-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, L4xXEtvXxYIiHy6niIDR+3SDxDmBX7nsK+jv+89Ri0DUp//ukMQonEeMQvDBLu2w XwJ2tXRVINJaAF43DEUlSg== 0001127918-03-000018.txt : 20030814 0001127918-03-000018.hdr.sgml : 20030814 20030814091224 ACCESSION NUMBER: 0001127918-03-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030814 EFFECTIVENESS DATE: 20030814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS AMERICAS INC CENTRAL INDEX KEY: 0001127918 IRS NUMBER: 061595848 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06199 FILM NUMBER: 03843525 BUSINESS ADDRESS: STREET 1: 677 WASHINGTON BLVD CITY: STAMFORD STATE: CT ZIP: 06901 BUSINESS PHONE: 2037193000 MAIL ADDRESS: STREET 1: 677 WASHINGTON BLVD CITY: STAMFORD STATE: CT ZIP: 06901 13F-HR 1 f13f0603.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2003 Check here if Amendment [ ]; Amendment Number: __________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Manager Filing this Report: Name: UBS Americas Inc. 677 Washington Boulevard Stamford, CT 06901 Form 13F File Number: 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: Charles Wilmot Title: Director Phone: (201) 352-4956 Name: Jeffery H. Laska Title: Director and Assistant Secretary Phone: (203) 719-6871 Signature, Place and Date of Signing: Charles Wilmot____________ Weehawken, NJ 05/12/2003__ [Signature] [City, State] [Date] Jeffery H. Laska__________ Stamford, CT 05/12/2003__ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 10 Form 13F Information Table Entry Total: 3,357 Form 13F Information Table Value Total: 8,100,734 (thousands) List of Other Included Managers: No. Form 13F File Number Name 01 28-2356 UBS PaineWebber Inc. 06 PW Trust Company 07 PaineWebber Capital Inc. 10 Bradford Trust Co. 11 PaineWebber International Inc. 12 PW Aspen Management, L.L.C. 13 PW Eucalyptus Management, L.L.C. 14 PW Juniper Management, L.L.C. 15 PW Redwood/Sequoia Management, L.L.C. 16 UBS International Inc. FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- DAIMLERCHRYSLER AG ORD D1668R123 313 10683 SH DEFINED 01 0 0 10683 DAIMLERCHRYSLER AG ORD D1668R123 1278 43600 SH DEFINED 06 0 43600 0 ACE LTD ORD G0070K103 428 14810 SH DEFINED 01 0 0 14810 ACE LTD ORD G0070K103 1653 57100 SH DEFINED 06 0 57100 0 AMDOCS LTD ORD G02602103 249 18764 SH DEFINED 01 0 0 18764 ACCENTURE LTD BERMUDA CL A G1150G111 1369 88335 SH DEFINED 01 0 0 88335 ACCENTURE LTD BERMUDA CL A G1150G111 5580 360020 SH DEFINED 06 0 360020 0 BUNGE LIMITED COM G16962105 1014 40323 SH DEFINED 01 0 0 40323 COOPER INDS LTD CL A G24182100 1366 38265 SH DEFINED 01 0 0 38265 COOPER INDS LTD CL A G24182100 221 6200 SH DEFINED 06 0 6200 0 XCELERA INC COM G31611109 253 408650 SH DEFINED 01 0 0 408650 EVEREST RE GROUP LTD COM G3223R108 71 1255 SH DEFINED 01 0 0 1255 EVEREST RE GROUP LTD COM G3223R108 419 7330 SH DEFINED 06 0 7330 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 3 200 SH DEFINED 01 0 0 200 FRESH DEL MONTE PRODUCE INC ORD G36738105 580 38000 SH DEFINED 06 0 38000 0 GARMIN LTD ORD G37260109 1812 50639 SH DEFINED 01 0 0 50639 GLOBALSANTAFE CORP SHS G3930E101 936 45328 SH DEFINED 01 0 0 45328 GLOBALSANTAFE CORP SHS G3930E101 1774 85900 SH DEFINED 06 0 85900 0 GLOBALSANTAFE CORP SHS G3930E101 1751 83100 SH DEFINED 15 83100 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 5148 133421 SH DEFINED 01 0 0 133421 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1127 29200 SH DEFINED 06 0 29200 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 155 4030 SH DEFINED 11 0 4030 0 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 200 14720 SH DEFINED 01 0 0 14720 LORAL SPACE & COMMUNICATIONS COM G56462107 27 83567 SH DEFINED 01 0 0 83567 NABORS INDUSTRIES LTD SHS G6359F103 6282 157569 SH DEFINED 01 0 0 157569 NABORS INDUSTRIES LTD SHS G6359F103 3588 90000 SH DEFINED 06 0 90000 0 NABORS INDUSTRIES LTD SHS G6359F103 15 400 SH DEFINED 16 0 0 400 NOBLE CORPORATION SHS G65422100 1960 62384 SH DEFINED 01 0 0 62384 NOBLE CORPORATION SHS G65422100 1744 55500 SH DEFINED 06 0 55500 0 NORDIC AMERICAN TANKER SHIPP COM G65773106 266 19000 SH DEFINED 01 0 0 19000 PARTNERRE LTD COM G6852T105 895 17824 SH DEFINED 01 0 0 17824 RENAISSANCE RE HLDGS LTD COM G7496G103 2765 69056 SH DEFINED 01 1449 0 67607 RENAISSANCE RE HLDGS LTD COM G7496G103 1137 28400 SH DEFINED 06 0 28400 0 SINA CORP ORD G81477104 627 78400 SH DEFINED 01 0 0 78400 HILFIGER TOMMY CORP ORD G8915Z102 305 42221 SH DEFINED 01 33076 0 9145 HILFIGER TOMMY CORP ORD G8915Z102 715 98900 SH DEFINED 06 0 98900 0 TRANSOCEAN INC ORD G90078109 1090 53341 SH DEFINED 01 399 0 52942 TRANSOCEAN INC ORD G90078109 4254 208038 SH DEFINED 06 0 208038 0 TRANSOCEAN INC ORD G90078109 25 1252 SH DEFINED 11 0 1252 0 WEATHERFORD INTERNATIONAL LT COM G95089101 2354 62331 SH DEFINED 01 0 0 62331 WEATHERFORD INTERNATIONAL LT COM G95089101 109 2900 SH DEFINED 11 0 2900 0 WHITE MTNS INS GROUP LTD COM G9618E107 266 785 SH DEFINED 01 0 0 785 WILLIS GROUP HOLDINGS LTD SHS G96655108 784 28330 SH DEFINED 01 0 0 28330 XOMA LTD ORD G9825R107 57 14590 SH DEFINED 01 0 0 14590 XOMA LTD ORD G9825R107 887 230000 SH DEFINED 13 230000 0 0 XL CAP LTD CL A G98255105 3744 52901 SH DEFINED 01 2235 0 50666 XL CAP LTD CL A G98255105 4541 64160 SH DEFINED 06 0 64160 0 ALCON INC COM SHS H01301102 59 1460 SH DEFINED 01 0 0 1460 ALCON INC COM SHS H01301102 457 11149 SH DEFINED 06 0 11149 0 UBS AG NAMEN AKT H8920M855 5410 126720 SH DEFINED 01 0 0 126720 CHECK POINT SOFTWARE TECH LT ORD M22465104 3989 275742 SH DEFINED 01 18882 0 256860 CHECK POINT SOFTWARE TECH LT ORD M22465104 491 33169 SH DEFINED 12 33169 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 8 573 SH DEFINED 16 0 0 573 LUMENIS LTD SHS M6778Q105 162 125200 SH DEFINED 01 0 0 125200 ASML HLDG NV N Y SHS N07059111 9 1450 SH DEFINED 01 0 0 1450 ASML HLDG NV N Y SHS N07059111 449 68400 SH DEFINED 06 0 68400 0 CNH GLOBAL N V SHS N20935107 31 20000 SH DEFINED 01 0 0 20000 CORE LABORATORIES N V COM N22717107 12 1205 SH DEFINED 01 0 0 1205 CORE LABORATORIES N V COM N22717107 674 65440 SH DEFINED 15 65440 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1452 96659 SH DEFINED 01 10400 0 86259 FLEXTRONICS INTL LTD ORD Y2573F102 4122 472719 SH DEFINED 01 0 0 472719 FLEXTRONICS INTL LTD ORD Y2573F102 1228 140850 SH DEFINED 06 0 140850 0 FLEXTRONICS INTL LTD ORD Y2573F102 10 1260 SH DEFINED 11 0 1260 0 OMI CORP NEW COM Y6476W104 326 69400 SH DEFINED 01 0 0 69400 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 3 100 SH DEFINED 01 0 0 100 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 757 19500 SH DEFINED 06 0 19500 0 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 585 15000 SH DEFINED 15 15000 0 0 A D C TELECOMMUNICATIONS COM 000886101 1437 697946 SH DEFINED 01 0 0 697946 A D C TELECOMMUNICATIONS COM 000886101 104 50700 SH DEFINED 06 0 50700 0 ACM INCOME FUND INC COM 000912105 1262 143822 SH DEFINED 01 0 0 143822 ACM MANAGED INCOME FD INC COM 000919100 512 107360 SH DEFINED 01 0 0 107360 ACM MANAGED DLR INCOME FD COM 000949107 100 13170 SH DEFINED 01 0 0 13170 ABM INDS INC COM 000957100 876 66672 SH DEFINED 01 0 0 66672 AEP INDS INC COM 001031103 895 103470 SH DEFINED 01 0 0 103470 AFLAC INC COM 001055102 7032 219425 SH DEFINED 01 18 0 219407 AFLAC INC COM 001055102 2936 91600 SH DEFINED 06 0 91600 0 AES CORP SDCV 4.500% 8/1 00130HAN5 105 150000 SH DEFINED 01 0 0 150000 AES CORP COM 00130H105 1046 289018 SH DEFINED 01 0 0 289018 AES CORP COM 00130H105 127 35200 SH DEFINED 06 0 35200 0 AK STL HLDG CORP COM 001547108 90 27943 SH DEFINED 01 0 0 27943 AMB PROPERTY CORP COM 00163T109 1686 59689 SH DEFINED 01 57657 0 2032 AMB PROPERTY CORP COM 00163T109 263 9300 SH DEFINED 06 0 9300 0 AMC ENTMT INC COM 001669100 216 24950 SH DEFINED 01 0 0 24950 AMN HEALTHCARE SERVICES INC COM 001744101 178 16260 SH DEFINED 01 0 0 16260 AMR CORP COM 001765106 363 172861 SH DEFINED 01 0 0 172861 AMR CORP COM 001765106 1 500 SH DEFINED 16 0 0 500 AOL TIME WARNER INC COM 00184A105 30634 2820882 SH DEFINED 01 143049 0 2677833 AOL TIME WARNER INC COM 00184A105 4293 395300 SH DEFINED 06 0 395300 0 AOL TIME WARNER INC COM 00184A105 923 81381 SH DEFINED 12 81381 0 0 AOL TIME WARNER INC COM 00184A105 16 1555 SH DEFINED 16 0 0 1555 AT&T CORP COM NEW 001957505 11637 718370 SH DEFINED 01 543421 0 174949 AT&T CORP COM NEW 001957505 2938 181360 SH DEFINED 06 0 181360 0 AT&T CORP COM NEW 001957505 4 250 SH DEFINED 16 0 0 250 ASA LTD COM 002050102 284 8210 SH DEFINED 01 0 0 8210 AT&T WIRELESS SVCS INC COM 00209A106 3515 532591 SH DEFINED 01 21252 0 511339 AT&T WIRELESS SVCS INC COM 00209A106 1158 175510 SH DEFINED 06 0 175510 0 AT&T WIRELESS SVCS INC COM 00209A106 1 160 SH DEFINED 16 0 0 160 AVI BIOPHARMA INC COM 002346104 55 16000 SH DEFINED 01 0 0 16000 AASTROM BIOSCIENCES INC COM 00253U107 6 20225 SH DEFINED 01 0 0 20225 ABBOTT LABS COM 002824100 23492 624627 SH DEFINED 01 115864 0 508763 ABBOTT LABS COM 002824100 3866 102800 SH DEFINED 06 0 102800 0 ABBOTT LABS COM 002824100 158 4220 SH DEFINED 11 0 4220 0 ABERCROMBIE & FITCH CO CL A 002896207 988 32919 SH DEFINED 01 31419 0 1500 ABERCROMBIE & FITCH CO CL A 002896207 301 10027 SH DEFINED 06 0 10027 0 ABERDEEN ASIA PACIFIC INCOM COM 003009107 2691 545902 SH DEFINED 01 0 0 545902 ABERDEEN GLOBAL INCOME FD IN COM 003013109 1677 158967 SH DEFINED 01 0 0 158967 ABGENIX INC COM 00339B107 52 6043 SH DEFINED 01 0 0 6043 ABGENIX INC COM 00339B107 1559 176000 SH DEFINED 13 176000 0 0 ABIOMED INC COM 003654100 1171 300316 SH DEFINED 01 0 0 300316 ACACIA RESH CORP COMBIMTRX COM 003881208 14 7591 SH DEFINED 01 0 0 7591 ACACIA RESH CORP COMBIMTRX COM 003881208 136 69400 SH DEFINED 13 69400 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 16 13600 SH DEFINED 01 0 0 13600 ABITIBI-CONSOLIDATED INC COM 003924107 142 20482 SH DEFINED 01 0 0 20482 ACCREDO HEALTH INC COM 00437V104 5 246 SH DEFINED 01 0 0 246 ACCREDO HEALTH INC COM 00437V104 1351 55500 SH DEFINED 06 0 55500 0 ACCREDO HEALTH INC COM 00437V104 1625 65700 SH DEFINED 13 65700 0 0 ACTIVISION INC NEW COM NEW 004930202 1275 88255 SH DEFINED 01 0 0 88255 ACTIVISION INC NEW COM NEW 004930202 40 2722 SH DEFINED 12 2722 0 0 ACUITY BRANDS INC COM 00508Y102 514 38200 SH DEFINED 06 0 38200 0 ADAMS EXPRESS CO COM 006212104 787 77649 SH DEFINED 01 0 0 77649 ADAPTEC INC NOTE 4.750% 2/0 00651FAC2 34 35000 SH DEFINED 01 35000 0 0 ADAPTEC INC COM 00651F108 86 14417 SH DEFINED 01 0 0 14417 ADAPTEC INC COM 00651F108 379 62800 SH DEFINED 06 0 62800 0 ADOBE SYS INC COM 00724F101 4640 150534 SH DEFINED 01 17802 0 132732 ADOBE SYS INC COM 00724F101 1412 45800 SH DEFINED 06 0 45800 0 ADOBE SYS INC COM 00724F101 28 935 SH DEFINED 11 0 935 0 ADOBE SYS INC COM 00724F101 1 60 SH DEFINED 16 0 0 60 ADVANCED MARKETING SVCS INC COM 00753T105 233 20850 SH DEFINED 01 0 0 20850 ADVANCED NEUROMODULATION SYS COM 00757T101 512 11950 SH DEFINED 01 0 0 11950 ADVO INC COM 007585102 6082 184308 SH DEFINED 01 0 0 184308 ADVANTEST CORP SPONSORED ADR 00762U101 637 71550 SH DEFINED 06 0 71550 0 ADVANCED MEDICAL OPTICS INC COM 00763M108 228 16968 SH DEFINED 01 0 0 16968 AEROGEN INC COM 007779101 2 11000 SH DEFINED 01 0 0 11000 ADVANCEPCS COM 00790K109 1534 54153 SH DEFINED 01 0 0 54153 ADVANCEPCS COM 00790K109 1315 46400 SH DEFINED 06 0 46400 0 ADVANCED MICRO DEVICES INC COM 007903107 315 51008 SH DEFINED 01 0 0 51008 ADVANCED MICRO DEVICES INC COM 007903107 135 21900 SH DEFINED 06 0 21900 0 AEGON N V ORD AMER REG 007924103 489 64813 SH DEFINED 01 0 0 64813 AETERNA LABORATORIES INC SUB VTG SH 007975105 678 245400 SH DEFINED 13 245400 0 0 AES TR III PFD CV 6.75% 00808N202 352 15200 SH DEFINED 01 0 0 15200 AETHER SYS INC COM 00808V105 280 89200 SH DEFINED 01 0 0 89200 AETNA INC NEW COM 00817Y108 668 13567 SH DEFINED 01 2708 0 10859 AETNA INC NEW COM 00817Y108 468 9500 SH DEFINED 06 0 9500 0 AFFILIATED COMPUTER SERVICES CL A 008190100 912 20621 SH DEFINED 01 0 0 20621 AFFILIATED COMPUTER SERVICES CL A 008190100 1199 27100 SH DEFINED 06 0 27100 0 AFFILIATED MANAGERS GROUP COM 008252108 321 7735 SH DEFINED 01 6480 0 1255 AFFILIATED MANAGERS GROUP COM 008252108 873 21000 SH DEFINED 06 0 21000 0 AFFYMETRIX INC COM 00826T108 3153 121272 SH DEFINED 01 0 0 121272 AFFYMETRIX INC COM 00826T108 1308 50300 SH DEFINED 06 0 50300 0 AFFYMETRIX INC COM 00826T108 7985 297000 SH DEFINED 13 297000 0 0 AGERE SYS INC CL A 00845V100 1031 644829 SH DEFINED 01 653 0 644176 AGERE SYS INC CL A 00845V100 0 10 SH DEFINED 16 0 0 10 AGERE SYS INC CL B 00845V209 1762 1175176 SH DEFINED 01 13678 0 1161498 AGERE SYS INC CL B 00845V209 0 263 SH DEFINED 16 0 0 263 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 30 33000 SH DEFINED 01 0 0 33000 AGILENT TECHNOLOGIES INC COM 00846U101 2439 185483 SH DEFINED 01 7223 0 178260 AGILENT TECHNOLOGIES INC COM 00846U101 396 30100 SH DEFINED 06 0 30100 0 AGILENT TECHNOLOGIES INC COM 00846U101 0 1 SH DEFINED 11 0 1 0 AGILE SOFTWARE CORP DEL COM 00846X105 422 65830 SH DEFINED 01 0 0 65830 AGILE SOFTWARE CORP DEL COM 00846X105 737 114750 SH DEFINED 06 0 114750 0 AGNICO EAGLE MINES LTD COM 008474108 771 58839 SH DEFINED 01 0 0 58839 AIR PRODS & CHEMS INC COM 009158106 7360 177668 SH DEFINED 01 84829 0 92839 AIR PRODS & CHEMS INC COM 009158106 1769 42700 SH DEFINED 06 0 42700 0 AIRTRAN HLDGS INC COM 00949P108 144 21534 SH DEFINED 01 0 0 21534 AKSYS LTD COM 010196103 42 6000 SH DEFINED 01 0 0 6000 AKSYS LTD COM 010196103 802 113900 SH DEFINED 13 113900 0 0 AKZO NOBEL NV SPONSORED ADR 010199305 33 1673 SH DEFINED 01 0 0 1673 AKZO NOBEL NV SPONSORED ADR 010199305 3251 162160 SH DEFINED 06 0 162160 0 ALBANY INTL CORP CL A 012348108 987 43800 SH DEFINED 15 43800 0 0 ALBERTO CULVER CO CL B CONV 013068101 1005 20409 SH DEFINED 01 0 0 20409 ALBERTO CULVER CO CL B CONV 013068101 192 3900 SH DEFINED 06 0 3900 0 ALBERTSONS INC COM 013104104 4564 242165 SH DEFINED 01 202532 0 39633 ALBERTSONS INC COM 013104104 490 26000 SH DEFINED 06 0 26000 0 ALCAN INC COM 013716105 356 12784 SH DEFINED 01 3206 0 9578 ALCAN INC COM 013716105 2056 73700 SH DEFINED 06 0 73700 0 ALCOA INC COM 013817101 13794 711796 SH DEFINED 01 283005 0 428791 ALCOA INC COM 013817101 6151 317402 SH DEFINED 06 0 317402 0 ALCATEL SPONSORED ADR 013904305 134 19511 SH DEFINED 01 0 0 19511 ALCATEL SPONSORED ADR 013904305 4914 713150 SH DEFINED 06 0 713150 0 ALDERWOODS GROUP INC COM 014383103 1 500 SH DEFINED 01 0 0 500 ALDERWOODS GROUP INC COM 014383103 1256 382972 SH DEFINED 07 382972 0 0 ALEXANDER & BALDWIN INC COM 014482103 37 1500 SH DEFINED 01 0 0 1500 ALEXANDER & BALDWIN INC COM 014482103 654 26300 SH DEFINED 06 0 26300 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 807 19212 SH DEFINED 01 0 0 19212 ALEXION PHARMACEUTICALS INC COM 015351109 7 625 SH DEFINED 01 0 0 625 ALEXION PHARMACEUTICALS INC COM 015351109 2101 170000 SH DEFINED 13 170000 0 0 ALFA CORP COM 015385107 336 29000 SH DEFINED 01 0 0 29000 ALKERMES INC COM 01642T108 842 92859 SH DEFINED 01 0 0 92859 ALLEN TELECOM INC COM 018091108 115 11796 SH DEFINED 01 11796 0 0 ALLERGAN INC COM 018490102 7559 110820 SH DEFINED 01 0 0 110820 ALLERGAN INC COM 018490102 3238 47470 SH DEFINED 06 0 47470 0 ALLERGAN INC COM 018490102 809 11700 SH DEFINED 15 11700 0 0 ALLETE INC COM 018522102 811 39086 SH DEFINED 01 0 0 39086 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 4324 150148 SH DEFINED 01 140 0 150008 ALLIANCE NATL MUN INCOME FD COM 01864U106 138 10121 SH DEFINED 01 0 0 10121 ALLIANCE WORLD DLR GV FD II COM 01879R106 1336 122086 SH DEFINED 01 0 0 122086 ALLIANCE WORLD DLR GV FD INC COM 018796102 130 11390 SH DEFINED 01 0 0 11390 ALLIANT ENERGY CORP COM 018802108 820 51053 SH DEFINED 01 0 0 51053 ALLIANT TECHSYSTEMS INC COM 018804104 469 8684 SH DEFINED 01 0 0 8684 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 571 115555 SH DEFINED 01 0 0 115555 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 185 37400 SH DEFINED 06 0 37400 0 ALLIED CAP CORP NEW COM 01903Q108 952 47648 SH DEFINED 01 0 0 47648 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 435 15863 SH DEFINED 01 0 0 15863 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1036 129766 SH DEFINED 01 0 0 129766 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 119 14900 SH DEFINED 06 0 14900 0 ALLOS THERAPEUTICS INC COM 019777101 570 135900 SH DEFINED 13 135900 0 0 ALLSTATE CORP COM 020002101 7586 228723 SH DEFINED 01 63087 0 165636 ALLSTATE CORP COM 020002101 1529 46100 SH DEFINED 06 0 46100 0 ALLSTATE CORP COM 020002101 102 3100 SH DEFINED 11 0 3100 0 ALLTEL CORP COM 020039103 8565 191365 SH DEFINED 01 98272 0 93093 ALLTEL CORP COM 020039103 2610 58300 SH DEFINED 06 0 58300 0 ALPHA TECHNOLOGIES GROUP INC COM 020781100 14 14300 SH DEFINED 01 0 0 14300 ALPHARMA INC CL A 020813101 1214 67724 SH DEFINED 01 0 0 67724 ALPHARMA INC CL A 020813101 419 23300 SH DEFINED 15 23300 0 0 ALTERA CORP COM 021441100 398 29416 SH DEFINED 01 0 0 29416 ALTERA CORP COM 021441100 2415 178347 SH DEFINED 06 0 178347 0 ALTRIA GROUP INC COM 02209S103 52908 1765979 SH DEFINED 01 920331 0 845648 ALTRIA GROUP INC COM 02209S103 8521 284400 SH DEFINED 06 0 284400 0 ALTRIA GROUP INC COM 02209S103 32506 1085000 SH DEFINED 11 1085000 0 0 ALTRIA GROUP INC COM 02209S103 179 5600 SH DEFINED 12 5600 0 0 ALTRIA GROUP INC COM 02209S103 2 100 SH DEFINED 16 0 0 100 ALZA CORP SDCV 7/2 02261WAB5 266 328000 SH DEFINED 01 12000 0 316000 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 758 907000 SH DEFINED 01 21000 0 886000 AMAZON COM INC COM 023135106 42481 1632022 SH DEFINED 01 1558814 0 73208 AMAZON COM INC COM 023135106 1441 55350 SH DEFINED 06 0 55350 0 AMAZON COM INC COM 023135106 553 20381 SH DEFINED 12 20381 0 0 AMBAC FINL GROUP INC COM 023139108 1171 23190 SH DEFINED 01 0 0 23190 AMBAC FINL GROUP INC COM 023139108 1783 35300 SH DEFINED 06 0 35300 0 AMEDISYS INC COM 023436108 183 40000 SH DEFINED 01 0 0 40000 AMERADA HESS CORP COM 023551104 3675 83040 SH DEFINED 01 72200 0 10840 AMERADA HESS CORP COM 023551104 279 6300 SH DEFINED 06 0 6300 0 AMERCO COM 023586100 103 25500 SH DEFINED 01 0 0 25500 AMEREN CORP COM 023608102 352 9018 SH DEFINED 01 0 0 9018 AMEREN CORP COM 023608102 398 10200 SH DEFINED 06 0 10200 0 AMERICA FIRST APT INV INC COM 02363X104 153 18000 SH DEFINED 01 0 0 18000 AMERICA ONLINE INC DEL NOTE 12/0 02364JAC8 971 1671000 SH DEFINED 01 10000 0 1661000 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 765 57242 SH DEFINED 01 12867 0 44375 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 4112 307590 SH DEFINED 06 0 307590 0 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1 99 SH DEFINED 16 0 0 99 AMCORE FINL INC COM 023912108 217 9992 SH DEFINED 01 0 0 9992 AMERICAN AXLE & MFG HLDGS IN COM 024061103 688 32736 SH DEFINED 01 0 0 32736 AMERICAN CAPITAL STRATEGIES COM 024937104 1644 73421 SH DEFINED 01 0 0 73421 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 150 10399 SH DEFINED 01 0 0 10399 AMERICAN ELEC PWR INC COM 025537101 3757 164445 SH DEFINED 01 7300 0 157145 AMERICAN ELEC PWR INC COM 025537101 596 26100 SH DEFINED 06 0 26100 0 AMERICAN EXPRESS CO COM 025816109 19857 597570 SH DEFINED 01 0 0 597570 AMERICAN EXPRESS CO COM 025816109 10485 315535 SH DEFINED 06 0 315535 0 AMERICAN EXPRESS CO COM 025816109 22 672 SH DEFINED 16 0 0 672 AMERICAN HEALTHWAYS INC COM 02649V104 364 19182 SH DEFINED 01 0 0 19182 AMERICAN HOME MTG HLDGS INC COM 02660M108 160 16000 SH DEFINED 01 0 0 16000 AMERICAN INCOME FD INC COM 02672T109 761 87446 SH DEFINED 01 0 0 87446 AMERICAN INTL GROUP INC NOTE 0.500% 5/1 026874AN7 41 45000 SH DEFINED 01 0 0 45000 AMERICAN INTL GROUP INC COM 026874107 54931 1110855 SH DEFINED 01 83063 0 1027792 AMERICAN INTL GROUP INC COM 026874107 22622 457471 SH DEFINED 06 0 457471 0 AMERICAN INTL GROUP INC COM 026874107 287 5822 SH DEFINED 11 0 5822 0 AMERICAN INTL GROUP INC COM 026874107 274 5498 SH DEFINED 12 5498 0 0 AMERICAN INTL GROUP INC COM 026874107 7 150 SH DEFINED 16 0 0 150 AMERICAN ITALIAN PASTA CO CL A 027070101 671 15515 SH DEFINED 01 0 0 15515 AMERICAN MGMT SYS INC COM 027352103 4382 362821 SH DEFINED 01 0 0 362821 AMERICAN MUN TERM TR INC III COM 027654102 557 52400 SH DEFINED 01 0 0 52400 AMERICAN NATL INS CO COM 028591105 2296 29473 SH DEFINED 01 0 0 29473 AMERICAN PHARMACEUTICALS PTN COM 02886P109 445 23250 SH DEFINED 01 0 0 23250 AMERICAN PHARMACEUTICALS PTN COM 02886P109 1196 56500 SH DEFINED 13 56500 0 0 AMERICAN RETIREMENT CORP COM 028913101 42 23000 SH DEFINED 01 0 0 23000 AMERICAN PWR CONVERSION CORP COM 029066107 5731 402523 SH DEFINED 01 0 0 402523 AMERICAN PWR CONVERSION CORP COM 029066107 1031 72400 SH DEFINED 06 0 72400 0 AMERICAN SELECT PORTFOLIO IN COM 029570108 246 18720 SH DEFINED 01 0 0 18720 AMERICAN STD COS INC DEL COM 029712106 2928 42588 SH DEFINED 01 0 0 42588 AMERICAN STD COS INC DEL COM 029712106 358 5200 SH DEFINED 06 0 5200 0 AMERICAN STS WTR CO COM 029899101 464 19424 SH DEFINED 01 0 0 19424 AMERICAN TOWER CORP CL A 029912201 724 131209 SH DEFINED 01 0 0 131209 AMERICAN TOWER CORP CL A 029912201 940 175800 SH DEFINED 15 175800 0 0 AMERICAN STRATEGIC INCOME II COM 03009T101 265 21415 SH DEFINED 01 0 0 21415 AMERN STRATEGIC INCOME PTFL COM 030099105 138 10495 SH DEFINED 01 0 0 10495 AMERICAN VANGUARD CORP COM 030371108 3367 134736 SH DEFINED 01 0 0 134736 AMERICREDIT CORP COM 03060R101 151 45910 SH DEFINED 01 0 0 45910 AMERUS GROUP CO COM 03072M108 144 5885 SH DEFINED 01 0 0 5885 AMERUS GROUP CO COM 03072M108 454 18500 SH DEFINED 06 0 18500 0 AMERISOURCEBERGEN CORP COM 03073E105 115 2197 SH DEFINED 01 0 0 2197 AMERISOURCEBERGEN CORP COM 03073E105 3622 69000 SH DEFINED 06 0 69000 0 AMERISOURCEBERGEN CORP COM 03073E105 806 15100 SH DEFINED 15 15100 0 0 AMERIGAS PARTNERS L P UNIT L P INT 030975106 1478 61586 SH DEFINED 01 0 0 61586 AMGEN INC NOTE 3/0 031162AE0 31 41000 SH DEFINED 01 0 0 41000 AMGEN INC COM 031162100 73526 1277606 SH DEFINED 01 73323 0 1204283 AMGEN INC COM 031162100 22528 391453 SH DEFINED 06 0 391453 0 AMGEN INC COM 031162100 25 450 SH DEFINED 11 0 450 0 AMGEN INC COM 031162100 25246 431139 SH DEFINED 13 431139 0 0 AMGEN INC COM 031162100 11 199 SH DEFINED 16 0 0 199 AMKOR TECHNOLOGY INC COM 031652100 357 69150 SH DEFINED 01 0 0 69150 AMSOUTH BANCORPORATION COM 032165102 5150 259083 SH DEFINED 01 0 0 259083 AMSOUTH BANCORPORATION COM 032165102 473 23800 SH DEFINED 06 0 23800 0 AMSURG CORP COM 03232P405 492 19533 SH DEFINED 01 0 0 19533 AMYLIN PHARMACEUTICALS INC COM 032346108 759 46900 SH DEFINED 01 500 0 46400 AMYLIN PHARMACEUTICALS INC COM 032346108 3339 205000 SH DEFINED 13 205000 0 0 AMVESCAP PLC SPONSORED ADR 03235E100 57 6259 SH DEFINED 01 0 0 6259 AMVESCAP PLC SPONSORED ADR 03235E100 441 48300 SH DEFINED 06 0 48300 0 ANADARKO PETE CORP DBCV 3/0 032511AP2 78 133000 SH DEFINED 01 22000 0 111000 ANADARKO PETE CORP COM 032511107 3839 84389 SH DEFINED 01 524 0 83865 ANADARKO PETE CORP COM 032511107 8032 176527 SH DEFINED 06 0 176527 0 ANADARKO PETE CORP COM 032511107 18 400 SH DEFINED 16 0 0 400 ANALOG DEVICES INC NOTE 4.750%10/0 032654AD7 222 220000 SH DEFINED 01 190000 0 30000 ANALOG DEVICES INC COM 032654105 2371 86222 SH DEFINED 01 0 0 86222 ANALOG DEVICES INC COM 032654105 630 22900 SH DEFINED 06 0 22900 0 ANALOG DEVICES INC COM 032654105 101 3700 SH DEFINED 11 0 3700 0 ANALOG DEVICES INC COM 032654105 655 22700 SH DEFINED 15 22700 0 0 ANAREN INC COM 032744104 12 1500 SH DEFINED 01 0 0 1500 ANAREN INC COM 032744104 479 54400 SH DEFINED 15 54400 0 0 ANDERSONS INC COM 034164103 831 65044 SH DEFINED 01 0 0 65044 ANDREW CORP COM 034425108 75 13808 SH DEFINED 01 0 0 13808 ANDRX CORP DEL ANDRX GROUP 034553107 277 23521 SH DEFINED 01 0 0 23521 ANGLO AMERN PLC ADR 03485P102 840 58788 SH DEFINED 01 83 0 58705 ANGIOTECH PHARMACEUTICALS IN COM 034918102 360 18100 SH DEFINED 01 0 0 18100 ANGLOGOLD LTD SPONSORED ADR 035128206 928 30779 SH DEFINED 01 0 0 30779 ANHEUSER BUSCH COS INC COM 035229103 18479 396481 SH DEFINED 01 2 0 396479 ANHEUSER BUSCH COS INC COM 035229103 3384 72600 SH DEFINED 06 0 72600 0 ANNALY MTG MGMT INC COM 035710409 4364 249848 SH DEFINED 01 0 0 249848 ANNTAYLOR STORES CORP COM 036115103 1387 67590 SH DEFINED 01 43411 0 24179 ANNTAYLOR STORES CORP COM 036115103 950 47000 SH DEFINED 15 47000 0 0 ANSOFT CORP COM 036384105 77 10275 SH DEFINED 01 0 0 10275 ANSYS INC COM 03662Q105 50 2118 SH DEFINED 01 1000 0 1118 ANSYS INC COM 03662Q105 270 11100 SH DEFINED 15 11100 0 0 ANTHEM INC COM 03674B104 5640 85134 SH DEFINED 01 0 0 85134 ANTHEM INC COM 03674B104 775 11700 SH DEFINED 06 0 11700 0 ANTHRACITE CAP INC COM 037023108 1436 125590 SH DEFINED 01 0 0 125590 ANTIGENICS INC DEL COM 037032109 485 58555 SH DEFINED 01 0 0 58555 ANTIGENICS INC DEL COM 037032109 1612 191300 SH DEFINED 13 191300 0 0 AON CORP COM 037389103 440 21311 SH DEFINED 01 0 0 21311 AON CORP COM 037389103 443 21400 SH DEFINED 06 0 21400 0 APACHE CORP COM 037411105 13289 215251 SH DEFINED 01 0 0 215251 APACHE CORP COM 037411105 6024 97572 SH DEFINED 06 0 97572 0 APARTMENT INVT & MGMT CO CL A 03748R101 916 25112 SH DEFINED 01 0 0 25112 APARTMENT INVT & MGMT CO CL A 03748R101 522 14300 SH DEFINED 06 0 14300 0 APCO ARGENTINA INC CAYMAN IS ORD 037489101 428 21000 SH DEFINED 01 0 0 21000 APHTON CORP COM 03759P101 41 16400 SH DEFINED 01 0 0 16400 APOGENT TECHNOLOGIES INC DEBT 2.250%10/1 03760AAE1 9 10000 SH DEFINED 01 0 0 10000 APOGENT TECHNOLOGIES INC COM 03760A101 935 64155 SH DEFINED 01 62500 0 1655 APOGENT TECHNOLOGIES INC COM 03760A101 2073 142200 SH DEFINED 06 0 142200 0 APOLLO GROUP INC CL A 037604105 1444 28948 SH DEFINED 01 0 0 28948 APOLLO GROUP INC CL A 037604105 1337 26800 SH DEFINED 06 0 26800 0 APOLLO GROUP INC COM UNV PHOENX 037604204 317 7435 SH DEFINED 01 0 0 7435 APPLE COMPUTER INC COM 037833100 2478 175306 SH DEFINED 01 23375 0 151931 APPLE COMPUTER INC COM 037833100 3276 231700 SH DEFINED 06 0 231700 0 APPLEBEES INTL INC COM 037899101 1389 49541 SH DEFINED 01 0 0 49541 APRIA HEALTHCARE GROUP INC COM 037933108 29 1250 SH DEFINED 01 0 0 1250 APRIA HEALTHCARE GROUP INC COM 037933108 951 40700 SH DEFINED 06 0 40700 0 APPLERA CORP COM AP BIO GRP 038020103 74 4705 SH DEFINED 01 0 0 4705 APPLERA CORP COM AP BIO GRP 038020103 231 14600 SH DEFINED 06 0 14600 0 APPLERA CORP COM CE GEN GRP 038020202 911 105793 SH DEFINED 01 0 0 105793 APPLIED MICRO CIRCUITS CORP COM 03822W109 68 20895 SH DEFINED 01 2300 0 18595 APPLIED MICRO CIRCUITS CORP COM 03822W109 81 24700 SH DEFINED 06 0 24700 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 5 1662 SH DEFINED 12 1662 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 16 5100 SH DEFINED 16 0 0 5100 APPLIED MATLS INC COM 038222105 9505 755631 SH DEFINED 01 25904 0 729727 APPLIED MATLS INC COM 038222105 3877 308187 SH DEFINED 06 0 308187 0 APPLIED MATLS INC COM 038222105 14 1190 SH DEFINED 11 0 1190 0 APPLIED MATLS INC COM 038222105 54 4117 SH DEFINED 12 4117 0 0 AQUILA INC COM 03840P102 816 392529 SH DEFINED 01 0 0 392529 ARADIGM CORP COM 038505103 66 53000 SH DEFINED 01 0 0 53000 ARCHER DANIELS MIDLAND CO COM 039483102 3110 287966 SH DEFINED 01 0 0 287966 ARCHER DANIELS MIDLAND CO COM 039483102 481 44550 SH DEFINED 06 0 44550 0 ARCHSTONE SMITH TR COM 039583109 706 32165 SH DEFINED 01 0 0 32165 ARCHSTONE SMITH TR COM 039583109 318 14500 SH DEFINED 06 0 14500 0 ARCTIC CAT INC COM 039670104 6 400 SH DEFINED 01 0 0 400 ARCTIC CAT INC COM 039670104 567 36300 SH DEFINED 06 0 36300 0 ARGONAUT TECHNOLOGIES INC COM 040175101 64 80000 SH DEFINED 13 80000 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 14 11225 SH DEFINED 01 0 0 11225 ARIBA INC COM 04033V104 96 34191 SH DEFINED 01 0 0 34191 ARIBA INC COM 04033V104 602 213300 SH DEFINED 06 0 213300 0 ARQULE INC COM 04269E107 92 38569 SH DEFINED 01 0 0 38569 ARQULE INC COM 04269E107 1468 587500 SH DEFINED 13 587500 0 0 ARROW INTL INC COM 042764100 712 17500 SH DEFINED 06 0 17500 0 ARVINMERITOR INC COM 043353101 136 9777 SH DEFINED 01 0 0 9777 ARVINMERITOR INC COM 043353101 467 33400 SH DEFINED 06 0 33400 0 ASCENTIAL SOFTWARE CORP COM 04362P108 37 13402 SH DEFINED 01 0 0 13402 ASHLAND INC COM 044204105 307 10366 SH DEFINED 01 0 0 10366 ASHLAND INC COM 044204105 18 600 SH DEFINED 06 0 600 0 ASIAINFO HLDGS INC COM 04518A104 94 23420 SH DEFINED 01 0 0 23420 ASPEN TECHNOLOGY INC COM 045327103 37 15800 SH DEFINED 01 15800 0 0 ASTEC INDS INC COM 046224101 82 14200 SH DEFINED 01 0 0 14200 ASTORIA FINL CORP COM 046265104 256 11025 SH DEFINED 01 60 0 10965 ASTRAZENECA PLC SPONSORED ADR 046353108 599 17483 SH DEFINED 01 10664 0 6819 ASTRAZENECA PLC SPONSORED ADR 046353108 403 11740 SH DEFINED 06 0 11740 0 ASTROPOWER INC COM 04644A101 91 21962 SH DEFINED 01 18300 0 3662 ATLANTIC COAST AIRLINES HLDG COM 048396105 229 36976 SH DEFINED 01 12676 0 24300 ATMEL CORP COM 049513104 229 143390 SH DEFINED 01 0 0 143390 ATMEL CORP COM 049513104 1 1000 SH DEFINED 16 0 0 1000 ATMOS ENERGY CORP COM 049560105 115 5410 SH DEFINED 01 0 0 5410 ATMOS ENERGY CORP COM 049560105 566 26600 SH DEFINED 06 0 26600 0 ATRIX LABS INC COM 04962L101 28 2000 SH DEFINED 01 0 0 2000 ATRIX LABS INC COM 04962L101 3815 270100 SH DEFINED 13 270100 0 0 AUDIOVOX CORP CL A 050757103 182 24700 SH DEFINED 01 0 0 24700 AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 052528304 834 15459 SH DEFINED 01 0 0 15459 AUTOBYTEL INC COM 05275N106 64 16050 SH DEFINED 01 0 0 16050 AUTOMATIC DATA PROCESSING IN COM 053015103 9407 305549 SH DEFINED 01 24288 0 281261 AUTOMATIC DATA PROCESSING IN COM 053015103 3162 102700 SH DEFINED 06 0 102700 0 AUTOMATIC DATA PROCESSING IN COM 053015103 269 8681 SH DEFINED 12 8681 0 0 AUTONATION INC COM 05329W102 112 8816 SH DEFINED 01 0 0 8816 AUTONATION INC COM 05329W102 245 19200 SH DEFINED 06 0 19200 0 AUTOZONE INC COM 053332102 2156 31379 SH DEFINED 01 0 0 31379 AUTOZONE INC COM 053332102 460 6700 SH DEFINED 06 0 6700 0 AVALONBAY CMNTYS INC COM 053484101 438 11878 SH DEFINED 01 0 0 11878 AVALONBAY CMNTYS INC COM 053484101 295 8000 SH DEFINED 06 0 8000 0 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 604 544977 SH DEFINED 01 0 0 544977 AVAYA INC COM 053499109 948 464911 SH DEFINED 01 4322 0 460589 AVAYA INC COM 053499109 51 25200 SH DEFINED 06 0 25200 0 AVAYA INC COM 053499109 0 66 SH DEFINED 16 0 0 66 AVENTIS SPONSORED ADR 053561106 1962 44459 SH DEFINED 01 0 0 44459 AVENTIS SPONSORED ADR 053561106 331 7500 SH DEFINED 06 0 7500 0 AVERY DENNISON CORP COM 053611109 3167 53985 SH DEFINED 01 4658 0 49327 AVERY DENNISON CORP COM 053611109 405 6900 SH DEFINED 06 0 6900 0 AVIALL INC NEW COM 05366B102 213 27635 SH DEFINED 01 0 0 27635 AVNET INC COM 053807103 291 27830 SH DEFINED 01 0 0 27830 AVON PRODS INC COM 054303102 10329 181067 SH DEFINED 01 36425 0 144642 AVON PRODS INC COM 054303102 867 15200 SH DEFINED 06 0 15200 0 AVON PRODS INC COM 054303102 32 575 SH DEFINED 11 0 575 0 AWARE INC MASS COM 05453N100 22 12200 SH DEFINED 01 0 0 12200 AXA SPONSORED ADR 054536107 175 14908 SH DEFINED 01 0 0 14908 AXA SPONSORED ADR 054536107 5485 465240 SH DEFINED 06 0 465240 0 BB&T CORP COM 054937107 3094 98449 SH DEFINED 01 0 0 98449 BB&T CORP COM 054937107 1678 53400 SH DEFINED 06 0 53400 0 B A S F A G SPONSORED ADR 055262505 54 1461 SH DEFINED 01 0 0 1461 B A S F A G SPONSORED ADR 055262505 5004 133930 SH DEFINED 06 0 133930 0 BCE INC COM 05534B109 291 15925 SH DEFINED 01 0 0 15925 BJS WHOLESALE CLUB INC COM 05548J106 460 40786 SH DEFINED 01 0 0 40786 BJ SVCS CO COM 055482103 100 2910 SH DEFINED 01 0 0 2910 BJ SVCS CO COM 055482103 340 9900 SH DEFINED 06 0 9900 0 BP PLC SPONSORED ADR 055622104 12663 328154 SH DEFINED 01 18178 0 309976 BP PLC SPONSORED ADR 055622104 1754 45440 SH DEFINED 06 0 45440 0 BP PLC SPONSORED ADR 055622104 96 2500 SH DEFINED 11 0 2500 0 BT GROUP PLC ADR 05577E101 315 12387 SH DEFINED 01 0 0 12387 BT GROUP PLC ADR 05577E101 1508 59286 SH DEFINED 06 0 59286 0 BMC SOFTWARE INC COM 055921100 544 36059 SH DEFINED 01 0 0 36059 BMC SOFTWARE INC COM 055921100 219 14500 SH DEFINED 06 0 14500 0 BTU INTL INC COM 056032105 30 17050 SH DEFINED 01 0 0 17050 BAKER HUGHES INC COM 057224107 4798 160313 SH DEFINED 01 24929 0 135384 BAKER HUGHES INC COM 057224107 643 21500 SH DEFINED 06 0 21500 0 BALDOR ELEC CO COM 057741100 302 14130 SH DEFINED 01 0 0 14130 BALDWIN TECHNOLOGY INC CL A 058264102 5 20000 SH DEFINED 01 0 0 20000 BALL CORP COM 058498106 207 3722 SH DEFINED 01 0 0 3722 BALL CORP COM 058498106 1721 30900 SH DEFINED 06 0 30900 0 BALLARD PWR SYS INC COM 05858H104 667 71094 SH DEFINED 01 0 0 71094 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 70 8455 SH DEFINED 01 0 0 8455 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 5820 699553 SH DEFINED 06 0 699553 0 BANCO SANTANDER CENT HISPANO ADR 05964H105 39 6135 SH DEFINED 01 0 0 6135 BANCO SANTANDER CENT HISPANO ADR 05964H105 155 24400 SH DEFINED 06 0 24400 0 BANCORPSOUTH INC COM 059692103 283 15410 SH DEFINED 01 0 0 15410 BANCORPSOUTH INC COM 059692103 576 31300 SH DEFINED 06 0 31300 0 BANCROFT CONV FD INC COM 059695106 442 24289 SH DEFINED 01 0 0 24289 BANK OF AMERICA CORPORATION COM 060505104 27731 414900 SH DEFINED 01 234273 0 180627 BANK OF AMERICA CORPORATION COM 060505104 16116 241114 SH DEFINED 06 0 241114 0 BANK OF AMERICA CORPORATION COM 060505104 86 1300 SH DEFINED 11 0 1300 0 BANK NEW YORK INC COM 064057102 20844 1016823 SH DEFINED 01 43102 0 973721 BANK NEW YORK INC COM 064057102 2705 131974 SH DEFINED 06 0 131974 0 BANK NEW YORK INC COM 064057102 7 370 SH DEFINED 16 0 0 370 BANK ONE CORP COM 06423A103 5884 169974 SH DEFINED 01 5055 0 164919 BANK ONE CORP COM 06423A103 8774 253450 SH DEFINED 06 0 253450 0 BANK ONE CORP COM 06423A103 30811 890000 SH DEFINED 11 890000 0 0 BANKATLANTIC BANCORP CL A 065908501 122 12465 SH DEFINED 01 0 0 12465 BANKNORTH GROUP INC NEW COM 06646R107 1066 48917 SH DEFINED 01 2562 0 46355 BANTA CORP COM 066821109 11 400 SH DEFINED 01 0 0 400 BANTA CORP COM 066821109 652 22100 SH DEFINED 06 0 22100 0 BARCLAYS PLC ADR 06738E204 57 2457 SH DEFINED 01 0 0 2457 BARCLAYS PLC ADR 06738E204 502 21500 SH DEFINED 06 0 21500 0 BARD C R INC COM 067383109 4021 63776 SH DEFINED 01 3413 0 60363 BARD C R INC COM 067383109 208 3300 SH DEFINED 06 0 3300 0 BARNES & NOBLE INC COM 067774109 625 32943 SH DEFINED 01 500 0 32443 BARNES GROUP INC COM 067806109 675 31900 SH DEFINED 06 0 31900 0 BARNESANDNOBLE COM INC CL A 067846105 20 13685 SH DEFINED 01 0 0 13685 BARRICK GOLD CORP COM 067901108 6138 394505 SH DEFINED 01 0 0 394505 BARRICK GOLD CORP COM 067901108 2 159 SH DEFINED 16 0 0 159 BARR LABS INC COM 068306109 790 13876 SH DEFINED 01 0 0 13876 BARR LABS INC COM 068306109 1427 25350 SH DEFINED 15 25350 0 0 BAUSCH & LOMB INC COM 071707103 1926 58586 SH DEFINED 01 8666 0 49920 BAUSCH & LOMB INC COM 071707103 128 3900 SH DEFINED 06 0 3900 0 BAXTER INTL INC DBCV 1.250% 6/0 071813AR0 84 85000 SH DEFINED 01 85000 0 0 BAXTER INTL INC COM 071813109 11673 626236 SH DEFINED 01 11070 0 615166 BAXTER INTL INC COM 071813109 746 40000 SH DEFINED 06 0 40000 0 BAXTER INTL INC COM 071813109 2585 135000 SH DEFINED 13 135000 0 0 BAXTER INTL INC CORP UNITS 7% 071813406 711 18463 SH DEFINED 01 100 0 18363 BAYER A G SPONSORED ADR 072730302 148 10869 SH DEFINED 01 0 0 10869 BAYER A G SPONSORED ADR 072730302 85 6200 SH DEFINED 06 0 6200 0 BEA SYS INC NOTE 4.000%12/1 073325AD4 18 20000 SH DEFINED 01 20000 0 0 BEA SYS INC COM 073325102 5406 533150 SH DEFINED 01 0 0 533150 BEA SYS INC COM 073325102 1393 136750 SH DEFINED 06 0 136750 0 BEA SYS INC COM 073325102 459 43708 SH DEFINED 12 43708 0 0 BEA SYS INC COM 073325102 2 234 SH DEFINED 16 0 0 234 BEAR STEARNS COS INC COM 073902108 755 11518 SH DEFINED 01 0 0 11518 BEAR STEARNS COS INC COM 073902108 5891 89800 SH DEFINED 06 0 89800 0 BEAZER HOMES USA INC COM 07556Q105 1486 25279 SH DEFINED 01 23125 0 2154 BEAZER HOMES USA INC COM 07556Q105 1006 17100 SH DEFINED 06 0 17100 0 BECTON DICKINSON & CO COM 075887109 1888 54838 SH DEFINED 01 4492 0 50346 BECTON DICKINSON & CO COM 075887109 2049 59500 SH DEFINED 06 0 59500 0 BED BATH & BEYOND INC COM 075896100 22524 652139 SH DEFINED 01 0 0 652139 BED BATH & BEYOND INC COM 075896100 5487 158851 SH DEFINED 06 0 158851 0 BED BATH & BEYOND INC COM 075896100 20 596 SH DEFINED 16 0 0 596 BELLSOUTH CORP COM 079860102 4287 197868 SH DEFINED 01 4781 0 193087 BELLSOUTH CORP COM 079860102 7385 340800 SH DEFINED 06 0 340800 0 BEMA GOLD CORP COM 08135F107 18 15800 SH DEFINED 01 0 0 15800 BEMIS INC COM 081437105 493 11743 SH DEFINED 01 0 0 11743 BEMIS INC COM 081437105 160 3800 SH DEFINED 06 0 3800 0 BERKLEY W R CORP COM 084423102 817 19068 SH DEFINED 01 8223 0 10845 BERKSHIRE HATHAWAY INC DEL CL B 084670207 22600 10576 SH DEFINED 01 1806 0 8770 BERKSHIRE HATHAWAY INC DEL CL B 084670207 752 352 SH DEFINED 06 0 352 0 BERRY PETE CO CL A 085789105 658 43900 SH DEFINED 06 0 43900 0 BEST BUY INC DBCV 0.684% 6/2 086516AD3 36 53000 SH DEFINED 01 0 0 53000 BEST BUY INC COM 086516101 1288 47793 SH DEFINED 01 0 0 47793 BEST BUY INC COM 086516101 1971 73085 SH DEFINED 06 0 73085 0 BEVERLY ENTERPRISES INC COM NEW 087851309 28 13900 SH DEFINED 01 0 0 13900 BHP BILLITON LTD SPONSORED ADR 088606108 146 13242 SH DEFINED 01 0 0 13242 BHP BILLITON LTD SPONSORED ADR 088606108 468 42200 SH DEFINED 06 0 42200 0 BHP BILLITON LTD SPONSORED ADR 088606108 2 181 SH DEFINED 16 0 0 181 BIO RAD LABS INC CL A 090572207 7 200 SH DEFINED 01 0 0 200 BIO RAD LABS INC CL A 090572207 656 18100 SH DEFINED 15 18100 0 0 BIO TECHNOLOGY GEN CORP COM 090578105 11 4300 SH DEFINED 01 0 0 4300 BIO TECHNOLOGY GEN CORP COM 090578105 3402 1228500 SH DEFINED 13 1228500 0 0 BIOGEN INC COM 090597105 867 28948 SH DEFINED 01 0 0 28948 BIOGEN INC COM 090597105 294 9800 SH DEFINED 06 0 9800 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 140 12387 SH DEFINED 01 0 0 12387 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1586 139700 SH DEFINED 06 0 139700 0 BIOMET INC COM 090613100 2301 75099 SH DEFINED 01 0 0 75099 BIOMET INC COM 090613100 497 16200 SH DEFINED 06 0 16200 0 BIOPURE CORP CL A 09065H105 43 12922 SH DEFINED 01 0 0 12922 BIOPURE CORP CL A 09065H105 128 46400 SH DEFINED 13 46400 0 0 BIOSPHERE MEDICAL INC COM 09066V103 924 196800 SH DEFINED 01 0 0 196800 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 428 4600 SH DEFINED 01 0 0 4600 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 5344 56500 SH DEFINED 13 56500 0 0 BIOVAIL CORP COM 09067J109 2819 70717 SH DEFINED 01 0 0 70717 BIOVAIL CORP COM 09067J109 1914 48000 SH DEFINED 06 0 48000 0 BLACK & DECKER CORP COM 091797100 429 12308 SH DEFINED 01 0 0 12308 BLACK & DECKER CORP COM 091797100 2472 70900 SH DEFINED 06 0 70900 0 BLACK HILLS CORP COM 092113109 1167 42460 SH DEFINED 01 0 0 42460 BLACKROCK ADVANTAGE TERM TR COM 09247A101 1548 130681 SH DEFINED 01 0 0 130681 BLACKROCK INVT QUALITY MUN T COM 09247D105 620 45254 SH DEFINED 01 0 0 45254 BLACKROCK INCOME TR INC COM 09247F100 1193 151097 SH DEFINED 01 0 0 151097 BLACKROCK INVT QUALITY TERM COM 09247J102 886 93607 SH DEFINED 01 0 0 93607 BLACKROCK INSD MUN 2008 TRM COM 09247K109 1391 82320 SH DEFINED 01 0 0 82320 BLACKROCK MUN TARGET TERM TR COM 09247M105 531 48739 SH DEFINED 01 0 0 48739 BLACKROCK BROAD INVT GRD 200 COM 09247Q106 899 55063 SH DEFINED 01 0 0 55063 BLACKROCK INC CL A 09247X101 11705 268849 SH DEFINED 01 0 0 268849 BLACKROCK INCOME OPP TRUST I COM 092475102 211 19433 SH DEFINED 01 0 0 19433 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 133 10000 SH DEFINED 01 0 0 10000 BLACKROCK STRTGC BOND TR COM 09249G106 827 57865 SH DEFINED 01 0 0 57865 BLACKROCK CA MUN INCOME TR I COM 09249S100 292 21416 SH DEFINED 01 0 0 21416 BLACKROCK FL INS MUN INC TR COM 09250G102 200 13933 SH DEFINED 01 0 0 13933 BLOCK H & R INC COM 093671105 2563 60042 SH DEFINED 01 0 0 60042 BLOCK H & R INC COM 093671105 1793 42000 SH DEFINED 06 0 42000 0 BLOCK H & R INC COM 093671105 17 406 SH DEFINED 16 0 0 406 BLOCKBUSTER INC CL A 093679108 789 46171 SH DEFINED 01 13115 0 33056 BLUEGREEN CORP COM 096231105 262 74077 SH DEFINED 01 0 0 74077 BOB EVANS FARMS INC COM 096761101 88 3689 SH DEFINED 01 0 0 3689 BOB EVANS FARMS INC COM 096761101 631 26200 SH DEFINED 06 0 26200 0 BOEING CO COM 097023105 3250 129726 SH DEFINED 01 4106 0 125620 BOEING CO COM 097023105 5939 236975 SH DEFINED 06 0 236975 0 BOEING CO COM 097023105 3 150 SH DEFINED 16 0 0 150 BOISE CASCADE CORP COM 097383103 313 14368 SH DEFINED 01 0 0 14368 BOISE CASCADE CORP COM 097383103 390 17500 SH DEFINED 15 17500 0 0 BORG WARNER INC COM 099724106 995 20811 SH DEFINED 01 0 0 20811 BOSTON PROPERTIES INC COM 101121101 1446 38166 SH DEFINED 01 0 0 38166 BOSTON PROPERTIES INC COM 101121101 341 9000 SH DEFINED 06 0 9000 0 BOSTON PROPERTIES INC COM 101121101 390 10247 SH DEFINED 12 10247 0 0 BOSTON SCIENTIFIC CORP COM 101137107 12658 310568 SH DEFINED 01 0 0 310568 BOSTON SCIENTIFIC CORP COM 101137107 2069 50765 SH DEFINED 06 0 50765 0 BOSTON SCIENTIFIC CORP COM 101137107 594 14200 SH DEFINED 15 14200 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3 95 SH DEFINED 16 0 0 95 BOWATER INC COM 102183100 973 26192 SH DEFINED 01 0 0 26192 BOYKIN LODGING CO COM 103430104 99 13452 SH DEFINED 01 0 0 13452 BRANDPARTNERS GROUP INC COM 10531R107 1 10000 SH DEFINED 01 0 0 10000 BRINKER INTL INC COM 109641100 5 191 SH DEFINED 01 0 0 191 BRINKER INTL INC COM 109641100 881 28900 SH DEFINED 06 0 28900 0 BRISTOL MYERS SQUIBB CO COM 110122108 22381 1059243 SH DEFINED 01 224360 0 834883 BRISTOL MYERS SQUIBB CO COM 110122108 2703 127900 SH DEFINED 06 0 127900 0 BRISTOL MYERS SQUIBB CO COM 110122108 69 3300 SH DEFINED 11 0 3300 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 39 2140 SH DEFINED 01 0 0 2140 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2946 158378 SH DEFINED 06 0 158378 0 BRITISH SKY BROADCASTING GRO SPONSORED ADR 111013108 695 17573 SH DEFINED 01 0 0 17573 BROADCOM CORP CL A 111320107 1647 133431 SH DEFINED 01 21814 0 111617 BROADCOM CORP CL A 111320107 1436 116300 SH DEFINED 06 0 116300 0 BROADCOM CORP CL A 111320107 614 47700 SH DEFINED 15 47700 0 0 BROADWING INC COM 111620100 89 22497 SH DEFINED 01 0 0 22497 BROCADE COMMUNICATIONS SYS I NOTE 2.000% 1/0 111621AB4 19 25000 SH DEFINED 01 0 0 25000 BROCADE COMMUNICATIONS SYS I COM 111621108 908 186090 SH DEFINED 01 0 0 186090 BROCADE COMMUNICATIONS SYS I COM 111621108 44 9000 SH DEFINED 06 0 9000 0 BROCADE COMMUNICATIONS SYS I COM 111621108 14 2918 SH DEFINED 12 2918 0 0 BROOKS AUTOMATION INC COM 114340102 12 1297 SH DEFINED 01 0 0 1297 BROOKS AUTOMATION INC COM 114340102 733 75780 SH DEFINED 06 0 75780 0 BROWN & BROWN INC COM 115236101 864 27618 SH DEFINED 01 0 0 27618 BROWN FORMAN CORP CL B 115637209 158 2057 SH DEFINED 01 0 0 2057 BROWN FORMAN CORP CL B 115637209 308 4000 SH DEFINED 06 0 4000 0 BROWN SHOE INC NEW COM 115736100 0 36 SH DEFINED 01 0 0 36 BROWN SHOE INC NEW COM 115736100 587 21700 SH DEFINED 06 0 21700 0 BRUKER DALTONICS INC COM 116795105 412 137967 SH DEFINED 01 0 0 137967 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1897 52790 SH DEFINED 01 1000 0 51790 BUCKEYE TECHNOLOGIES INC COM 118255108 219 46224 SH DEFINED 01 0 0 46224 BURLINGTON COAT FACTORY COM 121579106 551 33800 SH DEFINED 06 0 33800 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 2937 117977 SH DEFINED 01 15805 0 102172 BURLINGTON NORTHN SANTA FE C COM 12189T104 595 23900 SH DEFINED 06 0 23900 0 BURLINGTON RES INC COM 122014103 2694 56473 SH DEFINED 01 0 0 56473 BURLINGTON RES INC COM 122014103 601 12600 SH DEFINED 06 0 12600 0 BUTLER MFG CO DEL COM 123655102 82 5000 SH DEFINED 01 0 0 5000 BUTLER MFG CO DEL COM 123655102 251 15300 SH DEFINED 06 0 15300 0 CBL & ASSOC PPTYS INC COM 124830100 637 15700 SH DEFINED 06 0 15700 0 CEC ENTMT INC COM 125137109 1083 39800 SH DEFINED 06 0 39800 0 CH ENERGY GROUP INC COM 12541M102 66 1603 SH DEFINED 01 0 0 1603 CH ENERGY GROUP INC COM 12541M102 642 15400 SH DEFINED 06 0 15400 0 CIGNA CORP COM 125509109 1391 30445 SH DEFINED 01 0 0 30445 CIGNA CORP COM 125509109 439 9600 SH DEFINED 06 0 9600 0 CIT GROUP INC COM 125581108 2627 155832 SH DEFINED 01 0 0 155832 CIT GROUP INC COM 125581108 1593 94460 SH DEFINED 06 0 94460 0 CKE RESTAURANTS INC NOTE 4.250% 3/1 12561EAB1 69 73000 SH DEFINED 01 73000 0 0 CLECO CORP NEW COM 12561W105 173 13839 SH DEFINED 01 0 0 13839 CMGI INC COM 125750109 61 79453 SH DEFINED 01 0 0 79453 CMS ENERGY CORP COM 125896100 623 141391 SH DEFINED 01 7321 0 134070 CNF INC COM 12612W104 177 5813 SH DEFINED 01 0 0 5813 CNF INC COM 12612W104 73 2400 SH DEFINED 06 0 2400 0 CP HOLDRS DEP RCPTS CP 12616K106 230 5191 SH DEFINED 01 0 0 5191 CRH PLC ADR 12626K203 6 426 SH DEFINED 01 0 0 426 CRH PLC ADR 12626K203 475 33000 SH DEFINED 06 0 33000 0 CSX CORP COM 126408103 2223 77963 SH DEFINED 01 0 0 77963 CSX CORP COM 126408103 405 14200 SH DEFINED 06 0 14200 0 CVS CORP COM 126650100 8973 376256 SH DEFINED 01 0 0 376256 CVS CORP COM 126650100 2034 85300 SH DEFINED 06 0 85300 0 CVS CORP COM 126650100 50 2125 SH DEFINED 11 0 2125 0 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 1082 327117 SH DEFINED 01 0 0 327117 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 18 5400 SH DEFINED 06 0 5400 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1997 105201 SH DEFINED 01 0 0 105201 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 50 2657 SH DEFINED 06 0 2657 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 214 11128 SH DEFINED 12 11128 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1635 38993 SH DEFINED 01 0 0 38993 CABOT OIL & GAS CORP COM 127097103 81 3400 SH DEFINED 01 0 0 3400 CABOT OIL & GAS CORP COM 127097103 698 29100 SH DEFINED 06 0 29100 0 CACI INTL INC CL A 127190304 749 22468 SH DEFINED 01 0 0 22468 CACI INTL INC CL A 127190304 961 28800 SH DEFINED 06 0 28800 0 CADBURY SCHWEPPES PLC ADR 127209302 1241 57120 SH DEFINED 01 0 0 57120 CADENCE DESIGN SYSTEM INC COM 127387108 1025 102503 SH DEFINED 01 0 0 102503 CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 2343 145485 SH DEFINED 01 0 0 145485 CALGON CARBON CORP COM 129603106 81 16640 SH DEFINED 01 0 0 16640 CALIFORNIA AMPLIFIER INC COM 129900106 184 48400 SH DEFINED 01 0 0 48400 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 23 1000 SH DEFINED 01 0 0 1000 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 280 12200 SH DEFINED 15 12200 0 0 CALIPER TECHNOLOGIES CORP COM 130876105 32 9250 SH DEFINED 01 0 0 9250 CALIPER TECHNOLOGIES CORP COM 130876105 1779 490500 SH DEFINED 13 490500 0 0 CALPINE CORP COM 131347106 1112 337187 SH DEFINED 01 0 0 337187 CALPINE CORP COM 131347106 88 26700 SH DEFINED 06 0 26700 0 CAMDEN PPTY TR SH BEN INT 133131102 713 22022 SH DEFINED 01 0 0 22022 CAMDEN PPTY TR SH BEN INT 133131102 172 5300 SH DEFINED 06 0 5300 0 CAMPBELL SOUP CO COM 134429109 746 35548 SH DEFINED 01 0 0 35548 CAMPBELL SOUP CO COM 134429109 1638 78000 SH DEFINED 06 0 78000 0 CANADA SOUTHN PETE LTD LTD VTG SH 135231108 41 15300 SH DEFINED 01 0 0 15300 CANADIAN NATL RY CO COM 136375102 257 6011 SH DEFINED 01 0 0 6011 CANADIAN NATL RY CO COM 136375102 347 8111 SH DEFINED 06 0 8111 0 CANADIAN PAC RY LTD COM 13645T100 2348 111344 SH DEFINED 01 0 0 111344 CANADIAN PAC RY LTD COM 13645T100 94 4500 SH DEFINED 11 0 4500 0 CANON INC ADR 138006309 537 15308 SH DEFINED 01 9733 0 5575 CANON INC ADR 138006309 1197 34100 SH DEFINED 06 0 34100 0 CAPITAL ONE FINL CORP COM 14040H105 3167 105559 SH DEFINED 01 0 0 105559 CAPITAL ONE FINL CORP COM 14040H105 921 30700 SH DEFINED 06 0 30700 0 CAPITAL TRUST INC MD COM 14052H100 57 10000 SH DEFINED 01 0 0 10000 CAPSTONE TURBINE CORP COM 14067D102 8 12027 SH DEFINED 01 7 0 12020 CARDIAC SCIENCE INC COM NEW 141410209 183 80508 SH DEFINED 01 8 0 80500 CARDINAL HEALTH INC COM 14149Y108 10916 191622 SH DEFINED 01 0 0 191622 CARDINAL HEALTH INC COM 14149Y108 5559 97580 SH DEFINED 06 0 97580 0 CARDINAL HEALTH INC COM 14149Y108 27 490 SH DEFINED 11 0 490 0 CARDINAL HEALTH INC COM 14149Y108 12 226 SH DEFINED 16 0 0 226 CARDIOGENESIS CORP COM 14159W109 334 1077650 SH DEFINED 01 0 0 1077650 CARDIODYNAMICS INTL CORP COM 141597104 150 49690 SH DEFINED 01 0 0 49690 CAREER EDUCATION CORP COM 141665109 23161 473466 SH DEFINED 01 462832 0 10634 CAREMARK RX INC COM 141705103 10867 598755 SH DEFINED 01 422239 0 176516 CAREMARK RX INC COM 141705103 3240 178518 SH DEFINED 06 0 178518 0 CAREMARK RX INC COM 141705103 2266 121500 SH DEFINED 15 121500 0 0 CARLISLE COS INC COM 142339100 529 13085 SH DEFINED 01 0 0 13085 CARMAX INC COM 143130102 144 9948 SH DEFINED 01 0 0 9948 CARMAX INC COM 143130102 107 7576 SH DEFINED 12 7576 0 0 CARNIVAL CORP COM 143658102 2580 107029 SH DEFINED 01 29770 0 77259 CARNIVAL CORP COM 143658102 5475 227070 SH DEFINED 06 0 227070 0 CARNIVAL CORP COM 143658102 169 7045 SH DEFINED 11 0 7045 0 CARRAMERICA RLTY CORP COM 144418100 175 6915 SH DEFINED 01 0 0 6915 CARRAMERICA RLTY CORP COM 144418100 165 6500 SH DEFINED 06 0 6500 0 CASCADE CORP COM 147195101 484 33670 SH DEFINED 01 0 0 33670 CASEYS GEN STORES INC COM 147528103 13 1100 SH DEFINED 01 0 0 1100 CASEYS GEN STORES INC COM 147528103 612 51400 SH DEFINED 06 0 51400 0 CASH AMER INTL INC COM 14754D100 332 35100 SH DEFINED 01 0 0 35100 CASTLE CONV FD INC COM 148443104 874 41647 SH DEFINED 01 0 0 41647 CATELLUS DEV CORP COM 149111106 86 4108 SH DEFINED 01 0 0 4108 CATELLUS DEV CORP COM 149111106 246 11700 SH DEFINED 06 0 11700 0 CATERPILLAR INC DEL COM 149123101 45298 920704 SH DEFINED 01 688510 0 232194 CATERPILLAR INC DEL COM 149123101 3950 80287 SH DEFINED 06 0 80287 0 CATERPILLAR INC DEL COM 149123101 7 150 SH DEFINED 16 0 0 150 CATO CORP NEW CL A 149205106 1 100 SH DEFINED 01 100 0 0 CATO CORP NEW CL A 149205106 655 34400 SH DEFINED 06 0 34400 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 619 24820 SH DEFINED 01 0 0 24820 CELL GENESYS INC COM 150921104 2672 361658 SH DEFINED 01 0 0 361658 CELL THERAPEUTICS INC COM 150934107 102 12417 SH DEFINED 01 0 0 12417 CELL THERAPEUTICS INC COM 150934107 856 100300 SH DEFINED 13 100300 0 0 CELESTICA INC SUB VTG SHS 15101Q108 449 39285 SH DEFINED 01 0 0 39285 CELESTICA INC SUB VTG SHS 15101Q108 224 19600 SH DEFINED 06 0 19600 0 CELGENE CORP COM 151020104 361 13859 SH DEFINED 01 0 0 13859 CELGENE CORP COM 151020104 2 100 SH DEFINED 16 0 0 100 CELL PATHWAYS INC NEW COM 15114R101 32 34250 SH DEFINED 01 10600 0 23650 CELLTECH GROUP PLC SPONSORED ADR 151158102 230 26500 SH DEFINED 06 0 26500 0 CENDANT CORP DEBT 2/1 151313AF0 29 45000 SH DEFINED 01 17000 0 28000 CENDANT CORP DBCV 3.875%11/2 151313AN3 41 41000 SH DEFINED 01 8000 0 33000 CENDANT CORP COM 151313103 5877 462828 SH DEFINED 01 4268 0 458560 CENDANT CORP COM 151313103 4975 391720 SH DEFINED 06 0 391720 0 CENDANT CORP COM 151313103 956 73158 SH DEFINED 12 73158 0 0 CENTERPOINT ENERGY INC COM 15189T107 184 26100 SH DEFINED 01 0 0 26100 CENTERPOINT ENERGY INC COM 15189T107 157 22200 SH DEFINED 06 0 22200 0 CENTEX CORP COM 152312104 1227 22577 SH DEFINED 01 0 0 22577 CENTEX CORP COM 152312104 234 4300 SH DEFINED 06 0 4300 0 CENTRAL GARDEN & PET CO COM 153527106 357 16500 SH DEFINED 01 16500 0 0 CENTRAL PKG CORP COM 154785109 625 62550 SH DEFINED 01 0 0 62550 CENTRAL SECS CORP COM 155123102 1793 116150 SH DEFINED 01 0 0 116150 CEPHEID COM 15670R107 139 33345 SH DEFINED 01 0 0 33345 CEPHEID COM 15670R107 1715 419435 SH DEFINED 13 419435 0 0 CENTURYTEL INC COM 156700106 6923 250843 SH DEFINED 01 243397 0 7446 CENTURYTEL INC COM 156700106 2692 97545 SH DEFINED 06 0 97545 0 CEPHALON INC COM 156708109 930 23307 SH DEFINED 01 0 0 23307 CEPHALON INC COM 156708109 760 18500 SH DEFINED 13 18500 0 0 CERIDIAN CORP NEW COM 156779100 8 600 SH DEFINED 01 0 0 600 CERIDIAN CORP NEW COM 156779100 672 48100 SH DEFINED 06 0 48100 0 CERIDIAN CORP NEW COM 156779100 440 31100 SH DEFINED 15 31100 0 0 CERNER CORP COM 156782104 768 23737 SH DEFINED 01 0 0 23737 CERTEGY INC COM 156880106 173 6880 SH DEFINED 01 0 0 6880 CERTEGY INC COM 156880106 2087 82805 SH DEFINED 06 0 82805 0 CHARLES & COLVARD LTD COM 159765106 112 25950 SH DEFINED 01 0 0 25950 CHARLES RIV LABS INTL INC COM 159864107 310 12163 SH DEFINED 01 12163 0 0 CHARTER ONE FINL INC COM 160903100 1181 42704 SH DEFINED 01 0 0 42704 CHARTER ONE FINL INC COM 160903100 1659 59983 SH DEFINED 06 0 59983 0 CHARTER ONE FINL INC COM 160903100 83 3009 SH DEFINED 11 0 3009 0 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 3000 170759 SH DEFINED 01 0 0 170759 CHARTER COMMUNICATIONS INC D CL A 16117M107 115 138560 SH DEFINED 01 0 0 138560 CHECKFREE CORP NEW COM 162813109 512 22788 SH DEFINED 01 0 0 22788 CHECKFREE CORP NEW COM 162813109 65 2900 SH DEFINED 06 0 2900 0 CHECKFREE CORP NEW COM 162813109 238 10600 SH DEFINED 15 10600 0 0 CHELSEA PPTY GROUP INC COM 163421100 824 22126 SH DEFINED 01 0 0 22126 CHELSEA PPTY GROUP INC COM 163421100 153 4100 SH DEFINED 06 0 4100 0 CHEMED CORP COM 163596109 574 18100 SH DEFINED 06 0 18100 0 CHESAPEAKE ENERGY CORP COM 165167107 301 38390 SH DEFINED 01 0 0 38390 CHEVRONTEXACO CORP COM 166764100 16961 262360 SH DEFINED 01 18636 0 243724 CHEVRONTEXACO CORP COM 166764100 9779 151268 SH DEFINED 06 0 151268 0 CHICAGO MERCANTILE HLDGS INC CL A 167760107 1245 25861 SH DEFINED 01 1156 0 24705 CHICOS FAS INC COM 168615102 1240 62026 SH DEFINED 01 0 0 62026 CHINA FD INC COM 169373107 244 14612 SH DEFINED 01 0 0 14612 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 17 900 SH DEFINED 01 0 0 900 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 5312 267750 SH DEFINED 06 0 267750 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 347 19353 SH DEFINED 01 0 0 19353 CHINA UNICOM LTD SPONSORED ADR 16945R104 174 31537 SH DEFINED 01 0 0 31537 CHIPPAC INC CL A 169657103 163 45672 SH DEFINED 15 45672 0 0 CHIRON CORP COM 170040109 8167 217803 SH DEFINED 01 200501 0 17302 CHIRON CORP COM 170040109 480 12800 SH DEFINED 06 0 12800 0 CHIRON CORP COM 170040109 1764 46000 SH DEFINED 13 46000 0 0 CHROMAVISION MED SYS INC COM 17111P104 14 13000 SH DEFINED 01 0 0 13000 CHUBB CORP COM 171232101 897 20248 SH DEFINED 01 2489 0 17759 CHUBB CORP COM 171232101 510 11500 SH DEFINED 06 0 11500 0 CHURCH & DWIGHT INC COM 171340102 442 14580 SH DEFINED 01 0 0 14580 CHURCHILL DOWNS INC COM 171484108 479 14100 SH DEFINED 01 0 0 14100 CIENA CORP COM 171779101 748 171329 SH DEFINED 01 0 0 171329 CIENA CORP COM 171779101 146 33337 SH DEFINED 06 0 33337 0 CIMA LABS INC COM 171796105 243 11223 SH DEFINED 01 0 0 11223 CIMA LABS INC COM 171796105 415 18700 SH DEFINED 15 18700 0 0 CIMAREX ENERGY CO COM 171798101 391 20104 SH DEFINED 01 0 0 20104 CINCINNATI FINL CORP COM 172062101 1566 44664 SH DEFINED 01 0 0 44664 CINCINNATI FINL CORP COM 172062101 368 10500 SH DEFINED 06 0 10500 0 CINERGY CORP COM 172474108 6560 194957 SH DEFINED 01 0 0 194957 CINERGY CORP COM 172474108 555 16500 SH DEFINED 06 0 16500 0 CIPRICO INC COM 172529109 43 10487 SH DEFINED 01 0 0 10487 CIRCUIT CITY STORE INC COM 172737108 297 57119 SH DEFINED 01 0 0 57119 CIRCUIT CITY STORE INC COM 172737108 81 15500 SH DEFINED 06 0 15500 0 CISCO SYS INC COM 17275R102 62049 4780363 SH DEFINED 01 387161 0 4393202 CISCO SYS INC COM 17275R102 15140 1173666 SH DEFINED 06 0 1173666 0 CISCO SYS INC COM 17275R102 347 26775 SH DEFINED 11 0 26775 0 CISCO SYS INC COM 17275R102 663 50159 SH DEFINED 12 50159 0 0 CISCO SYS INC COM 17275R102 11 876 SH DEFINED 16 0 0 876 CISCO SYS INC PUT 17275R9MB 194 15000 SH PUT DEFINED 01 0 0 150 CINTAS CORP COM 172908105 2327 70733 SH DEFINED 01 0 0 70733 CINTAS CORP COM 172908105 378 11500 SH DEFINED 06 0 11500 0 CITIGROUP INC COM 172967101 93766 2721824 SH DEFINED 01 190179 0 2531645 CITIGROUP INC COM 172967101 30633 889212 SH DEFINED 06 0 889212 0 CITIGROUP INC COM 172967101 500 14517 SH DEFINED 11 0 14517 0 CITIGROUP INC COM 172967101 99 2889 SH DEFINED 16 0 0 2889 CITIZENS COMMUNICATIONS CO COM 17453B101 25 2568 SH DEFINED 01 0 0 2568 CITIZENS COMMUNICATIONS CO COM 17453B101 179 17900 SH DEFINED 06 0 17900 0 CITRIX SYS INC COM 177376100 670 50913 SH DEFINED 01 0 0 50913 CITRIX SYS INC COM 177376100 174 13200 SH DEFINED 06 0 13200 0 CITY HLDG CO COM 177835105 1153 42147 SH DEFINED 01 0 0 42147 CLAIRES STORES INC COM 179584107 32 1377 SH DEFINED 01 0 0 1377 CLAIRES STORES INC COM 179584107 609 25800 SH DEFINED 06 0 25800 0 CLARCOR INC COM 179895107 36 1017 SH DEFINED 01 0 0 1017 CLARCOR INC COM 179895107 749 20700 SH DEFINED 06 0 20700 0 CLAYTON HOMES INC COM 184190106 128 11612 SH DEFINED 01 0 0 11612 CLEAR CHANNEL COMMUNICATIONS NOTE 2.625% 4/0 184502AB8 24 25000 SH DEFINED 01 25000 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 15418 454569 SH DEFINED 01 21328 0 433241 CLEAR CHANNEL COMMUNICATIONS COM 184502102 5890 173650 SH DEFINED 06 0 173650 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 19 570 SH DEFINED 11 0 570 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 19 563 SH DEFINED 16 0 0 563 CLOROX CO DEL COM 189054109 7967 172567 SH DEFINED 01 38623 0 133944 CLOROX CO DEL COM 189054109 4834 104695 SH DEFINED 06 0 104695 0 COACH INC COM 189754104 7276 189830 SH DEFINED 01 0 0 189830 COACH INC COM 189754104 908 23700 SH DEFINED 06 0 23700 0 COACH INC COM 189754104 3 94 SH DEFINED 16 0 0 94 COCA COLA CO COM 191216100 44522 1099876 SH DEFINED 01 41287 0 1058589 COCA COLA CO COM 191216100 15318 378403 SH DEFINED 06 0 378403 0 COCA COLA CO COM 191216100 227 5610 SH DEFINED 11 0 5610 0 COCA COLA CO COM 191216100 11 295 SH DEFINED 16 0 0 295 COCA COLA ENTERPRISES INC COM 191219104 1152 61673 SH DEFINED 01 0 0 61673 COCA COLA ENTERPRISES INC COM 191219104 555 29700 SH DEFINED 06 0 29700 0 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 185 10806 SH DEFINED 01 0 0 10806 COEUR D ALENE MINES CORP IDA COM 192108108 109 77435 SH DEFINED 01 1 0 77434 COGNEX CORP COM 192422103 1937 91490 SH DEFINED 01 0 0 91490 COGNEX CORP COM 192422103 30 1400 SH DEFINED 06 0 1400 0 COGNOS INC COM 19244C109 413 18219 SH DEFINED 01 0 0 18219 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 209 3117 SH DEFINED 01 242 0 2875 COHEN & STEERS TOTAL RETURN COM 19247R103 373 25373 SH DEFINED 01 0 0 25373 COHEN & STEERS PREM INC RLTY COM 19247V104 145 10100 SH DEFINED 01 0 0 10100 COHEN & STEERS ADV INC RLTY COM 19247W102 1202 79754 SH DEFINED 01 0 0 79754 COHERENT INC COM 192479103 203 10850 SH DEFINED 01 0 0 10850 COLGATE PALMOLIVE CO COM 194162103 27515 505432 SH DEFINED 01 0 0 505432 COLGATE PALMOLIVE CO COM 194162103 14144 259800 SH DEFINED 06 0 259800 0 COLGATE PALMOLIVE CO COM 194162103 212 3900 SH DEFINED 11 0 3900 0 COLGATE PALMOLIVE CO COM 194162103 5 100 SH DEFINED 16 0 0 100 COLONIAL INTER HIGH INCOME F SH BEN INT 195763107 167 52181 SH DEFINED 01 0 0 52181 COLUMBIA SPORTSWEAR CO COM 198516106 412 11101 SH DEFINED 01 0 0 11101 COMCAST CORP NEW CL A 20030N101 7147 250011 SH DEFINED 01 21322 0 228689 COMCAST CORP NEW CL A 20030N101 4736 165663 SH DEFINED 06 0 165663 0 COMCAST CORP NEW CL A 20030N101 1367 46713 SH DEFINED 12 46713 0 0 COMCAST CORP NEW CL A 20030N101 5 209 SH DEFINED 16 0 0 209 COMCAST CORP NEW CL A SPL 20030N200 7082 257644 SH DEFINED 01 0 0 257644 COMCAST CORP NEW CL A SPL 20030N200 2543 92505 SH DEFINED 06 0 92505 0 COMCAST CORP NEW CL A SPL 20030N200 1495 53521 SH DEFINED 12 53521 0 0 COMERICA INC COM 200340107 3031 80030 SH DEFINED 01 0 0 80030 COMERICA INC COM 200340107 458 12100 SH DEFINED 06 0 12100 0 COMMERCE BANCORP INC NJ COM 200519106 771 19418 SH DEFINED 01 0 0 19418 COMMERCE BANCORP INC NJ COM 200519106 44 1100 SH DEFINED 06 0 1100 0 COMMERCE BANCORP INC NJ COM 200519106 1289 31900 SH DEFINED 15 31900 0 0 COMMERCE BANCSHARES INC COM 200525103 472 12916 SH DEFINED 01 0 0 12916 COMMERCIAL FEDERAL CORPORATI COM 201647104 476 21900 SH DEFINED 06 0 21900 0 COMMERCIAL METALS CO COM 201723103 550 39400 SH DEFINED 06 0 39400 0 COMMONWEALTH BANKSHARES INC COM 202736104 194 14900 SH DEFINED 01 0 0 14900 COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 203668AA6 15 16000 SH DEFINED 01 0 0 16000 COMMUNITY HEALTH SYS INC NEW COM 203668108 33 1625 SH DEFINED 01 0 0 1625 COMMUNITY HEALTH SYS INC NEW COM 203668108 2227 108700 SH DEFINED 06 0 108700 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 919 44600 SH DEFINED 15 44600 0 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 2 317 SH DEFINED 01 0 0 317 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 771 85904 SH DEFINED 06 0 85904 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2148 85945 SH DEFINED 01 0 0 85945 COMPASS BANCSHARES INC COM 20449H109 202 6485 SH DEFINED 01 0 0 6485 COMPEX TECHNOLOGIES INC COM 204513105 99 37500 SH DEFINED 01 0 0 37500 COMPUCOM SYS INC COM 204780100 35 10065 SH DEFINED 01 0 0 10065 COMPUTER ASSOC INTL INC COM 204912109 493 36095 SH DEFINED 01 5272 0 30823 COMPUTER ASSOC INTL INC COM 204912109 500 36600 SH DEFINED 06 0 36600 0 COMPUTER MOTION INC COM 205253107 372 111900 SH DEFINED 01 111900 0 0 COMPUTER SCIENCES CORP COM 205363104 2392 73513 SH DEFINED 01 0 0 73513 COMPUTER SCIENCES CORP COM 205363104 426 13100 SH DEFINED 06 0 13100 0 COMPUTERIZED THERMAL IMAGING COM 20557C108 9 81400 SH DEFINED 01 81100 0 300 COMPUWARE CORP COM 205638109 28 8481 SH DEFINED 01 0 0 8481 COMPUWARE CORP COM 205638109 91 26700 SH DEFINED 06 0 26700 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 119 10600 SH DEFINED 01 0 0 10600 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 135 11900 SH DEFINED 06 0 11900 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 547 47400 SH DEFINED 15 47400 0 0 CONAGRA FOODS INC COM 205887102 8174 407089 SH DEFINED 01 198094 0 208995 CONAGRA FOODS INC COM 205887102 5024 250200 SH DEFINED 06 0 250200 0 CONCEPTUS INC COM 206016107 144 16100 SH DEFINED 01 0 0 16100 CONCORD EFS INC COM 206197105 6258 665785 SH DEFINED 01 0 0 665785 CONCORD EFS INC COM 206197105 869 92500 SH DEFINED 06 0 92500 0 CONCORD EFS INC COM 206197105 8 925 SH DEFINED 11 0 925 0 CONCORD EFS INC COM 206197105 165 17130 SH DEFINED 12 17130 0 0 CONEXANT SYSTEMS INC COM 207142100 141 94941 SH DEFINED 01 0 0 94941 CONNECTICUT BANCSHARES INC COM 207540105 5636 135715 SH DEFINED 01 0 0 135715 CONOCOPHILLIPS COM 20825C104 9665 180319 SH DEFINED 01 5144 0 175175 CONOCOPHILLIPS COM 20825C104 5089 94941 SH DEFINED 06 0 94941 0 CONSOLIDATED EDISON INC COM 209115104 2930 76173 SH DEFINED 01 0 0 76173 CONSOLIDATED EDISON INC COM 209115104 515 13400 SH DEFINED 06 0 13400 0 CONSTELLATION BRANDS INC CL A 21036P108 2935 129307 SH DEFINED 01 0 0 129307 CONSTAR INTL INC NEW COM 21036U107 1030 162400 SH DEFINED 06 0 162400 0 CONSTELLATION ENERGY GROUP I COM 210371100 380 13717 SH DEFINED 01 0 0 13717 CONSTELLATION ENERGY GROUP I COM 210371100 288 10400 SH DEFINED 06 0 10400 0 CONTINENTAL AIRLS INC CL B 210795308 725 141675 SH DEFINED 01 101356 0 40319 CONVERGYS CORP COM 212485106 462 35001 SH DEFINED 01 0 0 35001 CONVERGYS CORP COM 212485106 173 13100 SH DEFINED 06 0 13100 0 COOPER CAMERON CORP COM 216640102 942 19044 SH DEFINED 01 0 0 19044 COOPER CAMERON CORP COM 216640102 1134 22900 SH DEFINED 06 0 22900 0 COOPER COS INC COM NEW 216648402 7648 255808 SH DEFINED 01 0 0 255808 COOPER COS INC COM NEW 216648402 825 27600 SH DEFINED 06 0 27600 0 COORS ADOLPH CO CL B 217016104 460 9500 SH DEFINED 01 0 0 9500 COORS ADOLPH CO CL B 217016104 10 200 SH DEFINED 06 0 200 0 COORS ADOLPH CO CL B 217016104 12270 253000 SH DEFINED 11 253000 0 0 COPART INC COM 217204106 91 11972 SH DEFINED 01 0 0 11972 CORN PRODS INTL INC COM 219023108 456 15645 SH DEFINED 01 0 0 15645 CORN PRODS INTL INC COM 219023108 642 22000 SH DEFINED 06 0 22000 0 CORNING INC DBCV 11/0 219350AJ4 737 1088000 SH DEFINED 01 380000 0 708000 CORNING INC NOTE 3.500%11/0 219350AK1 167 170000 SH DEFINED 01 169000 0 1000 CORNING INC COM 219350105 6201 1061939 SH DEFINED 01 100 0 1061839 CORNING INC COM 219350105 451 77200 SH DEFINED 06 0 77200 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 251 7067 SH DEFINED 01 0 0 7067 CORPORATE HIGH YIELD FD II I COM 219915105 122 16156 SH DEFINED 01 0 0 16156 CORUS GROUP PLC SPONSORED ADR 22087M101 61 62492 SH DEFINED 01 0 0 62492 CORUS GROUP PLC SPONSORED ADR 22087M101 227 231750 SH DEFINED 06 0 231750 0 CORVAS INTL INC COM 221005101 67 34556 SH DEFINED 01 0 0 34556 CORVIS CORP COM 221009103 8 12500 SH DEFINED 01 0 0 12500 CORVIS CORP COM 221009103 0 400 SH DEFINED 16 0 0 400 COSTCO WHSL CORP NEW COM 22160K105 7757 258322 SH DEFINED 01 33066 0 225256 COSTCO WHSL CORP NEW COM 22160K105 4432 147600 SH DEFINED 06 0 147600 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 249 348000 SH DEFINED 01 44000 0 304000 COTT CORP QUE COM 22163N106 19499 1111086 SH DEFINED 01 1089575 0 21511 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE4 56 68000 SH DEFINED 01 26000 0 42000 COUNTRYWIDE FINANCIAL CORP COM 222372104 10138 176319 SH DEFINED 01 4770 0 171549 COUNTRYWIDE FINANCIAL CORP COM 222372104 1219 21200 SH DEFINED 06 0 21200 0 COUSINS PPTYS INC COM 222795106 277 10717 SH DEFINED 01 0 0 10717 COUSINS PPTYS INC COM 222795106 52 2000 SH DEFINED 06 0 2000 0 COVENTRY HEALTH CARE INC COM 222862104 157 4795 SH DEFINED 01 0 0 4795 COVENTRY HEALTH CARE INC COM 222862104 1938 58900 SH DEFINED 06 0 58900 0 COVENTRY HEALTH CARE INC COM 222862104 269 8400 SH DEFINED 15 8400 0 0 COX COMMUNICATIONS INC NEW SDEB 0.426% 4/1 224044AX5 24 50000 SH DEFINED 06 0 50000 0 COX COMMUNICATIONS INC NEW CL A 224044107 1348 43354 SH DEFINED 01 0 0 43354 COX COMMUNICATIONS INC NEW CL A 224044107 292 9401 SH DEFINED 06 0 9401 0 COX COMMUNICATIONS INC NEW CL A 224044107 2112 66627 SH DEFINED 12 66627 0 0 COX COMMUNICATIONS INC NEW CL A 224044107 3 110 SH DEFINED 16 0 0 110 COX RADIO INC CL A 224051102 230 11143 SH DEFINED 01 0 0 11143 COX RADIO INC CL A 224051102 1626 78700 SH DEFINED 06 0 78700 0 CRANE CO COM 224399105 207 11906 SH DEFINED 01 0 0 11906 CRANE CO COM 224399105 620 35600 SH DEFINED 06 0 35600 0 CREDIT SUISSE ASSET MGMT INC COM 224916106 81 18601 SH DEFINED 01 0 0 18601 CRAY INC COM 225223106 205 31020 SH DEFINED 01 31020 0 0 CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 2080 467595 SH DEFINED 01 0 0 467595 CRESCENT REAL ESTATE EQUITIE COM 225756105 2855 198562 SH DEFINED 01 0 0 198562 CRESCENT REAL ESTATE EQUITIE COM 225756105 40 2800 SH DEFINED 06 0 2800 0 CRITICAL PATH INC COM 22674V100 479 551650 SH DEFINED 01 0 0 551650 CROSSROADS SYS INC COM 22765D100 13 10000 SH DEFINED 01 0 0 10000 CROWN CASTLE INTL CORP COM 228227104 275 50065 SH DEFINED 01 0 0 50065 CROWN CASTLE INTL CORP COM 228227104 943 179000 SH DEFINED 15 179000 0 0 CROWN HOLDINGS INC COM 228368106 346 61656 SH DEFINED 01 1 0 61655 CROWN HOLDINGS INC COM 228368106 3155 561400 SH DEFINED 06 0 561400 0 CTI MOLECULAR IMAGING INC COM 22943D105 5033 256830 SH DEFINED 01 251500 0 5330 CUBIC CORP COM 229669106 734 45000 SH DEFINED 01 0 0 45000 CUMMINS INC COM 231021106 263 10729 SH DEFINED 01 0 0 10729 CUMULUS MEDIA INC CL A 231082108 34 2398 SH DEFINED 01 0 0 2398 CUMULUS MEDIA INC CL A 231082108 1540 105800 SH DEFINED 06 0 105800 0 CURATIVE HEALTH SVCS INC COM 231264102 187 11000 SH DEFINED 01 0 0 11000 CYMER INC COM 232572107 231 9760 SH DEFINED 01 0 0 9760 CYMER INC COM 232572107 974 41200 SH DEFINED 06 0 41200 0 CYMER INC COM 232572107 387 15700 SH DEFINED 15 15700 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 108 15700 SH DEFINED 01 0 0 15700 CYTEC INDS INC COM 232820100 291 10462 SH DEFINED 01 0 0 10462 CYTYC CORP COM 232946103 688 52779 SH DEFINED 01 0 0 52779 CYTYC CORP COM 232946103 645 49200 SH DEFINED 15 49200 0 0 DNP SELECT INCOME FD COM 23325P104 298 30012 SH DEFINED 01 0 0 30012 DQE INC COM 23329J104 592 48628 SH DEFINED 01 0 0 48628 DPL INC COM 233293109 140 11288 SH DEFINED 01 0 0 11288 DRS TECHNOLOGIES INC COM 23330X100 283 11318 SH DEFINED 01 0 0 11318 D R HORTON INC COM 23331A109 273 14260 SH DEFINED 01 0 0 14260 D R HORTON INC COM 23331A109 1408 72850 SH DEFINED 15 72850 0 0 DTE ENERGY CO COM 233331107 1217 31504 SH DEFINED 01 0 0 31504 DTE ENERGY CO COM 233331107 5048 130600 SH DEFINED 06 0 130600 0 DADE BEHRING HLDGS INC COM 23342J206 1616 86200 SH DEFINED 01 86200 0 0 DAISYTEK INTL CORP COM 234053106 251 134100 SH DEFINED 06 0 134100 0 DANA CORP COM 235811106 212 30048 SH DEFINED 01 0 0 30048 DANA CORP COM 235811106 83 11800 SH DEFINED 06 0 11800 0 DANAHER CORP DEL COM 235851102 1701 25873 SH DEFINED 01 0 0 25873 DANAHER CORP DEL COM 235851102 1868 28400 SH DEFINED 06 0 28400 0 DARDEN RESTAURANTS INC COM 237194105 629 35277 SH DEFINED 01 790 0 34487 DARDEN RESTAURANTS INC COM 237194105 460 25782 SH DEFINED 06 0 25782 0 DASSAULT SYS S A SPONSORED ADR 237545108 266 11812 SH DEFINED 01 11812 0 0 DEAN FOODS CO NEW COM 242370104 1563 36432 SH DEFINED 01 9004 0 27428 DEBT STRATEGIES FD INC NEW COM 24276Q109 1214 195520 SH DEFINED 01 0 0 195520 DEERE & CO COM 244199105 5133 130756 SH DEFINED 01 0 0 130756 DEERE & CO COM 244199105 1987 50600 SH DEFINED 06 0 50600 0 DEL MONTE FOODS CO COM 24522P103 365 49034 SH DEFINED 01 1844 0 47190 DELAWARE INV GLBL DIV & INC COM 245916101 161 15660 SH DEFINED 01 0 0 15660 DELL COMPUTER CORP COM 247025109 26107 955982 SH DEFINED 01 194762 0 761220 DELL COMPUTER CORP COM 247025109 9611 351924 SH DEFINED 06 0 351924 0 DELL COMPUTER CORP COM 247025109 20 745 SH DEFINED 11 0 745 0 DELL COMPUTER CORP COM 247025109 1162 41961 SH DEFINED 12 41961 0 0 DELL COMPUTER CORP COM 247025109 9 360 SH DEFINED 16 0 0 360 DELPHAX TECHNOLOGIES INC COM 24712X106 68 24800 SH DEFINED 01 0 0 24800 DELPHI CORP COM 247126105 305 44704 SH DEFINED 01 5362 0 39342 DELPHI CORP COM 247126105 283 41400 SH DEFINED 06 0 41400 0 DELPHI FINL GROUP INC CL A 247131105 29 744 SH DEFINED 01 0 0 744 DELPHI FINL GROUP INC CL A 247131105 568 14500 SH DEFINED 06 0 14500 0 DELTA & PINE LD CO COM 247357106 166 7357 SH DEFINED 01 7027 0 330 DELTA & PINE LD CO COM 247357106 2643 123300 SH DEFINED 15 123300 0 0 DELTA AIR LINES INC DEL COM 247361108 1056 118739 SH DEFINED 01 0 0 118739 DELTA AIR LINES INC DEL COM 247361108 78 8800 SH DEFINED 06 0 8800 0 DELTA AIR LINES INC DEL COM 247361108 61 6731 SH DEFINED 12 6731 0 0 DELTA AIR LINES INC DEL COM 247361108 0 81 SH DEFINED 16 0 0 81 DELTA PETE CORP COM NEW 247907207 34 10000 SH DEFINED 01 0 0 10000 DELUXE CORP COM 248019101 293 7307 SH DEFINED 01 0 0 7307 DELUXE CORP COM 248019101 16 400 SH DEFINED 06 0 400 0 DENTSPLY INTL INC NEW COM 249030107 2178 62618 SH DEFINED 01 0 0 62618 DENTSPLY INTL INC NEW COM 249030107 797 22900 SH DEFINED 06 0 22900 0 DESWELL INDS INC COM 250639101 533 32958 SH DEFINED 01 0 0 32958 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 200 18153 SH DEFINED 01 3677 0 14476 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 4533 411360 SH DEFINED 06 0 411360 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 25 2300 SH DEFINED 16 0 0 2300 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 525 518000 SH DEFINED 01 0 0 518000 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 661 643000 SH DEFINED 01 0 0 643000 DEVON ENERGY CORP NEW COM 25179M103 9660 200346 SH DEFINED 01 0 0 200346 DEVON ENERGY CORP NEW COM 25179M103 511 10600 SH DEFINED 06 0 10600 0 DEVRY INC DEL COM 251893103 3060 163926 SH DEFINED 01 0 0 163926 DIACRIN INC COM 25243N103 17 16530 SH DEFINED 01 0 0 16530 DIAGEO P L C SPON ADR NEW 25243Q205 1731 42120 SH DEFINED 01 0 0 42120 DIAGEO P L C SPON ADR NEW 25243Q205 897 21815 SH DEFINED 06 0 21815 0 DIAL CORP NEW COM 25247D101 5495 283274 SH DEFINED 01 279526 0 3748 DIAMONDCLUSTER INTL INC CL A 25278P106 21 15219 SH DEFINED 01 1719 0 13500 DIAMONDS TR UNIT SER 1 252787106 13377 167592 SH DEFINED 01 0 0 167592 DIAMONDS TR UNIT SER 1 252787106 6166 75600 SH DEFINED 15 75600 0 0 DIEBOLD INC COM 253651103 3281 96679 SH DEFINED 01 0 0 96679 DILLARDS INC CL A 254067101 4 325 SH DEFINED 01 0 0 325 DILLARDS INC CL A 254067101 510 39500 SH DEFINED 06 0 39500 0 DISNEY WALT CO COM DISNEY 254687106 22033 1294541 SH DEFINED 01 116651 0 1177890 DISNEY WALT CO COM DISNEY 254687106 10663 626500 SH DEFINED 06 0 626500 0 DISNEY WALT CO COM DISNEY 254687106 269 15217 SH DEFINED 12 15217 0 0 DISNEY WALT CO COM DISNEY 254687106 3 200 SH DEFINED 16 0 0 200 DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 22 41000 SH DEFINED 01 0 0 41000 DOCUMENTUM INC COM 256159104 415 31705 SH DEFINED 01 13705 0 18000 DOCUMENTUM INC COM 256159104 1198 91300 SH DEFINED 06 0 91300 0 DOLLAR GEN CORP COM 256669102 11029 903319 SH DEFINED 01 417525 0 485794 DOLLAR GEN CORP COM 256669102 1716 140500 SH DEFINED 06 0 140500 0 DOLLAR TREE STORES INC COM 256747106 807 40580 SH DEFINED 01 0 0 40580 DOLLAR TREE STORES INC COM 256747106 3340 167100 SH DEFINED 15 167100 0 0 DOMINION RES INC VA NEW COM 25746U109 4921 88878 SH DEFINED 01 2715 0 86163 DOMINION RES INC VA NEW COM 25746U109 1452 26222 SH DEFINED 06 0 26222 0 DOMINION RES INC VA NEW COM 25746U109 199 3595 SH DEFINED 11 0 3595 0 DONALDSON INC COM 257651109 699 19127 SH DEFINED 01 0 0 19127 DONNELLEY R R & SONS CO COM 257867101 856 46744 SH DEFINED 01 0 0 46744 DONNELLEY R R & SONS CO COM 257867101 176 9600 SH DEFINED 06 0 9600 0 DORAL FINL CORP COM 25811P100 1063 30084 SH DEFINED 01 0 0 30084 DORAL FINL CORP COM 25811P100 2525 71450 SH DEFINED 11 0 71450 0 DOT HILL SYS CORP COM 25848T109 1838 300470 SH DEFINED 01 177370 0 123100 DOUBLECLICK INC COM 258609304 294 37913 SH DEFINED 01 0 0 37913 DOVER CORP COM 260003108 1567 64728 SH DEFINED 01 0 0 64728 DOVER CORP COM 260003108 1255 51800 SH DEFINED 06 0 51800 0 DOVER CORP COM 260003108 60 2500 SH DEFINED 11 0 2500 0 DOW CHEM CO COM 260543103 30925 1120096 SH DEFINED 01 17000 0 1103096 DOW CHEM CO COM 260543103 1632 59100 SH DEFINED 06 0 59100 0 DOW JONES & CO INC COM 260561105 1857 52416 SH DEFINED 01 0 0 52416 DOW JONES & CO INC COM 260561105 216 6100 SH DEFINED 06 0 6100 0 DRESS BARN INC COM 261570105 1362 101300 SH DEFINED 01 0 0 101300 DREYFUS STRATEGIC MUNS INC COM 261932107 343 35977 SH DEFINED 01 1 0 35976 DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 198 38531 SH DEFINED 01 0 0 38531 DREYFUS STRATEGIC MUN BD FD COM 26202F107 466 54207 SH DEFINED 01 0 0 54207 DU PONT E I DE NEMOURS & CO COM 263534109 54452 1401257 SH DEFINED 01 915716 0 485541 DU PONT E I DE NEMOURS & CO COM 263534109 7496 192900 SH DEFINED 06 0 192900 0 DU PONT E I DE NEMOURS & CO COM 263534109 89 2300 SH DEFINED 11 0 2300 0 DU PONT E I DE NEMOURS & CO COM 263534109 11 300 SH DEFINED 16 0 0 300 DUKE ENERGY CORP COM 264399106 11596 797585 SH DEFINED 01 119734 0 677851 DUKE ENERGY CORP COM 264399106 861 59200 SH DEFINED 06 0 59200 0 DUKE REALTY CORP COM NEW 264411505 1508 55903 SH DEFINED 01 0 0 55903 DUKE REALTY CORP COM NEW 264411505 86 3200 SH DEFINED 06 0 3200 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 731 19118 SH DEFINED 01 932 0 18186 DUN & BRADSTREET CORP DEL NE COM 26483E100 3187 83325 SH DEFINED 06 0 83325 0 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 42 16500 SH DEFINED 01 0 0 16500 DYNEGY INC NEW CL A 26816Q101 31 12105 SH DEFINED 01 0 0 12105 DYNEGY INC NEW CL A 26816Q101 71 27200 SH DEFINED 06 0 27200 0 EGL INC COM 268484102 13 900 SH DEFINED 01 0 0 900 EGL INC COM 268484102 1958 131800 SH DEFINED 15 131800 0 0 E M C CORP MASS COM 268648102 10094 1396138 SH DEFINED 01 0 0 1396138 E M C CORP MASS COM 268648102 4783 661600 SH DEFINED 06 0 661600 0 E M C CORP MASS COM 268648102 18 2600 SH DEFINED 11 0 2600 0 E M C CORP MASS COM 268648102 89 12544 SH DEFINED 12 12544 0 0 E M C CORP MASS COM 268648102 3 500 SH DEFINED 16 0 0 500 EMS TECHNOLOGIES INC COM 26873N108 300 21500 SH DEFINED 01 0 0 21500 ENSCO INTL INC COM 26874Q100 269 10577 SH DEFINED 01 0 0 10577 ENI S P A SPONSORED ADR 26874R108 374 5603 SH DEFINED 01 0 0 5603 EOG RES INC COM 26875P101 232 5869 SH DEFINED 01 0 0 5869 EOG RES INC COM 26875P101 1226 31000 SH DEFINED 06 0 31000 0 E ON AG SPONSORED ADR 268780103 489 11825 SH DEFINED 01 0 0 11825 E ON AG SPONSORED ADR 268780103 3597 86855 SH DEFINED 06 0 86855 0 EPIQ SYS INC COM 26882D109 707 36825 SH DEFINED 01 0 0 36825 ESS TECHNOLOGY INC COM 269151106 118 19966 SH DEFINED 01 0 0 19966 ETF ADVISORY TR FITRS TREAS 1 26922E109 1365 16000 SH DEFINED 01 0 0 16000 EARTHLINK INC COM 270321102 691 120179 SH DEFINED 01 0 0 120179 EASTGROUP PPTY INC COM 277276101 2177 85202 SH DEFINED 01 65257 0 19945 EASTMAN CHEM CO COM 277432100 240 8282 SH DEFINED 01 3498 0 4784 EASTMAN CHEM CO COM 277432100 171 5900 SH DEFINED 06 0 5900 0 EASTMAN KODAK CO COM 277461109 42492 1435550 SH DEFINED 01 1156916 0 278634 EASTMAN KODAK CO COM 277461109 601 20300 SH DEFINED 06 0 20300 0 EASTMAN KODAK CO COM 277461109 11 400 SH DEFINED 16 0 0 400 EATON CORP COM 278058102 440 6301 SH DEFINED 01 0 0 6301 EATON CORP COM 278058102 322 4600 SH DEFINED 06 0 4600 0 EATON VANCE FL MUNI INCOME T SH BEN INT 27826B100 154 10009 SH DEFINED 01 0 0 10009 EATON VANCE SR INCOME TR SH BEN INT 27826S103 750 89401 SH DEFINED 01 0 0 89401 EATON VANCE NY MUNI INCOME T SH BEN INT 27826W104 167 11524 SH DEFINED 01 0 0 11524 EATON VANCE CORP COM NON VTG 278265103 1390 52035 SH DEFINED 01 0 0 52035 EATON VANCE INS MUN BD FD COM 27827X101 277 20067 SH DEFINED 01 0 0 20067 EBAY INC COM 278642103 4245 49763 SH DEFINED 01 13234 0 36529 EBAY INC COM 278642103 5113 59950 SH DEFINED 06 0 59950 0 EBAY INC COM 278642103 564 6318 SH DEFINED 12 6318 0 0 ECHELON CORP COM 27874N105 966 91557 SH DEFINED 01 0 0 91557 ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD1 24 25000 SH DEFINED 01 25000 0 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 400 13860 SH DEFINED 01 0 0 13860 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3099 107300 SH DEFINED 06 0 107300 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 29 1015 SH DEFINED 11 0 1015 0 ECOLAB INC COM 278865100 9248 187492 SH DEFINED 01 0 0 187492 ECOLAB INC COM 278865100 2767 56100 SH DEFINED 06 0 56100 0 EDISON INTL COM 281020107 152 11148 SH DEFINED 01 0 0 11148 EDISON INTL COM 281020107 305 22300 SH DEFINED 06 0 22300 0 EDUCATION MGMT CORP COM 28139T101 227 5712 SH DEFINED 01 0 0 5712 J D EDWARDS & CO COM 281667105 56 5084 SH DEFINED 01 0 0 5084 J D EDWARDS & CO COM 281667105 966 87700 SH DEFINED 06 0 87700 0 EDWARDS LIFESCIENCES CORP COM 28176E108 543 19842 SH DEFINED 01 0 0 19842 EDWARDS AG INC COM 281760108 636 24588 SH DEFINED 01 0 0 24588 EIDOS PLC SPONSORED ADR 282485101 19 10000 SH DEFINED 01 0 0 10000 1838 BD-DEB TRADING FD COM 282520105 249 12087 SH DEFINED 01 0 0 12087 EL PASO CORP COM 28336L109 4607 761630 SH DEFINED 01 55930 0 705700 EL PASO CORP COM 28336L109 248 41000 SH DEFINED 06 0 41000 0 EL PASO CORP COM 28336L109 1 166 SH DEFINED 16 0 0 166 EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 387 17270 SH DEFINED 01 0 0 17270 EL PASO ENERGY PARTNERS L P COM 28368B102 8598 277115 SH DEFINED 01 0 0 277115 ELAN FIN CORP LTD NOTE 12/1 284129AC7 38 80000 SH DEFINED 01 80000 0 0 ELAN PLC ADR 284131208 2753 986847 SH DEFINED 01 0 0 986847 ELECTRONIC ARTS INC COM 285512109 3143 53611 SH DEFINED 01 0 0 53611 ELECTRONIC ARTS INC COM 285512109 5061 86300 SH DEFINED 06 0 86300 0 ELECTRONIC ARTS INC COM 285512109 220 3688 SH DEFINED 12 3688 0 0 ELECTRONIC ARTS INC COM 285512109 2 35 SH DEFINED 16 0 0 35 ELECTRONIC DATA SYS NEW COM 285661104 7965 452560 SH DEFINED 01 191926 0 260634 ELECTRONIC DATA SYS NEW COM 285661104 1698 96500 SH DEFINED 06 0 96500 0 ELECTRONICS FOR IMAGING INC COM 286082102 245 13899 SH DEFINED 01 0 0 13899 ELITE INFORMATION GROUP INC COM 28659M106 254 27000 SH DEFINED 01 0 0 27000 ELLSWORTH CONV GROWTH & INCO COM 289074106 318 42408 SH DEFINED 01 0 0 42408 EMERGING MKTS TELECOMNC FD N COM 290890102 225 42681 SH DEFINED 01 0 0 42681 EMERGING MKTS INCOME FD COM 290918101 158 10500 SH DEFINED 01 0 0 10500 EMERGING MKTS INCM FD II COM 290920107 3076 226184 SH DEFINED 01 0 0 226184 EMERSON ELEC CO COM 291011104 17466 385143 SH DEFINED 01 112791 0 272352 EMERSON ELEC CO COM 291011104 3968 87500 SH DEFINED 06 0 87500 0 EMMIS COMMUNICATIONS CORP CL A 291525103 219 12991 SH DEFINED 01 0 0 12991 EMMIS COMMUNICATIONS CORP CL A 291525103 1349 79900 SH DEFINED 06 0 79900 0 EMMIS COMMUNICATIONS CORP CL A 291525103 385 22400 SH DEFINED 15 22400 0 0 EMULEX CORP COM NEW 292475209 587 30673 SH DEFINED 01 0 0 30673 EMULEX CORP COM NEW 292475209 900 47000 SH DEFINED 06 0 47000 0 EMULEX CORP COM NEW 292475209 609 31000 SH DEFINED 15 31000 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 4732 103562 SH DEFINED 01 0 0 103562 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 647 16263 SH DEFINED 01 0 0 16263 ENCANA CORP COM 292505104 757 23419 SH DEFINED 01 0 0 23419 ENCANA CORP COM 292505104 972 30028 SH DEFINED 06 0 30028 0 ENCANA CORP COM 292505104 32 1000 SH DEFINED 11 0 1000 0 ENDESA S A SPONSORED ADR 29258N107 50 4168 SH DEFINED 01 0 0 4168 ENDESA S A SPONSORED ADR 29258N107 318 26175 SH DEFINED 06 0 26175 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 154 11450 SH DEFINED 01 0 0 11450 ENERGEN CORP COM 29265N108 13 435 SH DEFINED 01 0 0 435 ENERGEN CORP COM 29265N108 750 23400 SH DEFINED 06 0 23400 0 ENERGY EAST CORP COM 29266M109 724 40722 SH DEFINED 01 6903 0 33819 ENERGIZER HLDGS INC COM 29266R108 1556 61073 SH DEFINED 01 0 0 61073 ENERPLUS RES FD UNIT TR G NEW 29274D604 490 25590 SH DEFINED 01 0 0 25590 ENGELHARD CORP COM 292845104 459 21459 SH DEFINED 01 0 0 21459 ENGELHARD CORP COM 292845104 188 8800 SH DEFINED 06 0 8800 0 ENNIS BUSINESS FORMS INC COM 293389102 552 48700 SH DEFINED 06 0 48700 0 ENTEGRIS INC COM 29362U104 301 30250 SH DEFINED 01 0 0 30250 ENTERASYS NETWORKS INC COM 293637104 92 50250 SH DEFINED 01 0 0 50250 ENTERCOM COMMUNICATIONS CORP CL A 293639100 15 350 SH DEFINED 01 0 0 350 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1835 41800 SH DEFINED 06 0 41800 0 ENTERGY CORP NEW COM 29364G103 256 5335 SH DEFINED 01 0 0 5335 ENTERGY CORP NEW COM 29364G103 884 18350 SH DEFINED 06 0 18350 0 ENTERGY CORP NEW COM 29364G103 201 4175 SH DEFINED 11 0 4175 0 ENTERPRISE PRODS PARTNERS L COM 293792107 5380 258077 SH DEFINED 01 0 0 258077 ENTRAVISION COMMUNICATIONS C CL A 29382R107 84 15664 SH DEFINED 01 0 0 15664 ENTRAVISION COMMUNICATIONS C CL A 29382R107 32 5800 SH DEFINED 15 5800 0 0 ENZON PHARMACEUTICALS INC COM 293904108 372 32820 SH DEFINED 01 0 0 32820 ENZON PHARMACEUTICALS INC COM 293904108 8190 693000 SH DEFINED 14 693000 0 0 ENZO BIOCHEM INC COM 294100102 623 47735 SH DEFINED 01 0 0 47735 ENZO BIOCHEM INC COM 294100102 2354 177000 SH DEFINED 13 177000 0 0 EON LABS INC COM 29412E100 262 9815 SH DEFINED 01 0 0 9815 EPOCH BIOSCIENCES INC COM 294273107 40 25000 SH DEFINED 01 0 0 25000 EQUIFAX INC COM 294429105 267 13358 SH DEFINED 01 0 0 13358 EQUIFAX INC COM 294429105 2250 112545 SH DEFINED 06 0 112545 0 EQUITABLE RES INC COM 294549100 1531 40842 SH DEFINED 01 6850 0 33992 EQUITABLE RES INC COM 294549100 3 100 SH DEFINED 16 0 0 100 EQUITEX INC COM PAR $0.02 294592308 9 14600 SH DEFINED 01 14600 0 0 EQUITY MARKETING INC COM 294724109 187 14300 SH DEFINED 01 0 0 14300 EQUITY OFFICE PROPERTIES TRU COM 294741103 3990 156788 SH DEFINED 01 0 0 156788 EQUITY OFFICE PROPERTIES TRU COM 294741103 1087 42700 SH DEFINED 06 0 42700 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 834 34664 SH DEFINED 01 0 0 34664 EQUITY RESIDENTIAL SH BEN INT 29476L107 686 28500 SH DEFINED 06 0 28500 0 EQUUS II INC COM 294766100 218 31580 SH DEFINED 01 105 0 31475 ERICSSON L M TEL CO ADR B SEK 10 2948210AB 95 15000 SH DEFINED 01 150 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 614 96561 SH DEFINED 01 0 0 96561 ERICSSON L M TEL CO ADR B SEK 10 294821608 1 170 SH DEFINED 16 0 0 170 ESPERION THERAPEUTICS INC COM 29664R106 612 64500 SH DEFINED 13 64500 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 623 21201 SH DEFINED 01 0 0 21201 EUROPE FD INC COM 29874M103 981 148657 SH DEFINED 01 0 0 148657 EUROPE FD INC COM 29874M103 7 1100 SH DEFINED 16 0 0 1100 EVERGREEN RES INC COM NO PAR 299900308 202 4461 SH DEFINED 01 0 0 4461 EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 702 46806 SH DEFINED 01 0 0 46806 EXACT SCIENCES CORP COM 30063P105 2122 207100 SH DEFINED 13 207100 0 0 EXELON CORP COM 30161N101 7497 148733 SH DEFINED 01 96181 0 52552 EXELON CORP COM 30161N101 3636 72125 SH DEFINED 06 0 72125 0 EXELIXIS INC COM 30161Q104 48 7308 SH DEFINED 01 0 0 7308 EXELIXIS INC COM 30161Q104 2218 344000 SH DEFINED 13 344000 0 0 EXEGENICS INC COM 301610101 3 11000 SH DEFINED 01 0 0 11000 EXPEDIA INC CL A 302125109 14397 278698 SH DEFINED 01 278588 0 110 EXPEDIA INC CL A 302125109 114 2200 SH DEFINED 06 0 2200 0 EXPEDIA INC CL A 302125109 771 14059 SH DEFINED 12 14059 0 0 EXPEDITORS INTL WASH INC COM 302130109 3331 92671 SH DEFINED 01 59083 0 33588 EXPLORATION CO COM NEW 302133202 60 20003 SH DEFINED 01 3 0 20000 EXPONENT INC COM 30214U102 414 31500 SH DEFINED 01 0 0 31500 EXPRESS SCRIPTS INC COM 302182100 2687 48252 SH DEFINED 01 0 0 48252 EXPRESS SCRIPTS INC COM 302182100 955 17150 SH DEFINED 06 0 17150 0 EXTENDED STAY AMER INC COM 30224P101 767 75900 SH DEFINED 06 0 75900 0 EXXON MOBIL CORP COM 30231G102 116011 3319351 SH DEFINED 01 1360448 0 1958903 EXXON MOBIL CORP COM 30231G102 23090 660648 SH DEFINED 06 0 660648 0 EXXON MOBIL CORP COM 30231G102 430 12313 SH DEFINED 11 0 12313 0 EXXON MOBIL CORP COM 30231G102 8 229 SH DEFINED 16 0 0 229 F&C CLAYMORE PFD SECS INC FD COM SHS 30236V104 289 11600 SH DEFINED 01 0 0 11600 FLIR SYS INC COM 302445101 312 6600 SH DEFINED 01 0 0 6600 F M C CORP COM NEW 302491303 1851 118080 SH DEFINED 01 0 0 118080 FPIC INS GROUP INC COM 302563101 401 54043 SH DEFINED 01 0 0 54043 FPL GROUP INC COM 302571104 1039 17632 SH DEFINED 01 3 0 17629 FPL GROUP INC COM 302571104 678 11500 SH DEFINED 06 0 11500 0 FTI CONSULTING INC COM 302941109 683 14787 SH DEFINED 01 0 0 14787 FAIR ISAAC & CO INC COM 303250104 462 9098 SH DEFINED 01 0 0 9098 FALCONSTOR SOFTWARE INC COM 306137100 82 21500 SH DEFINED 01 0 0 21500 FAMILY DLR STORES INC COM 307000109 862 27922 SH DEFINED 01 0 0 27922 FAMILY DLR STORES INC COM 307000109 377 12200 SH DEFINED 06 0 12200 0 FEDERAL AGRIC MTG CORP CL C 313148306 2275 104447 SH DEFINED 01 0 0 104447 FEDERAL HOME LN MTG CORP COM 313400301 40517 763035 SH DEFINED 01 17013 0 746022 FEDERAL HOME LN MTG CORP COM 313400301 7137 134400 SH DEFINED 06 0 134400 0 FEDERAL HOME LN MTG CORP COM 313400301 11 220 SH DEFINED 16 0 0 220 FEDERAL NATL MTG ASSN COM 313586109 34856 533388 SH DEFINED 01 77872 0 455516 FEDERAL NATL MTG ASSN COM 313586109 15485 236953 SH DEFINED 06 0 236953 0 FEDERAL NATL MTG ASSN COM 313586109 231 3545 SH DEFINED 11 0 3545 0 FEDERATED DEPT STORES INC DE COM 31410H101 1445 51581 SH DEFINED 01 0 0 51581 FEDERATED DEPT STORES INC DE COM 31410H101 367 13100 SH DEFINED 06 0 13100 0 FEDEX CORP COM 31428X106 4827 87662 SH DEFINED 01 21501 0 66161 FEDEX CORP COM 31428X106 1604 29122 SH DEFINED 06 0 29122 0 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 2459 118365 SH DEFINED 01 0 0 118365 F5 NETWORKS INC COM 315616102 144 11425 SH DEFINED 01 0 0 11425 FIBERMARK INC COM 315646109 1923 313735 SH DEFINED 01 0 0 313735 FIDELITY NATL FINL INC COM 316326107 258 7565 SH DEFINED 01 0 0 7565 FIDELITY NATL FINL INC COM 316326107 51 1500 SH DEFINED 06 0 1500 0 FIFTH THIRD BANCORP COM 316773100 17077 339979 SH DEFINED 01 13564 0 326415 FIFTH THIRD BANCORP COM 316773100 1905 38000 SH DEFINED 06 0 38000 0 FIFTH THIRD BANCORP COM 316773100 162 3240 SH DEFINED 11 0 3240 0 FIFTH THIRD BANCORP COM 316773100 3 76 SH DEFINED 16 0 0 76 FINDWHAT COM COM 317794105 128 12200 SH DEFINED 01 0 0 12200 FINISAR COM 31787A101 12 15940 SH DEFINED 01 0 0 15940 FIRST DATA CORP COM 319963104 7907 213660 SH DEFINED 01 22929 0 190731 FIRST DATA CORP COM 319963104 5706 154168 SH DEFINED 06 0 154168 0 FIRST DATA CORP COM 319963104 225 6080 SH DEFINED 11 0 6080 0 FIRST DATA CORP COM 319963104 3 100 SH DEFINED 16 0 0 100 FIRST FINL HLDGS INC COM 320239106 1287 52200 SH DEFINED 01 0 0 52200 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 184 6505 SH DEFINED 01 0 0 6505 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 598 21100 SH DEFINED 06 0 21100 0 FIRST HEALTH GROUP CORP COM 320960107 658 25883 SH DEFINED 01 0 0 25883 FIRST HEALTH GROUP CORP COM 320960107 1104 43400 SH DEFINED 06 0 43400 0 FIRST TENN NATL CORP COM 337162101 788 19846 SH DEFINED 01 0 0 19846 FIRST TENN NATL CORP COM 337162101 357 9000 SH DEFINED 06 0 9000 0 FIRST VA BANKS INC COM 337477103 212 5425 SH DEFINED 01 0 0 5425 FIRST VIRTUAL COMMUNICATIONS COM 337484109 17 51100 SH DEFINED 01 0 0 51100 FISERV INC COM 337738108 589 18740 SH DEFINED 01 0 0 18740 FISERV INC COM 337738108 423 13450 SH DEFINED 06 0 13450 0 FIRSTENERGY CORP COM 337932107 339 10791 SH DEFINED 01 0 0 10791 FIRSTENERGY CORP COM 337932107 1247 39597 SH DEFINED 06 0 39597 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 532 19056 SH DEFINED 01 0 0 19056 FISHER SCIENTIFIC INTL INC COM NEW 338032204 889 31800 SH DEFINED 06 0 31800 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 322 11500 SH DEFINED 15 11500 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 33 27754 SH DEFINED 01 0 0 27754 FLEETBOSTON FINL CORP COM 339030108 13071 547362 SH DEFINED 01 92023 0 455339 FLEETBOSTON FINL CORP COM 339030108 1653 69234 SH DEFINED 06 0 69234 0 FLEETBOSTON FINL CORP COM 339030108 1 50 SH DEFINED 16 0 0 50 FLEETWOOD ENTERPRISES INC COM 339099103 324 79826 SH DEFINED 01 0 0 79826 FLORIDA ROCK INDS INC COM 341140101 20 615 SH DEFINED 01 0 0 615 FLORIDA ROCK INDS INC COM 341140101 609 18000 SH DEFINED 06 0 18000 0 FLORIDA ROCK INDS INC COM 341140101 98 2900 SH DEFINED 11 0 2900 0 FLUOR CORP NEW COM 343412102 323 9605 SH DEFINED 01 0 0 9605 FLUOR CORP NEW COM 343412102 175 5200 SH DEFINED 06 0 5200 0 FORD MTR CO DEL COM PAR $0.01 345370860 2023 269115 SH DEFINED 01 55148 0 213967 FORD MTR CO DEL COM PAR $0.01 345370860 920 122300 SH DEFINED 06 0 122300 0 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 1601 45458 SH DEFINED 01 0 0 45458 FOREST LABS INC COM 345838106 12124 224655 SH DEFINED 01 0 0 224655 FOREST LABS INC COM 345838106 3308 61300 SH DEFINED 06 0 61300 0 FORTUNE BRANDS INC COM 349631101 1212 28285 SH DEFINED 01 0 0 28285 FORTUNE BRANDS INC COM 349631101 442 10300 SH DEFINED 06 0 10300 0 FORTUNE BRANDS INC COM 349631101 1186 27700 SH DEFINED 15 27700 0 0 FOSTER L B CO COM 350060109 158 41150 SH DEFINED 01 0 0 41150 FOUNDRY NETWORKS INC COM 35063R100 564 70214 SH DEFINED 01 0 0 70214 FOX ENTMT GROUP INC CL A 35138T107 51583 1934156 SH DEFINED 01 1825312 0 108844 FOX ENTMT GROUP INC CL A 35138T107 1967 72219 SH DEFINED 12 72219 0 0 FRANCE GROWTH FD INC COM 35177K108 65 13158 SH DEFINED 01 0 0 13158 FRANKLIN RES INC COM 354613101 1165 35410 SH DEFINED 01 0 0 35410 FRANKLIN RES INC COM 354613101 3629 110280 SH DEFINED 06 0 110280 0 FRANKLIN RES INC COM 354613101 25 775 SH DEFINED 11 0 775 0 FREEPORT-MCMORAN COPPER & GO PFD CV 0.05SH 35671D501 528 25340 SH DEFINED 01 0 0 25340 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 606 35562 SH DEFINED 01 0 0 35562 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 182 10700 SH DEFINED 06 0 10700 0 FRONTIER AIRLINES INC NEW COM 359065109 156 31524 SH DEFINED 01 0 0 31524 FURNITURE BRANDS INTL INC COM 360921100 451 23100 SH DEFINED 01 0 0 23100 GATX CORP COM 361448103 642 44390 SH DEFINED 01 0 0 44390 GATX CORP COM 361448103 379 26200 SH DEFINED 06 0 26200 0 GTC BIOTHERAPEUTICS INC COM 36238T104 55 36500 SH DEFINED 01 0 0 36500 GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 248 40434 SH DEFINED 01 0 0 40434 GABELLI EQUITY TR INC COM 362397101 169 24709 SH DEFINED 01 0 0 24709 GABLES RESIDENTIAL TR SH BEN INT 362418105 481 18010 SH DEFINED 01 0 0 18010 GALLAGHER ARTHUR J & CO COM 363576109 317 12935 SH DEFINED 01 0 0 12935 GANNETT INC COM 364730101 7735 109837 SH DEFINED 01 9524 0 100313 GANNETT INC COM 364730101 6015 85400 SH DEFINED 06 0 85400 0 GAP INC DEL NOTE 5.750% 3/1 364760AJ7 129 106000 SH DEFINED 01 88000 0 18000 GAP INC DEL COM 364760108 4369 301519 SH DEFINED 01 31006 0 270513 GAP INC DEL COM 364760108 848 58500 SH DEFINED 06 0 58500 0 GATEWAY INC COM 367626108 374 158887 SH DEFINED 01 2213 0 156674 GATEWAY INC COM 367626108 60 25300 SH DEFINED 06 0 25300 0 GATEWAY INC COM 367626108 0 55 SH DEFINED 16 0 0 55 GEN-PROBE INC NEW COM 36866T103 3406 152401 SH DEFINED 14 152401 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 126 34463 SH DEFINED 01 0 0 34463 GEMSTAR-TV GUIDE INTL INC COM 36866W106 223 60229 SH DEFINED 12 60229 0 0 GENCORP INC COM 368682100 29 4700 SH DEFINED 01 0 0 4700 GENCORP INC COM 368682100 505 80800 SH DEFINED 06 0 80800 0 GENE LOGIC INC COM 368689105 4 800 SH DEFINED 01 0 0 800 GENE LOGIC INC COM 368689105 1086 216200 SH DEFINED 13 216200 0 0 GENENTECH INC COM NEW 368710406 16269 464696 SH DEFINED 01 19 0 464677 GENENTECH INC COM NEW 368710406 32 900 SH DEFINED 06 0 900 0 GENENTECH INC COM NEW 368710406 14586 410950 SH DEFINED 13 410950 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 154 41710 SH DEFINED 01 0 0 41710 GENERAL DYNAMICS CORP COM 369550108 8422 152941 SH DEFINED 01 60 0 152881 GENERAL DYNAMICS CORP COM 369550108 1858 33740 SH DEFINED 06 0 33740 0 GENERAL ELEC CO COM 369604103 155561 6100457 SH DEFINED 01 1460506 0 4639951 GENERAL ELEC CO COM 369604103 27622 1083229 SH DEFINED 06 0 1083229 0 GENERAL ELEC CO COM 369604103 403 15840 SH DEFINED 11 0 15840 0 GENERAL ELEC CO COM 369604103 29 1153 SH DEFINED 16 0 0 1153 GENERAL GROWTH PPTYS INC COM 370021107 142 2647 SH DEFINED 01 0 0 2647 GENERAL GROWTH PPTYS INC COM 370021107 232 4300 SH DEFINED 06 0 4300 0 GENERAL MLS INC COM 370334104 9207 202147 SH DEFINED 01 5722 0 196425 GENERAL MLS INC COM 370334104 1107 24300 SH DEFINED 06 0 24300 0 GENERAL MTRS CORP COM 370442105 42019 1249827 SH DEFINED 01 933623 0 316204 GENERAL MTRS CORP COM 370442105 6331 188300 SH DEFINED 06 0 188300 0 GENERAL MTRS CORP COM 370442105 5 150 SH DEFINED 16 0 0 150 GENERAL MTRS CORP DEB SR CONV B 370442733 871 38404 SH DEFINED 01 0 0 38404 GENERAL MTRS CORP DEB SR CONV A 370442741 239 9981 SH DEFINED 01 0 0 9981 GENERAL MTRS CORP CL H NEW 370442832 4190 374152 SH DEFINED 01 200 0 373952 GENERAL MTRS CORP CL H NEW 370442832 1604 143200 SH DEFINED 06 0 143200 0 GENERAL MTRS CORP CL H NEW 370442832 0 85 SH DEFINED 16 0 0 85 GENERAL SEMICONDUCTOR INC NOTE 5.750%12/1 370787AB9 164 175000 SH DEFINED 01 0 0 175000 GENESIS MICROCHIP INC DEL COM 37184C103 12 1000 SH DEFINED 01 0 0 1000 GENESIS MICROCHIP INC DEL COM 37184C103 603 47300 SH DEFINED 15 47300 0 0 GENTEX CORP COM 371901109 322 12669 SH DEFINED 01 0 0 12669 GENTA INC COM NEW 37245M207 17 2495 SH DEFINED 01 0 0 2495 GENTA INC COM NEW 37245M207 2159 306000 SH DEFINED 13 306000 0 0 GENUINE PARTS CO COM 372460105 7874 258092 SH DEFINED 01 10153 0 247939 GENUINE PARTS CO COM 372460105 372 12200 SH DEFINED 06 0 12200 0 GENUINE PARTS CO COM 372460105 3 115 SH DEFINED 16 0 0 115 GENZYME CORP COM GENL DIV 372917104 4604 126331 SH DEFINED 01 44 0 126287 GENZYME CORP COM GENL DIV 372917104 499 13700 SH DEFINED 06 0 13700 0 GENZYME CORP COM GENL DIV 372917104 19626 537000 SH DEFINED 13 537000 0 0 GENZYME CORP COM-MOLECULAR 372917500 740 507025 SH DEFINED 01 461093 0 45932 GENZYME CORP COM BIOSURGERY 372917708 19 16741 SH DEFINED 01 37 0 16704 GEORGIA GULF CORP COM PAR $0.01 373200203 1383 68735 SH DEFINED 01 0 0 68735 GEORGIA PAC CORP COM 373298108 840 60449 SH DEFINED 01 0 0 60449 GEORGIA PAC CORP COM 373298108 243 17500 SH DEFINED 06 0 17500 0 GERBER SCIENTIFIC INC COM 373730100 526 80012 SH DEFINED 01 0 0 80012 GERDAU S A SPONSORED ADR 373737105 2 305 SH DEFINED 01 0 0 305 GERDAU S A SPONSORED ADR 373737105 753 83113 SH DEFINED 14 83113 0 0 GERON CORP COM 374163103 60 11360 SH DEFINED 01 0 0 11360 GERON CORP COM 374163103 1305 300000 SH DEFINED 13 300000 0 0 GETTY IMAGES INC COM 374276103 98 3585 SH DEFINED 01 0 0 3585 GETTY IMAGES INC COM 374276103 1200 43700 SH DEFINED 06 0 43700 0 GILEAD SCIENCES INC COM 375558103 394 9394 SH DEFINED 01 0 0 9394 GILEAD SCIENCES INC COM 375558103 2240 53350 SH DEFINED 06 0 53350 0 GILEAD SCIENCES INC COM 375558103 17136 408000 SH DEFINED 14 408000 0 0 GILLETTE CO COM 375766102 22124 715073 SH DEFINED 01 7291 0 707782 GILLETTE CO COM 375766102 9301 300600 SH DEFINED 06 0 300600 0 GILLETTE CO COM 375766102 6 200 SH DEFINED 16 0 0 200 GLADSTONE CAPITAL CORP COM 376535100 163 10095 SH DEFINED 01 0 0 10095 GLAMIS GOLD LTD COM 376775102 301 29201 SH DEFINED 01 0 0 29201 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2194 62355 SH DEFINED 01 0 0 62355 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1060 30135 SH DEFINED 06 0 30135 0 GLOBAL HIGH INCOME DLR FD IN COM 37933G108 202 12973 SH DEFINED 01 23 0 12950 GLOBAL IMAGING SYSTEMS COM 37934A100 581 31451 SH DEFINED 01 0 0 31451 GLOBAL PARTNERS INCOME FD IN COM 37935R102 379 31601 SH DEFINED 01 0 0 31601 GLOBECOMM SYSTEMS INC COM 37956X103 451 134912 SH DEFINED 01 0 0 134912 GLYCOGENESYS INC COM 37989P101 97 314700 SH DEFINED 01 0 0 314700 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 221 21070 SH DEFINED 01 0 0 21070 GOLDCORP INC NEW COM 380956409 1958 184629 SH DEFINED 01 0 0 184629 GOLDCORP INC NEW COM 380956409 477 45000 SH DEFINED 06 0 45000 0 GOLDEN WEST FINL CORP DEL COM 381317106 1025 14259 SH DEFINED 01 2990 0 11269 GOLDEN WEST FINL CORP DEL COM 381317106 698 9700 SH DEFINED 06 0 9700 0 GOLDEN WEST FINL CORP DEL COM 381317106 113 1575 SH DEFINED 11 0 1575 0 GOLDMAN SACHS GROUP INC COM 38141G104 12966 190455 SH DEFINED 01 131063 0 59392 GOLDMAN SACHS GROUP INC COM 38141G104 4521 66400 SH DEFINED 06 0 66400 0 GOLDMAN SACHS GROUP INC COM 38141G104 1030 14701 SH DEFINED 12 14701 0 0 GOLDMAN SACHS GROUP INC PUT 38141G9MJ 680 10000 SH PUT DEFINED 01 0 0 100 GOLDMAN SACHS GROUP INC PUT 38141G9MN 680 10000 SH PUT DEFINED 01 0 0 100 GOODRICH CORP COM 382388106 67 4801 SH DEFINED 01 0 0 4801 GOODRICH CORP COM 382388106 129 9200 SH DEFINED 06 0 9200 0 GOODYEAR TIRE & RUBR CO COM 382550101 707 136941 SH DEFINED 01 6753 0 130188 GRACE W R & CO DEL NEW COM 38388F108 28 18930 SH DEFINED 01 0 0 18930 GRAFTECH INTL LTD COM 384313102 0 100 SH DEFINED 01 0 0 100 GRAFTECH INTL LTD COM 384313102 363 127300 SH DEFINED 06 0 127300 0 GRAFTECH INTL LTD COM 384313102 1353 443700 SH DEFINED 15 443700 0 0 GRAINGER W W INC COM 384802104 5338 124432 SH DEFINED 01 0 0 124432 GRAINGER W W INC COM 384802104 262 6100 SH DEFINED 06 0 6100 0 GRANT PRIDECO INC COM 38821G101 228 18949 SH DEFINED 01 2 0 18947 GRANT PRIDECO INC COM 38821G101 90 7500 SH DEFINED 11 0 7500 0 GRAY TELEVISION INC COM 389375106 1226 136200 SH DEFINED 06 0 136200 0 GREAT LAKES CHEM CORP COM 390568103 1542 69463 SH DEFINED 01 0 0 69463 GREAT PLAINS ENERGY INC COM 391164100 2375 99531 SH DEFINED 01 200 0 99331 GREATER BAY BANCORP COM 391648102 294 20540 SH DEFINED 01 6 0 20534 GREENBRIER COS INC COM 393657101 84 10300 SH DEFINED 01 0 0 10300 GREENPOINT FINL CORP COM 395384100 1084 24192 SH DEFINED 01 0 0 24192 GREY WOLF INC COM 397888108 19 5000 SH DEFINED 01 0 0 5000 GREY WOLF INC COM 397888108 648 164200 SH DEFINED 15 164200 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 5 209 SH DEFINED 01 0 0 209 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 842 32971 SH DEFINED 14 32971 0 0 GRUPO TMM S A SP ADR A SHS 40051D105 270 68760 SH DEFINED 01 0 0 68760 GTECH HLDGS CORP COM 400518106 1105 33839 SH DEFINED 01 0 0 33839 GUCCI GROUP N V COM NY REG 401566104 1903 19973 SH DEFINED 01 19943 0 30 GUIDANT CORP COM 401698105 2540 70176 SH DEFINED 01 0 0 70176 GUIDANT CORP COM 401698105 757 20900 SH DEFINED 06 0 20900 0 GUIDANT CORP COM 401698105 129 3590 SH DEFINED 11 0 3590 0 GUILFORD PHARMACEUTICALS INC COM 401829106 86 23400 SH DEFINED 01 0 0 23400 H & Q HEALTHCARE FD SH BEN INT 404052102 1802 127126 SH DEFINED 01 0 0 127126 HCA INC COM 404119109 20975 507151 SH DEFINED 01 110457 0 396694 HCA INC COM 404119109 2089 50510 SH DEFINED 06 0 50510 0 HCA INC COM 404119109 154 3745 SH DEFINED 11 0 3745 0 HCA INC COM 404119109 6 160 SH DEFINED 16 0 0 160 HCA INC CALL 4041199EH 620 15000 SH CALL DEFINED 01 0 0 150 HCC INS HLDGS INC COM 404132102 3 150 SH DEFINED 01 0 0 150 HCC INS HLDGS INC COM 404132102 2229 87200 SH DEFINED 06 0 87200 0 HRPT PPTYS TR COM SH BEN INT 40426W101 185 21795 SH DEFINED 01 0 0 21795 HPSC INC COM 404264103 128 18250 SH DEFINED 01 0 0 18250 HSBC HLDGS PLC SPON ADR NEW 404280406 1628 31865 SH DEFINED 01 1948 0 29917 HSBC HLDGS PLC SPON ADR NEW 404280406 4018 78600 SH DEFINED 06 0 78600 0 HAIN CELESTIAL GROUP INC COM 405217100 402 26650 SH DEFINED 01 0 0 26650 HALLIBURTON CO COM 406216101 8892 428947 SH DEFINED 01 0 0 428947 HALLIBURTON CO COM 406216101 591 28500 SH DEFINED 06 0 28500 0 HALLIBURTON CO COM 406216101 20730 1000000 SH DEFINED 11 1000000 0 0 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 2048 292575 SH DEFINED 01 0 0 292575 HANCOCK JOHN INCOME SECS TR COM 410123103 214 14150 SH DEFINED 01 0 0 14150 HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 167 13400 SH DEFINED 01 0 0 13400 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 222 21770 SH DEFINED 01 0 0 21770 HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 669 27010 SH DEFINED 01 0 0 27010 HANCOCK JOHN FINL SVCS INC COM 41014S106 322 11613 SH DEFINED 01 0 0 11613 HANCOCK JOHN FINL SVCS INC COM 41014S106 1833 66000 SH DEFINED 06 0 66000 0 HANCOCK JOHN FINL TRENDS FD COM 41014X105 607 48910 SH DEFINED 01 0 0 48910 HANDLEMAN CO DEL COM 410252100 2205 150000 SH DEFINED 01 150000 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 254 22300 SH DEFINED 01 0 0 22300 HANOVER COMPRESSOR CO COM 410768105 180 27694 SH DEFINED 01 0 0 27694 HANSON PLC SPON ADR NEW 411352404 946 38566 SH DEFINED 01 0 0 38566 HARLEY DAVIDSON INC COM 412822108 8927 224807 SH DEFINED 01 0 0 224807 HARLEY DAVIDSON INC COM 412822108 1438 36200 SH DEFINED 06 0 36200 0 HARMAN INTL INDS INC COM 413086109 248 4250 SH DEFINED 01 0 0 4250 HARMAN INTL INDS INC COM 413086109 1008 17000 SH DEFINED 15 17000 0 0 HARMONIC INC COM 413160102 60 18096 SH DEFINED 01 0 0 18096 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1491 121987 SH DEFINED 01 0 0 121987 HARRAHS ENTMT INC COM 413619107 75 2125 SH DEFINED 01 0 0 2125 HARRAHS ENTMT INC COM 413619107 275 7700 SH DEFINED 06 0 7700 0 HARRIS INTERACTIVE INC COM 414549105 140 25662 SH DEFINED 01 0 0 25662 HARSCO CORP COM 415864107 686 22500 SH DEFINED 06 0 22500 0 HARTE-HANKS INC COM 416196103 318 16678 SH DEFINED 01 0 0 16678 HARTE-HANKS INC COM 416196103 1929 101020 SH DEFINED 06 0 101020 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4967 140769 SH DEFINED 01 0 0 140769 HARTFORD FINL SVCS GROUP INC COM 416515104 1281 36300 SH DEFINED 06 0 36300 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4 141 SH DEFINED 16 0 0 141 HASBRO INC COM 418056107 409 29485 SH DEFINED 01 0 0 29485 HASBRO INC COM 418056107 2607 187670 SH DEFINED 06 0 187670 0 HASBRO INC COM 418056107 3972 286600 SH DEFINED 15 286600 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 958 23516 SH DEFINED 01 0 0 23516 HEALTH CARE PPTY INVS INC COM 421915109 2751 82508 SH DEFINED 01 0 0 82508 HEALTH CARE PPTY INVS INC COM 421915109 641 19230 SH DEFINED 06 0 19230 0 HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF8 6 50000 SH DEFINED 01 50000 0 0 HEALTHSOUTH CORP COM 421924101 23 328775 SH DEFINED 01 0 0 328775 HEALTH MGMT ASSOC INC NEW SDCV 0.250% 8/1 421933AB8 48 74000 SH DEFINED 01 0 0 74000 HEALTH MGMT ASSOC INC NEW CL A 421933102 1436 75626 SH DEFINED 01 100 0 75526 HEALTH MGMT ASSOC INC NEW CL A 421933102 323 17000 SH DEFINED 06 0 17000 0 HEALTHCARE RLTY TR COM 421946104 1755 71898 SH DEFINED 01 0 0 71898 HEALTHCARE RLTY TR COM 421946104 542 22200 SH DEFINED 06 0 22200 0 HEALTH CARE REIT INC COM 42217K106 1898 72443 SH DEFINED 01 0 0 72443 HEALTH NET INC COM 42222G108 7747 289401 SH DEFINED 01 0 0 289401 HEALTH NET INC COM 42222G108 1213 45300 SH DEFINED 06 0 45300 0 HEALTHTRONICS SURGICAL SVS I COM 42222L107 94 11650 SH DEFINED 01 0 0 11650 HECLA MNG CO COM 422704106 244 74267 SH DEFINED 01 0 0 74267 HEICO CORP NEW CL A 422806208 1130 160107 SH DEFINED 01 0 0 160107 HEINZ H J CO COM 423074103 2928 100292 SH DEFINED 01 4131 0 96161 HEINZ H J CO COM 423074103 5279 180800 SH DEFINED 06 0 180800 0 HELLENIC TELECOM ORGANIZATN SPONSORED ADR 423325307 402 85100 SH DEFINED 01 85100 0 0 HELMERICH & PAYNE INC COM 423452101 929 36265 SH DEFINED 01 0 0 36265 HELMERICH & PAYNE INC COM 423452101 600 23400 SH DEFINED 06 0 23400 0 HENRY JACK & ASSOC INC COM 426281101 1183 111741 SH DEFINED 01 0 0 111741 HENRY JACK & ASSOC INC COM 426281101 386 36200 SH DEFINED 15 36200 0 0 HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 426918108 1707 58948 SH DEFINED 01 0 0 58948 HERITAGE COMMERCE CORP COM 426927109 135 15000 SH DEFINED 01 0 0 15000 HERCULES INC COM 427056106 242 27928 SH DEFINED 01 0 0 27928 HERSHEY FOODS CORP COM 427866108 5190 82835 SH DEFINED 01 22856 0 59979 HERSHEY FOODS CORP COM 427866108 551 8800 SH DEFINED 06 0 8800 0 HEWITT ASSOCS INC COM 42822Q100 209 7100 SH DEFINED 15 7100 0 0 HEWLETT PACKARD CO COM 428236103 11818 760029 SH DEFINED 01 43813 0 716216 HEWLETT PACKARD CO COM 428236103 9982 641912 SH DEFINED 06 0 641912 0 HEWLETT PACKARD CO COM 428236103 0 44 SH DEFINED 16 0 0 44 HEXCEL CORP NEW NOTE 7.000% 8/0 428291AA6 0 75000 SH DEFINED 01 0 0 75000 HEXCEL CORP NEW COM 428291108 31 10945 SH DEFINED 01 0 0 10945 HIBERNIA CORP CL A 428656102 1624 95769 SH DEFINED 01 0 0 95769 HIGH INCOME OPPORTUNITY FD I COM 42967Q105 534 76967 SH DEFINED 01 0 0 76967 HIGHWOODS PPTYS INC COM 431284108 384 18794 SH DEFINED 01 0 0 18794 HILTON HOTELS CORP NOTE 5.000% 5/1 432848AL3 763 796000 SH DEFINED 01 91000 0 705000 HILTON HOTELS CORP COM 432848109 1696 146153 SH DEFINED 01 0 0 146153 HILTON HOTELS CORP COM 432848109 272 23400 SH DEFINED 06 0 23400 0 HISPANIC BROADCASTING CORP CL A 43357B104 2535 122709 SH DEFINED 01 0 0 122709 HISPANIC BROADCASTING CORP CL A 43357B104 32 1550 SH DEFINED 06 0 1550 0 HITACHI LIMITED ADR 10 COM 433578507 999 28440 SH DEFINED 01 0 0 28440 HITACHI LIMITED ADR 10 COM 433578507 5271 149960 SH DEFINED 06 0 149960 0 HOLLINGER INTL INC CL A 435569108 479 60600 SH DEFINED 06 0 60600 0 HOME DEPOT INC COM 437076102 34750 1426521 SH DEFINED 01 110794 0 1315727 HOME DEPOT INC COM 437076102 3747 153800 SH DEFINED 06 0 153800 0 HOME DEPOT INC COM 437076102 48734 2000575 SH DEFINED 11 2000000 575 0 HOME DEPOT INC COM 437076102 16 660 SH DEFINED 16 0 0 660 HOME PRODS INTL INC COM 437305105 31 11500 SH DEFINED 01 0 0 11500 HOMESTORE INC COM 437852106 0 240 SH DEFINED 01 140 0 100 HOMESTORE INC COM 437852106 19 32891 SH DEFINED 12 32891 0 0 HONDA MOTOR LTD AMERN SHS 438128308 3020 181957 SH DEFINED 01 5 0 181952 HONDA MOTOR LTD AMERN SHS 438128308 435 26200 SH DEFINED 06 0 26200 0 HONEYWELL INTL INC COM 438516106 39870 1866591 SH DEFINED 01 1162180 0 704411 HONEYWELL INTL INC COM 438516106 1515 70922 SH DEFINED 06 0 70922 0 HONEYWELL INTL INC COM 438516106 87 4101 SH DEFINED 11 0 4101 0 HORMEL FOODS CORP COM 440452100 762 36006 SH DEFINED 01 0 0 36006 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 108 3548 SH DEFINED 01 0 0 3548 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 98 3200 SH DEFINED 06 0 3200 0 HOST MARRIOTT CORP NEW COM 44107P104 46 6776 SH DEFINED 01 0 0 6776 HOST MARRIOTT CORP NEW COM 44107P104 141 20400 SH DEFINED 06 0 20400 0 HOUSEHOLD INTL INC COM 441815107 0 88893 SH DEFINED 01 0 0 88893 HUANENG PWR INTL INC SPON ADR N 443304100 823 21850 SH DEFINED 01 0 0 21850 HUDSON UNITED BANCORP COM 444165104 251 8171 SH DEFINED 01 0 0 8171 HUDSON UNITED BANCORP COM 444165104 614 19949 SH DEFINED 06 0 19949 0 HUGHES SUPPLY INC COM 444482103 2 125 SH DEFINED 01 0 0 125 HUGHES SUPPLY INC COM 444482103 482 20700 SH DEFINED 06 0 20700 0 HUGHES SUPPLY INC COM 444482103 747 32200 SH DEFINED 15 32200 0 0 HUMANA INC COM 444859102 1008 105085 SH DEFINED 01 0 0 105085 HUMANA INC COM 444859102 135 14100 SH DEFINED 06 0 14100 0 HUMANA INC COM 444859102 1273 135900 SH DEFINED 15 135900 0 0 HUMAN GENOME SCIENCES INC COM 444903108 184 21586 SH DEFINED 01 0 0 21586 HUNT J B TRANS SVCS INC COM 445658107 1128 41900 SH DEFINED 06 0 41900 0 HUNTINGTON BANCSHARES INC COM 446150104 18 1000 SH DEFINED 01 0 0 1000 HUNTINGTON BANCSHARES INC COM 446150104 286 15400 SH DEFINED 06 0 15400 0 ICN PHARMACEUTICALS INC NEW COM 448924100 127 14363 SH DEFINED 01 0 0 14363 HYPERION TOTAL RETURN & INCO COM 449145101 342 34342 SH DEFINED 01 0 0 34342 ICOS CORP COM 449295104 3306 176700 SH DEFINED 01 0 0 176700 IDEC PHARMACEUTICALS CORP COM 449370105 1629 47626 SH DEFINED 01 0 0 47626 IDEC PHARMACEUTICALS CORP COM 449370105 17081 483100 SH DEFINED 13 483100 0 0 I D SYSTEMS INC COM 449489103 199 42000 SH DEFINED 01 0 0 42000 IGEN INC COM 449536101 129 3650 SH DEFINED 01 0 0 3650 IGEN INC COM 449536101 1024 28800 SH DEFINED 13 28800 0 0 IHOP CORP COM 449623107 250 11100 SH DEFINED 01 0 0 11100 IMC GLOBAL INC COM 449669100 198 20637 SH DEFINED 01 0 0 20637 IMC GLOBAL INC COM 449669100 724 74600 SH DEFINED 15 74600 0 0 I-MANY INC COM 44973Q103 20 27800 SH DEFINED 01 0 0 27800 ING PRIME RATE TR SH BEN INT 44977W106 1345 201152 SH DEFINED 01 0 0 201152 IMS HEALTH INC COM 449934108 616 39514 SH DEFINED 01 2940 0 36574 IMS HEALTH INC COM 449934108 5004 320560 SH DEFINED 06 0 320560 0 ISTAR FINL INC COM 45031U101 1969 67522 SH DEFINED 01 0 0 67522 ITT EDUCATIONAL SERVICES INC COM 45068B109 53 1904 SH DEFINED 01 0 0 1904 ITT EDUCATIONAL SERVICES INC COM 45068B109 1095 39100 SH DEFINED 06 0 39100 0 ITXC CORP COM 45069F109 186 133360 SH DEFINED 01 0 0 133360 ITT INDS INC IND COM 450911102 13109 245451 SH DEFINED 01 0 0 245451 ITT INDS INC IND COM 450911102 565 10573 SH DEFINED 06 0 10573 0 IDACORP INC COM 451107106 257 11300 SH DEFINED 01 0 0 11300 IKON OFFICE SOLUTIONS INC COM 451713101 776 109362 SH DEFINED 01 0 0 109362 IDENTIX INC COM 451906101 88 19714 SH DEFINED 01 0 0 19714 ILLINOIS TOOL WKS INC COM 452308109 2535 43605 SH DEFINED 01 0 0 43605 ILLINOIS TOOL WKS INC COM 452308109 1163 20000 SH DEFINED 06 0 20000 0 ILLUMINA INC COM 452327109 129 54400 SH DEFINED 13 54400 0 0 IMATION CORP COM 45245A107 213 5749 SH DEFINED 01 169 0 5580 IMCLONE SYS INC NOTE 5.500% 3/0 45245WAD1 35 40000 SH DEFINED 01 40000 0 0 IMCLONE SYS INC COM 45245W109 1340 81026 SH DEFINED 01 0 0 81026 IMMUNOGEN INC COM 45253H101 133 57375 SH DEFINED 01 0 0 57375 IMPAC MTG HLDGS INC COM 45254P102 4034 310594 SH DEFINED 01 4 0 310590 IMPAX LABORATORIES INC COM 45256B101 64 14381 SH DEFINED 01 0 0 14381 IMPERIAL CHEM INDS PLC ADR NEW 452704505 888 148077 SH DEFINED 01 2664 0 145413 IMMUNOMEDICS INC COM 452907108 8 3100 SH DEFINED 01 0 0 3100 IMMUNOMEDICS INC COM 452907108 1996 732000 SH DEFINED 13 732000 0 0 IMPERIAL OIL LTD COM NEW 453038408 1227 38158 SH DEFINED 01 0 0 38158 INCO LTD DBCV 7.750% 3/1 453258AH8 14 14000 SH DEFINED 01 0 0 14000 INCO LTD NOTE 3/2 453258AM7 7 11000 SH DEFINED 01 0 0 11000 INCO LTD COM 453258402 1719 92356 SH DEFINED 01 0 0 92356 INDYMAC BANCORP INC COM 456607100 238 12254 SH DEFINED 01 0 0 12254 INDYMAC BANCORP INC COM 456607100 1927 99100 SH DEFINED 06 0 99100 0 INFORMATICA CORP COM 45666Q102 702 108800 SH DEFINED 06 0 108800 0 INFONET SVCS CORP CL B 45666T106 60 47458 SH DEFINED 01 0 0 47458 ING GROUP N V SPONSORED ADR 456837103 302 25885 SH DEFINED 01 0 0 25885 ING GROUP N V SPONSORED ADR 456837103 4961 425080 SH DEFINED 06 0 425080 0 INITIO INC COM 457203107 13 24000 SH DEFINED 01 0 0 24000 INNKEEPERS USA TR COM 4576J0104 134 20738 SH DEFINED 01 0 0 20738 INSITE VISION INC COM 457660108 12 20000 SH DEFINED 01 0 0 20000 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 235 41300 SH DEFINED 01 0 0 41300 INSPIRE PHARMACEUTICALS INC COM 457733103 762 48600 SH DEFINED 06 0 48600 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 339 14762 SH DEFINED 01 0 0 14762 INSURED MUN INCOME FD COM 45809F104 812 58131 SH DEFINED 01 0 0 58131 INTEGRAL SYS INC MD COM 45810H107 1834 86550 SH DEFINED 01 0 0 86550 INTEGRATED CIRCUIT SYS INC COM 45811K208 668 30800 SH DEFINED 06 0 30800 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 129 16270 SH DEFINED 01 0 0 16270 INTEGRATED SILICON SOLUTION COM 45812P107 37 15923 SH DEFINED 01 0 0 15923 INTEL CORP COM 458140100 66661 4094660 SH DEFINED 01 161245 0 3933415 INTEL CORP COM 458140100 10954 672875 SH DEFINED 06 0 672875 0 INTEL CORP COM 458140100 157 9700 SH DEFINED 11 0 9700 0 INTEL CORP COM 458140100 269 15660 SH DEFINED 12 15660 0 0 INTEL CORP COM 458140100 19 1220 SH DEFINED 16 0 0 1220 INTER TEL INC COM 458372109 48 3202 SH DEFINED 01 0 0 3202 INTER TEL INC COM 458372109 416 26500 SH DEFINED 15 26500 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 307 13604 SH DEFINED 01 29 0 13575 INTERDIGITAL COMMUNICATIONS COM 45866A105 1557 68800 SH DEFINED 06 0 68800 0 INTERFACE INC CL A 458665106 39 12000 SH DEFINED 01 0 0 12000 INTERMUNE INC COM 45884X103 98 4625 SH DEFINED 01 0 0 4625 INTERMUNE INC COM 45884X103 1184 55500 SH DEFINED 13 55500 0 0 INTERNAP NETWORK SVCS CORP COM 45885A102 38 95000 SH DEFINED 01 0 0 95000 INTERNATIONAL BUSINESS MACHS COM 459200101 85306 1087682 SH DEFINED 01 63965 0 1023717 INTERNATIONAL BUSINESS MACHS COM 459200101 20453 260777 SH DEFINED 06 0 260777 0 INTERNATIONAL BUSINESS MACHS COM 459200101 208 2660 SH DEFINED 11 0 2660 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1152 14256 SH DEFINED 15 14256 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 20 257 SH DEFINED 16 0 0 257 INTERNATIONAL BUSINESS MACHS PUT 4592009PO 282 3600 SH PUT DEFINED 01 0 0 36 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 119 3840 SH DEFINED 01 0 0 3840 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 221 7100 SH DEFINED 06 0 7100 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 5523 67441 SH DEFINED 01 0 0 67441 INTERNATIONAL GAME TECHNOLOG COM 459902102 483 5900 SH DEFINED 06 0 5900 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 597 7245 SH DEFINED 12 7245 0 0 INTL PAPER CO DBCV 6/2 460146BM4 33 65000 SH DEFINED 01 16000 0 49000 INTL PAPER CO COM 460146103 16194 479124 SH DEFINED 01 182207 0 296917 INTL PAPER CO COM 460146103 1048 31000 SH DEFINED 06 0 31000 0 INTL PAPER CO COM 460146103 3 105 SH DEFINED 16 0 0 105 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE5 102 116000 SH DEFINED 01 66000 0 50000 INTERNATIONAL RECTIFIER CORP COM 460254105 801 40764 SH DEFINED 01 0 0 40764 INTERNET CAP GROUP INC COM 46059C106 8 30344 SH DEFINED 01 0 0 30344 INTERNET SEC SYS INC COM 46060X107 178 17992 SH DEFINED 01 0 0 17992 INTERSIL CORP CL A 46069S109 258 16599 SH DEFINED 01 0 0 16599 INTERSIL CORP CL A 46069S109 25 1624 SH DEFINED 06 0 1624 0 INTERPUBLIC GROUP COS INC COM 460690100 637 68497 SH DEFINED 01 0 0 68497 INTERPUBLIC GROUP COS INC COM 460690100 2704 290730 SH DEFINED 06 0 290730 0 INTERVEST BANCSHARES CORP SDCV 7/0 460927AB2 7 10000 SH DEFINED 01 0 0 10000 INTERWOVEN INC COM 46114T102 82 45272 SH DEFINED 01 0 0 45272 INTUITIVE SURGICAL INC COM 46120E107 111 17326 SH DEFINED 01 0 0 17326 INTUIT COM 461202103 274 7367 SH DEFINED 01 0 0 7367 INTUIT COM 461202103 1079 29000 SH DEFINED 06 0 29000 0 INVACARE CORP COM 461203101 1439 45725 SH DEFINED 01 0 0 45725 INVACARE CORP COM 461203101 718 22800 SH DEFINED 06 0 22800 0 INVESTMENT GRADE MUN INCOME COM 461368102 190 12943 SH DEFINED 01 0 0 12943 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 740 52971 SH DEFINED 01 52971 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 121 13100 SH DEFINED 01 13100 0 0 INVISION TECHNOLOGIES INC COM 461851107 522 23247 SH DEFINED 01 0 0 23247 ISHARES INC MSCI AUSTRALIA 464286103 744 77651 SH DEFINED 01 0 0 77651 ISHARES INC MSCI AUSTRALIA 464286103 16 1700 SH DEFINED 16 0 0 1700 ISHARES INC MSCI CDA INDEX 464286509 465 47685 SH DEFINED 01 0 0 47685 ISHARES INC MSCI EMU INDEX 464286608 1334 34559 SH DEFINED 01 0 0 34559 ISHARES INC MSCI PAC J IDX 464286665 1104 21457 SH DEFINED 01 0 0 21457 ISHARES INC MSCI UTD KINGD 464286699 877 78890 SH DEFINED 01 0 0 78890 ISHARES INC MSCI GERMAN 464286806 815 93795 SH DEFINED 01 0 0 93795 ISHARES INC MSCI GERMAN 464286806 13 1500 SH DEFINED 16 0 0 1500 ISHARES INC MSCI MEXICO 464286822 132 11343 SH DEFINED 01 0 0 11343 ISHARES INC MSCI JAPAN 464286848 1746 270305 SH DEFINED 01 206100 0 64205 ISHARES INC MSCI JAPAN 464286848 13 2086 SH DEFINED 12 2086 0 0 ISHARES INC MSCI JAPAN 464286848 21 3300 SH DEFINED 16 0 0 3300 ISHARES INC MSCI HONG KONG 464286871 2439 357210 SH DEFINED 01 0 0 357210 ISHARES TR S&P 500 INDEX 464287200 1993 23507 SH DEFINED 01 0 0 23507 ISHARES TR GS CORP BD FD 464287242 5248 47631 SH DEFINED 01 0 0 47631 ISHARES TR S&P500/BAR GRW 464287309 3073 69409 SH DEFINED 01 0 0 69409 ISHARES TR S&P500/BAR VAL 464287408 1780 44214 SH DEFINED 01 0 0 44214 ISHARES TR 20+ YR TRS BD 464287432 981 11035 SH DEFINED 01 0 0 11035 ISHARES TR 7-10 YR TRS BD 464287440 2896 33479 SH DEFINED 01 0 0 33479 ISHARES TR 1-3 YR TRS BD 464287457 10320 125115 SH DEFINED 01 3726 0 121389 ISHARES TR MSCI EAFE IDX 464287465 5294 58440 SH DEFINED 01 0 0 58440 ISHARES TR RUSSELL MCP VL 464287473 1617 24522 SH DEFINED 01 0 0 24522 ISHARES TR RUSSELL MCP GR 464287481 1607 30837 SH DEFINED 01 0 0 30837 ISHARES TR RUSSELL MIDCAP 464287499 951 20062 SH DEFINED 01 0 0 20062 ISHARES TR S&P MIDCAP 400 464287507 1324 16139 SH DEFINED 01 0 0 16139 ISHARES TR GLDM SCHS SEMI 464287523 273 7816 SH DEFINED 01 0 0 7816 ISHARES TR GLDM SCHS NETW 464287531 293 20445 SH DEFINED 01 0 0 20445 ISHARES TR GLDM SACHS TEC 464287549 222 7465 SH DEFINED 01 0 0 7465 ISHARES TR NASDQ BIO INDX 464287556 4231 82637 SH DEFINED 01 0 0 82637 ISHARES TR COHEN&ST RLTY 464287564 495 6049 SH DEFINED 01 300 0 5749 ISHARES TR S&P GLB100INDX 464287572 394 9389 SH DEFINED 01 0 0 9389 ISHARES TR DJ US CON CYCL 464287580 780 18945 SH DEFINED 01 0 0 18945 ISHARES TR RUSSELL1000VAL 464287598 3580 82493 SH DEFINED 01 0 0 82493 ISHARES TR S&P MIDCP GROW 464287606 1433 16106 SH DEFINED 01 0 0 16106 ISHARES TR RUSSELL1000GRW 464287614 1896 52891 SH DEFINED 01 0 0 52891 ISHARES TR RUSSELL 1000 464287622 770 17090 SH DEFINED 01 0 0 17090 ISHARES TR RUSL 2000 VALU 464287630 4180 39437 SH DEFINED 01 0 0 39437 ISHARES TR RUSL 2000 GROW 464287648 3598 94090 SH DEFINED 01 0 0 94090 ISHARES TR RUSSELL 2000 464287655 1986 27589 SH DEFINED 01 0 0 27589 ISHARES TR DJ US UTILS 464287697 3853 84265 SH DEFINED 01 0 0 84265 ISHARES TR S&P MIDCP VALU 464287705 1965 26094 SH DEFINED 01 0 0 26094 ISHARES TR DJ US TELECOMM 464287713 515 30559 SH DEFINED 01 0 0 30559 ISHARES TR DJ US TECH SEC 464287721 1586 48827 SH DEFINED 01 0 0 48827 ISHARES TR DJ US REAL EST 464287739 469 6119 SH DEFINED 01 0 0 6119 ISHARES TR DJ US INDUSTRL 464287754 692 19729 SH DEFINED 01 0 0 19729 ISHARES TR DJ US HEALTHCR 464287762 1029 20989 SH DEFINED 01 0 0 20989 ISHARES TR DJ US FINL SEC 464287788 2259 34820 SH DEFINED 01 0 0 34820 ISHARES TR DJ US ENERGY 464287796 670 16913 SH DEFINED 01 0 0 16913 ISHARES TR S&P SMLCAP 600 464287804 671 7338 SH DEFINED 01 0 0 7338 ISHARES TR DJ CON NON CYCL 464287812 1496 39021 SH DEFINED 01 0 0 39021 ISHARES TR DJ US BAS MATL 464287838 962 30304 SH DEFINED 01 0 0 30304 ISHARES TR S&P EURO PLUS 464287861 3272 76227 SH DEFINED 01 0 0 76227 ISHARES TR S&P SMLCP VALU 464287879 3347 50176 SH DEFINED 01 0 0 50176 ISHARES TR S&P SMLCP GROW 464287887 2082 33349 SH DEFINED 01 0 0 33349 ISIS PHARMACEUTICALS INC COM 464330109 27 7574 SH DEFINED 01 0 0 7574 ISIS PHARMACEUTICALS INC COM 464330109 406 123000 SH DEFINED 13 123000 0 0 IVAX CORP NOTE 5.500% 5/1 465823AD4 244 257000 SH DEFINED 01 207000 0 50000 IVAX CORP NOTE 4.500% 5/1 465823AG7 21 25000 SH DEFINED 01 25000 0 0 IVAX CORP COM 465823102 4316 352376 SH DEFINED 01 0 0 352376 IVILLAGE INC COM 46588H105 12 20000 SH DEFINED 01 0 0 20000 JDS UNIPHASE CORP COM 46612J101 2803 983728 SH DEFINED 01 136189 0 847539 JDS UNIPHASE CORP COM 46612J101 262 91900 SH DEFINED 06 0 91900 0 JDS UNIPHASE CORP COM 46612J101 462 155600 SH DEFINED 15 155600 0 0 JDS UNIPHASE CORP COM 46612J101 1 600 SH DEFINED 16 0 0 600 JDA SOFTWARE GROUP INC COM 46612K108 550 53900 SH DEFINED 15 53900 0 0 J JILL GROUP INC COM 466189107 142 12250 SH DEFINED 01 2550 0 9700 JLG INDS INC COM 466210101 81 17200 SH DEFINED 01 0 0 17200 J P MORGAN CHASE & CO COM 46625H100 82067 3461294 SH DEFINED 01 1596186 0 1865108 J P MORGAN CHASE & CO COM 46625H100 4074 171810 SH DEFINED 06 0 171810 0 J P MORGAN CHASE & CO COM 46625H100 1 43 SH DEFINED 16 0 0 43 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 451 15926 SH DEFINED 01 0 0 15926 JABIL CIRCUIT INC COM 466313103 412 23579 SH DEFINED 01 0 0 23579 JABIL CIRCUIT INC COM 466313103 2054 117380 SH DEFINED 06 0 117380 0 JABIL CIRCUIT INC COM 466313103 748 41100 SH DEFINED 15 41100 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1226 29206 SH DEFINED 01 0 0 29206 JANUS CAP GROUP INC COM 47102X105 884 77652 SH DEFINED 01 0 0 77652 JANUS CAP GROUP INC COM 47102X105 2422 212610 SH DEFINED 06 0 212610 0 JAPAN EQUITY FD INC COM 471057109 55 13054 SH DEFINED 01 0 0 13054 JEFFERSON PILOT CORP COM 475070108 2009 52227 SH DEFINED 01 0 0 52227 JEFFERSON PILOT CORP COM 475070108 385 10000 SH DEFINED 06 0 10000 0 JO-ANN STORES INC CL A 47758P109 263 13188 SH DEFINED 01 0 0 13188 JOHNSON & JOHNSON COM 478160104 84048 1452372 SH DEFINED 01 95566 0 1356806 JOHNSON & JOHNSON COM 478160104 28167 486723 SH DEFINED 06 0 486723 0 JOHNSON & JOHNSON COM 478160104 69 1200 SH DEFINED 11 0 1200 0 JOHNSON & JOHNSON COM 478160104 33 575 SH DEFINED 16 0 0 575 JOHNSON & JOHNSON PUT 4781609SJ 202 3500 SH PUT DEFINED 01 0 0 35 JOHNSON CTLS INC COM 478366107 1252 17287 SH DEFINED 01 0 0 17287 JOHNSON CTLS INC COM 478366107 442 6100 SH DEFINED 06 0 6100 0 JONES APPAREL GROUP INC COM 480074103 6464 235679 SH DEFINED 01 0 0 235679 JONES APPAREL GROUP INC COM 480074103 2297 83745 SH DEFINED 06 0 83745 0 JONES APPAREL GROUP INC / NOTE 2/0 480081AD0 9 17000 SH DEFINED 01 0 0 17000 JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 134 158000 SH DEFINED 01 148000 0 10000 JUNIPER NETWORKS INC COM 48203R104 1703 208563 SH DEFINED 01 0 0 208563 JUNIPER NETWORKS INC COM 48203R104 131 16000 SH DEFINED 06 0 16000 0 JUNIPER NETWORKS INC COM 48203R104 0 11 SH DEFINED 16 0 0 11 KFX INC COM 48245L107 43 17500 SH DEFINED 01 0 0 17500 KLA-TENCOR CORP COM 482480100 1192 33168 SH DEFINED 01 10483 0 22685 KLA-TENCOR CORP COM 482480100 2949 82039 SH DEFINED 06 0 82039 0 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 265 42847 SH DEFINED 01 0 0 42847 KT CORP SPONSORED ADR 48268K101 45 2654 SH DEFINED 01 0 0 2654 KT CORP SPONSORED ADR 48268K101 2093 121888 SH DEFINED 06 0 121888 0 K V PHARMACEUTICAL CO CL A 482740206 5 300 SH DEFINED 01 0 0 300 K V PHARMACEUTICAL CO CL A 482740206 738 40800 SH DEFINED 06 0 40800 0 KAMAN CORP CL A 483548103 14 1500 SH DEFINED 01 0 0 1500 KAMAN CORP CL A 483548103 580 59300 SH DEFINED 06 0 59300 0 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 2910 79156 SH DEFINED 01 0 0 79156 KANEB SERVICES LLC COM 484173109 3522 167100 SH DEFINED 01 0 0 167100 KANSAS CITY SOUTHERN COM NEW 485170302 113 10072 SH DEFINED 01 0 0 10072 KB HOME COM 48666K109 2443 53771 SH DEFINED 01 0 0 53771 KB HOME COM 48666K109 159 3500 SH DEFINED 06 0 3500 0 KEANE INC COM 486665102 86 10544 SH DEFINED 01 0 0 10544 KELLOGG CO COM 487836108 2208 72061 SH DEFINED 01 0 0 72061 KELLOGG CO COM 487836108 831 27100 SH DEFINED 06 0 27100 0 KELLWOOD CO COM 488044108 1892 65388 SH DEFINED 01 65368 0 20 KELLWOOD CO COM 488044108 790 27300 SH DEFINED 06 0 27300 0 KENSEY NASH CORP COM 490057106 550 26890 SH DEFINED 01 0 0 26890 KENT ELECTRS CORP NOTE 4.500% 9/0 490553AA2 13 15000 SH DEFINED 01 15000 0 0 KERR MCGEE CORP COM 492386107 917 22591 SH DEFINED 01 30 0 22561 KERR MCGEE CORP COM 492386107 280 6900 SH DEFINED 06 0 6900 0 KEYCORP NEW COM 493267108 3838 170166 SH DEFINED 01 0 0 170166 KEYCORP NEW COM 493267108 5247 232600 SH DEFINED 06 0 232600 0 KEYNOTE SYS INC COM 493308100 108 11640 SH DEFINED 01 0 0 11640 KEYSPAN CORP COM 49337W100 4565 141573 SH DEFINED 01 0 0 141573 KEYSPAN CORP COM 49337W100 332 10300 SH DEFINED 06 0 10300 0 KEYSPAN CORP COM 49337W100 38 1200 SH DEFINED 11 0 1200 0 KIMBALL INTL INC CL B 494274103 617 44200 SH DEFINED 06 0 44200 0 KIMBERLY CLARK CORP COM 494368103 23031 506634 SH DEFINED 01 9974 0 496660 KIMBERLY CLARK CORP COM 494368103 1559 34300 SH DEFINED 06 0 34300 0 KIMCO REALTY CORP COM 49446R109 1636 46597 SH DEFINED 01 0 0 46597 KIMCO REALTY CORP COM 49446R109 197 5600 SH DEFINED 06 0 5600 0 KINDER MORGAN INC KANS COM 49455P101 14224 316109 SH DEFINED 01 262334 0 53775 KINDER MORGAN INC KANS COM 49455P101 382 8500 SH DEFINED 06 0 8500 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1397 43185 SH DEFINED 01 0 0 43185 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 13618 368055 SH DEFINED 01 0 0 368055 KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 17 20000 SH DEFINED 01 0 0 20000 KING PHARMACEUTICALS INC COM 495582108 1732 145252 SH DEFINED 01 0 0 145252 KING PHARMACEUTICALS INC COM 495582108 196 16400 SH DEFINED 06 0 16400 0 KNIGHT RIDDER INC COM 499040103 906 15493 SH DEFINED 01 0 0 15493 KNIGHT RIDDER INC COM 499040103 328 5600 SH DEFINED 06 0 5600 0 KOHLS CORP COM 500255104 6475 114456 SH DEFINED 01 0 0 114456 KOHLS CORP COM 500255104 8032 141954 SH DEFINED 06 0 141954 0 KOHLS CORP COM 500255104 137 2435 SH DEFINED 11 0 2435 0 KOHLS CORP COM 500255104 518 9154 SH DEFINED 12 9154 0 0 KOHLS CORP COM 500255104 7 132 SH DEFINED 16 0 0 132 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 1104 330751 SH DEFINED 01 325754 0 4997 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 536 160500 SH DEFINED 06 0 160500 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 732 46969 SH DEFINED 01 0 0 46969 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 511 32750 SH DEFINED 06 0 32750 0 KOOKMIN BK NEW SPONSORED ADR 50049M109 1022 44447 SH DEFINED 01 0 0 44447 KOPIN CORP COM 500600101 463 91919 SH DEFINED 01 0 0 91919 KOREA EQUITY FD INC COM 50063B104 26 8370 SH DEFINED 01 0 0 8370 KOREA EQUITY FD INC COM 50063B104 5 1700 SH DEFINED 16 0 0 1700 KOREA ELECTRIC PWR SPONSORED ADR 500631106 120 15156 SH DEFINED 01 0 0 15156 KOREA ELECTRIC PWR SPONSORED ADR 500631106 3027 379377 SH DEFINED 06 0 379377 0 KORN FERRY INTL COM NEW 500643200 202 30865 SH DEFINED 01 0 0 30865 KRAFT FOODS INC CL A 50075N104 9310 330148 SH DEFINED 01 42 0 330106 KRAFT FOODS INC CL A 50075N104 584 20700 SH DEFINED 06 0 20700 0 KRAFT FOODS INC CL A 50075N104 157 5590 SH DEFINED 11 0 5590 0 KRISPY KREME DOUGHNUTS INC COM 501014104 660 19495 SH DEFINED 01 0 0 19495 KROGER CO COM 501044101 789 60071 SH DEFINED 01 0 0 60071 KROGER CO COM 501044101 3811 289825 SH DEFINED 06 0 289825 0 KROLL INC COM 501049100 1306 61000 SH DEFINED 06 0 61000 0 KULICKE & SOFFA INDS INC COM 501242101 60 12648 SH DEFINED 01 0 0 12648 KYPHON INC COM 501577100 1671 187100 SH DEFINED 15 187100 0 0 LCA-VISION INC COM PAR $.001 501803308 75 22666 SH DEFINED 01 0 0 22666 LSI LOGIC CORP NOTE 4.000% 2/1 502161AE2 103 112000 SH DEFINED 01 112000 0 0 LSI LOGIC CORP NOTE 4.000%11/0 502161AG7 184 215000 SH DEFINED 01 210000 0 5000 LSI LOGIC CORP COM 502161102 346 76650 SH DEFINED 01 0 0 76650 LSI LOGIC CORP COM 502161102 114 25300 SH DEFINED 06 0 25300 0 LSI LOGIC CORP COM 502161102 1 400 SH DEFINED 16 0 0 400 L-3 COMMUNICATIONS HLDGS INC NOTE 5.250% 6/0 502424AB0 1779 1500000 SH DEFINED 01 1500000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3824 95204 SH DEFINED 01 0 0 95204 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1364 33950 SH DEFINED 06 0 33950 0 LA JOLLA PHARMACEUTICAL CO COM 503459109 0 500 SH DEFINED 01 0 0 500 LA JOLLA PHARMACEUTICAL CO COM 503459109 18 12800 SH DEFINED 13 12800 0 0 LA QUINTA CORP PAIRED CTF 50419U202 126 41404 SH DEFINED 01 0 0 41404 LA Z BOY INC COM 505336107 101 5873 SH DEFINED 01 0 0 5873 LA Z BOY INC COM 505336107 121 6900 SH DEFINED 15 6900 0 0 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAC6 37 53000 SH DEFINED 01 0 0 53000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4171 140698 SH DEFINED 01 0 0 140698 LABORATORY CORP AMER HLDGS COM NEW 50540R409 712 24000 SH DEFINED 06 0 24000 0 LAFARGE COPPEE S A SPON ADR NEW 505861401 363 25408 SH DEFINED 01 0 0 25408 LAFARGE NORTH AMERICA INC COM 505862102 466 16045 SH DEFINED 01 0 0 16045 LAM RESEARCH CORP COM 512807108 157 13865 SH DEFINED 01 0 0 13865 LAMAR ADVERTISING CO CL A 512815101 30 1050 SH DEFINED 01 0 0 1050 LAMAR ADVERTISING CO CL A 512815101 1453 49500 SH DEFINED 06 0 49500 0 LANCASTER COLONY CORP COM 513847103 133 3475 SH DEFINED 01 0 0 3475 LANCASTER COLONY CORP COM 513847103 602 15700 SH DEFINED 06 0 15700 0 LANCE INC COM 514606102 477 59300 SH DEFINED 06 0 59300 0 LANDAUER INC COM 51476K103 41 1137 SH DEFINED 01 0 0 1137 LANDAUER INC COM 51476K103 587 16000 SH DEFINED 06 0 16000 0 LANDAMERICA FINL GROUP INC COM 514936103 644 16200 SH DEFINED 06 0 16200 0 LATTICE SEMICONDUCTOR CORP COM 518415104 3453 458068 SH DEFINED 01 0 0 458068 LAUDER ESTEE COS INC CL A 518439104 9046 297982 SH DEFINED 01 28139 0 269843 LAUDER ESTEE COS INC CL A 518439104 2011 66250 SH DEFINED 06 0 66250 0 LEAR CORP COM 521865105 72 2043 SH DEFINED 01 0 0 2043 LEAR CORP COM 521865105 1431 40490 SH DEFINED 06 0 40490 0 LEGATO SYS INC COM 524651106 998 194544 SH DEFINED 01 3699 0 190845 LEGATO SYS INC COM 524651106 615 118100 SH DEFINED 15 118100 0 0 LEGGETT & PLATT INC COM 524660107 750 41030 SH DEFINED 01 0 0 41030 LEGGETT & PLATT INC COM 524660107 247 13500 SH DEFINED 06 0 13500 0 LEGG MASON INC COM 524901105 946 19413 SH DEFINED 01 0 0 19413 LEGG MASON INC COM 524901105 1009 20700 SH DEFINED 06 0 20700 0 LEHMAN BROS HLDGS INC COM 524908100 2545 44072 SH DEFINED 01 0 0 44072 LEHMAN BROS HLDGS INC COM 524908100 1966 34046 SH DEFINED 06 0 34046 0 LENDINGTREE INC COM 52602Q105 712 61069 SH DEFINED 01 0 0 61069 LENNAR CORP COM 526057104 905 16915 SH DEFINED 01 0 0 16915 LENNAR CORP COM 526057104 101 1877 SH DEFINED 12 1877 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS9 163 351000 SH DEFINED 01 20000 0 331000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 454 88131 SH DEFINED 01 14882 0 73249 LEXICON GENETICS INC COM 528872104 1494 362000 SH DEFINED 13 362000 0 0 LEXMARK INTL NEW CL A 529771107 6424 95954 SH DEFINED 01 26835 0 69119 LEXMARK INTL NEW CL A 529771107 736 10989 SH DEFINED 06 0 10989 0 LIBBEY INC COM 529898108 12 500 SH DEFINED 01 0 0 500 LIBBEY INC COM 529898108 662 26900 SH DEFINED 06 0 26900 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 315 46882 SH DEFINED 01 0 0 46882 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 18 32000 SH DEFINED 01 0 0 32000 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 17 32000 SH DEFINED 01 18000 0 14000 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 182 330000 SH DEFINED 06 0 330000 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 46 50000 SH DEFINED 01 0 0 50000 LIBERTY MEDIA CORP NEW COM SER A 530718105 11469 1178751 SH DEFINED 01 182065 0 996686 LIBERTY MEDIA CORP NEW COM SER A 530718105 392 40300 SH DEFINED 06 0 40300 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 2915 297804 SH DEFINED 12 297804 0 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 5 520 SH DEFINED 16 0 0 520 LIBERTY PPTY TR SH BEN INT 531172104 2030 64874 SH DEFINED 01 0 0 64874 LIBERTY PPTY TR SH BEN INT 531172104 263 8400 SH DEFINED 06 0 8400 0 LIFEPOINT INC COM 53215R100 10 20000 SH DEFINED 01 0 0 20000 LIFEPOINT HOSPITALS INC COM 53219L109 181 7242 SH DEFINED 01 0 0 7242 LIFEPOINT HOSPITALS INC COM 53219L109 793 31600 SH DEFINED 06 0 31600 0 LIGAND PHARMACEUTICALS INC CL B 53220K207 12 1873 SH DEFINED 01 0 0 1873 LIGAND PHARMACEUTICALS INC CL B 53220K207 1138 178000 SH DEFINED 13 178000 0 0 LILLIAN VERNON CORP COM 532430105 210 49977 SH DEFINED 01 47977 0 2000 LILLY ELI & CO COM 532457108 10332 180796 SH DEFINED 01 5019 0 175777 LILLY ELI & CO COM 532457108 11499 201200 SH DEFINED 06 0 201200 0 LILLY ELI & CO COM 532457108 129 2265 SH DEFINED 11 0 2265 0 LILLY ELI & CO COM 532457108 11816 202500 SH DEFINED 13 202500 0 0 LIMITED BRANDS INC COM 532716107 3089 240049 SH DEFINED 01 60273 0 179776 LIMITED BRANDS INC COM 532716107 436 33900 SH DEFINED 06 0 33900 0 LINCARE HLDGS INC COM 532791100 1260 41064 SH DEFINED 01 0 0 41064 LINCARE HLDGS INC COM 532791100 365 11900 SH DEFINED 15 11900 0 0 LINCOLN ELEC HLDGS INC COM 533900106 140 7800 SH DEFINED 01 0 0 7800 LINCOLN ELEC HLDGS INC COM 533900106 605 33500 SH DEFINED 06 0 33500 0 LINCOLN NATL CORP IND COM 534187109 1399 49981 SH DEFINED 01 4765 0 45216 LINCOLN NATL CORP IND COM 534187109 322 11500 SH DEFINED 06 0 11500 0 LINEAR TECHNOLOGY CORP COM 535678106 2428 78669 SH DEFINED 01 0 0 78669 LINEAR TECHNOLOGY CORP COM 535678106 1868 60500 SH DEFINED 06 0 60500 0 LINENS N THINGS INC COM 535679104 28 1420 SH DEFINED 01 0 0 1420 LINENS N THINGS INC COM 535679104 1347 66300 SH DEFINED 06 0 66300 0 LIQUIDMETAL TECHNOLOGIES COM 53634X100 71 13150 SH DEFINED 01 0 0 13150 LIZ CLAIBORNE INC COM 539320101 1355 43830 SH DEFINED 01 0 0 43830 LIZ CLAIBORNE INC COM 539320101 667 21582 SH DEFINED 06 0 21582 0 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 628 30238 SH DEFINED 01 0 0 30238 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 460 22100 SH DEFINED 06 0 22100 0 LOCKHEED MARTIN CORP COM 539830109 8114 170647 SH DEFINED 01 5102 0 165545 LOCKHEED MARTIN CORP COM 539830109 6505 136800 SH DEFINED 06 0 136800 0 LOEWS CORP NOTE 3.125% 9/1 540424AL2 358 392000 SH DEFINED 01 82000 0 310000 LOEWS CORP NOTE 3.125% 9/1 540424AL2 92 100000 SH DEFINED 06 0 100000 0 LOEWS CORP COM 540424108 1410 35409 SH DEFINED 01 19356 0 16053 LOEWS CORP COM 540424108 789 19800 SH DEFINED 06 0 19800 0 LONE STAR STEAKHOUSE SALOON COM 542307103 1531 72276 SH DEFINED 01 69576 0 2700 LONGVIEW FIBRE CO COM 543213102 133 20080 SH DEFINED 01 0 0 20080 LOUDEYE CORP COM 545754103 6 21150 SH DEFINED 01 0 0 21150 LOUISIANA PAC CORP COM 546347105 311 39305 SH DEFINED 01 0 0 39305 LOWES COS INC NOTE 2/1 548661CF2 9845 12997000 SH DEFINED 01 12976000 0 21000 LOWES COS INC NOTE 0.861%10/1 548661CG0 54 57000 SH DEFINED 01 0 0 57000 LOWES COS INC COM 548661107 46874 1148326 SH DEFINED 01 714103 0 434223 LOWES COS INC COM 548661107 7162 175458 SH DEFINED 06 0 175458 0 LOWES COS INC COM 548661107 113 2780 SH DEFINED 11 0 2780 0 LUBRIZOL CORP COM 549271104 138 4620 SH DEFINED 01 0 0 4620 LUBRIZOL CORP COM 549271104 657 21900 SH DEFINED 06 0 21900 0 LUBYS INC COM 549282101 43 33070 SH DEFINED 01 0 0 33070 LUCENT TECHNOLOGIES INC COM 549463107 9184 6247801 SH DEFINED 01 51854 0 6195947 LUCENT TECHNOLOGIES INC COM 549463107 363 247000 SH DEFINED 06 0 247000 0 LUCENT TECHNOLOGIES INC COM 549463107 1 1000 SH DEFINED 16 0 0 1000 LUMINEX CORP DEL COM 55027E102 7 1500 SH DEFINED 01 0 0 1500 LUMINEX CORP DEL COM 55027E102 1794 384200 SH DEFINED 13 384200 0 0 LYONDELL CHEMICAL CO COM 552078107 877 62923 SH DEFINED 01 0 0 62923 M & F WORLDWIDE CORP COM 552541104 93 14002 SH DEFINED 01 2 0 14000 M & T BK CORP COM 55261F104 486 6190 SH DEFINED 01 0 0 6190 M & T BK CORP COM 55261F104 4778 60800 SH DEFINED 06 0 60800 0 MBIA INC COM 55262C100 2070 53583 SH DEFINED 01 0 0 53583 MBIA INC COM 55262C100 4003 103585 SH DEFINED 06 0 103585 0 MBNA CORP COM 55262L100 4496 298798 SH DEFINED 01 0 0 298798 MBNA CORP COM 55262L100 5752 382217 SH DEFINED 06 0 382217 0 MBNA CORP COM 55262L100 18 1237 SH DEFINED 11 0 1237 0 MDU RES GROUP INC COM 552690109 872 31254 SH DEFINED 01 21454 0 9800 MFA MTG INVTS INC COM 55272X102 126 14600 SH DEFINED 01 0 0 14600 MFS CHARTER INCOME TR SH BEN INT 552727109 701 81966 SH DEFINED 01 0 0 81966 MFS INTER INCOME TR SH BEN INT 55273C107 821 111955 SH DEFINED 01 0 0 111955 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 622 101667 SH DEFINED 01 0 0 101667 MGIC INVT CORP WIS COM 552848103 1595 40619 SH DEFINED 01 599 0 40020 MGIC INVT CORP WIS COM 552848103 283 7200 SH DEFINED 06 0 7200 0 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 113 16501 SH DEFINED 01 0 0 16501 MMO2 PLC ADR 55309W101 6 890 SH DEFINED 01 0 0 890 MMO2 PLC ADR 55309W101 417 59286 SH DEFINED 06 0 59286 0 MRO SOFTWARE INC COM 55347W105 536 78200 SH DEFINED 01 78200 0 0 MRV COMMUNICATIONS INC COM 553477100 14 12625 SH DEFINED 01 0 0 12625 MTI TECHNOLOGY CORP COM 553903105 28 32517 SH DEFINED 01 0 0 32517 MACK CALI RLTY CORP COM 554489104 374 12091 SH DEFINED 01 0 0 12091 MACROCHEM CORP DEL COM 555903103 5 11375 SH DEFINED 01 0 0 11375 MACROVISION CORP COM 555904101 153 12800 SH DEFINED 01 0 0 12800 MAGNA INTL INC CL A 559222401 4912 93966 SH DEFINED 01 0 0 93966 MAGNETEK INC COM 559424106 98 41000 SH DEFINED 01 0 0 41000 MALAN RLTY INVS INC SDCV 9.500% 7/1 561063AA6 25 26000 SH DEFINED 01 0 0 26000 MANAGED HIGH INCOME PORTFOLI COM 56166C105 1010 145255 SH DEFINED 01 0 0 145255 MANAGED MUNS PORTFOLIO INC COM 561662107 1046 98979 SH DEFINED 01 0 0 98979 MANAGED HIGH YIELD PLUS FD I COM 561911108 585 118912 SH DEFINED 01 3000 0 115912 MANHATTAN ASSOCS INC COM 562750109 51 2958 SH DEFINED 01 0 0 2958 MANHATTAN ASSOCS INC COM 562750109 269 15500 SH DEFINED 15 15500 0 0 MANOR CARE INC NEW COM 564055101 628 32699 SH DEFINED 01 0 0 32699 MANOR CARE INC NEW COM 564055101 1240 64500 SH DEFINED 06 0 64500 0 MANPOWER INC DBCV 8/1 56418HAC4 9 15000 SH DEFINED 01 0 0 15000 MANPOWER INC COM 56418H100 105 3524 SH DEFINED 01 0 0 3524 MANPOWER INC COM 56418H100 1010 32800 SH DEFINED 15 32800 0 0 MANUGISTICS GROUP INC COM 565011103 28 12500 SH DEFINED 01 0 0 12500 MANUGISTICS GROUP INC COM 565011103 456 199800 SH DEFINED 06 0 199800 0 MAPINFO CORP COM 565105103 185 47939 SH DEFINED 01 0 0 47939 MARATHON OIL CORP COM 565849106 3914 163294 SH DEFINED 01 0 0 163294 MARATHON OIL CORP COM 565849106 532 22200 SH DEFINED 06 0 22200 0 MARCUS CORP COM 566330106 731 53765 SH DEFINED 01 0 0 53765 MARSH & MCLENNAN COS INC COM 571748102 10567 247891 SH DEFINED 01 12 0 247879 MARSH & MCLENNAN COS INC COM 571748102 8380 196570 SH DEFINED 06 0 196570 0 MARSH & MCLENNAN COS INC COM 571748102 102 2400 SH DEFINED 11 0 2400 0 MARSHALL & ILSLEY CORP COM 571834100 56 2200 SH DEFINED 01 0 0 2200 MARSHALL & ILSLEY CORP COM 571834100 381 14900 SH DEFINED 06 0 14900 0 MARRIOTT INTL INC NEW CL A 571903202 587 18457 SH DEFINED 01 0 0 18457 MARRIOTT INTL INC NEW CL A 571903202 5306 166800 SH DEFINED 06 0 166800 0 MARTEK BIOSCIENCES CORP COM 572901106 275 9645 SH DEFINED 01 0 0 9645 MARVEL ENTERPRISES INC COM 57383M108 789 57099 SH DEFINED 01 0 0 57099 MASCO CORP COM 574599106 2588 139020 SH DEFINED 01 0 0 139020 MASCO CORP COM 574599106 5104 274100 SH DEFINED 06 0 274100 0 MASSEY ENERGY CORP COM 576206106 186 19791 SH DEFINED 01 0 0 19791 MASSEY ENERGY CORP COM 576206106 654 69600 SH DEFINED 06 0 69600 0 MATRIXONE INC COM 57685P304 39 11700 SH DEFINED 01 0 0 11700 MATSUSHITA ELEC INDL ADR 576879209 602 70596 SH DEFINED 01 0 0 70596 MATSUSHITA ELEC INDL ADR 576879209 4666 546955 SH DEFINED 06 0 546955 0 MATTEL INC COM 577081102 4125 183340 SH DEFINED 01 49617 0 133723 MATTEL INC COM 577081102 650 28900 SH DEFINED 06 0 28900 0 MATTSON TECHNOLOGY INC COM 577223100 27 15365 SH DEFINED 01 0 0 15365 MAXIM INTEGRATED PRODS INC COM 57772K101 3083 85363 SH DEFINED 01 21 0 85342 MAXIM INTEGRATED PRODS INC COM 57772K101 1183 32750 SH DEFINED 06 0 32750 0 MAXIM INTEGRATED PRODS INC COM 57772K101 397 10500 SH DEFINED 15 10500 0 0 MAY DEPT STORES CO COM 577778103 5165 259696 SH DEFINED 01 202730 0 56966 MAY DEPT STORES CO COM 577778103 424 21300 SH DEFINED 06 0 21300 0 MAVERICK TUBE CORP COM 577914104 691 37170 SH DEFINED 01 0 0 37170 MAXIMUS INC COM 577933104 21 1005 SH DEFINED 01 0 0 1005 MAXIMUS INC COM 577933104 1084 51100 SH DEFINED 06 0 51100 0 MAYTAG CORP COM 578592107 1689 88788 SH DEFINED 01 0 0 88788 MAYTAG CORP COM 578592107 19 1000 SH DEFINED 06 0 1000 0 MCCLATCHY CO CL A 579489105 18 343 SH DEFINED 01 0 0 343 MCCLATCHY CO CL A 579489105 2144 40010 SH DEFINED 06 0 40010 0 MCCORMICK & CO INC COM NON VTG 579780206 564 23379 SH DEFINED 01 0 0 23379 MCCORMICK & CO INC COM NON VTG 579780206 1399 57970 SH DEFINED 06 0 57970 0 MCDONALDS CORP COM 580135101 13212 913753 SH DEFINED 01 121434 0 792319 MCDONALDS CORP COM 580135101 1734 119900 SH DEFINED 06 0 119900 0 MCDONALDS CORP COM 580135101 15 1075 SH DEFINED 11 0 1075 0 MCDONALDS CORP COM 580135101 41 2776 SH DEFINED 12 2776 0 0 MCDONALDS CORP COM 580135101 10 700 SH DEFINED 16 0 0 700 MCGRATH RENTCORP COM 580589109 592 26200 SH DEFINED 06 0 26200 0 MCGRAW HILL COS INC COM 580645109 10073 181209 SH DEFINED 01 2729 0 178480 MCGRAW HILL COS INC COM 580645109 728 13100 SH DEFINED 06 0 13100 0 MCKESSON CORP COM 58155Q103 1151 46193 SH DEFINED 01 8960 0 37233 MCKESSON CORP COM 58155Q103 1109 44500 SH DEFINED 06 0 44500 0 MCKESSON CORP COM 58155Q103 18 750 SH DEFINED 11 0 750 0 MEADWESTVACO CORP COM 583334107 892 39173 SH DEFINED 01 0 0 39173 MEADWESTVACO CORP COM 583334107 314 13788 SH DEFINED 06 0 13788 0 MEADWESTVACO CORP COM 583334107 391 17200 SH DEFINED 15 17200 0 0 MEDAREX INC COM 583916101 121 37730 SH DEFINED 01 0 0 37730 MEDICAL STAFFING NETWK HLDGS COM 58463F104 431 40668 SH DEFINED 01 0 0 40668 MEDIMMUNE INC COM 584699102 4545 138441 SH DEFINED 01 0 0 138441 MEDIMMUNE INC COM 584699102 2628 80061 SH DEFINED 06 0 80061 0 MEDIMMUNE INC COM 584699102 20588 613332 SH DEFINED 12 613332 0 0 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 7666 7354000 SH DEFINED 01 7274000 0 80000 MEDTRONIC INC COM 585055106 82852 1836269 SH DEFINED 01 102477 0 1733792 MEDTRONIC INC COM 585055106 20484 454000 SH DEFINED 06 0 454000 0 MEDTRONIC INC COM 585055106 342 7600 SH DEFINED 11 0 7600 0 MEDTRONIC INC COM 585055106 4 110 SH DEFINED 16 0 0 110 MELLON FINL CORP COM 58551A108 1883 88595 SH DEFINED 01 0 0 88595 MELLON FINL CORP COM 58551A108 614 28900 SH DEFINED 06 0 28900 0 MENS WEARHOUSE INC COM 587118100 302 20200 SH DEFINED 01 0 0 20200 MERCANTILE BANKSHARES CORP COM 587405101 647 19081 SH DEFINED 01 0 0 19081 MERCK & CO INC COM 589331107 88244 1610888 SH DEFINED 01 461414 0 1149474 MERCK & CO INC COM 589331107 14369 262300 SH DEFINED 06 0 262300 0 MERCK & CO INC COM 589331107 354 6470 SH DEFINED 11 0 6470 0 MERCK & CO INC COM 589331107 1 20 SH DEFINED 16 0 0 20 MERCURY COMPUTER SYS COM 589378108 1405 51686 SH DEFINED 01 0 0 51686 MERCURY INTERACTIVE CORP COM 589405109 449 15154 SH DEFINED 01 0 0 15154 MERCURY INTERACTIVE CORP COM 589405109 172 5800 SH DEFINED 06 0 5800 0 MERIDIAN RESOURCE CORP COM 58977Q109 89 77700 SH DEFINED 01 0 0 77700 MERIDIAN GOLD INC COM 589975101 238 25280 SH DEFINED 01 0 0 25280 MERRILL LYNCH & CO INC COM 590188108 10721 302871 SH DEFINED 01 42075 0 260796 MERRILL LYNCH & CO INC COM 590188108 4000 112992 SH DEFINED 06 0 112992 0 MERRILL LYNCH & CO INC COM 590188108 157 4341 SH DEFINED 12 4341 0 0 MERRILL LYNCH & CO INC COM 590188108 1 33 SH DEFINED 16 0 0 33 MESA AIR GROUP INC COM 590479101 114 23135 SH DEFINED 01 0 0 23135 MESABI TR CTF BEN INT 590672101 108 24100 SH DEFINED 01 0 0 24100 METHODE ELECTRS INC CL A 591520200 505 62400 SH DEFINED 06 0 62400 0 METLIFE INC COM 59156R108 6138 232694 SH DEFINED 01 211627 0 21067 METLIFE INC COM 59156R108 1526 57850 SH DEFINED 06 0 57850 0 METRO GOLDWYN MAYER INC COM 591610100 201 19214 SH DEFINED 01 0 0 19214 MEXICO FD INC COM 592835102 181 16451 SH DEFINED 01 0 0 16451 MICHAELS STORES INC COM 594087108 206 8255 SH DEFINED 01 0 0 8255 MICROSOFT CORP COM 594918104 145233 5998926 SH DEFINED 01 380642 0 5618284 MICROSOFT CORP COM 594918104 33337 1376996 SH DEFINED 06 0 1376996 0 MICROSOFT CORP COM 594918104 485 20040 SH DEFINED 11 0 20040 0 MICROSOFT CORP COM 594918104 967 39229 SH DEFINED 12 39229 0 0 MICROSOFT CORP COM 594918104 68 2842 SH DEFINED 16 0 0 2842 MICROVISION INC WASH COM 594960106 256 54520 SH DEFINED 01 0 0 54520 MICRO THERAPEUTICS INC COM 59500W100 48 19300 SH DEFINED 01 0 0 19300 MICROCHIP TECHNOLOGY INC COM 595017104 303 15271 SH DEFINED 01 0 0 15271 MICROCHIP TECHNOLOGY INC COM 595017104 716 36000 SH DEFINED 06 0 36000 0 MICROCHIP TECHNOLOGY INC COM 595017104 381 17900 SH DEFINED 15 17900 0 0 MICRON TECHNOLOGY INC COM 595112103 405 49873 SH DEFINED 01 0 0 49873 MICRON TECHNOLOGY INC COM 595112103 328 40300 SH DEFINED 06 0 40300 0 MICRON TECHNOLOGY INC COM 595112103 8 1050 SH DEFINED 11 0 1050 0 MICROSEMI CORP COM 595137100 1364 124900 SH DEFINED 15 124900 0 0 MICROTEK MEDICAL HLDGS INC COM 59515B109 23 10343 SH DEFINED 01 0 0 10343 MID ATLANTIC MED SVCS INC COM 59523C107 1521 37526 SH DEFINED 01 0 0 37526 MIDCAP SPDR TR UNIT SER 1 595635103 7156 95866 SH DEFINED 01 0 0 95866 MIDWEST EXPRESS HLDGS INC COM 597911106 19 15464 SH DEFINED 01 0 0 15464 MIDWAY GAMES INC COM 598148104 213 64450 SH DEFINED 01 0 0 64450 MILLENNIUM PHARMACEUTICALS I COM 599902103 598 76150 SH DEFINED 01 0 0 76150 MILLIPORE CORP COM 601073109 2294 70169 SH DEFINED 01 0 0 70169 MILLIPORE CORP COM 601073109 108 3300 SH DEFINED 06 0 3300 0 MILLIPORE CORP COM 601073109 407 12300 SH DEFINED 15 12300 0 0 MIRANT CORP COM 604675108 693 433480 SH DEFINED 01 0 0 433480 MIRANT CORP COM 604675108 0 0 SH DEFINED 11 0 0 0 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 13 3730 SH DEFINED 01 0 0 3730 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 3782 1016800 SH DEFINED 06 0 1016800 0 MOBILE MINI INC COM 60740F105 183 11500 SH DEFINED 01 0 0 11500 MODEM MEDIA INC CL A 607533106 81 37200 SH DEFINED 01 0 0 37200 MOHAWK INDS INC COM 608190104 4715 98372 SH DEFINED 01 0 0 98372 MOHAWK INDS INC COM 608190104 650 13300 SH DEFINED 15 13300 0 0 MOLEX INC COM 608554101 312 14563 SH DEFINED 01 0 0 14563 MOLEX INC COM 608554101 1025 47700 SH DEFINED 06 0 47700 0 MOLEX INC COM 608554101 515 23200 SH DEFINED 15 23200 0 0 MOLEX INC CL A 608554200 274 14917 SH DEFINED 01 0 0 14917 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 251 35400 SH DEFINED 15 35400 0 0 MONSANTO CO NEW COM 61166W101 500 30516 SH DEFINED 01 521 0 29995 MONSANTO CO NEW COM 61166W101 289 17642 SH DEFINED 06 0 17642 0 MONSANTO CO NEW COM 61166W101 1 102 SH DEFINED 11 0 102 0 MONSANTO CO NEW COM 61166W101 0 7 SH DEFINED 16 0 0 7 MOODYS CORP COM 615369105 1509 32652 SH DEFINED 01 1864 0 30788 MOODYS CORP COM 615369105 467 10100 SH DEFINED 06 0 10100 0 MOORE LTD COM 615785102 114 10900 SH DEFINED 01 0 0 10900 MORAN ENERGY INC SDCV 8.750% 1/1 616457AC1 77 93000 SH DEFINED 01 0 0 93000 MORGAN STANLEY EMER MKTS FD COM 61744G107 574 72812 SH DEFINED 01 0 0 72812 MORGAN STANLEY EMER MKTS DEB COM 61744H105 1993 243762 SH DEFINED 01 0 0 243762 MORGAN STANLEY GBL OPP BOND COM 61744R103 74 11300 SH DEFINED 01 0 0 11300 MORGAN STANLEY ASIA PAC FD I COM 61744U106 75 10768 SH DEFINED 01 0 0 10768 MORGAN STANLEY COM NEW 617446448 7689 200513 SH DEFINED 01 26463 0 174050 MORGAN STANLEY COM NEW 617446448 4545 118503 SH DEFINED 06 0 118503 0 MORGAN STANLEY COM NEW 617446448 285 7445 SH DEFINED 11 0 7445 0 MORGAN STANLEY COM NEW 617446448 394 9865 SH DEFINED 12 9865 0 0 MORGAN STANLEY GOVT INCOME TR 61745P106 301 32950 SH DEFINED 01 0 0 32950 MORGAN STANLEY MUN PREM INCOM 61745P429 250 27935 SH DEFINED 01 0 0 27935 MORGAN STANLEY MUN INCOME III 61745P437 204 23650 SH DEFINED 01 0 0 23650 MORGAN STANLEY QULTY MUN SECS 61745P585 327 23550 SH DEFINED 01 0 0 23550 MORGAN STANLEY QUALT MUN INCM 61745P734 292 20900 SH DEFINED 01 0 0 20900 MORGAN STANLEY INSD MUN INCM 61745P791 263 17975 SH DEFINED 01 0 0 17975 MOTOROLA INC COM 620076109 8723 1056141 SH DEFINED 01 55475 0 1000666 MOTOROLA INC COM 620076109 1468 177678 SH DEFINED 06 0 177678 0 MOTOROLA INC COM 620076109 76 9265 SH DEFINED 11 0 9265 0 MOTOROLA INC COM 620076109 2 358 SH DEFINED 16 0 0 358 MOVIE GALLERY INC COM 624581104 209 12051 SH DEFINED 01 0 0 12051 MULTI COLOR CORP COM 625383104 3799 237025 SH DEFINED 01 0 0 237025 MUNIHOLDINGS N Y INSD FD INC COM 625931100 224 15901 SH DEFINED 01 0 0 15901 MUNIHOLDINGS FD II INC COM 625935101 309 23642 SH DEFINED 01 0 0 23642 MUNICIPAL ADVANTAGE FD INC COM 626189104 358 26098 SH DEFINED 01 0 0 26098 MUNICIPAL PARTNERS FD INC COM 62622C101 149 11203 SH DEFINED 01 0 0 11203 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 1034 43511 SH DEFINED 01 0 0 43511 MUNIVEST FD II INC COM 62629P105 516 36933 SH DEFINED 01 0 0 36933 MUNIVEST FD INC COM 626295109 686 76539 SH DEFINED 01 0 0 76539 MUNIYIELD FD INC COM 626299101 391 30584 SH DEFINED 01 0 0 30584 MUNIYIELD INSD FD INC COM 62630E107 474 32675 SH DEFINED 01 0 0 32675 MUNIYIELD QUALITY FD II COM 62630T104 335 27750 SH DEFINED 01 0 0 27750 MUNIYIELD N Y INSD FD INC COM 626301105 267 19875 SH DEFINED 01 0 0 19875 MUNIYIELD QUALITY FD INC COM 626302103 376 26428 SH DEFINED 01 0 0 26428 MURPHY OIL CORP COM 626717102 1320 29895 SH DEFINED 01 0 0 29895 MURPHY OIL CORP COM 626717102 4762 107800 SH DEFINED 06 0 107800 0 MYKROLIS CORP COM 62852P103 89 10729 SH DEFINED 01 0 0 10729 MYLAN LABS INC COM 628530107 1816 63186 SH DEFINED 01 0 0 63186 MYLAN LABS INC COM 628530107 1237 42600 SH DEFINED 15 42600 0 0 MYRIAD GENETICS INC COM 62855J104 18 1845 SH DEFINED 01 0 0 1845 MYRIAD GENETICS INC COM 62855J104 684 66000 SH DEFINED 13 66000 0 0 NBTY INC COM 628782104 542 28593 SH DEFINED 01 0 0 28593 NCR CORP NEW COM 62886E108 231 12624 SH DEFINED 01 1028 0 11596 NCR CORP NEW COM 62886E108 125 6800 SH DEFINED 06 0 6800 0 NEC CORP ADR 629050204 292 88500 SH DEFINED 01 0 0 88500 NII HLDGS INC CL B NEW 62913F201 3320 129609 SH DEFINED 01 129609 0 0 NII HLDGS INC CL B NEW 62913F201 1790 78565 SH DEFINED 07 78565 0 0 NPS PHARMACEUTICALS INC COM 62936P103 248 16075 SH DEFINED 01 0 0 16075 NPS PHARMACEUTICALS INC COM 62936P103 1258 78500 SH DEFINED 13 78500 0 0 NTT DOCOMO INC SPONS ADR 62942M201 229 12143 SH DEFINED 01 0 0 12143 NTT DOCOMO INC SPONS ADR 62942M201 998 52895 SH DEFINED 06 0 52895 0 NUCO2 INC COM 629428103 227 45450 SH DEFINED 01 0 0 45450 NUI CORP COM 629431107 196 13447 SH DEFINED 01 0 0 13447 NVR INC COM 62944T105 10449 31762 SH DEFINED 01 30594 0 1168 NABORS INDS INC DBCV 6/2 629568AD8 33 50000 SH DEFINED 01 0 0 50000 NAM TAI ELECTRS INC COM PAR $0.02 629865205 425 16900 SH DEFINED 01 0 0 16900 NASDAQ 100 TR UNIT SER 1 631100104 13627 539693 SH DEFINED 01 500 0 539193 NASDAQ 100 TR UNIT SER 1 631100104 2031 77900 SH DEFINED 15 77900 0 0 NASDAQ 100 TR UNIT SER 1 631100104 78 3098 SH DEFINED 16 0 0 3098 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 5 600 SH DEFINED 01 0 0 600 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 166 20100 SH DEFINED 13 20100 0 0 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 719 7501 SH DEFINED 01 0 0 7501 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 249 2600 SH DEFINED 06 0 2600 0 NATIONAL CITY CORP COM 635405103 1029 36963 SH DEFINED 01 0 0 36963 NATIONAL CITY CORP COM 635405103 1125 40400 SH DEFINED 06 0 40400 0 NATIONAL COMMERCE FINL CORP COM 63545P104 5405 228079 SH DEFINED 01 0 0 228079 NATIONAL FUEL GAS CO N J COM 636180101 307 14068 SH DEFINED 01 0 0 14068 NATIONAL FUEL GAS CO N J COM 636180101 687 31400 SH DEFINED 06 0 31400 0 NATIONAL-OILWELL INC COM 637071101 67 3015 SH DEFINED 01 0 0 3015 NATIONAL-OILWELL INC COM 637071101 866 38100 SH DEFINED 15 38100 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1508 88553 SH DEFINED 01 0 0 88553 NATIONAL SEMICONDUCTOR CORP COM 637640103 206 12100 SH DEFINED 06 0 12100 0 NATIONS GOVT INCOME TERM 200 COM 638583104 936 93023 SH DEFINED 01 0 0 93023 NATIONS GOVT INCOME 2004 COM 638584102 650 64121 SH DEFINED 01 0 0 64121 NATIONWIDE FINL SVCS INC CL A 638612101 1400 57472 SH DEFINED 01 28114 0 29358 NATIONWIDE HEALTH PPTYS INC COM 638620104 137 10716 SH DEFINED 01 0 0 10716 NEKTAR THERAPEUTICS COM 640268108 69 11050 SH DEFINED 01 0 0 11050 NEOFORMA COM INC COM NEW 640475505 184 14550 SH DEFINED 01 0 0 14550 NEOSE TECHNOLOGIES INC COM 640522108 2 300 SH DEFINED 01 0 0 300 NEOSE TECHNOLOGIES INC COM 640522108 968 137900 SH DEFINED 13 137900 0 0 NEOPHARM INC COM 640919106 1912 165600 SH DEFINED 13 165600 0 0 NETWORKS ASSOCS INC COM 640938106 110 7989 SH DEFINED 01 0 0 7989 NETWORKS ASSOCS INC COM 640938106 494 35800 SH DEFINED 06 0 35800 0 NETWORKS ASSOCS INC COM 640938106 392 27000 SH DEFINED 15 27000 0 0 NETFLIX COM INC COM 64110L106 217 10692 SH DEFINED 01 10342 0 350 NETRO CORP COM 64114R109 569 211599 SH DEFINED 01 0 0 211599 NETSCREEN TECHNOLOGIES INC COM 64117V107 573 34159 SH DEFINED 01 0 0 34159 NETSCREEN TECHNOLOGIES INC COM 64117V107 910 53400 SH DEFINED 15 53400 0 0 NETWORK APPLIANCE INC COM 64120L104 5669 506682 SH DEFINED 01 36322 0 470360 NETWORK APPLIANCE INC COM 64120L104 1917 171300 SH DEFINED 06 0 171300 0 NETWORK ENGINES INC COM 64121A107 26 17950 SH DEFINED 01 0 0 17950 NETWORKS ASSOCS INC NOTE 5.250% 8/1 64123LAB7 2310 2000000 SH DEFINED 01 2000000 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1000 24013 SH DEFINED 01 0 0 24013 NEW CENTURY FINANCIAL CORP COM 64352D101 753 24180 SH DEFINED 01 18570 0 5610 NEW GERMANY FD INC COM 644465106 326 92209 SH DEFINED 01 0 0 92209 NEW PLAN EXCEL RLTY TR INC COM 648053106 659 33685 SH DEFINED 01 0 0 33685 NEW PLAN EXCEL RLTY TR INC COM 648053106 535 27300 SH DEFINED 06 0 27300 0 NEW YORK CMNTY BANCORP INC COM 649445103 3710 124498 SH DEFINED 01 0 0 124498 NEW YORK TIMES CO CL A 650111107 2690 62344 SH DEFINED 01 0 0 62344 NEW YORK TIMES CO CL A 650111107 1484 34400 SH DEFINED 06 0 34400 0 NEWELL RUBBERMAID INC COM 651229106 13971 492838 SH DEFINED 01 293743 0 199095 NEWELL RUBBERMAID INC COM 651229106 7155 252373 SH DEFINED 06 0 252373 0 NEWFIELD EXPL CO COM 651290108 241 7132 SH DEFINED 01 0 0 7132 NEWMONT MINING CORP COM 651639106 7037 269115 SH DEFINED 01 3143 0 265972 NEWMONT MINING CORP COM 651639106 669 25600 SH DEFINED 06 0 25600 0 NEWMONT MINING CORP COM 651639106 2 100 SH DEFINED 16 0 0 100 NEWPARK RES INC COM PAR $.01NEW 651718504 140 31018 SH DEFINED 01 0 0 31018 NEWPARK RES INC COM PAR $.01NEW 651718504 1863 411200 SH DEFINED 06 0 411200 0 NEWS AMER INC NOTE 2/2 652482AZ3 51 96000 SH DEFINED 01 84000 0 12000 NEWS CORP LTD ADR NEW 652487703 1297 50083 SH DEFINED 01 0 0 50083 NEWS CORP LTD ADR NEW 652487703 437 16554 SH DEFINED 12 16554 0 0 NEXTEL COMMUNICATIONS INC NOTE 4.750% 7/0 65332VAT0 47 50000 SH DEFINED 01 50000 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 60 70000 SH DEFINED 01 70000 0 0 NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC6 126 129000 SH DEFINED 01 96000 0 33000 NEXTEL COMMUNICATIONS INC CL A 65332V103 29748 2221661 SH DEFINED 01 67797 0 2153864 NEXTEL COMMUNICATIONS INC CL A 65332V103 1185 88500 SH DEFINED 06 0 88500 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 15 1139 SH DEFINED 16 0 0 1139 NICOR INC COM 654086107 529 19364 SH DEFINED 01 0 0 19364 NIKE INC CL B 654106103 1984 38598 SH DEFINED 01 0 0 38598 NIKE INC CL B 654106103 900 17500 SH DEFINED 06 0 17500 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 255 15062 SH DEFINED 01 0 0 15062 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 5771 339890 SH DEFINED 06 0 339890 0 NISOURCE INC COM 65473P105 1700 93420 SH DEFINED 01 0 0 93420 NISOURCE INC COM 65473P105 986 54200 SH DEFINED 06 0 54200 0 NISSAN MOTORS SPONSORED ADR 654744408 1565 117594 SH DEFINED 01 0 0 117594 NOKIA CORP SPONSORED ADR 654902204 28793 2055186 SH DEFINED 01 23624 0 2031562 NOKIA CORP SPONSORED ADR 654902204 7012 500531 SH DEFINED 06 0 500531 0 NOKIA CORP SPONSORED ADR 654902204 73 5250 SH DEFINED 11 0 5250 0 NOKIA CORP SPONSORED ADR 654902204 13 998 SH DEFINED 16 0 0 998 NORAM ENERGY CORP SDCV 6.000% 3/1 655419AC3 86 110100 SH DEFINED 01 0 0 110100 NORDSTROM INC COM 655664100 405 25042 SH DEFINED 01 0 0 25042 NORDSTROM INC COM 655664100 151 9300 SH DEFINED 06 0 9300 0 NORFOLK SOUTHERN CORP COM 655844108 1314 70798 SH DEFINED 01 0 0 70798 NORFOLK SOUTHERN CORP COM 655844108 445 24000 SH DEFINED 06 0 24000 0 NORSK HYDRO A S SPONSORED ADR 656531605 367 9677 SH DEFINED 01 0 0 9677 NORTEL NETWORKS CORP NEW COM 656568102 1897 912383 SH DEFINED 01 14621 0 897762 NORTEL NETWORKS CORP NEW COM 656568102 3616 1738240 SH DEFINED 06 0 1738240 0 NORTH AMERN SCIENTIFIC INC COM 65715D100 240 31750 SH DEFINED 01 0 0 31750 NORTH FORK BANCORPORATION NY COM 659424105 123 4205 SH DEFINED 01 0 0 4205 NORTH FORK BANCORPORATION NY COM 659424105 339 11500 SH DEFINED 06 0 11500 0 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 7271 190192 SH DEFINED 01 0 0 190192 NORTHERN TR CORP COM 665859104 4048 132961 SH DEFINED 01 0 0 132961 NORTHERN TR CORP COM 665859104 4178 137210 SH DEFINED 06 0 137210 0 NORTHROP GRUMMAN CORP COM 666807102 2154 25108 SH DEFINED 01 112 0 24996 NORTHROP GRUMMAN CORP COM 666807102 1271 14814 SH DEFINED 06 0 14814 0 NORTHWEST AIRLS CORP CL A 667280101 92 13337 SH DEFINED 01 0 0 13337 NORTHWEST AIRLS CORP CL A 667280101 3 420 SH DEFINED 12 420 0 0 NORTHWEST NAT GAS CO COM 667655104 26 1036 SH DEFINED 01 0 0 1036 NORTHWEST NAT GAS CO COM 667655104 683 27200 SH DEFINED 06 0 27200 0 NORTHWESTERN CORP COM 668074107 54 25728 SH DEFINED 01 0 0 25728 NOVARTIS A G SPONSORED ADR 66987V109 5158 139188 SH DEFINED 01 0 0 139188 NOVARTIS A G SPONSORED ADR 66987V109 862 23270 SH DEFINED 06 0 23270 0 NOVARTIS A G SPONSORED ADR 66987V109 40 1100 SH DEFINED 16 0 0 1100 NU HORIZONS ELECTRS CORP COM 669908105 73 15000 SH DEFINED 01 0 0 15000 NOVADIGM INC COM 669937104 93 50700 SH DEFINED 01 0 0 50700 NUANCE COMMUNICATIONS INC COM 669967101 33 15500 SH DEFINED 01 0 0 15500 NOVELL INC COM 670006105 133 62241 SH DEFINED 01 0 0 62241 NOVELLUS SYS INC COM 670008101 6735 247006 SH DEFINED 01 13975 0 233031 NOVELLUS SYS INC COM 670008101 288 10550 SH DEFINED 06 0 10550 0 NOVELLUS SYS INC COM 670008101 32 1200 SH DEFINED 16 0 0 1200 NSTAR COM 67019E107 502 12556 SH DEFINED 01 0 0 12556 NUCOR CORP COM 670346105 432 11342 SH DEFINED 01 0 0 11342 NUCOR CORP COM 670346105 206 5400 SH DEFINED 06 0 5400 0 NUEVO ENERGY CO COM 670509108 674 49800 SH DEFINED 01 49500 0 300 NUVEEN INSD PREM INCOME MUN COM 6706D8104 551 38154 SH DEFINED 01 0 0 38154 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 178 13779 SH DEFINED 01 0 0 13779 NUVEEN INVT QUALITY MUN FD I COM 67062E103 644 42014 SH DEFINED 01 0 0 42014 NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 158 11200 SH DEFINED 01 0 0 11200 NUVEEN NY MUN VALUE FD COM 67062M105 452 48137 SH DEFINED 01 0 0 48137 NUVEEN INSD QUALITY MUN FD I COM 67062N103 1327 80411 SH DEFINED 01 0 0 80411 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 474 32575 SH DEFINED 01 0 0 32575 NUVEEN PREM INCOME MUN FD COM 67062T100 601 42090 SH DEFINED 01 0 0 42090 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 449 31750 SH DEFINED 01 0 0 31750 NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 139 10350 SH DEFINED 01 0 0 10350 NVIDIA CORP COM 67066G104 1184 91956 SH DEFINED 01 0 0 91956 NVIDIA CORP COM 67066G104 148 11500 SH DEFINED 06 0 11500 0 NVIDIA CORP COM 67066G104 43 3231 SH DEFINED 12 3231 0 0 NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 180 12200 SH DEFINED 01 0 0 12200 NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 335 22600 SH DEFINED 01 0 0 22600 NUVEEN SR INCOME FD COM 67067Y104 1258 158532 SH DEFINED 01 0 0 158532 NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 211 14686 SH DEFINED 01 0 0 14686 NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 262 18100 SH DEFINED 01 0 0 18100 NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X101 326 23515 SH DEFINED 01 0 0 23515 NUVEEN REAL ESTATE INCOME FD COM 67071B108 189 12128 SH DEFINED 01 0 0 12128 NUVEEN INSD DIVID ADVANTAGE COM 67071L106 280 18600 SH DEFINED 01 0 0 18600 NUVEEN CT DIV ADV MUN FD 3 COM 67071Y108 866 58600 SH DEFINED 01 0 0 58600 NUVEEN QUALITY PFD INCOME FD COM 67072C105 1638 108818 SH DEFINED 01 0 0 108818 NUVELO INC COM 67072M103 10 12870 SH DEFINED 01 0 0 12870 NYMOX PHARMACEUTICAL CORP COM 67076P102 315 83100 SH DEFINED 13 83100 0 0 O CHARLEYS INC COM 670823103 194 10130 SH DEFINED 01 0 0 10130 OGE ENERGY CORP COM 670837103 16 900 SH DEFINED 01 0 0 900 OGE ENERGY CORP COM 670837103 703 39100 SH DEFINED 06 0 39100 0 OM GROUP INC COM 670872100 1389 158838 SH DEFINED 01 0 0 158838 NUVEEN INVTS INC CL A 67090F106 1023 45800 SH DEFINED 01 0 0 45800 NUVEEN MUN VALUE FD INC COM 670928100 569 61973 SH DEFINED 01 0 0 61973 NUVEEN QUALITY INCOME MUN FD COM 670977107 498 34706 SH DEFINED 01 0 0 34706 NUVEEN INSD MUN OPPORTUNITY COM 670984103 194 12242 SH DEFINED 01 0 0 12242 NUVEEN INSD FLA PREM INCOME COM 67101V108 206 12572 SH DEFINED 01 0 0 12572 OAK INDS INC NOTE 4.875% 3/0 671400AL3 97 125000 SH DEFINED 01 0 0 125000 OAK TECHNOLOGY INC COM 671802106 42 12000 SH DEFINED 01 0 0 12000 OCCIDENTAL PETE CORP DEL COM 674599105 7561 252386 SH DEFINED 01 14176 0 238210 OCCIDENTAL PETE CORP DEL COM 674599105 809 27000 SH DEFINED 06 0 27000 0 OCEAN ENERGY INC DEL COM 67481E106 234 11725 SH DEFINED 01 11007 0 718 OCEAN ENERGY INC DEL COM 67481E106 1018 50400 SH DEFINED 15 50400 0 0 OCEANEERING INTL INC COM 675232102 65 3000 SH DEFINED 01 0 0 3000 OCEANEERING INTL INC COM 675232102 278 12600 SH DEFINED 15 12600 0 0 OFFICEMAX INC COM 67622M108 734 142566 SH DEFINED 01 0 0 142566 OFFICE DEPOT INC COM 676220106 1258 106421 SH DEFINED 01 62099 0 44322 OFFICE DEPOT INC COM 676220106 244 20600 SH DEFINED 06 0 20600 0 OLD NATL BANCORP IND COM 680033107 5 278 SH DEFINED 01 0 0 278 OLD NATL BANCORP IND COM 680033107 611 28570 SH DEFINED 06 0 28570 0 OLD REP INTL CORP COM 680223104 3500 130857 SH DEFINED 01 128855 0 2002 OMNICARE INC COM 681904108 1221 44907 SH DEFINED 01 0 0 44907 OMNICARE INC COM 681904108 1019 37435 SH DEFINED 06 0 37435 0 OMNICOM GROUP INC COM 681919106 2415 44592 SH DEFINED 01 0 0 44592 OMNICOM GROUP INC COM 681919106 2439 45025 SH DEFINED 06 0 45025 0 OMEGA HEALTHCARE INVS INC COM 681936100 171 74398 SH DEFINED 01 0 0 74398 OMNIVISION TECHNOLOGIES INC COM 682128103 287 13867 SH DEFINED 01 1318 0 12549 ONYX PHARMACEUTICALS INC COM 683399109 9 1200 SH DEFINED 01 0 0 1200 ONYX PHARMACEUTICALS INC COM 683399109 1760 205000 SH DEFINED 13 205000 0 0 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 438 12705 SH DEFINED 01 0 0 12705 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1526 43982 SH DEFINED 14 43982 0 0 OPENWAVE SYS INC COM 683718100 367 258752 SH DEFINED 01 0 0 258752 OPSWARE INC COM 68383A101 185 98100 SH DEFINED 01 0 0 98100 ORACLE CORP COM 68389X105 18670 1720919 SH DEFINED 01 62817 0 1658102 ORACLE CORP COM 68389X105 5518 508600 SH DEFINED 06 0 508600 0 ORACLE CORP COM 68389X105 18 1700 SH DEFINED 11 0 1700 0 ORACLE CORP COM 68389X105 144 13026 SH DEFINED 12 13026 0 0 ORACLE CORP COM 68389X105 6 600 SH DEFINED 16 0 0 600 OPTIKA INC COM 683973101 16 11700 SH DEFINED 01 0 0 11700 ORCHID BIOSCIENCES INC COM 68571P100 1 4300 SH DEFINED 01 0 0 4300 ORCHID BIOSCIENCES INC COM 68571P100 116 300000 SH DEFINED 13 300000 0 0 ORIENTAL FINL GROUP INC COM 68618W100 216 10000 SH DEFINED 01 10000 0 0 ORPHAN MED INC COM 687303107 6230 700000 SH DEFINED 13 700000 0 0 ORTHOLOGIC CORP COM 68750J107 289 85000 SH DEFINED 01 0 0 85000 ORTHOVITA INC COM 68750U102 62 20516 SH DEFINED 14 20516 0 0 OUTBACK STEAKHOUSE INC COM 689899102 310 8770 SH DEFINED 01 0 0 8770 OVERSTOCK COM INC DEL COM 690370101 216 22200 SH DEFINED 01 22200 0 0 OWENS & MINOR INC NEW COM 690732102 8 500 SH DEFINED 01 0 0 500 OWENS & MINOR INC NEW COM 690732102 746 42500 SH DEFINED 06 0 42500 0 OWENS ILL INC COM NEW 690768403 114 12709 SH DEFINED 01 0 0 12709 OWENS ILL INC COM NEW 690768403 771 85300 SH DEFINED 06 0 85300 0 OXFORD HEALTH PLANS INC COM 691471106 2244 73944 SH DEFINED 01 9305 0 64639 PG&E CORP COM 69331C108 67 5025 SH DEFINED 01 0 0 5025 PG&E CORP COM 69331C108 364 27100 SH DEFINED 06 0 27100 0 PLX TECHNOLOGY INC COM 693417107 24 10100 SH DEFINED 01 10100 0 0 PMC-SIERRA INC COM 69344F106 73 12351 SH DEFINED 01 666 0 11685 PMC-SIERRA INC COM 69344F106 125 21000 SH DEFINED 06 0 21000 0 PMI GROUP INC COM 69344M101 1352 52925 SH DEFINED 01 0 0 52925 PNC FINL SVCS GROUP INC COM 693475105 1865 44030 SH DEFINED 01 0 0 44030 PNC FINL SVCS GROUP INC COM 693475105 801 18900 SH DEFINED 06 0 18900 0 PNC FINL SVCS GROUP INC COM 693475105 105 2500 SH DEFINED 11 0 2500 0 PNC FINL SVCS GROUP INC COM 693475105 1 30 SH DEFINED 16 0 0 30 POSCO SPONSORED ADR 693483109 3531 179247 SH DEFINED 01 0 0 179247 POSCO SPONSORED ADR 693483109 2788 141500 SH DEFINED 06 0 141500 0 PNM RES INC COM 69349H107 4 200 SH DEFINED 01 0 0 200 PNM RES INC COM 69349H107 643 28600 SH DEFINED 06 0 28600 0 PPG INDS INC COM 693506107 6365 141200 SH DEFINED 01 97689 0 43511 PPG INDS INC COM 693506107 600 13300 SH DEFINED 06 0 13300 0 PPL CORP COM 69351T106 1174 32975 SH DEFINED 01 0 0 32975 PPL CORP COM 69351T106 388 10900 SH DEFINED 06 0 10900 0 PPT VISION INC COM 693519100 5 10000 SH DEFINED 01 0 0 10000 PSS WORLD MED INC COM 69366A100 18170 2786902 SH DEFINED 01 0 0 2786902 PAC-WEST TELECOM INC COM 69371Y101 5 12200 SH DEFINED 01 0 0 12200 PACCAR INC COM 693718108 540 10746 SH DEFINED 01 0 0 10746 PACCAR INC COM 693718108 367 7300 SH DEFINED 06 0 7300 0 PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 1335 63886 SH DEFINED 01 0 0 63886 PACIFICARE HEALTH SYS DEL COM 695112102 1348 55859 SH DEFINED 01 0 0 55859 PACTIV CORP COM 695257105 149 7367 SH DEFINED 01 3325 0 4042 PACTIV CORP COM 695257105 3271 161109 SH DEFINED 06 0 161109 0 PALL CORP COM 696429307 1943 97162 SH DEFINED 01 0 0 97162 PALL CORP COM 696429307 176 8800 SH DEFINED 06 0 8800 0 PALM INC COM NEW 696642206 1530 153206 SH DEFINED 01 0 0 153206 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 499 13202 SH DEFINED 01 0 0 13202 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 87 2300 SH DEFINED 06 0 2300 0 PANERA BREAD CO CL A 69840W108 917 30092 SH DEFINED 01 0 0 30092 PARKER DRILLING CO NOTE 5.500% 8/0 701081AD3 427 448000 SH DEFINED 01 373000 0 75000 PARKER DRILLING CO COM 701081101 53 22699 SH DEFINED 01 0 0 22699 PARKER HANNIFIN CORP COM 701094104 306 7904 SH DEFINED 01 0 0 7904 PARKER HANNIFIN CORP COM 701094104 291 7500 SH DEFINED 06 0 7500 0 PARKWAY PPTYS INC COM 70159Q104 205 5441 SH DEFINED 01 0 0 5441 PARTY CITY CORP COM 702145103 140 17500 SH DEFINED 01 0 0 17500 PATINA OIL & GAS CORP COM 703224105 177 5407 SH DEFINED 01 0 0 5407 PATINA OIL & GAS CORP COM 703224105 736 22375 SH DEFINED 06 0 22375 0 PATTERSON UTI ENERGY INC COM 703481101 207 6433 SH DEFINED 01 0 0 6433 PAYCHEX INC COM 704326107 2605 94847 SH DEFINED 01 0 0 94847 PAYCHEX INC COM 704326107 791 28800 SH DEFINED 06 0 28800 0 PEARSON PLC SPONSORED ADR 705015105 100 12831 SH DEFINED 01 0 0 12831 PEC SOLUTIONS INC COM 705107100 367 31163 SH DEFINED 01 0 0 31163 PEC SOLUTIONS INC COM 705107100 700 59000 SH DEFINED 15 59000 0 0 PEERLESS MFG CO COM 705514107 120 14300 SH DEFINED 01 0 0 14300 PENN NATL GAMING INC COM 707569109 1008 56826 SH DEFINED 01 56826 0 0 PENN NATL GAMING INC COM 707569109 1045 58900 SH DEFINED 06 0 58900 0 PENN VA RESOURCES PARTNERS L COM 707884102 1355 56597 SH DEFINED 01 0 0 56597 PENNEY J C INC NOTE 5.000%10/1 708160BV7 17 17000 SH DEFINED 01 0 0 17000 PENNEY J C INC COM 708160106 354 18041 SH DEFINED 01 9033 0 9008 PENNEY J C INC COM 708160106 342 17400 SH DEFINED 06 0 17400 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 244 8550 SH DEFINED 01 0 0 8550 PENWEST PHARMACEUTICALS CO COM 709754105 129 8100 SH DEFINED 01 0 0 8100 PENWEST PHARMACEUTICALS CO COM 709754105 380 23200 SH DEFINED 13 23200 0 0 PEOPLES ENERGY CORP COM 711030106 213 5964 SH DEFINED 01 0 0 5964 PEOPLES ENERGY CORP COM 711030106 637 17800 SH DEFINED 06 0 17800 0 PEOPLESOFT INC COM 712713106 363 23767 SH DEFINED 01 0 0 23767 PEOPLESOFT INC COM 712713106 1689 110400 SH DEFINED 06 0 110400 0 PEPCO HOLDINGS INC COM 713291102 221 12745 SH DEFINED 01 0 0 12745 PEPSI BOTTLING GROUP INC COM 713409100 843 47034 SH DEFINED 01 0 0 47034 PEPSI BOTTLING GROUP INC COM 713409100 1366 76200 SH DEFINED 06 0 76200 0 PEPSICO INC COM 713448108 45614 1140374 SH DEFINED 01 140355 0 1000019 PEPSICO INC COM 713448108 14882 372038 SH DEFINED 06 0 372038 0 PEPSICO INC COM 713448108 5 130 SH DEFINED 16 0 0 130 PEREGRINE PHARMACEUTICALS IN COM 713661106 35 70350 SH DEFINED 01 0 0 70350 PERFORMANCE FOOD GROUP CO COM 713755106 234 7650 SH DEFINED 01 0 0 7650 PERKINELMER INC COM 714046109 2705 304309 SH DEFINED 01 0 0 304309 PERKINELMER INC COM 714046109 646 72700 SH DEFINED 06 0 72700 0 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 274 47000 SH DEFINED 01 0 0 47000 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 162 20011 SH DEFINED 01 0 0 20011 PERVASIVE SOFTWARE INC COM 715710109 44 10000 SH DEFINED 01 0 0 10000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 655 47605 SH DEFINED 01 0 0 47605 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 2846 206800 SH DEFINED 06 0 206800 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1718 113439 SH DEFINED 01 0 0 113439 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 983 64363 SH DEFINED 14 64363 0 0 PETROLEUM & RES CORP COM 716549100 271 14130 SH DEFINED 01 0 0 14130 PETROQUEST ENERGY INC COM 716748108 17 11500 SH DEFINED 01 0 0 11500 PETSMART INC COM 716768106 98 7855 SH DEFINED 01 0 0 7855 PETSMART INC COM 716768106 308 24424 SH DEFINED 06 0 24424 0 PFIZER INC COM 717081103 146318 4695713 SH DEFINED 01 169554 0 4526159 PFIZER INC COM 717081103 41629 1335981 SH DEFINED 06 0 1335981 0 PFIZER INC COM 717081103 98 3150 SH DEFINED 11 0 3150 0 PFIZER INC COM 717081103 1414 44500 SH DEFINED 13 44500 0 0 PFIZER INC COM 717081103 71 2281 SH DEFINED 16 0 0 2281 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 22 300 SH DEFINED 01 0 0 300 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 5359 71500 SH DEFINED 13 71500 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 620 23094 SH DEFINED 01 0 0 23094 PHARMACEUTICAL RES INC COM 717125108 807 19000 SH DEFINED 01 0 0 19000 PHARMACEUTICAL RES INC COM 717125108 205 4800 SH DEFINED 15 4800 0 0 PHARMACOPEIA INC COM 71713B104 82 9450 SH DEFINED 01 0 0 9450 PHARMACOPEIA INC COM 71713B104 4365 490000 SH DEFINED 13 490000 0 0 PHARMACIA CORP COM 71713U102 15416 356034 SH DEFINED 01 86682 0 269352 PHARMACIA CORP COM 71713U102 8519 196736 SH DEFINED 06 0 196736 0 PHARMACIA CORP COM 71713U102 25 600 SH DEFINED 11 0 600 0 PHARMACIA CORP COM 71713U102 20375 458000 SH DEFINED 13 458000 0 0 PHARMACIA CORP COM 71713U102 1 43 SH DEFINED 16 0 0 43 PHARMOS CORP COM NEW 717139208 18 23100 SH DEFINED 01 0 0 23100 PHELPS DODGE CORP COM 717265102 1928 59372 SH DEFINED 01 1955 0 57417 PHELPS DODGE CORP COM 717265102 192 5900 SH DEFINED 06 0 5900 0 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 995 45374 SH DEFINED 01 0 0 45374 PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 134 94562 SH DEFINED 01 0 0 94562 PHOTOMEDEX INC COM 719358103 16 10005 SH DEFINED 01 0 0 10005 PIMCO CALIF MUN INCOME FD II COM 72200M108 163 11308 SH DEFINED 01 77 0 11231 PIMCO CA MUNICIPAL INCOME FD COM 72200N106 176 12655 SH DEFINED 01 0 0 12655 PIMCO MUNICIPAL INCOME FD COM 72200R107 234 16247 SH DEFINED 01 22 0 16225 PIMCO NY MUNICIPAL INCOME FD COM 72200T103 196 14543 SH DEFINED 01 0 0 14543 PIMCO CORPORATE INCOME FD COM 72200U100 1753 118770 SH DEFINED 01 0 0 118770 PIMCO MUN INCOME FD II COM 72200W106 1174 81970 SH DEFINED 01 0 0 81970 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 146 12701 SH DEFINED 01 0 0 12701 PIMCO NEW YORK MUN FD II COM 72200Y102 424 29701 SH DEFINED 01 0 0 29701 PIMCO MUN INCOME FD III COM 72201A103 367 25753 SH DEFINED 01 7 0 25746 PIMCO CORPORATE OPP FD COM 72201B101 1039 67337 SH DEFINED 01 529 0 66808 PIMCO NEW YORK MUN INCM FD 1 COM 72201E105 247 18033 SH DEFINED 01 44 0 17989 PINNACLE WEST CAP CORP COM 723484101 1918 57710 SH DEFINED 01 0 0 57710 PINNACLE WEST CAP CORP COM 723484101 213 6400 SH DEFINED 06 0 6400 0 PIONEER HIGH INCOME TR COM 72369H106 524 36223 SH DEFINED 01 0 0 36223 PIONEER INTREST SHS COM 723703104 315 26801 SH DEFINED 01 0 0 26801 PIONEER NAT RES CO COM 723787107 374 14920 SH DEFINED 01 0 0 14920 PITNEY BOWES INC COM 724479100 9000 281974 SH DEFINED 01 152895 0 129079 PITNEY BOWES INC COM 724479100 4244 132970 SH DEFINED 06 0 132970 0 PIXELWORKS INC COM 72581M107 241 44210 SH DEFINED 01 0 0 44210 PIXELWORKS INC COM 72581M107 287 51200 SH DEFINED 15 51200 0 0 PIXAR COM 725811103 973 17996 SH DEFINED 01 10 0 17986 PLACER DOME INC COM 725906101 1359 138754 SH DEFINED 01 14 0 138740 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 5770 232683 SH DEFINED 01 0 0 232683 PLANTRONICS INC NEW COM 727493108 253 17362 SH DEFINED 01 0 0 17362 PLUM CREEK TIMBER CO INC COM 729251108 1138 52720 SH DEFINED 01 0 0 52720 PLUM CREEK TIMBER CO INC COM 729251108 281 13000 SH DEFINED 06 0 13000 0 POGO PRODUCING CO COM 730448107 1093 27501 SH DEFINED 01 0 0 27501 POGO PRODUCING CO COM 730448107 1722 43300 SH DEFINED 06 0 43300 0 POLARIS INDS INC COM 731068102 6486 130470 SH DEFINED 01 114320 0 16150 POLO RALPH LAUREN CORP CL A 731572103 14535 634727 SH DEFINED 01 625950 0 8777 POLYCOM INC COM 73172K104 88 10892 SH DEFINED 01 0 0 10892 POLYCOM INC COM 73172K104 890 110100 SH DEFINED 06 0 110100 0 POLYMEDICA CORP COM 731738100 1208 39700 SH DEFINED 01 27750 0 11950 POPE & TALBOT INC COM 732827100 32 2600 SH DEFINED 01 0 0 2600 POPE & TALBOT INC COM 732827100 834 66300 SH DEFINED 15 66300 0 0 POPULAR INC COM 733174106 1132 33310 SH DEFINED 01 0 0 33310 POPULAR INC COM 733174106 5265 154900 SH DEFINED 11 0 154900 0 PORTAL SOFTWARE INC COM 736126103 13 19000 SH DEFINED 01 0 0 19000 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 20 3072 SH DEFINED 01 0 0 3072 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 2944 431664 SH DEFINED 06 0 431664 0 POSSIS MEDICAL INC COM 737407106 660 40850 SH DEFINED 01 0 0 40850 POST PPTYS INC COM 737464107 329 13635 SH DEFINED 01 0 0 13635 POTASH CORP SASK INC COM 73755L107 379 6134 SH DEFINED 01 0 0 6134 POTLATCH CORP COM 737628107 240 12382 SH DEFINED 01 5782 0 6600 POWER INTEGRATIONS INC COM 739276103 1453 66100 SH DEFINED 15 66100 0 0 POWER-ONE INC COM 739308104 500 113640 SH DEFINED 01 0 0 113640 POWERWAVE TECHNOLOGIES INC COM 739363109 34 10250 SH DEFINED 01 0 0 10250 PRACTICEWORKS INC COM 739419109 248 24150 SH DEFINED 01 0 0 24150 PRAXAIR INC COM 74005P104 6179 109662 SH DEFINED 01 0 0 109662 PRAXAIR INC COM 74005P104 603 10700 SH DEFINED 06 0 10700 0 PRECISION CASTPARTS CORP COM 740189105 1565 65690 SH DEFINED 01 0 0 65690 PRECISION CASTPARTS CORP COM 740189105 641 26900 SH DEFINED 06 0 26900 0 PRECISION DRILLING CORP COM 74022D100 1024 30713 SH DEFINED 01 0 0 30713 PRECISION DRILLING CORP COM 74022D100 497 14900 SH DEFINED 06 0 14900 0 PREMCOR INC COM 74045Q104 25 1000 SH DEFINED 01 0 0 1000 PREMCOR INC COM 74045Q104 1269 49300 SH DEFINED 15 49300 0 0 PRENTISS PPTYS TR SH BEN INT 740706106 184 6823 SH DEFINED 01 0 0 6823 PRENTISS PPTYS TR SH BEN INT 740706106 211 7800 SH DEFINED 06 0 7800 0 PRICE T ROWE GROUP INC COM 74144T108 2008 74050 SH DEFINED 01 0 0 74050 PRICE T ROWE GROUP INC COM 74144T108 1959 72250 SH DEFINED 06 0 72250 0 PRICELINE COM INC COM 741503106 33 20482 SH DEFINED 01 9090 0 11392 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 216 7976 SH DEFINED 01 0 0 7976 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 556 20500 SH DEFINED 06 0 20500 0 PRINTCAFE SOFTWARE INC COM 742562101 1116 436000 SH DEFINED 01 0 0 436000 PRIORITY HEALTHCARE CORP CL B 74264T102 89 3352 SH DEFINED 01 0 0 3352 PRIORITY HEALTHCARE CORP CL B 74264T102 415 15800 SH DEFINED 15 15800 0 0 PROCTER & GAMBLE CO COM 742718109 60546 679912 SH DEFINED 01 78626 0 601286 PROCTER & GAMBLE CO COM 742718109 25655 288094 SH DEFINED 06 0 288094 0 PROCTER & GAMBLE CO COM 742718109 269 3030 SH DEFINED 11 0 3030 0 PROCTER & GAMBLE CO COM 742718109 8 90 SH DEFINED 16 0 0 90 PROGRESS ENERGY INC COM 743263105 2429 62054 SH DEFINED 01 0 0 62054 PROGRESS ENERGY INC COM 743263105 5376 137322 SH DEFINED 06 0 137322 0 PROGRESSIVE CORP OHIO COM 743315103 3981 67133 SH DEFINED 01 27300 0 39833 PROGRESSIVE CORP OHIO COM 743315103 848 14300 SH DEFINED 06 0 14300 0 PROLOGIS SH BEN INT 743410102 307 12135 SH DEFINED 01 0 0 12135 PROLOGIS SH BEN INT 743410102 2241 88500 SH DEFINED 06 0 88500 0 PROQUEST COMPANY COM 74346P102 804 38904 SH DEFINED 01 38104 0 800 PROSPECT STR HIGH INCOME PTF COM NEW 743586406 31 13000 SH DEFINED 01 0 0 13000 PROVIDENT FINL SVCS INC COM 74386T105 12454 787792 SH DEFINED 01 735692 0 52100 PROVIDENT FINL GROUP INC COM 743866105 128 6055 SH DEFINED 01 0 0 6055 PROVIDENT FINL GROUP INC COM 743866105 529 24900 SH DEFINED 06 0 24900 0 PROVINCE HEALTHCARE CO COM 743977100 77 8799 SH DEFINED 01 0 0 8799 PROVINCE HEALTHCARE CO COM 743977100 634 69900 SH DEFINED 15 69900 0 0 PROVIDIAN FINL CORP COM 74406A102 430 65637 SH DEFINED 01 0 0 65637 PROVIDIAN FINL CORP COM 74406A102 127 19400 SH DEFINED 06 0 19400 0 PROXIM CORP CL A 744283102 158 264324 SH DEFINED 01 0 0 264324 PRUDENTIAL FINL INC COM 744320102 176 6019 SH DEFINED 01 0 0 6019 PRUDENTIAL FINL INC COM 744320102 5891 201400 SH DEFINED 06 0 201400 0 PRUDENTIAL PLC ADR 74435K204 697 69399 SH DEFINED 01 0 0 69399 PSYCHEMEDICS CORP COM NEW 744375205 99 11258 SH DEFINED 01 0 0 11258 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1183 32258 SH DEFINED 01 0 0 32258 PUBLIC SVC ENTERPRISE GROUP COM 744573106 758 20650 SH DEFINED 06 0 20650 0 PUBLIC STORAGE INC COM 74460D109 92 3063 SH DEFINED 01 0 0 3063 PUBLIC STORAGE INC COM 74460D109 285 9400 SH DEFINED 06 0 9400 0 PULITZER INC COM 745769109 242 5575 SH DEFINED 01 0 0 5575 PULTE HOMES INC COM 745867101 504 10069 SH DEFINED 01 0 0 10069 PULTE HOMES INC COM 745867101 211 4200 SH DEFINED 06 0 4200 0 PUTNAM HIGH INCOME BOND FD SH BEN INT 746779107 383 55541 SH DEFINED 01 0 0 55541 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 202 31724 SH DEFINED 01 0 0 31724 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 786 122715 SH DEFINED 01 0 0 122715 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 306 48572 SH DEFINED 01 0 0 48572 QLOGIC CORP COM 747277101 167 4509 SH DEFINED 01 0 0 4509 QLOGIC CORP COM 747277101 234 6300 SH DEFINED 06 0 6300 0 QUAKER CHEM CORP COM 747316107 612 30000 SH DEFINED 01 0 0 30000 QUALCOMM INC COM 747525103 8589 238588 SH DEFINED 01 17 0 238571 QUALCOMM INC COM 747525103 9000 249597 SH DEFINED 06 0 249597 0 QUALCOMM INC COM 747525103 2568 68488 SH DEFINED 12 68488 0 0 QUEST DIAGNOSTICS INC COM 74834L100 4900 82098 SH DEFINED 01 0 0 82098 QUEST DIAGNOSTICS INC COM 74834L100 412 6900 SH DEFINED 06 0 6900 0 QUEST DIAGNOSTICS INC COM 74834L100 8 146 SH DEFINED 16 0 0 146 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 9 11800 SH DEFINED 01 11800 0 0 QUESTAR CORP COM 748356102 499 16894 SH DEFINED 01 0 0 16894 QUINTILES TRANSNATIONAL CORP COM 748767100 125 10361 SH DEFINED 01 0 0 10361 QUINTILES TRANSNATIONAL CORP COM 748767100 108 8900 SH DEFINED 06 0 8900 0 QWEST COMMUNICATIONS INTL IN COM 749121109 597 171142 SH DEFINED 01 34479 0 136663 QWEST COMMUNICATIONS INTL IN COM 749121109 376 107800 SH DEFINED 06 0 107800 0 RCN CORP COM 749361101 15 21755 SH DEFINED 01 905 0 20850 R H DONNELLEY CORP COM NEW 74955W307 216 7291 SH DEFINED 01 366 0 6925 RPM INTL INC COM 749685103 594 56581 SH DEFINED 01 0 0 56581 RTI INTL METALS INC COM 74973W107 176 18000 SH DEFINED 01 0 0 18000 RF MICRODEVICES INC COM 749941100 233 38806 SH DEFINED 01 0 0 38806 RF MICRODEVICES INC COM 749941100 470 77900 SH DEFINED 06 0 77900 0 RACING CHAMPIONS ERTL CORP COM 750069106 228 14900 SH DEFINED 01 0 0 14900 RADIAN GROUP INC DBCV 2.250% 1/0 750236AF8 33 33000 SH DEFINED 01 0 0 33000 RADIAN GROUP INC COM 750236101 682 20455 SH DEFINED 01 0 0 20455 RADIAN GROUP INC COM 750236101 1042 31204 SH DEFINED 06 0 31204 0 RADIANT SYSTEMS INC COM 75025N102 3437 464450 SH DEFINED 06 0 464450 0 RADIOSHACK CORP COM 750438103 220 9872 SH DEFINED 01 0 0 9872 RADIOSHACK CORP COM 750438103 261 11700 SH DEFINED 06 0 11700 0 RAYTHEON CO COM NEW 755111507 22046 777100 SH DEFINED 01 445 0 776655 RAYTHEON CO COM NEW 755111507 1372 48362 SH DEFINED 06 0 48362 0 RAYTHEON CO COM NEW 755111507 173 6100 SH DEFINED 11 0 6100 0 READ-RITE CORP NOTE 6.500% 9/0 755246AA3 34 100000 SH DEFINED 01 100000 0 0 READERS DIGEST ASSN INC COM 755267101 231 22679 SH DEFINED 01 4094 0 18585 REALNETWORKS INC COM 75605L104 80 19562 SH DEFINED 01 0 0 19562 RED HAT INC COM 756577102 277 51056 SH DEFINED 01 0 0 51056 REDBACK NETWORKS INC NOTE 5.000% 4/0 757209AB7 3542 13000000 SH DEFINED 07 13000000 0 0 REEBOK INTL LTD DBCV 4.250% 3/0 758110AE0 48 42000 SH DEFINED 01 0 0 42000 REEBOK INTL LTD COM 758110100 91 2774 SH DEFINED 01 0 0 2774 REEBOK INTL LTD COM 758110100 131 4000 SH DEFINED 06 0 4000 0 REED ELSEVIER P L C SPONSORED ADR 758205108 95 3305 SH DEFINED 01 0 0 3305 REED ELSEVIER P L C SPONSORED ADR 758205108 349 12050 SH DEFINED 06 0 12050 0 REGAL BELOIT CORP COM 758750103 1 100 SH DEFINED 01 0 0 100 REGAL BELOIT CORP COM 758750103 491 32100 SH DEFINED 06 0 32100 0 REGAL ENTMT GROUP CL A 758766109 3 200 SH DEFINED 01 0 0 200 REGAL ENTMT GROUP CL A 758766109 459 26400 SH DEFINED 15 26400 0 0 REGENCY CTRS CORP COM 758849103 518 15745 SH DEFINED 01 0 0 15745 REGENCY CTRS CORP COM 758849103 122 3700 SH DEFINED 06 0 3700 0 REGENERON PHARMACEUTICALS COM 75886F107 2004 266511 SH DEFINED 01 261411 0 5100 REGENERON PHARMACEUTICALS COM 75886F107 1029 59500 SH DEFINED 13 59500 0 0 REGIONS FINL CORP COM 758940100 138 4266 SH DEFINED 01 0 0 4266 REGIONS FINL CORP COM 758940100 463 14300 SH DEFINED 06 0 14300 0 RELIANT RES INC COM 75952B105 304 85448 SH DEFINED 01 0 0 85448 RENAL TREATMENT CTRS INC NOTE 5.625% 7/1 759671AC4 56 55000 SH DEFINED 01 55000 0 0 RENAL CARE GROUP INC COM 759930100 53 1700 SH DEFINED 01 0 0 1700 RENAL CARE GROUP INC COM 759930100 1094 35100 SH DEFINED 06 0 35100 0 RENT WAY INC COM 76009U104 162 45000 SH DEFINED 01 0 0 45000 REPSOL YPF S A SPONSORED ADR 76026T205 464 32363 SH DEFINED 01 0 0 32363 REPSOL YPF S A SPONSORED ADR 76026T205 6518 454520 SH DEFINED 06 0 454520 0 REPTRON ELECTRONICS INC COM 76026W109 2 10000 SH DEFINED 01 0 0 10000 REPUBLIC BANCORP KY CL A 760281204 178 15495 SH DEFINED 01 0 0 15495 REPUBLIC BANCORP INC COM 760282103 2122 180220 SH DEFINED 01 179800 0 420 REPUBLIC SVCS INC COM 760759100 456 23007 SH DEFINED 01 0 0 23007 RESEARCH IN MOTION LTD COM 760975102 240 18386 SH DEFINED 01 0 0 18386 RESEARCH IN MOTION LTD COM 760975102 23 1800 SH DEFINED 06 0 1800 0 RESMED INC COM 761152107 817 25564 SH DEFINED 01 25564 0 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 72 7450 SH DEFINED 01 0 0 7450 REUTERS GROUP PLC SPONSORED ADR 76132M102 2291 234290 SH DEFINED 06 0 234290 0 REVLON INC CL A 761525500 130 47250 SH DEFINED 01 0 0 47250 REYNOLDS R J TOB HLDGS INC COM 76182K105 407 12632 SH DEFINED 01 0 0 12632 REYNOLDS R J TOB HLDGS INC COM 76182K105 194 6000 SH DEFINED 06 0 6000 0 RIBAPHARM INC COM 762537108 89 17200 SH DEFINED 01 0 0 17200 RIGGS NATL CORP WASH DC COM 766570105 592 41300 SH DEFINED 01 0 0 41300 RIGGS NATL CORP WASH DC COM 766570105 4 300 SH DEFINED 16 0 0 300 RIGHT MGMT CONSULTANTS INC COM 766573109 519 40010 SH DEFINED 01 0 0 40010 RIO TINTO PLC SPONSORED ADR 767204100 985 13017 SH DEFINED 01 0 0 13017 RIO TINTO PLC SPONSORED ADR 767204100 553 7300 SH DEFINED 06 0 7300 0 RITE AID CORP COM 767754104 2260 1009068 SH DEFINED 01 0 0 1009068 ROBBINS & MYERS INC NOTE 6.500% 9/0 770196AA1 10 10000 SH DEFINED 01 10000 0 0 ROBERT HALF INTL INC COM 770323103 130 9778 SH DEFINED 01 0 0 9778 ROBERT HALF INTL INC COM 770323103 170 12800 SH DEFINED 06 0 12800 0 ROCK-TENN CO CL A 772739207 1 133 SH DEFINED 01 0 0 133 ROCK-TENN CO CL A 772739207 549 42900 SH DEFINED 06 0 42900 0 ROCKWELL AUTOMATION INC COM 773903109 1221 58989 SH DEFINED 01 0 0 58989 ROCKWELL AUTOMATION INC COM 773903109 428 20694 SH DEFINED 06 0 20694 0 ROCKWELL COLLINS INC COM 774341101 1434 78097 SH DEFINED 01 15471 0 62626 ROCKWELL COLLINS INC COM 774341101 206 11200 SH DEFINED 06 0 11200 0 ROHM & HAAS CO COM 775371107 5475 183859 SH DEFINED 01 145606 0 38253 ROHM & HAAS CO COM 775371107 429 14400 SH DEFINED 06 0 14400 0 ROSS STORES INC COM 778296103 492 13636 SH DEFINED 01 6747 0 6889 ROUSE CO COM 779273101 1384 40059 SH DEFINED 01 0 0 40059 ROUSE CO COM 779273101 2873 83160 SH DEFINED 06 0 83160 0 ROWAN COS INC COM 779382100 248 12647 SH DEFINED 01 0 0 12647 ROXIO INC COM 780008108 270 43687 SH DEFINED 01 0 0 43687 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 1 203 SH DEFINED 01 0 0 203 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 1469 267990 SH DEFINED 06 0 267990 0 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 27 73000 SH DEFINED 01 28000 0 45000 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 1520 4000000 SH DEFINED 07 4000000 0 0 ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 11 30000 SH DEFINED 01 5000 0 25000 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 41116 1008992 SH DEFINED 01 29021 0 979971 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 611 15000 SH DEFINED 06 0 15000 0 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 61 1500 SH DEFINED 11 0 1500 0 ROYCE FOCUS TR COM 78080N108 63 12203 SH DEFINED 01 0 0 12203 ROYCE VALUE TR INC COM 780910105 1058 86751 SH DEFINED 01 206 0 86545 ROYCE MICRO-CAP TR INC COM 780915104 521 67875 SH DEFINED 01 0 0 67875 RUDDICK CORP COM 781258108 85 6983 SH DEFINED 01 0 0 6983 RUDDICK CORP COM 781258108 636 51700 SH DEFINED 06 0 51700 0 RUSS BERRIE & CO COM 782233100 602 18810 SH DEFINED 06 0 18810 0 RUSSELL CORP COM 782352108 37 2125 SH DEFINED 01 0 0 2125 RUSSELL CORP COM 782352108 700 40000 SH DEFINED 06 0 40000 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 2308 55442 SH DEFINED 01 55392 0 50 RYANAIR HLDGS PLC SPONSORED ADR 783513104 166 4000 SH DEFINED 06 0 4000 0 RYERSON TULL INC NEW COM 78375P107 123 19766 SH DEFINED 01 0 0 19766 RYLAND GROUP INC COM 783764103 272 6298 SH DEFINED 01 0 0 6298 SBC COMMUNICATIONS INC COM 78387G103 47304 2358165 SH DEFINED 01 1483231 0 874934 SBC COMMUNICATIONS INC COM 78387G103 4397 219200 SH DEFINED 06 0 219200 0 SBC COMMUNICATIONS INC COM 78387G103 80 4019 SH DEFINED 11 0 4019 0 SEI INVESTMENTS CO COM 784117103 1412 53900 SH DEFINED 01 0 0 53900 SEI INVESTMENTS CO COM 784117103 773 29500 SH DEFINED 06 0 29500 0 SK TELECOM LTD SPONSORED ADR 78440P108 377 27742 SH DEFINED 01 21085 0 6657 SLM CORP COM 78442P106 3178 28656 SH DEFINED 01 0 0 28656 SLM CORP COM 78442P106 4969 44800 SH DEFINED 06 0 44800 0 SLM CORP COM 78442P106 133 1205 SH DEFINED 11 0 1205 0 SPDR TR UNIT SER 1 78462F103 15883 187435 SH DEFINED 01 0 0 187435 SPDR TR UNIT SER 1 78462F103 959 11300 SH DEFINED 06 0 11300 0 SPDR TR UNIT SER 1 78462F103 1734 20000 SH DEFINED 12 20000 0 0 SPDR TR UNIT SER 1 78462F103 38 452 SH DEFINED 16 0 0 452 S1 CORPORATION COM 78463B101 236 46168 SH DEFINED 01 0 0 46168 SPX CORP NOTE 2/0 784635AD6 20 34000 SH DEFINED 01 0 0 34000 SPX CORP COM 784635104 982 28768 SH DEFINED 01 0 0 28768 SPX CORP COM 784635104 113 3300 SH DEFINED 06 0 3300 0 S Y BANCORP INC COM 785060104 797 22154 SH DEFINED 01 0 0 22154 SABRE HLDGS CORP CL A 785905100 1855 116656 SH DEFINED 01 114314 0 2342 SABRE HLDGS CORP CL A 785905100 156 9800 SH DEFINED 06 0 9800 0 SAFECO CORP COM 786429100 700 20043 SH DEFINED 01 0 0 20043 SAFECO CORP COM 786429100 1637 46800 SH DEFINED 06 0 46800 0 SAFEGUARD SCIENTIFICS INC COM 786449108 165 117650 SH DEFINED 01 0 0 117650 SAFEWAY INC COM NEW 786514208 1511 79866 SH DEFINED 01 4728 0 75138 SAFEWAY INC COM NEW 786514208 2414 127515 SH DEFINED 06 0 127515 0 ST JOE CO COM 790148100 340 12526 SH DEFINED 01 0 0 12526 ST JUDE MED INC COM 790849103 665 13653 SH DEFINED 01 0 0 13653 ST JUDE MED INC COM 790849103 556 11400 SH DEFINED 06 0 11400 0 ST MARY LD & EXPL CO COM 792228108 91 3637 SH DEFINED 01 0 0 3637 ST MARY LD & EXPL CO COM 792228108 689 27500 SH DEFINED 06 0 27500 0 ST PAUL COS INC COM 792860108 11140 350321 SH DEFINED 01 0 0 350321 ST PAUL COS INC COM 792860108 2558 80435 SH DEFINED 06 0 80435 0 SAKS INC COM 79377W108 98 12756 SH DEFINED 01 0 0 12756 SALOMON BROS HIGH INCOME FD COM 794907105 647 56868 SH DEFINED 01 0 0 56868 SALOMON BROTHERS FD INC COM 795477108 119 13465 SH DEFINED 01 0 0 13465 SALTON INC COM 795757103 562 53574 SH DEFINED 01 5594 0 47980 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 185 12600 SH DEFINED 01 0 0 12600 SANCHEZ COMPUTER ASSOCS INC COM 799702105 77 18900 SH DEFINED 01 0 0 18900 SANDISK CORP COM 80004C101 8002 475766 SH DEFINED 01 419585 0 56181 SANMINA SCI CORP SDCV 9/1 800907AD9 22 50000 SH DEFINED 01 50000 0 0 SANMINA SCI CORP COM 800907107 723 179032 SH DEFINED 01 117140 0 61892 SANMINA SCI CORP COM 800907107 137 33800 SH DEFINED 06 0 33800 0 SANGSTAT MED CORP COM 801003104 687 68700 SH DEFINED 15 68700 0 0 SANOFI-SYNTHELABO SPONSORED ADR 80105N105 98 3866 SH DEFINED 01 3216 0 650 SANOFI-SYNTHELABO SPONSORED ADR 80105N105 404 15800 SH DEFINED 06 0 15800 0 SANTANDER BANCORP COM 802809103 722 54101 SH DEFINED 11 0 54101 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1569 82765 SH DEFINED 01 20628 0 62137 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 138 7300 SH DEFINED 06 0 7300 0 SAPIENT CORP COM 803062108 62 40900 SH DEFINED 01 0 0 40900 SARA LEE CORP COM 803111103 3303 176658 SH DEFINED 01 27301 0 149357 SARA LEE CORP COM 803111103 963 51500 SH DEFINED 06 0 51500 0 SASOL LTD SPONSORED ADR 803866300 1133 100355 SH DEFINED 01 0 0 100355 SASOL LTD SPONSORED ADR 803866300 137 12100 SH DEFINED 06 0 12100 0 SCANA CORP NEW COM 80589M102 674 22544 SH DEFINED 01 0 0 22544 SCANSOFT INC COM 80603P107 343 76300 SH DEFINED 01 0 0 76300 SCHEIN HENRY INC COM 806407102 678 15041 SH DEFINED 01 0 0 15041 SCHEIN HENRY INC COM 806407102 1033 22900 SH DEFINED 06 0 22900 0 SCHERING PLOUGH CORP COM 806605101 15381 862696 SH DEFINED 01 235621 0 627075 SCHERING PLOUGH CORP COM 806605101 2890 162100 SH DEFINED 06 0 162100 0 SCHERING PLOUGH CORP COM 806605101 5 334 SH DEFINED 16 0 0 334 SCHLUMBERGER LTD COM 806857108 8774 230835 SH DEFINED 01 9605 0 221230 SCHLUMBERGER LTD COM 806857108 9217 242500 SH DEFINED 06 0 242500 0 SCHOLASTIC CORP COM 807066105 178 6628 SH DEFINED 01 0 0 6628 SCHOLASTIC CORP COM 807066105 831 30700 SH DEFINED 15 30700 0 0 SCHOOL SPECIALTY INC COM 807863105 306 17238 SH DEFINED 01 0 0 17238 SCHWAB CHARLES CORP NEW COM 808513105 2303 319045 SH DEFINED 01 0 0 319045 SCHWAB CHARLES CORP NEW COM 808513105 636 88100 SH DEFINED 06 0 88100 0 SCHWAB CHARLES CORP NEW COM 808513105 195 26084 SH DEFINED 12 26084 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 171 28700 SH DEFINED 01 0 0 28700 SCIENTIFIC ATLANTA INC COM 808655104 1583 115263 SH DEFINED 01 0 0 115263 SCIENTIFIC ATLANTA INC COM 808655104 143 10400 SH DEFINED 06 0 10400 0 SCIOS INC COM 808905103 4174 94747 SH DEFINED 01 90997 0 3750 SCIOS INC COM 808905103 1185 26900 SH DEFINED 06 0 26900 0 SCIQUEST INC COM 80908Q107 692 1332000 SH DEFINED 01 0 0 1332000 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 2558 106641 SH DEFINED 01 0 0 106641 SCOTTS CO CL A 810186106 1318 25447 SH DEFINED 01 0 0 25447 SCRIPPS E W CO OHIO CL A 811054204 1700 22446 SH DEFINED 01 0 0 22446 SCRIPPS E W CO OHIO CL A 811054204 3 45 SH DEFINED 16 0 0 45 SCUDDER INTER GOVT TR SH BEN INT 811163104 84 12200 SH DEFINED 01 0 0 12200 SCUDDER MUN INCOME TR COM SH BEN INT 81118R604 760 64450 SH DEFINED 01 0 0 64450 SCUDDER RREEF REAL ESTATE FD COM 81119Q100 527 35948 SH DEFINED 01 0 0 35948 SEACOAST FINL SVCS CORP COM 81170Q106 591 32400 SH DEFINED 06 0 32400 0 SEACOR SMIT INC COM 811904101 15 450 SH DEFINED 01 0 0 450 SEACOR SMIT INC COM 811904101 962 27500 SH DEFINED 06 0 27500 0 SEALED AIR CORP NEW COM 81211K100 1353 33737 SH DEFINED 01 0 0 33737 SEALED AIR CORP NEW COM 81211K100 237 5900 SH DEFINED 06 0 5900 0 SEALED AIR CORP NEW COM 81211K100 253 6340 SH DEFINED 12 6340 0 0 SEARS ROEBUCK & CO COM 812387108 2890 119685 SH DEFINED 01 5145 0 114540 SEARS ROEBUCK & CO COM 812387108 1290 53400 SH DEFINED 06 0 53400 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1503 81827 SH DEFINED 01 0 0 81827 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 370 13864 SH DEFINED 01 0 0 13864 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1011 54476 SH DEFINED 01 0 0 54476 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 356 15691 SH DEFINED 01 0 0 15691 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 638 30752 SH DEFINED 01 0 0 30752 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 675 34987 SH DEFINED 01 0 0 34987 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 1710 119613 SH DEFINED 01 0 0 119613 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 955 51944 SH DEFINED 01 0 0 51944 SEEBEYOND TECHNOLOGIES CORP COM 815704101 50 25240 SH DEFINED 01 0 0 25240 SEITEL INC COM NEW 816074306 2 11600 SH DEFINED 01 0 0 11600 SELECTICA INC COM 816288104 32 10928 SH DEFINED 01 0 0 10928 SELIGMAN QUALITY MUN FD INC COM 816343107 592 46600 SH DEFINED 01 0 0 46600 SEMTECH CORP COM 816850101 7 527 SH DEFINED 01 0 0 527 SEMTECH CORP COM 816850101 959 63300 SH DEFINED 06 0 63300 0 SEMTECH CORP COM 816850101 481 30600 SH DEFINED 15 30600 0 0 SEMPRA ENERGY COM 816851109 1230 49293 SH DEFINED 01 0 0 49293 SEMPRA ENERGY COM 816851109 352 14100 SH DEFINED 06 0 14100 0 SENETEK PLC SPONSORED ADR 817209307 9 19737 SH DEFINED 01 0 0 19737 SENIOR HIGH INCOME PORTFOLIO COM 81721E107 76 13916 SH DEFINED 01 0 0 13916 SENIOR HSG PPTYS TR SH BEN INT 81721M109 4988 431928 SH DEFINED 01 0 0 431928 SENSIENT TECHNOLOGIES CORP COM 81725T100 2 140 SH DEFINED 01 0 0 140 SENSIENT TECHNOLOGIES CORP COM 81725T100 557 27800 SH DEFINED 06 0 27800 0 SEPRACOR INC SDCV 7.000%12/1 817315AH7 35 40000 SH DEFINED 01 40000 0 0 SEPRACOR INC COM 817315104 146 10810 SH DEFINED 01 0 0 10810 SEPRACOR INC COM 817315104 1767 130400 SH DEFINED 06 0 130400 0 SERENA SOFTWARE INC COM 817492101 4 300 SH DEFINED 01 0 0 300 SERENA SOFTWARE INC COM 817492101 441 27400 SH DEFINED 15 27400 0 0 SERVICE CORP INTL NOTE 6.750% 6/2 817565AU8 915 1006000 SH DEFINED 01 0 0 1006000 SERVICE CORP INTL COM 817565104 133 47915 SH DEFINED 01 0 0 47915 SERVICEMASTER CO COM 81760N109 141 14185 SH DEFINED 01 0 0 14185 SERVICEMASTER CO COM 81760N109 1800 180000 SH DEFINED 06 0 180000 0 SHAW GROUP INC COM 820280105 139 13915 SH DEFINED 01 0 0 13915 SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 3439 94948 SH DEFINED 01 0 0 94948 SHERWIN WILLIAMS CO COM 824348106 851 32202 SH DEFINED 01 6467 0 25735 SHERWIN WILLIAMS CO COM 824348106 259 9800 SH DEFINED 06 0 9800 0 SHURGARD STORAGE CTRS INC COM 82567D104 429 13818 SH DEFINED 01 0 0 13818 SHURGARD STORAGE CTRS INC COM 82567D104 590 19000 SH DEFINED 06 0 19000 0 SICOR INC COM 825846108 191 11444 SH DEFINED 01 0 0 11444 SICOR INC COM 825846108 1306 78200 SH DEFINED 06 0 78200 0 SIEBEL SYS INC COM 826170102 4739 591661 SH DEFINED 01 39679 0 551982 SIEBEL SYS INC COM 826170102 320 39900 SH DEFINED 06 0 39900 0 SIEBEL SYS INC COM 826170102 444 53198 SH DEFINED 15 53198 0 0 SIEMENS A G SPONSORED ADR 826197501 896 21791 SH DEFINED 01 0 0 21791 SIERRA WIRELESS INC COM 826516106 121 34460 SH DEFINED 01 0 0 34460 SIGMA ALDRICH CORP COM 826552101 708 15924 SH DEFINED 01 0 0 15924 SIGMA ALDRICH CORP COM 826552101 222 5000 SH DEFINED 06 0 5000 0 SIGNAL TECHNOLOGY CORP COM 826675100 280 25500 SH DEFINED 01 0 0 25500 SIGNAL TECHNOLOGY CORP COM 826675100 1440 132800 SH DEFINED 15 132800 0 0 SILICON GRAPHICS INC COM 827056102 68 44699 SH DEFINED 01 11421 0 33278 SIMON PPTY GROUP INC NEW COM 828806109 1238 34574 SH DEFINED 01 0 0 34574 SIMON PPTY GROUP INC NEW COM 828806109 6030 168300 SH DEFINED 06 0 168300 0 SIMPLETECH INC COM 828823104 38 15500 SH DEFINED 01 0 0 15500 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 170 10200 SH DEFINED 01 0 0 10200 SIRIUS SATELLITE RADIO INC COM 82966U103 7 9800 SH DEFINED 01 0 0 9800 SIRIUS SATELLITE RADIO INC COM 82966U103 4 6900 SH DEFINED 15 6900 0 0 SIX FLAGS INC COM 83001P109 224 40040 SH DEFINED 01 0 0 40040 SIX CONTINENTS PLC SPONSORED ADR 830018107 749 76833 SH DEFINED 01 0 0 76833 SIX CONTINENTS PLC SPONSORED ADR 830018107 230 23600 SH DEFINED 06 0 23600 0 SIZELER PPTY INVS INC SDCV 9.000% 7/1 830137AB1 10 10000 SH DEFINED 01 0 0 10000 SKECHERS U S A INC CL A 830566105 2 365 SH DEFINED 01 0 0 365 SKECHERS U S A INC CL A 830566105 626 96500 SH DEFINED 06 0 96500 0 SKY FINL GROUP INC COM 83080P103 283 14399 SH DEFINED 01 0 0 14399 SKYWEST INC COM 830879102 223 21651 SH DEFINED 01 0 0 21651 SKYWORKS SOLUTIONS INC COM 83088M102 308 49473 SH DEFINED 01 0 0 49473 SKILLSOFT PLC SPONSORED ADR 830928107 635 239800 SH DEFINED 01 0 0 239800 SMALLCAP FD INC COM 831680103 389 50815 SH DEFINED 01 0 0 50815 SMUCKER J M CO COM NEW 832696405 2168 62016 SH DEFINED 01 1851 0 60165 SMUCKER J M CO COM NEW 832696405 0 1 SH DEFINED 16 0 0 1 SMURFIT-STONE CONTAINER CORP COM 832727101 4362 327484 SH DEFINED 01 0 0 327484 SMURFIT-STONE CONTAINER CORP COM 832727101 439 32883 SH DEFINED 06 0 32883 0 SMURFIT-STONE CONTAINER CORP COM 832727101 1527 112500 SH DEFINED 15 112500 0 0 SMURFIT-STONE CONTAINER CORP PFD CV EX A 7% 832727200 207 9900 SH DEFINED 01 0 0 9900 SOLECTRON CORP NOTE 5/0 834182AK3 702 1130000 SH DEFINED 01 619000 0 511000 SOLECTRON CORP COM 834182107 1295 429036 SH DEFINED 01 0 0 429036 SOLECTRON CORP COM 834182107 165 54600 SH DEFINED 06 0 54600 0 SOLECTRON CORP COM 834182107 6 2310 SH DEFINED 11 0 2310 0 SOLUTIA INC COM 834376105 21 14063 SH DEFINED 01 603 0 13460 SOLUTIA INC COM 834376105 4 2424 SH DEFINED 12 2424 0 0 SONOCO PRODS CO COM 835495102 799 38186 SH DEFINED 01 0 0 38186 SONOCO PRODS CO COM 835495102 100 4800 SH DEFINED 11 0 4800 0 SONY CORP ADR NEW 835699307 1515 43139 SH DEFINED 01 4017 0 39122 SONY CORP ADR NEW 835699307 731 20800 SH DEFINED 06 0 20800 0 SOTHEBYS HLDGS INC CL A 835898107 308 33578 SH DEFINED 01 33078 0 500 SOUNDVIEW TECHNOLOGY GROUP N COM 83611Q109 13 10780 SH DEFINED 01 0 0 10780 SOURCE INTERLINK COS INC COM NEW 836151209 195 39000 SH DEFINED 01 0 0 39000 SOUTHERN AFRICA FD INC COM 842157109 365 33970 SH DEFINED 01 0 0 33970 SOUTHERN CO COM 842587107 4326 152134 SH DEFINED 01 0 0 152134 SOUTHERN CO COM 842587107 1297 45600 SH DEFINED 06 0 45600 0 SOUTHTRUST CORP COM 844730101 686 26904 SH DEFINED 01 0 0 26904 SOUTHTRUST CORP COM 844730101 546 21400 SH DEFINED 06 0 21400 0 SOUTHWEST AIRLS CO COM 844741108 6243 434765 SH DEFINED 01 30 0 434735 SOUTHWEST AIRLS CO COM 844741108 851 59290 SH DEFINED 06 0 59290 0 SOUTHWEST GAS CORP COM 844895102 746 36704 SH DEFINED 01 7042 0 29662 SOVEREIGN BANCORP INC COM 845905108 224 16179 SH DEFINED 01 0 0 16179 SPANISH BROADCASTING SYS INC CL A 846425882 42 7000 SH DEFINED 01 0 0 7000 SPANISH BROADCASTING SYS INC CL A 846425882 195 29100 SH DEFINED 15 29100 0 0 SPRINT CORP COM FON GROUP 852061100 1364 116151 SH DEFINED 01 5070 0 111081 SPRINT CORP COM FON GROUP 852061100 697 59300 SH DEFINED 06 0 59300 0 SPRINT CORP PCS COM SER 1 852061506 3398 779409 SH DEFINED 01 2561 0 776848 SPRINT CORP PCS COM SER 1 852061506 320 73500 SH DEFINED 06 0 73500 0 SPRINT CORP PCS COM SER 1 852061506 145 34399 SH DEFINED 12 34399 0 0 STANLEY WKS COM 854616109 4036 168241 SH DEFINED 01 0 0 168241 STANLEY WKS COM 854616109 166 6900 SH DEFINED 06 0 6900 0 STAPLES INC COM 855030102 9950 542855 SH DEFINED 01 47134 0 495721 STAPLES INC COM 855030102 2042 111400 SH DEFINED 06 0 111400 0 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 4797 248592 SH DEFINED 01 0 0 248592 STARBUCKS CORP COM 855244109 8584 333258 SH DEFINED 01 69459 0 263799 STARBUCKS CORP COM 855244109 659 25600 SH DEFINED 06 0 25600 0 STARCRAFT CORP COM 855269106 349 35085 SH DEFINED 01 0 0 35085 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 1628 68443 SH DEFINED 01 0 0 68443 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2862 120300 SH DEFINED 06 0 120300 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 228 9401 SH DEFINED 12 9401 0 0 STATE STR CORP COM 857477103 3380 106861 SH DEFINED 01 33064 0 73797 STATE STR CORP COM 857477103 2151 68000 SH DEFINED 06 0 68000 0 STATION CASINOS INC COM 857689103 283 13444 SH DEFINED 01 10200 0 3244 STATOIL ASA SPONSORED ADR 85771P102 177 23194 SH DEFINED 01 0 0 23194 STERLING BANCSHARES INC COM 858907108 201 16950 SH DEFINED 01 0 0 16950 STERICYCLE INC COM 858912108 2002 53262 SH DEFINED 01 0 0 53262 STERIS CORP COM 859152100 1363 52127 SH DEFINED 01 0 0 52127 STERIS CORP COM 859152100 463 17800 SH DEFINED 15 17800 0 0 STEWART ENTERPRISES INC CL A 860370105 27 10004 SH DEFINED 01 0 0 10004 STONE ENERGY CORP COM 861642106 1296 38600 SH DEFINED 06 0 38600 0 STORA ENSO CORP SPON ADR REP R 86210M106 552 59761 SH DEFINED 01 0 0 59761 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 256 12669 SH DEFINED 01 0 0 12669 STRATEGIC GLOBAL INCOME FD COM 862719101 607 44069 SH DEFINED 01 16 0 44053 STREETTRACKS SER TR DJ GLOB TITANS 86330E505 437 9155 SH DEFINED 01 0 0 9155 STREETTRACKS SER TR MORG STAN INTR 86330E802 156 20000 SH DEFINED 01 0 0 20000 STRYKER CORP COM 863667101 2298 33478 SH DEFINED 01 0 0 33478 STRYKER CORP COM 863667101 2087 30400 SH DEFINED 06 0 30400 0 STURM RUGER & CO INC COM 864159108 61 7000 SH DEFINED 01 0 0 7000 STURM RUGER & CO INC COM 864159108 503 57400 SH DEFINED 06 0 57400 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 443 16025 SH DEFINED 01 0 0 16025 SUN COMMUNITIES INC COM 866674104 217 6086 SH DEFINED 01 0 0 6086 SUN COMMUNITIES INC COM 866674104 72 2000 SH DEFINED 06 0 2000 0 SUN MICROSYSTEMS INC COM 866810104 6560 2012353 SH DEFINED 01 192705 0 1819648 SUN MICROSYSTEMS INC COM 866810104 683 209400 SH DEFINED 06 0 209400 0 SUN MICROSYSTEMS INC COM 866810104 3 1000 SH DEFINED 16 0 0 1000 SUNCOR ENERGY INC COM 867229106 575 32940 SH DEFINED 01 0 0 32940 SUNGARD DATA SYS INC COM 867363103 980 46054 SH DEFINED 01 0 0 46054 SUNGARD DATA SYS INC COM 867363103 4123 193585 SH DEFINED 06 0 193585 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 3701 142631 SH DEFINED 01 0 0 142631 SUNOCO INC COM 86764P109 424 11615 SH DEFINED 01 0 0 11615 SUNOCO INC COM 86764P109 194 5300 SH DEFINED 06 0 5300 0 SUNRISE ASSISTED LIVING INC COM 86768K106 1644 68509 SH DEFINED 01 10859 0 57650 SUNTRUST BKS INC COM 867914103 3136 59579 SH DEFINED 01 0 0 59579 SUNTRUST BKS INC COM 867914103 974 18500 SH DEFINED 06 0 18500 0 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 10 12926 SH DEFINED 01 11926 0 1000 SUPERGEN INC COM 868059106 218 78200 SH DEFINED 01 0 0 78200 SUPERVALU INC NOTE 11/0 868536AP8 15 52000 SH DEFINED 01 22000 0 30000 SUPERVALU INC COM 868536103 1025 66141 SH DEFINED 01 0 0 66141 SUPERVALU INC COM 868536103 157 10100 SH DEFINED 06 0 10100 0 SUREBEAM CORP CL A 86866R102 57 15984 SH DEFINED 01 0 0 15984 SUSQUEHANNA BANCSHARES INC P COM 869099101 160 7723 SH DEFINED 01 0 0 7723 SUSQUEHANNA BANCSHARES INC P COM 869099101 549 26500 SH DEFINED 06 0 26500 0 SWIFT TRANSN CO COM 870756103 92 5750 SH DEFINED 01 0 0 5750 SWIFT TRANSN CO COM 870756103 2063 130600 SH DEFINED 15 130600 0 0 SWISS HELVETIA FD INC COM 870875101 135 15256 SH DEFINED 01 0 0 15256 SWISSCOM AG SPONSORED ADR 871013108 125 4113 SH DEFINED 01 0 0 4113 SWISSCOM AG SPONSORED ADR 871013108 3259 106900 SH DEFINED 06 0 106900 0 SYBASE INC COM 871130100 339 26205 SH DEFINED 01 0 0 26205 SYBASE INC PUT 8711309RV 138 10700 SH PUT DEFINED 01 0 0 107 SYBRON DENTAL SPECIALTIES IN COM 871142105 495 28415 SH DEFINED 01 26970 0 1445 SYCAMORE NETWORKS INC COM 871206108 63 20685 SH DEFINED 01 0 0 20685 SYMANTEC CORP NOTE 3.000%11/0 871503AB4 39 29000 SH DEFINED 01 24000 0 5000 SYMANTEC CORP COM 871503108 3392 86583 SH DEFINED 01 0 0 86583 SYMANTEC CORP COM 871503108 936 23900 SH DEFINED 06 0 23900 0 SYMANTEC CORP COM 871503108 48 1238 SH DEFINED 16 0 0 1238 SYMBOL TECHNOLOGIES INC COM 871508107 2332 270958 SH DEFINED 01 0 0 270958 SYMBOL TECHNOLOGIES INC COM 871508107 125 14500 SH DEFINED 06 0 14500 0 SYMBOL TECHNOLOGIES INC COM 871508107 616 68700 SH DEFINED 15 68700 0 0 SYMYX TECHNOLOGIES COM 87155S108 191 12734 SH DEFINED 01 0 0 12734 SYNGENTA AG SPONSORED ADR 87160A100 124 13556 SH DEFINED 01 1323 0 12233 SYNOVUS FINL CORP COM 87161C105 862 48236 SH DEFINED 01 0 0 48236 SYNOVUS FINL CORP COM 87161C105 392 21900 SH DEFINED 06 0 21900 0 SYNTROLEUM CORP COM 871630109 89 35000 SH DEFINED 01 0 0 35000 SYSCO CORP COM 871829107 6438 253074 SH DEFINED 01 0 0 253074 SYSCO CORP COM 871829107 4126 162200 SH DEFINED 06 0 162200 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 2097 79781 SH DEFINED 01 0 0 79781 TCW/DW TERM TR 2003 SH BEN INT 87234U108 1942 180995 SH DEFINED 01 0 0 180995 TCW CONV SECS FD INC COM 872340104 259 55238 SH DEFINED 01 0 0 55238 TDK CORP AMERN DEP SH 872351408 3 90 SH DEFINED 01 0 0 90 TDK CORP AMERN DEP SH 872351408 5720 149280 SH DEFINED 06 0 149280 0 TECO ENERGY INC COM 872375100 5028 473043 SH DEFINED 01 0 0 473043 TECO ENERGY INC COM 872375100 138 13000 SH DEFINED 06 0 13000 0 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 8046 254309 SH DEFINED 01 0 0 254309 THQ INC COM NEW 872443403 745 57122 SH DEFINED 01 11701 0 45421 TJX COS INC NEW NOTE 2/1 872540AL3 24 32000 SH DEFINED 01 0 0 32000 TJX COS INC NEW COM 872540109 3996 227083 SH DEFINED 01 0 0 227083 TJX COS INC NEW COM 872540109 632 35900 SH DEFINED 06 0 35900 0 TLC VISION CORP COM 872549100 623 519715 SH DEFINED 01 0 0 519715 TRC COS INC COM 872625108 165 12581 SH DEFINED 01 0 0 12581 TMP WORLDWIDE INC COM 872941109 819 76372 SH DEFINED 01 0 0 76372 TMP WORLDWIDE INC COM 872941109 585 54500 SH DEFINED 06 0 54500 0 TMP WORLDWIDE INC COM 872941109 0 69 SH DEFINED 16 0 0 69 TXU CORP COM 873168108 1960 109853 SH DEFINED 01 4631 0 105222 TXU CORP COM 873168108 382 21400 SH DEFINED 06 0 21400 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 707 103494 SH DEFINED 01 0 0 103494 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1103 161200 SH DEFINED 06 0 161200 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 88 11984 SH DEFINED 12 11984 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2 365 SH DEFINED 16 0 0 365 TALBOTS INC COM 874161102 2115 82181 SH DEFINED 01 81026 0 1155 TALX CORP COM 874918105 956 73417 SH DEFINED 01 0 0 73417 TANOX INC COM 87588Q109 39 3050 SH DEFINED 01 0 0 3050 TANOX INC COM 87588Q109 2277 188000 SH DEFINED 14 188000 0 0 TARGET CORP COM 87612E106 7775 265722 SH DEFINED 01 27 0 265695 TARGET CORP COM 87612E106 5167 176600 SH DEFINED 06 0 176600 0 TARGET CORP COM 87612E106 185 6345 SH DEFINED 11 0 6345 0 TARRANT APPAREL GROUP COM 876289109 3563 955300 SH DEFINED 01 0 0 955300 TECH DATA CORP COM 878237106 29 1240 SH DEFINED 01 0 0 1240 TECH DATA CORP COM 878237106 1137 47300 SH DEFINED 15 47300 0 0 TECUMSEH PRODS CO CL A 878895200 623 15200 SH DEFINED 06 0 15200 0 TEKELEC COM 879101103 37 4350 SH DEFINED 01 0 0 4350 TEKELEC COM 879101103 657 70800 SH DEFINED 15 70800 0 0 TELECOM ITALIA SPA SPON ADR ORD 87927W106 644 9342 SH DEFINED 01 0 0 9342 TELECOM ITALIA SPA SPON ADR ORD 87927W106 3608 52290 SH DEFINED 06 0 52290 0 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 3 1068 SH DEFINED 01 0 0 1068 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 2292 612960 SH DEFINED 06 0 612960 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 48 2491 SH DEFINED 01 0 0 2491 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 4435 225690 SH DEFINED 06 0 225690 0 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 24 1206 SH DEFINED 01 0 0 1206 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 1873 93160 SH DEFINED 06 0 93160 0 TELEFLEX INC COM 879369106 1226 34350 SH DEFINED 01 0 0 34350 TELEFONICA S A SPONSORED ADR 879382208 366 13051 SH DEFINED 01 0 0 13051 TELEFONICA S A SPONSORED ADR 879382208 6260 223165 SH DEFINED 06 0 223165 0 TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD5 46 42000 SH DEFINED 01 15000 0 27000 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 3000 100968 SH DEFINED 01 12867 0 88101 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 4546 152950 SH DEFINED 06 0 152950 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 936 31859 SH DEFINED 14 31859 0 0 TELKOM SA LTD SPONSORED ADR 879603108 164 11200 SH DEFINED 01 9100 0 2100 TELLABS INC COM 879664100 677 117070 SH DEFINED 01 0 0 117070 TELLABS INC COM 879664100 149 25800 SH DEFINED 06 0 25800 0 TELLABS INC COM 879664100 0 29 SH DEFINED 16 0 0 29 TELSTRA CORP LTD SPON ADR FINAL 87969N204 293 23788 SH DEFINED 01 0 0 23788 TELSTRA CORP LTD SPON ADR FINAL 87969N204 92 7500 SH DEFINED 06 0 7500 0 TEMPLE INLAND INC COM 879868107 539 14413 SH DEFINED 01 2858 0 11555 TEMPLE INLAND INC COM 879868107 183 4900 SH DEFINED 06 0 4900 0 TEMPLETON DRAGON FD INC COM 88018T101 261 29079 SH DEFINED 01 0 0 29079 TEMPLETON DRAGON FD INC COM 88018T101 29 3301 SH DEFINED 16 0 0 3301 TEMPLETON CHINA WORLD FD INC COM 88018X102 384 34145 SH DEFINED 01 0 0 34145 TEMPLETON EMERGING MKTS FD I COM 880191101 4905 598178 SH DEFINED 01 0 0 598178 TEMPLETON GLOBAL INCOME FD I COM 880198106 1716 222054 SH DEFINED 01 0 0 222054 TENET HEALTHCARE CORP COM 88033G100 240 14408 SH DEFINED 01 0 0 14408 TENET HEALTHCARE CORP COM 88033G100 1650 98800 SH DEFINED 06 0 98800 0 TENGASCO INC COM NEW 88033R205 79 79325 SH DEFINED 01 0 0 79325 TERADYNE INC COM 880770102 152 13072 SH DEFINED 01 0 0 13072 TERADYNE INC COM 880770102 137 11800 SH DEFINED 06 0 11800 0 TERADYNE INC COM 880770102 581 48400 SH DEFINED 15 48400 0 0 TERAYON COMMUNICATION SYS COM 880775101 99 58070 SH DEFINED 01 0 0 58070 TEREX CORP NEW COM 880779103 4 400 SH DEFINED 01 0 0 400 TEREX CORP NEW COM 880779103 1020 81400 SH DEFINED 07 81400 0 0 TESCO CORP COM 88157K101 216 21000 SH DEFINED 01 0 0 21000 TETRA TECH INC NEW COM 88162G103 335 23727 SH DEFINED 01 0 0 23727 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5299 127235 SH DEFINED 01 0 0 127235 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 247 5925 SH DEFINED 06 0 5925 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1103 26400 SH DEFINED 15 26400 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4 100 SH DEFINED 16 0 0 100 TEXAS BIOTECHNOLOGY CORP COM 88221T104 29 23811 SH DEFINED 01 0 0 23811 TEXAS INSTRS INC COM 8825080MC 818 50000 SH DEFINED 01 0 0 500 TEXAS INSTRS INC COM 882508104 20705 1264816 SH DEFINED 01 32321 0 1232495 TEXAS INSTRS INC COM 882508104 5621 343392 SH DEFINED 06 0 343392 0 TEXAS INSTRS INC COM 882508104 235 14390 SH DEFINED 11 0 14390 0 TEXAS PAC LD TR SUB CTF PROP I T 882610108 3445 79300 SH DEFINED 01 0 0 79300 THAI FD INC COM 882904105 452 111733 SH DEFINED 01 0 0 111733 TEXTRON INC COM 883203101 6152 224060 SH DEFINED 01 109193 0 114867 TEXTRON INC COM 883203101 266 9700 SH DEFINED 06 0 9700 0 THERAGENICS CORP COM 883375107 328 94850 SH DEFINED 01 0 0 94850 THERASENSE INC COM 883381105 0 100 SH DEFINED 01 0 0 100 THERASENSE INC COM 883381105 606 90700 SH DEFINED 06 0 90700 0 THERMO ELECTRON CORP COM 883556102 381 21054 SH DEFINED 01 0 0 21054 THERMO ELECTRON CORP COM 883556102 408 22521 SH DEFINED 06 0 22521 0 THERMOGENESIS CORP COM NEW 883623209 30 15000 SH DEFINED 01 0 0 15000 THOMAS & BETTS CORP COM 884315102 29 2111 SH DEFINED 01 0 0 2111 THOMAS & BETTS CORP COM 884315102 1185 78600 SH DEFINED 07 78600 0 0 THOMSON CORP COM 884903105 310 11953 SH DEFINED 01 0 0 11953 THOR INDS INC COM 885160101 378 15130 SH DEFINED 01 0 0 15130 THORNBURG MTG INC COM 885218107 1979 95960 SH DEFINED 01 0 0 95960 3COM CORP COM 885535104 104 21225 SH DEFINED 01 0 0 21225 3M CO COM 88579Y101 54185 416712 SH DEFINED 01 47098 0 369614 3M CO COM 88579Y101 13648 104960 SH DEFINED 06 0 104960 0 3M CO COM 88579Y101 7 60 SH DEFINED 16 0 0 60 TIBCO SOFTWARE INC COM 88632Q103 113 27100 SH DEFINED 01 0 0 27100 TIDEWATER INC COM 886423102 510 17770 SH DEFINED 01 0 0 17770 TIDEWATER INC COM 886423102 612 21300 SH DEFINED 06 0 21300 0 TIER TECHNOLOGIES INC CL B 88650Q100 440 43500 SH DEFINED 01 0 0 43500 TIFFANY & CO NEW COM 886547108 4652 186084 SH DEFINED 01 62843 0 123241 TIFFANY & CO NEW COM 886547108 2524 100980 SH DEFINED 06 0 100980 0 TIFFANY & CO NEW COM 886547108 57 2300 SH DEFINED 11 0 2300 0 TIFFANY & CO NEW COM 886547108 16 640 SH DEFINED 16 0 0 640 TIMBERLAND CO CL A 887100105 564 13494 SH DEFINED 01 0 0 13494 TIME WARNER TELECOM INC CL A 887319101 1 460 SH DEFINED 01 0 0 460 TIME WARNER TELECOM INC CL A 887319101 112 32090 SH DEFINED 12 32090 0 0 TIMES MIRROR CO NEW NOTE 4/1 887364AE7 197 292000 SH DEFINED 01 37000 0 255000 TIMKEN CO COM 887389104 1289 82547 SH DEFINED 01 0 0 82547 TITAN PHARMACEUTICALS INC DE COM 888314101 31 20000 SH DEFINED 01 0 0 20000 TIVO INC COM 888706108 360 70600 SH DEFINED 01 0 0 70600 TOLL BROTHERS INC COM 889478103 826 42803 SH DEFINED 01 0 0 42803 TOMKINS PLC SPONSORED ADR 890030208 492 42792 SH DEFINED 01 0 0 42792 TOO INC COM 890333107 253 15282 SH DEFINED 01 0 0 15282 TOO INC COM 890333107 1003 60400 SH DEFINED 06 0 60400 0 TOPPS INC COM 890786106 102 12104 SH DEFINED 01 4 0 12100 TORCHMARK CORP COM 891027104 278 7773 SH DEFINED 01 0 0 7773 TORCHMARK CORP COM 891027104 272 7600 SH DEFINED 06 0 7600 0 TOTAL FINA ELF S A SPONSORED ADR 89151E109 514 8125 SH DEFINED 01 0 0 8125 TOTAL FINA ELF S A SPONSORED ADR 89151E109 1135 17935 SH DEFINED 06 0 17935 0 TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE1 44 50000 SH DEFINED 01 50000 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 203 4527 SH DEFINED 01 0 0 4527 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 623 13860 SH DEFINED 06 0 13860 0 TOYS R US INC COM 892335100 322 38473 SH DEFINED 01 0 0 38473 TOYS R US INC COM 892335100 2539 303400 SH DEFINED 06 0 303400 0 TRACTOR SUPPLY CO COM 892356106 533 16157 SH DEFINED 01 0 0 16157 TRACTOR SUPPLY CO COM 892356106 314 9300 SH DEFINED 15 9300 0 0 TRAFFIX INC COM 892721101 30 10000 SH DEFINED 01 0 0 10000 TRAMMELL CROW CO COM 89288R106 94 11835 SH DEFINED 01 0 0 11835 TRANSATLANTIC HLDGS INC COM 893521104 214 3267 SH DEFINED 01 0 0 3267 TRANSCANADA PIPELINES LTD COM 893526103 445 30203 SH DEFINED 01 0 0 30203 TRANSCAT INC COM 893529107 59 42500 SH DEFINED 01 0 0 42500 TRANSPRO INC COM 893885103 42 10267 SH DEFINED 01 3067 0 7200 TRANSWITCH CORP COM 894065101 30 62759 SH DEFINED 01 0 0 62759 TRANSWITCH CORP COM 894065101 0 400 SH DEFINED 16 0 0 400 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 7239 513839 SH DEFINED 01 8597 0 505242 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 270 19191 SH DEFINED 06 0 19191 0 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 216 15363 SH DEFINED 11 0 15363 0 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 0 60 SH DEFINED 16 0 0 60 TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 578 25825 SH DEFINED 01 190 0 25635 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 4101 290670 SH DEFINED 01 188592 0 102078 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 14 1054 SH DEFINED 11 0 1054 0 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1 128 SH DEFINED 16 0 0 128 TRI CONTL CORP COM 895436103 1170 91405 SH DEFINED 01 0 0 91405 TRIARC COS INC CL A 895927101 215 7753 SH DEFINED 01 6824 0 929 TRIBUNE CO NEW COM 896047107 5368 119276 SH DEFINED 01 18869 0 100407 TRIBUNE CO NEW COM 896047107 4445 98765 SH DEFINED 06 0 98765 0 TRIMBLE NAVIGATION LTD COM 896239100 243 12834 SH DEFINED 01 0 0 12834 TRIQUINT SEMICONDUCTOR INC COM 89674K103 33 11917 SH DEFINED 01 0 0 11917 TRIZEC HAHN CORP DEB 3.000% 1/2 896938AB3 5 10000 SH DEFINED 01 0 0 10000 TRIPATH IMAGING INC COM 896942109 77 18313 SH DEFINED 01 0 0 18313 TRUSTMARK CORP COM 898402102 288 12135 SH DEFINED 01 0 0 12135 TUPPERWARE CORP COM 899896104 127 9251 SH DEFINED 01 0 0 9251 TUPPERWARE CORP COM 899896104 600 43400 SH DEFINED 06 0 43400 0 TV AZTECA S A DE C V SPONSORED ADR 901145102 18 4000 SH DEFINED 01 0 0 4000 TV AZTECA S A DE C V SPONSORED ADR 901145102 782 166483 SH DEFINED 14 166483 0 0 TWEETER HOME ENTMT GROUP INC COM 901167106 56 11860 SH DEFINED 01 0 0 11860 TYCO INTL LTD NEW NOTE 11/1 902124AC0 619 828000 SH DEFINED 01 3000 0 825000 TYCO INTL LTD NEW COM 902124106 17549 1364692 SH DEFINED 01 17707 0 1346985 TYCO INTL LTD NEW COM 902124106 7658 595527 SH DEFINED 06 0 595527 0 TYCO INTL LTD NEW COM 902124106 1 150 SH DEFINED 16 0 0 150 TYSON FOODS INC CL A 902494103 210 27181 SH DEFINED 01 0 0 27181 UAL CORP COM PAR $0.01 902549500 58 69472 SH DEFINED 01 0 0 69472 UGI CORP NEW COM 902681105 532 11661 SH DEFINED 01 0 0 11661 UGI CORP NEW COM 902681105 781 17100 SH DEFINED 06 0 17100 0 UMB FINL CORP COM 902788108 40 1091 SH DEFINED 01 0 0 1091 UMB FINL CORP COM 902788108 639 17400 SH DEFINED 06 0 17400 0 UST INC COM 902911106 4432 160608 SH DEFINED 01 145000 0 15608 UST INC COM 902911106 306 11100 SH DEFINED 06 0 11100 0 US BANCORP DEL COM NEW 902973304 12099 637513 SH DEFINED 01 5 0 637508 US BANCORP DEL COM NEW 902973304 2488 131097 SH DEFINED 06 0 131097 0 US BANCORP DEL COM NEW 902973304 7 370 SH DEFINED 16 0 0 370 USA INTERACTIVE COM 902984103 2361 88144 SH DEFINED 01 0 0 88144 USA INTERACTIVE COM 902984103 1646 57926 SH DEFINED 12 57926 0 0 USANA HEALTH SCIENCES INC COM 90328M107 529 26600 SH DEFINED 01 0 0 26600 U S I HLDGS COM 90333H101 778 74800 SH DEFINED 06 0 74800 0 ULTRATECH STEPPER INC COM 904034105 1055 88100 SH DEFINED 06 0 88100 0 UNIFI INC COM 904677101 5 1150 SH DEFINED 01 0 0 1150 UNIFI INC COM 904677101 1092 249900 SH DEFINED 15 249900 0 0 UNILEVER PLC SPON ADR NEW 904767704 2240 60470 SH DEFINED 01 0 0 60470 UNILEVER PLC SPON ADR NEW 904767704 57 1550 SH DEFINED 11 0 1550 0 UNILEVER N V N Y SHS NEW 904784709 15254 256644 SH DEFINED 01 0 0 256644 UNILEVER N V N Y SHS NEW 904784709 53 900 SH DEFINED 16 0 0 900 UNION PAC CORP COM 907818108 11103 201884 SH DEFINED 01 3269 0 198615 UNION PAC CORP COM 907818108 6592 119850 SH DEFINED 06 0 119850 0 UNION PAC CORP COM 907818108 186 3385 SH DEFINED 11 0 3385 0 UNION PLANTERS CORP COM 908068109 3461 131670 SH DEFINED 01 0 0 131670 UNION PLANTERS CORP COM 908068109 339 12900 SH DEFINED 06 0 12900 0 UNISOURCE ENERGY CORP COM 909205106 363 21015 SH DEFINED 01 0 0 21015 UNISYS CORP COM 909214108 570 61635 SH DEFINED 01 0 0 61635 UNISYS CORP COM 909214108 213 23000 SH DEFINED 06 0 23000 0 UNITED AUTO GROUP INC COM 909440109 1 150 SH DEFINED 01 0 0 150 UNITED AUTO GROUP INC COM 909440109 133 11320 SH DEFINED 12 11320 0 0 UNITED DOMINION REALTY TR IN COM 910197102 259 16266 SH DEFINED 01 0 0 16266 UNITED DOMINION REALTY TR IN COM 910197102 569 35610 SH DEFINED 06 0 35610 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 170 56714 SH DEFINED 01 0 0 56714 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1 590 SH DEFINED 16 0 0 590 UNITED ONLINE INC COM 911268100 250 14530 SH DEFINED 01 0 0 14530 UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 9113120MF 510 5000 SH DEFINED 01 0 0 50 UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 9113120MJ 510 5000 SH DEFINED 01 0 0 50 UNITED PARCEL SERVICE INC NOTE 1.750% 9/2 9113120ML 2042 20000 SH DEFINED 01 0 0 200 UNITED PARCEL SERVICE INC CL B 911312106 9112 159874 SH DEFINED 01 2732 0 157142 UNITED PARCEL SERVICE INC CL B 911312106 9901 173700 SH DEFINED 06 0 173700 0 UNITED PARCEL SERVICE INC PUT 9113129MG 1140 20000 SH PUT DEFINED 01 0 0 200 UNITED RENTALS INC COM 911363109 100 10421 SH DEFINED 01 0 0 10421 UNITED STATES STL CORP NEW COM 912909108 118 12044 SH DEFINED 01 0 0 12044 UNITED STATES STL CORP NEW COM 912909108 94 9600 SH DEFINED 06 0 9600 0 UNITED TECHNOLOGIES CORP COM 913017109 9369 162153 SH DEFINED 01 18405 0 143748 UNITED TECHNOLOGIES CORP COM 913017109 6444 111520 SH DEFINED 06 0 111520 0 UNITED TECHNOLOGIES CORP COM 913017109 203 3530 SH DEFINED 11 0 3530 0 UNITEDHEALTH GROUP INC COM 91324P102 8403 91667 SH DEFINED 01 13368 0 78299 UNITEDHEALTH GROUP INC COM 91324P102 3857 42073 SH DEFINED 06 0 42073 0 UNITEDGLOBALCOM CL A 913247508 0 300 SH DEFINED 01 0 0 300 UNITEDGLOBALCOM CL A 913247508 74 24459 SH DEFINED 12 24459 0 0 UNITRIN INC COM 913275103 668 28840 SH DEFINED 01 0 0 28840 UNIVERSAL CORP VA COM 913456109 88 2341 SH DEFINED 01 0 0 2341 UNIVERSAL CORP VA COM 913456109 672 17800 SH DEFINED 06 0 17800 0 UNIVERSAL FST PRODS INC COM 913543104 1 100 SH DEFINED 01 0 0 100 UNIVERSAL FST PRODS INC COM 913543104 451 29100 SH DEFINED 06 0 29100 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 59 11875 SH DEFINED 01 0 0 11875 UNIVERSAL HLTH SVCS INC DBCV 0.426% 6/2 913903AL4 2442 4079000 SH DEFINED 01 4032000 0 47000 UNIVERSAL HLTH SVCS INC CL B 913903100 3171 77794 SH DEFINED 01 0 0 77794 UNIVERSAL HLTH SVCS INC CL B 913903100 2405 59000 SH DEFINED 06 0 59000 0 UNIVISION COMMUNICATIONS INC CL A 914906102 585 23905 SH DEFINED 01 0 0 23905 UNIVISION COMMUNICATIONS INC CL A 914906102 1952 79650 SH DEFINED 06 0 79650 0 UNIVISION COMMUNICATIONS INC CL A 914906102 356 14109 SH DEFINED 12 14109 0 0 UNOCAL CORP COM 915289102 2975 113084 SH DEFINED 01 15110 0 97974 UNOCAL CORP COM 915289102 455 17300 SH DEFINED 06 0 17300 0 UNOVA INC COM 91529B106 1206 224592 SH DEFINED 01 0 0 224592 UNUMPROVIDENT CORP COM 91529Y106 170 17351 SH DEFINED 01 0 0 17351 UNUMPROVIDENT CORP COM 91529Y106 772 78800 SH DEFINED 06 0 78800 0 UPM KYMMENE CORP SPONSORED ADR 915436109 758 57282 SH DEFINED 01 31906 0 25376 UPM KYMMENE CORP SPONSORED ADR 915436109 146 11000 SH DEFINED 06 0 11000 0 USFREIGHTWAYS CORP COM 916906100 8 330 SH DEFINED 01 0 0 330 USFREIGHTWAYS CORP COM 916906100 537 21200 SH DEFINED 06 0 21200 0 V F CORP COM 918204108 678 18031 SH DEFINED 01 0 0 18031 V F CORP COM 918204108 327 8700 SH DEFINED 06 0 8700 0 VALASSIS COMMUNICATIONS INC NOTE 6/0 918866AH7 9 17000 SH DEFINED 01 0 0 17000 VALERO L P COM UT LTD PRT 91913W104 4375 119211 SH DEFINED 01 5800 0 113411 VALERO ENERGY CORP NEW COM 91913Y100 595 14397 SH DEFINED 01 0 0 14397 VALLEY NATL BANCORP COM 919794107 603 24510 SH DEFINED 01 0 0 24510 VALUEVISION MEDIA INC CL A 92047K107 7 700 SH DEFINED 01 0 0 700 VALUEVISION MEDIA INC CL A 92047K107 954 94700 SH DEFINED 06 0 94700 0 VAN KAMPEN MUN INCOME TR COM 920909108 372 40500 SH DEFINED 01 0 0 40500 VAN KAMPEN MUN TR SH BEN INT 920919107 163 11168 SH DEFINED 01 0 0 11168 VAN KAMPEN N Y QUALITY MUN T COM 920922101 253 16485 SH DEFINED 01 0 0 16485 VAN KAMPEN TR INVT GRADE MUN COM 920929106 420 26636 SH DEFINED 01 0 0 26636 VAN KAMPEN MUN OPPORTUNITY T COM 920935103 330 19995 SH DEFINED 01 0 0 19995 VAN KAMPEN MUN OPPORTUNITY I COM 920944105 376 26417 SH DEFINED 01 0 0 26417 VAN KAMPEN SENIOR INCOME TR COM 920961109 3557 488610 SH DEFINED 01 0 0 488610 VAN KAMPEN SELECT SECTOR MUN COM 92112M103 266 20464 SH DEFINED 01 0 0 20464 VAN KAMPEN N Y VALUE MUN INC COM 92112Q104 444 29050 SH DEFINED 01 0 0 29050 VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 921124103 163 10289 SH DEFINED 01 0 0 10289 VARCO INTL INC DEL COM 922122106 1031 56310 SH DEFINED 01 0 0 56310 VARIAN MED SYS INC COM 92220P105 4990 92535 SH DEFINED 01 0 0 92535 VARIAN MED SYS INC COM 92220P105 301 5700 SH DEFINED 15 5700 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 173 8530 SH DEFINED 01 0 0 8530 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 787 38700 SH DEFINED 06 0 38700 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 378 18200 SH DEFINED 15 18200 0 0 VASOMEDICAL INC COM 922321104 11 12250 SH DEFINED 01 0 0 12250 VAXGEN INC COM NEW 922390208 2 750 SH DEFINED 01 0 0 750 VAXGEN INC COM NEW 922390208 235 66300 SH DEFINED 13 66300 0 0 VECTREN CORP COM 92240G101 47 2224 SH DEFINED 01 0 0 2224 VECTREN CORP COM 92240G101 589 27400 SH DEFINED 06 0 27400 0 VECTOR GROUP LTD COM 92240M108 138 12591 SH DEFINED 01 0 0 12591 VEECO INSTRS INC DEL COM 922417100 162 10500 SH DEFINED 01 0 0 10500 VEECO INSTRS INC DEL COM 922417100 644 40100 SH DEFINED 15 40100 0 0 VENTAS INC COM 92276F100 409 35336 SH DEFINED 01 0 0 35336 VANGUARD INDEX TR STK MRK VIPERS 922908769 550 6929 SH DEFINED 01 0 0 6929 VERISIGN INC COM 92343E102 298 34175 SH DEFINED 01 0 0 34175 VERISIGN INC COM 92343E102 1226 137411 SH DEFINED 12 137411 0 0 VERITAS DGC INC COM 92343P107 74 11158 SH DEFINED 01 0 0 11158 VERIZON COMMUNICATIONS COM 92343V104 22136 626203 SH DEFINED 01 51932 0 574271 VERIZON COMMUNICATIONS COM 92343V104 14884 421041 SH DEFINED 06 0 421041 0 VERIZON COMMUNICATIONS COM 92343V104 341 9660 SH DEFINED 11 0 9660 0 VERILINK CORP COM 923432108 86 107000 SH DEFINED 01 0 0 107000 VERITAS SOFTWARE CO NOTE 5.250%11/0 923436AB5 7996 4031000 SH DEFINED 01 4031000 0 0 VERITAS SOFTWARE CO COM 923436109 1627 92529 SH DEFINED 01 0 0 92529 VERITAS SOFTWARE CO COM 923436109 575 32700 SH DEFINED 06 0 32700 0 VERITAS SOFTWARE CO COM 923436109 224 12524 SH DEFINED 12 12524 0 0 VERIZON GLOBAL FDG CORP NOTE 5/1 92344GAN6 71 120000 SH DEFINED 06 0 120000 0 VERSO TECHNOLOGIES INC COM 925317109 6 12875 SH DEFINED 01 6 0 12869 VERTEX PHARMACEUTICALS INC COM 92532F100 246 22092 SH DEFINED 01 0 0 22092 VIACOM INC CL A 925524100 1717 47054 SH DEFINED 01 0 0 47054 VIACOM INC CL A 925524100 370 9800 SH DEFINED 15 9800 0 0 VIACOM INC CL B 925524308 21665 593243 SH DEFINED 01 43514 0 549729 VIACOM INC CL B 925524308 6543 179172 SH DEFINED 06 0 179172 0 VIACOM INC CL B 925524308 297 8145 SH DEFINED 11 0 8145 0 VIASYS HEALTHCARE INC COM NEW 92553Q209 387 27714 SH DEFINED 01 0 0 27714 VICAL INC COM 925602104 357 136855 SH DEFINED 01 0 0 136855 VIEWPOINT CORP COM 92672P108 18 39535 SH DEFINED 01 39235 0 300 VIGNETTE CORP COM 926734104 742 488752 SH DEFINED 01 0 0 488752 VINTAGE PETE INC COM 927460105 6 700 SH DEFINED 01 0 0 700 VINTAGE PETE INC COM 927460105 499 52500 SH DEFINED 06 0 52500 0 VION PHARMACEUTICALS INC COM 927624106 10 34858 SH DEFINED 01 0 0 34858 VIRAGE LOGIC CORP COM 92763R104 160 25700 SH DEFINED 01 0 0 25700 VIRAGE LOGIC CORP COM 92763R104 144 22000 SH DEFINED 15 22000 0 0 VIRGINIA FINL CORP COM 927810101 349 13100 SH DEFINED 01 0 0 13100 VISHAY INTERTECHNOLOGY INC COM 928298108 314 30900 SH DEFINED 01 0 0 30900 VISTEON CORP COM 92839U107 129 21765 SH DEFINED 01 4114 0 17651 VISX INC DEL COM 92844S105 116 10960 SH DEFINED 01 0 0 10960 VITRIA TECHNOLOGY COM 92849Q104 381 560500 SH DEFINED 01 0 0 560500 VITESSE SEMICONDUCTOR CORP COM 928497106 936 437607 SH DEFINED 01 0 0 437607 VITESSE SEMICONDUCTOR CORP COM 928497106 253 110400 SH DEFINED 15 110400 0 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 864 64494 SH DEFINED 01 0 0 64494 VIVUS INC COM 928551100 217 63841 SH DEFINED 01 0 0 63841 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 5619 308422 SH DEFINED 01 8561 0 299861 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1376 75495 SH DEFINED 06 0 75495 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 89 4938 SH DEFINED 12 4938 0 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 7 393 SH DEFINED 16 0 0 393 VOLVO AKTIEBOLAGET ADR B 928856400 2494 141238 SH DEFINED 01 0 0 141238 VORNADO RLTY TR SH BEN INT 929042109 494 13820 SH DEFINED 01 0 0 13820 VORNADO RLTY TR SH BEN INT 929042109 322 9000 SH DEFINED 06 0 9000 0 VULCAN MATLS CO COM 929160109 1219 40335 SH DEFINED 01 0 0 40335 VULCAN MATLS CO COM 929160109 215 7100 SH DEFINED 06 0 7100 0 WGL HLDGS INC COM 92924F106 178 6750 SH DEFINED 01 0 0 6750 WGL HLDGS INC COM 92924F106 668 25200 SH DEFINED 06 0 25200 0 W HLDG CO INC COM 929251106 232 12640 SH DEFINED 01 0 0 12640 W HLDG CO INC COM 929251106 1381 75250 SH DEFINED 11 0 75250 0 WJ COMMUNICATIONS INC COM 929284107 23 35000 SH DEFINED 01 0 0 35000 W P CAREY & CO LLC COM 92930Y107 861 34445 SH DEFINED 01 0 0 34445 WPP GROUP PLC SPON ADR NEW 929309300 563 20469 SH DEFINED 01 200 0 20269 WPP GROUP PLC SPON ADR NEW 929309300 504 18300 SH DEFINED 06 0 18300 0 WPS RESOURCES CORP COM 92931B106 295 7383 SH DEFINED 01 0 0 7383 WABASH NATL CORP COM 929566107 161 25610 SH DEFINED 01 0 0 25610 WACHOVIA CORP 2ND NEW COM 929903102 5111 150026 SH DEFINED 01 6465 0 143561 WACHOVIA CORP 2ND NEW COM 929903102 3008 88300 SH DEFINED 06 0 88300 0 WADDELL & REED FINL INC CL A 930059100 161 9208 SH DEFINED 01 0 0 9208 WADDELL & REED FINL INC CL A 930059100 686 38300 SH DEFINED 15 38300 0 0 WAL MART STORES INC COM 931142103 63235 1215366 SH DEFINED 01 134679 0 1080687 WAL MART STORES INC COM 931142103 21441 412095 SH DEFINED 06 0 412095 0 WAL MART STORES INC COM 931142103 353 6800 SH DEFINED 11 0 6800 0 WAL MART STORES INC COM 931142103 409 7712 SH DEFINED 12 7712 0 0 WAL MART STORES INC COM 931142103 1 30 SH DEFINED 16 0 0 30 WALGREEN CO COM 931422109 31058 1053559 SH DEFINED 01 96 0 1053463 WALGREEN CO COM 931422109 4767 161700 SH DEFINED 06 0 161700 0 WALGREEN CO COM 931422109 13 456 SH DEFINED 16 0 0 456 WALLACE COMPUTER SERVICES IN COM 932270101 264 10605 SH DEFINED 01 0 0 10605 WALLACE COMPUTER SERVICES IN COM 932270101 825 33100 SH DEFINED 06 0 33100 0 WASHINGTON FED INC COM 938824109 215 10230 SH DEFINED 01 0 0 10230 WASHINGTON FED INC COM 938824109 446 21198 SH DEFINED 06 0 21198 0 WASHINGTON GROUP INTL INC COM NEW 938862208 4017 228656 SH DEFINED 07 228656 0 0 WASHINGTON MUT INC COM 939322103 35539 1007651 SH DEFINED 01 4626 0 1003025 WASHINGTON MUT INC COM 939322103 7727 219070 SH DEFINED 06 0 219070 0 WASHINGTON MUT INC COM 939322103 3 100 SH DEFINED 16 0 0 100 WASHINGTON POST CO CL B 939640108 480 705 SH DEFINED 01 0 0 705 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1061 40875 SH DEFINED 01 0 0 40875 WASTE CONNECTIONS INC COM 941053100 234 6792 SH DEFINED 01 0 0 6792 WASTE MGMT INC DEL COM 94106L109 4883 230589 SH DEFINED 01 2560 0 228029 WASTE MGMT INC DEL COM 94106L109 3149 148690 SH DEFINED 06 0 148690 0 WATERS CORP COM 941848103 287 13586 SH DEFINED 01 0 0 13586 WATERS CORP COM 941848103 190 9000 SH DEFINED 06 0 9000 0 WATERS CORP COM 941848103 4 200 SH DEFINED 16 0 0 200 WATSON PHARMACEUTICALS INC COM 942683103 634 22046 SH DEFINED 01 0 0 22046 WATSON PHARMACEUTICALS INC COM 942683103 207 7200 SH DEFINED 06 0 7200 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 474 46472 SH DEFINED 01 0 0 46472 WEATHERFORD INTL INC DBCV 6/3 947074AB6 26 42000 SH DEFINED 01 0 0 42000 WEBEX INC COM 94767L109 233 22600 SH DEFINED 01 0 0 22600 WEBMETHODS INC COM 94768C108 18 1972 SH DEFINED 01 0 0 1972 WEBMETHODS INC COM 94768C108 871 95450 SH DEFINED 06 0 95450 0 WEBMD CORP COM 94769M105 1129 125237 SH DEFINED 01 4337 0 120900 WEBMD CORP COM 94769M105 3189 352500 SH DEFINED 15 352500 0 0 WEBSTER FINL CORP CONN COM 947890109 4749 135249 SH DEFINED 01 0 0 135249 WEIGHT WATCHERS INTL INC NEW COM 948626106 59660 1295554 SH DEFINED 01 1239597 0 55957 WEIGHT WATCHERS INTL INC NEW COM 948626106 1874 40700 SH DEFINED 06 0 40700 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1684 43075 SH DEFINED 01 0 0 43075 WELLCHOICE INC COM 949475107 515 24402 SH DEFINED 01 0 0 24402 WELLMAN INC COM 949702104 52 5630 SH DEFINED 01 0 0 5630 WELLMAN INC COM 949702104 429 46000 SH DEFINED 06 0 46000 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 3642 47458 SH DEFINED 01 0 0 47458 WELLPOINT HEALTH NETWORK NEW COM 94973H108 7406 96500 SH DEFINED 06 0 96500 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 67 875 SH DEFINED 11 0 875 0 WELLS FARGO & CO NEW COM 949746101 27712 615965 SH DEFINED 01 82578 0 533387 WELLS FARGO & CO NEW COM 949746101 9549 212250 SH DEFINED 06 0 212250 0 WELLS FARGO & CO NEW COM 949746101 187 4175 SH DEFINED 11 0 4175 0 WELLS FARGO & CO NEW COM 949746101 1 30 SH DEFINED 16 0 0 30 WENDYS INTL INC COM 950590109 148 5415 SH DEFINED 01 0 0 5415 WENDYS INTL INC COM 950590109 228 8300 SH DEFINED 06 0 8300 0 WEST MARINE INC COM 954235107 339 20250 SH DEFINED 01 0 0 20250 WESTELL TECHNOLOGIES INC CL A 957541105 118 29300 SH DEFINED 01 0 0 29300 WESTERN DIGITAL CORP COM 958102105 1588 175328 SH DEFINED 01 0 0 175328 WESTERN WIRELESS CORP CL A 95988E204 324 57670 SH DEFINED 01 0 0 57670 WEYERHAEUSER CO COM 962166104 7126 149006 SH DEFINED 01 3219 0 145787 WEYERHAEUSER CO COM 962166104 854 17850 SH DEFINED 06 0 17850 0 WHIRLPOOL CORP COM 963320106 586 11964 SH DEFINED 01 0 0 11964 WHIRLPOOL CORP COM 963320106 235 4800 SH DEFINED 06 0 4800 0 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 12 20000 SH DEFINED 01 20000 0 0 WHOLE FOODS MKT INC COM 966837106 2909 52285 SH DEFINED 01 0 0 52285 WHOLE FOODS MKT INC COM 966837106 1686 30300 SH DEFINED 06 0 30300 0 WILEY JOHN & SONS INC CL A 968223206 152 6744 SH DEFINED 01 0 0 6744 WILEY JOHN & SONS INC CL A 968223206 1077 47500 SH DEFINED 06 0 47500 0 WILLIAMS COS INC DEL COM 969457100 1713 374188 SH DEFINED 01 205 0 373983 WILLIAMS COS INC DEL COM 969457100 159 34800 SH DEFINED 06 0 34800 0 WILLIAMS ENERGY PARTNERS L P COM UNIT RP LP 969491109 4438 120276 SH DEFINED 01 0 0 120276 WILLIAMS SONOMA INC COM 969904101 15020 689018 SH DEFINED 01 628029 0 60989 WIND RIVER SYSTEMS INC COM 973149107 116 39056 SH DEFINED 01 0 0 39056 WIND RIVER SYSTEMS INC COM 973149107 307 100100 SH DEFINED 15 100100 0 0 WINN DIXIE STORES INC COM 974280109 748 56615 SH DEFINED 01 0 0 56615 WINN DIXIE STORES INC COM 974280109 189 14300 SH DEFINED 06 0 14300 0 WINNEBAGO INDS INC COM 974637100 412 15157 SH DEFINED 01 0 0 15157 WINTRUST FINANCIAL CORP COM 97650W108 3632 127015 SH DEFINED 01 0 0 127015 WISCONSIN ENERGY CORP COM 976657106 1523 59961 SH DEFINED 01 0 0 59961 WOLVERINE TUBE INC COM 978093102 74 16495 SH DEFINED 01 0 0 16495 WOLVERINE WORLD WIDE INC COM 978097103 168 10031 SH DEFINED 01 0 0 10031 WOMEN FIRST HEALTHCARE COM 978150100 36 72000 SH DEFINED 01 0 0 72000 WORLD FUEL SVCS CORP COM 981475106 576 28300 SH DEFINED 06 0 28300 0 WORTHINGTON INDS INC COM 981811102 445 37308 SH DEFINED 01 0 0 37308 WORTHINGTON INDS INC COM 981811102 6 500 SH DEFINED 06 0 500 0 WRIGHT MED GROUP INC COM 98235T107 331 18912 SH DEFINED 01 0 0 18912 WRIGLEY WM JR CO COM 982526105 1981 35071 SH DEFINED 01 0 0 35071 WRIGLEY WM JR CO COM 982526105 831 14700 SH DEFINED 06 0 14700 0 WYETH COM 983024100 17664 467076 SH DEFINED 01 7417 0 459659 WYETH COM 983024100 11448 302688 SH DEFINED 06 0 302688 0 WYETH COM 983024100 147 3905 SH DEFINED 11 0 3905 0 WYETH COM 983024100 15662 412000 SH DEFINED 14 412000 0 0 XM SATELLITE RADIO HLDGS INC NOTE 7.750% 3/0 983759AA9 8 10000 SH DEFINED 01 10000 0 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 1271 215875 SH DEFINED 01 0 0 215875 XTO ENERGY CORP COM 98385X106 166 8753 SH DEFINED 01 0 0 8753 XTO ENERGY CORP COM 98385X106 690 36300 SH DEFINED 06 0 36300 0 XTO ENERGY CORP COM 98385X106 808 42266 SH DEFINED 15 42266 0 0 XCEL ENERGY INC COM 98389B100 2664 208009 SH DEFINED 01 0 0 208009 XCEL ENERGY INC COM 98389B100 339 26500 SH DEFINED 06 0 26500 0 XANSER CORP COM 98389J103 156 86300 SH DEFINED 01 0 0 86300 XILINX INC COM 983919101 4308 184062 SH DEFINED 01 18 0 184044 XILINX INC COM 983919101 2579 110150 SH DEFINED 06 0 110150 0 XEROX CORP SDCV 0.570% 4/2 984121BB8 268 416000 SH DEFINED 01 146000 0 270000 XEROX CORP COM 984121103 4073 468201 SH DEFINED 01 83971 0 384230 XEROX CORP COM 984121103 413 47500 SH DEFINED 06 0 47500 0 YAHOO INC COM 984332106 2746 114326 SH DEFINED 01 16537 0 97789 YAHOO INC COM 984332106 3268 136050 SH DEFINED 06 0 136050 0 YAHOO INC COM 984332106 1244 51045 SH DEFINED 12 51045 0 0 YORK INTL CORP NEW COM 986670107 7 350 SH DEFINED 01 0 0 350 YORK INTL CORP NEW COM 986670107 586 27900 SH DEFINED 06 0 27900 0 YUM BRANDS INC COM 988498101 1067 43865 SH DEFINED 01 7763 0 36102 YUM BRANDS INC COM 988498101 2437 100170 SH DEFINED 06 0 100170 0 ZALE CORP NEW COM 988858106 1195 36523 SH DEFINED 01 32923 0 3600 ZILA INC COM PAR $0.01 989513205 36 35700 SH DEFINED 01 0 0 35700 ZIMMER HLDGS INC COM 98956P102 3777 77688 SH DEFINED 01 3758 0 73930 ZIMMER HLDGS INC COM 98956P102 1687 34700 SH DEFINED 06 0 34700 0 ZIONS BANCORPORATION COM 989701107 532 12447 SH DEFINED 01 0 0 12447 ZIONS BANCORPORATION COM 989701107 278 6500 SH DEFINED 06 0 6500 0 ZIX CORP COM 98974P100 129 30000 SH DEFINED 01 0 0 30000 ZORAN CORP COM 98975F101 21 1650 SH DEFINED 01 0 0 1650 ZORAN CORP COM 98975F101 252 18900 SH DEFINED 15 18900 0 0 ZYMOGENETICS INC COM 98985T109 2926 321000 SH DEFINED 13 321000 0 0 ZOMAX INC MINN COM 989929104 31 10992 SH DEFINED 01 0 0 10992 TOTAL 8100734 425645205
-----END PRIVACY-ENHANCED MESSAGE-----