UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: 13
Form 13F Information Table Entry Total: 11,952
Form 13F Information Table Value Total: $68,598,216,985
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.
16 First Union Merchant Banking, 1999-II, LLC.
17 Wachovia Affordable Housing Community Development Corp.
19 Wachovia Investors, Inc.
20 Wachovia Securities International Ltd.
21 Wachovia Risk Management Inc.
Wachovia Corporation
Form 13F
As Of 09/30/2004
Item 4:
Fair Item 5: Item 6: Item 8:
Item 3: Market Shares Or Investment Voting Authority
Item 1: Item 2: Cusip Value Principal Discretion Item 7: (A) (B) (C)
Name of Issuer Title of Class Number (000) Amount (A)(B)(C) Mgrs Sole Shared None
----------------------------- --------------- -------- ---------- ---------- ------------- ------- ---------- ---------- ----------
ABB LTD SPONSORED ADR 00037520 33 5310 X 5 0 0 5310
ABB LTD SPONSORED ADR 00037520 42 6942 X X 6 6942 0 0
ABB LTD SPONSORED ADR 00037520 558 91125 X 6 87024 0 4101
A D C TELECOMMUNICATIONS COM 00088610 11 5893 X 13 0 0 5893
A D C TELECOMMUNICATIONS COM 00088610 1215 669975 X 3 669975 0 0
A D C TELECOMMUNICATIONS COM 00088610 33 18500 X X 6 18500 0 0
A D C TELECOMMUNICATIONS COM 00088610 296 155076 X 5 0 0 155076
A D C TELECOMMUNICATIONS COM 00088610 179 98718 X 6 69983 0 28735
ACM INCOME FUND INC COM 00091210 268 32909 X 5 0 0 32909
ACM INCOME FUND INC COM 00091210 73 8917 X 6 8917 0 0
ACM INCOME FUND INC COM 00091210 330 40544 X X 6 40544 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 5 223 X X 4 223 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 4 156 X X 7 156 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 930 40236 X 5 1636 0 38600
ABN AMRO HLDG NV SPONSORED ADR 00093710 533 23432 X 6 23432 0 0
ABN AMRO HLDG NV SPONSORED ADR 00093710 125 5484 X X 6 3993 0 1491
ACM MANAGED DLR INCOME FD COM 00094910 244 30949 X 5 0 0 30949
ACM MANAGED DLR INCOME FD COM 00094910 2 200 X 6 200 0 0
ACM MANAGED DLR INCOME FD COM 00094910 8 1000 X X 6 1000 0 0
ABM INDS INC COM 00095710 60 3000 X 11 0 3000 0
ABM INDS INC COM 00095710 452 22425 X 6 22425 0 0
ABM INDS INC COM 00095710 48 2400 X X 6 2400 0 0
ABM INDS INC COM 00095710 711 34297 X 5 0 0 34297
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CAPSTAR HOTEL CO NOTE 4.750%10/ 140918AC 24 24000 X 5 0 0 24000
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FINDWHAT COM COM 31779410 277 14800 X 6 14800 0 0
FINDWHAT COM COM 31779410 19 1000 X X 6 1000 0 0
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FIRST AMERN CORP CALIF COM 31852230 55 1790 X 6 1790 0 0
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FIRST CHARTER CORP COM 31943910 603 23909 X 5 1 0 23908
FIRST CHARTER CORP COM 31943910 2388 98802 X 6 98802 0 0
FIRST CHARTER CORP COM 31943910 6846 283246 X X 6 274671 0 8575
FIRST CTZNS BANCSHARES INC N CL A 31946M10 15151 128400 X 3 128400 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M10 1449 12282 X 6 12282 0 0
FIRST COMWLTH FINL CORP PA COM 31982910 603 43215 X 5 0 0 43215
FIRST COMWLTH FINL CORP PA COM 31982910 48 3500 X X 6 3500 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A10 0 1 X 5 1 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A10 634 19310 X X 6 19310 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A10 46 1398 X 6 1398 0 0
FIRST DATA CORP COM 31996310 42 975 X X 4 975 0 0
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FIRST DATA CORP COM 31996310 67236 1545666 X 6 1369284 1675 174707
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FIRST DATA CORP COM 31996310 23179 532854 X X 6 487898 30859 14097
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FIRST FINL BANCORP OH COM 32020910 24 1397 X 5 0 0 1397
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FIRST FINL HLDGS INC COM 32023910 307 9817 X X 6 7596 2221 0
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FIRST HORIZON NATL CORP COM 32051710 17 400 X 4 400 0 0
FIRST HORIZON NATL CORP COM 32051710 4466 102995 X 3 102995 0 0
FIRST HORIZON NATL CORP COM 32051710 1794 41786 X 5 1 0 41785
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FIRST HORIZON PHARMACEUTICAL COM 32051K10 12 550 X 13 0 0 550
FIRST HORIZON PHARMACEUTICAL COM 32051K10 188 9385 X 6 683 0 8702
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FIRST INDUSTRIAL REALTY TRUS COM 32054K10 23 615 X 13 0 0 615
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FIRST INDUSTRIAL REALTY TRUS COM 32054K10 228 6080 X 5 1 0 6079
FIRST LONG IS CORP COM 32073410 323 7560 X 6 7560 0 0
FIRST MARBLEHEAD CORP COM 32077110 13 260 X 13 0 0 260
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FIRST MARBLEHEAD CORP COM 32077110 7 150 X 5 0 0 150
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FIRST HEALTH GROUP CORP COM 32096010 313 19438 X 6 1383 18055 0
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FIRST HEALTH GROUP CORP COM 32096010 64 3977 X X 6 3477 0 500
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FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 513 26435 X 5 1 0 26434
FIRST UN REAL EST EQ&MTG INV SH BEN INT 33740010 41 13243 X 5 0 0 13243
FIRST UTD CORP COM 33741H10 8 400 X 5 0 0 400
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FISERV INC COM 33773810 10715 307380 X 3 307380 0 0
FISERV INC COM 33773810 2 65 X 4 65 0 0
FISERV INC COM 33773810 3561 98308 X 5 256 0 98052
FISERV INC COM 33773810 4135 118616 X 6 33361 0 85255
FISERV INC COM 33773810 22 630 X 7 630 0 0
FISERV INC COM 33773810 19 553 X X 7 553 0 0
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FIRSTMERIT CORP COM 33791510 12 450 X 11 0 450 0
FIRSTMERIT CORP COM 33791510 626 23636 X 5 0 0 23636
FIRSTMERIT CORP COM 33791510 390 14844 X X 6 14844 0 0
FIRSTMERIT CORP COM 33791510 4760 180948 X 3 180948 0 0
FIRSTENERGY CORP COM 33793210 33 813 X 13 0 0 813
FIRSTENERGY CORP COM 33793210 3793 92373 X 5 15493 0 76880
FIRSTENERGY CORP COM 33793210 2428 59093 X 6 47259 289 11545
FIRSTENERGY CORP COM 33793210 38 935 X 7 935 0 0
FIRSTENERGY CORP COM 33793210 1005 24468 X X 6 21238 1474 1756
FIRSTENERGY CORP COM 33793210 35427 844253 X 3 844253 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 955 15945 X 13 0 0 15945
FISHER SCIENTIFIC INTL INC COM NEW 33803220 19753 339037 X 3 339037 0 0
FISHER SCIENTIFIC INTL INC COM NEW 33803220 12606 210447 X 5 1 0 210446
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FISHER SCIENTIFIC INTL INC COM NEW 33803220 3 54 X 4 54 0 0
FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 1496 58447 X 5 0 0 58447
FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 3 100 X 6 100 0 0
FLAHERTY & CRUMRINE PFD INC COM 33848010 1013 56015 X 5 1 0 56014
FLAHERTY & CRUMRINE PFD INC COM 33848010 73 4044 X 6 4044 0 0
FLAHERTY & CRUMRINE PFD INC COM 33848E10 265 19679 X 5 1 0 19678
FLAHERTY & CRUMRINE PFD INC COM 33848E10 7 500 X 6 500 0 0
FLEETWOOD ENTERPRISES INC COM 33909910 14292 995233 X 5 1 0 995232
FLEETWOOD ENTERPRISES INC COM 33909910 67 4400 X 6 4400 0 0
FLEETWOOD ENTERPRISES INC COM 33909910 454 29900 X X 6 29900 0 0
FLOATING RATE INCM STRT FD I COM 33973510 213 10976 X 13 0 0 10976
FLOATING RATE INCM STRT FD I COM 33973510 3939 203169 X 5 0 0 203169
FLORIDA EAST COAST INDS COM 34063210 715 18228 X 5 0 0 18228
FLORIDA EAST COAST INDS COM 34063210 1677 44659 X 6 44659 0 0
FLORIDA EAST COAST INDS COM 34063210 84 2225 X X 6 2225 0 0
FLORIDA PUB UTILS CO COM 34113510 895 51090 X 5 1 0 51089
FLORIDA PUB UTILS CO COM 34113510 2021 117833 X 6 117833 0 0
FLORIDA PUB UTILS CO COM 34113510 42 2428 X X 6 2428 0 0
FLORIDA ROCK INDS INC COM 34114010 777 15921 X 13 0 0 15921
FLORIDA ROCK INDS INC COM 34114010 3266 66662 X 3 66662 0 0
FLORIDA ROCK INDS INC COM 34114010 3878 79439 X 5 1 0 79438
FLORIDA ROCK INDS INC COM 34114010 9252 188861 X 6 187120 0 1741
FLORIDA ROCK INDS INC COM 34114010 1909 38965 X X 6 38965 0 0
FLUOR CORP NEW COM 34341210 3081 69200 X 3 69200 0 0
FLUOR CORP NEW COM 34341210 291 6537 X 6 6537 0 0
FLUOR CORP NEW COM 34341210 232 5210 X X 6 2110 3100 0
FLUOR CORP NEW COM 34341210 1424 32252 X 5 0 0 32252
FLOWERS FOODS INC COM 34349810 142 5489 X 5 1 0 5488
FLOWERS FOODS INC COM 34349810 1458 56383 X 6 56383 0 0
FLOWERS FOODS INC COM 34349810 98 3789 X X 6 3789 0 0
FLOWSERVE CORP COM 34354P10 2682 110920 X 3 110920 0 0
FLOWSERVE CORP COM 34354P10 121 4939 X 5 1 0 4938
FLOWSERVE CORP COM 34354P10 109 4500 X X 6 4500 0 0
FLOWSERVE CORP COM 34354P10 34 1405 X 6 1405 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 2533 57342 X 3 57342 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 293 6484 X 5 1 0 6483
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 10537 238500 X 6 238500 0 0
FOOT LOCKER INC COM 34484910 61152 2580268 X 11 0 2580268 0
FOOT LOCKER INC COM 34484910 332 13840 X 5 0 0 13840
FOOT LOCKER INC COM 34484910 209 8806 X X 6 8246 560 0
FOOT LOCKER INC COM 34484910 1606 67764 X 6 65364 0 2400
FOOT LOCKER INC COM 34484910 15904 671060 X 3 671060 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 20 1411 X X 4 1411 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 9 656 X 11 0 656 0
FORD MTR CO DEL COM PAR $0.01 34537086 21484 1529325 X 3 1529325 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 8855 630228 X 6 354325 5 275898
FORD MTR CO DEL COM PAR $0.01 34537086 6102 434296 X X 6 378148 16946 39202
FORD MTR CO DEL COM PAR $0.01 34537086 7284 514433 X 5 2 0 514431
FORD MTR CO DEL COM PAR $0.01 34537086 760 53700 X 13 0 0 53700
FORD MTR CO DEL COM PAR $0.01 34537086 12 874 X 4 874 0 0
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 2606 49663 X 13 0 0 49663
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 4180 79655 X 5 300 0 79355
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 522 9990 X X 6 8000 800 1190
FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 152 2907 X 6 2907 0 0
FORDING CDN COAL TR TR UNIT 34542510 764 13200 X 13 0 0 13200
FORDING CDN COAL TR TR UNIT 34542510 282 5033 X X 6 5000 33 0
FORDING CDN COAL TR TR UNIT 34542510 59 1063 X 6 1063 0 0
FORDING CDN COAL TR TR UNIT 34542510 1986 34300 X 5 0 0 34300
FOREST CITY ENTERPRISES INC CL A 34555010 12 222 X 13 0 0 222
FOREST CITY ENTERPRISES INC CL A 34555010 20036 363621 X 3 363621 0 0
FOREST CITY ENTERPRISES INC CL A 34555010 315 5736 X 5 1 0 5735
FOREST CITY ENTERPRISES INC CL A 34555010 285 5175 X 6 5175 0 0
FOREST CITY ENTERPRISES INC CL A 34555010 30 550 X X 6 550 0 0
FOREST LABS INC COM 34583810 490 10900 X 11 0 10900 0
FOREST LABS INC COM 34583810 2657 56573 X 5 1 0 56572
FOREST LABS INC COM 34583810 2882 64102 X 6 5040 0 59062
FOREST LABS INC COM 34583810 75 1661 X X 6 1661 0 0
FOREST LABS INC COM 34583810 13780 306342 X 3 306342 0 0
FOREST LABS INC COM 34583810 2 40 X 13 0 0 40
FOREST OIL CORP COM PAR $0.01 34609170 22661 752367 X 3 752367 0 0
FOREST OIL CORP COM PAR $0.01 34609170 262 8710 X X 6 8710 0 0
FOREST OIL CORP COM PAR $0.01 34609170 175 5818 X 6 5818 0 0
FOREST OIL CORP COM PAR $0.01 34609170 119 3900 X 5 0 0 3900
FORT DEARBORN INCOME SECS IN COM 34720010 161 10899 X 5 1 0 10898
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FORTUNE BRANDS INC COM 34963110 25966 349705 X 5 251 0 349454
FORTUNE BRANDS INC COM 34963110 14521 195993 X 6 119122 0 76871
FORTUNE BRANDS INC COM 34963110 17816 240458 X X 6 174501 27160 38797
FORTUNE BRANDS INC COM 34963110 804 10829 X 13 0 0 10829
FORTUNE BRANDS INC PFD CV $2.67 34963120 82 179 X 5 0 0 179
FORTUNE BRANDS INC PFD CV $2.67 34963120 165 362 X X 6 362 0 0
FORTUNE BRANDS INC PFD CV $2.67 34963120 10 21 X 6 21 0 0
40 / 86 STRATEGIC INCOME FD SH BEN INT 34973910 275 27265 X 5 0 0 27265
40 / 86 STRATEGIC INCOME FD SH BEN INT 34973910 4 400 X X 6 400 0 0
FORWARD AIR CORP COM 34985310 10813 268700 X 3 268700 0 0
FORWARD AIR CORP COM 34985310 623 14775 X 5 0 0 14775
FORWARD AIR CORP COM 34985310 2200 54961 X 6 27625 36 27300
FORWARD AIR CORP COM 34985310 6 153 X 7 153 0 0
FORWARD AIR CORP COM 34985310 96 2388 X X 6 2388 0 0
FOSSIL INC COM 34988210 149 4805 X 3 4805 0 0
FOSSIL INC COM 34988210 1888 63238 X 5 1 0 63237
FOSSIL INC COM 34988210 9 277 X X 6 277 0 0
FOSSIL INC COM 34988210 478 15460 X 6 15460 0 0
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FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 247 3990 X 3 3990 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 67 1010 X 5 0 0 1010
FOX ENTMT GROUP INC CL A 35138T10 44 1490 X 13 0 0 1490
FOX ENTMT GROUP INC CL A 35138T10 7200 259547 X 6 194893 0 64654
FOX ENTMT GROUP INC CL A 35138T10 50 1817 X X 6 0 0 1817
FOX ENTMT GROUP INC CL A 35138T10 2259 77244 X 5 0 0 77244
FOX ENTMT GROUP INC CL A 35138T10 9076 327202 X 3 327202 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 2808 110000 X 3 110000 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 104 4168 X X 6 4168 0 0
FRANCE TELECOM SPONSORED ADR 35177Q10 9 340 X 5 0 0 340
FRANCE TELECOM SPONSORED ADR 35177Q10 883 35338 X 6 35178 0 160
FRANCE TELECOM SPONSORED ADR 35177Q10 10 383 X 7 383 0 0
FRANKLIN ELEC INC COM 35351410 654 15302 X 5 0 0 15302
FRANKLIN ELEC INC COM 35351410 197 4968 X 6 4968 0 0
FRANKLIN RES INC COM 35461310 17 300 X X 4 300 0 0
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FRANKLIN RES INC COM 35461310 2172 38960 X X 6 32260 500 6200
FRANKLIN RES INC COM 35461310 2061 36485 X 5 1 0 36484
FRANKLIN RES INC COM 35461310 4216 75604 X 6 42479 0 33125
FRANKLIN TEMPLETON LTD DUR I COM 35472T10 226 15632 X 5 1 0 15631
FRANKLIN TEMPLETON LTD DUR I COM 35472T10 117 8070 X 6 8070 0 0
FRANKLIN UNVL TR SH BEN INT 35514510 377 65395 X 5 0 0 65395
FRANKLIN UNVL TR SH BEN INT 35514510 11 1912 X 6 1912 0 0
FREDS INC CL A 35610810 31 1700 X 5 0 0 1700
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FREDS INC CL A 35610810 4 200 X 7 200 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 35151 866334 X 3 866334 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 1148 28527 X 5 935 0 27592
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2897 71519 X 6 30475 0 41044
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 2 48 X 7 48 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 4 99 X X 7 99 0 0
FREEPORT-MCMORAN COPPER & GO CL B 35671D85 658 16256 X X 6 5356 10580 320
FREEPORT-MCMORAN COPPER & GO NOTE 7.000% 2/ 35671DAK 8697 5500000 X 3 5500000 0 0
FREMONT GEN CORP COM 35728810 208 9034 X 3 9034 0 0
FREMONT GEN CORP COM 35728810 29 1234 X 6 1234 0 0
FREMONT GEN CORP COM 35728810 20 874 X X 6 874 0 0
FREMONT GEN CORP COM 35728810 203 8370 X 5 0 0 8370
FRESENIUS MED CARE AG SPONSORED ADR 35802910 510 20001 X 3 20001 0 0
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FRESENIUS MED CARE AG SPONSORED ADR 35802910 22 877 X X 6 877 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 153 8000 X X 4 8000 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 456 23888 X 6 23888 0 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 190 9936 X X 6 4926 2880 2130
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 1797 94427 X 5 1 0 94426
FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 327 17099 X 3 17099 0 0
FRONTIER OIL CORP COM 35914P10 105 4700 X 3 4700 0 0
FRONTIER OIL CORP COM 35914P10 24 1000 X 6 1000 0 0
FRONTIER OIL CORP COM 35914P10 198 8347 X 5 1 0 8346
FROZEN FOOD EXPRESS INDS INC COM 35936010 1125 149213 X 5 0 0 149213
FUEL-TECH N V COM 35952310 2 400 X 5 0 0 400
FUEL-TECH N V COM 35952310 25 5145 X X 6 5145 0 0
FUEL-TECH N V COM 35952310 130 26567 X 6 26567 0 0
FUELCELL ENERGY INC COM 35952H10 67 6255 X 5 0 0 6255
FUELCELL ENERGY INC COM 35952H10 2 200 X X 6 200 0 0
FUELCELL ENERGY INC COM 35952H10 82 8000 X 6 8000 0 0
FUJI PHOTO FILM LTD ADR 35958630 13 409 X X 4 409 0 0
FUJI PHOTO FILM LTD ADR 35958630 93 2795 X 5 1 0 2794
FUJI PHOTO FILM LTD ADR 35958630 10 297 X X 7 297 0 0
FUJI PHOTO FILM LTD ADR 35958630 556 16922 X 6 16922 0 0
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FULLER H B CO COM 35969410 16122 588400 X 3 588400 0 0
FULLER H B CO COM 35969410 114 4170 X X 6 4170 0 0
FULLER H B CO COM 35969410 718 26201 X 6 26201 0 0
FULTON FINL CORP PA COM 36027110 331 15483 X 3 15483 0 0
FULTON FINL CORP PA COM 36027110 7 345 X 5 0 0 345
FULTON FINL CORP PA COM 36027110 3337 155947 X 6 155189 0 758
FULTON FINL CORP PA COM 36027110 1040 48586 X X 6 39768 8818 0
FURNITURE BRANDS INTL INC COM 36092110 32532 1297134 X 11 0 1297134 0
FURNITURE BRANDS INTL INC COM 36092110 356 14200 X 6 11600 0 2600
FURNITURE BRANDS INTL INC COM 36092110 19 750 X X 6 750 0 0
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FURNITURE BRANDS INTL INC COM 36092110 9965 397310 X 3 397310 0 0
GATX CORP COM 36144810 2639 98984 X 3 98984 0 0
GATX CORP COM 36144810 75 2800 X 6 2800 0 0
GATX CORP COM 36144810 44 1652 X X 6 1300 352 0
GATX CORP COM 36144810 84 3127 X 5 0 0 3127
GABELLI EQUITY TR INC COM 36239710 58 6953 X 11 0 6953 0
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GABELLI EQUITY TR INC COM 36239710 13 1500 X 13 0 0 1500
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 2 248 X 11 0 248 0
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GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1010 109912 X 5 800 0 109112
GABELLI ASSET MGMT INC CL A 36239Y10 50 1170 X X 6 1170 0 0
GABELLI ASSET MGMT INC CL A 36239Y10 297 6928 X 6 6928 0 0
GABELLI UTIL TR COM 36240A10 0 50 X 13 0 0 50
GABELLI UTIL TR COM 36240A10 161 16617 X 5 2 0 16615
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GABELLI UTIL TR COM 36240A10 1 154 X 6 154 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 264 26321 X 5 0 0 26321
GABLES RESIDENTIAL TR SH BEN INT 36241810 188 5321 X 5 1 0 5320
GABLES RESIDENTIAL TR SH BEN INT 36241810 107 3120 X 6 3120 0 0
GABLES RESIDENTIAL TR SH BEN INT 36241810 41 1200 X X 6 1200 0 0
GABELLI DIVD & INCOME TR COM 36242H10 392 21251 X 5 1 0 21250
GABELLI DIVD & INCOME TR COM 36242H10 78 4250 X X 6 4250 0 0
GALLAGHER ARTHUR J & CO COM 36357610 13277 400755 X 11 0 400755 0
GALLAGHER ARTHUR J & CO COM 36357610 6476 195460 X 3 195460 0 0
GALLAGHER ARTHUR J & CO COM 36357610 194 5851 X X 6 5021 0 830
GALLAGHER ARTHUR J & CO COM 36357610 8 248 X 6 248 0 0
GALLAGHER ARTHUR J & CO COM 36357610 1374 40898 X 5 0 0 40898
GALLAHER GROUP PLC SPONSORED ADR 36359510 154 3253 X 5 0 0 3253
GALLAHER GROUP PLC SPONSORED ADR 36359510 7906 170131 X X 6 136281 21360 12490
GALLAHER GROUP PLC SPONSORED ADR 36359510 2665 57345 X 6 57345 0 0
GAMESTOP CORP CL A 36466R10 59 4000 X 3 4000 0 0
GAMESTOP CORP CL A 36466R10 4 200 X 5 0 0 200
GAMESTOP CORP CL A 36466R10 299 16134 X 6 16134 0 0
GAMESTOP CORP CL A 36466R10 7 398 X X 6 398 0 0
GANNETT INC COM 36473010 24 286 X 4 286 0 0
GANNETT INC COM 36473010 1526 17912 X 13 0 0 17912
GANNETT INC COM 36473010 5558 66355 X 11 0 66355 0
GANNETT INC COM 36473010 19992 222186 X 3 222186 0 0
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GANNETT INC COM 36473010 23916 285530 X 6 222691 893 61946
GANNETT INC COM 36473010 22105 263905 X X 6 188123 14633 61149
GANNETT INC COM 36473010 21685 254518 X 5 0 0 254518
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GAP INC DEL COM 36476010 26 1400 X 4 1400 0 0
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GAP INC DEL COM 36476010 3474 186260 X X 6 151749 2130 32381
GAP INC DEL COM 36476010 2397 126480 X 5 2 0 126478
GAP INC DEL COM 36476010 13456 719339 X 3 719339 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 32330 26500000 X 20 26500000 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 9 7000 X 5 0 0 7000
GAP INC DEL NOTE 5.750% 3/ 364760AJ 8391 6850000 X 3 6850000 0 0
GAP INC DEL NOTE 5.750% 3/ 364760AJ 57741 47329000 X 6 47329000 0 0
GARDNER DENVER INC COM 36555810 46 1623 X 5 0 0 1623
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INTERMUNE INC COM 45884X10 0 35 X 5 0 0 35
INTERNATIONAL ABSORBENTS INC COM NO PAR 45885E20 161 35000 X 6 35000 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 3394 39580 X X 4 38780 800 0
INTERNATIONAL BUSINESS MACHS COM 45920010 302 3528 X 11 0 3528 0
INTERNATIONAL BUSINESS MACHS COM 45920010 3019 35207 X 4 35027 0 180
INTERNATIONAL BUSINESS MACHS COM 45920010 1314 15044 X 13 0 0 15044
INTERNATIONAL BUSINESS MACHS COM 45920010 536 6255 X 7 6255 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 91 1058 X X 7 1058 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 248442 2897620 X 6 2482901 7590 407129
INTERNATIONAL BUSINESS MACHS COM 45920010 230562 2689087 X X 6 2349476 139782 199829
INTERNATIONAL BUSINESS MACHS COM 45920010 41357 473627 X 5 372 0 473255
INTERNATIONAL BUSINESS MACHS COM 45920010 34 394 X 4 394 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 17 200 X X 4 200 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 245439 2847639 X 3 2847639 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 127 3288 X 13 0 0 3288
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 2933 76787 X 3 76787 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1007 26349 X X 6 24149 200 2000
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1645 43070 X 6 33370 0 9700
INTERNATIONAL FLAVORS&FRAGRA COM 45950610 222 5740 X 5 1 0 5739
INTERNATIONAL GAME TECHNOLOG COM 45990210 93 2600 X X 4 2600 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 9 250 X 4 250 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 20 560 X 11 0 560 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 85 2355 X 7 2355 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 6 156 X X 7 156 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 20604 573132 X 6 440096 1110 131926
INTERNATIONAL GAME TECHNOLOG COM 45990210 3374 93844 X X 6 74610 6050 13184
INTERNATIONAL GAME TECHNOLOG COM 45990210 12907 388704 X 5 875 0 387829
INTERNATIONAL GAME TECHNOLOG COM 45990210 6 168 X 4 168 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 72646 2012919 X 3 2012919 0 0
INTERNATIONAL GAME TECHNOLOG COM 45990210 142 4285 X 13 0 0 4285
INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 8 10000 X 13 0 0 10000
INTERNATIONAL GAME TECHNOLOG DBCV 1/ 459902AL 12 15000 X 6 15000 0 0
INTL PAPER CO COM 46014610 40 1000 X 11 0 1000 0
INTL PAPER CO COM 46014610 135 3296 X 13 0 0 3296
INTL PAPER CO COM 46014610 16343 404421 X 3 404421 0 0
INTL PAPER CO COM 46014610 3377 82777 X 5 19346 0 63431
INTL PAPER CO COM 46014610 8441 208876 X 6 181231 0 27645
INTL PAPER CO COM 46014610 12 294 X 7 294 0 0
INTL PAPER CO COM 46014610 7236 179055 X X 6 111665 22340 45050
INTERNATIONAL RECTIFIER CORP COM 46025410 16 420 X 13 0 0 420
INTERNATIONAL RECTIFIER CORP COM 46025410 724 21114 X 6 10114 11000 0
INTERNATIONAL RECTIFIER CORP COM 46025410 301 8768 X X 6 8668 0 100
INTERNATIONAL RECTIFIER CORP COM 46025410 1523 40700 X 5 0 0 40700
INTERNATIONAL RECTIFIER CORP COM 46025410 4827 140740 X 3 140740 0 0
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 4925 5000000 X 20 5000000 0 0
INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/ 460254AE 325 332000 X 5 0 0 332000
INTERNATIONAL SPEEDWAY CORP CL A 46033520 5541 111049 X 3 111049 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 12 247 X X 6 247 0 0
INTERNATIONAL SPEEDWAY CORP CL A 46033520 65 1311 X 6 1161 0 150
INTERNATIONAL SPEEDWAY CORP CL A 46033520 394 7531 X 5 0 0 7531
INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 6 100 X 13 0 0 100
INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 1064 17400 X 5 0 0 17400
INTERNET SEC SYS INC COM 46060X10 10 522 X 5 0 0 522
INTERNET SEC SYS INC COM 46060X10 705 41472 X 6 41472 0 0
INTERNET SEC SYS INC COM 46060X10 133 7820 X X 6 7820 0 0
INTERPUBLIC GROUP COS INC COM 46069010 2781 262600 X 11 0 262600 0
INTERPUBLIC GROUP COS INC COM 46069010 1409 133081 X X 6 132751 0 330
INTERPUBLIC GROUP COS INC COM 46069010 2084 196802 X 6 170755 0 26047
INTERPUBLIC GROUP COS INC COM 46069010 270 24571 X 5 1 0 24570
INTERPUBLIC GROUP COS INC COM 46069010 3755 349395 X 3 349395 0 0
INTERPUBLIC GROUP COS INC COM 46069010 11 1000 X 13 0 0 1000
INTERPUBLIC GROUP COS INC NOTE 1.870% 6/ 460690AJ 9488 10000000 X 20 10000000 0 0
INTERPUBLIC GROUP COS INC NOTE 1.870% 6/ 460690AJ 9 10000 X 5 0 0 10000
INTERSIL CORP CL A 46069S10 16287 1022092 X 3 1022092 0 0
INTERSIL CORP CL A 46069S10 672 42202 X 6 42202 0 0
INTERSIL CORP CL A 46069S10 16 951 X 5 0 0 951
INTERSIL CORP CL A 46069S10 56 3543 X X 6 3543 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H10 78 18793 X 5 1 0 18792
INTERSTATE BAKERIES CORP DEL COM 46072H10 78 20000 X X 6 20000 0 0
INTRAWEST CORPORATION COM NEW 46091520 2 100 X 5 0 0 100
INTRAWEST CORPORATION COM NEW 46091520 545 28800 X 6 8500 0 20300
INTEROIL CORP COM 46095110 524 19635 X 5 0 0 19635
INTERSECTIONS INC COM 46098130 3 200 X 13 0 0 200
INTERSECTIONS INC COM 46098130 234 16000 X 3 16000 0 0
INTERWOVEN INC COM NEW 46114T50 3709 512250 X 3 512250 0 0
INTERWOVEN INC COM NEW 46114T50 455 62800 X 6 10900 0 51900
INTERWOVEN INC COM NEW 46114T50 20 2488 X 5 0 0 2488
INTRADO INC COM 46117A10 162 14537 X 5 0 0 14537
INTRADO INC COM 46117A10 5 500 X X 6 500 0 0
INTUIT COM 46120210 22 480 X 4 480 0 0
INTUIT COM 46120210 1 25 X 7 25 0 0
INTUIT COM 46120210 8396 184940 X 6 134110 1430 49400
INTUIT COM 46120210 2304 50759 X X 6 47154 2690 915
INTUIT COM 46120210 990 21634 X 5 1 0 21633
INTUIT COM 46120210 73759 1620532 X 3 1620532 0 0
INTUIT COM 46120210 99 2172 X 13 0 0 2172
INVERNESS MED INNOVATIONS IN COM 46126P10 289 13886 X 3 13886 0 0
INVERNESS MED INNOVATIONS IN COM 46126P10 15 757 X 5 0 0 757
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 36055 2356555 X 3 2356555 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 157 10302 X 5 0 0 10302
INVESTMENT TECHNOLOGY GRP NE COM 46145F10 136 8900 X 6 0 0 8900
INVISION TECHNOLOGIES INC COM 46185110 334 7570 X 5 0 0 7570
INVISION TECHNOLOGIES INC COM 46185110 90 2000 X 6 2000 0 0
INVITROGEN CORP COM 46185R10 13 235 X 13 0 0 235
INVITROGEN CORP COM 46185R10 7 128 X X 6 128 0 0
INVITROGEN CORP COM 46185R10 217 3944 X 6 1536 0 2408
INVITROGEN CORP COM 46185R10 532 9496 X 5 0 0 9496
INVITROGEN CORP COM 46185R10 6644 120486 X 3 120486 0 0
INVESTORS FINL SERVICES CORP COM 46191510 55646 1228419 X 3 1228419 0 0
INVESTORS FINL SERVICES CORP COM 46191510 2 55 X 4 55 0 0
INVESTORS FINL SERVICES CORP COM 46191510 1272 28177 X X 6 19117 0 9060
INVESTORS FINL SERVICES CORP COM 46191510 1332 28512 X 5 1 0 28511
INVESTORS FINL SERVICES CORP COM 46191510 5959 132051 X 6 66311 26 65714
INVESTORS FINL SERVICES CORP COM 46191510 5 112 X 7 112 0 0
IONICS INC COM 46221810 32 1170 X 5 0 0 1170
IONICS INC COM 46221810 30 1115 X 6 1115 0 0
IONICS INC COM 46221810 567 21000 X X 6 21000 0 0
IPAYMENT INC COM 46262E10 1283 31958 X 3 31958 0 0
IPAYMENT INC COM 46262E10 97 2410 X 6 2410 0 0
IPAYMENT INC COM 46262E10 2 50 X 5 0 0 50
IRON MTN INC PA COM 46284610 452 13344 X 3 13344 0 0
IRON MTN INC PA COM 46284610 2 45 X 6 45 0 0
IRON MTN INC PA COM 46284610 28 820 X X 6 820 0 0
IRON MTN INC PA COM 46284610 518 14867 X 5 1 0 14866
IRVINE SENSORS CORP COM NEW 46366450 31 15405 X 5 0 0 15405
ISHARES INC MSCI AUSTRALIA 46428610 12 850 X X 4 850 0 0
ISHARES INC MSCI AUSTRALIA 46428610 142 9772 X 6 9772 0 0
ISHARES INC MSCI AUSTRALIA 46428610 1110 75891 X 5 0 0 75891
ISHARES INC MSCI BELGIUM 46428630 12 746 X X 4 746 0 0
ISHARES INC MSCI BELGIUM 46428630 33 2050 X 6 2050 0 0
ISHARES INC MSCI BELGIUM 46428630 159 9675 X 5 0 0 9675
ISHARES INC MSCI BRAZIL 46428640 221 11299 X 5 0 0 11299
ISHARES INC MSCI BRAZIL 46428640 16 854 X 6 854 0 0
ISHARES INC MSCI CDA INDEX 46428650 376 23933 X 5 1 0 23932
ISHARES INC MSCI CDA INDEX 46428650 12 770 X 6 770 0 0
ISHARES INC MSCI EMU INDEX 46428660 1567 24586 X 5 0 0 24586
ISHARES INC MSCI EMU INDEX 46428660 1196 19200 X 9 19200 0 0
ISHARES INC MSCI PAC J IDX 46428666 701 8630 X 13 0 0 8630
ISHARES INC MSCI PAC J IDX 46428666 2533 31193 X 5 0 0 31193
ISHARES INC MSCI SINGAPORE 46428667 279 40225 X 5 1 0 40224
ISHARES INC MSCI SINGAPORE 46428667 34 4972 X 6 4972 0 0
ISHARES INC MSCI UTD KINGD 46428669 493 29748 X 5 0 0 29748
ISHARES INC MSCI UTD KINGD 46428669 108 6606 X 6 6606 0 0
ISHARES INC MSCI UTD KINGD 46428669 2544 155800 X 9 155800 0 0
ISHARES INC MSCI FRANCE 46428670 11 500 X X 4 500 0 0
ISHARES INC MSCI FRANCE 46428670 182 8407 X 5 1 0 8406
ISHARES INC MSCI FRANCE 46428670 30 1437 X 6 1437 0 0
ISHARES INC MSCI TAIWAN 46428673 269 23901 X 5 0 0 23901
ISHARES INC MSCI TAIWAN 46428673 18 1650 X 6 1650 0 0
ISHARES INC MSCI SWITZERLD 46428674 12 800 X X 4 800 0 0
ISHARES INC MSCI SWITZERLD 46428674 178 11710 X 5 0 0 11710
ISHARES INC MSCI SWITZERLD 46428674 10 660 X 6 660 0 0
ISHARES INC MSCI SWEDEN 46428675 335 17718 X 5 0 0 17718
ISHARES INC MSCI SWEDEN 46428675 29 1562 X 6 1562 0 0
ISHARES INC MSCI SPAIN 46428676 201 6816 X 5 0 0 6816
ISHARES INC MSCI SPAIN 46428676 29 998 X 6 998 0 0
ISHARES INC MSCI S KOREA 46428677 280 10866 X 13 0 0 10866
ISHARES INC MSCI S KOREA 46428677 15 598 X 6 598 0 0
ISHARES INC MSCI S KOREA 46428677 5277 204932 X 5 0 0 204932
ISHARES INC MSCI GERMAN 46428680 6 400 X 11 0 400 0
ISHARES INC MSCI GERMAN 46428680 5 300 X 13 0 0 300
ISHARES INC MSCI GERMAN 46428680 116 7182 X 5 0 0 7182
ISHARES INC MSCI GERMAN 46428680 10 633 X X 4 633 0 0
ISHARES INC MSCI GERMAN 46428680 46 2923 X 6 2923 0 0
ISHARES INC MSCI NETHERLND 46428681 159 9628 X 5 0 0 9628
ISHARES INC MSCI NETHERLND 46428681 24 1513 X 6 1513 0 0
ISHARES INC MSCI MEXICO 46428682 14 700 X 11 0 700 0
ISHARES INC MSCI MEXICO 46428682 476 22633 X 5 1 0 22632
ISHARES INC MSCI MALAYSIA 46428683 404 60000 X 3 60000 0 0
ISHARES INC MSCI MALAYSIA 46428683 62 9135 X 5 1 0 9134
ISHARES INC MSCI MALAYSIA 46428683 5 782 X 6 782 0 0
ISHARES INC MSCI JAPAN 46428684 65 6700 X 11 0 6700 0
ISHARES INC MSCI JAPAN 46428684 46072 4639697 X 5 2400 0 4637297
ISHARES INC MSCI JAPAN 46428684 1000 100724 X 13 0 0 100724
ISHARES INC MSCI JAPAN 46428684 3865 398484 X 6 398484 0 0
ISHARES INC MSCI JAPAN 46428684 19360 1995900 X 9 1995900 0 0
ISHARES INC MSCI JAPAN 46428684 893 92060 X X 6 92060 0 0
ISHARES INC MSCI HONG KONG 46428687 662 58058 X 13 0 0 58058
ISHARES INC MSCI HONG KONG 46428687 6372 558915 X 5 1 0 558914
ISHARES INC MSCI HONG KONG 46428687 10 897 X 6 897 0 0
ISHARES TR S&P 100 IDX FD 46428710 1833 33548 X 5 1 0 33547
ISHARES TR DJ SEL DIV INX 46428716 1270 21810 X 13 0 0 21810
ISHARES TR DJ SEL DIV INX 46428716 2029 35355 X X 6 35355 0 0
ISHARES TR DJ SEL DIV INX 46428716 15010 257813 X 5 1 0 257812
ISHARES TR US TIPS BD FD 46428717 1044 10065 X 13 0 0 10065
ISHARES TR US TIPS BD FD 46428717 12221 117825 X 5 1 0 117824
ISHARES TR US TIPS BD FD 46428717 492 4718 X 6 4718 0 0
ISHARES TR US TIPS BD FD 46428717 94 900 X X 6 900 0 0
ISHARES TR TRANSP AVE IDX 46428719 587 9777 X 5 1 0 9776
ISHARES TR S&P 500 INDEX 46428720 3403 29869 X 5 0 0 29869
ISHARES TR S&P 500 INDEX 46428720 501 4477 X X 6 4477 0 0
ISHARES TR S&P 500 INDEX 46428720 2866 25629 X 6 25629 0 0
ISHARES TR LEHMAN AGG BND 46428722 825 8077 X 13 0 0 8077
ISHARES TR LEHMAN AGG BND 46428722 17543 171675 X 5 1 0 171674
ISHARES TR LEHMAN AGG BND 46428722 308 3004 X 6 3004 0 0
ISHARES TR LEHMAN AGG BND 46428722 66 640 X X 6 640 0 0
ISHARES TR MSCI EMERG MKT 46428723 31 180 X 4 180 0 0
ISHARES TR MSCI EMERG MKT 46428723 307 1780 X X 6 1780 0 0
ISHARES TR MSCI EMERG MKT 46428723 1387 8040 X 6 8040 0 0
ISHARES TR MSCI EMERG MKT 46428723 19589 110372 X 5 0 0 110372
ISHARES TR MSCI EMERG MKT 46428723 454 2559 X 13 0 0 2559
ISHARES TR GS CORP BD FD 46428724 1160 10427 X 13 0 0 10427
ISHARES TR GS CORP BD FD 46428724 230 2057 X 6 2057 0 0
ISHARES TR GS CORP BD FD 46428724 447 4000 X X 6 4000 0 0
ISHARES TR GS CORP BD FD 46428724 19333 173815 X 5 1 0 173814
ISHARES TR S&P GBL TELCM 46428727 556 11652 X 5 0 0 11652
ISHARES TR S&P500/BAR GRW 46428730 3269 59451 X 5 0 0 59451
ISHARES TR S&P500/BAR GRW 46428730 859 15953 X 6 15953 0 0
ISHARES TR S&P500/BAR GRW 46428730 17 310 X X 6 310 0 0
ISHARES TR S&P GBL HLTHCR 46428732 472 10087 X 5 1 0 10086
ISHARES TR S&P GBL ENER 46428734 2093 29257 X 5 1 0 29256
ISHARES TR GS NAT RES IDX 46428737 100 780 X 13 0 0 780
ISHARES TR GS NAT RES IDX 46428737 5195 40521 X 5 0 0 40521
ISHARES TR S&P LTN AM 40 46428739 390 5595 X 5 0 0 5595
ISHARES TR S&P500/BAR VAL 46428740 4683 79811 X 5 0 0 79811
ISHARES TR S&P500/BAR VAL 46428740 812 14105 X 6 14105 0 0
ISHARES TR 20+ YR TRS BD 46428743 559 6381 X 13 0 0 6381
ISHARES TR 20+ YR TRS BD 46428743 5 57 X 6 57 0 0
ISHARES TR 20+ YR TRS BD 46428743 7295 83297 X 5 1 0 83296
ISHARES TR 7-10 YR TRS BD 46428744 386 4520 X 13 0 0 4520
ISHARES TR 7-10 YR TRS BD 46428744 35 409 X X 6 409 0 0
ISHARES TR 7-10 YR TRS BD 46428744 13 146 X 6 146 0 0
ISHARES TR 7-10 YR TRS BD 46428744 5642 66133 X 5 2 0 66131
ISHARES TR 1-3 YR TRS BD 46428745 3 40 X 13 0 0 40
ISHARES TR 1-3 YR TRS BD 46428745 15996 195388 X 5 0 0 195388
ISHARES TR 1-3 YR TRS BD 46428745 159 1940 X 6 1940 0 0
ISHARES TR 1-3 YR TRS BD 46428745 1278 15579 X X 6 15579 0 0
ISHARES TR MSCI EAFE IDX 46428746 103 725 X 11 0 725 0
ISHARES TR MSCI EAFE IDX 46428746 4295 29846 X 13 0 0 29846
ISHARES TR MSCI EAFE IDX 46428746 88925 617961 X 5 1 0 617960
ISHARES TR MSCI EAFE IDX 46428746 3111 22000 X 9 22000 0 0
ISHARES TR MSCI EAFE IDX 46428746 3399 24037 X 6 24037 0 0
ISHARES TR MSCI EAFE IDX 46428746 1804 12758 X X 6 12758 0 0
ISHARES TR RUSSELL MCP VL 46428747 28 275 X 13 0 0 275
ISHARES TR RUSSELL MCP VL 46428747 6416 63281 X 5 1 0 63280
ISHARES TR RUSSELL MCP VL 46428747 6 60 X 6 60 0 0
ISHARES TR RUSSELL MCP GR 46428748 27 350 X 13 0 0 350
ISHARES TR RUSSELL MCP GR 46428748 4125 54462 X 5 1 0 54461
ISHARES TR RUSSELL MIDCAP 46428749 2635 36948 X 5 1 0 36947
ISHARES TR S&P MIDCAP 400 46428750 1261 10471 X 13 0 0 10471
ISHARES TR S&P MIDCAP 400 46428750 160 1344 X X 6 1344 0 0
ISHARES TR S&P MIDCAP 400 46428750 9065 76283 X 6 76283 0 0
ISHARES TR S&P MIDCAP 400 46428750 10758 89297 X 5 1 0 89296
ISHARES TR GLMN SCHS SOFT 46428751 112 3050 X 13 0 0 3050
ISHARES TR GLMN SCHS SOFT 46428751 2465 67432 X 5 0 0 67432
ISHARES TR GLDM SCHS SEMI 46428752 13 250 X 13 0 0 250
ISHARES TR GLDM SCHS SEMI 46428752 7 140 X 6 140 0 0
ISHARES TR GLDM SCHS SEMI 46428752 2265 44723 X 5 1 0 44722
ISHARES TR GLDM SCHS NETW 46428753 185 6613 X 13 0 0 6613
ISHARES TR GLDM SCHS NETW 46428753 221 7919 X 5 0 0 7919
ISHARES TR GLDM SACHS TEC 46428754 17481 409679 X 5 0 0 409679
ISHARES TR GLDM SACHS TEC 46428754 4 107 X X 6 107 0 0
ISHARES TR NASDQ BIO INDX 46428755 402 5671 X 13 0 0 5671
ISHARES TR NASDQ BIO INDX 46428755 5262 74290 X 5 0 0 74290
ISHARES TR NASDQ BIO INDX 46428755 98 1400 X 6 400 0 1000
ISHARES TR NASDQ BIO INDX 46428755 897 12825 X X 6 12000 825 0
ISHARES TR COHEN&ST RLTY 46428756 236 1941 X 13 0 0 1941
ISHARES TR COHEN&ST RLTY 46428756 7022 57765 X 5 0 0 57765
ISHARES TR COHEN&ST RLTY 46428756 2250 18970 X 6 18970 0 0
ISHARES TR COHEN&ST RLTY 46428756 464 3910 X X 6 3110 800 0
ISHARES TR S&P GLB100INDX 46428757 490 8491 X 5 1 0 8490
ISHARES TR S&P GLB100INDX 46428757 14 240 X X 6 240 0 0
ISHARES TR DJ US CON CYCL 46428758 91 1660 X 13 0 0 1660
ISHARES TR DJ US CON CYCL 46428758 5 100 X 6 100 0 0
ISHARES TR DJ US CON CYCL 46428758 3962 71927 X 5 0 0 71927
ISHARES TR RUSSELL1000VAL 46428759 5157 85106 X 3 85106 0 0
ISHARES TR RUSSELL1000VAL 46428759 507 8373 X 6 8373 0 0
ISHARES TR RUSSELL1000VAL 46428759 764 12610 X X 6 12610 0 0
ISHARES TR RUSSELL1000VAL 46428759 20465 332490 X 5 1 0 332489
ISHARES TR S&P MIDCP GROW 46428760 2 15 X 13 0 0 15
ISHARES TR S&P MIDCP GROW 46428760 4934 40337 X 5 0 0 40337
ISHARES TR S&P MIDCP GROW 46428760 265 2206 X 6 2206 0 0
ISHARES TR S&P MIDCP GROW 46428760 7 57 X X 6 57 0 0
ISHARES TR RUSSELL1000GRW 46428761 4822 106629 X 3 106629 0 0
ISHARES TR RUSSELL1000GRW 46428761 25165 545289 X 5 1 0 545288
ISHARES TR RUSSELL1000GRW 46428761 175 3877 X X 6 3877 0 0
ISHARES TR RUSSELL1000GRW 46428761 417 9235 X 6 9235 0 0
ISHARES TR RUSSELL 1000 46428762 505 8302 X 5 0 0 8302
ISHARES TR RUSSELL 1000 46428762 1721 28843 X 6 28843 0 0
ISHARES TR RUSL 2000 VALU 46428763 3 15 X 4 15 0 0
ISHARES TR RUSL 2000 VALU 46428763 6 33 X 13 0 0 33
ISHARES TR RUSL 2000 VALU 46428763 14411 82093 X 5 0 0 82093
ISHARES TR RUSL 2000 VALU 46428763 2185 12725 X 6 12605 0 120
ISHARES TR RUSL 2000 VALU 46428763 11 65 X 7 65 0 0
ISHARES TR RUSL 2000 VALU 46428763 429 2496 X X 6 2496 0 0
ISHARES TR RUSL 2000 GROW 46428764 26 439 X 13 0 0 439
ISHARES TR RUSL 2000 GROW 46428764 15 254 X 7 254 0 0
ISHARES TR RUSL 2000 GROW 46428764 7926 131450 X 5 0 0 131450
ISHARES TR RUSL 2000 GROW 46428764 188 3208 X 6 3208 0 0
ISHARES TR RUSL 2000 GROW 46428764 224 3829 X X 6 3829 0 0
ISHARES TR RUSSELL 2000 46428765 61 516 X 13 0 0 516
ISHARES TR RUSSELL 2000 46428765 21080 185153 X 6 185153 0 0
ISHARES TR RUSSELL 2000 46428765 67 600 X 3 600 0 0
ISHARES TR RUSSELL 2000 46428765 1735 15241 X X 6 10256 4325 660
ISHARES TR RUSSELL 2000 46428765 8353 71228 X 5 1 0 71227
ISHARES TR RUSL 3000 VALU 46428766 461 5764 X 5 1 0 5763
ISHARES TR RUSL 3000 GROW 46428767 4 100 X 13 0 0 100
ISHARES TR RUSL 3000 GROW 46428767 947 25364 X 5 0 0 25364
ISHARES TR RUSSELL 3000 46428768 2193 33999 X 5 1 0 33998
ISHARES TR RUSSELL 3000 46428768 1691 26764 X 6 18764 0 8000
ISHARES TR RUSSELL 3000 46428768 366 5786 X X 6 5786 0 0
ISHARES TR DJ US UTILS 46428769 2562 40816 X 5 1 0 40815
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 23 200 X X 6 200 0 0
ISHARES TR S&P MIDCP VALU 46428770 256 2218 X 6 2218 0 0
ISHARES TR S&P MIDCP VALU 46428770 7779 66632 X 5 0 0 66632
ISHARES TR DJ US TELECOMM 46428771 5121 218836 X 5 0 0 218836
ISHARES TR DJ US TELECOMM 46428771 4 155 X 6 155 0 0
ISHARES TR DJ US TECH SEC 46428772 3238 72088 X 5 0 0 72088
ISHARES TR DJ US TECH SEC 46428772 27 625 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 154 1393 X 13 0 0 1393
ISHARES TR DJ US REAL EST 46428773 3274 29592 X 5 0 0 29592
ISHARES TR DJ US INDUSTRL 46428775 61 1170 X 13 0 0 1170
ISHARES TR DJ US INDUSTRL 46428775 3 60 X 6 60 0 0
ISHARES TR DJ US INDUSTRL 46428775 3921 74920 X 5 1 0 74919
ISHARES TR DJ US HEALTHCR 46428776 11736 208046 X 5 0 0 208046
ISHARES TR DJ US HEALTHCR 46428776 1 19 X 6 19 0 0
ISHARES TR DJ US HEALTHCR 46428776 17 300 X X 6 300 0 0
ISHARES TR DJ US FINL SVC 46428777 92 870 X 13 0 0 870
ISHARES TR DJ US FINL SVC 46428777 21 200 X 6 200 0 0
ISHARES TR DJ US FINL SVC 46428777 2426 23049 X 5 1 0 23048
ISHARES TR DJ US FINL SEC 46428778 92 1000 X 13 0 0 1000
ISHARES TR DJ US FINL SEC 46428778 5 53 X 6 53 0 0
ISHARES TR DJ US FINL SEC 46428778 5034 55002 X 5 0 0 55002
ISHARES TR DJ US ENERGY 46428779 107 1675 X 13 0 0 1675
ISHARES TR DJ US ENERGY 46428779 5 76 X 6 76 0 0
ISHARES TR DJ US ENERGY 46428779 8560 134513 X 5 1 0 134512
ISHARES TR S&P SMLCAP 600 46428780 987 6658 X 13 0 0 6658
ISHARES TR S&P SMLCAP 600 46428780 9093 63038 X 6 63038 0 0
ISHARES TR S&P SMLCAP 600 46428780 13451 90752 X 5 1 0 90751
ISHARES TR S&P SMLCAP 600 46428780 26 177 X X 6 177 0 0
ISHARES TR DJ CON NON CYCL 46428781 93 1912 X 13 0 0 1912
ISHARES TR DJ CON NON CYCL 46428781 3 72 X 6 72 0 0
ISHARES TR DJ CON NON CYCL 46428781 4816 99550 X 5 0 0 99550
ISHARES TR DJ US BAS MATL 46428783 403 8475 X 13 0 0 8475
ISHARES TR DJ US BAS MATL 46428783 1 29 X 6 29 0 0
ISHARES TR DJ US BAS MATL 46428783 6556 137926 X 5 1 0 137925
ISHARES TR DJ US TOTL MKT 46428784 386 7164 X 5 0 0 7164
ISHARES TR S&P EURO PLUS 46428786 1473 21681 X 5 0 0 21681
ISHARES TR S&P EURO PLUS 46428786 20 300 X X 6 300 0 0
ISHARES TR S&P EURO PLUS 46428786 1654 24800 X 9 24800 0 0
ISHARES TR S&P SMLCP VALU 46428787 1231 10955 X 13 0 0 10955
ISHARES TR S&P SMLCP VALU 46428787 197 1900 X 3 1900 0 0
ISHARES TR S&P SMLCP VALU 46428787 126 1150 X X 6 1150 0 0
ISHARES TR S&P SMLCP VALU 46428787 314 2875 X 6 2875 0 0
ISHARES TR S&P SMLCP VALU 46428787 7244 64479 X 5 0 0 64479
ISHARES TR S&P SMLCP GROW 46428788 929 9604 X 13 0 0 9604
ISHARES TR S&P SMLCP GROW 46428788 4880 50473 X 5 1 0 50472
ISHARES TR S&P SMLCP GROW 46428788 471 4989 X 6 4989 0 0
ISHARES TR S&P SMLCP GROW 46428788 105 1109 X X 6 1109 0 0
ISHARES TR SMLL VAL INDX 46428870 278 4440 X 5 0 0 4440
ISIS PHARMACEUTICALS INC COM 46433010 38 7795 X 5 0 0 7795
ISIS PHARMACEUTICALS INC COM 46433010 15 3000 X X 6 3000 0 0
IVAX CORP COM 46582310 10049 524769 X 3 524769 0 0
IVAX CORP COM 46582310 1195 61112 X 5 0 0 61112
IVAX CORP COM 46582310 32 1684 X X 6 1684 0 0
IVAX CORP COM 46582310 374 19516 X 6 18766 0 750
IVAX CORP NOTE 4.500% 5/ 465823AG 74 75000 X 5 0 0 75000
J & J SNACK FOODS CORP COM 46603210 239 5385 X 5 0 0 5385
J & J SNACK FOODS CORP COM 46603210 1 25 X 6 25 0 0
JDS UNIPHASE CORP COM 46612J10 24 7054 X 13 0 0 7054
JDS UNIPHASE CORP COM 46612J10 115 34130 X X 6 33710 150 270
JDS UNIPHASE CORP COM 46612J10 66 19665 X 6 19285 380 0
JDS UNIPHASE CORP COM 46612J10 745 222321 X 5 54 0 222267
JDS UNIPHASE CORP COM 46612J10 3989 1183535 X 3 1183535 0 0
J JILL GROUP INC COM 46618910 307 18557 X 5 0 0 18557
J JILL GROUP INC COM 46618910 4 180 X 6 180 0 0
JLG INDS INC COM 46621010 1954 116328 X 3 116328 0 0
JLG INDS INC COM 46621010 58 3450 X 6 3450 0 0
JLG INDS INC COM 46621010 44 2500 X 5 0 0 2500
JLG INDS INC COM 46621010 17 1000 X X 6 1000 0 0
JPMORGAN & CHASE & CO COM 46625H10 2526 63580 X X 4 61170 2410 0
JPMORGAN & CHASE & CO COM 46625H10 339 8525 X 7 8525 0 0
JPMORGAN & CHASE & CO COM 46625H10 94 2378 X X 7 2378 0 0
JPMORGAN & CHASE & CO COM 46625H10 159827 4022837 X 6 3140227 7036 875574
JPMORGAN & CHASE & CO COM 46625H10 107065 2694811 X X 6 2407723 145072 142016
JPMORGAN & CHASE & CO COM 46625H10 1384 34841 X 11 0 34841 0
JPMORGAN & CHASE & CO COM 46625H10 11164 282917 X 13 0 0 282917
JPMORGAN & CHASE & CO COM 46625H10 260793 6557171 X 3 6557171 0 0
JPMORGAN & CHASE & CO COM 46625H10 44569 1129363 X 5 15155 0 1114208
JPMORGAN & CHASE & CO COM 46625H10 65 1648 X 4 1648 0 0
JPMORGAN & CHASE & CO COM 46625H10 2562 64480 X 4 64180 0 300
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 1175 36554 X 5 0 0 36554
JABIL CIRCUIT INC COM 46631310 565 23361 X 13 0 0 23361
JABIL CIRCUIT INC COM 46631310 2609 113453 X 6 26733 0 86720
JABIL CIRCUIT INC COM 46631310 78 3388 X X 6 2604 0 784
JABIL CIRCUIT INC COM 46631310 4313 178239 X 5 0 0 178239
JABIL CIRCUIT INC COM 46631310 2 79 X 4 79 0 0
JABIL CIRCUIT INC COM 46631310 6877 299014 X 3 299014 0 0
JACK IN THE BOX INC COM 46636710 24831 782570 X 3 782570 0 0
JACK IN THE BOX INC COM 46636710 570 17760 X 5 0 0 17760
JACK IN THE BOX INC COM 46636710 2 50 X 6 50 0 0
JACKSON HEWITT TAX SVCS INC COM 46820210 303 15000 X 6 15000 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 4593 119956 X 3 119956 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 255 6669 X X 6 6669 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 595 15531 X 6 15531 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 678 17899 X 5 0 0 17899
JACUZZI BRANDS INC COM 46986510 4 385 X 5 0 0 385
JACUZZI BRANDS INC COM 46986510 79 8485 X X 6 8470 0 15
JACUZZI BRANDS INC COM 46986510 634 68174 X 6 68174 0 0
JAKKS PAC INC COM 47012E10 145 6074 X 5 0 0 6074
JAKKS PAC INC COM 47012E10 104 4500 X 6 4500 0 0
JAMESON INNS INC COM 47045710 43 24000 X X 6 24000 0 0
JAMESON INNS INC COM 47045710 20 11000 X 6 11000 0 0
JANUS CAP GROUP INC COM 47102X10 2710 199121 X 3 199121 0 0
JANUS CAP GROUP INC COM 47102X10 54 3988 X X 6 3988 0 0
JANUS CAP GROUP INC COM 47102X10 78 5724 X 5 0 0 5724
JANUS CAP GROUP INC COM 47102X10 2449 179967 X 6 179967 0 0
JAPAN EQUITY FD INC COM 47105710 99 16000 X 13 0 0 16000
JAPAN EQUITY FD INC COM 47105710 6 1001 X 5 1 0 1000
JAPAN EQUITY FD INC COM 47105710 579 96000 X 9 96000 0 0
JAPAN SMALLER CAPTLZTN FD IN COM 47109U10 179 15400 X 5 0 0 15400
JARDEN CORP COM 47110910 5507 150926 X 3 150926 0 0
JARDEN CORP COM 47110910 186 5100 X X 6 4650 450 0
JARDEN CORP COM 47110910 28 788 X 5 0 0 788
JARDEN CORP COM 47110910 496 13601 X 6 11401 0 2200
JEFFERIES GROUP INC NEW COM 47231910 4 130 X X 4 130 0 0
JEFFERIES GROUP INC NEW COM 47231910 5 150 X 4 150 0 0
JEFFERIES GROUP INC NEW COM 47231910 24 700 X 5 0 0 700
JEFFERIES GROUP INC NEW COM 47231910 7 200 X 7 200 0 0
JEFFERIES GROUP INC NEW COM 47231910 1990 57741 X 6 57741 0 0
JEFFERIES GROUP INC NEW COM 47231910 263 7625 X X 6 7625 0 0
JEFFERIES GROUP INC NEW COM 47231910 4139 120075 X 3 120075 0 0
JEFFERSON PILOT CORP COM 47507010 5915 114053 X 3 114053 0 0
JEFFERSON PILOT CORP COM 47507010 7 140 X 7 140 0 0
JEFFERSON PILOT CORP COM 47507010 32706 658593 X 6 649563 2868 6162
JEFFERSON PILOT CORP COM 47507010 11677 235139 X X 6 197000 35790 2349
JEFFERSON PILOT CORP COM 47507010 2224 44352 X 5 1 0 44351
JEFFERSON PILOT CORP COM 47507010 7 150 X 4 150 0 0
JETBLUE AWYS CORP COM 47714310 115 5450 X 13 0 0 5450
JETBLUE AWYS CORP COM 47714310 14845 708562 X 3 708562 0 0
JETBLUE AWYS CORP COM 47714310 123 5816 X 5 0 0 5816
JETBLUE AWYS CORP COM 47714310 183 8757 X 6 8757 0 0
JETBLUE AWYS CORP COM 47714310 17 800 X X 6 800 0 0
JOHNSON & JOHNSON COM 47816010 3421 60734 X X 4 58934 1800 0
JOHNSON & JOHNSON COM 47816010 256317 4531889 X 3 4531889 0 0
JOHNSON & JOHNSON COM 47816010 2341 40750 X 13 0 0 40750
JOHNSON & JOHNSON COM 47816010 1539 27318 X 11 0 27318 0
JOHNSON & JOHNSON COM 47816010 4933 87580 X 4 87380 0 200
JOHNSON & JOHNSON COM 47816010 37 650 X X 4 650 0 0
JOHNSON & JOHNSON COM 47816010 528 9381 X 7 9381 0 0
JOHNSON & JOHNSON COM 47816010 162 2875 X X 7 2875 0 0
JOHNSON & JOHNSON COM 47816010 313903 5572579 X 6 4844441 10945 717193
JOHNSON & JOHNSON COM 47816010 225107 3996219 X X 6 3361414 195298 439507
JOHNSON & JOHNSON COM 47816010 91783 1597349 X 5 710 0 1596639
JOHNSON & JOHNSON COM 47816010 48 856 X 4 856 0 0
JOHNSON CTLS INC COM 47836610 11 200 X X 4 200 0 0
JOHNSON CTLS INC COM 47836610 65 1150 X 4 1150 0 0
JOHNSON CTLS INC COM 47836610 2 36 X 7 36 0 0
JOHNSON CTLS INC COM 47836610 21462 377794 X 6 329306 0 48488
JOHNSON CTLS INC COM 47836610 26696 469912 X X 6 454941 5086 9885
JOHNSON CTLS INC COM 47836610 11351 196962 X 5 0 0 196962
JOHNSON CTLS INC COM 47836610 27999 492653 X 3 492653 0 0
JONES APPAREL GROUP INC COM 48007410 5598 156541 X 3 156541 0 0
JONES APPAREL GROUP INC COM 48007410 457 12469 X 5 1 0 12468
JONES APPAREL GROUP INC COM 48007410 231 6450 X X 6 6450 0 0
JONES APPAREL GROUP INC COM 48007410 1313 36684 X 6 24405 0 12279
JOS A BANK CLOTHIERS INC COM 48083810 324 11100 X 5 0 0 11100
JOS A BANK CLOTHIERS INC COM 48083810 675 24375 X 6 0 0 24375
JOURNAL COMMUNICATIONS INC CL A 48113010 4 200 X 5 0 0 200
JOURNAL COMMUNICATIONS INC CL A 48113010 92 5230 X X 6 5230 0 0
JOURNAL COMMUNICATIONS INC CL A 48113010 740 42214 X 6 42214 0 0
JOURNAL REGISTER CO COM 48113810 57679 3051800 X 11 0 3051800 0
JOURNAL REGISTER CO COM 48113810 7677 406200 X 3 406200 0 0
JOURNAL REGISTER CO COM 48113810 382 20200 X 6 15200 0 5000
JOURNAL REGISTER CO COM 48113810 17 900 X X 6 900 0 0
JOURNAL REGISTER CO COM 48113810 3 150 X 5 0 0 150
JOY GLOBAL INC COM 48116510 1 25 X 13 0 0 25
JOY GLOBAL INC COM 48116510 29694 865284 X 3 865284 0 0
JOY GLOBAL INC COM 48116510 9 267 X X 6 267 0 0
JOY GLOBAL INC COM 48116510 199 5616 X 5 0 0 5616
JOY GLOBAL INC COM 48116510 343 9980 X 6 7030 0 2950
JUNIPER NETWORKS INC COM 48203R10 3 120 X 13 0 0 120
JUNIPER NETWORKS INC COM 48203R10 7484 317703 X 3 317703 0 0
JUNIPER NETWORKS INC COM 48203R10 110 4677 X X 6 4677 0 0
JUNIPER NETWORKS INC COM 48203R10 575 24378 X 6 24378 0 0
JUNIPER NETWORKS INC COM 48203R10 1419 56670 X 5 0 0 56670
JUPITERMEDIA CORP COM 48207D10 392 21778 X 5 0 0 21778
JUPITERMEDIA CORP COM 48207D10 104 5850 X 6 5850 0 0
KCS ENERGY INC COM 48243420 4604 330950 X 3 330950 0 0
KCS ENERGY INC COM 48243420 127 9166 X 6 0 0 9166
KCS ENERGY INC COM 48243420 21 1501 X 5 1 0 1500
KFX INC COM 48245L10 600 77965 X 5 0 0 77965
KLA-TENCOR CORP COM 48248010 6945 167435 X 3 167435 0 0
KLA-TENCOR CORP COM 48248010 2021 46271 X 5 0 0 46271
KLA-TENCOR CORP COM 48248010 1214 29278 X 6 16131 0 13147
KLA-TENCOR CORP COM 48248010 243 5855 X X 6 4010 1045 800
K-SWISS INC CL A 48268610 1272 65218 X 5 0 0 65218
KT CORP SPONSORED ADR 48268K10 6544 362173 X 3 362173 0 0
KT CORP SPONSORED ADR 48268K10 7 385 X X 4 385 0 0
KT CORP SPONSORED ADR 48268K10 93 5167 X 6 4927 0 240
KT CORP SPONSORED ADR 48268K10 5 274 X X 7 274 0 0
KT CORP SPONSORED ADR 48268K10 11 594 X X 6 594 0 0
KT CORP SPONSORED ADR 48268K10 917 48327 X 5 0 0 48327
K V PHARMACEUTICAL CO CL B CONV 48274010 3 140 X X 4 140 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 145 7880 X X 6 7880 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 852 46244 X 6 46244 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 3 140 X 7 140 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 59 3160 X 5 0 0 3160
K V PHARMACEUTICAL CO CL B CONV 48274010 3 180 X 4 180 0 0
K V PHARMACEUTICAL CO CL A 48274020 413 22716 X 5 0 0 22716
K V PHARMACEUTICAL CO CL A 48274020 10 559 X 6 559 0 0
K V PHARMACEUTICAL CO CL A 48274020 32 1800 X X 6 1800 0 0
K V PHARMACEUTICAL CO NOTE 2.500% 5/ 482740AC 702 700000 X 6 700000 0 0
KADANT INC COM 48282T10 16835 916881 X 3 916881 0 0
KADANT INC COM 48282T10 2 92 X 5 1 0 91
KADANT INC COM 48282T10 6 309 X X 7 309 0 0
KADANT INC COM 48282T10 164 8945 X 6 4645 0 4300
KNBT BANCORP INC COM 48292110 13 771 X 5 1 0 770
KNBT BANCORP INC COM 48292110 173 10288 X 6 10288 0 0
KAMAN CORP CL A 48354810 1449 120849 X 5 1 0 120848
KAMAN CORP CL A 48354810 6 500 X 6 500 0 0
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 197 3765 X 5 0 0 3765
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 5 100 X 6 100 0 0
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 48416910 311 6000 X X 6 1000 5000 0
KAYDON CORP COM 48658710 23 800 X X 4 800 0 0
KAYDON CORP COM 48658710 158 5500 X X 6 5500 0 0
KAYDON CORP COM 48658710 140 4648 X 5 0 0 4648
KAYDON CORP COM 48658710 486 16900 X 6 7100 0 9800
KEANE INC COM 48666510 1904 123990 X 3 123990 0 0
KEANE INC COM 48666510 623 40592 X X 6 40592 0 0
KEANE INC COM 48666510 346 22299 X 5 0 0 22299
KEANE INC COM 48666510 486 31666 X 6 31666 0 0
KB HOME COM 48666K10 3197 37903 X 3 37903 0 0
KB HOME COM 48666K10 1434 17992 X 5 1 0 17991
KB HOME COM 48666K10 1810 21424 X 6 661 0 20763
KB HOME COM 48666K10 6337 75000 X X 6 75000 0 0
KELLOGG CO COM 48783610 188 4400 X X 4 4400 0 0
KELLOGG CO COM 48783610 68 1600 X 11 0 1600 0
KELLOGG CO COM 48783610 33943 795749 X 3 795749 0 0
KELLOGG CO COM 48783610 7209 168979 X 6 79898 0 89081
KELLOGG CO COM 48783610 17432 408630 X X 6 87145 8210 313275
KELLOGG CO COM 48783610 3752 87343 X 5 1 0 87342
KELLOGG CO COM 48783610 291 6764 X 13 0 0 6764
KELLWOOD CO COM 48804410 27524 755130 X 3 755130 0 0
KELLWOOD CO COM 48804410 79 2170 X 6 0 0 2170
KELLWOOD CO COM 48804410 236 6412 X 5 1 0 6411
KELLY SVCS INC CL A 48815220 2 70 X X 4 70 0 0
KELLY SVCS INC CL A 48815220 143 5363 X X 6 5363 0 0
KELLY SVCS INC CL A 48815220 1076 38535 X 5 0 0 38535
KELLY SVCS INC CL A 48815220 1886 70626 X 3 70626 0 0
KELLY SVCS INC CL A 48815220 2 80 X 4 80 0 0
KELLY SVCS INC CL A 48815220 673 25200 X 6 25200 0 0
KELLY SVCS INC CL A 48815220 3 105 X 7 105 0 0
KEMET CORP COM 48836010 6188 764895 X 3 764895 0 0
KEMET CORP COM 48836010 6 800 X X 6 800 0 0
KEMET CORP COM 48836010 4 450 X 6 450 0 0
KEMET CORP COM 48836010 5 660 X 5 0 0 660
KENNAMETAL INC COM 48917010 3304 73180 X 3 73180 0 0
KENNAMETAL INC COM 48917010 51 1132 X 5 0 0 1132
KENNAMETAL INC COM 48917010 50 1100 X X 6 700 400 0
KENNAMETAL INC COM 48917010 26 575 X 6 575 0 0
KENSEY NASH CORP COM 49005710 6684 254027 X 3 254027 0 0
KENSEY NASH CORP COM 49005710 900 34368 X 6 8538 30 25800
KENSEY NASH CORP COM 49005710 3 121 X 7 121 0 0
KENSEY NASH CORP COM 49005710 25 967 X X 6 967 0 0
KERR MCGEE CORP COM 49238610 461 8050 X 11 0 8050 0
KERR MCGEE CORP COM 49238610 2173 36737 X 13 0 0 36737
KERR MCGEE CORP COM 49238610 11735 205002 X 3 205002 0 0
KERR MCGEE CORP COM 49238610 35 605 X 7 605 0 0
KERR MCGEE CORP COM 49238610 5185 90561 X 6 86346 0 4215
KERR MCGEE CORP COM 49238610 1599 27922 X X 6 27762 0 160
KERR MCGEE CORP COM 49238610 20498 346801 X 5 7920 0 338881
KERR MCGEE CORP COM 49238610 11 185 X 4 185 0 0
KEY ENERGY SVCS INC COM 49291410 57 4910 X 5 20 0 4890
KEY ENERGY SVCS INC COM 49291410 111 10025 X X 6 10025 0 0
KEY ENERGY SVCS INC COM 49291410 779 70478 X 6 70478 0 0
KEY TECHNOLOGY INC COM 49314310 16 1400 X 11 0 1400 0
KEY TECHNOLOGY INC COM 49314310 1660 152327 X 5 0 0 152327
KEYCORP NEW COM 49326710 35 1100 X 11 0 1100 0
KEYCORP NEW COM 49326710 3251 102882 X X 6 82048 18400 2434
KEYCORP NEW COM 49326710 5675 178228 X 5 1 0 178227
KEYCORP NEW COM 49326710 11521 364662 X 3 364662 0 0
KEYCORP NEW COM 49326710 19 600 X 13 0 0 600
KEYCORP NEW COM 49326710 5989 189526 X 6 84029 0 105497
KEYSPAN CORP COM 49337W10 617 15640 X 13 0 0 15640
KEYSPAN CORP COM 49337W10 5223 133246 X 3 133246 0 0
KEYSPAN CORP COM 49337W10 609 15531 X X 6 9208 352 5971
KEYSPAN CORP COM 49337W10 14 350 X X 7 350 0 0
KEYSPAN CORP COM 49337W10 872 22244 X 6 16138 0 6106
KEYSPAN CORP COM 49337W10 1129 28609 X 5 1 0 28608
KFORCE INC COM 49373210 3771 446453 X 3 446453 0 0
KFORCE INC COM 49373210 10 1213 X 5 0 0 1213
KFORCE INC COM 49373210 3 366 X 7 366 0 0
KFORCE INC COM 49373210 520 62111 X 6 16723 88 45300
KFORCE INC COM 49373210 22 2613 X X 6 2613 0 0
KILROY RLTY CORP COM 49427F10 43 1101 X 5 1 0 1100
KILROY RLTY CORP COM 49427F10 11 300 X X 6 300 0 0
KILROY RLTY CORP COM 49427F10 225 5912 X 6 5912 0 0
KIMBERLY CLARK CORP COM 49436810 1589 24608 X X 4 24608 0 0
KIMBERLY CLARK CORP COM 49436810 32 500 X 4 500 0 0
KIMBERLY CLARK CORP COM 49436810 47 735 X 7 735 0 0
KIMBERLY CLARK CORP COM 49436810 3 42 X X 7 42 0 0
KIMBERLY CLARK CORP COM 49436810 29447 455912 X 6 348374 1040 106498
KIMBERLY CLARK CORP COM 49436810 40474 626630 X X 6 512510 57038 57082
KIMBERLY CLARK CORP COM 49436810 11476 178555 X 5 12071 0 166484
KIMBERLY CLARK CORP COM 49436810 42794 654752 X 3 654752 0 0
KIMBERLY CLARK CORP COM 49436810 176 2732 X 13 0 0 2732
KIMBERLY CLARK CORP COM 49436810 112 1739 X 11 0 1739 0
KIMCO REALTY CORP COM 49446R10 35 675 X 11 0 675 0
KIMCO REALTY CORP COM 49446R10 23 450 X 13 0 0 450
KIMCO REALTY CORP COM 49446R10 186 3616 X 5 0 0 3616
KIMCO REALTY CORP COM 49446R10 726 14161 X 6 14161 0 0
KIMCO REALTY CORP COM 49446R10 112 2190 X X 6 1040 950 200
KIMCO REALTY CORP COM 49446R10 631 12308 X 3 12308 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 33 690 X 13 0 0 690
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 6587 139351 X 5 1 0 139350
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 2152 45933 X 6 45133 0 800
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 49455010 2099 44804 X X 6 25679 6125 13000
KINDER MORGAN INC KANS COM 49455P10 193154 3074715 X 17 3074715 0 0
KINDER MORGAN INC KANS COM 49455P10 12796 203695 X 6 203695 0 0
KINDER MORGAN INC KANS COM 49455P10 69 1100 X X 6 400 0 700
KINDER MORGAN INC KANS COM 49455P10 719 11203 X 5 100 0 11103
KINDER MORGAN INC KANS COM 49455P10 10627 169163 X 3 169163 0 0
KINDRED HEALTHCARE INC COM 49458010 506 20448 X 5 0 0 20448
KINETIC CONCEPTS INC COM NEW 49460W20 5019 95512 X 3 95512 0 0
KINETIC CONCEPTS INC COM NEW 49460W20 4 78 X 5 0 0 78
KINETIC CONCEPTS INC COM NEW 49460W20 794 15115 X 6 9815 0 5300
KINETIC CONCEPTS INC COM NEW 49460W20 28 537 X X 6 137 0 400
KING PHARMACEUTICALS INC COM 49558210 2399 200927 X 3 200927 0 0
KING PHARMACEUTICALS INC COM 49558210 20 1698 X X 6 1698 0 0
KING PHARMACEUTICALS INC COM 49558210 369 29318 X 5 1 0 29317
KING PHARMACEUTICALS INC COM 49558210 71 5921 X 6 5921 0 0
KING PHARMACEUTICALS INC DBCV 2.750%11/ 495582AG 9650 10000000 X 20 10000000 0 0
KINROSS GOLD CORP COM NEW 49690220 322 47800 X 5 0 0 47800
KINROSS GOLD CORP COM NEW 49690220 49 7203 X 6 7203 0 0
KINROSS GOLD CORP COM NEW 49690220 28 4067 X X 6 4067 0 0
KIRBY CORP COM 49726610 13308 331450 X 11 0 331450 0
KIRBY CORP COM 49726610 8508 211900 X 3 211900 0 0
KMART HLDG CORPORATION COM 49878010 532 6083 X 3 6083 0 0
KMART HLDG CORPORATION COM 49878010 473 5308 X 5 0 0 5308
KMART HLDG CORPORATION COM 49878010 175 2000 X X 6 2000 0 0
KNAPE & VOGT MFG CO COM 49878210 667 49595 X 5 0 0 49595
KNIGHT RIDDER INC COM 49904010 46 700 X 4 700 0 0
KNIGHT RIDDER INC COM 49904010 3983 60848 X X 6 56512 1636 2700
KNIGHT RIDDER INC COM 49904010 6942 103995 X 5 1 0 103994
KNIGHT RIDDER INC COM 49904010 4222 64506 X 3 64506 0 0
KNIGHT RIDDER INC COM 49904010 1003 15022 X 13 0 0 15022
KNIGHT RIDDER INC COM 49904010 6085 92973 X 6 55513 0 37460
KNIGHT RIDDER INC COM 49904010 10 150 X 7 150 0 0
KNIGHT TRADING GROUP INC COM 49906310 14970 1621932 X 3 1621932 0 0
KNIGHT TRADING GROUP INC COM 49906310 89 9235 X 5 0 0 9235
KNOLOGY INC COM 49918380 1437 346281 X 6 346281 0 0
KOHLS CORP COM 50025510 19550 405692 X 3 405692 0 0
KOHLS CORP COM 50025510 570 11831 X X 6 11831 0 0
KOHLS CORP COM 50025510 1006 20038 X 5 31 0 20007
KOHLS CORP COM 50025510 3955 82064 X 6 30144 0 51920
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 624 92321 X 13 0 0 92321
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 239 35334 X 5 486 0 34848
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 76 11855 X 6 10825 0 1030
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 33 5130 X X 6 870 0 4260
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 48 2000 X 13 0 0 2000
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 2177 90914 X 5 0 0 90914
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 5 197 X X 4 197 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 1490 65023 X X 6 55667 356 9000
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 3 143 X X 7 143 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 478 20873 X 6 20873 0 0
KOOKMIN BK NEW SPONSORED ADR 50049M10 1910 60000 X 3 60000 0 0
KOOKMIN BK NEW SPONSORED ADR 50049M10 9 293 X 6 293 0 0
KOPIN CORP COM 50060010 15 3790 X 5 0 0 3790
KOPIN CORP COM 50060010 173 42557 X 6 42557 0 0
KOPIN CORP COM 50060010 29 7019 X X 6 7019 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 785 74413 X 3 74413 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 3 318 X X 7 318 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 644 60999 X 6 60399 0 600
KOREA ELECTRIC PWR SPONSORED ADR 50063110 108 10257 X X 6 7387 0 2870
KOREA ELECTRIC PWR SPONSORED ADR 50063110 1469 137316 X 5 0 0 137316
KOREA ELECTRIC PWR SPONSORED ADR 50063110 5 442 X X 4 442 0 0
KOREA FD COM 50063410 28 1300 X 5 0 0 1300
KOREA FD COM 50063410 1581 76587 X 9 76587 0 0
KOREA EQUITY FD INC COM 50063B10 6 1000 X 5 0 0 1000
KOREA EQUITY FD INC COM 50063B10 309 56900 X 9 56900 0 0
KORN FERRY INTL COM NEW 50064320 1417 77708 X 3 77708 0 0
KORN FERRY INTL COM NEW 50064320 703 39203 X 5 0 0 39203
KOS PHARMACEUTICALS INC COM 50064810 4 100 X 3 100 0 0
KOS PHARMACEUTICALS INC COM 50064810 16 437 X 6 437 0 0
KOS PHARMACEUTICALS INC COM 50064810 881 24025 X 5 0 0 24025
KRAFT FOODS INC CL A 50075N10 10 300 X X 4 300 0 0
KRAFT FOODS INC CL A 50075N10 179 5695 X 13 0 0 5695
KRAFT FOODS INC CL A 50075N10 1097 34582 X 3 34582 0 0
KRAFT FOODS INC CL A 50075N10 6 175 X 7 175 0 0
KRAFT FOODS INC CL A 50075N10 947 29847 X 6 26622 0 3225
KRAFT FOODS INC CL A 50075N10 477 15046 X X 6 13065 1231 750
KRAFT FOODS INC CL A 50075N10 1961 62467 X 5 1 0 62466
KRAFT FOODS INC CL A 50075N10 7 235 X X 4 235 0 0
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MCLEODUSA INC CL A 58226670 19 50753 X 5 215 0 50538
MCMORAN EXPLORATION CO NOTE 6.000% 7/ 582411AB 4893 3950000 X 3 3950000 0 0
MCMORAN EXPLORATION CO NOTE 6.000% 7/ 582411AB 247 200000 X 6 200000 0 0
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MEDAREX INC NOTE 4.250% 8/ 583916AE 3772 3000000 X 20 3000000 0 0
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MEDIACOM COMMUNICATIONS CORP CL A 58446K10 241 36951 X 6 36951 0 0
MEDIACOM COMMUNICATIONS CORP NOTE 5.250% 7/ 58446KAA 10000000 X 20 10000000 0 0
MEDICINES CO COM 58468810 4532 186700 X 3 186700 0 0
MEDICINES CO COM 58468810 3 107 X 7 107 0 0
MEDICINES CO COM 58468810 647 26786 X 6 7160 26 19600
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MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/ 58470KAA 9 6000 X 13 0 0 6000
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NEUROCRINE BIOSCIENCES INC COM 64125C10 2374 50296 X 3 50296 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C10 17 356 X 5 0 0 356
NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 363 24264 X 5 0 0 24264
NEW AMER HIGH INCOME FD INC COM 64187610 174 82575 X 5 1 0 82574
NEW CENTURY FINANCIAL CORP COM 64352D10 241 4000 X X 4 4000 0 0
NEW CENTURY FINANCIAL CORP COM 64352D10 28 459 X X 6 459 0 0
NEW CENTURY FINANCIAL CORP COM 64352D10 121 2003 X 6 726 0 1277
NEW CENTURY FINANCIAL CORP COM 64352D10 12156 201903 X 3 201903 0 0
NEW CENTURY FINANCIAL CORP NOTE 3.500% 7/ 64352DAB 300000 X 6 300000 0 0
NEW GERMANY FD INC COM 64446510 12 1510 X 5 0 0 1510
NEW GERMANY FD INC COM 64446510 56 7395 X 6 7395 0 0
NEW GERMANY FD INC COM 64446510 13020 1726800 X 9 1726800 0 0
NEW GERMANY FD INC COM 64446510 1 117 X X 7 117 0 0
NEW IRELAND FUND INC COM 64567310 2 137 X 5 0 0 137
NEW IRELAND FUND INC COM 64567310 9125 546400 X 9 546400 0 0
NEW IRELAND FUND INC COM 64567310 2 100 X X 6 100 0 0
NEW JERSEY RES COM 64602510 833 19775 X 5 0 0 19775
NEW JERSEY RES COM 64602510 647 15630 X X 6 15330 0 300
NEW JERSEY RES COM 64602510 249 6016 X 6 6016 0 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 5 200 X 11 0 200 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 5 200 X 13 0 0 200
NEW PLAN EXCEL RLTY TR INC COM 64805310 1206 47870 X 5 0 0 47870
NEW PLAN EXCEL RLTY TR INC COM 64805310 23 900 X X 7 900 0 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 555 22205 X 6 22205 0 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 615 24594 X X 6 19344 2700 2550
NEW PLAN EXCEL RLTY TR INC COM 64805310 5447 217880 X 3 217880 0 0
NEW YORK CMNTY BANCORP INC COM 64944510 12105 586156 X 3 586156 0 0
NEW YORK CMNTY BANCORP INC COM 64944510 53 2586 X 6 2586 0 0
NEW YORK CMNTY BANCORP INC COM 64944510 25 1198 X X 6 1198 0 0
NEW YORK CMNTY BANCORP INC COM 64944510 1322 63553 X 5 301 0 63252
NEW YORK CMNTY CAP TR V BONUSES 64944P30 9704 171000 X 6 171000 0 0
NEW YORK TIMES CO CL A 65011110 14 352 X 13 0 0 352
NEW YORK TIMES CO CL A 65011110 426 10728 X 5 0 0 10728
NEW YORK TIMES CO CL A 65011110 4920 125526 X 3 125526 0 0
NEW YORK TIMES CO CL A 65011110 1163 29740 X X 6 19740 0 10000
NEW YORK TIMES CO CL A 65011110 623 15921 X 6 8123 0 7798
NEWALLIANCE BANCSHARES INC COM 65020310 94 6550 X 13 0 0 6550
NEWALLIANCE BANCSHARES INC COM 65020310 225 15639 X 5 0 0 15639
NEWALLIANCE BANCSHARES INC COM 65020310 228 15920 X 6 15920 0 0
NEWALLIANCE BANCSHARES INC COM 65020310 19765 1377339 X 3 1377339 0 0
NEWCASTLE INVT CORP COM 65105M10 436 14080 X 5 0 0 14080
NEWELL RUBBERMAID INC COM 65122910 0 11 X 13 0 0 11
NEWELL RUBBERMAID INC COM 65122910 4587 228874 X 3 228874 0 0
NEWELL RUBBERMAID INC COM 65122910 981 48932 X 6 33957 0 14975
NEWELL RUBBERMAID INC COM 65122910 475 23687 X X 6 15301 1261 7125
NEWELL RUBBERMAID INC COM 65122910 3847 186131 X 5 1200 0 184931
NEWFIELD EXPL CO COM 65129010 8135 132865 X 3 132865 0 0
NEWFIELD EXPL CO COM 65129010 494 7916 X 5 0 0 7916
NEWFIELD EXPL CO COM 65129010 73 1186 X 6 1186 0 0
NEWMARKET CORP COM 65158710 63 3000 X 11 0 3000 0
NEWMARKET CORP COM 65158710 8 360 X 5 0 0 360
NEWMARKET CORP COM 65158710 21 1005 X 6 1005 0 0
NEWMARKET CORP COM 65158710 129 6158 X X 6 6158 0 0
NEWMONT MINING CORP COM 65163910 38836 852984 X 3 852984 0 0
NEWMONT MINING CORP COM 65163910 808 17753 X 6 9181 0 8572
NEWMONT MINING CORP COM 65163910 579 12716 X X 6 8707 1609 2400
NEWMONT MINING CORP COM 65163910 12933 282440 X 5 1001 0 281439
NEWPORT CORP COM 65182410 2 171 X 13 0 0 171
NEWPORT CORP COM 65182410 982 85628 X 3 85628 0 0
NEWPORT CORP COM 65182410 6 471 X 5 0 0 471
NEWS CORP LTD ADR NEW 65248770 144 4340 X 13 0 0 4340
NEWS CORP LTD ADR NEW 65248770 271 8240 X X 6 8240 0 0
NEWS CORP LTD ADR NEW 65248770 53 1620 X 6 1620 0 0
NEWS CORP LTD ADR NEW 65248770 562 16926 X 5 0 0 16926
NEWS CORP LTD SP ADR PFD 65248780 1 30 X 4 30 0 0
NEWS CORP LTD SP ADR PFD 65248780 8 270 X 11 0 270 0
NEWS CORP LTD SP ADR PFD 65248780 65 2028 X 13 0 0 2028
NEWS CORP LTD SP ADR PFD 65248780 16 522 X 7 522 0 0
NEWS CORP LTD SP ADR PFD 65248780 4 135 X X 7 135 0 0
NEWS CORP LTD SP ADR PFD 65248780 6064 193564 X 6 130790 0 62774
NEWS CORP LTD SP ADR PFD 65248780 664 21204 X X 6 20839 102 263
NEWS CORP LTD SP ADR PFD 65248780 1711 53927 X 5 24834 0 29093
NEWS CORP LTD SP ADR PFD 65248780 33462 1065712 X 3 1065712 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 229 8976 X 13 0 0 8976
NEXTEL COMMUNICATIONS INC CL A 65332V10 41224 1719989 X 3 1719989 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 64 2695 X 7 2695 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 8 340 X X 7 340 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 15257 639966 X 6 451649 489 187828
NEXTEL COMMUNICATIONS INC CL A 65332V10 770 32303 X X 6 28003 600 3700
NEXTEL COMMUNICATIONS INC CL A 65332V10 13143 514465 X 5 650 0 513815
NEXTEL COMMUNICATIONS INC CL A 65332V10 2 104 X 4 104 0 0
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 14944 15000000 X 20 15000000 0 0
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 334 335000 X 5 0 0 335000
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 25 25000 X 6 25000 0 0
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/ 65332VAY 25 25000 X X 6 25000 0 0
NEXTEL PARTNERS INC CL A 65333F10 11010 664039 X 3 664039 0 0
NEXTEL PARTNERS INC CL A 65333F10 604 36423 X 6 28223 0 8200
NEXTEL PARTNERS INC CL A 65333F10 8 460 X X 6 460 0 0
NEXTEL PARTNERS INC CL A 65333F10 941 56833 X 5 0 0 56833
NICE SYS LTD SPONSORED ADR 65365610 865 40022 X 3 40022 0 0
NICHOLAS-APPLEGATE CV & INC COM 65370F10 5 300 X 13 0 0 300
NICHOLAS-APPLEGATE CV & INC COM 65370F10 70 4334 X 6 4334 0 0
NICHOLAS-APPLEGATE CV & INC COM 65370F10 3346 202796 X 5 0 0 202796
NICHOLAS APPLEGATE CV&INC FD COM 65370G10 3830 255471 X 5 0 0 255471
NICOR INC COM 65408610 749 20400 X 11 0 20400 0
NICOR INC COM 65408610 1140 31076 X 3 31076 0 0
NICOR INC COM 65408610 2484 67690 X X 6 65190 1200 1300
NICOR INC COM 65408610 15 400 X X 7 400 0 0
NICOR INC COM 65408610 1734 47246 X 6 47246 0 0
NICOR INC COM 65408610 1482 39528 X 5 0 0 39528
NIDEC CORP SPONSORED ADR 65409010 4208 168000 X 3 168000 0 0
NIDEC CORP SPONSORED ADR 65409010 67 2603 X 5 0 0 2603
NIDEC CORP SPONSORED ADR 65409010 293 11704 X 6 11180 0 524
NIDEC CORP SPONSORED ADR 65409010 32 1297 X X 6 1297 0 0
NIKE INC CL B 65410610 24 300 X X 4 300 0 0
NIKE INC CL B 65410610 37918 480900 X 3 480900 0 0
NIKE INC CL B 65410610 1062 13326 X 13 0 0 13326
NIKE INC CL B 65410610 39 500 X 11 0 500 0
NIKE INC CL B 65410610 320 4065 X 4 3965 0 100
NIKE INC CL B 65410610 24261 304450 X 5 1050 0 303400
NIKE INC CL B 65410610 110 1400 X 7 1400 0 0
NIKE INC CL B 65410610 55287 701608 X 6 652548 2040 47020
NIKE INC CL B 65410610 14846 188405 X X 6 147411 14554 26440
99 CENTS ONLY STORES COM 65440K10 8402 589721 X 3 589721 0 0
99 CENTS ONLY STORES COM 65440K10 41 2852 X X 6 2852 0 0
99 CENTS ONLY STORES COM 65440K10 12 809 X X 7 809 0 0
99 CENTS ONLY STORES COM 65440K10 188 13238 X 6 13238 0 0
99 CENTS ONLY STORES COM 65440K10 1398 98245 X 5 730 0 97515
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 6454 323000 X 3 323000 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 7 365 X X 4 365 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 452 22210 X 5 0 0 22210
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 237 11870 X 6 11450 0 420
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 5 263 X X 7 263 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 56 2826 X X 6 746 0 2080
NISOURCE INC COM 65473P10 10633 506075 X 3 506075 0 0
NISOURCE INC COM 65473P10 1540 71711 X 5 0 0 71711
NISOURCE INC COM 65473P10 186 8854 X X 6 5250 1310 2294
NISOURCE INC COM 65473P10 2830 134686 X 6 37060 0 97626
NISOURCE INC COM 65473P10 4 200 X X 7 200 0 0
NISSAN MOTORS SPONSORED ADR 65474440 210 9497 X 5 0 0 9497
NISSAN MOTORS SPONSORED ADR 65474440 508 23464 X 6 22432 0 1032
NISSAN MOTORS SPONSORED ADR 65474440 53 2454 X X 6 2454 0 0
NITROMED INC COM 65479850 841 35277 X 3 35277 0 0
NITROMED INC COM 65479850 5 202 X 5 0 0 202
NOKIA CORP SPONSORED ADR 65490220 343 25000 X X 4 25000 0 0
NOKIA CORP SPONSORED ADR 65490220 7 500 X 11 0 500 0
NOKIA CORP SPONSORED ADR 65490220 11 824 X X 4 824 0 0
NOKIA CORP SPONSORED ADR 65490220 44559 3103022 X 5 0 0 3103022
NOKIA CORP SPONSORED ADR 65490220 369 0 X 3 0 0 0
NOKIA CORP SPONSORED ADR 65490220 15988 1113351 X 13 0 0 1113351
NOKIA CORP SPONSORED ADR 65490220 9660 704064 X X 6 475657 73517 154890
NOKIA CORP SPONSORED ADR 65490220 9 690 X X 7 690 0 0
NOKIA CORP SPONSORED ADR 65490220 6530 475955 X 6 437445 0 38510
NOBLE ENERGY INC COM 65504410 7290 125192 X 3 125192 0 0
NOBLE ENERGY INC COM 65504410 1561 26290 X 5 0 0 26290
NOBLE ENERGY INC COM 65504410 156 2680 X X 6 2580 100 0
NOBLE ENERGY INC COM 65504410 1005 17263 X 6 17263 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 2789 216000 X 3 216000 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 3 245 X 5 0 0 245
NOMURA HLDGS INC SPONSORED ADR 65535H20 189 14629 X X 6 14629 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H20 1257 97334 X 6 94926 0 2408
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 104 105000 X 5 0 0 105000
NORAM ENERGY CORP SDCV 6.000% 3/ 655419AC 10 10000 X X 6 10000 0 0
NORANDA INC COM 65542210 1239 71700 X 5 0 0 71700
NORANDA INC COM 65542210 3 200 X X 6 200 0 0
NORDSON CORP COM 65566310 2456 71554 X 3 71554 0 0
NORDSON CORP COM 65566310 3609 105135 X 6 105135 0 0
NORDSON CORP COM 65566310 34 1000 X X 7 1000 0 0
NORDSTROM INC COM 65566410 8 200 X 4 200 0 0
NORDSTROM INC COM 65566410 28944 756528 X 3 756528 0 0
NORDSTROM INC COM 65566410 1870 48556 X 5 1 0 48555
NORDSTROM INC COM 65566410 15938 416778 X 6 267289 472 149017
NORDSTROM INC COM 65566410 55 1426 X 7 1426 0 0
NORDSTROM INC COM 65566410 1541 40309 X X 6 36063 567 3679
NORFOLK SOUTHERN CORP COM 65584410 30 1000 X 4 1000 0 0
NORFOLK SOUTHERN CORP COM 65584410 54 1800 X 7 1800 0 0
NORFOLK SOUTHERN CORP COM 65584410 14228 478406 X 6 333622 850 143934
NORFOLK SOUTHERN CORP COM 65584410 413 13900 X 11 0 13900 0
NORFOLK SOUTHERN CORP COM 65584410 10722 350546 X 3 350546 0 0
NORFOLK SOUTHERN CORP COM 65584410 6765 225120 X 5 1 0 225119
NORFOLK SOUTHERN CORP COM 65584410 12655 425525 X X 6 412050 6200 7275
NORSK HYDRO A S SPONSORED ADR 65653160 23 300 X 5 0 0 300
NORSK HYDRO A S SPONSORED ADR 65653160 62 850 X X 6 850 0 0
NORSK HYDRO A S SPONSORED ADR 65653160 517 7065 X 6 7065 0 0
NORTEL NETWORKS CORP NEW COM 65656810 42 11717 X 13 0 0 11717
NORTEL NETWORKS CORP NEW COM 65656810 20 4600 X 3 4600 0 0
NORTEL NETWORKS CORP NEW COM 65656810 2365 670290 X 5 132445 0 537845
NORTEL NETWORKS CORP NEW COM 65656810 146 42904 X 6 41839 0 1065
NORTEL NETWORKS CORP NEW COM 65656810 177 52201 X X 6 51680 0 521
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 5 5000 X 5 0 0 5000
NORTEL NETWORKS CORP NEW NOTE 4.250% 9/ 656568AB 68766 71260000 X 6 71260000 0 0
NORTH AMERN PALLADIUM LTD COM 65691210 27 3220 X 13 0 0 3220
NORTH AMERN PALLADIUM LTD COM 65691210 91 10737 X 5 12 0 10725
NORTH AMERN PALLADIUM LTD COM 65691210 0 52 X X 6 52 0 0
NORTH AMERN PALLADIUM LTD COM 65691210 2 200 X X 7 200 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 28 1200 X 5 0 0 1200
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 28 1200 X 6 1200 0 0
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 678 28742 X X 6 28742 0 0
NORTH FORK BANCORPORATION NY COM 65942410 629 14150 X 11 0 14150 0
NORTH FORK BANCORPORATION NY COM 65942410 8148 183594 X 3 183594 0 0
NORTH FORK BANCORPORATION NY COM 65942410 1362 30963 X 5 0 0 30963
NORTH FORK BANCORPORATION NY COM 65942410 1275 28678 X X 6 28678 0 0
NORTH FORK BANCORPORATION NY COM 65942410 2736 61555 X 6 33065 0 28490
NORTHEAST UTILS COM 66439710 5304 273539 X 3 273539 0 0
NORTHEAST UTILS COM 66439710 466 24051 X 6 19411 0 4640
NORTHEAST UTILS COM 66439710 141 7252 X X 6 7252 0 0
NORTHEAST UTILS COM 66439710 17 880 X 5 0 0 880
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 3431 75000 X 21 75000 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 121 2610 X 5 0 0 2610
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 455 9950 X X 6 9450 0 500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 53 1168 X 6 1168 0 0
NORTHERN ORION RES INC COM 66557510 5813 2298600 X 3 2298600 0 0
NORTHERN ORION RES INC COM 66557510 5 2000 X X 6 2000 0 0
NORTHERN TR CORP COM 66585910 41 1000 X 11 0 1000 0
NORTHERN TR CORP COM 66585910 41 1015 X 6 1015 0 0
NORTHERN TR CORP COM 66585910 148 3635 X X 6 1335 0 2300
NORTHERN TR CORP COM 66585910 9 219 X 13 0 0 219
NORTHERN TR CORP COM 66585910 7343 179971 X 3 179971 0 0
NORTHERN TR CORP COM 66585910 1314 32069 X 5 0 0 32069
NORTHFIELD LABS INC COM 66613510 208 14550 X 5 0 0 14550
NORTHFIELD LABS INC COM 66613510 1 50 X 6 50 0 0
NORTHROP GRUMMAN CORP COM 66680710 912 17180 X 13 0 0 17180
NORTHROP GRUMMAN CORP COM 66680710 4 82 X X 7 82 0 0
NORTHROP GRUMMAN CORP COM 66680710 24 458 X 7 458 0 0
NORTHROP GRUMMAN CORP COM 66680710 16095 301805 X 6 127365 0 174440
NORTHROP GRUMMAN CORP COM 66680710 49771 931938 X 3 931938 0 0
NORTHROP GRUMMAN CORP COM 66680710 19801 373089 X 5 16330 0 356759
NORTHROP GRUMMAN CORP COM 66680710 6009 112672 X X 6 69862 4100 38710
NORTHWEST AIRLS CORP CL A 66728010 17 2100 X 20 2100 0 0
NORTHWEST AIRLS CORP CL A 66728010 102 12125 X 5 0 0 12125
NORTHWEST NAT GAS CO COM 66765510 14 450 X 11 0 450 0
NORTHWEST NAT GAS CO COM 66765510 26 806 X 5 0 0 806
NORTHWEST NAT GAS CO COM 66765510 19 600 X X 6 600 0 0
NORTHWEST NAT GAS CO COM 66765510 144 4554 X 6 4554 0 0
NORTHWEST NAT GAS CO COM 66765510 11 350 X X 7 350 0 0
NOVA CHEMICALS CORP COM 66977W10 105 2695 X 13 0 0 2695
NOVA CHEMICALS CORP COM 66977W10 2 39 X X 6 39 0 0
NOVA CHEMICALS CORP COM 66977W10 361 9291 X 5 0 0 9291
NOVATEL WIRELESS INC COM NEW 66987M60 1394 59329 X 3 59329 0 0
NOVATEL WIRELESS INC COM NEW 66987M60 691 27920 X 5 0 0 27920
NOVATEL WIRELESS INC COM NEW 66987M60 141 6000 X 6 200 0 5800
NOVATEL WIRELESS INC COM NEW 66987M60 6 253 X X 6 253 0 0
NOVARTIS A G SPONSORED ADR 66987V10 6332 135675 X 11 0 135675 0
NOVARTIS A G SPONSORED ADR 66987V10 10 204 X X 7 204 0 0
NOVARTIS A G SPONSORED ADR 66987V10 15 327 X 7 327 0 0
NOVARTIS A G SPONSORED ADR 66987V10 6888 147593 X 6 95365 200 52028
NOVARTIS A G SPONSORED ADR 66987V10 38081 813979 X 3 813979 0 0
NOVARTIS A G SPONSORED ADR 66987V10 13 275 X X 4 275 0 0
NOVARTIS A G SPONSORED ADR 66987V10 4590 98486 X 5 11650 0 86836
NOVARTIS A G SPONSORED ADR 66987V10 1200 25710 X X 6 15729 0 9981
NOVASTAR FINL INC COM 66994740 347 7745 X 5 0 0 7745
NOVASTAR FINL INC COM 66994740 7 150 X X 6 150 0 0
NOVASTAR FINL INC COM 66994740 130 2978 X 6 2978 0 0
NUANCE COMMUNICATIONS INC COM 66996710 247 53670 X 5 0 0 53670
NOVELL INC COM 67000610 1854 293800 X 20 293800 0 0
NOVELL INC COM 67000610 2018 319670 X 3 319670 0 0
NOVELL INC COM 67000610 49 7805 X X 6 7805 0 0
NOVELL INC COM 67000610 1421 225237 X 6 225237 0 0
NOVELL INC COM 67000610 159 22747 X 5 0 0 22747
NOVELLUS SYS INC COM 67000810 7 250 X 11 0 250 0
NOVELLUS SYS INC COM 67000810 2113 79312 X 6 25607 0 53705
NOVELLUS SYS INC COM 67000810 2 70 X 13 0 0 70
NOVELLUS SYS INC COM 67000810 3606 134603 X 3 134603 0 0
NOVELLUS SYS INC COM 67000810 1314 47123 X 5 0 0 47123
NOVELLUS SYS INC COM 67000810 75 2800 X X 6 2800 0 0
NOVO-NORDISK A S ADR 67010020 47 872 X 5 0 0 872
NOVO-NORDISK A S ADR 67010020 11856 216477 X X 6 216477 0 0
NOVO-NORDISK A S ADR 67010020 41611 759745 X 6 759745 0 0
NOVOSTE CORP COM 67010C10 30 19053 X 5 0 0 19053
NSTAR COM 67019E10 569 11525 X 13 0 0 11525
NSTAR COM 67019E10 5564 113313 X 3 113313 0 0
NSTAR COM 67019E10 304 6152 X 5 0 0 6152
NSTAR COM 67019E10 163 3310 X 6 3310 0 0
NSTAR COM 67019E10 991 20176 X X 6 18296 0 1880
NUCOR CORP COM 67034610 949 9903 X 13 0 0 9903
NUCOR CORP COM 67034610 8866 97035 X 6 24818 0 72217
NUCOR CORP COM 67034610 19677 216104 X 3 216104 0 0
NUCOR CORP COM 67034610 16359 170765 X 5 0 0 170765
NUCOR CORP COM 67034610 372 4075 X X 6 3064 150 861
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 6 375 X 5 0 0 375
NUVEEN CONN PREM INCOME MUN SH BEN INT 67060D10 344 21510 X 6 21510 0 0
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 472 28765 X 5 0 0 28765
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 396 24295 X X 6 23095 0 1200
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P10 422 25865 X 6 25865 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 46 3014 X 5 0 0 3014
NUVEEN PA PREM INCOME MUN FD COM 67061F10 33 2175 X X 6 2175 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F10 323 21386 X 6 21386 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 535 55920 X 5 0 0 55920
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 38 3900 X 6 3900 0 0
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T10 12 1248 X X 6 1248 0 0
NUVEEN ARIZ PREM INCOME MUN COM 67061W10 258 15515 X 5 0 0 15515
NUVEEN CALIF MUN VALUE FD COM 67062C10 103 10887 X 5 0 0 10887
NUVEEN INVT QUALITY MUN FD I COM 67062E10 25 1673 X 4 1673 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 371 24515 X 5 0 0 24515
NUVEEN INVT QUALITY MUN FD I COM 67062E10 432 28419 X 6 28419 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E10 119 7830 X X 6 7830 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F10 162 11700 X 5 0 0 11700
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 736 47462 X 5 0 0 47462
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 243 15734 X 6 15734 0 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 40 2579 X X 6 2300 0 279
NUVEEN NY MUN VALUE FD COM 67062M10 340 37138 X 5 0 0 37138
NUVEEN NY MUN VALUE FD COM 67062M10 225 24539 X 6 24539 0 0
NUVEEN INSD QUALITY MUN FD I COM 67062N10 96 6233 X 5 0 0 6233
NUVEEN INSD QUALITY MUN FD I COM 67062N10 107 6875 X X 6 6575 0 300
NUVEEN INSD QUALITY MUN FD I COM 67062N10 368 23550 X 6 23550 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 980 66721 X 5 0 0 66721
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 583 39503 X 6 39503 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P10 214 14475 X X 6 14475 0 0
NUVEEN CALIF PERFORM PLUS MU COM 67062Q10 213 14791 X 5 0 0 14791
NUVEEN PREM INCOME MUN FD COM 67062T10 483 33923 X 5 0 0 33923
NUVEEN PREM INCOME MUN FD COM 67062T10 467 32868 X 6 32868 0 0
NUVEEN PREM INCOME MUN FD COM 67062T10 96 6760 X X 6 4760 0 2000
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 600 41830 X 5 0 0 41830
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 129 8935 X 6 8935 0 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 72 4994 X X 6 4796 0 198
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 500 34748 X 5 0 0 34748
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 251 17436 X X 6 16769 0 667
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 86 5942 X 6 5942 0 0
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 76 5800 X 5 0 0 5800
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X10 166 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 112 6600 X 5 0 0 6600
NUVEEN VA PREM INCOME MUN FD COM 67064R10 127 7501 X X 6 7501 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R10 384 22663 X 6 22663 0 0
NUVEEN TAX FREE ADV MUN FD COM 67065710 87 6020 X 5 0 0 6020
NUVEEN TAX FREE ADV MUN FD COM 67065710 206 14267 X 6 14267 0 0
NVIDIA CORP COM 67066G10 15 1000 X 13 0 0 1000
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PMC-SIERRA INC COM 69344F10 1720 190891 X 3 190891 0 0
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SANOFI AVENTIS SPONSORED ADR 80105N10 2233 60124 X 5 5 0 60119
SANTARUS INC COM 80281730 154 17001 X 3 17001 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 193 4725 X 13 0 0 4725
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2 55 X 4 55 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1102 27033 X 5 65 0 26968
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 590 15142 X 6 14306 0 836
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 195 5011 X X 6 4561 0 450
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1246 32000 X 3 32000 0 0
SAPPI LTD SPON ADR NEW 80306920 730 49970 X 5 0 0 49970
SAPPI LTD SPON ADR NEW 80306920 4 300 X X 6 300 0 0
SAPPI LTD SPON ADR NEW 80306920 29 2000 X 6 2000 0 0
SARA LEE CORP COM 80311110 446 19490 X X 4 19040 450 0
SARA LEE CORP COM 80311110 18 800 X 11 0 800 0
SARA LEE CORP COM 80311110 25798 1128681 X 3 1128681 0 0
SARA LEE CORP COM 80311110 95581 4181144 X X 6 3989184 62188 129772
SARA LEE CORP COM 80311110 1 61 X X 7 61 0 0
SARA LEE CORP COM 80311110 39445 1725508 X 6 1614937 3425 107146
SARA LEE CORP COM 80311110 17241 741853 X 5 0 0 741853
SARA LEE CORP COM 80311110 1509 64946 X 13 0 0 64946
SARA LEE CORP COM 80311110 16 700 X 4 700 0 0
SASOL LTD SPONSORED ADR 80386630 154 8000 X 5 0 0 8000
SASOL LTD SPONSORED ADR 80386630 472 25197 X 6 24078 0 1119
SASOL LTD SPONSORED ADR 80386630 204 10890 X X 6 10890 0 0
SATCON TECHNOLOGY CORP COM 80389310 26 13100 X 5 0 0 13100
SATCON TECHNOLOGY CORP COM 80389310 0 200 X X 6 0 200 0
SATYAM COMPUTER SERVICES LTD ADR 80409810 510 20578 X 5 0 0 20578
SATYAM COMPUTER SERVICES LTD ADR 80409810 10 414 X 6 414 0 0
SAUER-DANFOSS INC COM 80413710 212 11805 X 5 0 0 11805
SAUL CTRS INC COM 80439510 58 1750 X 5 0 0 1750
SAUL CTRS INC COM 80439510 61 1870 X 6 1870 0 0
SAUL CTRS INC COM 80439510 858 26100 X X 6 6100 0 20000
SAVANNAH BANCORP INC COM 80474810 32 1111 X 5 0 0 1111
SAVANNAH BANCORP INC COM 80474810 83 3000 X X 6 3000 0 0
SAVANNAH BANCORP INC COM 80474810 105 3785 X 6 3785 0 0
SCANA CORP NEW COM 80589M10 11882 318038 X 3 318038 0 0
SCANA CORP NEW COM 80589M10 3888 104136 X X 6 75808 23324 5004
SCANA CORP NEW COM 80589M10 6993 187274 X 6 186832 0 442
SCANA CORP NEW COM 80589M10 2451 65129 X 5 0 0 65129
SCANSOURCE INC COM 80603710 1209 17902 X 5 0 0 17902
SCANSOURCE INC COM 80603710 231 3618 X 6 3618 0 0
SCANSOFT INC COM 80603P10 195 45353 X 5 0 0 45353
SCANSOFT INC COM 80603P10 269 66050 X X 6 66050 0 0
SCANSOFT INC COM 80603P10 42 10200 X 6 10200 0 0
SCHEIN HENRY INC COM 80640710 3 54 X 13 0 0 54
SCHEIN HENRY INC COM 80640710 1163 19503 X 5 0 0 19503
SCHEIN HENRY INC COM 80640710 3185 51121 X 6 51021 0 100
SCHEIN HENRY INC COM 80640710 3 43 X X 7 43 0 0
SCHEIN HENRY INC COM 80640710 701 11250 X X 6 11250 0 0
SCHEIN HENRY INC COM 80640710 7032 112851 X 3 112851 0 0
SCHERING A G SPONSORED ADR 80658520 241 3854 X 5 0 0 3854
SCHERING A G SPONSORED ADR 80658520 990 15776 X 6 15686 0 90
SCHERING A G SPONSORED ADR 80658520 209 3328 X X 6 2928 0 400
SCHERING PLOUGH CORP COM 80660510 331 17350 X X 4 17350 0 0
SCHERING PLOUGH CORP COM 80660510 58960 3088137 X 3 3088137 0 0
SCHERING PLOUGH CORP COM 80660510 10635 557992 X X 6 393157 74910 89925
SCHERING PLOUGH CORP COM 80660510 14759 774364 X 6 653201 8000 113163
SCHERING PLOUGH CORP COM 80660510 21511 1161486 X 5 0 0 1161486
SCHERING PLOUGH CORP COM 80660510 12 629 X 13 0 0 629
SCHERING PLOUGH CORP COM 80660510 490 25700 X 4 25700 0 0
SCHERING PLOUGH CORP PFD CONV MAND 80660560 1430 27475 X 13 0 0 27475
SCHERING PLOUGH CORP PFD CONV MAND 80660560 31 605 X 5 0 0 605
SCHERING PLOUGH CORP PFD CONV MAND 80660560 6076 114750 X 3 114750 0 0
SCHLUMBERGER LTD COM 80685710 1213 18025 X X 4 17725 300 0
SCHLUMBERGER LTD COM 80685710 3 47 X 4 47 0 0
SCHLUMBERGER LTD COM 80685710 37100 551177 X X 6 528651 13356 9170
SCHLUMBERGER LTD COM 80685710 3 38 X X 7 38 0 0
SCHLUMBERGER LTD COM 80685710 1 18 X 7 18 0 0
SCHLUMBERGER LTD COM 80685710 24151 358806 X 6 271883 605 86318
SCHLUMBERGER LTD COM 80685710 20842 306978 X 5 12865 0 294113
SCHLUMBERGER LTD COM 80685710 100084 1485147 X 3 1485147 0 0
SCHLUMBERGER LTD COM 80685710 86 1276 X 4 1276 0 0
SCHLUMBERGER LTD COM 80685710 143 2130 X 11 0 2130 0
SCHLUMBERGER LTD COM 80685710 1656 24375 X 13 0 0 24375
SCHLUMBERGER LTD DBCV 1.500% 6/ 806857AC 11 10000 X 6 10000 0 0
SCHNITZER STL INDS CL A 80688210 1448 44197 X 5 0 0 44197
SCHNITZER STL INDS CL A 80688210 228 7060 X 6 7060 0 0
SCHNITZER STL INDS CL A 80688210 10 300 X X 6 300 0 0
SCHOLASTIC CORP COM 80706610 3 110 X X 4 110 0 0
SCHOLASTIC CORP COM 80706610 194 6287 X X 6 6287 0 0
SCHOLASTIC CORP COM 80706610 5 155 X 7 155 0 0
SCHOLASTIC CORP COM 80706610 1489 48189 X 6 48189 0 0
SCHOLASTIC CORP COM 80706610 70 2215 X 5 0 0 2215
SCHOLASTIC CORP COM 80706610 4 120 X 4 120 0 0
SCHOLASTIC CORP COM 80706610 11098 359274 X 3 359274 0 0
SCHOOL SPECIALTY INC COM 80786310 1 30 X X 4 30 0 0
SCHOOL SPECIALTY INC COM 80786310 51 1285 X X 6 1285 0 0
SCHOOL SPECIALTY INC COM 80786310 1 20 X 7 20 0 0
SCHOOL SPECIALTY INC COM 80786310 737 18700 X 6 18700 0 0
SCHOOL SPECIALTY INC COM 80786310 2 50 X 5 0 0 50
SCHOOL SPECIALTY INC COM 80786310 1 35 X 4 35 0 0
SCHULMAN A INC COM 80819410 6612 300000 X 3 300000 0 0
SCHULMAN A INC COM 80819410 4376 198536 X X 6 87874 0 110662
SCHULMAN A INC COM 80819410 13 572 X 6 572 0 0
SCHULMAN A INC COM 80819410 21 1000 X 5 0 0 1000
SCHWAB CHARLES CORP NEW COM 80851310 10 1157 X 13 0 0 1157
SCHWAB CHARLES CORP NEW COM 80851310 463 50366 X 6 31866 0 18500
SCHWAB CHARLES CORP NEW COM 80851310 9989 1086744 X 3 1086744 0 0
SCHWAB CHARLES CORP NEW COM 80851310 583 65011 X 5 300 0 64711
SCHWAB CHARLES CORP NEW COM 80851310 362 39442 X X 6 15606 23836 0
SCHWEITZER-MAUDUIT INTL INC COM 80854110 279 8442 X 5 0 0 8442
SCHWEITZER-MAUDUIT INTL INC COM 80854110 170 5245 X 6 4620 0 625
SCHWEITZER-MAUDUIT INTL INC COM 80854110 585 18068 X X 6 17698 340 30
SCIENTIFIC ATLANTA INC COM 80865510 74 2735 X 13 0 0 2735
SCIENTIFIC ATLANTA INC COM 80865510 893 34455 X 6 7679 0 26776
SCIENTIFIC ATLANTA INC COM 80865510 3334 128614 X 3 128614 0 0
SCIENTIFIC ATLANTA INC COM 80865510 860 31948 X 5 1 0 31947
SCIENTIFIC ATLANTA INC COM 80865510 124 4780 X X 6 2680 0 2100
SCOR SPONSORED ADR 80917Q10 15 10000 X 5 0 0 10000
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 215 6960 X X 4 6960 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 7 217 X X 4 217 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 407 13184 X X 6 12384 800 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 5 154 X X 7 154 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 600 19441 X 6 19441 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 544 17781 X 5 0 0 17781
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 114 3739 X 13 0 0 3739
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 7 232 X 11 0 232 0
SCOTTS CO CL A 81018610 3 40 X X 4 40 0 0
SCOTTS CO CL A 81018610 28257 440413 X 3 440413 0 0
SCOTTS CO CL A 81018610 163 2540 X X 6 2540 0 0
SCOTTS CO CL A 81018610 5 80 X 7 80 0 0
SCOTTS CO CL A 81018610 1727 26919 X 6 25919 0 1000
SCOTTS CO CL A 81018610 712 11097 X 5 0 0 11097
SCOTTS CO CL A 81018610 92593 1443385 X 11 0 1443385 0
SCOTTS CO CL A 81018610 4 60 X 4 60 0 0
SCRIPPS E W CO OHIO CL A 81105420 507 9176 X 3 9176 0 0
SCRIPPS E W CO OHIO CL A 81105420 2381 49838 X 6 39698 9540 600
SCRIPPS E W CO OHIO CL A 81105420 590 12340 X X 6 11410 650 280
SCRIPPS E W CO OHIO CL A 81105420 58 1175 X 5 1 0 1174
SCS TRANSN INC COM 81111T10 2606 137605 X 3 137605 0 0
SCS TRANSN INC COM 81111T10 34 1779 X 5 0 0 1779
SCS TRANSN INC COM 81111T10 93 4905 X 6 1094 0 3811
SCUDDER HIGH INCOME TR SH BEN INT 81115310 69 9571 X 5 0 0 9571
SCUDDER HIGH INCOME TR SH BEN INT 81115310 14 2000 X X 6 2000 0 0
SCUDDER HIGH INCOME TR SH BEN INT 81115310 10 1380 X 6 1380 0 0
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 91 12490 X 5 0 0 12490
SCUDDER GLOBAL HIGH INCOME F COM 81115E10 14 2030 X X 6 2030 0 0
SCUDDER INTER GOVT TR SH BEN INT 81116310 16 2431 X 13 0 0 2431
SCUDDER INTER GOVT TR SH BEN INT 81116310 351 52496 X 5 0 0 52496
SCUDDER INTER GOVT TR SH BEN INT 81116310 193 29000 X 9 29000 0 0
SCUDDER NEW ASIA FD INC COM 81118310 1255 91990 X 5 0 0 91990
SCUDDER NEW ASIA FD INC COM 81118310 5318 404400 X 9 404400 0 0
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 27 3094 X 5 0 0 3094
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q10 80 9290 X X 6 9290 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 403 33146 X 5 0 0 33146
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 37 3062 X X 6 3062 0 0
SCUDDER MUN INCOME TR COM SH BEN INT 81118R60 174 14208 X 6 13669 0 539
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 1028 51410 X 5 0 0 51410
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 20 1000 X 6 1000 0 0
SCUDDER RREEF REAL ESTATE FD COM 81119Q10 98 5000 X X 6 5000 0 0
SCUDDER RREEF REAL EST FD II COM 81119R10 461 30724 X 5 0 0 30724
SCUDDER RREEF REAL EST FD II COM 81119R10 72 4833 X 6 4833 0 0
SCUDDER RREEF REAL EST FD II COM 81119R10 193 13000 X X 6 13000 0 0
SEA CONTAINERS LTD CL A 81137170 599 38936 X 5 0 0 38936
SEA CONTAINERS LTD CL A 81137170 47 3085 X X 6 3085 0 0
SEACHANGE INTL INC COM 81169910 182 11016 X 5 0 0 11016
SEACHANGE INTL INC COM 81169910 184 11476 X 6 11476 0 0
SEACHANGE INTL INC COM 81169910 24 1475 X X 6 1475 0 0
SEACOAST BKG CORP FLA COM 81170730 54 2460 X 5 0 0 2460
SEACOAST BKG CORP FLA COM 81170730 53 2475 X X 6 2475 0 0
SEACOAST BKG CORP FLA COM 81170730 103 4814 X 6 4814 0 0
SEALED AIR CORP NEW COM 81211K10 3224 69562 X 3 69562 0 0
SEALED AIR CORP NEW COM 81211K10 47 1015 X 7 1015 0 0
SEALED AIR CORP NEW COM 81211K10 29 630 X 4 630 0 0
SEALED AIR CORP NEW COM 81211K10 226 4884 X X 6 4584 0 300
SEALED AIR CORP NEW COM 81211K10 1256 27108 X 6 19379 0 7729
SEALED AIR CORP NEW COM 81211K10 5 115 X X 7 115 0 0
SEALED AIR CORP NEW COM 81211K10 1123 24130 X 5 0 0 24130
SEARS ROEBUCK & CO COM 81238710 65 1650 X 13 0 0 1650
SEARS ROEBUCK & CO COM 81238710 20 490 X 7 490 0 0
SEARS ROEBUCK & CO COM 81238710 4 100 X X 7 100 0 0
SEARS ROEBUCK & CO COM 81238710 7687 192318 X 3 192318 0 0
SEARS ROEBUCK & CO COM 81238710 3264 82645 X 5 0 0 82645
SEARS ROEBUCK & CO COM 81238710 23317 585127 X 6 581709 0 3418
SEARS ROEBUCK & CO COM 81238710 3019 75761 X X 6 65765 9296 700
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 8 280 X 13 0 0 280
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 4744 171146 X 5 0 0 171146
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 39 1400 X 6 1400 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 7601 261217 X 5 0 0 261217
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 40 1400 X X 6 0 1400 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 16 558 X 6 558 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 5779 264710 X 5 0 0 264710
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 6108 282000 X 6 282000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 4920 154468 X 5 0 0 154468
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 45 1456 X 6 1456 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 2 50 X 13 0 0 50
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 10 300 X X 6 300 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 9626 269095 X 5 0 0 269095
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 10552 366134 X 5 0 0 366134
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 58 2050 X 6 2050 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 501 17495 X 13 0 0 17495
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 13 450 X 6 450 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 25480 889973 X 5 0 0 889973
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 6 300 X 11 0 300 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 53 2750 X X 6 1550 1200 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 127 6625 X 6 6625 0 0
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 6036 303314 X 5 0 0 303314
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 157 7870 X 13 0 0 7870
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 1415 55580 X 13 0 0 55580
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 3 135 X X 6 135 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 48 1920 X 6 1920 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 5895 231529 X 5 0 0 231529
SELECT MEDICAL CORP COM 81619610 513 37006 X 13 0 0 37006
SELECT MEDICAL CORP COM 81619610 828 61644 X 6 18644 0 43000
SELECT MEDICAL CORP COM 81619610 5721 426000 X 3 426000 0 0
SELECT MEDICAL CORP COM 81619610 5069 365483 X 5 0 0 365483
SELECT MEDICAL CORP COM 81619610 30 2218 X X 6 2218 0 0
SELECTIVE INS GROUP INC COM 81630010 14 376 X 5 0 0 376
SELECTIVE INS GROUP INC COM 81630010 58 1552 X 6 1552 0 0
SELECTIVE INS GROUP INC COM 81630010 849 22834 X X 6 22834 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 5 500 X 4 500 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 1 100 X 6 100 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 2826 262600 X 9 262600 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 68 6352 X X 6 6352 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 87 8100 X 5 0 0 8100
SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 2120 66450 X 5 0 0 66450
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 1680 170000 X 3 170000 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 4 358 X X 6 358 0 0
SEMTECH CORP COM 81685010 8797 456541 X 3 456541 0 0
SEMTECH CORP COM 81685010 5 240 X 7 240 0 0
SEMTECH CORP COM 81685010 1477 77041 X 6 46687 54 30300
SEMTECH CORP COM 81685010 397 20720 X X 6 20720 0 0
SEMTECH CORP COM 81685010 569 27350 X 5 0 0 27350
SEMPRA ENERGY COM 81685110 14916 412153 X 3 412153 0 0
SEMPRA ENERGY COM 81685110 6692 184904 X 6 49144 0 135760
SEMPRA ENERGY COM 81685110 370 10229 X X 6 9073 0 1156
SEMPRA ENERGY COM 81685110 5219 142679 X 5 13620 0 129059
SEMPRA ENERGY INCOME EQTY UT 81685120 6192 200000 X 3 200000 0 0
SEMPRA ENERGY INCOME EQTY UT 81685120 291 9289 X 5 0 0 9289
SENESCO TECHNOLOGIES INC COM NEW 81720840 38 15500 X 5 0 0 15500
SENIOR HIGH INCOME PORTFOLIO COM 81721E10 2244 373978 X 5 0 0 373978
SENIOR HSG PPTYS TR SH BEN INT 81721M10 14 750 X 13 0 0 750
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 76 X 6 76 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M10 1028 56277 X 5 0 0 56277
SENSIENT TECHNOLOGIES CORP COM 81725T10 2036 94080 X 3 94080 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T10 130 5957 X 5 0 0 5957
SENSIENT TECHNOLOGIES CORP COM 81725T10 99 4575 X X 6 4575 0 0
SEPRACOR INC COM 81731510 5 100 X 13 0 0 100
SEPRACOR INC COM 81731510 32355 661074 X 3 661074 0 0
SEPRACOR INC COM 81731510 60 1230 X X 6 1230 0 0
SEPRACOR INC COM 81731510 237 4856 X 6 4856 0 0
SEPRACOR INC COM 81731510 86 1799 X 5 0 0 1799
SEQUA CORPORATION CL A 81732010 1094 20962 X 3 20962 0 0
SEQUA CORPORATION CL A 81732010 11 212 X X 6 212 0 0
SERENA SOFTWARE INC COM 81749210 68 4052 X X 6 4052 0 0
SERENA SOFTWARE INC COM 81749210 635 37975 X 6 37975 0 0
SEROLOGICALS CORP COM 81752310 3 120 X X 4 120 0 0
SEROLOGICALS CORP COM 81752310 843 34569 X 5 0 0 34569
SEROLOGICALS CORP COM 81752310 136 5830 X X 6 5830 0 0
SEROLOGICALS CORP COM 81752310 1157 49605 X 6 49605 0 0
SEROLOGICALS CORP COM 81752310 4 190 X 7 190 0 0
SEROLOGICALS CORP COM 81752310 4 160 X 4 160 0 0
SERONO S A SPONSORED ADR 81752M10 5398 348066 X 3 348066 0 0
SERONO S A SPONSORED ADR 81752M10 812 52574 X 5 0 0 52574
SERONO S A SPONSORED ADR 81752M10 154 10045 X X 6 10045 0 0
SERONO S A SPONSORED ADR 81752M10 10 666 X 7 666 0 0
SERONO S A SPONSORED ADR 81752M10 399 26040 X 6 26040 0 0
SERVICE CORP INTL COM 81756510 266 42784 X 3 42784 0 0
SERVICE CORP INTL COM 81756510 18 2842 X 6 2842 0 0
SERVICE CORP INTL COM 81756510 45 7288 X X 6 7288 0 0
SERVICE CORP INTL COM 81756510 742 115988 X 5 0 0 115988
SERVICEMASTER CO COM 81760N10 116 9000 X X 4 9000 0 0
SERVICEMASTER CO COM 81760N10 123 9555 X 4 9555 0 0
SERVICEMASTER CO COM 81760N10 4123 322082 X 5 0 0 322082
SERVICEMASTER CO COM 81760N10 865 67233 X X 6 27658 3795 35780
SERVICEMASTER CO COM 81760N10 206 16012 X 6 14937 0 1075
SERVICEMASTER CO COM 81760N10 463 35973 X 3 35973 0 0
7-ELEVEN INC COM NEW 81782620 5811 290863 X 3 290863 0 0
7-ELEVEN INC COM NEW 81782620 182 8595 X 5 0 0 8595
7-ELEVEN INC COM NEW 81782620 212 10594 X 6 2623 0 7971
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 396 14712 X 5 0 0 14712
SHARPER IMAGE CORP COM 82001310 265 11884 X 5 0 0 11884
SHAW GROUP INC COM 82028010 119 9575 X 5 0 0 9575
SHAW GROUP INC COM 82028010 42 3525 X 6 3525 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1668 37483 X 11 0 37483 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 45 1000 X 13 0 0 1000
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 7 148 X X 4 148 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 5 106 X X 7 106 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 1443 32428 X 6 32428 0 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 389 8739 X X 6 6579 2160 0
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 2147 47694 X 5 0 0 47694
SHELL TRANS & TRADING PLC ADR NY SHS NEW 82270360 191 0 X 3 0 0 0
SHERWIN WILLIAMS CO COM 82434810 695 15800 X 4 15800 0 0
SHERWIN WILLIAMS CO COM 82434810 5104 116156 X 3 116156 0 0
SHERWIN WILLIAMS CO COM 82434810 1086 24709 X X 6 22709 0 2000
SHERWIN WILLIAMS CO COM 82434810 2565 58355 X 6 44167 0 14188
SHERWIN WILLIAMS CO COM 82434810 4625 107021 X 5 0 0 107021
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 9433 329126 X 3 329126 0 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 371 12955 X 6 5711 0 7244
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 350 12240 X 5 0 0 12240
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R10 11 390 X X 6 390 0 0
SHOPKO STORES INC COM 82491110 5773 331600 X 11 0 331600 0
SHOPKO STORES INC COM 82491110 21 1182 X 6 1182 0 0
SHUFFLE MASTER INC COM 82554910 20544 547092 X 3 547092 0 0
SHUFFLE MASTER INC COM 82554910 87 2380 X 5 0 0 2380
SHUFFLE MASTER INC COM 82554910 5 124 X 7 124 0 0
SHUFFLE MASTER INC COM 82554910 1651 44084 X 6 14531 28 29525
SHUFFLE MASTER INC COM 82554910 48 1269 X X 6 894 0 375
SHURGARD STORAGE CTRS INC COM 82567D10 6 150 X 13 0 0 150
SHURGARD STORAGE CTRS INC COM 82567D10 226 5813 X 3 5813 0 0
SHURGARD STORAGE CTRS INC COM 82567D10 278 7153 X 6 7153 0 0
SHURGARD STORAGE CTRS INC COM 82567D10 1478 37599 X 5 100 0 37499
SIEBEL SYS INC COM 82617010 3091 409905 X 3 409905 0 0
SIEBEL SYS INC COM 82617010 545 72315 X 6 59135 2080 11100
SIEBEL SYS INC COM 82617010 335 44374 X X 6 40679 0 3695
SIEBEL SYS INC COM 82617010 697 73821 X 5 0 0 73821
SIEMENS A G SPONSORED ADR 82619750 8333 112000 X 3 112000 0 0
SIEMENS A G SPONSORED ADR 82619750 344 4533 X 5 0 0 4533
SIEMENS A G SPONSORED ADR 82619750 1337 18136 X 6 17822 0 314
SIEMENS A G SPONSORED ADR 82619750 13 176 X 7 176 0 0
SIEMENS A G SPONSORED ADR 82619750 178 2415 X X 6 2415 0 0
SIERRA HEALTH SVCS INC COM 82632210 3139 64120 X 5 0 0 64120
SIERRA HEALTH SVCS INC COM 82632210 9 179 X X 6 179 0 0
SIERRA HEALTH SVCS INC COM 82632210 30 624 X 6 624 0 0
SIERRA HEALTH SVCS INC DBCV 2.250% 3/ 826322AB 1208 450000 X 6 450000 0 0
SIERRA PAC RES NEW COM 82642810 7 705 X 13 0 0 705
SIERRA PAC RES NEW COM 82642810 23 2517 X 5 0 0 2517
SIERRA PAC RES NEW COM 82642810 49 5434 X 6 5434 0 0
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STERICYCLE INC COM 85891210 2165 47160 X 6 29165 18 17977
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STMICROELECTRONICS N V NY REGISTRY 86101210 185 10315 X 5 0 0 10315
STMICROELECTRONICS N V NY REGISTRY 86101210 4 250 X 6 250 0 0
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TEPPCO PARTNERS L P UT LTD PARTNER 87238410 55 1300 X 13 0 0 1300
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TEPPCO PARTNERS L P UT LTD PARTNER 87238410 1249 30025 X X 6 1325 6700 22000
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TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 22 700 X 3 700 0 0
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TARGET CORP COM 87612E10 321 6903 X 13 0 0 6903
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TARGET CORP COM 87612E10 19657 422554 X 5 420 0 422134
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TARGET CORP COM 87612E10 139538 3083708 X 6 2891597 5319 186792
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TASTY BAKING CO COM 87655330 0 25 X 6 25 0 0
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TECH DATA CORP COM 87823710 5110 132567 X 3 132567 0 0
TECH DATA CORP COM 87823710 184 4766 X 6 2866 0 1900
TECH DATA CORP COM 87823710 1411 35440 X 5 0 0 35440
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TECH DATA CORP SDCV 2.000%12/ 878237AC 9963 10000000 X 20 10000000 0 0
TECH OPS SEVCON INC COM 87829310 713 118900 X 5 0 0 118900
TECHTEAM GLOBAL INC COM 87831110 281 29505 X 5 0 0 29505
TECHNIP NEW SPONSORED ADR 87854620 0 1 X 5 0 0 1
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TECHNIP NEW SPONSORED ADR 87854620 812 19949 X 6 19043 0 906
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TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 1158 35692 X 5 0 0 35692
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TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 2276 74000 X 3 74000 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 64 2091 X 6 1859 0 232
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 43 1411 X X 6 296 0 1115
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 312 9719 X 5 0 0 9719
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 232 8040 X 5 0 0 8040
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 12 430 X X 6 430 0 0
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 30 1090 X 6 970 0 120
TELEDYNE TECHNOLOGIES INC COM 87936010 658 26176 X 5 0 0 26176
TELEDYNE TECHNOLOGIES INC COM 87936010 293 11719 X 6 11719 0 0
TELEDYNE TECHNOLOGIES INC COM 87936010 12 481 X X 6 81 400 0
TELEFLEX INC COM 87936910 266 6250 X X 4 6250 0 0
TELEFLEX INC COM 87936910 5534 126043 X 3 126043 0 0
TELEFLEX INC COM 87936910 394 9027 X 5 0 0 9027
TELEFLEX INC COM 87936910 10366 243900 X 11 0 243900 0
TELEFLEX INC COM 87936910 12 282 X 4 282 0 0
TELEFLEX INC COM 87936910 209 4911 X X 6 2811 0 2100
TELEFLEX INC COM 87936910 10 235 X X 7 235 0 0
TELEFLEX INC COM 87936910 593 13959 X 6 12509 0 1450
TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 520 65400 X 3 65400 0 0
TELEFONICA DE ARGENTINA S A SP ADR .8156 B 87937840 4 522 X 5 0 0 522
TELEFONICA S A SPONSORED ADR 87938220 6112 135000 X 3 135000 0 0
TELEFONICA S A SPONSORED ADR 87938220 1186 25103 X 5 0 0 25103
TELEFONICA S A SPONSORED ADR 87938220 70 1563 X X 6 1209 354 0
TELEFONICA S A SPONSORED ADR 87938220 574 12765 X 6 12515 0 250
TELEFONICA S A SPONSORED ADR 87938220 6 140 X 7 140 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 638 19521 X 13 0 0 19521
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 9934 305777 X 3 305777 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 680 21070 X X 6 18914 1586 570
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 227199 7040578 X 6 7040358 0 220
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 3770 115429 X 5 215 0 115214
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 9 272 X X 4 272 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 7 202 X X 7 202 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 11 341 X 7 341 0 0
TELEPHONE & DATA SYS INC COM 87943310 10184 120994 X 3 120994 0 0
TELEPHONE & DATA SYS INC COM 87943310 189 2242 X 5 0 0 2242
TELEPHONE & DATA SYS INC COM 87943310 508 6038 X X 6 6008 0 30
TELEPHONE & DATA SYS INC COM 87943310 2743 32590 X 6 32590 0 0
TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 1020 35830 X 3 35830 0 0
TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 1 50 X 5 0 0 50
TELIK INC COM 87959M10 0 10 X 13 0 0 10
TELIK INC COM 87959M10 9 400 X 5 0 0 400
TELIK INC COM 87959M10 1005 45057 X 6 13961 46 31050
TELIK INC COM 87959M10 4 201 X 7 201 0 0
TELIK INC COM 87959M10 53 2366 X X 6 2366 0 0
TELIK INC COM 87959M10 6684 297750 X 3 297750 0 0
TELLABS INC COM 87966410 1 100 X 11 0 100 0
TELLABS INC COM 87966410 1793 195131 X 6 17692 100 177339
TELLABS INC COM 87966410 3174 345365 X 3 345365 0 0
TELLABS INC COM 87966410 2043 219227 X 5 0 0 219227
TELLABS INC COM 87966410 350 38069 X X 6 32069 6000 0
TELLABS INC COM 87966410 1 153 X 13 0 0 153
TEMPLE INLAND INC COM 87986810 11523 171601 X 3 171601 0 0
TEMPLE INLAND INC COM 87986810 5806 86459 X 6 21587 1250 63622
TEMPLE INLAND INC COM 87986810 84 1249 X 5 0 0 1249
TEMPLE INLAND INC COM 87986810 2277 33906 X X 6 33161 0 745
TELETECH HOLDINGS INC COM 87993910 365 36574 X 5 0 0 36574
TELETECH HOLDINGS INC COM 87993910 20 2078 X 6 2078 0 0
TEMPLETON DRAGON FD INC COM 88018T10 107 6548 X 5 0 0 6548
TEMPLETON DRAGON FD INC COM 88018T10 7014 440600 X 9 440600 0 0
TEMPLETON DRAGON FD INC COM 88018T10 39 2468 X 6 2468 0 0
TEMPLETON DRAGON FD INC COM 88018T10 8 520 X X 6 520 0 0
TEMPLETON EMERG MKTS INCOME COM 88019210 719 55459 X 5 0 0 55459
TEMPLETON EMERG MKTS INCOME COM 88019210 84 6480 X X 6 6480 0 0
TEMPLETON EMERG MKTS INCOME COM 88019210 79 6141 X 6 6141 0 0
TEMPLETON GLOBAL INCOME FD COM 88019810 805 93411 X 5 0 0 93411
TEMPLETON GLOBAL INCOME FD COM 88019810 80 9199 X X 6 9199 0 0
TEMPLETON GLOBAL INCOME FD COM 88019810 112 12803 X 6 12803 0 0
TENARIS S A SPONSORED ADR 88031M10 31 650 X 13 0 0 650
TENARIS S A SPONSORED ADR 88031M10 806 17150 X 5 0 0 17150
TENET HEALTHCARE CORP COM 88033G10 0 10 X 13 0 0 10
TENET HEALTHCARE CORP COM 88033G10 5077 469334 X 3 469334 0 0
TENET HEALTHCARE CORP COM 88033G10 168 15556 X X 6 9501 5967 88
TENET HEALTHCARE CORP COM 88033G10 743 68842 X 6 68842 0 0
TENET HEALTHCARE CORP COM 88033G10 896 80229 X 5 0 0 80229
TERADYNE INC COM 88077010 1 66 X 13 0 0 66
TERADYNE INC COM 88077010 42 3166 X X 6 2273 0 893
TERADYNE INC COM 88077010 3961 295462 X 3 295462 0 0
TERADYNE INC COM 88077010 88 6037 X 5 0 0 6037
TERADYNE INC COM 88077010 1116 83253 X 6 45410 150 37693
TERADYNE INC SDCV 3.750%10/ 880770AD 14944 15000000 X 6 15000000 0 0
TEREX CORP NEW COM 88077910 753 17202 X 13 0 0 17202
TEREX CORP NEW COM 88077910 13145 301890 X 3 301890 0 0
TEREX CORP NEW COM 88077910 1242 28628 X 6 7387 23 21218
TEREX CORP NEW COM 88077910 4 100 X 7 100 0 0
TEREX CORP NEW COM 88077910 36 829 X X 6 829 0 0
TEREX CORP NEW COM 88077910 8131 185640 X 5 0 0 185640
TESORO PETE CORP COM 88160910 9 300 X 3 300 0 0
TESORO PETE CORP COM 88160910 19 641 X X 6 641 0 0
TESORO PETE CORP COM 88160910 53 1791 X 6 1791 0 0
TESORO PETE CORP COM 88160910 2816 86043 X 5 0 0 86043
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 148 5720 X 4 5720 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8668 329757 X 3 329757 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 4 144 X 4 144 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 10168 391826 X X 6 326821 8775 56230
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 18 707 X X 7 707 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 78 2990 X 7 2990 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 25877 997194 X 6 920920 1764 74510
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5908 230161 X 5 0 0 230161
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 6 225 X X 4 225 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 335 13042 X 13 0 0 13042
TETRA TECH INC NEW COM 88162G10 7 487 X 5 0 0 487
TETRA TECH INC NEW COM 88162G10 55 4379 X X 6 3579 800 0
TETRA TECH INC NEW COM 88162G10 322 25393 X 6 25393 0 0
TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/ 88164RAB 10 10000 X 6 10000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q10 4 200 X 5 0 0 200
TEXAS CAPITAL BANCSHARES INC COM 88224Q10 269 14800 X 6 14800 0 0
TEXAS INSTRS INC COM 88250810 26 1200 X X 4 1200 0 0
TEXAS INSTRS INC COM 88250810 520 24433 X 4 24433 0 0
TEXAS INSTRS INC COM 88250810 15 710 X 11 0 710 0
TEXAS INSTRS INC COM 88250810 7901 346092 X 13 0 0 346092
TEXAS INSTRS INC COM 88250810 5 250 X X 4 250 0 0
TEXAS INSTRS INC COM 88250810 169 7927 X 7 7927 0 0
TEXAS INSTRS INC COM 88250810 23 1058 X X 7 1058 0 0
TEXAS INSTRS INC COM 88250810 77301 3632556 X 6 3211388 5298 415870
TEXAS INSTRS INC COM 88250810 25134 1181124 X X 6 1055132 57419 68573
TEXAS INSTRS INC COM 88250810 10937 479132 X 5 1190 0 477942
TEXAS INSTRS INC COM 88250810 2 95 X 4 95 0 0
TEXAS INSTRS INC COM 88250810 66428 3112335 X 3 3112335 0 0
TEXTRON INC COM 88320310 103 1600 X X 4 1600 0 0
TEXTRON INC COM 88320310 5960 92735 X 6 77565 0 15170
TEXTRON INC COM 88320310 2103 32715 X X 6 31515 1200 0
TEXTRON INC COM 88320310 1037 16018 X 5 0 0 16018
TEXTRON INC COM 88320310 9195 141406 X 3 141406 0 0
TEXTRON INC COM 88320310 5834 90775 X 11 0 90775 0
THERMO ELECTRON CORP COM 88355610 22 800 X 11 0 800 0
THERMO ELECTRON CORP COM 88355610 19626 723539 X 3 723539 0 0
THERMO ELECTRON CORP COM 88355610 562 20790 X X 6 20790 0 0
THERMO ELECTRON CORP COM 88355610 2 57 X 7 57 0 0
THERMO ELECTRON CORP COM 88355610 140 5181 X X 7 5181 0 0
THERMO ELECTRON CORP COM 88355610 2525 93462 X 6 42349 240 50873
THERMO ELECTRON CORP COM 88355610 48 1697 X 5 0 0 1697
THOMAS & BETTS CORP COM 88431510 6055 225747 X 3 225747 0 0
THOMAS & BETTS CORP COM 88431510 41 1451 X 5 0 0 1451
THOMAS & BETTS CORP COM 88431510 3897 145297 X X 6 145297 0 0
THOMAS & BETTS CORP COM 88431510 793 29558 X 6 26583 0 2975
THOMAS INDS INC COM 88442510 503 14903 X 5 0 0 14903
THOMSON SPONSORED ADR 88511810 70 3320 X X 6 3320 0 0
THOMSON SPONSORED ADR 88511810 522 24825 X 6 24825 0 0
THOR INDS INC COM 88516010 3033 114566 X 3 114566 0 0
THOR INDS INC COM 88516010 395 14893 X 5 0 0 14893
THOR INDS INC COM 88516010 617 23300 X 6 6800 0 16500
THORATEC CORP COM NEW 88517530 167 17020 X 3 17020 0 0
THORATEC CORP COM NEW 88517530 32 3357 X X 6 3357 0 0
THORATEC CORP COM NEW 88517530 160 16614 X 6 16614 0 0
THORATEC CORP COM NEW 88517530 36 3787 X 5 0 0 3787
THORNBURG MTG INC COM 88521810 78 2650 X 13 0 0 2650
THORNBURG MTG INC COM 88521810 803 27666 X X 6 23621 2895 1150
THORNBURG MTG INC COM 88521810 298 10277 X 3 10277 0 0
THORNBURG MTG INC COM 88521810 1840 62209 X 5 0 0 62209
THORNBURG MTG INC COM 88521810 870 30003 X 6 30003 0 0
3COM CORP COM 88553510 8 1800 X 11 0 1800 0
3COM CORP COM 88553510 40 8980 X 5 0 0 8980
3COM CORP COM 88553510 4049 959335 X 3 959335 0 0
3COM CORP COM 88553510 424 100588 X X 6 100588 0 0
3COM CORP COM 88553510 6 1450 X 6 1450 0 0
THREE FIVE SYS INC COM 88554L10 57 20201 X 5 0 0 20201
THREE FIVE SYS INC COM 88554L10 11 3999 X 6 3999 0 0
3M CO COM 88579Y10 2031 25400 X X 4 25400 0 0
3M CO COM 88579Y10 75064 929505 X 3 929505 0 0
3M CO COM 88579Y10 226 2825 X 7 2825 0 0
3M CO COM 88579Y10 6 79 X X 7 79 0 0
3M CO COM 88579Y10 145903 1824476 X 6 1695298 5165 124013
3M CO COM 88579Y10 161087 2014342 X X 6 1904762 58165 51415
3M CO COM 88579Y10 36361 461666 X 5 155 0 461511
3M CO COM 88579Y10 4 48 X 4 48 0 0
3M CO COM 88579Y10 872 11069 X 13 0 0 11069
3M CO COM 88579Y10 2085 26068 X 4 26068 0 0
3M CO COM 88579Y10 282 3530 X 11 0 3530 0
TIBCO SOFTWARE INC COM 88632Q10 4 500 X 13 0 0 500
TIBCO SOFTWARE INC COM 88632Q10 229 26869 X 3 26869 0 0
TIBCO SOFTWARE INC COM 88632Q10 606 71200 X 6 71200 0 0
TIBCO SOFTWARE INC COM 88632Q10 27 3103 X 5 0 0 3103
TIDEWATER INC COM 88642310 475 14600 X 11 0 14600 0
TIDEWATER INC COM 88642310 14961 459623 X 3 459623 0 0
TIDEWATER INC COM 88642310 2041 63020 X 5 0 0 63020
TIDEWATER INC COM 88642310 781 23990 X 6 23990 0 0
TIDEWATER INC COM 88642310 120 3681 X X 6 3681 0 0
TIFFANY & CO NEW COM 88654710 4291 137259 X 3 137259 0 0
TIFFANY & CO NEW COM 88654710 244 7925 X 6 7625 0 300
TIFFANY & CO NEW COM 88654710 90 2923 X X 6 2823 0 100
TIFFANY & CO NEW COM 88654710 180 5750 X 5 775 0 4975
TIMBERLAND CO CL A 88710010 4188 73745 X 3 73745 0 0
TIMBERLAND CO CL A 88710010 7522 126850 X 5 45 0 126805
TIMBERLAND CO CL A 88710010 2 35 X 6 35 0 0
TIMBERLAND CO CL A 88710010 2 39 X X 6 39 0 0
TIME WARNER INC COM 88731710 3878 240275 X 11 0 240275 0
TIME WARNER INC COM 88731710 123743 7642137 X 3 7642137 0 0
TIME WARNER INC COM 88731710 10618 636994 X 5 692 0 636302
TIME WARNER INC COM 88731710 29119 1804136 X 6 568366 0 1235770
TIME WARNER INC COM 88731710 48 2967 X 7 2967 0 0
TIME WARNER INC COM 88731710 28 1740 X X 7 1740 0 0
TIME WARNER INC COM 88731710 3632 225023 X X 6 204890 3397 16736
TIME WARNER INC COM 88731710 8 469 X 4 469 0 0
TIME WARNER INC COM 88731710 3154 195400 X 20 195400 0 0
TIME WARNER INC COM 88731710 1430 85760 X 13 0 0 85760
TIMKEN CO COM 88738910 5 200 X 11 0 200 0
TIMKEN CO COM 88738910 89 3630 X 6 3630 0 0
TIMKEN CO COM 88738910 7681 313659 X 3 313659 0 0
TIMKEN CO COM 88738910 1659 64846 X 5 0 0 64846
TIMKEN CO COM 88738910 734 29794 X X 6 29194 600 0
TITAN CORP COM 88826610 2365 169296 X 3 169296 0 0
TITAN CORP COM 88826610 6987 500171 X 6 500171 0 0
TITAN CORP COM 88826610 5 324 X 5 0 0 324
TITANIUM METALS CORP COM NEW 88833920 289 12305 X 5 0 0 12305
TOLL BROTHERS INC COM 88947810 99 2275 X 13 0 0 2275
TOLL BROTHERS INC COM 88947810 7242 156351 X 3 156351 0 0
TOLL BROTHERS INC COM 88947810 2487 57270 X 5 0 0 57270
TOLL BROTHERS INC COM 88947810 297 6400 X 6 6400 0 0
TOLL BROTHERS INC COM 88947810 6 130 X X 6 130 0 0
TOO INC COM 89033310 14 738 X 5 0 0 738
TOO INC COM 89033310 263 14542 X 6 14542 0 0
TOO INC COM 89033310 0 16 X X 6 16 0 0
TOOTSIE ROLL INDS INC COM 89051610 31 1060 X 11 0 1060 0
TOOTSIE ROLL INDS INC COM 89051610 3 107 X X 7 107 0 0
TOOTSIE ROLL INDS INC COM 89051610 62 2138 X 6 2138 0 0
TOOTSIE ROLL INDS INC COM 89051610 13 449 X 13 0 0 449
TOOTSIE ROLL INDS INC COM 89051610 3157 108032 X 3 108032 0 0
TOOTSIE ROLL INDS INC COM 89051610 88 3026 X X 6 3026 0 0
TOOTSIE ROLL INDS INC COM 89051610 3030 101169 X 5 0 0 101169
TOPPS INC COM 89078610 8 807 X 13 0 0 807
TOPPS INC COM 89078610 9575 979053 X 3 979053 0 0
TORCHMARK CORP COM 89102710 4996 91438 X 3 91438 0 0
TORCHMARK CORP COM 89102710 721 13431 X 5 0 0 13431
TORCHMARK CORP COM 89102710 4499 84600 X 6 75606 0 8994
TORCHMARK CORP COM 89102710 329 6187 X X 6 6187 0 0
TORO CO COM 89109210 1091 15510 X 5 0 0 15510
TORO CO COM 89109210 11 168 X 6 168 0 0
TORO CO COM 89109210 9 131 X X 6 131 0 0
TORONTO DOMINION BK ONT COM NEW 89116050 34 924 X 5 0 0 924
TORONTO DOMINION BK ONT COM NEW 89116050 14 386 X X 6 386 0 0
TORONTO DOMINION BK ONT COM NEW 89116050 740 20398 X 6 20398 0 0
TOTAL S A SPONSORED ADR 89151E10 233 2248 X 13 0 0 2248
TOTAL S A SPONSORED ADR 89151E10 10 94 X X 4 94 0 0
TOTAL S A SPONSORED ADR 89151E10 5002 48457 X 5 7859 0 40598
TOTAL S A SPONSORED ADR 89151E10 3939 38557 X 6 32357 0 6200
TOTAL S A SPONSORED ADR 89151E10 17 163 X 7 163 0 0
TOTAL S A SPONSORED ADR 89151E10 7 68 X X 7 68 0 0
TOTAL S A SPONSORED ADR 89151E10 847 8290 X X 6 7382 0 908
TOTAL S A SPONSORED ADR 89151E10 14336 139972 X 3 139972 0 0
TOWER AUTOMOTIVE INC COM 89170710 0 195 X 5 0 0 195
TOWER AUTOMOTIVE INC COM 89170710 45 21500 X X 6 21500 0 0
TOWER AUTOMOTIVE INC COM 89170710 3 1570 X 6 1570 0 0
TOTAL SYS SVCS INC COM 89190610 114 4533 X 3 4533 0 0
TOTAL SYS SVCS INC COM 89190610 1881 74516 X X 6 74516 0 0
TOTAL SYS SVCS INC COM 89190610 25 1000 X 6 1000 0 0
TOTAL SYS SVCS INC COM 89190610 3 100 X 5 0 0 100
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 11 137 X 13 0 0 137
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 18 241 X 7 241 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 7 91 X X 4 91 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3662 47424 X 5 0 0 47424
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 1618 21184 X X 6 21184 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 5 65 X X 7 65 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 2841 37201 X 6 37201 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 89233130 13325 173000 X 3 173000 0 0
TOYS R US INC COM 89233510 3157 177984 X 3 177984 0 0
TOYS R US INC COM 89233510 211 11880 X X 6 1780 100 10000
TOYS R US INC COM 89233510 1096 61775 X 6 11791 0 49984
TOYS R US INC COM 89233510 3125 176179 X 5 37975 0 138204
TPG N V SPONSORED ADR 89233910 8 340 X X 4 340 0 0
TPG N V SPONSORED ADR 89233910 6 251 X X 7 251 0 0
TPG N V SPONSORED ADR 89233910 625 25504 X 6 25504 0 0
TPG N V SPONSORED ADR 89233910 6 247 X 5 0 0 247
TPG N V SPONSORED ADR 89233910 89 3626 X X 6 3626 0 0
TRACTOR SUPPLY CO COM 89235610 1130 34614 X 5 0 0 34614
TRACTOR SUPPLY CO COM 89235610 266 8454 X 6 8454 0 0
TRACTOR SUPPLY CO COM 89235610 63 2015 X X 6 2015 0 0
TRAMMELL CROW CO COM 89288R10 362 23000 X 6 23000 0 0
TRANS LUX CORP NOTE 7.500%12/ 893247AD 25 25000 X 5 0 0 25000
TRANSACTION SYS ARCHITECTS CL A 89341610 13336 717546 X 3 717546 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 341 18929 X 5 0 0 18929
TRANSACTION SYS ARCHITECTS CL A 89341610 78 4212 X X 6 4212 0 0
TRANSACTION SYS ARCHITECTS CL A 89341610 600 32272 X 6 32272 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 324 14526 X 5 0 0 14526
TRANSAMERICA INCOME SHS INC COM 89350610 61 2719 X 6 2719 0 0
TRANSAMERICA INCOME SHS INC COM 89350610 3 130 X X 6 130 0 0
TRANSATLANTIC HLDGS INC COM 89352110 182 3355 X 3 3355 0 0
TRANSATLANTIC HLDGS INC COM 89352110 2 43 X X 7 43 0 0
TRANSATLANTIC HLDGS INC COM 89352110 23 423 X 7 423 0 0
TRANSATLANTIC HLDGS INC COM 89352110 96 1768 X 6 1768 0 0
TRANSATLANTIC HLDGS INC COM 89352110 15 281 X 4 281 0 0
TRANSATLANTIC HLDGS INC COM 89352110 132 2425 X 5 0 0 2425
TRANSATLANTIC HLDGS INC COM 89352110 47 868 X X 6 868 0 0
TRANSCANADA CORP COM 89353D10 717 32069 X 5 0 0 32069
TRANSCANADA CORP COM 89353D10 19 882 X X 7 882 0 0
TRANSCANADA CORP COM 89353D10 64 2913 X X 6 963 1950 0
TRANSCANADA CORP COM 89353D10 22 1000 X 6 0 0 1000
TRANSKARYOTIC THERAPIES INC COM 89373510 163 9207 X 3 9207 0 0
TRANSKARYOTIC THERAPIES INC COM 89373510 73 4076 X 5 0 0 4076
TRANSMETA CORP DEL COM 89376R10 37 23275 X 5 0 0 23275
TRANSMETA CORP DEL COM 89376R10 11 8957 X 6 8957 0 0
TRANSWITCH CORP COM 89406510 97 77200 X 5 0 0 77200
TREDEGAR CORP COM 89465010 73 4000 X 11 0 4000 0
TREDEGAR CORP COM 89465010 59 3216 X 6 2241 0 975
TREDEGAR CORP COM 89465010 147 0 X 3 0 0 0
TREDEGAR CORP COM 89465010 11 594 X 5 0 0 594
TREDEGAR CORP COM 89465010 141 7765 X X 6 2765 5000 0
TRI CONTL CORP COM 89543610 10 590 X 11 0 590 0
TRI CONTL CORP COM 89543610 596 35270 X 5 1104 0 34166
TRI CONTL CORP COM 89543610 271 16336 X 6 13189 0 3147
TRI CONTL CORP COM 89543610 656 39500 X 9 39500 0 0
TRI CONTL CORP COM 89543610 1247 75047 X X 6 74036 1011 0
TRI CONTL CORP COM 89543610 4 210 X 13 0 0 210
TRIAD HOSPITALS INC COM 89579K10 6347 184287 X 3 184287 0 0
TRIAD HOSPITALS INC COM 89579K10 167 4775 X 5 0 0 4775
TRIAD HOSPITALS INC COM 89579K10 458 13296 X 6 13296 0 0
TRIAD HOSPITALS INC COM 89579K10 11 314 X X 6 314 0 0
TRIDENT MICROSYSTEMS INC COM 89591910 2138 212300 X 3 212300 0 0
TRIDENT MICROSYSTEMS INC COM 89591910 263 26155 X 6 4555 0 21600
TRIAD GTY INC COM 89592510 1893 34118 X 3 34118 0 0
TRIAD GTY INC COM 89592510 522 9400 X 6 4100 0 5300
TRIAD GTY INC COM 89592510 28 500 X X 6 0 0 500
TRIARC COS INC CL A 89592710 9816 858800 X 3 858800 0 0
TRIARC COS INC CL A 89592710 210 18371 X X 6 18371 0 0
TRIARC COS INC CL A 89592710 1327 116087 X 6 116087 0 0
TRIARC COS INC CL B SER 1 89592730 31286 2727608 X 3 2727608 0 0
TRIARC COS INC CL B SER 1 89592730 109 9500 X 6 0 0 9500
TRIARC COS INC CL B SER 1 89592730 0 1 X 5 1 0 0
TRIBUNE CO NEW COM 89604710 21 500 X X 4 500 0 0
TRIBUNE CO NEW COM 89604710 9611 222480 X 5 1 0 222479
TRIBUNE CO NEW COM 89604710 7816 189943 X 6 189502 120 321
TRIBUNE CO NEW COM 89604710 1 35 X 7 35 0 0
TRIBUNE CO NEW COM 89604710 7198 174930 X X 6 170170 3225 1535
TRIBUNE CO NEW COM 89604710 10762 261360 X 3 261360 0 0
TRIBUNE CO NEW COM 89604710 16 400 X 4 300 0 100
TRIBUNE CO NEW COM 89604710 11 260 X 11 0 260 0
TRIBUNE CO NEW COM 89604710 8 180 X 13 0 0 180
TRIMBLE NAVIGATION LTD COM 89623910 142 0 X 3 0 0 0
TRIMBLE NAVIGATION LTD COM 89623910 429 14126 X 5 0 0 14126
TRIMBLE NAVIGATION LTD COM 89623910 55 1741 X X 6 1741 0 0
TRIMBLE NAVIGATION LTD COM 89623910 297 9390 X 6 9390 0 0
TRIMERIS INC COM 89626310 3433 228076 X 3 228076 0 0
TRIMERIS INC COM 89626310 26 1735 X 5 0 0 1735
TRINITY INDS INC COM 89652210 2948 94588 X 3 94588 0 0
TRINITY INDS INC COM 89652210 24 786 X 5 0 0 786
TRINITY INDS INC COM 89652210 156 5000 X X 6 0 0 5000
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