16300 X 6 7100 0 9200
KAYDON CORP COM 48658710 26 800 X X 7 800 0 0
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KAYNE ANDERSON MLP INVSMNT C COM 48660610 5 200 X 6 200 0 0
KEANE INC COM 48666510 924 62856 X 3 62856 0 0
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KEANE INC COM 48666510 584 39703 X X 6 39703 0 0
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KB HOME COM 48666K10 2602 24924 X 3 24924 0 0
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KB HOME COM 48666K10 5742 55000 X X 6 55000 0 0
KB HOME COM 48666K10 2890 27785 X 6 6362 0 21423
KELLOGG CO COM 48783610 71 1600 X 11 0 1600 0
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KELLOGG CO COM 48783610 31083 695981 X 3 695981 0 0
KELLOGG CO COM 48783610 3600 81143 X 5 0 0 81143
KELLOGG CO COM 48783610 13063 292495 X X 6 86705 8150 197640
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KELLOGG CO COM 48783610 197 4400 X X 7 4400 0 0
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KELLWOOD CO COM 48804410 79 2362 X 5 0 0 2362
KELLWOOD CO COM 48804410 105 3045 X 6 3045 0 0
KELLY SVCS INC CL A 48815220 1077 35695 X 3 35695 0 0
KELLY SVCS INC CL A 48815220 1110 36640 X 5 0 0 36640
KELLY SVCS INC CL A 48815220 166 5503 X X 6 5503 0 0
KELLY SVCS INC CL A 48815220 790 26190 X 6 26190 0 0
KELLY SVCS INC CL A 48815220 2 70 X X 7 70 0 0
KELLY SVCS INC CL A 48815220 5 180 X 7 180 0 0
KEMET CORP COM 48836010 1082 120876 X 3 120876 0 0
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KEMET CORP COM 48836010 7 800 X X 6 800 0 0
KEMET CORP COM 48836010 1 150 X 6 150 0 0
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KENNAMETAL INC COM 48917010 59 1180 X X 6 780 400 0
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KENSEY NASH CORP COM 49005710 7182 205527 X 3 205527 0 0
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KENSEY NASH CORP COM 49005710 5 150 X 7 150 0 0
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KEY ENERGY SVCS INC COM 49291410 62 5550 X 5 20 0 5530
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KEY TECHNOLOGY INC COM 49314310 14 1400 X 11 0 1400 0
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KEYCORP NEW COM 49326710 37 1100 X 11 0 1100 0
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KIMBERLY CLARK CORP COM 49436810 40492 615292 X X 6 500320 56362 58610
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KIMBERLY CLARK CORP COM 49436810 77 1167 X 7 1167 0 0
KIMCO REALTY CORP COM 49446R10 39 675 X 11 0 675 0
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KIMCO REALTY CORP COM 49446R10 122 2111 X X 6 961 950 200
KIMCO REALTY CORP COM 49446R10 1095 18880 X 6 18880 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 47 1090 X 13 0 0 1090
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 5950 136572 X 5 0 0 136572
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 1890 42632 X X 6 22395 7237 13000
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KINDER MORGAN INC KANS COM 49455P10 185 2535 X X 6 1835 0 700
KINDER MORGAN INC KANS COM 49455P10 15383 210400 X 6 209550 0 850
KINDRED HEALTHCARE INC COM 49458010 1239 42701 X 5 0 0 42701
KINDRED HEALTHCARE INC COM 49458010 22 800 X 6 0 0 800
KINETIC CONCEPTS INC COM NEW 49460W20 7433 97418 X 3 97418 0 0
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KINETIC CONCEPTS INC COM NEW 49460W20 38 494 X X 6 94 0 400
KINETIC CONCEPTS INC COM NEW 49460W20 1216 15940 X 6 15920 0 20
KINETIC CONCEPTS INC COM NEW 49460W20 5 70 X 7 70 0 0
KING PHARMACEUTICALS INC COM 49558210 1692 136445 X 3 136445 0 0
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KING PHARMACEUTICALS INC COM 49558210 7 544 X X 6 544 0 0
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KING PHARMACEUTICALS INC COM 49558210 10 798 X X 7 798 0 0
KING PHARMACEUTICALS INC COM 49558210 1 89 X 7 89 0 0
KING PHARMACEUTICALS INC DBCV 2.750%11/ 495582AG 7247 7500000 X 20 7500000 0 0
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KINROSS GOLD CORP COM NO PAR 49690240 743 105542 X 3 105542 0 0
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KINROSS GOLD CORP COM NO PAR 49690240 15 2067 X X 6 2067 0 0
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KIRBY CORP COM 49726610 13290 299450 X 11 0 299450 0
KIRBY CORP COM 49726610 7363 165900 X 3 165900 0 0
KMART HLDG CORPORATION COM 49878010 621 6278 X 3 6278 0 0
KMART HLDG CORPORATION COM 49878010 260 2593 X 5 0 0 2593
KMART HLDG CORPORATION COM 49878010 297 3000 X X 6 3000 0 0
KNAPE & VOGT MFG CO COM 49878210 667 50895 X 5 0 0 50895
KNIGHT RIDDER INC COM 49904010 720 10907 X 13 0 0 10907
KNIGHT RIDDER INC COM 49904010 2936 43853 X 3 43853 0 0
KNIGHT RIDDER INC COM 49904010 9267 140431 X 5 0 0 140431
KNIGHT RIDDER INC COM 49904010 3858 57628 X X 6 53987 1241 2400
KNIGHT RIDDER INC COM 49904010 6093 90976 X 6 49244 0 41732
KNIGHT RIDDER INC COM 49904010 61 912 X 7 912 0 0
KNIGHT TRADING GROUP INC COM 49906310 17561 1603709 X 3 1603709 0 0
KNIGHT TRADING GROUP INC COM 49906310 58 5493 X 5 0 0 5493
KNIGHT TRADING GROUP INC COM 49906310 5 500 X 6 500 0 0
KNOLOGY INC COM 49918380 1350 346281 X 6 346281 0 0
KOHLS CORP COM 50025510 9182 186730 X 3 186730 0 0
KOHLS CORP COM 50025510 2305 46777 X 5 0 0 46777
KOHLS CORP COM 50025510 498 10121 X X 6 10121 0 0
KOHLS CORP COM 50025510 6949 141876 X 6 118804 0 23072
KOHLS CORP COM 50025510 8 170 X 7 170 0 0
KOMAG INC COM NEW 50045320 434 23333 X 5 0 0 23333
KOMAG INC COM NEW 50045320 105 5600 X 6 5600 0 0
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 748 92004 X 13 0 0 92004
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KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 39 5080 X X 6 0 0 5080
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KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 7 870 X X 7 870 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 28 1070 X 11 0 1070 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 53 2000 X 13 0 0 2000
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 5 197 X X 4 197 0 0
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KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 1883 71057 X X 6 61701 356 9000
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KOOKMIN BK NEW SPONSORED ADR 50049M10 2345 60000 X 3 60000 0 0
KOOKMIN BK NEW SPONSORED ADR 50049M10 67 1778 X 6 183 0 1595
KOOR INDS LTD SPONSORED ADR 50050710 305 29188 X 5 0 0 29188
KOOR INDS LTD SPONSORED ADR 50050710 11 1000 X X 6 1000 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 974 73576 X 3 73576 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 4 297 X X 4 297 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 2105 158357 X 5 0 0 158357
KOREA ELECTRIC PWR SPONSORED ADR 50063110 132 10001 X X 6 7131 0 2870
KOREA ELECTRIC PWR SPONSORED ADR 50063110 977 73781 X 6 73781 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 3 214 X X 7 214 0 0
KOREA FD COM 50063410 132 5500 X 3 5500 0 0
KOREA FD COM 50063410 48 2000 X 5 0 0 2000
KOREA FD COM 50063410 1975 82087 X 9 82087 0 0
KOREA EQUITY FD INC COM 50063B10 6 1000 X 5 0 0 1000
KOREA EQUITY FD INC COM 50063B10 277 45000 X 9 45000 0 0
KORN FERRY INTL COM NEW 50064320 820 39509 X 3 39509 0 0
KORN FERRY INTL COM NEW 50064320 975 49236 X 5 0 0 49236
KORN FERRY INTL COM NEW 50064320 32 1700 X 6 0 0 1700
KOS PHARMACEUTICALS INC COM 50064810 963 25833 X 5 0 0 25833
KOS PHARMACEUTICALS INC COM 50064810 21 560 X 6 560 0 0
KRAFT FOODS INC CL A 50075N10 200 5731 X 13 0 0 5731
KRAFT FOODS INC CL A 50075N10 1243 34914 X 3 34914 0 0
KRAFT FOODS INC CL A 50075N10 8 235 X X 4 235 0 0
KRAFT FOODS INC CL A 50075N10 2 46 X 4 46 0 0
KRAFT FOODS INC CL A 50075N10 1935 55488 X 5 0 0 55488
KRAFT FOODS INC CL A 50075N10 432 12123 X X 6 10792 831 500
KRAFT FOODS INC CL A 50075N10 1194 33594 X 6 29044 0 4550
KRAFT FOODS INC CL A 50075N10 44 1236 X X 7 1236 0 0
KRAFT FOODS INC CL A 50075N10 9 254 X 7 254 0 0
KRISPY KREME DOUGHNUTS INC COM 50101410 74 6014 X 13 0 0 6014
KRISPY KREME DOUGHNUTS INC COM 50101410 789 62584 X 3 62584 0 0
KRISPY KREME DOUGHNUTS INC COM 50101410 1 100 X 4 100 0 0
KRISPY KREME DOUGHNUTS INC COM 50101410 297 24088 X 5 0 0 24088
KRISPY KREME DOUGHNUTS INC COM 50101410 134 10616 X X 6 9981 635 0
KRISPY KREME DOUGHNUTS INC COM 50101410 3906 310043 X 6 309635 0 408
KROGER CO COM 50104410 5 270 X 13 0 0 270
KROGER CO COM 50104410 8050 458931 X 3 458931 0 0
KROGER CO COM 50104410 3069 178818 X 5 5754 0 173064
KROGER CO COM 50104410 871 49640 X X 6 46540 800 2300
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KROGER CO COM 50104410 7 405 X X 7 405 0 0
KROGER CO COM 50104410 11 601 X 7 601 0 0
KRONOS INC COM 50105210 8301 161400 X 3 161400 0 0
KRONOS INC COM 50105210 332 6554 X 5 0 0 6554
KRONOS INC COM 50105210 96 1882 X X 6 1882 0 0
KRONOS INC COM 50105210 1720 33636 X 6 33614 22 0
KRONOS INC COM 50105210 5 90 X 7 90 0 0
KUBOTA CORP ADR 50117320 3328 135000 X 3 135000 0 0
KUBOTA CORP ADR 50117320 6 262 X 6 262 0 0
KULICKE & SOFFA INDS INC COM 50124210 122 14783 X 5 0 0 14783
KULICKE & SOFFA INDS INC COM 50124210 65 7500 X X 6 7500 0 0
KULICKE & SOFFA INDS INC COM 50124210 38 4380 X 6 4380 0 0
KYOCERA CORP ADR 50155620 39 516 X 5 0 0 516
KYOCERA CORP ADR 50155620 95 1230 X X 6 1230 0 0
KYOCERA CORP ADR 50155620 730 9480 X 6 9480 0 0
KYPHON INC COM 50157710 9557 369300 X 3 369300 0 0
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KYPHON INC COM 50157710 372 14424 X X 6 14424 0 0
KYPHON INC COM 50157710 1146 44503 X 6 44503 0 0
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LKQ CORP COM 50188920 335 16700 X 6 16700 0 0
LNR PPTY CORP COM 50194010 44 700 X 5 0 0 700
LNR PPTY CORP COM 50194010 204 3248 X 6 3248 0 0
LL & E RTY TR UNIT BEN INT 50200310 92 15000 X 5 0 0 15000
L S B BANCSHARES N C COM 50215810 111 6582 X X 6 1424 5158 0
L S B BANCSHARES N C COM 50215810 110 6505 X 6 6505 0 0
LSB CORP COM 50215P10 633 34188 X 6 34188 0 0
LSI LOGIC CORP COM 50216110 2 300 X 11 0 300 0
LSI LOGIC CORP COM 50216110 12 2290 X 13 0 0 2290
LSI LOGIC CORP COM 50216110 1194 217800 X 3 217800 0 0
LSI LOGIC CORP COM 50216110 207 39154 X 5 0 0 39154
LSI LOGIC CORP COM 50216110 32 5900 X X 6 2000 3600 300
LSI LOGIC CORP COM 50216110 170 31220 X 6 26850 0 4370
LSI LOGIC CORP NOTE 4.000%11/ 502161AG 0 40000 X X 6 40000 0 0
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LSI LOGIC CORP NOTE 4.000% 5/ 502161AJ 52 5500000 X 20 5500000 0 0
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LSI LOGIC CORP NOTE 4.000% 5/ 502161AJ 2 2000 X X 6 2000 0 0
1
LSI LOGIC CORP NOTE 4.000% 5/ 502161AJ 2 2000 X 6 2000 0 0
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LTX CORP COM 50239210 8334 1076583 X 3 1076583 0 0
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LTX CORP COM 50239210 51 6683 X X 6 6683 0 0
LTX CORP COM 50239210 1074 139694 X 6 139694 0 0
LTX CORP COM 50239210 3 418 X 7 418 0 0
L-3 COMMUNICATIONS HLDGS INC COM 50242410 1421 19862 X 13 0 0 19862
L-3 COMMUNICATIONS HLDGS INC COM 50242410 31965 434577 X 3 434577 0 0
L-3 COMMUNICATIONS HLDGS INC COM 50242410 17169 240022 X 5 0 0 240022
L-3 COMMUNICATIONS HLDGS INC COM 50242410 1287 17566 X X 6 16382 300 884
L-3 COMMUNICATIONS HLDGS INC COM 50242410 6112 83441 X 6 55460 0 27981
L-3 COMMUNICATIONS HLDGS INC COM 50242410 3 41 X 7 41 0 0
LA QUINTA CORP PAIRED CTF 50419U20 1798 197838 X 3 197838 0 0
LA QUINTA CORP PAIRED CTF 50419U20 42 4732 X 5 0 0 4732
LA QUINTA CORP PAIRED CTF 50419U20 3 320 X X 6 320 0 0
LA QUINTA CORP PAIRED CTF 50419U20 245 26981 X 6 26981 0 0
LA Z BOY INC COM 50533610 1117 72700 X 3 72700 0 0
LA Z BOY INC COM 50533610 1345 89620 X 5 0 0 89620
LA Z BOY INC COM 50533610 1 80 X 6 0 0 80
LABOR READY INC COM NEW 50540120 5980 353405 X 3 353405 0 0
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LABONE INC NEW COM 50540L10 6882 213500 X 3 213500 0 0
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LABONE INC NEW COM 50540L10 1390 43450 X 6 42150 0 1300
LABONE INC NEW COM 50540L10 4 121 X 7 121 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R40 3893 78144 X 3 78144 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R40 4543 93280 X 5 0 0 93280
LABORATORY CORP AMER HLDGS COM NEW 50540R40 186 3731 X X 6 3731 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R40 1401 28154 X 6 27413 0 741
LABORATORY CORP AMER HLDGS COM NEW 50540R40 2 44 X 7 44 0 0
LABRANCHE & CO INC COM 50544710 545 60845 X 3 60845 0 0
LABRANCHE & CO INC COM 50544710 228 26120 X 5 0 0 26120
LABRANCHE & CO INC COM 50544710 6 800 X 6 0 0 800
LADISH INC COM NEW 50575420 306 26669 X 3 26669 0 0
LAFARGE COPPEE S A SPON ADR NEW 50586140 1063 44000 X 3 44000 0 0
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LAFARGE NORTH AMERICA INC COM 50586210 218 4250 X 3 4250 0 0
LAFARGE NORTH AMERICA INC COM 50586210 1567 30258 X 5 0 0 30258
LAFARGE NORTH AMERICA INC COM 50586210 45 885 X X 6 885 0 0
LAFARGE NORTH AMERICA INC COM 50586210 56 1120 X 6 0 0 1120
LAFARGE NORTH AMERICA INC COM 50586210 1 27 X 7 27 0 0
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LAM RESEARCH CORP COM 51280710 5 172 X 13 0 0 172
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LAM RESEARCH CORP COM 51280710 466 16102 X X 6 14102 2000 0
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LAM RESEARCH CORP COM 51280710 43 1500 X 7 1500 0 0
LAMAR ADVERTISING CO CL A 51281510 515 12040 X 3 12040 0 0
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LANCE INC COM 51460610 379 19796 X 5 0 0 19796
LANCE INC COM 51460610 285 14967 X X 6 14967 0 0
LANCE INC COM 51460610 3206 168495 X 6 168495 0 0
LANDAMERICA FINL GROUP INC COM 51493610 1926 18619 X 3 18619 0 0
LANDAMERICA FINL GROUP INC COM 51493610 58 1100 X 5 0 0 1100
LANDAMERICA FINL GROUP INC COM 51493610 112 2075 X X 6 2075 0 0
LANDAMERICA FINL GROUP INC COM 51493610 23 427 X 6 427 0 0
LANDAMERICA FINL GROUP INC DBCV 3.125%11/ 514936AB 7659 7500000 X 20 7500000 0 0
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LANDRYS RESTAURANTS INC COM 51508L10 342 11919 X 5 0 0 11919
LANDRYS RESTAURANTS INC COM 51508L10 0 2 X X 6 2 0 0
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LANDSTAR SYS INC COM 51509810 1467 19570 X 5 0 0 19570
LANDSTAR SYS INC COM 51509810 11 150 X X 6 150 0 0
LANDSTAR SYS INC COM 51509810 279 3810 X 6 3410 0 400
LAS VEGAS SANDS CORP COM 51783410 1220 25420 X 3 25420 0 0
LAS VEGAS SANDS CORP COM 51783410 18 365 X 5 0 0 365
LAS VEGAS SANDS CORP COM 51783410 19 400 X 6 400 0 0
LATIN AMER EQUITY FD INC NEW COM 51827Q10 143 6600 X 3 6600 0 0
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LATIN AMER EQUITY FD INC NEW COM 51827Q10 23 1069 X 7 1069 0 0
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LATIN AMERN DISCOVERY FD INC COM 51828C10 245 13400 X 3 13400 0 0
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LATIN AMERN DISCOVERY FD INC COM 51828C10 5948 325542 X 9 325542 0 0
LATTICE SEMICONDUCTOR CORP COM 51841510 1092 191544 X 3 191544 0 0
LATTICE SEMICONDUCTOR CORP COM 51841510 11 2090 X 5 0 0 2090
LATTICE SEMICONDUCTOR CORP COM 51841510 46 8000 X X 6 8000 0 0
LATTICE SEMICONDUCTOR CORP COM 51841510 42 7317 X 6 7317 0 0
LAUDER ESTEE COS INC CL A 51843910 62254 1352263 X 3 1352263 0 0
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LAUDER ESTEE COS INC CL A 51843910 1064 23344 X 5 0 0 23344
LAUDER ESTEE COS INC CL A 51843910 646 14109 X X 6 9017 0 5092
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MASSEY ENERGY CO NOTE 2.250% 4/ 576203AF 9816 7500000 X 20 7500000 0 0
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MATSUSHITA ELEC INDL ADR 57687920 51 3190 X 13 0 0 3190
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MCCLATCHY CO CL A 57948910 18 255 X 13 0 0 255
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MCLEODUSA INC CL A 58226670 42 50702 X 5 215 0 50487
MCMORAN EXPLORATION CO NOTE 6.000% 7/ 582411AB 5004 3300000 X 3 3300000 0 0
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MECHEL STEEL GROUP OAO SPONSORED ADR 58384010 894 40000 X 3 40000 0 0
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MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/ 58446KAA 10343 10500000 X 20 10500000 0 0
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MEDICINES CO COM 58468810 5564 193200 X 3 193200 0 0
MEDICINES CO COM 58468810 26 900 X 5 0 0 900
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MEDTRONIC INC DBCV 1.250% 9/ 585055AB 25281 25000000 X 20 25000000 0 0
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MELLON FINL CORP COM 58551A10 144 4625 X 11 0 4625 0
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MENS WEARHOUSE INC COM 58711810 3 100 X 3 100 0 0
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NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 0 25000 X 6 25000 0 0
1
NEXTEL PARTNERS INC CL A 65333F10 2250 115132 X 3 115132 0 0
NEXTEL PARTNERS INC CL A 65333F10 2054 105711 X 5 0 0 105711
NEXTEL PARTNERS INC CL A 65333F10 7 341 X X 6 341 0 0
NEXTEL PARTNERS INC CL A 65333F10 791 40487 X 6 40147 0 340
NICE SYS LTD SPONSORED ADR 65365610 1252 40022 X 3 40022 0 0
NICE SYS LTD SPONSORED ADR 65365610 77 2480 X 5 0 0 2480
NICHOLAS-APPLEGATE CV & INC COM 65370F10 5 300 X 13 0 0 300
NICHOLAS-APPLEGATE CV & INC COM 65370F10 2201 132188 X 5 0 0 132188
NICHOLAS-APPLEGATE CV & INC COM 65370F10 72 4334 X 6 4334 0 0
NICHOLAS APPLEGATE CV&INC FD COM 65370G10 39 2460 X 13 0 0 2460
NICHOLAS APPLEGATE CV&INC FD COM 65370G10 1925 122371 X 5 0 0 122371
NICOR INC COM 65408610 754 20400 X 11 0 20400 0
NICOR INC COM 65408610 710 19233 X 3 19233 0 0
NICOR INC COM 65408610 306 8425 X 5 0 0 8425
NICOR INC COM 65408610 2175 58880 X X 6 56380 1200 1300
NICOR INC COM 65408610 1917 51891 X 6 51771 0 120
NICOR INC COM 65408610 15 400 X X 7 400 0 0
NIDEC CORP SPONSORED ADR 65409010 5158 168000 X 3 168000 0 0
NIDEC CORP SPONSORED ADR 65409010 27 901 X 5 0 0 901
NIDEC CORP SPONSORED ADR 65409010 40 1297 X X 6 1297 0 0
NIDEC CORP SPONSORED ADR 65409010 351 11426 X 6 10902 0 524
NIKE INC CL B 65410610 45 500 X 11 0 500 0
NIKE INC CL B 65410610 782 8618 X 13 0 0 8618
NIKE INC CL B 65410610 43597 480500 X 3 480500 0 0
NIKE INC CL B 65410610 5 56 X 4 56 0 0
NIKE INC CL B 65410610 24051 265201 X 5 0 0 265201
NIKE INC CL B 65410610 16098 177503 X X 6 135969 15885 25649
NIKE INC CL B 65410610 63342 698524 X 6 645380 1842 51302
NIKE INC CL B 65410610 27 300 X X 7 300 0 0
NIKE INC CL B 65410610 504 5561 X 7 5461 0 100
NIKU CORP COM NEW 65411370 273 13199 X 5 0 0 13199
NIKU CORP COM NEW 65411370 15 755 X X 6 755 0 0
NIKU CORP COM NEW 65411370 147 8511 X 6 1415 0 7096
NINETOWNS DIGI WRLD TRADE HL SPONSORED ADR 65440710 264 24600 X 3 24600 0 0
99 CENTS ONLY STORES COM 65440K10 1458 90240 X 3 90240 0 0
99 CENTS ONLY STORES COM 65440K10 1553 98262 X 5 0 0 98262
99 CENTS ONLY STORES COM 65440K10 46 2852 X X 6 2852 0 0
99 CENTS ONLY STORES COM 65440K10 172 10643 X 6 10643 0 0
99 CENTS ONLY STORES COM 65440K10 13 809 X X 7 809 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 7284 323000 X 3 323000 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 8 365 X X 4 365 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 510 22729 X 5 0 0 22729
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 52 2286 X X 6 206 0 2080
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 346 15340 X 6 15340 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 15 683 X X 7 683 0 0
NISOURCE INC COM 65473P10 91 3990 X 11 0 3990 0
NISOURCE INC COM 65473P10 4598 201858 X 3 201858 0 0
NISOURCE INC COM 65473P10 1700 75998 X 5 0 0 75998
NISOURCE INC COM 65473P10 330 14479 X X 6 12569 1310 600
NISOURCE INC COM 65473P10 1786 78482 X 6 13577 0 64905
NISOURCE INC COM 65473P10 15 680 X X 7 680 0 0
NISSAN MOTORS SPONSORED ADR 65474440 154 7118 X 5 0 0 7118
NISSAN MOTORS SPONSORED ADR 65474440 54 2454 X X 6 2454 0 0
NISSAN MOTORS SPONSORED ADR 65474440 502 22888 X 6 21856 0 1032
NITROMED INC COM 65479850 1503 56391 X 3 56391 0 0
NITROMED INC COM 65479850 316 13580 X 6 0 0 13580
NOKIA CORP SPONSORED ADR 65490220 8 500 X 11 0 500 0
NOKIA CORP SPONSORED ADR 65490220 18430 1182193 X 13 0 0 1182193
NOKIA CORP SPONSORED ADR 65490220 5906 308068 X 3 308068 0 0
NOKIA CORP SPONSORED ADR 65490220 12 788 X X 4 788 0 0
NOKIA CORP SPONSORED ADR 65490220 41770 2679251 X 5 0 0 2679251
NOKIA CORP SPONSORED ADR 65490220 9719 620212 X X 6 450059 20360 149793
NOKIA CORP SPONSORED ADR 65490220 20144 1284378 X 6 1220021 1340 63017
NOKIA CORP SPONSORED ADR 65490220 412 26315 X X 7 26315 0 0
NOBLE ENERGY INC COM 65504410 4154 67375 X 3 67375 0 0
NOBLE ENERGY INC COM 65504410 1417 24321 X 5 0 0 24321
NOBLE ENERGY INC COM 65504410 193 3132 X X 6 3032 100 0
NOBLE ENERGY INC COM 65504410 1350 21681 X 6 15476 0 6205
NOBLE ENERGY INC COM 65504410 10 167 X X 7 167 0 0
NOBLE ENERGY INC COM 65504410 13 205 X 7 205 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 5 330 X 5 0 0 330
NOMURA HLDGS INC SPONSORED ADR 65535H20 123 8462 X X 6 8462 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 990 68018 X 6 65610 0 2408
NOMURA HLDGS INC SPONSORED ADR 65535H20 14 992 X X 7 992 0 0
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 1 105000 X 5 0 0 105000
1
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 0 10000 X X 6 10000 0 0
1
NORANDA INC COM 65542210 877 50600 X 5 0 0 50600
NORANDA INC COM 65542210 4 200 X X 6 200 0 0
NORANDA INC COM 65542210 1 30 X 6 30 0 0
NORDSON CORP COM 65566310 1473 36761 X 3 36761 0 0
NORDSON CORP COM 65566310 3929 98045 X 6 98045 0 0
NORDSON CORP COM 65566310 40 1000 X X 7 1000 0 0
NORDSTROM INC COM 65566410 705 15199 X 13 0 0 15199
NORDSTROM INC COM 65566410 35053 749590 X 3 749590 0 0
NORDSTROM INC COM 65566410 3 67 X 4 67 0 0
NORDSTROM INC COM 65566410 15949 343737 X 5 0 0 343737
NORDSTROM INC COM 65566410 5011 107235 X X 6 99073 2859 5303
NORDSTROM INC COM 65566410 29708 635834 X 6 478268 1048 156518
NORDSTROM INC COM 65566410 117 2500 X X 7 2500 0 0
NORDSTROM INC COM 65566410 192 4117 X 7 4117 0 0
NORFOLK SOUTHERN CORP COM 65584410 496 13700 X 11 0 13700 0
NORFOLK SOUTHERN CORP COM 65584410 11 300 X 13 0 0 300
NORFOLK SOUTHERN CORP COM 65584410 8940 236416 X 3 236416 0 0
NORFOLK SOUTHERN CORP COM 65584410 8709 245112 X 5 0 0 245112
NORFOLK SOUTHERN CORP COM 65584410 15220 420568 X X 6 407093 6200 7275
NORFOLK SOUTHERN CORP COM 65584410 17049 471485 X 6 327760 850 142875
NORFOLK SOUTHERN CORP COM 65584410 69 1900 X 7 1900 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 23 300 X 5 0 0 300
NORSK HYDRO A S SPONSORED ADR 65653160 92 1165 X X 6 1165 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 666 8465 X 6 8465 0 0
NORTEL NETWORKS CORP NEW COM 65656810 29 8222 X 13 0 0 8222
NORTEL NETWORKS CORP NEW COM 65656810 1622 457071 X 5 12745 0 444326
NORTEL NETWORKS CORP NEW COM 65656810 35 10030 X X 6 9989 0 41
NORTEL NETWORKS CORP NEW COM 65656810 142 40942 X 6 39517 0 1425
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 47 48000 X 5 0 0 48000
0
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 2 2000 X X 6 2000 0 0
0
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 69122 71262000 X 6 71262000 0 0
0
NORTH AMERN SCIENTIFIC INC COM 65715D10 108 20000 X 6 20000 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 666 29342 X X 6 29342 0 0
NORTH FORK BANCORPORATION NY COM 65942410 605 20975 X 11 0 20975 0
NORTH FORK BANCORPORATION NY COM 65942410 17959 621910 X 3 621910 0 0
NORTH FORK BANCORPORATION NY COM 65942410 1083 37608 X 5 0 0 37608
NORTH FORK BANCORPORATION NY COM 65942410 2621 90865 X X 6 86682 994 3189
NORTH FORK BANCORPORATION NY COM 65942410 16503 572067 X 6 388108 419 183540
NORTH FORK BANCORPORATION NY COM 65942410 124 4300 X X 7 4300 0 0
NORTH FORK BANCORPORATION NY COM 65942410 94 3275 X 7 3275 0 0
NORTHEAST UTILS COM 66439710 2763 146576 X 3 146576 0 0
NORTHEAST UTILS COM 66439710 19 1019 X 5 0 0 1019
NORTHEAST UTILS COM 66439710 110 5859 X X 6 2691 0 3168
NORTHEAST UTILS COM 66439710 3118 165635 X 6 154893 0 10742
NORTHEAST UTILS COM 66439710 16 823 X X 7 823 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 212 4484 X 5 0 0 4484
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 479 9950 X X 6 9450 0 500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 3665 76068 X 6 76068 0 0
NORTHERN TR CORP COM 66585910 49 1000 X 11 0 1000 0
NORTHERN TR CORP COM 66585910 10 216 X 13 0 0 216
NORTHERN TR CORP COM 66585910 5876 120957 X 3 120957 0 0
NORTHERN TR CORP COM 66585910 1620 34155 X 5 0 0 34155
NORTHERN TR CORP COM 66585910 162 3335 X X 6 1335 0 2000
NORTHERN TR CORP COM 66585910 335 7095 X 6 990 0 6105
NORTHFIELD LABS INC COM 66613510 316 14635 X 5 0 0 14635
NORTHFIELD LABS INC COM 66613510 1 50 X 6 50 0 0
NORTHROP GRUMMAN CORP COM 66680710 900 16771 X 13 0 0 16771
NORTHROP GRUMMAN CORP COM 66680710 43058 790827 X 3 790827 0 0
NORTHROP GRUMMAN CORP COM 66680710 20480 381719 X 5 1728 0 379991
NORTHROP GRUMMAN CORP COM 66680710 6925 127396 X X 6 83184 4100 40112
NORTHROP GRUMMAN CORP COM 66680710 25759 473313 X 6 319443 200 153670
NORTHROP GRUMMAN CORP COM 66680710 42 764 X X 7 764 0 0
NORTHROP GRUMMAN CORP COM 66680710 41 762 X 7 762 0 0
NORTHWEST NAT GAS CO COM 66765510 15 450 X 11 0 450 0
NORTHWEST NAT GAS CO COM 66765510 20 600 X 5 0 0 600
NORTHWEST NAT GAS CO COM 66765510 20 600 X X 6 600 0 0
NORTHWEST NAT GAS CO COM 66765510 147 4369 X 6 4369 0 0
NORTHWEST NAT GAS CO COM 66765510 12 350 X X 7 350 0 0
NOVA CHEMICALS CORP COM 66977W10 127 2695 X 13 0 0 2695
NOVA CHEMICALS CORP COM 66977W10 397 8438 X 5 0 0 8438
NOVATEL WIRELESS INC COM NEW 66987M60 1154 59528 X 3 59528 0 0
NOVATEL WIRELESS INC COM NEW 66987M60 943 53994 X 5 0 0 53994
NOVATEL WIRELESS INC COM NEW 66987M60 5 253 X X 6 253 0 0
NOVATEL WIRELESS INC COM NEW 66987M60 116 6000 X 6 200 0 5800
NOVARTIS A G SPONSORED ADR 66987V10 6834 135225 X 11 0 135225 0
NOVARTIS A G SPONSORED ADR 66987V10 41353 815850 X 3 815850 0 0
NOVARTIS A G SPONSORED ADR 66987V10 15 305 X X 4 305 0 0
NOVARTIS A G SPONSORED ADR 66987V10 4769 94868 X 5 1712 0 93156
NOVARTIS A G SPONSORED ADR 66987V10 1167 23088 X X 6 15758 0 7330
NOVARTIS A G SPONSORED ADR 66987V10 7267 143937 X 6 95654 200 48083
NOVARTIS A G SPONSORED ADR 66987V10 24 470 X X 7 470 0 0
NOVARTIS A G SPONSORED ADR 66987V10 16 319 X 7 319 0 0
NOVASTAR FINL INC COM 66994740 211 4427 X 5 0 0 4427
NOVASTAR FINL INC COM 66994740 12 250 X X 6 250 0 0
NOVASTAR FINL INC COM 66994740 223 4510 X 6 4510 0 0
NUANCE COMMUNICATIONS INC COM 66996710 125 31250 X 5 0 0 31250
NOVELL INC COM 67000610 1427 211377 X 3 211377 0 0
NOVELL INC COM 67000610 89 13604 X 5 0 0 13604
NOVELL INC COM 67000610 51 7605 X X 6 7605 0 0
NOVELL INC COM 67000610 1359 201766 X 6 197866 0 3900
NOVELLUS SYS INC COM 67000810 2 70 X 13 0 0 70
NOVELLUS SYS INC COM 67000810 2630 94297 X 3 94297 0 0
NOVELLUS SYS INC COM 67000810 1123 41196 X 5 0 0 41196
NOVELLUS SYS INC COM 67000810 69 2475 X X 6 2475 0 0
NOVELLUS SYS INC COM 67000810 880 31629 X 6 25904 0 5725
NOVO-NORDISK A S ADR 67010020 132 2482 X 5 0 0 2482
NOVO-NORDISK A S ADR 67010020 11751 216577 X X 6 216577 0 0
NOVO-NORDISK A S ADR 67010020 41210 759495 X 6 759495 0 0
NSTAR COM 67019E10 594 11020 X 13 0 0 11020
NSTAR COM 67019E10 3297 60745 X 3 60745 0 0
NSTAR COM 67019E10 293 5444 X 5 0 0 5444
NSTAR COM 67019E10 921 16975 X X 6 14443 0 2532
NSTAR COM 67019E10 528 9957 X 6 6622 0 3335
NUCOR CORP COM 67034610 730 14473 X 13 0 0 14473
NUCOR CORP COM 67034610 19439 371402 X 3 371402 0 0
NUCOR CORP COM 67034610 13048 258636 X 5 0 0 258636
NUCOR CORP COM 67034610 417 7974 X X 6 6178 300 1496
NUCOR CORP COM 67034610 9272 177102 X 6 47633 0 129469
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 327 21510 X 6 21510 0 0
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 499 28765 X 5 0 0 28765
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 402 23033 X X 6 21833 0 1200
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 416 23865 X 6 23865 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 76 4884 X 5 0 0 4884
NUVEEN PA PREM INCOME MUN FD COM 67061F10 31 2000 X X 6 2000 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 333 21386 X 6 21386 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 508 54070 X 5 0 0 54070
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 12 1248 X X 6 1248 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 36 3900 X 6 3900 0 0
NUVEEN ARIZ PREM INCOME MUN COM 67061W10 243 15925 X 5 0 0 15925
NUVEEN CALIF MUN VALUE FD COM 67062C10 120 12907 X 5 0 0 12907
NUVEEN INVT QUALITY MUN FD I COM 67062E10 97 6515 X 5 0 0 6515
NUVEEN INVT QUALITY MUN FD I COM 67062E10 116 7830 X X 6 7830 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 456 30862 X 6 30862 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 25 1673 X 7 1673 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 312 23035 X 5 0 0 23035
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 649 42312 X 5 0 0 42312
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 15 979 X X 6 700 0 279
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 241 15734 X 6 15734 0 0
NUVEEN NY MUN VALUE FD COM 67062M10 341 38141 X 5 0 0 38141
NUVEEN NY MUN VALUE FD COM 67062M10 220 24539 X 6 24539 0 0
NUVEEN INSD QUALITY MUN FD I COM 67062N10 157 10088 X 5 0 0 10088
NUVEEN INSD QUALITY MUN FD I COM 67062N10 107 6875 X X 6 6575 0 300
NUVEEN INSD QUALITY MUN FD I COM 67062N10 403 25912 X 6 25912 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 425 29181 X 5 0 0 29181
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 200 13825 X X 6 13825 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 563 38836 X 6 38836 0 0
NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 212 15112 X 5 0 0 15112
NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 143 10210 X X 6 10210 0 0
NUVEEN PREM INCOME MUN FD COM 67062T10 27 1923 X 5 0 0 1923
NUVEEN PREM INCOME MUN FD COM 67062T10 89 6416 X X 6 4416 0 2000
NUVEEN PREM INCOME MUN FD COM 67062T10 438 31518 X 6 31518 0 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 450 31830 X 5 0 0 31830
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 60 4294 X X 6 4096 0 198
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 126 8936 X 6 8935 0 1
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 126 9600 X 5 0 0 9600
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C10 9 700 X 6 700 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 297 21000 X 5 0 0 21000
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 245 17436 X X 6 16769 0 667
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 84 5942 X 6 5942 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 123 9500 X 5 0 0 9500
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 163 12637 X X 6 12637 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 9 700 X 6 700 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 18 1007 X 5 0 0 1007
NUVEEN VA PREM INCOME MUN FD COM 67064R10 145 8271 X X 6 8271 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 398 22663 X 6 22663 0 0
NUVEEN TAX FREE ADV MUN FD COM 67065710 82 6021 X 5 1 0 6020
NUVEEN TAX FREE ADV MUN FD COM 67065710 194 14267 X 6 14267 0 0
NVIDIA CORP COM 67066G10 24 1000 X 13 0 0 1000
NVIDIA CORP COM 67066G10 2191 93001 X 3 93001 0 0
NVIDIA CORP COM 67066G10 784 33241 X 5 0 0 33241
NVIDIA CORP COM 67066G10 1 46 X X 6 46 0 0
NVIDIA CORP COM 67066G10 2007 85945 X 6 12729 0 73216
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 21 1401 X 5 1 0 1400
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 200 13444 X X 6 13444 0 0
NUVEEN DIVID ADVANTAGE MUN F COM 67066V10 104 6999 X 6 6999 0 0
NUVEEN SR INCOME FD COM 67067Y10 281 29971 X 5 1 0 29970
NUVEEN SR INCOME FD COM 67067Y10 6 600 X X 6 600 0 0
NUVEEN SR INCOME FD COM 67067Y10 47 5000 X 6 5000 0 0
NUVEEN MUN HIGH INC OPP FD COM 67068210 1 63 X 13 0 0 63
NUVEEN MUN HIGH INC OPP FD COM 67068210 373 24708 X 5 1 0 24707
NUVEEN MUN HIGH INC OPP FD COM 67068210 91 5993 X X 6 5993 0 0
NUVEEN MUN HIGH INC OPP FD COM 67068210 26 1700 X 6 1700 0 0
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 54 3050 X 5 0 0 3050
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 137 7700 X X 6 7700 0 0
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M10 18 1004 X 6 1004 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 93 7052 X 5 0 0 7052
NUVEEN INSD PREM INCOME MUN COM 6706D810 13 1000 X X 6 1000 0 0
NUVEEN INSD PREM INCOME MUN COM 6706D810 175 13266 X 6 13266 0 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 24 1530 X 13 0 0 1530
NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 137 8853 X 5 0 0 8853
NUVEEN EQUITY PREM INCOME FD COM 6706ER10 470 23392 X 5 0 0 23392
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 421 34383 X 5 0 0 34383
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 137 11232 X X 6 11232 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 65 5329 X 6 5329 0 0
NUVASIVE INC COM 67070410 154 15000 X 3 15000 0 0
NUVASIVE INC COM 67070410 20 2000 X 5 0 0 2000
NUVASIVE INC COM 67070410 199 20993 X 6 0 0 20993
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 28 1831 X 5 0 0 1831
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 157 10044 X X 6 10044 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F10 467 29811 X 6 29811 0 0
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 183 12878 X 5 0 0 12878
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 132 9300 X X 6 9300 0 0
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 274 19318 X 6 19318 0 0
NYFIX INC COM 67071210 44 7400 X 5 0 0 7400
NYFIX INC COM 67071210 25 4000 X X 6 4000 0 0
NUVEEN REAL ESTATE INCOME FD COM 67071B10 49 2400 X 13 0 0 2400
NUVEEN REAL ESTATE INCOME FD COM 67071B10 670 32577 X 5 0 0 32577
NUVEEN REAL ESTATE INCOME FD COM 67071B10 33 1600 X X 6 1000 600 0
NUVEEN VA DIV ADV MUNI FD 2 COM 67071C10 1 50 X 5 0 0 50
NUVEEN VA DIV ADV MUNI FD 2 COM 67071C10 154 8996 X X 6 8996 0 0
NUVEEN VA DIV ADV MUNI FD 2 COM 67071C10 29 1700 X 6 1700 0 0
NUVEEN N C DIV ADV FD 2 COM 67071D10 21 1300 X 5 0 0 1300
NUVEEN N C DIV ADV FD 2 COM 67071D10 79 5000 X X 6 5000 0 0
NUVEEN N C DIV ADV FD 2 COM 67071D10 159 10085 X 6 10085 0 0
NUVEEN INSD DIVID ADVANTAGE COM 67071L10 14 1002 X 5 2 0 1000
NUVEEN INSD DIVID ADVANTAGE COM 67071L10 61 4333 X X 6 4333 0 0
NUVEEN INSD DIVID ADVANTAGE COM 67071L10 137 9734 X 6 9734 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 233 16635 X 13 0 0 16635
NUVEEN QUALITY PFD INCOME FD COM 67071S10 3868 276453 X 5 0 0 276453
NUVEEN QUALITY PFD INCOME FD COM 67071S10 99 7101 X X 6 7101 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S10 39 2771 X 6 2771 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 273 18875 X 13 0 0 18875
NUVEEN QUALITY PFD INCOME FD COM 67072C10 10 667 X X 4 667 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 4153 286820 X 5 0 0 286820
NUVEEN QUALITY PFD INCOME FD COM 67072C10 46 3207 X X 6 3207 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C10 11 757 X 6 757 0 0
NUVEEN FLOATING RATE INCOME COM 67072T10 781 55601 X 5 1 0 55600
NUVEEN FLOATING RATE INCOME COM 67072T10 9 670 X 7 670 0 0
NUVEEN PFD & CONV INC FD COM 67073B10 29 2063 X 13 0 0 2063
NUVEEN PFD & CONV INC FD COM 67073B10 3027 212249 X 5 1 0 212248
NUVEEN PFD & CONV INC FD COM 67073B10 87 6052 X X 6 4052 2000 0
NUVEEN PFD & CONV INC FD COM 67073B10 34 2400 X 6 2400 0 0
NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 331 23870 X 5 2 0 23868
NUVEEN PFD & CONV INCOME FD COM SHS 67073D10 148 10695 X 6 10695 0 0
O CHARLEYS INC COM 67082310 533 27238 X 3 27238 0 0
O CHARLEYS INC COM 67082310 94 4800 X 6 4800 0 0
OGE ENERGY CORP COM 67083710 27 1040 X 13 0 0 1040
OGE ENERGY CORP COM 67083710 2689 101449 X 3 101449 0 0
OGE ENERGY CORP COM 67083710 992 38069 X 5 0 0 38069
OGE ENERGY CORP COM 67083710 988 37263 X X 6 21413 14600 1250
OGE ENERGY CORP COM 67083710 263 10134 X 6 2144 0 7990
OGE ENERGY CORP COM 67083710 21 800 X X 7 800 0 0
OGE ENERGY CORP COM 67083710 180 6800 X 7 6800 0 0
OCA INC COM 67083Q10 578 91896 X 5 0 0 91896
OM GROUP INC COM 67087210 22 690 X 13 0 0 690
OM GROUP INC COM 67087210 10 300 X 3 300 0 0
OM GROUP INC COM 67087210 676 21186 X 5 0 0 21186
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PERMIAN BASIN RTY TR UNIT BEN INT 71423610 412 30200 X 5 0 0 30200
PERMIAN BASIN RTY TR UNIT BEN INT 71423610 28 2000 X X 6 0 0 2000
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PERRIGO CO COM 71429010 21 1194 X 6 1194 0 0
PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 71568010 1085 34800 X 3 34800 0 0
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PETROCHINA CO LTD SPONSORED ADR 71646E10 218 4099 X 13 0 0 4099
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PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V10 1205 33277 X 3 33277 0 0
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PETROLEUM DEV CORP COM 71657810 164 4256 X 6 0 0 4256
PETROQUEST ENERGY INC COM 71674810 9 2000 X 5 0 0 2000
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PHARMOS CORP COM NEW 71713920 3 2000 X X 6 2000 0 0
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PHILADELPHIA CONS HLDG CORP COM 71752810 13 200 X 7 200 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 499 20000 X 3 20000 0 0
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PHILLIPS VAN HEUSEN CORP COM 71859210 205 7600 X X 6 7600 0 0
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PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 349 53222 X 5 0 0 53222
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QUANTA SVCS INC COM 74762E10 8 1000 X 5 0 0 1000
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RSA SEC INC COM 74971910 10014 496780 X 3 496780 0 0
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RAE SYS INC COM 75061P10 79 11261 X 5 0 0 11261
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RED HAT INC COM 75657710 51 3844 X X 6 2844 0 1000
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REEBOK INTL LTD COM 75811010 3 58 X 7 58 0 0
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REGAL BELOIT CORP COM 75875010 14 475 X 13 0 0 475
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REGENCY CTRS CORP COM 75884910 1086 19600 X X 6 8000 2600 9000
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REGENERON PHARMACEUTICALS COM 75886F10 38 4156 X 5 0 0 4156
REGENERON PHARMACEUTICALS NOTE 5.500%10/ 75886FAB 135 140000 X 5 0 0 140000
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REGIONS FINANCIAL CORP NEW COM 7591EP10 25 719 X 13 0 0 719
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RELIANT ENERGY INC COM 75952B10 27 2000 X 13 0 0 2000
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RELIANT ENERGY INC COM 75952B10 32 2308 X X 6 2155 153 0
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REMEC INC COM 75954310 325 45073 X 5 0 0 45073
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REPUBLIC BANCORP INC COM 76028210 32727 2141820 X 11 0 2141820 0
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RESOURCE AMERICA INC CL A 76119520 30 951 X 5 0 0 951
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RESOURCES CONNECTION INC COM 76122Q10 8 150 X X 6 150 0 0
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RESPIRONICS INC COM 76123010 1543 28674 X 5 0 0 28674
RESPIRONICS INC COM 76123010 51 937 X X 6 937 0 0
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RESPIRONICS INC COM 76123010 5 96 X 7 96 0 0
RETAIL HOLDRS TR DEP RCPT 76127U10 9180 92700 X 5 0 0 92700
RETEK INC COM 76128Q10 5050 821106 X 3 821106 0 0
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RETEK INC COM 76128Q10 580 94300 X 6 94300 0 0
REUTERS GROUP PLC SPONSORED ADR 76132M10 72 1672 X 5 0 0 1672
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REUTERS GROUP PLC SPONSORED ADR 76132M10 43 1000 X 6 1000 0 0
REVLON INC CL A 76152550 548 231100 X 5 0 0 231100
REWARDS NETWORK INC COM 76155710 1267 181000 X 11 0 181000 0
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REWARDS NETWORK INC COM 76155710 35 5000 X X 6 5000 0 0
REXAM PLC SP ADR NEW2001 76165540 10283 226000 X 3 226000 0 0
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REYNOLDS & REYNOLDS CO CL A 76169510 355 13393 X 11 0 13393 0
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REYNOLDS & REYNOLDS CO CL A 76169510 78 2996 X 5 0 0 2996
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REYNOLDS & REYNOLDS CO CL A 76169510 745 28242 X 6 26960 0 1282
REYNOLDS & REYNOLDS CO CL A 76169510 5 173 X 7 173 0 0
REYNOLDS AMERICAN INC COM 76171310 6872 87427 X 3 87427 0 0
REYNOLDS AMERICAN INC COM 76171310 3080 39235 X 5 0 0 39235
REYNOLDS AMERICAN INC COM 76171310 507 6447 X X 6 6310 137 0
REYNOLDS AMERICAN INC COM 76171310 10424 132873 X 6 82866 0 50007
RICHARDSON ELECTRS LTD COM 76316510 2 200 X X 6 200 0 0
RICHARDSON ELECTRS LTD COM 76316510 115 10850 X 6 10850 0 0
RIO TINTO PLC SPONSORED ADR 76720410 1191 10225 X 5 0 0 10225
RIO TINTO PLC SPONSORED ADR 76720410 363 3046 X X 6 1046 0 2000
RIO TINTO PLC SPONSORED ADR 76720410 287 2410 X 6 2410 0 0
RIO TINTO PLC SPONSORED ADR 76720410 28 232 X X 7 232 0 0
RIO TINTO PLC SPONSORED ADR 76720410 28 237 X 7 237 0 0
RITCHIE BROS AUCTIONEERS COM 76774410 9298 281260 X 3 281260 0 0
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SAUER-DANFOSS INC COM 80413710 266 12837 X 5 0 0 12837
SAUL CTRS INC COM 80439510 45 1200 X 5 0 0 1200
SAUL CTRS INC COM 80439510 998 26100 X X 6 6100 0 20000
SAUL CTRS INC COM 80439510 57 1500 X 6 1500 0 0
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SAVANNAH BANCORP INC COM 80474810 101 3750 X X 6 3750 0 0
SAVANNAH BANCORP INC COM 80474810 128 4730 X 6 4730 0 0
SCANA CORP NEW COM 80589M10 75 1900 X 11 0 1900 0
SCANA CORP NEW COM 80589M10 18051 458138 X 3 458138 0 0
SCANA CORP NEW COM 80589M10 2553 65219 X 5 0 0 65219
SCANA CORP NEW COM 80589M10 4266 108283 X X 6 79455 23824 5004
SCANA CORP NEW COM 80589M10 10126 257068 X 6 253926 0 3142
SCANA CORP NEW COM 80589M10 172 4359 X 7 4359 0 0
SCANSOURCE INC COM 80603710 1436 23724 X 5 0 0 23724
SCANSOURCE INC COM 80603710 290 4663 X 6 4663 0 0
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SCANSOFT INC COM 80603P10 279 66550 X X 6 66550 0 0
SCANSOFT INC COM 80603P10 1090 260095 X 6 260095 0 0
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SCHEIN HENRY INC COM 80640710 3434 49308 X 3 49308 0 0
SCHEIN HENRY INC COM 80640710 8691 127694 X 5 0 0 127694
SCHEIN HENRY INC COM 80640710 903 12960 X X 6 12960 0 0
SCHEIN HENRY INC COM 80640710 4135 59396 X 6 58981 0 415
SCHEIN HENRY INC COM 80640710 3 43 X X 7 43 0 0
SCHERING A G SPONSORED ADR 80658520 133 1776 X 5 0 0 1776
SCHERING A G SPONSORED ADR 80658520 71 950 X X 6 950 0 0
SCHERING A G SPONSORED ADR 80658520 146 1969 X 6 1969 0 0
SCHERING A G SPONSORED ADR 80658520 10 140 X X 7 140 0 0
SCHERING PLOUGH CORP COM 80660510 13 629 X 13 0 0 629
SCHERING PLOUGH CORP COM 80660510 34006 1628629 X 3 1628629 0 0
SCHERING PLOUGH CORP COM 80660510 20253 962151 X 5 0 0 962151
SCHERING PLOUGH CORP COM 80660510 10745 514605 X X 6 386780 74855 52970
SCHERING PLOUGH CORP COM 80660510 15711 757868 X 6 613078 8000 136790
SCHERING PLOUGH CORP COM 80660510 375 17940 X X 7 17940 0 0
SCHERING PLOUGH CORP COM 80660510 519 24850 X 7 24850 0 0
SCHERING PLOUGH CORP PFD CONV MAND 80660560 2180 38725 X 13 0 0 38725
SCHERING PLOUGH CORP PFD CONV MAND 80660560 9267 158750 X 3 158750 0 0
SCHERING PLOUGH CORP PFD CONV MAND 80660560 43 755 X 5 0 0 755
SCHERING PLOUGH CORP PFD CONV MAND 80660560 22440 400000 X 6 400000 0 0
SCHLUMBERGER LTD COM 80685710 126 1880 X 11 0 1880 0
SCHLUMBERGER LTD COM 80685710 1383 21519 X 13 0 0 21519
SCHLUMBERGER LTD COM 80685710 101797 1518666 X 3 1518666 0 0
SCHLUMBERGER LTD COM 80685710 3 46 X 4 46 0 0
SCHLUMBERGER LTD COM 80685710 19095 297098 X 5 2223 0 294875
SCHLUMBERGER LTD COM 80685710 36588 546503 X X 6 525487 12546 8470
SCHLUMBERGER LTD COM 80685710 32437 484530 X 6 403162 705 80663
SCHLUMBERGER LTD COM 80685710 1210 18073 X X 7 17773 300 0
SCHLUMBERGER LTD COM 80685710 94 1409 X 7 1409 0 0
SCHLUMBERGER LTD DBCV 1.500% 6/ 806857AC 0 10000 X 6 10000 0 0
0
SCHNITZER STL INDS CL A 80688210 3 100 X 3 100 0 0
SCHNITZER STL INDS CL A 80688210 1904 58466 X 5 0 0 58466
SCHNITZER STL INDS CL A 80688210 4 129 X X 6 129 0 0
SCHNITZER STL INDS CL A 80688210 240 7060 X 6 7060 0 0
SCHOLASTIC CORP COM 80706610 1891 51174 X 3 51174 0 0
SCHOLASTIC CORP COM 80706610 81 2215 X 5 0 0 2215
SCHOLASTIC CORP COM 80706610 227 6132 X X 6 6132 0 0
SCHOLASTIC CORP COM 80706610 1722 46632 X 6 46307 0 325
SCHOLASTIC CORP COM 80706610 4 110 X X 7 110 0 0
SCHOLASTIC CORP COM 80706610 10 265 X 7 265 0 0
SCHOOL SPECIALTY INC COM 80786310 52 1340 X X 6 1340 0 0
SCHOOL SPECIALTY INC COM 80786310 946 24620 X 6 18295 0 6325
SCHOOL SPECIALTY INC COM 80786310 1 30 X X 7 30 0 0
SCHOOL SPECIALTY INC COM 80786310 2 55 X 7 55 0 0
SCHULMAN A INC COM 80819410 636 29690 X 3 29690 0 0
SCHULMAN A INC COM 80819410 21 1000 X 5 0 0 1000
SCHULMAN A INC COM 80819410 771 36008 X X 6 36008 0 0
SCHULMAN A INC COM 80819410 18 841 X 6 841 0 0
SCHWAB CHARLES CORP NEW COM 80851310 13 1157 X 13 0 0 1157
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SCHWAB CHARLES CORP NEW COM 80851310 615 51452 X X 6 28616 22836 0
SCHWAB CHARLES CORP NEW COM 80851310 666 56637 X 6 26767 0 29870
SCHWEITZER-MAUDUIT INTL INC COM 80854110 3 90 X 13 0 0 90
SCHWEITZER-MAUDUIT INTL INC COM 80854110 323 9758 X 5 0 0 9758
SCHWEITZER-MAUDUIT INTL INC COM 80854110 669 19696 X X 6 19366 300 30
SCHWEITZER-MAUDUIT INTL INC COM 80854110 136 4000 X 6 4000 0 0
SCIENTIFIC ATLANTA INC COM 80865510 89 2735 X 13 0 0 2735
SCIENTIFIC ATLANTA INC COM 80865510 2885 87395 X 3 87395 0 0
SCIENTIFIC ATLANTA INC COM 80865510 1224 37818 X 5 0 0 37818
SCIENTIFIC ATLANTA INC COM 80865510 168 5100 X X 6 3600 0 1500
SCIENTIFIC ATLANTA INC COM 80865510 511 16373 X 6 6023 0 10350
SCIENTIFIC GAMES CORP CL A 80874P10 147 6258 X 5 0 0 6258
SCIENTIFIC GAMES CORP CL A 80874P10 257 10770 X 6 9170 0 1600
SCIENTIFIC GAMES CORP CL A 80874P10 7 300 X 7 300 0 0
SCOR SPONSORED ADR 80917Q10 19 10000 X 5 0 0 10000
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 7 232 X 11 0 232 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 104 3339 X 13 0 0 3339
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6 199 X X 4 199 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 2022 65169 X 5 1 0 65168
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 381 12237 X X 6 12237 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 880 28342 X 6 26018 0 2324
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 222 7114 X X 7 7114 0 0
SCOTTS CO CL A 81018610 104648 1423392 X 11 0 1423392 0
SCOTTS CO CL A 81018610 24493 333077 X 3 333077 0 0
SCOTTS CO CL A 81018610 764 10549 X 5 0 0 10549
SCOTTS CO CL A 81018610 199 2708 X X 6 2708 0 0
SCOTTS CO CL A 81018610 1986 27015 X 6 25627 0 1388
SCOTTS CO CL A 81018610 3 40 X X 7 40 0 0
SCOTTS CO CL A 81018610 16 223 X 7 223 0 0
SCRIPPS E W CO OHIO CL A 81105420 375 7775 X 3 7775 0 0
SCRIPPS E W CO OHIO CL A 81105420 221 4632 X 5 0 0 4632
SCRIPPS E W CO OHIO CL A 81105420 631 13065 X X 6 12415 650 0
SCRIPPS E W CO OHIO CL A 81105420 2615 54303 X 6 49990 0 4313
SCUDDER HIGH INCOME TR SH BEN INT 81115310 86 12075 X 5 0 0 12075
SCUDDER HIGH INCOME TR SH BEN INT 81115310 24 3380 X X 6 3380 0 0
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 74 9600 X 5 0 0 9600
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 16 2030 X X 6 2030 0 0
SCUDDER INTER GOVT TR SH BEN INT 81116310 10 1500 X 13 0 0 1500
SCUDDER INTER GOVT TR SH BEN INT 81116310 342 51037 X 5 0 0 51037
SCUDDER INTER GOVT TR SH BEN INT 81116310 2595 389000 X 9 389000 0 0
SCUDDER NEW ASIA FD INC COM 81118310 248 16700 X 3 16700 0 0
SCUDDER NEW ASIA FD INC COM 81118310 1408 95353 X 5 0 0 95353
SCUDDER NEW ASIA FD INC COM 81118310 6108 411900 X 9 411900 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 29 3094 X 5 0 0 3094
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 88 9290 X X 6 9290 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 105 9012 X 5 0 0 9012
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 24 2062 X X 6 2062 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 164 14208 X 6 13669 0 539
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 1960 90982 X 5 0 0 90982
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 109 5000 X X 6 5000 0 0
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 11 500 X 6 500 0 0
SCUDDER RREEF REAL EST FD II COM 81119R10 309 18663 X 5 0 0 18663
SCUDDER RREEF REAL EST FD II COM 81119R10 259 15400 X X 6 15400 0 0
SCUDDER RREEF REAL EST FD II COM 81119R10 112 6649 X 6 6649 0 0
SEA CONTAINERS LTD CL A 81137170 845 44032 X 5 0 0 44032
SEA CONTAINERS LTD CL A 81137170 61 3112 X X 6 3112 0 0
SEA CONTAINERS LTD CL A 81137170 2 78 X 7 78 0 0
SEACHANGE INTL INC COM 81169910 95 5500 X 5 0 0 5500
SEACHANGE INTL INC COM 81169910 13 774 X X 6 774 0 0
SEACHANGE INTL INC COM 81169910 90 5182 X 6 5182 0 0
SEACOAST BKG CORP FLA COM 81170730 54 2460 X 5 0 0 2460
SEACOAST BKG CORP FLA COM 81170730 55 2475 X X 6 2475 0 0
SEACOAST BKG CORP FLA COM 81170730 120 5414 X 6 5414 0 0
SEALED AIR CORP NEW COM 81211K10 2500 46939 X 3 46939 0 0
SEALED AIR CORP NEW COM 81211K10 32 610 X 4 610 0 0
SEALED AIR CORP NEW COM 81211K10 1331 24783 X 5 0 0 24783
SEALED AIR CORP NEW COM 81211K10 213 4007 X X 6 3707 0 300
SEALED AIR CORP NEW COM 81211K10 1586 30164 X 6 18920 0 11244
SEALED AIR CORP NEW COM 81211K10 6 105 X X 7 105 0 0
SEALED AIR CORP NEW COM 81211K10 43 815 X 7 815 0 0
SEARS ROEBUCK & CO COM 81238710 82 1585 X 13 0 0 1585
SEARS ROEBUCK & CO COM 81238710 6047 118308 X 3 118308 0 0
SEARS ROEBUCK & CO COM 81238710 3069 59477 X 5 0 0 59477
SEARS ROEBUCK & CO COM 81238710 3277 64217 X X 6 58047 5800 370
SEARS ROEBUCK & CO COM 81238710 36255 710234 X 6 697534 0 12700
SEARS ROEBUCK & CO COM 81238710 25 490 X 7 490 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 290 9865 X 13 0 0 9865
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 5301 180119 X 5 0 0 180119
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 141 4741 X 6 4741 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 9038 302892 X 5 0 0 302892
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 133 4394 X X 6 2285 2109 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 846 28028 X 6 28028 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 7405 320835 X 5 0 0 320835
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 15 653 X X 6 653 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 360 15604 X 6 15604 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 5905 168437 X 5 0 0 168437
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 10 290 X X 6 290 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 80 2266 X 6 2266 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 266 7594 X 13 0 0 7594
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 13784 394068 X 5 0 0 394068
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 102 2800 X X 6 2800 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 34 937 X 6 937 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 11979 393797 X 5 0 0 393797
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 303 9930 X 6 9930 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 525 17030 X 13 0 0 17030
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 28714 932262 X 5 0 0 932262
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 67 2166 X 6 2166 0 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 6 300 X 11 0 300 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 166 7945 X 13 0 0 7945
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 8456 404027 X 5 0 0 404027
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 85 4004 X X 6 2804 1200 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 885 41930 X 6 41930 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 54 1950 X 13 0 0 1950
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 7658 278177 X 5 0 0 278177
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 56 2000 X X 6 2000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 53 1920 X 6 1920 0 0
SEGUE SOFTWARE INC COM 81580710 88 13961 X 5 0 0 13961
SELECT MEDICAL CORP COM 81619610 4 200 X 3 200 0 0
SELECT MEDICAL CORP COM 81619610 124 6993 X 5 0 0 6993
SELECT MEDICAL CORP COM 81619610 34 1953 X X 6 1953 0 0
SELECT MEDICAL CORP COM 81619610 134 7607 X 6 7607 0 0
SELECTIVE INS GROUP INC COM 81630010 1010 22834 X X 6 22834 0 0
SELECTIVE INS GROUP INC COM 81630010 31 700 X 6 0 0 700
SELIGMAN SELECT MUN FD INC COM 81634410 114 11100 X 5 0 0 11100
SELIGMAN SELECT MUN FD INC COM 81634410 66 6352 X X 6 6352 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 1 100 X 6 100 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 5 500 X 7 500 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 2687 259600 X 9 259600 0 0
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 1814 55462 X 5 0 0 55462
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 18 550 X X 6 550 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 2154 200000 X 3 200000 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 4 358 X X 6 358 0 0
SEMTECH CORP COM 81685010 8452 384347 X 3 384347 0 0
SEMTECH CORP COM 81685010 528 24680 X 5 0 0 24680
SEMTECH CORP COM 81685010 564 25838 X X 6 25838 0 0
SEMTECH CORP COM 81685010 1659 76246 X 6 71667 49 4530
SEMTECH CORP COM 81685010 4 204 X 7 204 0 0
SEMPRA ENERGY COM 81685110 14508 395529 X 3 395529 0 0
SEMPRA ENERGY COM 81685110 5592 154044 X 5 1468 0 152576
SEMPRA ENERGY COM 81685110 385 10487 X X 6 9073 0 1414
SEMPRA ENERGY COM 81685110 7178 195657 X 6 51938 0 143719
SEMPRA ENERGY INCOME EQTY UT 81685120 6224 200000 X 3 200000 0 0
SEMPRA ENERGY INCOME EQTY UT 81685120 267 8739 X 5 0 0 8739
SEMPRA ENERGY INCOME EQTY UT 81685120 4 131 X X 6 131 0 0
SEMPRA ENERGY INCOME EQTY UT 81685120 5 152 X 6 152 0 0
SENESCO TECHNOLOGIES INC COM NEW 81720840 59 16500 X 5 0 0 16500
SENIOR HIGH INCOME PORTFOLIO COM 81721E10 366 60670 X 13 0 0 60670
SENIOR HIGH INCOME PORTFOLIO COM 81721E10 1733 286943 X 5 0 0 286943
SENIOR HSG PPTYS TR SH BEN INT 81721M10 14 750 X 13 0 0 750
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SENIOR HSG PPTYS TR SH BEN INT 81721M10 4 201 X X 6 201 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M10 1 50 X 6 50 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 1140 47526 X 3 47526 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 125 5285 X 5 0 0 5285
SENSIENT TECHNOLOGIES CORP COM 81725T10 110 4575 X X 6 4575 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 3 125 X 6 125 0 0
SEPRACOR INC COM 81731510 6 100 X 13 0 0 100
SEPRACOR INC COM 81731510 19331 325506 X 3 325506 0 0
SEPRACOR INC COM 81731510 104 1747 X 5 0 0 1747
SEPRACOR INC COM 81731510 67 1129 X X 6 1129 0 0
SEPRACOR INC COM 81731510 302 5532 X 6 3723 0 1809
SEPRACOR INC COM 81731510 2 40 X 7 40 0 0
SEQUA CORPORATION CL A 81732010 649 10621 X 3 10621 0 0
SEQUA CORPORATION CL A 81732010 13 212 X X 6 212 0 0
SEQUENOM INC COM 81733710 17 12100 X 5 0 0 12100
SEQUENOM INC COM 81733710 10 7000 X 6 7000 0 0
SERENA SOFTWARE INC COM 81749210 88 4052 X X 6 4052 0 0
SERENA SOFTWARE INC COM 81749210 738 34258 X 6 31758 0 2500
SEROLOGICALS CORP COM 81752310 782 36205 X 5 0 0 36205
SEROLOGICALS CORP COM 81752310 135 6100 X X 6 6100 0 0
SEROLOGICALS CORP COM 81752310 1231 55655 X 6 55655 0 0
SEROLOGICALS CORP COM 81752310 3 120 X X 7 120 0 0
SEROLOGICALS CORP COM 81752310 7 335 X 7 335 0 0
SERONO S A SPONSORED ADR 81752M10 3816 229000 X 3 229000 0 0
SERONO S A SPONSORED ADR 81752M10 821 50608 X 5 0 0 50608
SERONO S A SPONSORED ADR 81752M10 49 2995 X X 6 2995 0 0
SERONO S A SPONSORED ADR 81752M10 438 26808 X 6 26808 0 0
SERONO S A SPONSORED ADR 81752M10 6 348 X 7 348 0 0
SERVICE CORP INTL COM 81756510 324 43459 X 3 43459 0 0
SERVICE CORP INTL COM 81756510 745 102055 X 5 0 0 102055
SERVICE CORP INTL COM 81756510 62 8308 X X 6 8308 0 0
SERVICE CORP INTL COM 81756510 27 3597 X 6 3597 0 0
SERVICEMASTER CO COM 81760N10 503 36485 X 3 36485 0 0
SERVICEMASTER CO COM 81760N10 4189 308265 X 5 0 0 308265
SERVICEMASTER CO COM 81760N10 911 66051 X X 6 26476 3795 35780
SERVICEMASTER CO COM 81760N10 2823 213777 X 6 11776 0 202001
SERVICEMASTER CO COM 81760N10 124 9000 X X 7 9000 0 0
SERVICEMASTER CO COM 81760N10 132 9555 X 7 9555 0 0
7-ELEVEN INC COM NEW 81782620 4551 190003 X 3 190003 0 0
7-ELEVEN INC COM NEW 81782620 599 25458 X 5 0 0 25458
7-ELEVEN INC COM NEW 81782620 233 9749 X 6 2623 0 7126
SHARPER IMAGE CORP COM 82001310 204 11038 X 5 0 0 11038
SHAW GROUP INC COM 82028010 4 200 X 3 200 0 0
SHAW GROUP INC COM 82028010 269 15475 X 5 0 0 15475
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1921 37383 X 11 0 37383 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 50 1000 X 13 0 0 1000
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 221 0 X 3 0 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 5 103 X X 4 103 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1659 33009 X 5 0 0 33009
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 599 11654 X X 6 9494 2160 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1342 26110 X 6 26110 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 4 75 X X 7 75 0 0
SHERWIN WILLIAMS CO COM 82434810 3457 77461 X 3 77461 0 0
SHERWIN WILLIAMS CO COM 82434810 5464 123840 X 5 0 0 123840
SHERWIN WILLIAMS CO COM 82434810 1224 27425 X X 6 25925 0 1500
SHERWIN WILLIAMS CO COM 82434810 3534 79205 X 6 49767 0 29438
SHERWIN WILLIAMS CO COM 82434810 661 14800 X 7 14800 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 14301 447433 X 3 447433 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 1017 32503 X 5 0 0 32503
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 127 3980 X X 6 3980 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 8719 273418 X 6 264958 0 8460
SHOPKO STORES INC COM 82491110 5884 315000 X 11 0 315000 0
SHOPKO STORES INC COM 82491110 3736 200000 X 3 200000 0 0
SHOPKO STORES INC COM 82491110 5 287 X X 6 287 0 0
SHOPKO STORES INC COM 82491110 23 1212 X 6 1212 0 0
SHUFFLE MASTER INC COM 82554910 38447 811836 X 3 811836 0 0
SHUFFLE MASTER INC COM 82554910 116 2566 X 5 0 0 2566
SHUFFLE MASTER INC COM 82554910 58 1242 X X 6 867 0 375
SHUFFLE MASTER INC COM 82554910 1605 34100 X 6 27381 26 6693
SHUFFLE MASTER INC COM 82554910 5 107 X 7 107 0 0
SHURGARD STORAGE CTRS INC COM 82567D10 7 150 X 13 0 0 150
SHURGARD STORAGE CTRS INC COM 82567D10 260 5904 X 3 5904 0 0
SHURGARD STORAGE CTRS INC COM 82567D10 1588 36393 X 5 0 0 36393
SHURGARD STORAGE CTRS INC COM 82567D10 650 14990 X 6 11350 0 3640
SIEBEL SYS INC COM 82617010 2902 276356 X 3 276356 0 0
SIEBEL SYS INC COM 82617010 743 71199 X 5 0 0 71199
SIEBEL SYS INC COM 82617010 339 32290 X X 6 28595 0 3695
SIEBEL SYS INC COM 82617010 609 58266 X 6 47036 1980 9250
SIEMENS A G SPONSORED ADR 82619750 9592 112000 X 3 112000 0 0
SIEMENS A G SPONSORED ADR 82619750 321 3814 X 5 0 0 3814
SIEMENS A G SPONSORED ADR 82619750 246 2908 X X 6 2908 0 0
SIEMENS A G SPONSORED ADR 82619750 2276 26886 X 6 26572 0 314
SIEMENS A G SPONSORED ADR 82619750 14 166 X 7 166 0 0
SIERRA HEALTH SVCS INC COM 82632210 1447 26254 X 3 26254 0 0
SIERRA HEALTH SVCS INC COM 82632210 2840 52902 X 5 0 0 52902
SIERRA HEALTH SVCS INC COM 82632210 74 1336 X 6 527 0 809
SIERRA HEALTH SVCS INC DBCV 2.250% 3/ 826322AB 1378 450000 X 6 450000 0 0
1
SIERRA PAC RES NEW COM 82642810 7 705 X 13 0 0 705
SIERRA PAC RES NEW COM 82642810 1250 119009 X 3 119009 0 0
SIERRA PAC RES NEW COM 82642810 137 13648 X 5 0 0 13648
SIERRA PAC RES NEW COM 82642810 69 6529 X 6 6529 0 0
SIERRA PAC RES NEW COM 82642810 3 255 X 7 255 0 0
SIERRA PAC RES NEW NOTE 7.250% 2/ 826428AF 14933 6000000 X 20 6000000 0 0
1
SIERRA WIRELESS INC COM 82651610 205 12300 X 5 0 0 12300
SIERRA WIRELESS INC COM 82651610 43 2450 X X 6 0 0 2450
SIERRA WIRELESS INC COM 82651610 209 11800 X 6 11800 0 0
SIGMA ALDRICH CORP COM 82655210 2354 38932 X 3 38932 0 0
SIGMA ALDRICH CORP COM 82655210 6792 113372 X 5 0 0 113372
SIGMA ALDRICH CORP COM 82655210 854 14118 X X 6 10118 0 4000
SIGMA ALDRICH CORP COM 82655210 1154 19098 X 6 10750 0 8348
SIGMA ALDRICH CORP COM 82655210 5 75 X 7 75 0 0
SIGMATEL INC COM 82661W10 853 25155 X 5 0 0 25155
SIGMATEL INC COM 82661W10 301 8424 X 6 326 0 8098
SIGNET GROUP PLC SP ADR REP 10 82668L87 2 108 X 13 0 0 108
SIGNET GROUP PLC SP ADR REP 10 82668L87 90 4167 X 5 0 0 4167
SIGNET GROUP PLC SP ADR REP 10 82668L87 60 2769 X X 6 2769 0 0
SIGNET GROUP PLC SP ADR REP 10 82668L87 623 28747 X 6 28177 0 570
SIGNATURE BK NEW YORK N Y COM 82669G10 259 8000 X X 6 8000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G10 42 1300 X 6 1300 0 0
SILICON LABORATORIES INC COM 82691910 2019 57193 X 3 57193 0 0
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SIMON PPTY GROUP INC NEW COM 82880610 58 900 X 13 0 0 900
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SIX FLAGS INC NOTE 4.500% 5/ 83001PAJ 5906 5250000 X 20 5250000 0 0
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STEWART & STEVENSON SVCS INC COM 86034210 2320 114671 X 3 114671 0 0
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STEWART & STEVENSON SVCS INC COM 86034210 165 8152 X 6 4200 0 3952
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STILLWATER MNG CO COM 86074Q10 2 0 X 3 0 0 0
STILLWATER MNG CO COM 86074Q10 348 32207 X 5 0 0 32207
STMICROELECTRONICS N V NY REGISTRY 86101210 194 10185 X 5 0 0 10185
STMICROELECTRONICS N V NY REGISTRY 86101210 176 9134 X 6 9134 0 0
STONE ENERGY CORP COM 86164210 1473 32679 X 3 32679 0 0
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STONE ENERGY CORP COM 86164210 23 500 X X 6 500 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 141 4452 X 13 0 0 4452
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STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1311 41473 X 5 0 0 41473
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 172 5445 X X 6 5445 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1392 44200 X 6 42230 0 1970
STRATASYS INC COM 86268510 7635 223990 X 3 223990 0 0
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STRATEX NETWORKS INC COM 86279T10 244 112442 X 5 0 0 112442
STRATEX NETWORKS INC COM 86279T10 0 125 X X 6 125 0 0
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STREETTRACKS GOLD TR GOLD SHS 86330710 1 25 X 13 0 0 25
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STREETTRACKS GOLD TR GOLD SHS 86330710 28 650 X X 6 650 0 0
STREETTRACKS GOLD TR GOLD SHS 86330710 25 562 X 6 562 0 0
STREETTRACKS SER TR DJ LRG CAP GRW 86330E10 501 10435 X 13 0 0 10435
STREETTRACKS SER TR DJ LRG CAP GRW 86330E10 10068 209532 X 5 0 0 209532
STREETTRACKS SER TR DJ LRG CAP VAL 86330E20 525 3877 X 13 0 0 3877
STREETTRACKS SER TR DJ LRG CAP VAL 86330E20 10961 80971 X 5 0 0 80971
STREETTRACKS SER TR DJ SML CAP GRW 86330E30 2 25 X 13 0 0 25
STREETTRACKS SER TR DJ SML CAP GRW 86330E30 1017 13645 X 5 0 0 13645
STREETTRACKS SER TR DJ SML CAP VAL 86330E40 2 10 X 13 0 0 10
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STRIDE RITE CORP COM 86331410 979 87672 X 3 87672 0 0
STRIDE RITE CORP COM 86331410 19 1667 X 5 0 0 1667
STRYKER CORP COM 86366710 39 800 X 11 0 800 0
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STRYKER CORP COM 86366710 3432 71131 X X 6 68306 1325 1500
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STRYKER CORP COM 86366710 4 86 X 7 86 0 0
STUDENT LN CORP COM 86390210 95 515 X 3 515 0 0
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STUDENT LN CORP COM 86390210 119 645 X X 6 645 0 0
STUDENT LN CORP COM 86390210 1012 5515 X 6 5215 0 300
STUDENT LN CORP COM 86390210 2 10 X X 7 10 0 0
STUDENT LN CORP COM 86390210 7 40 X 7 40 0 0
STURM RUGER & CO INC COM 86415910 25 2800 X 5 0 0 2800
STURM RUGER & CO INC COM 86415910 63 7000 X X 6 0 7000 0
STURM RUGER & CO INC COM 86415910 3 323 X 6 323 0 0
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 851 24685 X 5 0 0 24685
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 47 1363 X X 6 1363 0 0
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 49 1400 X 6 1400 0 0
SUFFOLK BANCORP COM 86473910 7 200 X 13 0 0 200
SUFFOLK BANCORP COM 86473910 35 998 X 5 0 0 998
SUFFOLK BANCORP COM 86473910 1402 40252 X X 6 22848 17304 100
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SUMMIT FINL CORP COM 86605710 76 3580 X X 6 3580 0 0
SUMMIT FINL CORP COM 86605710 1990 93201 X 6 93201 0 0
SUMMIT PPTYS INC COM 86623910 143 4400 X 3 4400 0 0
SUMMIT PPTYS INC COM 86623910 75 2313 X 5 0 0 2313
SUMMIT PPTYS INC COM 86623910 7 200 X X 6 0 0 200
SUMMIT PPTYS INC COM 86623910 65 2000 X 6 2000 0 0
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SUN LIFE FINL INC COM 86679610 657 19854 X 5 0 0 19854
SUN LIFE FINL INC COM 86679610 264 7882 X X 6 7882 0 0
SUN LIFE FINL INC COM 86679610 1024 30704 X 6 26704 0 4000
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SUN MICROSYSTEMS INC COM 86681010 607 112681 X X 6 92431 7700 12550
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SUN MICROSYSTEMS INC COM 86681010 11 2000 X 7 2000 0 0
SUNCOR ENERGY INC COM 86722910 96 2700 X 11 0 2700 0
SUNCOR ENERGY INC COM 86722910 27 800 X 13 0 0 800
SUNCOR ENERGY INC COM 86722910 2440 71939 X 5 2443 0 69496
SUNCOR ENERGY INC COM 86722910 943 26637 X X 6 25637 1000 0
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SUNGARD DATA SYS INC COM 86736310 533 18800 X X 6 18300 0 500
SUNGARD DATA SYS INC COM 86736310 3810 134863 X 6 54277 0 80586
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SUNOCO INC COM 86764P10 1757 22640 X 5 0 0 22640
SUNOCO INC COM 86764P10 1685 20626 X X 6 20455 0 171
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SUNOCO INC COM 86764P10 227 2783 X X 7 2783 0 0
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SUNRISE SENIOR LIVING INC COM 86768K10 5 100 X 3 100 0 0
SUNRISE SENIOR LIVING INC COM 86768K10 732 16075 X 5 0 0 16075
SUNRISE SENIOR LIVING INC COM 86768K10 8 170 X 6 170 0 0
SUNRISE SENIOR LIVING INC NOTE 5.250% 2/ 86768KAE 6794 5000000 X 20 5000000 0 0
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SUNOPTA INC COM 8676EP10 247 34963 X 5 0 0 34963
SUNOPTA INC COM 8676EP10 72 10088 X X 6 10088 0 0
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SUNTRUST BKS INC COM 86791410 151 2038 X 7 2038 0 0
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SUPREME INDS INC CL A 86860710 15 2357 X 11 0 2357 0
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SUSQUEHANNA BANCSHARES INC P COM 86909910 746 29886 X 5 0 0 29886
SUSQUEHANNA BANCSHARES INC P COM 86909910 186 7452 X X 6 2900 4552 0
SUSQUEHANNA BANCSHARES INC P COM 86909910 1111 44180 X 6 35925 0 8255
SWIFT ENERGY CO COM 87073810 123 4541 X 5 0 0 4541
SWIFT ENERGY CO COM 87073810 200 6895 X X 6 6895 0 0
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SWIFT ENERGY CO COM 87073810 4 125 X X 7 125 0 0
SWIFT ENERGY CO COM 87073810 10 345 X 7 345 0 0
SWIFT TRANSN CO COM 87075610 1607 74828 X 3 74828 0 0
SWIFT TRANSN CO COM 87075610 343 16247 X 5 0 0 16247
SWIFT TRANSN CO COM 87075610 190 8837 X X 6 8837 0 0
SWIFT TRANSN CO COM 87075610 446 20772 X 6 20772 0 0
SWISS HELVETIA FD INC COM 87087510 420 28100 X 3 28100 0 0
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SWISS HELVETIA FD INC COM 87087510 318 21261 X 6 21261 0 0
SWISS HELVETIA FD INC COM 87087510 23221 1553252 X 9 1553252 0 0
SWISSCOM AG SPONSORED ADR 87101310 366 9260 X 5 0 0 9260
SWISSCOM AG SPONSORED ADR 87101310 28 710 X X 6 0 0 710
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SYBASE INC COM 87113010 2194 109966 X 3 109966 0 0
SYBASE INC COM 87113010 708 36513 X 5 0 0 36513
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SYCAMORE NETWORKS INC COM 87120610 19 4750 X 6 4750 0 0
SYMANTEC CORP COM 87150310 269 10269 X 13 0 0 10269
SYMANTEC CORP COM 87150310 16685 647707 X 3 647707 0 0
SYMANTEC CORP COM 87150310 21298 812919 X 5 90 0 812829
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SYMANTEC CORP COM 87150310 10012 359724 X 6 193023 0 166701
SYMANTEC CORP COM 87150310 3 119 X 7 119 0 0
SYMBION INC DEL COM 87150710 6955 315000 X 3 315000 0 0
SYMBION INC DEL COM 87150710 988 45698 X 6 38600 0 7098
SYMBOL TECHNOLOGIES INC COM 87150810 105 6074 X 11 0 6074 0
SYMBOL TECHNOLOGIES INC COM 87150810 2319 134038 X 3 134038 0 0
SYMBOL TECHNOLOGIES INC COM 87150810 421 25040 X 5 0 0 25040
SYMBOL TECHNOLOGIES INC COM 87150810 3 167 X X 6 167 0 0
SYMBOL TECHNOLOGIES INC COM 87150810 38 2405 X 6 505 0 1900
SYMMETRY MED INC COM 87154620 1467 69700 X 3 69700 0 0
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SYNOPSYS INC COM 87160710 29 1500 X X 6 1200 300 0
SYNOPSYS INC COM 87160710 93 5193 X 6 913 0 4280
SYNGENTA AG SPONSORED ADR 87160A10 834 39438 X 5 0 0 39438
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SYNOVUS FINL CORP COM 87161C10 1324 46439 X 5 0 0 46439
SYNOVUS FINL CORP COM 87161C10 2823 98764 X X 6 88437 8862 1465
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SYPRIS SOLUTIONS INC COM 87165510 628 41000 X 6 41000 0 0
SYSCO CORP COM 87182910 15 400 X 11 0 400 0
SYSCO CORP COM 87182910 331 8882 X 13 0 0 8882
SYSCO CORP COM 87182910 14361 374170 X 3 374170 0 0
SYSCO CORP COM 87182910 1 33 X 4 33 0 0
SYSCO CORP COM 87182910 8400 225432 X 5 0 0 225432
SYSCO CORP COM 87182910 12735 333631 X X 6 312381 9250 12000
SYSCO CORP COM 87182910 26967 709032 X 6 622715 9855 76462
SYSCO CORP COM 87182910 19 506 X X 7 506 0 0
SYSCO CORP COM 87182910 256 6704 X 7 6704 0 0
TBC CORP NEW COM 87218310 14 500 X 13 0 0 500
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TBC CORP NEW COM 87218310 2 75 X 5 0 0 75
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TCF FINL CORP COM 87227510 5082 158118 X 3 158118 0 0
TCF FINL CORP COM 87227510 5168 162812 X 5 0 0 162812
TCF FINL CORP COM 87227510 5 149 X X 6 149 0 0
TCF FINL CORP COM 87227510 223 7117 X 6 2667 0 4450
TCF FINL CORP COM 87227510 5 153 X 7 153 0 0
TCW CONV SECS FD INC COM 87234010 3 500 X 13 0 0 500
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TCW CONV SECS FD INC COM 87234010 11 2016 X 6 2016 0 0
TDK CORP AMERN DEP SH 87235140 176 2384 X 5 0 0 2384
TDK CORP AMERN DEP SH 87235140 1071 14422 X X 6 122 0 14300
TDK CORP AMERN DEP SH 87235140 72 1003 X 6 23 0 980
TECO ENERGY INC COM 87237510 9 575 X 13 0 0 575
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TECO ENERGY INC COM 87237510 1922 126083 X 5 0 0 126083
TECO ENERGY INC COM 87237510 503 32744 X X 6 31544 0 1200
TECO ENERGY INC COM 87237510 246 16053 X 6 13913 0 2140
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 50 1300 X 13 0 0 1300
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 372 9588 X 5 0 0 9588
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 1183 30025 X X 6 1325 6700 22000
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 481 12200 X 6 12200 0 0
TJX COS INC NEW COM 87254010 7118 283253 X 3 283253 0 0
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TNS INC COM 87296010 326 14900 X 6 14900 0 0
TTM TECHNOLOGIES INC COM 87305R10 1989 168574 X 3 168574 0 0
TTM TECHNOLOGIES INC COM 87305R10 18 1600 X 5 0 0 1600
TTM TECHNOLOGIES INC COM 87305R10 11 964 X X 6 964 0 0
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TXU CORP COM 87316810 59003 894296 X 3 894296 0 0
TXU CORP COM 87316810 4381 69053 X 5 1985 0 67068
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TAIWAN FD INC COM 87403610 172 13000 X 3 13000 0 0
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TAIWAN GREATER CHINA FD SH BEN INT 87403710 52 10700 X 3 10700 0 0
TAIWAN GREATER CHINA FD SH BEN INT 87403710 2450 499970 X 9 499970 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 5 638 X 13 0 0 638
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2846 335216 X 3 335216 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 6 685 X X 4 685 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4909 584457 X 5 0 0 584457
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 169 19849 X X 6 19849 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1513 178427 X 6 171763 0 6664
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 4 491 X X 7 491 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 10 300 X 3 300 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 450 12706 X 5 0 0 12706
TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 6 165 X 6 165 0 0
TALBOTS INC COM 87416110 76 2799 X 3 2799 0 0
TALBOTS INC COM 87416110 23 855 X 5 0 0 855
TALBOTS INC COM 87416110 77 2840 X X 6 2840 0 0
TALBOTS INC COM 87416110 5100 187297 X 6 187237 0 60
TALISMAN ENERGY INC COM 87425E10 100 3872 X 5 0 0 3872
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TALISMAN ENERGY INC COM 87425E10 1290 47858 X 6 47858 0 0
TANOX INC COM 87588Q10 828 54459 X 3 54459 0 0
TARGET CORP COM 87612E10 110 2110 X 11 0 2110 0
TARGET CORP COM 87612E10 339 6542 X 13 0 0 6542
TARGET CORP COM 87612E10 68105 1302882 X 3 1302882 0 0
TARGET CORP COM 87612E10 31 590 X 4 590 0 0
TARGET CORP COM 87612E10 18761 362182 X 5 57 0 362125
TARGET CORP COM 87612E10 88697 1708008 X X 6 1586361 69182 52465
TARGET CORP COM 87612E10 161036 3101267 X 6 2889694 5935 205638
TARGET CORP COM 87612E10 672 12946 X X 7 12946 0 0
TARGET CORP COM 87612E10 2387 45968 X 7 45968 0 0
TASER INTL INC COM 87651B10 826 27541 X 5 0 0 27541
TASER INTL INC COM 87651B10 92 2900 X X 6 2000 0 900
TASTY BAKING CO COM 87655330 3607 445912 X X 6 1000 0 444912
TASTY BAKING CO COM 87655330 0 25 X 6 25 0 0
TAUBMAN CTRS INC COM 87666410 9 300 X 13 0 0 300
TAUBMAN CTRS INC COM 87666410 45 1500 X X 6 1500 0 0
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TEAM INC COM 87815510 279 17800 X 5 0 0 17800
TECH DATA CORP COM 87823710 3493 76946 X 3 76946 0 0
TECH DATA CORP COM 87823710 1534 34320 X 5 0 0 34320
TECH DATA CORP COM 87823710 57 1263 X X 6 1263 0 0
TECH DATA CORP COM 87823710 626 13800 X 6 9025 0 4775
TECH OPS SEVCON INC COM 87829310 775 122975 X 5 0 0 122975
TECHNE CORP COM 87837710 1629 41869 X 3 41869 0 0
TECHNE CORP COM 87837710 12 318 X 5 0 0 318
TECHNE CORP COM 87837710 68 1758 X 6 1758 0 0
TECHNIP NEW SPONSORED ADR 87854620 0 1 X 5 0 0 1
TECHNIP NEW SPONSORED ADR 87854620 62 1329 X X 6 1329 0 0
TECHNIP NEW SPONSORED ADR 87854620 637 13746 X 6 12152 0 1594
TECHNITROL INC COM 87855510 1033 56755 X 3 56755 0 0
TECHNITROL INC COM 87855510 150 8215 X X 6 8215 0 0
TECHNITROL INC COM 87855510 1054 58456 X 6 48496 0 9960
TECUMSEH PRODS CO CL A 87889520 895 18728 X 3 18728 0 0
TECUMSEH PRODS CO CL A 87889520 95 2055 X 5 0 0 2055
TECUMSEH PRODS CO CL A 87889520 73 1525 X 6 1525 0 0
TEJON RANCH CO DEL COM 87908010 587 14643 X 5 0 0 14643
TEKELEC COM 87910110 13115 638926 X 3 638926 0 0
TEKELEC COM 87910110 1 63 X 5 0 0 63
TEKELEC COM 87910110 47 2287 X X 6 2287 0 0
TEKELEC COM 87910110 2515 121988 X 6 114690 63 7235
TEKELEC COM 87910110 5 261 X 7 261 0 0
TEKTRONIX INC COM 87913110 5 186 X 13 0 0 186
TEKTRONIX INC COM 87913110 1521 50332 X 3 50332 0 0
TEKTRONIX INC COM 87913110 446 15157 X 5 0 0 15157
TEKTRONIX INC COM 87913110 3 98 X X 6 98 0 0
TEKTRONIX INC COM 87913110 287 9487 X 6 4077 0 5410
TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 394 39886 X 3 39886 0 0
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TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P10 3 284 X 6 284 0 0
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TELECOM ARGENTINA S A SPON ADR REP B 87927320 40 3655 X 6 3655 0 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 1096 30903 X 5 0 0 30903
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 120 3383 X X 6 1963 400 1020
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 137 3852 X 6 3852 0 0
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TELEDYNE TECHNOLOGIES INC COM 87936010 732 24558 X 5 0 0 24558
TELEDYNE TECHNOLOGIES INC COM 87936010 17 587 X X 6 187 400 0
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TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 576 65400 X 3 65400 0 0
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TELIK INC COM 87959M10 11 600 X 5 0 0 600
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TELLABS INC COM 87966410 284 33119 X X 6 27119 6000 0
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TEMPLE INLAND INC COM 87986810 14367 210051 X 3 210051 0 0
TEMPLE INLAND INC COM 87986810 39 571 X 5 0 0 571
TEMPLE INLAND INC COM 87986810 1861 27211 X X 6 27211 0 0
TEMPLE INLAND INC COM 87986810 1055 15445 X 6 12805 1250 1390
TELETECH HOLDINGS INC COM 87993910 207 21851 X 5 0 0 21851
TELETECH HOLDINGS INC COM 87993910 21 2131 X 6 2131 0 0
TEMPLETON DRAGON FD INC COM 88018T10 119 6800 X 3 6800 0 0
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TEMPLETON DRAGON FD INC COM 88018T10 9 520 X X 6 520 0 0
TEMPLETON DRAGON FD INC COM 88018T10 7753 443800 X 9 443800 0 0
TEMPLETON EMERG MKTS INCOME COM 88019210 780 55767 X 5 0 0 55767
TEMPLETON EMERG MKTS INCOME COM 88019210 89 6480 X X 6 6480 0 0
TEMPLETON EMERG MKTS INCOME COM 88019210 85 6141 X 6 6141 0 0
TEMPLETON GLOBAL INCOME FD COM 88019810 850 86616 X 5 0 0 86616
TEMPLETON GLOBAL INCOME FD COM 88019810 91 9199 X X 6 9199 0 0
TEMPLETON GLOBAL INCOME FD COM 88019810 60 6071 X 6 6071 0 0
TEMPUR PEDIC INTL INC COM 88023U10 1993 93996 X 3 93996 0 0
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TEMPUR PEDIC INTL INC COM 88023U10 576 27165 X 6 23925 0 3240
TENARIS S A SPONSORED ADR 88031M10 31 650 X 13 0 0 650
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TENET HEALTHCARE CORP COM 88033G10 0 10 X 13 0 0 10
TENET HEALTHCARE CORP COM 88033G10 10003 910668 X 3 910668 0 0
TENET HEALTHCARE CORP COM 88033G10 817 76277 X 5 0 0 76277
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TENET HEALTHCARE CORP COM 88033G10 190 17365 X 6 15355 0 2010
TENNECO AUTOMOTIVE INC COM 88034910 424 25437 X 5 0 0 25437
TENNECO AUTOMOTIVE INC COM 88034910 17 999 X X 6 999 0 0
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TERADYNE INC COM 88077010 1 66 X 13 0 0 66
TERADYNE INC COM 88077010 1860 108967 X 3 108967 0 0
TERADYNE INC COM 88077010 57 3421 X 5 0 0 3421
TERADYNE INC COM 88077010 33 1906 X X 6 1806 0 100
TERADYNE INC COM 88077010 751 44018 X 6 36874 0 7144
TERADYNE INC SDCV 3.750%10/ 880770AD 15131 15000000 X 6 15000000 0 0
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TEREX CORP NEW COM 88077910 641 14001 X 13 0 0 14001
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TEREX CORP NEW COM 88077910 7365 160887 X 5 0 0 160887
TEREX CORP NEW COM 88077910 35 740 X X 6 740 0 0
TEREX CORP NEW COM 88077910 940 19725 X 6 19706 19 0
TEREX CORP NEW COM 88077910 4 78 X 7 78 0 0
TESORO CORP COM 88160910 19 600 X 3 600 0 0
TESORO CORP COM 88160910 3432 114962 X 5 0 0 114962
TESORO CORP COM 88160910 48 1512 X 6 1512 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 36 1232 X 13 0 0 1232
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 115 0 X 3 0 0 0
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TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 442 X 4 442 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 7609 260476 X 5 0 0 260476
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 11958 400463 X X 6 355888 8450 36125
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 28676 960383 X 6 914135 2042 44206
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 21 707 X X 7 707 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 343 11503 X 7 11503 0 0
TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/ 88164RAB 92 9100000 X 20 9100000 0 0
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TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/ 88164RAB 13 13000 X 6 13000 0 0
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TEXAS CAPITAL BANCSHARES INC COM 88224Q10 48 2200 X 5 0 0 2200
TEXAS CAPITAL BANCSHARES INC COM 88224Q10 458 21585 X 6 12600 0 8985
TEXAS INDS INC COM 88249110 31 500 X 5 0 0 500
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TEXAS INSTRS INC COM 88250810 8701 359830 X 13 0 0 359830
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TEXAS INSTRS INC COM 88250810 12338 510241 X 5 1930 0 508311
TEXAS INSTRS INC COM 88250810 32759 1330589 X X 6 1215959 57887 56743
TEXAS INSTRS INC COM 88250810 95732 3889247 X 6 3401865 5234 482148
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TEXTRON INC COM 88320310 2340 31706 X X 6 30506 1200 0
TEXTRON INC COM 88320310 7265 98503 X 6 76544 0 21959
TEXTRON INC COM 88320310 118 1600 X X 7 1600 0 0
THERMO ELECTRON CORP COM 88355610 24 800 X 11 0 800 0
THERMO ELECTRON CORP COM 88355610 10892 357681 X 3 357681 0 0
THERMO ELECTRON CORP COM 88355610 35 1167 X 5 0 0 1167
THERMO ELECTRON CORP COM 88355610 683 22631 X X 6 22631 0 0
THERMO ELECTRON CORP COM 88355610 1847 61157 X 6 32805 240 28112
THERMO ELECTRON CORP COM 88355610 156 5163 X X 7 5163 0 0
THERMO ELECTRON CORP COM 88355610 3 89 X 7 89 0 0
THIRD WAVE TECHNOLOGIES INC COM 88428W10 2330 270938 X 3 270938 0 0
THIRD WAVE TECHNOLOGIES INC COM 88428W10 3 350 X 5 0 0 350
THIRD WAVE TECHNOLOGIES INC COM 88428W10 75 8741 X 6 0 0 8741
THOMAS & BETTS CORP COM 88431510 6534 212487 X 3 212487 0 0
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THOMAS INDS INC COM 88442510 605 15370 X 5 0 0 15370
THOMAS INDS INC COM 88442510 250 6370 X 6 0 0 6370
THOMSON SPONSORED ADR 88511810 160 6012 X X 6 6012 0 0
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THOR INDS INC COM 88516010 2137 57692 X 3 57692 0 0
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THOR INDS INC COM 88516010 504 13600 X 6 4500 0 9100
THOR INDS INC COM 88516010 1 37 X 7 37 0 0
THORATEC CORP COM NEW 88517530 168 16120 X 3 16120 0 0
THORATEC CORP COM NEW 88517530 330 31612 X 5 0 0 31612
THORATEC CORP COM NEW 88517530 5 500 X X 6 500 0 0
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THORNBURG MTG INC COM 88521810 82 2850 X 13 0 0 2850
THORNBURG MTG INC COM 88521810 331 11446 X 3 11446 0 0
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THORNBURG MTG INC COM 88521810 610 21052 X X 6 17307 2595 1150
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3COM CORP COM 88553510 8 1800 X 11 0 1800 0
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3COM CORP COM 88553510 103 24665 X 5 0 0 24665
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3M CO NOTE 11/ 88579YAB 0 4000 X X 6 4000 0 0
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3M CO NOTE 11/ 88579YAB 0 6000 X 6 6000 0 0
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TIBCO SOFTWARE INC COM 88632Q10 2645 198267 X 3 198267 0 0
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TIBCO SOFTWARE INC COM 88632Q10 13 1000 X X 6 1000 0 0
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TIDEWATER INC COM 88642310 513 14400 X 11 0 14400 0
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TIDEWATER INC COM 88642310 2181 63507 X 5 0 0 63507
TIDEWATER INC COM 88642310 126 3542 X X 6 3542 0 0
TIDEWATER INC COM 88642310 1170 33014 X 6 29764 0 3250
TIFFANY & CO NEW COM 88654710 2956 92276 X 3 92276 0 0
TIFFANY & CO NEW COM 88654710 149 4714 X 5 846 0 3868
TIFFANY & CO NEW COM 88654710 86 2700 X X 6 2700 0 0
TIFFANY & CO NEW COM 88654710 422 13285 X 6 11385 0 1900
TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 552 35830 X 3 35830 0 0
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TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 1 33 X X 7 33 0 0
TIMBERLAND CO CL A 88710010 2366 37757 X 3 37757 0 0
TIMBERLAND CO CL A 88710010 8394 132049 X 5 0 0 132049
TIMBERLAND CO CL A 88710010 60 945 X 6 0 0 945
TIMBERLAND CO CL A 88710010 2 26 X 7 26 0 0
TIME WARNER INC COM 88731710 4644 238775 X 11 0 238775 0
TIME WARNER INC COM 88731710 1488 76647 X 13 0 0 76647
TIME WARNER INC COM 88731710 157849 8093529 X 3 8093529 0 0
TIME WARNER INC COM 88731710 6 317 X 4 317 0 0
TIME WARNER INC COM 88731710 11447 589736 X 5 0 0 589736
TIME WARNER INC COM 88731710 4356 223942 X X 6 190999 3235 29708
TIME WARNER INC COM 88731710 48784 2522751 X 6 1107876 600 1414275
TIME WARNER INC COM 88731710 46 2345 X X 7 2345 0 0
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TIMKEN CO COM 88738910 5 200 X 11 0 200 0
TIMKEN CO COM 88738910 5312 204159 X 3 204159 0 0
TIMKEN CO COM 88738910 1381 55298 X 5 0 0 55298
TIMKEN CO COM 88738910 110 4218 X X 6 3618 600 0
TIMKEN CO COM 88738910 95 3670 X 6 3630 0 40
TITAN CORP COM 88826610 1 55 X 13 0 0 55
TITAN CORP COM 88826610 1391 85851 X 3 85851 0 0
TITAN CORP COM 88826610 181 11323 X 5 0 0 11323
TITAN CORP COM 88826610 8104 500271 X 6 500171 0 100
TOLL BROTHERS INC COM 88947810 155 2275 X 13 0 0 2275
TOLL BROTHERS INC COM 88947810 5620 81919 X 3 81919 0 0
TOLL BROTHERS INC COM 88947810 3446 50696 X 5 0 0 50696
TOLL BROTHERS INC COM 88947810 56 819 X X 6 419 400 0
TOLL BROTHERS INC COM 88947810 222 4180 X 6 400 0 3780
TOLL BROTHERS INC COM 88947810 3 44 X 7 44 0 0
TOOTSIE ROLL INDS INC COM 89051610 37 1060 X 11 0 1060 0
TOOTSIE ROLL INDS INC COM 89051610 15 449 X 13 0 0 449
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TOOTSIE ROLL INDS INC COM 89051610 128 3700 X X 6 3700 0 0
TOOTSIE ROLL INDS INC COM 89051610 176 5290 X 6 3168 0 2122
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TOPPS INC COM 89078610 8 807 X 13 0 0 807
TOPPS INC COM 89078610 538 55216 X 3 55216 0 0
TORCHMARK CORP COM 89102710 3662 61787 X 3 61787 0 0
TORCHMARK CORP COM 89102710 710 12499 X 5 0 0 12499
TORCHMARK CORP COM 89102710 17333 303339 X X 6 303339 0 0
TORCHMARK CORP COM 89102710 8694 152283 X 6 139889 0 12394
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TORO CO COM 89109210 139 1710 X 6 168 0 1542
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TORONTO DOMINION BK ONT COM NEW 89116050 37 912 X 5 0 0 912
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TOTAL SYS SVCS INC COM 89190610 112 4593 X 3 4593 0 0
TOTAL SYS SVCS INC COM 89190610 2 100 X 5 0 0 100
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TOTAL SYS SVCS INC COM 89190610 39 1600 X 6 1600 0 0
TOWN & CTRY TR SH BEN INT 89208110 65 2350 X 5 0 0 2350
TOWN & CTRY TR SH BEN INT 89208110 1917 67985 X 6 0 0 67985
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 451 5537 X 13 0 0 5537
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 14307 173000 X 3 173000 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 7 82 X X 4 82 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 6050 74341 X 5 0 0 74341
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1771 21631 X X 6 21631 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3239 39557 X 6 39557 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 5 65 X X 7 65 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 9 108 X 7 108 0 0
TOYS R US INC COM 89233510 2510 122642 X 3 122642 0 0
TOYS R US INC COM 89233510 1363 66518 X 5 1963 0 64555
TOYS R US INC COM 89233510 241 11790 X X 6 1790 0 10000
TOYS R US INC COM 89233510 1741 85305 X 6 15949 0 69356
TOYS R US INC COM 89233510 8 415 X X 7 415 0 0
TPG N V SPONSORED ADR 89233910 9 340 X X 4 340 0 0
TPG N V SPONSORED ADR 89233910 16 601 X 5 0 0 601
TPG N V SPONSORED ADR 89233910 94 3447 X X 6 3447 0 0
TPG N V SPONSORED ADR 89233910 842 30910 X 6 30910 0 0
TPG N V SPONSORED ADR 89233910 7 251 X X 7 251 0 0
TRACTOR SUPPLY CO COM 89235610 1387 37439 X 5 0 0 37439
TRACTOR SUPPLY CO COM 89235610 108 2897 X X 6 2897 0 0
TRACTOR SUPPLY CO COM 89235610 1178 33706 X 6 19790 0 13916
TRANS LUX CORP NOTE 7.500%12/ 893247AD 25 25000 X 5 0 0 25000
0
TRANS WORLD ENTMT CORP COM 89336Q10 847 67893 X 3 67893 0 0
TRANS WORLD ENTMT CORP COM 89336Q10 1 79 X 5 0 0 79
TRANS WORLD ENTMT CORP COM 89336Q10 301 26407 X 6 0 0 26407
TRANSACTION SYS ARCHITECTS CL A 89341610 1417 71401 X 3 71401 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 70 3606 X 5 0 0 3606
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TRANSACTION SYS ARCHITECTS CL A 89341610 1028 51637 X 6 47137 0 4500
TRANSAMERICA INCOME SHS INC COM 89350610 349 15606 X 5 0 0 15606
TRANSAMERICA INCOME SHS INC COM 89350610 3 130 X X 6 130 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 61 2719 X 6 2719 0 0
TRANSATLANTIC HLDGS INC COM 89352110 211 3407 X 3 3407 0 0
TRANSATLANTIC HLDGS INC COM 89352110 17 271 X 4 271 0 0
TRANSATLANTIC HLDGS INC COM 89352110 32 521 X 5 0 0 521
TRANSATLANTIC HLDGS INC COM 89352110 44 715 X X 6 715 0 0
TRANSATLANTIC HLDGS INC COM 89352110 106 1717 X 6 1642 0 75
TRANSATLANTIC HLDGS INC COM 89352110 6 90 X X 7 90 0 0
TRANSATLANTIC HLDGS INC COM 89352110 22 348 X 7 348 0 0
TRANSCANADA CORP COM 89353D10 715 29172 X 5 0 0 29172
TRANSCANADA CORP COM 89353D10 86 3463 X X 6 1513 1950 0
TRANSCANADA CORP COM 89353D10 22 882 X X 7 882 0 0
TRANSMETA CORP DEL COM 89376R10 30 18875 X 5 0 0 18875
TRANSMETA CORP DEL COM 89376R10 19 11382 X 6 11382 0 0
TRANSWITCH CORP COM 89406510 110 75200 X 5 0 0 75200
TREDEGAR CORP COM 89465010 71 3500 X 11 0 3500 0
TREDEGAR CORP COM 89465010 164 0 X 3 0 0 0
TREDEGAR CORP COM 89465010 16 792 X 5 0 0 792
TREDEGAR CORP COM 89465010 151 7450 X X 6 2450 5000 0
TREDEGAR CORP COM 89465010 45 2241 X 6 2241 0 0
TREX INC COM 89531P10 39 740 X 5 0 0 740
TREX INC COM 89531P10 346 6725 X 6 5600 0 1125
TRI CONTL CORP COM 89543610 11 590 X 11 0 590 0
TRI CONTL CORP COM 89543610 642 35495 X 5 0 0 35495
TRI CONTL CORP COM 89543610 1388 75921 X X 6 74910 1011 0
TRI CONTL CORP COM 89543610 235 12829 X 6 9682 0 3147
TRI CONTL CORP COM 89543610 722 39500 X 9 39500 0 0
TRIAD HOSPITALS INC COM 89579K10 4031 108330 X 3 108330 0 0
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TRIAD HOSPITALS INC COM 89579K10 4 99 X X 6 99 0 0
TRIAD HOSPITALS INC COM 89579K10 406 10924 X 6 10924 0 0
TRIDENT MICROSYSTEMS INC COM 89591910 11446 681800 X 3 681800 0 0
TRIDENT MICROSYSTEMS INC COM 89591910 37 2216 X X 6 2216 0 0
TRIDENT MICROSYSTEMS INC COM 89591910 1499 89670 X 6 89606 64 0
TRIDENT MICROSYSTEMS INC COM 89591910 4 267 X 7 267 0 0
TRIAD GTY INC COM 89592510 1985 32818 X 3 32818 0 0
TRIAD GTY INC COM 89592510 30 500 X X 6 0 0 500
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OMI CORP NEW COM Y6476W10 8 500 X 6 500 0 0
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TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 11845 281276 X 3 281276 0 0
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TEEKAY SHIPPING MARSHALL ISL COM Y8564W10 324 7702 X 6 7702 0 0
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TOP TANKERS INC COM Y8897Y10 249 16600 X 5 0 0 16600