-----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, Sbyia7Xd+Z3pm5ofaM6qUGkEL/1Z3ZOREcz/T3hAiEf5qMwJqY8NBpoPFDHqjKX1 wxI2haVZ718rCsRPgrzvjQ== 0001127918-03-000020.txt : 20031113 0001127918-03-000020.hdr.sgml : 20031113 20031113132748 ACCESSION NUMBER: 0001127918-03-000020 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031113 EFFECTIVENESS DATE: 20031113 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: 03997040 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 f13f0903.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: September 30, 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 11/13/2003__ [Signature] [City, State] [Date] Jeffery H. Laska__________ Stamford, CT 11/13/2003__ [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: 3,470 Form 13F Information Table Value Total: 10,236,023 (thousands) List of Other Included Managers: No. Form 13F File Number Name 01 28-2356 UBS Financial Services Inc. 06 UBS Fiduciary Trust Company 07 PaineWebber Capital Inc. 10 Bradford Trust Co. 11 PaineWebber International Inc. 12 UBS Aspen Management, L.L.C. 13 UBS Eucalyptus Management, L.L.C. 14 UBS Juniper Management, L.L.C. 15 UBS 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 346 9895 SH DEFINED 01 0 0 9895 DAIMLERCHRYSLER AG ORD D1668R123 5117 145960 SH DEFINED 06 0 145960 0 ACE LTD ORD G0070K103 1324 40036 SH DEFINED 01 0 0 40036 ACE LTD ORD G0070K103 1257 38000 SH DEFINED 06 0 38000 0 AMDOCS LTD ORD G02602103 483 25726 SH DEFINED 01 0 0 25726 ACCENTURE LTD BERMUDA CL A G1150G111 9549 427451 SH DEFINED 01 0 0 427451 ACCENTURE LTD BERMUDA CL A G1150G111 5682 254360 SH DEFINED 06 0 254360 0 BUNGE LIMITED COM G16962105 10250 372737 SH DEFINED 01 307600 0 65137 CHINADOTCOM CORP CL A G2108N109 214 25935 SH DEFINED 01 0 0 25935 CHINA YUCHAI INTL LTD COM G21082105 271 15344 SH DEFINED 01 0 0 15344 COOPER INDS LTD CL A G24182100 3178 66167 SH DEFINED 01 17255 0 48912 COOPER INDS LTD CL A G24182100 303 6300 SH DEFINED 06 0 6300 0 XCELERA INC COM G31611109 524 382650 SH DEFINED 01 0 0 382650 EVEREST RE GROUP LTD COM G3223R108 1100 14643 SH DEFINED 01 0 0 14643 EVEREST RE GROUP LTD COM G3223R108 534 7105 SH DEFINED 06 0 7105 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 1 68 SH DEFINED 01 0 0 68 FRESH DEL MONTE PRODUCE INC ORD G36738105 935 38000 SH DEFINED 06 0 38000 0 FRONTLINE LTD ORD G3682E127 956 57100 SH DEFINED 06 0 57100 0 FRONTLINE LTD ORD G3682E127 585 33100 SH DEFINED 15 33100 0 0 GARMIN LTD ORD G37260109 492 11750 SH DEFINED 01 0 0 11750 GLOBALSANTAFE CORP SHS G3930E101 1728 72152 SH DEFINED 01 0 0 72152 INGERSOLL-RAND COMPANY LTD CL A G4776G101 3903 73041 SH DEFINED 01 26433 0 46608 INGERSOLL-RAND COMPANY LTD CL A G4776G101 3094 57900 SH DEFINED 06 0 57900 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 111 2094 SH DEFINED 11 0 2094 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 247 6552 SH DEFINED 01 0 0 6552 NABORS INDUSTRIES LTD SHS G6359F103 8824 236838 SH DEFINED 01 0 0 236838 NABORS INDUSTRIES LTD SHS G6359F103 4009 107600 SH DEFINED 06 0 107600 0 NOBLE CORPORATION SHS G65422100 2086 61390 SH DEFINED 01 0 0 61390 NOBLE CORPORATION SHS G65422100 478 14050 SH DEFINED 06 0 14050 0 PARTNERRE LTD COM G6852T105 758 14970 SH DEFINED 01 0 0 14970 RENAISSANCE RE HLDGS LTD COM G7496G103 7820 171394 SH DEFINED 01 103800 0 67594 RENAISSANCE RE HLDGS LTD COM G7496G103 643 14100 SH DEFINED 06 0 14100 0 SCOTTISH RE GROUP LTD ORD G7885T104 371 15383 SH DEFINED 01 0 0 15383 SEAGATE TECHNOLOGY SHS G7945J104 80 2948 SH DEFINED 01 0 0 2948 SEAGATE TECHNOLOGY SHS G7945J104 663 24425 SH DEFINED 12 24425 0 0 SINA CORP ORD G81477104 1844 51665 SH DEFINED 01 0 0 51665 UTI WORLDWIDE INC ORD G87210103 235 7720 SH DEFINED 01 7720 0 0 HILFIGER TOMMY CORP ORD G8915Z102 468 39337 SH DEFINED 01 30572 0 8765 TRANSOCEAN INC ORD G90078109 2349 117487 SH DEFINED 01 363 0 117124 TRANSOCEAN INC ORD G90078109 617 30859 SH DEFINED 06 0 30859 0 TRANSOCEAN INC ORD G90078109 0 1 SH DEFINED 11 0 1 0 WEATHERFORD INTERNATIONAL LT COM G95089101 4370 115693 SH DEFINED 01 0 0 115693 WEATHERFORD INTERNATIONAL LT COM G95089101 109 2900 SH DEFINED 11 0 2900 0 WHITE MTNS INS GROUP LTD COM G9618E107 17663 44489 SH DEFINED 01 44054 0 435 WILLIS GROUP HOLDINGS LTD SHS G96655108 585 19050 SH DEFINED 01 0 0 19050 XOMA LTD ORD G9825R107 243 32590 SH DEFINED 01 2500 0 30090 XL CAP LTD CL A G98255105 4741 61231 SH DEFINED 01 2694 0 58537 XL CAP LTD CL A G98255105 4953 63960 SH DEFINED 06 0 63960 0 ALCON INC COM SHS H01301102 873 15555 SH DEFINED 01 14100 0 1455 ALCON INC COM SHS H01301102 2245 40623 SH DEFINED 12 40623 0 0 UBS AG NAMEN AKT H8920M855 5468 97260 SH DEFINED 01 0 0 97260 CHECK POINT SOFTWARE TECH LT ORD M22465104 4520 268415 SH DEFINED 01 15828 0 252587 CHECK POINT SOFTWARE TECH LT ORD M22465104 135 8050 SH DEFINED 12 8050 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 1 73 SH DEFINED 16 0 0 73 COMPUGEN LTD ORD M25722105 372 74500 SH DEFINED 01 0 0 74500 LUMENIS LTD SHS M6778Q105 167 124700 SH DEFINED 01 0 0 124700 ASML HLDG NV N Y SHS N07059111 15 1150 SH DEFINED 01 0 0 1150 ASML HLDG NV N Y SHS N07059111 898 68400 SH DEFINED 06 0 68400 0 CNH GLOBAL N V SHS NEW N20935206 220 17233 SH DEFINED 01 0 0 17233 CORE LABORATORIES N V COM N22717107 0 70 SH DEFINED 01 0 0 70 CORE LABORATORIES N V COM N22717107 909 66840 SH DEFINED 15 66840 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 6514 458141 SH DEFINED 01 0 0 458141 FLEXTRONICS INTL LTD ORD Y2573F102 880 62050 SH DEFINED 06 0 62050 0 FLEXTRONICS INTL LTD ORD Y2573F102 17 1260 SH DEFINED 11 0 1260 0 OMI CORP NEW COM Y6476W104 162 24500 SH DEFINED 01 0 0 24500 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 75 1796 SH DEFINED 01 0 0 1796 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 825 19500 SH DEFINED 06 0 19500 0 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 567 13300 SH DEFINED 15 13300 0 0 A D C TELECOMMUNICATIONS COM 000886101 2214 949532 SH DEFINED 01 0 0 949532 A D C TELECOMMUNICATIONS COM 000886101 132 56600 SH DEFINED 06 0 56600 0 ACM INCOME FUND INC COM 000912105 885 108252 SH DEFINED 01 0 0 108252 ACM MANAGED INCOME FD INC COM 000919100 521 110568 SH DEFINED 01 0 0 110568 ABN AMRO HLDG NV SPONSORED ADR 000937102 788 42687 SH DEFINED 01 5442 0 37245 ABN AMRO HLDG NV SPONSORED ADR 000937102 2463 133330 SH DEFINED 06 0 133330 0 ACM MANAGED DLR INCOME FD COM 000949107 106 13070 SH DEFINED 01 0 0 13070 AEP INDS INC COM 001031103 688 77810 SH DEFINED 01 0 0 77810 AFLAC INC COM 001055102 3422 105956 SH DEFINED 01 0 0 105956 AFLAC INC COM 001055102 3992 123600 SH DEFINED 06 0 123600 0 AGCO CORP COM 001084102 231 13479 SH DEFINED 01 0 0 13479 AES CORP SDCV 4.500% 8/1 00130HAN5 92 100000 SH DEFINED 01 0 0 100000 AES CORP COM 00130H105 850 114662 SH DEFINED 01 0 0 114662 AES CORP COM 00130H105 309 41600 SH DEFINED 06 0 41600 0 AK STL HLDG CORP COM 001547108 29 14743 SH DEFINED 01 0 0 14743 AMB PROPERTY CORP COM 00163T109 1730 56158 SH DEFINED 01 53294 0 2864 AMB PROPERTY CORP COM 00163T109 287 9300 SH DEFINED 06 0 9300 0 AMC ENTMT INC COM 001669100 384 28700 SH DEFINED 01 0 0 28700 AMR CORP COM 001765106 2281 199291 SH DEFINED 01 68120 0 131171 AMR CORP COM 001765106 5 500 SH DEFINED 16 0 0 500 AOL TIME WARNER INC COM 00184A105 38893 2573994 SH DEFINED 01 67654 0 2506340 AOL TIME WARNER INC COM 00184A105 5893 390000 SH DEFINED 06 0 390000 0 AOL TIME WARNER INC COM 00184A105 1095 73063 SH DEFINED 12 73063 0 0 AOL TIME WARNER INC COM 00184A105 15 1000 SH DEFINED 16 0 0 1000 ATI TECHNOLOGIES INC COM 001941103 622 41901 SH DEFINED 01 0 0 41901 ATI TECHNOLOGIES INC COM 001941103 1766 118900 SH DEFINED 06 0 118900 0 AT&T CORP COM NEW 001957505 27510 1276603 SH DEFINED 01 1014345 0 262258 AT&T CORP COM NEW 001957505 1156 53660 SH DEFINED 06 0 53660 0 AT&T CORP COM NEW 001957505 5 250 SH DEFINED 16 0 0 250 ASA LTD COM 002050102 626 14760 SH DEFINED 01 0 0 14760 ATMI INC COM 00207R101 581 22950 SH DEFINED 01 0 0 22950 AT&T WIRELESS SVCS INC COM 00209A106 5175 632731 SH DEFINED 01 19690 0 613041 AT&T WIRELESS SVCS INC COM 00209A106 1485 181510 SH DEFINED 06 0 181510 0 AT&T WIRELESS SVCS INC COM 00209A106 1 160 SH DEFINED 16 0 0 160 AU OPTRONICS CORP SPONSORED ADR 002255107 376 29525 SH DEFINED 01 27610 0 1915 AVI BIOPHARMA INC COM 002346104 56 11000 SH DEFINED 01 0 0 11000 AAIPHARMA INC COM 00252W104 1060 62800 SH DEFINED 15 62800 0 0 AASTROM BIOSCIENCES INC COM 00253U107 28 20225 SH DEFINED 01 0 0 20225 ABBOTT LABS COM 002824100 29597 695590 SH DEFINED 01 213462 0 482128 ABBOTT LABS COM 002824100 4536 106600 SH DEFINED 06 0 106600 0 ABERCROMBIE & FITCH CO CL A 002896207 939 33901 SH DEFINED 01 29041 0 4860 ABBEY NATL PLC GDR 002920809 217 8200 SH DEFINED 01 5200 0 3000 ABERDEEN ASIA PACIFIC INCOM COM 003009107 4080 715825 SH DEFINED 01 0 0 715825 ABERDEEN GLOBAL INCOME FD IN COM 003013109 1204 100676 SH DEFINED 01 0 0 100676 ABGENIX INC COM 00339B107 546 37743 SH DEFINED 01 0 0 37743 ABIOMED INC COM 003654100 2549 296099 SH DEFINED 01 0 0 296099 ACACIA RESH CORP ACACIA TCH COM 003881307 60 12700 SH DEFINED 01 0 0 12700 ACCREDO HEALTH INC COM 00437V104 158 5680 SH DEFINED 01 0 0 5680 ACCREDO HEALTH INC COM 00437V104 2967 106000 SH DEFINED 06 0 106000 0 ACTIVISION INC NEW COM NEW 004930202 455 38055 SH DEFINED 01 5850 0 32205 ACTEL CORP COM 004934105 119 5000 SH DEFINED 01 0 0 5000 ACTEL CORP COM 004934105 1481 61800 SH DEFINED 06 0 61800 0 ACTUATE CORP COM 00508B102 1 300 SH DEFINED 01 0 0 300 ACTUATE CORP COM 00508B102 1517 423700 SH DEFINED 06 0 423700 0 ACUITY BRANDS INC COM 00508Y102 780 43200 SH DEFINED 06 0 43200 0 ADAMS EXPRESS CO COM 006212104 621 52541 SH DEFINED 01 0 0 52541 ADAPTEC INC COM 00651F108 139 18405 SH DEFINED 01 0 0 18405 ADOBE SYS INC COM 00724F101 3723 94533 SH DEFINED 01 14921 0 79612 ADOBE SYS INC COM 00724F101 2744 69900 SH DEFINED 06 0 69900 0 ADOBE SYS INC COM 00724F101 27 695 SH DEFINED 11 0 695 0 ADOBE SYS INC COM 00724F101 2 60 SH DEFINED 16 0 0 60 ADVANCED MARKETING SVCS INC COM 00753T105 257 25243 SH DEFINED 01 0 0 25243 ADVO INC COM 007585102 7154 171870 SH DEFINED 01 0 0 171870 ADVISORY BRD CO COM 00762W107 994 21873 SH DEFINED 01 0 0 21873 AEROGEN INC COM 007779101 8 11000 SH DEFINED 01 0 0 11000 ADVANCEPCS COM 00790K109 6952 152575 SH DEFINED 01 88752 0 63823 ADVANCED MICRO DEVICES INC COM 007903107 668 60214 SH DEFINED 01 0 0 60214 ADVANCED MICRO DEVICES INC COM 007903107 254 22900 SH DEFINED 06 0 22900 0 AEGON N V ORD AMER REG 007924103 1946 166374 SH DEFINED 01 0 0 166374 ADVENT SOFTWARE INC COM 007974108 1243 77347 SH DEFINED 01 0 0 77347 AETERNA LABORATORIES INC SUB VTG SH 007975105 369 98500 SH DEFINED 13 98500 0 0 AES TR III PFD CV 6.75% 00808N202 453 12250 SH DEFINED 01 0 0 12250 AETHER SYS INC COM 00808V105 117 25800 SH DEFINED 01 0 0 25800 AETNA INC NEW COM 00817Y108 2701 44272 SH DEFINED 01 28960 0 15312 AETNA INC NEW COM 00817Y108 2685 44000 SH DEFINED 06 0 44000 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1958 40217 SH DEFINED 01 0 0 40217 AFFILIATED COMPUTER SERVICES CL A 008190100 1315 27000 SH DEFINED 06 0 27000 0 AFFILIATED MANAGERS GROUP COM 008252108 82 1315 SH DEFINED 01 0 0 1315 AFFILIATED MANAGERS GROUP COM 008252108 1827 29100 SH DEFINED 06 0 29100 0 AFFYMETRIX INC COM 00826T108 2036 97036 SH DEFINED 01 0 0 97036 AFFYMETRIX INC COM 00826T108 44 2100 SH DEFINED 06 0 2100 0 AFFYMETRIX INC COM 00826T108 7436 348000 SH DEFINED 13 348000 0 0 AGERE SYS INC CL A 00845V100 1204 392491 SH DEFINED 01 601 0 391890 AGERE SYS INC CL A 00845V100 0 5 SH DEFINED 16 0 0 5 AGERE SYS INC CL B 00845V209 3387 1172262 SH DEFINED 01 12683 0 1159579 AGERE SYS INC CL B 00845V209 0 131 SH DEFINED 16 0 0 131 AGILENT TECHNOLOGIES INC DBCV 3.000%12/0 00846UAB7 33 33000 SH DEFINED 01 0 0 33000 AGILENT TECHNOLOGIES INC COM 00846U101 3897 176270 SH DEFINED 01 6602 0 169668 AGILENT TECHNOLOGIES INC COM 00846U101 685 31000 SH DEFINED 06 0 31000 0 AGILENT TECHNOLOGIES INC COM 00846U101 0 1 SH DEFINED 11 0 1 0 AGILE SOFTWARE CORP DEL COM 00846X105 858 90140 SH DEFINED 01 0 0 90140 AGILE SOFTWARE CORP DEL COM 00846X105 1443 151550 SH DEFINED 06 0 151550 0 AGNICO EAGLE MINES LTD COM 008474108 627 50763 SH DEFINED 01 0 0 50763 AIR PRODS & CHEMS INC COM 009158106 6082 134868 SH DEFINED 01 15647 0 119221 AIR PRODS & CHEMS INC COM 009158106 1944 43100 SH DEFINED 06 0 43100 0 AIR PRODS & CHEMS INC COM 009158106 70 1572 SH DEFINED 11 0 1572 0 AKZO NOBEL NV SPONSORED ADR 010199305 14 463 SH DEFINED 01 0 0 463 AKZO NOBEL NV SPONSORED ADR 010199305 6824 217660 SH DEFINED 06 0 217660 0 ALBANY INTL CORP CL A 012348108 0 25 SH DEFINED 01 25 0 0 ALBANY INTL CORP CL A 012348108 1205 39600 SH DEFINED 15 39600 0 0 ALBERTO CULVER CO CL B CONV 013068101 247 4203 SH DEFINED 01 0 0 4203 ALBERTO CULVER CO CL B CONV 013068101 241 4100 SH DEFINED 06 0 4100 0 ALBERTSONS INC COM 013104104 8276 402335 SH DEFINED 01 368187 0 34148 ALBERTSONS INC COM 013104104 543 26400 SH DEFINED 06 0 26400 0 ALCAN INC COM 013716105 524 13716 SH DEFINED 01 3005 0 10711 ALCAN INC COM 013716105 1347 35200 SH DEFINED 06 0 35200 0 ALCOA INC COM 013817101 10374 396594 SH DEFINED 01 5939 0 390655 ALCOA INC COM 013817101 7593 290249 SH DEFINED 06 0 290249 0 ALCATEL SPONSORED ADR 013904305 360 30488 SH DEFINED 01 0 0 30488 ALCATEL SPONSORED ADR 013904305 6669 563730 SH DEFINED 06 0 563730 0 ALDERWOODS GROUP INC COM 014383103 4 600 SH DEFINED 01 0 0 600 ALDERWOODS GROUP INC COM 014383103 2968 382972 SH DEFINED 07 382972 0 0 ALEXANDER & BALDWIN INC COM 014482103 831 29600 SH DEFINED 06 0 29600 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1316 27417 SH DEFINED 01 0 0 27417 ALFA CORP COM 015385107 353 28000 SH DEFINED 01 0 0 28000 ALKERMES INC COM 01642T108 1308 95340 SH DEFINED 01 0 0 95340 ALKERMES INC COM 01642T108 349 26500 SH DEFINED 13 26500 0 0 ALLERGAN INC COM 018490102 6984 88713 SH DEFINED 01 0 0 88713 ALLERGAN INC COM 018490102 1968 25000 SH DEFINED 06 0 25000 0 ALLETE INC COM 018522102 836 30541 SH DEFINED 01 0 0 30541 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 5046 150680 SH DEFINED 01 0 0 150680 ALLIANCE NATL MUN INCOME FD COM 01864U106 144 10464 SH DEFINED 01 0 0 10464 ALLIANCE WORLD DLR GV FD II COM 01879R106 1202 97324 SH DEFINED 01 0 0 97324 ALLIANCE WORLD DLR GV FD INC COM 018796102 147 11895 SH DEFINED 01 0 0 11895 ALLIANT ENERGY CORP COM 018802108 1786 81195 SH DEFINED 01 0 0 81195 ALLIANT TECHSYSTEMS INC COM 018804104 1171 24374 SH DEFINED 01 0 0 24374 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 1358 153710 SH DEFINED 01 0 0 153710 ALLIED CAP CORP NEW COM 01903Q108 1221 49661 SH DEFINED 01 0 0 49661 ALLIED CAP CORP NEW PUT 01903Q9WW 3122 127000 SH PUT DEFINED 01 0 0 1270 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 1238 41767 SH DEFINED 01 0 0 41767 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 24556 2273728 SH DEFINED 01 2059800 0 213928 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 159 14700 SH DEFINED 06 0 14700 0 ALLOY INC COM 019855105 124 22200 SH DEFINED 01 0 0 22200 ALLSTATE CORP COM 020002101 8386 229569 SH DEFINED 01 51963 0 177606 ALLSTATE CORP COM 020002101 1717 47000 SH DEFINED 06 0 47000 0 ALLSTATE CORP COM 020002101 159 4367 SH DEFINED 11 0 4367 0 ALLTEL CORP COM 020039103 9210 198768 SH DEFINED 01 67505 0 131263 ALLTEL CORP COM 020039103 2915 62900 SH DEFINED 06 0 62900 0 ALLTEL CORP CORP UNT 7.75% 020039822 649 13285 SH DEFINED 01 200 0 13085 ALPHA PRO TECH LTD COM 020772109 81 48650 SH DEFINED 01 0 0 48650 ALPHARMA INC CL A 020813101 1363 73319 SH DEFINED 01 0 0 73319 ALTERA CORP COM 021441100 404 21375 SH DEFINED 01 0 0 21375 ALTERA CORP COM 021441100 2843 150438 SH DEFINED 06 0 150438 0 ALTERA CORP COM 021441100 58 3075 SH DEFINED 11 0 3075 0 ALTRIA GROUP INC COM 02209S103 70607 1612051 SH DEFINED 01 871451 0 740600 ALTRIA GROUP INC COM 02209S103 11787 269100 SH DEFINED 06 0 269100 0 ALTRIA GROUP INC COM 02209S103 4 100 SH DEFINED 16 0 0 100 ALZA CORP SDCV 7/2 02261WAB5 418 607000 SH DEFINED 01 8000 0 599000 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 229 241000 SH DEFINED 01 0 0 241000 AMAZON COM INC COM 023135106 4764 98385 SH DEFINED 01 18332 0 80053 AMAZON COM INC COM 023135106 167 3450 SH DEFINED 06 0 3450 0 AMAZON COM INC COM 023135106 900 18068 SH DEFINED 12 18068 0 0 AMBAC FINL GROUP INC COM 023139108 1643 25680 SH DEFINED 01 0 0 25680 AMBAC FINL GROUP INC COM 023139108 1638 25600 SH DEFINED 06 0 25600 0 AMCOR LTD ADR NEW 02341R302 419 17596 SH DEFINED 01 0 0 17596 AMCOR LTD ADR NEW 02341R302 269 11300 SH DEFINED 06 0 11300 0 AMEDISYS INC COM 023436108 240 26000 SH DEFINED 01 0 0 26000 AMERADA HESS CORP COM 023551104 1109 22147 SH DEFINED 01 0 0 22147 AMERADA HESS CORP COM 023551104 331 6600 SH DEFINED 06 0 6600 0 AMERCO COM 023586100 409 21500 SH DEFINED 01 0 0 21500 AMEREN CORP COM 023608102 684 15956 SH DEFINED 01 0 0 15956 AMEREN CORP COM 023608102 472 11000 SH DEFINED 06 0 11000 0 AMERICA ONLINE INC DEL NOTE 12/0 02364JAC8 1093 1774000 SH DEFINED 01 143000 0 1631000 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1159 50184 SH DEFINED 01 12187 0 37997 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 7108 307590 SH DEFINED 06 0 307590 0 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 27 1178 SH DEFINED 16 0 0 1178 AMERICA WEST HLDG CORP CL B 023657208 250 25726 SH DEFINED 01 0 0 25726 AMCORE FINL INC COM 023912108 223 8892 SH DEFINED 01 0 0 8892 AMERICAN AXLE & MFG HLDGS IN COM 024061103 277 9375 SH DEFINED 01 0 0 9375 AMERICAN CAPITAL STRATEGIES COM 024937104 1383 55633 SH DEFINED 01 0 0 55633 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 254 17086 SH DEFINED 01 0 0 17086 AMERICAN ELEC PWR INC COM 025537101 4061 135370 SH DEFINED 01 0 0 135370 AMERICAN ELEC PWR INC COM 025537101 798 26600 SH DEFINED 06 0 26600 0 AMERICAN EXPRESS CO COM 025816109 24750 549268 SH DEFINED 01 0 0 549268 AMERICAN EXPRESS CO COM 025816109 14320 317793 SH DEFINED 06 0 317793 0 AMERICAN EXPRESS CO COM 025816109 342 7517 SH DEFINED 12 7517 0 0 AMERICAN EXPRESS CO COM 025816109 3 87 SH DEFINED 16 0 0 87 AMERICAN FINL RLTY TR COM 02607P305 1095 77714 SH DEFINED 01 0 0 77714 AMERICAN HEALTHWAYS INC COM 02649V104 561 13400 SH DEFINED 01 0 0 13400 AMERICAN INCOME FD INC COM 02672T109 705 81559 SH DEFINED 01 0 0 81559 AMERICAN INTL GROUP INC COM 026874107 70529 1222344 SH DEFINED 01 74293 0 1148051 AMERICAN INTL GROUP INC COM 026874107 25522 442321 SH DEFINED 06 0 442321 0 AMERICAN INTL GROUP INC COM 026874107 107 1856 SH DEFINED 11 0 1856 0 AMERICAN INTL GROUP INC COM 026874107 8 150 SH DEFINED 16 0 0 150 AMERICAN ITALIAN PASTA CO CL A 027070101 283 7315 SH DEFINED 01 0 0 7315 AMERICAN MGMT SYS INC COM 027352103 4310 336526 SH DEFINED 01 0 0 336526 AMERICAN MED SYS HLDGS INC COM 02744M108 605 27790 SH DEFINED 01 27700 0 90 AMERICAN NATL INS CO COM 028591105 2491 29293 SH DEFINED 01 0 0 29293 AMERICAN PHARMACEUTICALS PTN COM 02886P109 828 26430 SH DEFINED 01 0 0 26430 AMERICAN PHARMACEUTICALS PTN COM 02886P109 2612 84750 SH DEFINED 13 84750 0 0 AMERICAN RETIREMENT CORP COM 028913101 301 100000 SH DEFINED 01 0 0 100000 AMERICAN PWR CONVERSION CORP COM 029066107 7904 456913 SH DEFINED 01 0 0 456913 AMERICAN PWR CONVERSION CORP COM 029066107 766 44700 SH DEFINED 06 0 44700 0 AMERICAN STD COS INC DEL COM 029712106 4331 51417 SH DEFINED 01 0 0 51417 AMERICAN STD COS INC DEL COM 029712106 455 5400 SH DEFINED 06 0 5400 0 AMERICAN STS WTR CO COM 029899101 506 21490 SH DEFINED 01 0 0 21490 AMERICAN TOWER CORP CL A 029912201 1081 106587 SH DEFINED 01 0 0 106587 AMERICAN TOWER CORP CL A 029912201 2999 306087 SH DEFINED 15 306087 0 0 AMERICAN STRATEGIC INCOME II COM 03009T101 124 10035 SH DEFINED 01 0 0 10035 AMERICAN VANGUARD CORP COM 030371108 5242 209708 SH DEFINED 01 0 0 209708 AMERICREDIT CORP COM 03060R101 836 81201 SH DEFINED 01 0 0 81201 AMERUS GROUP CO COM 03072M108 106 3119 SH DEFINED 01 0 0 3119 AMERUS GROUP CO COM 03072M108 969 28500 SH DEFINED 06 0 28500 0 AMERISOURCEBERGEN CORP COM 03073E105 292 5414 SH DEFINED 01 0 0 5414 AMERISOURCEBERGEN CORP COM 03073E105 432 8000 SH DEFINED 06 0 8000 0 AMERISOURCEBERGEN CORP COM 03073E105 16 297 SH DEFINED 11 0 297 0 AMERITRADE HLDG CORP NEW COM 03074K100 300 26226 SH DEFINED 01 0 0 26226 AMERIGAS PARTNERS L P UNIT L P INT 030975106 3327 132578 SH DEFINED 01 1950 0 130628 AMGEN INC COM 031162100 65864 1020842 SH DEFINED 01 28159 0 992683 AMGEN INC COM 031162100 23043 356875 SH DEFINED 06 0 356875 0 AMGEN INC COM 031162100 29 450 SH DEFINED 11 0 450 0 AMGEN INC COM 031162100 24904 381000 SH DEFINED 13 381000 0 0 AMGEN INC COM 031162100 3 59 SH DEFINED 16 0 0 59 AMKOR TECHNOLOGY INC NOTE 5.000% 3/1 031652AH3 27 30000 SH DEFINED 01 30000 0 0 AMKOR TECHNOLOGY INC COM 031652100 382 26950 SH DEFINED 01 0 0 26950 AMKOR TECHNOLOGY INC COM 031652100 667 44100 SH DEFINED 15 44100 0 0 AMSOUTH BANCORPORATION COM 032165102 3265 153880 SH DEFINED 01 0 0 153880 AMSOUTH BANCORPORATION COM 032165102 528 24900 SH DEFINED 06 0 24900 0 AMYLIN PHARMACEUTICALS INC COM 032346108 1549 54800 SH DEFINED 01 0 0 54800 AMYLIN PHARMACEUTICALS INC COM 032346108 4746 169900 SH DEFINED 13 169900 0 0 AMVESCAP PLC SPONSORED ADR 03235E100 212 13972 SH DEFINED 01 0 0 13972 ANADARKO PETE CORP COM 032511107 4450 106573 SH DEFINED 01 457 0 106116 ANADARKO PETE CORP COM 032511107 714 17100 SH DEFINED 06 0 17100 0 ANADARKO PETE CORP COM 032511107 16 400 SH DEFINED 16 0 0 400 ANADIGICS INC COM 032515108 127 26800 SH DEFINED 01 0 0 26800 ANALOG DEVICES INC NOTE 4.750%10/0 032654AD7 30 30000 SH DEFINED 01 0 0 30000 ANALOG DEVICES INC COM 032654105 2164 56943 SH DEFINED 01 0 0 56943 ANALOG DEVICES INC COM 032654105 1269 33366 SH DEFINED 06 0 33366 0 ANALOG DEVICES INC COM 032654105 75 1910 SH DEFINED 12 1910 0 0 ANAREN INC COM 032744104 14 1120 SH DEFINED 01 0 0 1120 ANAREN INC COM 032744104 562 43300 SH DEFINED 15 43300 0 0 ANDERSONS INC COM 034164103 968 63544 SH DEFINED 01 0 0 63544 ANDREW CORP COM 034425108 280 23237 SH DEFINED 01 19619 0 3618 ANDREW CORP COM 034425108 130 10600 SH DEFINED 06 0 10600 0 ANDRX CORP DEL ANDRX GROUP 034553107 4447 238344 SH DEFINED 01 0 0 238344 ANGLO AMERN PLC ADR 03485P102 1245 68628 SH DEFINED 01 0 0 68628 ANGIOTECH PHARMACEUTICALS IN COM 034918102 144 3315 SH DEFINED 01 635 0 2680 ANGIOTECH PHARMACEUTICALS IN COM 034918102 1310 30000 SH DEFINED 06 0 30000 0 ANGLOGOLD LTD SPONSORED ADR 035128206 1527 40514 SH DEFINED 01 5862 0 34652 ANHEUSER BUSCH COS INC COM 035229103 26058 528133 SH DEFINED 01 87196 0 440937 ANHEUSER BUSCH COS INC COM 035229103 3552 72000 SH DEFINED 06 0 72000 0 ANNALY MTG MGMT INC COM 035710409 4204 256067 SH DEFINED 01 0 0 256067 ANNTAYLOR STORES CORP COM 036115103 2039 63472 SH DEFINED 01 40127 0 23345 ANSYS INC COM 03662Q105 63 1794 SH DEFINED 01 0 0 1794 ANSYS INC COM 03662Q105 270 7500 SH DEFINED 15 7500 0 0 ANTHEM INC COM 03674B104 6636 93036 SH DEFINED 01 0 0 93036 ANTHEM INC COM 03674B104 856 12000 SH DEFINED 06 0 12000 0 ANTHRACITE CAP INC COM 037023108 491 50933 SH DEFINED 01 0 0 50933 ANTIGENICS INC DEL COM 037032109 632 52355 SH DEFINED 01 0 0 52355 ANTIGENICS INC DEL COM 037032109 2533 201000 SH DEFINED 13 201000 0 0 AON CORP COM 037389103 611 29328 SH DEFINED 01 0 0 29328 AON CORP COM 037389103 459 22000 SH DEFINED 06 0 22000 0 APACHE CORP COM 037411105 22476 324146 SH DEFINED 01 19938 0 304208 APACHE CORP COM 037411105 8277 119371 SH DEFINED 06 0 119371 0 APARTMENT INVT & MGMT CO CL A 03748R101 1057 26869 SH DEFINED 01 0 0 26869 APARTMENT INVT & MGMT CO CL A 03748R101 307 7800 SH DEFINED 06 0 7800 0 APCO ARGENTINA INC CAYMAN IS ORD 037489101 378 15200 SH DEFINED 01 0 0 15200 APHTON CORP COM 03759P101 92 16400 SH DEFINED 01 0 0 16400 APHTON CORP COM 03759P101 1845 330200 SH DEFINED 13 330200 0 0 APOGENT TECHNOLOGIES INC DEBT 2.250%10/1 03760AAE1 25 26000 SH DEFINED 01 14000 0 12000 APOGENT TECHNOLOGIES INC COM 03760A101 239 11485 SH DEFINED 01 9384 0 2101 APOGENT TECHNOLOGIES INC COM 03760A101 3398 162900 SH DEFINED 06 0 162900 0 APOLLO GROUP INC CL A 037604105 1399 21199 SH DEFINED 01 0 0 21199 APOLLO GROUP INC CL A 037604105 1895 28700 SH DEFINED 06 0 28700 0 APOLLO GROUP INC COM UNV PHOENX 037604204 232 3485 SH DEFINED 01 0 0 3485 APPLE COMPUTER INC COM 037833100 3295 159065 SH DEFINED 01 19594 0 139471 APPLE COMPUTER INC COM 037833100 3278 158900 SH DEFINED 06 0 158900 0 APPLEBEES INTL INC COM 037899101 1438 45693 SH DEFINED 01 0 0 45693 APRIA HEALTHCARE GROUP INC COM 037933108 29 1080 SH DEFINED 01 0 0 1080 APRIA HEALTHCARE GROUP INC COM 037933108 1114 40700 SH DEFINED 06 0 40700 0 APPLERA CORP COM AP BIO GRP 038020103 2400 107609 SH DEFINED 01 70866 0 36743 APPLERA CORP COM AP BIO GRP 038020103 330 14800 SH DEFINED 06 0 14800 0 APPLERA CORP COM CE GEN GRP 038020202 1354 115856 SH DEFINED 01 0 0 115856 APPLIED DIGITAL SOLUTIONS COM 038188108 5 14600 SH DEFINED 01 0 0 14600 APPLIED MICRO CIRCUITS CORP COM 03822W109 172 35505 SH DEFINED 01 0 0 35505 APPLIED MICRO CIRCUITS CORP COM 03822W109 129 26500 SH DEFINED 06 0 26500 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 18 3574 SH DEFINED 12 3574 0 0 APPLIED MATLS INC COM 038222105 12300 678436 SH DEFINED 01 21761 0 656675 APPLIED MATLS INC COM 038222105 4883 269177 SH DEFINED 06 0 269177 0 APPLIED MATLS INC COM 038222105 21 1190 SH DEFINED 11 0 1190 0 APPLIED MATLS INC COM 038222105 226 11984 SH DEFINED 12 11984 0 0 AQUILA INC COM 03840P102 1400 414259 SH DEFINED 01 0 0 414259 ARADIGM CORP COM 038505103 298 172500 SH DEFINED 01 0 0 172500 ARAMARK CORP CL B 038521100 8 350 SH DEFINED 01 0 0 350 ARAMARK CORP CL B 038521100 2219 89400 SH DEFINED 15 89400 0 0 ARCH WIRELESS INC CL A 039392709 0 2 SH DEFINED 01 2 0 0 ARCH WIRELESS INC CL A 039392709 4797 418254 SH DEFINED 07 418254 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5393 411376 SH DEFINED 01 0 0 411376 ARCHER DANIELS MIDLAND CO COM 039483102 588 44850 SH DEFINED 06 0 44850 0 ARCHSTONE SMITH TR COM 039583109 797 30231 SH DEFINED 01 0 0 30231 ARCHSTONE SMITH TR COM 039583109 414 15700 SH DEFINED 06 0 15700 0 ARCTIC CAT INC COM 039670104 758 39200 SH DEFINED 06 0 39200 0 ARIAD PHARMACEUTICALS INC COM 04033A100 63 10575 SH DEFINED 01 0 0 10575 ARIBA INC COM 04033V104 42 13989 SH DEFINED 01 0 0 13989 ARQULE INC COM 04269E107 150 32799 SH DEFINED 01 0 0 32799 ARRIS GROUP INC COM 04269Q100 97 16875 SH DEFINED 01 0 0 16875 ARROW INTL INC COM 042764100 805 35000 SH DEFINED 06 0 35000 0 ART TECHNOLOGY GROUP INC COM 04289L107 56 25450 SH DEFINED 01 0 0 25450 ARTISAN COMPONENTS INC COM 042923102 9 550 SH DEFINED 01 0 0 550 ARTISAN COMPONENTS INC COM 042923102 1717 98200 SH DEFINED 15 98200 0 0 ARTHROCARE CORP COM 043136100 902 48400 SH DEFINED 15 48400 0 0 ARVINMERITOR INC COM 043353101 411 23098 SH DEFINED 01 0 0 23098 ARVINMERITOR INC COM 043353101 702 39400 SH DEFINED 06 0 39400 0 ASHLAND INC COM 044204105 116 3546 SH DEFINED 01 0 0 3546 ASHLAND INC COM 044204105 792 23800 SH DEFINED 15 23800 0 0 ASIAINFO HLDGS INC COM 04518A104 294 43731 SH DEFINED 01 0 0 43731 ASTEC INDS INC COM 046224101 105 10200 SH DEFINED 01 0 0 10200 ASTRAZENECA PLC SPONSORED ADR 046353108 2202 50749 SH DEFINED 01 9993 0 40756 ATARI INC COM 04651M105 153 38000 SH DEFINED 01 0 0 38000 ATHEROGENICS INC COM 047439104 201 12100 SH DEFINED 01 0 0 12100 ATLANTIC COAST AIRLINES HLDG COM 048396105 198 23300 SH DEFINED 01 0 0 23300 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 203 5700 SH DEFINED 01 2200 0 3500 ATMEL CORP COM 049513104 928 231229 SH DEFINED 01 0 0 231229 ATMOS ENERGY CORP COM 049560105 257 10750 SH DEFINED 01 0 0 10750 ATMOS ENERGY CORP COM 049560105 836 34900 SH DEFINED 06 0 34900 0 ATRIX LABS INC COM 04962L101 47 2300 SH DEFINED 01 0 0 2300 ATRIX LABS INC COM 04962L101 7658 358900 SH DEFINED 13 358900 0 0 AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 052528304 286 4713 SH DEFINED 01 0 0 4713 AUTHENTIDATE HLDG CORP COM 052666104 314 60745 SH DEFINED 01 0 0 60745 AUTOBYTEL INC COM 05275N106 181 19050 SH DEFINED 01 0 0 19050 AUTODESK INC COM 052769106 249 14674 SH DEFINED 01 0 0 14674 AUTODESK INC COM 052769106 131 7700 SH DEFINED 06 0 7700 0 AUTOMATIC DATA PROCESSING IN COM 053015103 10089 281446 SH DEFINED 01 23002 0 258444 AUTOMATIC DATA PROCESSING IN COM 053015103 1456 40600 SH DEFINED 06 0 40600 0 AUTOMATIC DATA PROCESSING IN COM 053015103 389 10755 SH DEFINED 12 10755 0 0 AUTONATION INC COM 05329W102 170 9703 SH DEFINED 01 0 0 9703 AUTONATION INC COM 05329W102 335 19100 SH DEFINED 06 0 19100 0 AUTOZONE INC COM 053332102 1890 21120 SH DEFINED 01 0 0 21120 AUTOZONE INC COM 053332102 537 6000 SH DEFINED 06 0 6000 0 AVANEX CORP COM 05348W109 70 14530 SH DEFINED 01 0 0 14530 AVALONBAY CMNTYS INC COM 053484101 927 19824 SH DEFINED 01 0 0 19824 AVALONBAY CMNTYS INC COM 053484101 412 8800 SH DEFINED 06 0 8800 0 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 1304 541155 SH DEFINED 01 0 0 541155 AVAYA INC COM 053499109 4926 452006 SH DEFINED 01 4003 0 448003 AVAYA INC COM 053499109 292 26800 SH DEFINED 06 0 26800 0 AVAYA INC COM 053499109 49 4508 SH DEFINED 12 4508 0 0 AVAYA INC COM 053499109 0 25 SH DEFINED 16 0 0 25 AVENTIS SPONSORED ADR 053561106 1863 35624 SH DEFINED 01 0 0 35624 AVENTIS SPONSORED ADR 053561106 688 13150 SH DEFINED 06 0 13150 0 AVERY DENNISON CORP COM 053611109 2172 43009 SH DEFINED 01 2529 0 40480 AVERY DENNISON CORP COM 053611109 419 8300 SH DEFINED 06 0 8300 0 AVID TECHNOLOGY INC COM 05367P100 778 14683 SH DEFINED 01 0 0 14683 AVOCENT CORP COM 053893103 310 10259 SH DEFINED 01 0 0 10259 AVON PRODS INC COM 054303102 8189 126854 SH DEFINED 01 0 0 126854 AVON PRODS INC COM 054303102 1001 15500 SH DEFINED 06 0 15500 0 AVON PRODS INC COM 054303102 31 495 SH DEFINED 11 0 495 0 AWARE INC MASS COM 05453N100 30 10200 SH DEFINED 01 0 0 10200 AXA SPONSORED ADR 054536107 228 13459 SH DEFINED 01 0 0 13459 AXA SPONSORED ADR 054536107 693 40800 SH DEFINED 06 0 40800 0 AXONYX INC COM 05461R101 58 13000 SH DEFINED 01 0 0 13000 AXCAN PHARMA INC COM 054923107 199 14635 SH DEFINED 01 0 0 14635 BB&T CORP COM 054937107 3235 90090 SH DEFINED 01 0 0 90090 BB&T CORP COM 054937107 1304 36300 SH DEFINED 06 0 36300 0 B A S F A G SPONSORED ADR 055262505 713 16298 SH DEFINED 01 0 0 16298 B A S F A G SPONSORED ADR 055262505 5861 133930 SH DEFINED 06 0 133930 0 BCE INC COM 05534B109 338 15471 SH DEFINED 01 0 0 15471 BG PLC ADR FIN INST N 055434203 208 9700 SH DEFINED 06 0 9700 0 BJS WHOLESALE CLUB INC COM 05548J106 3238 167212 SH DEFINED 01 139656 0 27556 BJS WHOLESALE CLUB INC COM 05548J106 1612 83200 SH DEFINED 06 0 83200 0 BJ SVCS CO COM 055482103 80 2353 SH DEFINED 01 0 0 2353 BJ SVCS CO COM 055482103 359 10500 SH DEFINED 06 0 10500 0 BP PLC SPONSORED ADR 055622104 18849 447725 SH DEFINED 01 16679 0 431046 BP PLC SPONSORED ADR 055622104 4085 97040 SH DEFINED 06 0 97040 0 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 258 13084 SH DEFINED 01 0 0 13084 BRE PROPERTIES INC CL A 05564E106 262 7945 SH DEFINED 01 0 0 7945 BT GROUP PLC ADR 05577E101 27 902 SH DEFINED 01 0 0 902 BT GROUP PLC ADR 05577E101 1796 59286 SH DEFINED 06 0 59286 0 BMC SOFTWARE INC COM 055921100 414 29752 SH DEFINED 01 0 0 29752 BMC SOFTWARE INC COM 055921100 212 15200 SH DEFINED 06 0 15200 0 BADGER METER INC COM 056525108 316 9885 SH DEFINED 01 0 0 9885 BAKER HUGHES INC COM 057224107 2559 86501 SH DEFINED 01 22267 0 64234 BAKER HUGHES INC COM 057224107 3503 118400 SH DEFINED 06 0 118400 0 BALDOR ELEC CO COM 057741100 291 13793 SH DEFINED 01 0 0 13793 BALL CORP COM 058498106 326 6050 SH DEFINED 01 0 0 6050 BALL CORP COM 058498106 221 4100 SH DEFINED 06 0 4100 0 BALLARD PWR SYS INC COM 05858H104 964 73339 SH DEFINED 01 0 0 73339 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 33 3276 SH DEFINED 01 0 0 3276 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 4616 446383 SH DEFINED 06 0 446383 0 BANCO BRADESCO S A SP ADR PFD NEW 059460204 88 4410 SH DEFINED 01 4285 0 125 BANCO BRADESCO S A SP ADR PFD NEW 059460204 4750 235492 SH DEFINED 06 0 235492 0 BANCO SANTANDER CENT HISPANO ADR 05964H105 147 17282 SH DEFINED 01 0 0 17282 BANCO SANTANDER CENT HISPANO ADR 05964H105 261 30700 SH DEFINED 06 0 30700 0 BANCORPSOUTH INC COM 059692103 3 175 SH DEFINED 01 0 0 175 BANCORPSOUTH INC COM 059692103 867 39600 SH DEFINED 06 0 39600 0 BANCROFT CONV FD INC COM 059695106 429 22354 SH DEFINED 01 0 0 22354 BANK OF AMERICA CORPORATION COM 060505104 47099 603536 SH DEFINED 01 285530 0 318006 BANK OF AMERICA CORPORATION COM 060505104 19714 252614 SH DEFINED 06 0 252614 0 BANK OF AMERICA CORPORATION COM 060505104 200 2568 SH DEFINED 11 0 2568 0 BANK NEW YORK INC COM 064057102 22370 768480 SH DEFINED 01 39439 0 729041 BANK NEW YORK INC COM 064057102 3830 131571 SH DEFINED 06 0 131571 0 BANK NEW YORK INC COM 064057102 73 2523 SH DEFINED 11 0 2523 0 BANK NEW YORK INC COM 064057102 2 85 SH DEFINED 16 0 0 85 BANK ONE CORP COM 06423A103 6179 159888 SH DEFINED 01 0 0 159888 BANK ONE CORP COM 06423A103 8650 223800 SH DEFINED 06 0 223800 0 BANK ONE CORP COM 06423A103 36331 940000 SH DEFINED 11 940000 0 0 BANKNORTH GROUP INC NEW COM 06646R107 1539 54554 SH DEFINED 01 0 0 54554 BANTA CORP COM 066821109 35 985 SH DEFINED 01 0 0 985 BANTA CORP COM 066821109 878 24400 SH DEFINED 06 0 24400 0 BARCLAYS PLC ADR 06738E204 168 5442 SH DEFINED 01 0 0 5442 BARCLAYS PLC ADR 06738E204 666 21500 SH DEFINED 06 0 21500 0 BARD C R INC COM 067383109 3207 45182 SH DEFINED 01 0 0 45182 BARD C R INC COM 067383109 256 3600 SH DEFINED 06 0 3600 0 BARNES & NOBLE INC COM 067774109 759 29907 SH DEFINED 01 0 0 29907 BARNES GROUP INC COM 067806109 976 37600 SH DEFINED 06 0 37600 0 BARNESANDNOBLE COM INC CL A 067846105 30 12375 SH DEFINED 01 0 0 12375 BARRICK GOLD CORP COM 067901108 11325 601451 SH DEFINED 01 0 0 601451 BARRICK GOLD CORP COM 067901108 2 159 SH DEFINED 16 0 0 159 BARR LABS INC COM 068306109 2349 34443 SH DEFINED 01 0 0 34443 BARR LABS INC COM 068306109 2369 34728 SH DEFINED 06 0 34728 0 BARR LABS INC COM 068306109 5592 82000 SH DEFINED 13 82000 0 0 BAUSCH & LOMB INC COM 071707103 298 6750 SH DEFINED 01 0 0 6750 BAUSCH & LOMB INC COM 071707103 9 200 SH DEFINED 06 0 200 0 BAXTER INTL INC COM 071813109 31739 1092199 SH DEFINED 01 9640 0 1082559 BAXTER INTL INC COM 071813109 6352 218575 SH DEFINED 06 0 218575 0 BAXTER INTL INC CORP UNITS 7% 071813406 1925 36572 SH DEFINED 01 100 0 36472 BAYER A G SPONSORED ADR 072730302 439 20369 SH DEFINED 01 0 0 20369 BAYER A G SPONSORED ADR 072730302 168 7800 SH DEFINED 06 0 7800 0 BEA SYS INC NOTE 4.000%12/1 073325AD4 118 121000 SH DEFINED 01 121000 0 0 BEA SYS INC COM 073325102 4746 394189 SH DEFINED 01 0 0 394189 BEA SYS INC COM 073325102 49 4050 SH DEFINED 06 0 4050 0 BEA SYS INC COM 073325102 488 39991 SH DEFINED 12 39991 0 0 BEA SYS INC COM 073325102 1 84 SH DEFINED 16 0 0 84 BEAR STEARNS COS INC COM 073902108 806 10778 SH DEFINED 01 0 0 10778 BEAR STEARNS COS INC COM 073902108 6769 90500 SH DEFINED 06 0 90500 0 BEAZER HOMES USA INC COM 07556Q105 12857 152344 SH DEFINED 01 149074 0 3270 BEAZER HOMES USA INC COM 07556Q105 1443 17100 SH DEFINED 06 0 17100 0 BECKMAN COULTER INC COM 075811109 259 5696 SH DEFINED 01 0 0 5696 BECTON DICKINSON & CO COM 075887109 1939 53708 SH DEFINED 01 0 0 53708 BECTON DICKINSON & CO COM 075887109 2825 78200 SH DEFINED 06 0 78200 0 BED BATH & BEYOND INC COM 075896100 189680 4956369 SH DEFINED 01 4466212 0 490157 BED BATH & BEYOND INC COM 075896100 4749 124391 SH DEFINED 06 0 124391 0 BED BATH & BEYOND INC COM 075896100 34 891 SH DEFINED 11 0 891 0 BED BATH & BEYOND INC COM 075896100 3 96 SH DEFINED 16 0 0 96 BELLSOUTH CORP COM 079860102 16845 711381 SH DEFINED 01 516409 0 194972 BELLSOUTH CORP COM 079860102 6021 254250 SH DEFINED 06 0 254250 0 BEMA GOLD CORP COM 08135F107 35 14000 SH DEFINED 01 0 0 14000 BEMIS INC COM 081437105 856 19336 SH DEFINED 01 0 0 19336 BEMIS INC COM 081437105 4 100 SH DEFINED 06 0 100 0 BERKLEY W R CORP COM 084423102 817 23857 SH DEFINED 01 0 0 23857 BERKSHIRE HATHAWAY INC DEL CL B 084670207 29457 11802 SH DEFINED 01 536 0 11266 BERKSHIRE HATHAWAY INC DEL CL B 084670207 1290 517 SH DEFINED 06 0 517 0 BERRY PETE CO CL A 085789105 863 47200 SH DEFINED 06 0 47200 0 BEST BUY INC COM 086516101 4542 95583 SH DEFINED 01 0 0 95583 BEST BUY INC COM 086516101 1369 28805 SH DEFINED 06 0 28805 0 BEVERLY ENTERPRISES INC COM NEW 087851309 93 15849 SH DEFINED 01 0 0 15849 BHP BILLITON LTD SPONSORED ADR 088606108 153 10824 SH DEFINED 01 0 0 10824 BHP BILLITON LTD SPONSORED ADR 088606108 2 181 SH DEFINED 16 0 0 181 BIG LOTS INC COM 089302103 8473 535986 SH DEFINED 01 535986 0 0 BIG LOTS INC COM 089302103 133 8400 SH DEFINED 06 0 8400 0 BIOGEN INC COM 090597105 892 23424 SH DEFINED 01 0 0 23424 BIOGEN INC COM 090597105 401 10500 SH DEFINED 06 0 10500 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 109 14275 SH DEFINED 01 0 0 14275 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1070 139700 SH DEFINED 06 0 139700 0 BIOMET INC COM 090613100 1164 34757 SH DEFINED 01 0 0 34757 BIOMET INC COM 090613100 592 17600 SH DEFINED 06 0 17600 0 BIOPURE CORP CL A 09065H105 51 7957 SH DEFINED 01 0 0 7957 BIOPURE CORP CL A 09065H105 2471 413400 SH DEFINED 13 413400 0 0 BIOSPHERE MEDICAL INC COM 09066V103 583 185160 SH DEFINED 01 600 0 184560 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 671 5200 SH DEFINED 01 0 0 5200 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 1790 13800 SH DEFINED 15 13800 0 0 BIOVAIL CORP COM 09067J109 2043 55013 SH DEFINED 01 0 0 55013 BIOVAIL CORP COM 09067J109 6254 164000 SH DEFINED 13 164000 0 0 BIOLASE TECHNOLOGY INC COM 090911108 114 10046 SH DEFINED 01 0 0 10046 BLACK & DECKER CORP COM 091797100 3185 78564 SH DEFINED 01 0 0 78564 BLACK & DECKER CORP COM 091797100 2395 59070 SH DEFINED 06 0 59070 0 BLACK HILLS CORP COM 092113109 1357 43995 SH DEFINED 01 0 0 43995 BLACKROCK ADVANTAGE TERM TR COM 09247A101 1434 125816 SH DEFINED 01 0 0 125816 BLACKROCK INVT QUALITY MUN T COM 09247D105 1008 72137 SH DEFINED 01 0 0 72137 BLACKROCK INCOME TR INC COM 09247F100 1662 219102 SH DEFINED 01 0 0 219102 BLACKROCK INVT QUALITY TERM COM 09247J102 1433 149931 SH DEFINED 01 0 0 149931 BLACKROCK INSD MUN 2008 TRM COM 09247K109 1459 84948 SH DEFINED 01 0 0 84948 BLACKROCK MUN TARGET TERM TR COM 09247M105 557 50453 SH DEFINED 01 0 0 50453 BLACKROCK BROAD INVT GRD 200 COM 09247Q106 1176 72648 SH DEFINED 01 0 0 72648 BLACKROCK INSD MUN TERM TR I COM 092474105 216 19600 SH DEFINED 01 0 0 19600 BLACKROCK INCOME OPP TRUST I COM 092475102 220 20033 SH DEFINED 01 0 0 20033 BLACKROCK MUN INCOME TR SH BEN INT 09248F109 186 13900 SH DEFINED 01 0 0 13900 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 164 12155 SH DEFINED 01 0 0 12155 BLACKROCK CORE BD TR SHS BEN INT 09249E101 168 12096 SH DEFINED 01 2000 0 10096 BLACKROCK MUNI INCOME TR II COM 09249N101 1274 94693 SH DEFINED 01 0 0 94693 BLACKROCK CA MUN INCOME TR I COM 09249S100 296 22141 SH DEFINED 01 0 0 22141 BLACKROCK LTD DURATION INC T COM SHS 09249W101 222 11750 SH DEFINED 01 600 0 11150 BLOCK H & R INC COM 093671105 3462 80237 SH DEFINED 01 0 0 80237 BLOCK H & R INC COM 093671105 535 12400 SH DEFINED 06 0 12400 0 BLOCK H & R INC COM 093671105 17 406 SH DEFINED 16 0 0 406 BLUEGREEN CORP COM 096231105 400 69000 SH DEFINED 01 0 0 69000 BOB EVANS FARMS INC COM 096761101 157 5905 SH DEFINED 01 0 0 5905 BOB EVANS FARMS INC COM 096761101 852 31900 SH DEFINED 06 0 31900 0 BOEING CO COM 097023105 4252 123866 SH DEFINED 01 4365 0 119501 BOEING CO COM 097023105 7422 216200 SH DEFINED 06 0 216200 0 BOEING CO COM 097023105 5 150 SH DEFINED 16 0 0 150 BOISE CASCADE CORP COM 097383103 506 18340 SH DEFINED 01 0 0 18340 BOMBAY CO INC COM 097924104 125 12700 SH DEFINED 01 0 0 12700 BORG WARNER INC COM 099724106 1037 15285 SH DEFINED 01 0 0 15285 BOSTON PROPERTIES INC COM 101121101 1326 30524 SH DEFINED 01 0 0 30524 BOSTON PROPERTIES INC COM 101121101 435 10000 SH DEFINED 06 0 10000 0 BOSTON SCIENTIFIC CORP COM 101137107 29153 456959 SH DEFINED 01 0 0 456959 BOSTON SCIENTIFIC CORP COM 101137107 5556 87086 SH DEFINED 06 0 87086 0 BOWATER INC COM 102183100 1013 24085 SH DEFINED 01 0 0 24085 BOYKIN LODGING CO COM 103430104 160 19455 SH DEFINED 01 0 0 19455 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1 39 SH DEFINED 01 0 0 39 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1466 38265 SH DEFINED 06 0 38265 0 BRINKER INTL INC COM 109641100 10 300 SH DEFINED 01 0 0 300 BRINKER INTL INC COM 109641100 1639 49143 SH DEFINED 06 0 49143 0 BRISTOL MYERS SQUIBB CO COM 110122108 32558 1268854 SH DEFINED 01 332271 0 936583 BRISTOL MYERS SQUIBB CO COM 110122108 3354 130700 SH DEFINED 06 0 130700 0 BRISTOL MYERS SQUIBB CO COM 110122108 84 3300 SH DEFINED 11 0 3300 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4 200 SH DEFINED 01 0 0 200 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 3430 158378 SH DEFINED 06 0 158378 0 BRITISH ENERGY PLC SPONS ADR NEW 110793403 0 9 SH DEFINED 01 0 0 9 BRITISH ENERGY PLC SPONS ADR NEW 110793403 147 23132 SH DEFINED 06 0 23132 0 BRITISH SKY BROADCASTING GRO SPONSORED ADR 111013108 639 15520 SH DEFINED 01 0 0 15520 BRITISH SKY BROADCASTING GRO SPONSORED ADR 111013108 628 15250 SH DEFINED 06 0 15250 0 BROADCOM CORP CL A 111320107 2260 84777 SH DEFINED 01 18270 0 66507 BROADCOM CORP CL A 111320107 524 19700 SH DEFINED 06 0 19700 0 BROCADE COMMUNICATIONS SYS I COM 111621108 588 112816 SH DEFINED 01 0 0 112816 BROCADE COMMUNICATIONS SYS I COM 111621108 47 9000 SH DEFINED 06 0 9000 0 BROOKS AUTOMATION INC COM 114340102 7 364 SH DEFINED 01 0 0 364 BROOKS AUTOMATION INC COM 114340102 1521 72780 SH DEFINED 06 0 72780 0 BROWN & BROWN INC COM 115236101 259 8415 SH DEFINED 01 0 0 8415 BROWN FORMAN CORP CL B 115637209 176 2234 SH DEFINED 01 0 0 2234 BROWN FORMAN CORP CL B 115637209 340 4300 SH DEFINED 06 0 4300 0 BROWN SHOE INC NEW COM 115736100 1 36 SH DEFINED 01 0 0 36 BROWN SHOE INC NEW COM 115736100 872 27500 SH DEFINED 06 0 27500 0 BRUKER BIOSCIENCES CORP COM 116794108 100 22811 SH DEFINED 01 0 0 22811 BRUNSWICK CORP COM 117043109 159 6211 SH DEFINED 01 0 0 6211 BRUNSWICK CORP COM 117043109 172 6700 SH DEFINED 06 0 6700 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 1579 39485 SH DEFINED 01 0 0 39485 BUCKEYE TECHNOLOGIES INC COM 118255108 468 51565 SH DEFINED 01 0 0 51565 BUILDING MATLS HLDG CORP COM 120113105 349 26700 SH DEFINED 01 0 0 26700 BURLINGTON COAT FACTORY COM 121579106 819 43800 SH DEFINED 06 0 43800 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 3325 115175 SH DEFINED 01 15083 0 100092 BURLINGTON NORTHN SANTA FE C COM 12189T104 702 24300 SH DEFINED 06 0 24300 0 BURLINGTON RES INC COM 122014103 2599 53936 SH DEFINED 01 0 0 53936 BURLINGTON RES INC COM 122014103 6483 134500 SH DEFINED 06 0 134500 0 CBL & ASSOC PPTYS INC COM 124830100 59 1200 SH DEFINED 01 0 0 1200 CBL & ASSOC PPTYS INC COM 124830100 863 17300 SH DEFINED 06 0 17300 0 C D W CORP COM 12512N105 59 1035 SH DEFINED 01 0 0 1035 C D W CORP COM 12512N105 2223 38500 SH DEFINED 06 0 38500 0 CEC ENTMT INC COM 125137109 8 225 SH DEFINED 01 0 0 225 CEC ENTMT INC COM 125137109 1560 39800 SH DEFINED 06 0 39800 0 CIGNA CORP COM 125509109 4288 96039 SH DEFINED 01 0 0 96039 CIGNA CORP COM 125509109 438 9800 SH DEFINED 06 0 9800 0 CIT GROUP INC COM 125581108 4720 164147 SH DEFINED 01 0 0 164147 CIT GROUP INC COM 125581108 713 24794 SH DEFINED 06 0 24794 0 CKE RESTAURANTS INC NOTE 4.250% 3/1 12561EAB1 9 10000 SH DEFINED 01 10000 0 0 CLECO CORP NEW COM 12561W105 291 17864 SH DEFINED 01 0 0 17864 CLECO CORP NEW COM 12561W105 807 49400 SH DEFINED 06 0 49400 0 CMGI INC COM 125750109 123 80028 SH DEFINED 01 0 0 80028 CMS ENERGY CORP COM 125896100 883 119916 SH DEFINED 01 0 0 119916 CPI AEROSTRUCTURES INC COM NEW 125919308 613 68240 SH DEFINED 01 0 0 68240 CP HOLDRS DEP RCPTS CP 12616K106 207 4019 SH DEFINED 01 0 0 4019 CRH PLC ADR 12626K203 6 350 SH DEFINED 01 0 0 350 CRH PLC ADR 12626K203 759 41500 SH DEFINED 06 0 41500 0 CSX CORP COM 126408103 1129 38602 SH DEFINED 01 0 0 38602 CSX CORP COM 126408103 424 14500 SH DEFINED 06 0 14500 0 CVS CORP COM 126650100 13411 431795 SH DEFINED 01 0 0 431795 CVS CORP COM 126650100 969 31200 SH DEFINED 06 0 31200 0 CVS CORP COM 126650100 687 22000 SH DEFINED 15 22000 0 0 CV THERAPEUTICS INC COM 126667104 46 2127 SH DEFINED 01 0 0 2127 CV THERAPEUTICS INC COM 126667104 525 23600 SH DEFINED 15 23600 0 0 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 1778 314701 SH DEFINED 01 0 0 314701 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1458 80565 SH DEFINED 01 0 0 80565 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 53 2907 SH DEFINED 06 0 2907 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 392 21269 SH DEFINED 12 21269 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1968 35389 SH DEFINED 01 0 0 35389 CABOT OIL & GAS CORP COM 127097103 832 32000 SH DEFINED 06 0 32000 0 CACI INTL INC CL A 127190304 447 10434 SH DEFINED 01 0 0 10434 CACI INTL INC CL A 127190304 1568 36600 SH DEFINED 06 0 36600 0 CADBURY SCHWEPPES PLC ADR 127209302 8105 323054 SH DEFINED 01 0 0 323054 CADENCE DESIGN SYSTEM INC COM 127387108 988 73768 SH DEFINED 01 0 0 73768 CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 3388 178556 SH DEFINED 01 8 0 178548 CALGON CARBON CORP COM 129603106 86 15365 SH DEFINED 01 0 0 15365 CALIFORNIA AMPLIFIER INC COM 129900106 245 48200 SH DEFINED 01 0 0 48200 CALIPER TECHNOLOGIES CORP COM 130876105 28 4600 SH DEFINED 01 0 0 4600 CALIPER TECHNOLOGIES CORP COM 130876105 2943 490500 SH DEFINED 13 490500 0 0 CALLAWAY GOLF CO COM 131193104 49 3458 SH DEFINED 01 0 0 3458 CALLAWAY GOLF CO COM 131193104 786 55100 SH DEFINED 06 0 55100 0 CALPINE CORP COM 131347106 1417 289920 SH DEFINED 01 0 0 289920 CALPINE CORP COM 131347106 129 26300 SH DEFINED 06 0 26300 0 CAMDEN PPTY TR SH BEN INT 133131102 534 13912 SH DEFINED 01 0 0 13912 CAMDEN PPTY TR SH BEN INT 133131102 231 6000 SH DEFINED 06 0 6000 0 CAMPBELL SOUP CO COM 134429109 767 28972 SH DEFINED 01 0 0 28972 CAMPBELL SOUP CO COM 134429109 763 28800 SH DEFINED 06 0 28800 0 CANADA SOUTHN PETE LTD LTD VTG SH 135231108 134 25100 SH DEFINED 01 0 0 25100 CANADIAN NATL RY CO COM 136375102 96 1864 SH DEFINED 01 0 0 1864 CANADIAN NATL RY CO COM 136375102 234 4497 SH DEFINED 06 0 4497 0 CANADIAN PAC RY LTD COM 13645T100 3262 138183 SH DEFINED 01 0 0 138183 CANADIAN PAC RY LTD COM 13645T100 129 5500 SH DEFINED 11 0 5500 0 CANDIES INC COM 137409108 79 33620 SH DEFINED 01 0 0 33620 CANON INC ADR 138006309 3960 81299 SH DEFINED 01 76659 0 4640 CANON INC ADR 138006309 1301 26700 SH DEFINED 06 0 26700 0 CAPITAL ONE FINL CORP COM 14040H105 3191 55950 SH DEFINED 01 0 0 55950 CAPITAL ONE FINL CORP COM 14040H105 918 16100 SH DEFINED 06 0 16100 0 CAPSTONE TURBINE CORP COM 14067D102 19 10370 SH DEFINED 01 0 0 10370 CARAUSTAR INDS INC COM 140909102 182 21189 SH DEFINED 01 0 0 21189 CARDIAC SCIENCE INC COM NEW 141410209 213 51500 SH DEFINED 01 0 0 51500 CARDINAL HEALTH INC COM 14149Y108 14263 244283 SH DEFINED 01 0 0 244283 CARDINAL HEALTH INC COM 14149Y108 2244 38438 SH DEFINED 06 0 38438 0 CARDINAL HEALTH INC COM 14149Y108 1 26 SH DEFINED 16 0 0 26 CARDIOTECH INTL INC COM 14160C100 35 10495 SH DEFINED 01 0 0 10495 CAREER EDUCATION CORP COM 141665109 29151 643370 SH DEFINED 01 624351 0 19019 CAREMARK RX INC COM 141705103 2858 126486 SH DEFINED 01 0 0 126486 CAREMARK RX INC COM 141705103 1816 80370 SH DEFINED 06 0 80370 0 CAREMARK RX INC COM 141705103 521 23365 SH DEFINED 12 23365 0 0 CARLISLE COS INC COM 142339100 676 15511 SH DEFINED 01 0 0 15511 CARMAX INC COM 143130102 1246 38157 SH DEFINED 01 16646 0 21511 CARNIVAL CORP PAIRED CTF 143658300 2981 90644 SH DEFINED 01 32740 0 57904 CARNIVAL CORP PAIRED CTF 143658300 7477 227320 SH DEFINED 06 0 227320 0 CARNIVAL CORP PAIRED CTF 143658300 31 965 SH DEFINED 11 0 965 0 CARRAMERICA RLTY CORP COM 144418100 184 6165 SH DEFINED 01 0 0 6165 CARRAMERICA RLTY CORP COM 144418100 164 5500 SH DEFINED 06 0 5500 0 CASCADE CORP COM 147195101 742 33670 SH DEFINED 01 0 0 33670 CASEYS GEN STORES INC COM 147528103 362 25830 SH DEFINED 01 0 0 25830 CASEYS GEN STORES INC COM 147528103 787 56100 SH DEFINED 06 0 56100 0 CASTLE CONV FD INC COM 148443104 854 40087 SH DEFINED 01 0 0 40087 CATELLUS DEV CORP COM 149111106 115 4708 SH DEFINED 01 0 0 4708 CATELLUS DEV CORP COM 149111106 430 17600 SH DEFINED 06 0 17600 0 CATERPILLAR INC DEL COM 149123101 37476 544398 SH DEFINED 01 441747 0 102651 CATERPILLAR INC DEL COM 149123101 6227 90451 SH DEFINED 06 0 90451 0 CATERPILLAR INC DEL COM 149123101 10 150 SH DEFINED 16 0 0 150 CATO CORP NEW CL A 149205106 779 38600 SH DEFINED 06 0 38600 0 CEDAR FAIR L P DEPOSITRY UNIT 150185106 678 24215 SH DEFINED 01 0 0 24215 CELL GENESYS INC COM 150921104 4513 358755 SH DEFINED 01 0 0 358755 CELL THERAPEUTICS INC COM 150934107 162 14381 SH DEFINED 01 0 0 14381 CELESTICA INC SUB VTG SHS 15101Q108 386 24347 SH DEFINED 01 0 0 24347 CELGENE CORP COM 151020104 1859 42950 SH DEFINED 01 0 0 42950 CELLTECH GROUP PLC SPONSORED ADR 151158102 50 4413 SH DEFINED 01 0 0 4413 CELLTECH GROUP PLC SPONSORED ADR 151158102 306 26500 SH DEFINED 06 0 26500 0 CENDANT CORP DBCV 3.875%11/2 151313AN3 34 33000 SH DEFINED 01 0 0 33000 CENDANT CORP COM 151313103 10508 562233 SH DEFINED 01 4017 0 558216 CENDANT CORP COM 151313103 7137 381841 SH DEFINED 06 0 381841 0 CENDANT CORP COM 151313103 1222 65681 SH DEFINED 12 65681 0 0 CENTERPOINT ENERGY INC COM 15189T107 230 25095 SH DEFINED 01 0 0 25095 CENTERPOINT ENERGY INC COM 15189T107 202 22000 SH DEFINED 06 0 22000 0 CENTEX CORP COM 152312104 1655 21253 SH DEFINED 01 0 0 21253 CENTEX CORP COM 152312104 335 4300 SH DEFINED 06 0 4300 0 CENTEX CORP COM 152312104 17 225 SH DEFINED 12 225 0 0 CENTRAL EUROPEAN EQUITY FD I COM 153436100 684 33633 SH DEFINED 01 0 0 33633 CENTRAL PKG CORP COM 154785109 219 17904 SH DEFINED 01 0 0 17904 CENTRAL SECS CORP COM 155123102 2223 113123 SH DEFINED 01 0 0 113123 CENTURYTEL INC COM 156700106 219 6473 SH DEFINED 01 0 0 6473 CENTURYTEL INC COM 156700106 4404 129940 SH DEFINED 06 0 129940 0 CEPHALON INC COM 156708109 1039 22661 SH DEFINED 01 0 0 22661 CERADYNE INC COM 156710105 245 9508 SH DEFINED 01 0 0 9508 CERIDIAN CORP NEW COM 156779100 17 954 SH DEFINED 01 0 0 954 CERIDIAN CORP NEW COM 156779100 1430 76800 SH DEFINED 06 0 76800 0 CERIDIAN CORP NEW COM 156779100 1114 58800 SH DEFINED 15 58800 0 0 CERTEGY INC COM 156880106 191 5977 SH DEFINED 01 0 0 5977 CERTEGY INC COM 156880106 2659 82805 SH DEFINED 06 0 82805 0 CHARLES & COLVARD LTD COM 159765106 125 27200 SH DEFINED 01 0 0 27200 CHARTER ONE FINL INC COM 160903100 1228 40135 SH DEFINED 01 0 0 40135 CHARTER ONE FINL INC COM 160903100 477 15578 SH DEFINED 06 0 15578 0 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 1296 70547 SH DEFINED 01 0 0 70547 CHARTER COMMUNICATIONS INC D NOTE 5.750%10/1 16117MAB3 29865 33000000 SH DEFINED 01 0 0 33000000 CHARTER COMMUNICATIONS INC D CL A 16117M107 79174 19217115 SH DEFINED 01 0 0 19217115 CHEESECAKE FACTORY INC COM 163072101 2220 61162 SH DEFINED 01 23708 0 37454 CHEESECAKE FACTORY INC COM 163072101 1139 31800 SH DEFINED 15 31800 0 0 CHELSEA PPTY GROUP INC COM 163421100 1188 24806 SH DEFINED 01 0 0 24806 CHELSEA PPTY GROUP INC COM 163421100 196 4100 SH DEFINED 06 0 4100 0 CHESAPEAKE ENERGY CORP COM 165167107 2664 247181 SH DEFINED 01 0 0 247181 CHEVRONTEXACO CORP COM 166764100 24656 345087 SH DEFINED 01 17151 0 327936 CHEVRONTEXACO CORP COM 166764100 11194 156668 SH DEFINED 06 0 156668 0 CHICAGO MERCANTILE HLDGS INC CL A 167760107 4599 66850 SH DEFINED 01 45700 0 21150 CHICAGO MERCANTILE HLDGS INC CL A 167760107 2236 32500 SH DEFINED 06 0 32500 0 CHICAGO PIZZA & BREWERY INC COM 167889104 820 69845 SH DEFINED 01 0 0 69845 CHICOS FAS INC COM 168615102 1825 59595 SH DEFINED 01 0 0 59595 CHINA FD INC COM 169373107 709 26978 SH DEFINED 01 0 0 26978 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1418 51825 SH DEFINED 01 0 0 51825 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 651 25520 SH DEFINED 01 0 0 25520 CHINA UNICOM LTD SPONSORED ADR 16945R104 650 78434 SH DEFINED 01 0 0 78434 CHIPPAC INC CL A 169657103 206 35000 SH DEFINED 01 0 0 35000 CHIRON CORP COM 170040109 2271 43839 SH DEFINED 01 0 0 43839 CHIRON CORP COM 170040109 3019 58400 SH DEFINED 06 0 58400 0 CHORDIANT SOFTWARE INC COM 170404107 7995 2647626 SH DEFINED 01 0 0 2647626 CHROMAVISION MED SYS INC COM 17111P104 12 13000 SH DEFINED 01 0 0 13000 CHUBB CORP COM 171232101 1188 18324 SH DEFINED 01 0 0 18324 CHUBB CORP COM 171232101 817 12600 SH DEFINED 06 0 12600 0 CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 400 28600 SH DEFINED 01 0 0 28600 CHURCH & DWIGHT INC COM 171340102 417 11931 SH DEFINED 01 0 0 11931 CHURCHILL DOWNS INC COM 171484108 556 14772 SH DEFINED 01 0 0 14772 CIENA CORP COM 171779101 1043 177991 SH DEFINED 01 0 0 177991 CIENA CORP COM 171779101 219 37087 SH DEFINED 06 0 37087 0 CIMA LABS INC COM 171796105 295 10588 SH DEFINED 01 0 0 10588 CIMAREX ENERGY CO COM 171798101 385 19681 SH DEFINED 01 0 0 19681 CINCINNATI BELL INC NEW COM 171871106 318 62580 SH DEFINED 01 964 0 61616 CINCINNATI FINL CORP COM 172062101 1745 43635 SH DEFINED 01 0 0 43635 CINCINNATI FINL CORP COM 172062101 440 11000 SH DEFINED 06 0 11000 0 CINERGY CORP COM 172474108 6820 185857 SH DEFINED 01 0 0 185857 CINERGY CORP COM 172474108 646 17600 SH DEFINED 06 0 17600 0 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 38 3100 SH DEFINED 01 0 0 3100 CIPHERGEN BIOSYSTEMS INC COM 17252Y104 495 42000 SH DEFINED 13 42000 0 0 CIPRICO INC COM 172529109 55 11087 SH DEFINED 01 0 0 11087 CIRCUIT CITY STORE INC COM 172737108 304 31954 SH DEFINED 01 0 0 31954 CIRCUIT CITY STORE INC COM 172737108 1608 168700 SH DEFINED 06 0 168700 0 CISCO SYS INC COM 17275R1MB 305 15600 SH DEFINED 01 0 0 156 CISCO SYS INC COM 17275R102 114726 5856373 SH DEFINED 01 1624327 0 4232046 CISCO SYS INC COM 17275R102 22446 1148743 SH DEFINED 06 0 1148743 0 CISCO SYS INC COM 17275R102 252 12885 SH DEFINED 11 0 12885 0 CISCO SYS INC COM 17275R102 1008 49903 SH DEFINED 12 49903 0 0 CISCO SYS INC COM 17275R102 25 1307 SH DEFINED 16 0 0 1307 CIRRUS LOGIC INC COM 172755100 3156 571895 SH DEFINED 01 0 0 571895 CIRRUS LOGIC INC COM 172755100 562 95700 SH DEFINED 15 95700 0 0 CITADEL BROADCASTING CORP COM 17285T106 210 10650 SH DEFINED 01 0 0 10650 CITADEL BROADCASTING CORP COM 17285T106 12 600 SH DEFINED 06 0 600 0 CINTAS CORP COM 172908105 7603 205432 SH DEFINED 01 0 0 205432 CINTAS CORP COM 172908105 468 12700 SH DEFINED 06 0 12700 0 CITIGROUP INC COM 172967101 125229 2751701 SH DEFINED 01 223644 0 2528057 CITIGROUP INC COM 172967101 43155 948260 SH DEFINED 06 0 948260 0 CITIGROUP INC COM 172967101 342 7535 SH DEFINED 11 0 7535 0 CITIGROUP INC COM 172967101 58 1289 SH DEFINED 16 0 0 1289 CITIZENS COMMUNICATIONS CO COM 17453B101 62 5619 SH DEFINED 01 0 0 5619 CITIZENS COMMUNICATIONS CO COM 17453B101 213 19000 SH DEFINED 06 0 19000 0 CITRIX SYS INC COM 177376100 365 16511 SH DEFINED 01 0 0 16511 CITRIX SYS INC COM 177376100 261 11800 SH DEFINED 06 0 11800 0 CITY HLDG CO COM 177835105 1931 58229 SH DEFINED 01 0 0 58229 CITY NATL CORP COM 178566105 305 6000 SH DEFINED 01 0 0 6000 CLAIRES STORES INC COM 179584107 60 1822 SH DEFINED 01 0 0 1822 CLAIRES STORES INC COM 179584107 897 26800 SH DEFINED 06 0 26800 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 19488 508847 SH DEFINED 01 17937 0 490910 CLEAR CHANNEL COMMUNICATIONS COM 184502102 11314 295400 SH DEFINED 06 0 295400 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 21 570 SH DEFINED 11 0 570 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2 63 SH DEFINED 16 0 0 63 CLEVELAND CLIFFS INC COM 185896107 544 21263 SH DEFINED 01 0 0 21263 CLOROX CO DEL COM 189054109 18145 395592 SH DEFINED 01 102899 0 292693 CLOROX CO DEL COM 189054109 3594 78345 SH DEFINED 06 0 78345 0 COACH INC COM 189754104 10382 190162 SH DEFINED 01 0 0 190162 COACH INC COM 189754104 1294 23700 SH DEFINED 06 0 23700 0 COACH INC COM 189754104 5 94 SH DEFINED 16 0 0 94 COAST DENTAL SVCS INC COM NEW 19034H201 246 34700 SH DEFINED 01 0 0 34700 COCA COLA CO COM 191216100 70915 1650740 SH DEFINED 01 478516 0 1172224 COCA COLA CO COM 191216100 16162 376200 SH DEFINED 06 0 376200 0 COCA COLA CO COM 191216100 24 575 SH DEFINED 11 0 575 0 COCA COLA CO COM 191216100 12 295 SH DEFINED 16 0 0 295 COCA COLA ENTERPRISES INC COM 191219104 1743 91461 SH DEFINED 01 0 0 91461 COCA COLA ENTERPRISES INC COM 191219104 2299 120600 SH DEFINED 06 0 120600 0 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 240 11349 SH DEFINED 01 0 0 11349 COEUR D ALENE MINES CORP IDA COM 192108108 359 115599 SH DEFINED 01 0 0 115599 COGNEX CORP COM 192422103 2685 102183 SH DEFINED 01 0 0 102183 COGNEX CORP COM 192422103 37 1400 SH DEFINED 06 0 1400 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 836 22952 SH DEFINED 01 664 0 22288 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1422 38100 SH DEFINED 15 38100 0 0 COHEN & STEERS TOTAL RETURN COM 19247R103 383 23533 SH DEFINED 01 0 0 23533 COHEN & STEERS PREM INC RLTY COM 19247V104 700 41815 SH DEFINED 01 0 0 41815 COHEN & STEERS ADV INC RLTY COM 19247W102 1472 87102 SH DEFINED 01 0 0 87102 COHEN & STEERS REIT & PFD IN COM 19247X100 761 31000 SH DEFINED 01 0 0 31000 COHERENT INC COM 192479103 263 10680 SH DEFINED 01 0 0 10680 COLE NATIONAL CORP NEW CL A 193290103 277 22300 SH DEFINED 01 0 0 22300 COLGATE PALMOLIVE CO COM 194162103 33721 603347 SH DEFINED 01 76768 0 526579 COLGATE PALMOLIVE CO COM 194162103 11774 210662 SH DEFINED 06 0 210662 0 COLONIAL INTER HIGH INCOME F SH BEN INT 195763107 141 42155 SH DEFINED 01 0 0 42155 COLUMBIA LABS INC COM 197779101 656 54311 SH DEFINED 01 0 0 54311 COLUMBIA SPORTSWEAR CO COM 198516106 1800 34136 SH DEFINED 01 0 0 34136 COMCAST CORP NEW CL A 20030N101 8825 286362 SH DEFINED 01 21661 0 264701 COMCAST CORP NEW CL A 20030N101 6511 210863 SH DEFINED 06 0 210863 0 COMCAST CORP NEW CL A 20030N101 1261 40878 SH DEFINED 12 40878 0 0 COMCAST CORP NEW CL A 20030N101 6 209 SH DEFINED 16 0 0 209 COMCAST CORP NEW CL A SPL 20030N200 6927 233728 SH DEFINED 01 0 0 233728 COMCAST CORP NEW CL A SPL 20030N200 6234 211047 SH DEFINED 06 0 211047 0 COMCAST CORP NEW CL A SPL 20030N200 1388 46576 SH DEFINED 12 46576 0 0 COMERICA INC COM 200340107 3117 66904 SH DEFINED 01 0 0 66904 COMERICA INC COM 200340107 569 12200 SH DEFINED 06 0 12200 0 COMMERCE BANCORP INC NJ COM 200519106 783 16353 SH DEFINED 01 0 0 16353 COMMERCE BANCORP INC NJ COM 200519106 767 16000 SH DEFINED 06 0 16000 0 COMMERCE BANCSHARES INC COM 200525103 550 12586 SH DEFINED 01 0 0 12586 COMMERCIAL FEDERAL CORPORATI COM 201647104 3 140 SH DEFINED 01 0 0 140 COMMERCIAL FEDERAL CORPORATI COM 201647104 881 36200 SH DEFINED 06 0 36200 0 COMMERCIAL METALS CO COM 201723103 816 44400 SH DEFINED 06 0 44400 0 COMMONWEALTH BANKSHARES INC COM 202736104 204 11139 SH DEFINED 01 0 0 11139 COMMUNITY HEALTH SYS INC NEW NOTE 4.250%10/1 203668AA6 17 18000 SH DEFINED 01 0 0 18000 COMMUNITY HEALTH SYS INC NEW COM 203668108 278 12818 SH DEFINED 01 0 0 12818 COMMUNITY HEALTH SYS INC NEW COM 203668108 2055 94700 SH DEFINED 06 0 94700 0 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 207 11000 SH DEFINED 01 10000 0 1000 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 3243 297564 SH DEFINED 01 0 0 297564 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 438 11875 SH DEFINED 01 0 0 11875 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 1063 26046 SH DEFINED 01 0 0 26046 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 5 417 SH DEFINED 01 0 0 417 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 1187 85904 SH DEFINED 06 0 85904 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2242 56653 SH DEFINED 01 0 0 56653 COMPASS BANCSHARES INC COM 20449H109 440 12696 SH DEFINED 01 0 0 12696 COMPUCOM SYS INC COM 204780100 42 10000 SH DEFINED 01 0 0 10000 COMPUTER ASSOC INTL INC COM 204912109 923 35364 SH DEFINED 01 4865 0 30499 COMPUTER ASSOC INTL INC COM 204912109 1003 38400 SH DEFINED 06 0 38400 0 COMPUTER NETWORK TECHNOLOGY COM 204925101 1071 123495 SH DEFINED 01 0 0 123495 COMPUTER SCIENCES CORP COM 205363104 5175 137754 SH DEFINED 01 0 0 137754 COMPUTER SCIENCES CORP COM 205363104 488 13000 SH DEFINED 06 0 13000 0 COMPUTERIZED THERMAL IMAGING COM 20557C108 29 81900 SH DEFINED 01 81100 0 800 COMPUWARE CORP COM 205638109 34 6386 SH DEFINED 01 0 0 6386 COMPUWARE CORP COM 205638109 144 26800 SH DEFINED 06 0 26800 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 330 13840 SH DEFINED 01 0 0 13840 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 238 15936 SH DEFINED 01 0 0 15936 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 187 12500 SH DEFINED 06 0 12500 0 CONAGRA FOODS INC COM 205887102 12599 593204 SH DEFINED 01 325346 0 267858 CONAGRA FOODS INC COM 205887102 5775 271900 SH DEFINED 06 0 271900 0 CONCEPTUS INC COM 206016107 298 22750 SH DEFINED 01 0 0 22750 CONCORD EFS INC COM 206197105 13468 985296 SH DEFINED 01 752885 0 232411 CONCORD EFS INC COM 206197105 1117 81700 SH DEFINED 06 0 81700 0 CONCORD EFS INC COM 206197105 21 1580 SH DEFINED 11 0 1580 0 CONCORD EFS INC COM 206197105 92 6741 SH DEFINED 12 6741 0 0 CONEXANT SYSTEMS INC COM 207142100 675 119407 SH DEFINED 01 0 0 119407 CONNECTICUT BANCSHARES INC COM 207540105 6353 123962 SH DEFINED 01 0 0 123962 CONOCOPHILLIPS COM 20825C104 10446 190797 SH DEFINED 01 5523 0 185274 CONOCOPHILLIPS COM 20825C104 5012 91541 SH DEFINED 06 0 91541 0 CONSECO INC CALL 2084649AA 7144 395600 SH CALL DEFINED 01 3956 0 0 CONSOLIDATED EDISON INC COM 209115104 2457 60301 SH DEFINED 01 0 0 60301 CONSOLIDATED EDISON INC COM 209115104 620 15200 SH DEFINED 06 0 15200 0 CONSTELLATION BRANDS INC CL A 21036P108 8406 275710 SH DEFINED 01 0 0 275710 CONSTAR INTL INC NEW COM 21036U107 1 300 SH DEFINED 01 0 0 300 CONSTAR INTL INC NEW COM 21036U107 974 170800 SH DEFINED 06 0 170800 0 CONSTELLATION ENERGY GROUP I COM 210371100 466 13043 SH DEFINED 01 0 0 13043 CONSTELLATION ENERGY GROUP I COM 210371100 422 11800 SH DEFINED 06 0 11800 0 CONVERGYS CORP COM 212485106 211 11512 SH DEFINED 01 0 0 11512 CONVERGYS CORP COM 212485106 193 10500 SH DEFINED 06 0 10500 0 COOPER CAMERON CORP COM 216640102 864 18713 SH DEFINED 01 0 0 18713 COOPER CAMERON CORP COM 216640102 1830 39600 SH DEFINED 06 0 39600 0 COOPER COS INC COM NEW 216648402 9974 244766 SH DEFINED 01 0 0 244766 COOPER COS INC COM NEW 216648402 758 18600 SH DEFINED 06 0 18600 0 COORS ADOLPH CO CL B 217016104 1090 20280 SH DEFINED 01 0 0 20280 COORS ADOLPH CO CL B 217016104 11 200 SH DEFINED 06 0 200 0 COPART INC COM 217204106 215 19830 SH DEFINED 01 0 0 19830 CORINTHIAN COLLEGES INC COM 218868107 1725 30209 SH DEFINED 01 0 0 30209 CORN PRODS INTL INC COM 219023108 295 9275 SH DEFINED 01 0 0 9275 CORN PRODS INTL INC COM 219023108 854 26800 SH DEFINED 06 0 26800 0 CORNERSTONE RLTY INCOME TR I COM 21922V102 505 62525 SH DEFINED 01 0 0 62525 CORNING INC DBCV 11/0 219350AJ4 559 738000 SH DEFINED 01 97000 0 641000 CORNING INC NOTE 3.500%11/0 219350AK1 36 31000 SH DEFINED 01 0 0 31000 CORNING INC COM 219350105 12547 1331981 SH DEFINED 01 0 0 1331981 CORNING INC COM 219350105 3954 419700 SH DEFINED 06 0 419700 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 1793 38102 SH DEFINED 01 0 0 38102 CORPORATE HIGH YIELD FD INC COM 219914108 135 15440 SH DEFINED 01 10 0 15430 CORPORATE HIGH YIELD FD V IN COM 219931102 476 32010 SH DEFINED 01 0 0 32010 CORUS GROUP PLC SPONSORED ADR 22087M101 104 30096 SH DEFINED 01 0 0 30096 CORUS GROUP PLC SPONSORED ADR 22087M101 804 231750 SH DEFINED 06 0 231750 0 CORVIS CORP COM 221009103 40 31300 SH DEFINED 01 0 0 31300 COSINE COMMUNICATIONS INC COM NEW 221222607 79 13177 SH DEFINED 01 0 0 13177 COSTCO WHSL CORP NEW COM 22160K105 9414 302244 SH DEFINED 01 30563 0 271681 COSTCO WHSL CORP NEW COM 22160K105 1734 55800 SH DEFINED 06 0 55800 0 COSTCO COMPANIES INC NOTE 8/1 22160QAC6 10 14000 SH DEFINED 01 0 0 14000 COTT CORP QUE COM 22163N106 25181 1075690 SH DEFINED 01 1064951 0 10739 COUNTRYWIDE FINANCIAL CORP NOTE 2/0 222372AE4 29 30000 SH DEFINED 01 28000 0 2000 COUNTRYWIDE FINANCIAL CORP COM 222372104 7424 94840 SH DEFINED 01 0 0 94840 COUNTRYWIDE FINANCIAL CORP COM 222372104 791 10100 SH DEFINED 06 0 10100 0 COUSINS PPTYS INC COM 222795106 211 7618 SH DEFINED 01 0 0 7618 COUSINS PPTYS INC COM 222795106 89 3200 SH DEFINED 06 0 3200 0 COVANCE INC COM 222816100 311 13905 SH DEFINED 01 0 0 13905 COVANCE INC COM 222816100 457 20700 SH DEFINED 15 20700 0 0 COVENTRY HEALTH CARE INC COM 222862104 1029 19525 SH DEFINED 01 0 0 19525 COVENTRY HEALTH CARE INC COM 222862104 1851 35100 SH DEFINED 06 0 35100 0 COVENTRY HEALTH CARE INC COM 222862104 53 1014 SH DEFINED 16 0 0 1014 COX COMMUNICATIONS INC NEW CL A 224044107 2601 82284 SH DEFINED 01 0 0 82284 COX COMMUNICATIONS INC NEW CL A 224044107 1006 31856 SH DEFINED 12 31856 0 0 COX RADIO INC CL A 224051102 417 19105 SH DEFINED 01 0 0 19105 COX RADIO INC CL A 224051102 1658 75800 SH DEFINED 06 0 75800 0 CRANE CO COM 224399105 241 10298 SH DEFINED 01 0 0 10298 CRANE CO COM 224399105 824 35200 SH DEFINED 06 0 35200 0 CREDIT SUISSE ASSET MGMT INC COM 224916106 64 15046 SH DEFINED 01 0 0 15046 CRAY INC COM 225223106 165 15157 SH DEFINED 01 0 0 15157 CREDIT SUISSE GROUP SPONSORED ADR 225401108 365 11435 SH DEFINED 01 0 0 11435 CREDIT SUISSE GROUP SPONSORED ADR 225401108 703 22000 SH DEFINED 06 0 22000 0 CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 2745 591629 SH DEFINED 01 0 0 591629 CREE INC COM 225447101 130 7028 SH DEFINED 01 0 0 7028 CREE INC COM 225447101 225 11800 SH DEFINED 15 11800 0 0 CRESCENT REAL ESTATE EQUITIE COM 225756105 2862 197415 SH DEFINED 01 0 0 197415 CRESCENT REAL ESTATE EQUITIE COM 225756105 41 2800 SH DEFINED 06 0 2800 0 CRITICAL PATH INC COM NEW 22674V506 283 114612 SH DEFINED 01 0 0 114612 CROSSROADS SYS INC COM 22765D100 24 10000 SH DEFINED 01 0 0 10000 CROWN CASTLE INTL CORP COM 228227104 10 1150 SH DEFINED 01 0 0 1150 CROWN CASTLE INTL CORP COM 228227104 1478 159500 SH DEFINED 15 159500 0 0 CROWN HOLDINGS INC COM 228368106 423 62755 SH DEFINED 01 0 0 62755 CROWN HOLDINGS INC COM 228368106 3837 568500 SH DEFINED 06 0 568500 0 CROWN MEDIA HLDGS INC CL A 228411104 81 10000 SH DEFINED 01 0 0 10000 CRYSTALLEX INTL CORP COM 22942F101 45 19890 SH DEFINED 01 19890 0 0 CUBIC CORP COM 229669106 1175 46801 SH DEFINED 01 0 0 46801 CUMMINS INC COM 231021106 124 2805 SH DEFINED 01 0 0 2805 CUMMINS INC COM 231021106 133 3000 SH DEFINED 06 0 3000 0 CUMULUS MEDIA INC CL A 231082108 11 681 SH DEFINED 01 0 0 681 CUMULUS MEDIA INC CL A 231082108 1804 105800 SH DEFINED 06 0 105800 0 CURATIVE HEALTH SRVCS INC COM 23126W100 222 12500 SH DEFINED 01 0 0 12500 CURTISS WRIGHT CORP COM 231561101 212 3000 SH DEFINED 06 0 3000 0 CYBERONICS INC COM 23251P102 180 5850 SH DEFINED 01 0 0 5850 CYBERONICS INC COM 23251P102 1159 37800 SH DEFINED 13 37800 0 0 CYMER INC COM 232572107 598 14543 SH DEFINED 01 0 0 14543 CYMER INC COM 232572107 1846 44800 SH DEFINED 06 0 44800 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 0 1 SH DEFINED 01 1 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 866 108000 SH DEFINED 13 108000 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 701 39666 SH DEFINED 01 0 0 39666 CYTEC INDS INC COM 232820100 409 11216 SH DEFINED 01 0 0 11216 CYTYC CORP COM 232946103 1043 69513 SH DEFINED 01 0 0 69513 CYTYC CORP COM 232946103 416 27600 SH DEFINED 15 27600 0 0 CYCLE CTRY ACCESSORIES CORP COM 232984104 203 42395 SH DEFINED 01 0 0 42395 DNP SELECT INCOME FD COM 23325P104 442 41880 SH DEFINED 01 0 0 41880 DPAC TECHNOLOGIES CORP COM 233269109 30 24000 SH DEFINED 01 0 0 24000 DQE INC COM 23329J104 834 54077 SH DEFINED 01 0 0 54077 DPL INC COM 233293109 419 24463 SH DEFINED 01 0 0 24463 D R HORTON INC COM 23331A109 2003 61261 SH DEFINED 01 0 0 61261 D R HORTON INC COM 23331A109 680 20800 SH DEFINED 06 0 20800 0 DST SYS INC DEL COM 233326107 279 7423 SH DEFINED 01 0 0 7423 DTE ENERGY CO COM 233331107 2494 67631 SH DEFINED 01 0 0 67631 DTE ENERGY CO COM 233331107 446 12100 SH DEFINED 06 0 12100 0 DANA CORP COM 235811106 456 29580 SH DEFINED 01 0 0 29580 DANA CORP COM 235811106 160 10400 SH DEFINED 06 0 10400 0 DANAHER CORP DEL COM 235851102 12161 164662 SH DEFINED 01 148715 0 15947 DANAHER CORP DEL COM 235851102 1004 13600 SH DEFINED 06 0 13600 0 DARDEN RESTAURANTS INC COM 237194105 188 9914 SH DEFINED 01 735 0 9179 DARDEN RESTAURANTS INC COM 237194105 218 11500 SH DEFINED 06 0 11500 0 DASSAULT SYS S A SPONSORED ADR 237545108 438 12439 SH DEFINED 01 9902 0 2537 DATATEC SYS INC COM 238128102 13 12000 SH DEFINED 01 0 0 12000 DAVE & BUSTERS INC COM 23833N104 111 10800 SH DEFINED 01 0 0 10800 DEAN FOODS CO NEW COM 242370104 1262 40684 SH DEFINED 01 12655 0 28029 DEBT STRATEGIES FD INC NEW COM 24276Q109 2095 311295 SH DEFINED 01 0 0 311295 DEERE & CO COM 244199105 9046 169692 SH DEFINED 01 0 0 169692 DEERE & CO COM 244199105 2820 52900 SH DEFINED 06 0 52900 0 DEERE & CO COM 244199105 52 985 SH DEFINED 11 0 985 0 DEL MONTE FOODS CO COM 24522P103 1380 158472 SH DEFINED 01 500 0 157972 DELAWARE INV GLBL DIV & INC COM 245916101 196 17360 SH DEFINED 01 0 0 17360 DELL INC COM 24702R101 27462 821740 SH DEFINED 01 105726 0 716014 DELL INC COM 24702R101 12405 371528 SH DEFINED 06 0 371528 0 DELL INC COM 24702R101 117 3515 SH DEFINED 11 0 3515 0 DELL INC COM 24702R101 1277 37333 SH DEFINED 12 37333 0 0 DELL INC COM 24702R101 8 260 SH DEFINED 16 0 0 260 DELPHI CORP COM 247126105 567 62698 SH DEFINED 01 4904 0 57794 DELPHI CORP COM 247126105 375 41400 SH DEFINED 06 0 41400 0 DELPHI FINL GROUP INC CL A 247131105 20 444 SH DEFINED 01 0 0 444 DELPHI FINL GROUP INC CL A 247131105 786 16900 SH DEFINED 06 0 16900 0 DELTA & PINE LD CO COM 247357106 7 330 SH DEFINED 01 0 0 330 DELTA & PINE LD CO COM 247357106 2404 104200 SH DEFINED 15 104200 0 0 DELTA AIR LINES INC DEL COM 247361108 1864 140176 SH DEFINED 01 0 0 140176 DELTA AIR LINES INC DEL COM 247361108 125 9400 SH DEFINED 06 0 9400 0 DELTA AIR LINES INC DEL COM 247361108 1 81 SH DEFINED 16 0 0 81 DELUXE CORP COM 248019101 545 13578 SH DEFINED 01 0 0 13578 DENDREON CORP COM 24823Q107 78 8926 SH DEFINED 01 0 0 8926 DENDREON CORP COM 24823Q107 1168 132000 SH DEFINED 13 132000 0 0 DENTSPLY INTL INC NEW COM 249030107 3662 81684 SH DEFINED 01 0 0 81684 DENTSPLY INTL INC NEW COM 249030107 919 20500 SH DEFINED 06 0 20500 0 DESWELL INDS INC COM 250639101 746 35311 SH DEFINED 01 0 0 35311 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 318 22058 SH DEFINED 01 0 0 22058 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 5940 411360 SH DEFINED 06 0 411360 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 195 6550 SH DEFINED 01 0 0 6550 DEVELOPERS DIVERSIFIED RLTY COM 251591103 209 7000 SH DEFINED 06 0 7000 0 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 570 555000 SH DEFINED 01 12000 0 543000 DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB9 631 621000 SH DEFINED 01 0 0 621000 DEVON ENERGY CORP NEW COM 25179M103 9399 195050 SH DEFINED 01 0 0 195050 DEVON ENERGY CORP NEW COM 25179M103 810 16800 SH DEFINED 06 0 16800 0 DEVRY INC DEL COM 251893103 504 21335 SH DEFINED 01 0 0 21335 DIAGEO P L C SPON ADR NEW 25243Q205 4385 99339 SH DEFINED 01 0 0 99339 DIAGEO P L C SPON ADR NEW 25243Q205 1138 25765 SH DEFINED 06 0 25765 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 298 15609 SH DEFINED 01 0 0 15609 DIAMONDS TR UNIT SER 1 252787106 17212 184823 SH DEFINED 01 0 0 184823 DICKS SPORTING GOODS INC COM 253393102 1774 47534 SH DEFINED 01 0 0 47534 DIEBOLD INC COM 253651103 3638 71835 SH DEFINED 01 0 0 71835 DIGENE CORP COM 253752109 89 2200 SH DEFINED 01 0 0 2200 DIGENE CORP COM 253752109 816 19900 SH DEFINED 15 19900 0 0 DILLARDS INC CL A 254067101 279 20016 SH DEFINED 01 0 0 20016 DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 1 10500 SH DEFINED 01 0 0 10500 DISCOVERY LABORATORIES INC N COM 254668106 457 63503 SH DEFINED 01 0 0 63503 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 14 14000 SH DEFINED 01 14000 0 0 DISNEY WALT CO COM DISNEY 254687106 28477 1411876 SH DEFINED 01 109253 0 1302623 DISNEY WALT CO COM DISNEY 254687106 10162 503801 SH DEFINED 06 0 503801 0 DISNEY WALT CO COM DISNEY 254687106 807 39815 SH DEFINED 12 39815 0 0 DISNEY WALT CO COM DISNEY 254687106 4 200 SH DEFINED 16 0 0 200 DIVERSA CORP COM 255064107 107 13893 SH DEFINED 01 0 0 13893 DIXIE GROUP INC SDCV 7.000% 5/1 255519AA8 39 49000 SH DEFINED 01 0 0 49000 DR REDDYS LABS LTD ADR 256135203 878 37443 SH DEFINED 01 0 0 37443 DOCUMENTUM INC COM 256159104 4 200 SH DEFINED 01 0 0 200 DOCUMENTUM INC COM 256159104 1946 91300 SH DEFINED 06 0 91300 0 DOLLAR GEN CORP COM 256669102 8031 401558 SH DEFINED 01 0 0 401558 DOLLAR GEN CORP COM 256669102 2042 102100 SH DEFINED 06 0 102100 0 DOLLAR TREE STORES INC COM 256747106 3114 92818 SH DEFINED 01 17104 0 75714 DOLLAR TREE STORES INC COM 256747106 2797 83500 SH DEFINED 06 0 83500 0 DOLLAR TREE STORES INC COM 256747106 1309 38500 SH DEFINED 15 38500 0 0 DOMINION RES INC VA NEW COM 25746U109 4834 78102 SH DEFINED 01 3161 0 74941 DOMINION RES INC VA NEW COM 25746U109 1695 27386 SH DEFINED 06 0 27386 0 DONALDSON INC COM 257651109 391 7255 SH DEFINED 01 0 0 7255 DONNELLEY R R & SONS CO COM 257867101 496 19954 SH DEFINED 01 0 0 19954 DONNELLEY R R & SONS CO COM 257867101 221 8900 SH DEFINED 06 0 8900 0 DORAL FINL CORP COM 25811P100 884 18814 SH DEFINED 01 0 0 18814 DORAL FINL CORP COM 25811P100 2977 63350 SH DEFINED 11 0 63350 0 DOT HILL SYS CORP COM 25848T109 1463 106250 SH DEFINED 01 0 0 106250 DOUBLECLICK INC COM 258609304 410 38053 SH DEFINED 01 0 0 38053 DOV PHARMACEUTICAL INC COM 259858108 53 3000 SH DEFINED 01 0 0 3000 DOV PHARMACEUTICAL INC COM 259858108 2339 136000 SH DEFINED 14 136000 0 0 DOVER CORP COM 260003108 1921 54313 SH DEFINED 01 0 0 54313 DOVER CORP COM 260003108 1662 47000 SH DEFINED 06 0 47000 0 DOVER CORP COM 260003108 88 2500 SH DEFINED 11 0 2500 0 DOVER CORP COM 260003108 2796 77600 SH DEFINED 15 77600 0 0 DOW CHEM CO COM 260543103 40333 1239501 SH DEFINED 01 18588 0 1220913 DOW CHEM CO COM 260543103 1995 61300 SH DEFINED 06 0 61300 0 DOW JONES & CO INC COM 260561105 2399 50676 SH DEFINED 01 0 0 50676 DOW JONES & CO INC COM 260561105 313 6600 SH DEFINED 06 0 6600 0 DRESS BARN INC COM 261570105 1370 100000 SH DEFINED 01 0 0 100000 DREYFUS STRATEGIC MUNS INC COM 261932107 365 38918 SH DEFINED 01 0 0 38918 DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 158 31694 SH DEFINED 01 0 0 31694 DREYFUS STRATEGIC MUN BD FD COM 26202F107 455 51765 SH DEFINED 01 0 0 51765 DU PONT E I DE NEMOURS & CO COM 263534109 63445 1585731 SH DEFINED 01 900269 0 685462 DU PONT E I DE NEMOURS & CO COM 263534109 8238 205900 SH DEFINED 06 0 205900 0 DU PONT E I DE NEMOURS & CO COM 263534109 145 3636 SH DEFINED 11 0 3636 0 DU PONT E I DE NEMOURS & CO COM 263534109 12 300 SH DEFINED 16 0 0 300 DUFF & PHELPS UTIL CORP BD T COM 26432K108 156 10899 SH DEFINED 01 0 0 10899 DUKE ENERGY CORP COM 264399106 9847 552904 SH DEFINED 01 40876 0 512028 DUKE ENERGY CORP COM 264399106 1095 61500 SH DEFINED 06 0 61500 0 DUKE REALTY CORP COM NEW 264411505 1095 37526 SH DEFINED 01 0 0 37526 DUKE REALTY CORP COM NEW 264411505 146 5000 SH DEFINED 06 0 5000 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 852 20516 SH DEFINED 01 852 0 19664 DUN & BRADSTREET CORP DEL NE COM 26483E100 3239 77965 SH DEFINED 06 0 77965 0 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 266597301 36 12700 SH DEFINED 01 0 0 12700 DYNEGY INC NEW CL A 26816Q101 1383 384338 SH DEFINED 01 155 0 384183 DYNEGY INC NEW CL A 26816Q101 95 26300 SH DEFINED 06 0 26300 0 DYNEGY INC NEW CALL 26816Q9CZ 36 10000 SH CALL DEFINED 01 0 0 100 ECI TELECOM LTD ORD 268258100 99 24507 SH DEFINED 01 0 0 24507 E M C CORP MASS COM 268648102 17667 1398875 SH DEFINED 01 0 0 1398875 E M C CORP MASS COM 268648102 5124 405700 SH DEFINED 06 0 405700 0 E M C CORP MASS COM 268648102 61 4853 SH DEFINED 11 0 4853 0 E M C CORP MASS COM 268648102 62 4894 SH DEFINED 12 4894 0 0 ENSCO INTL INC COM 26874Q100 222 8290 SH DEFINED 01 0 0 8290 ENI S P A SPONSORED ADR 26874R108 860 11245 SH DEFINED 01 0 0 11245 EOG RES INC COM 26875P101 649 15551 SH DEFINED 01 0 0 15551 EOG RES INC COM 26875P101 321 7700 SH DEFINED 06 0 7700 0 E ON AG SPONSORED ADR 268780103 883 18099 SH DEFINED 01 0 0 18099 E ON AG SPONSORED ADR 268780103 8251 169085 SH DEFINED 06 0 169085 0 EPIQ SYS INC COM 26882D109 580 34175 SH DEFINED 01 0 0 34175 ESS TECHNOLOGY INC COM 269151106 220 20437 SH DEFINED 01 0 0 20437 E TRADE GROUP INC COM 269246104 1453 156943 SH DEFINED 01 0 0 156943 EARTHLINK INC COM 270321102 1086 132039 SH DEFINED 01 0 0 132039 EASTGROUP PPTY INC COM 277276101 2006 72244 SH DEFINED 01 60318 0 11926 EASTMAN CHEM CO COM 277432100 933 27871 SH DEFINED 01 3295 0 24576 EASTMAN CHEM CO COM 277432100 211 6300 SH DEFINED 06 0 6300 0 EASTMAN CHEM CO COM 277432100 52 1560 SH DEFINED 11 0 1560 0 EASTMAN KODAK CO COM 277461109 30997 1480301 SH DEFINED 01 1159698 0 320603 EASTMAN KODAK CO COM 277461109 425 20300 SH DEFINED 06 0 20300 0 EASTMAN KODAK CO COM 277461109 167 8000 SH DEFINED 12 8000 0 0 EASTMAN KODAK CO COM 277461109 8 400 SH DEFINED 16 0 0 400 EATON CORP COM 278058102 3008 33948 SH DEFINED 01 27400 0 6548 EATON CORP COM 278058102 532 6000 SH DEFINED 06 0 6000 0 EATON VANCE FL MUNI INCOME T SH BEN INT 27826B100 146 10009 SH DEFINED 01 0 0 10009 EATON VANCE SR INCOME TR SH BEN INT 27826S103 392 43650 SH DEFINED 01 4 0 43646 EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 457 30852 SH DEFINED 01 0 0 30852 EATON VANCE CORP COM NON VTG 278265103 323 9675 SH DEFINED 01 0 0 9675 EATON VANCE INS MUN BD FD COM 27827X101 1470 108318 SH DEFINED 01 0 0 108318 EATON VANCE INS NY MUN BD FD COM 27827Y109 138 10292 SH DEFINED 01 0 0 10292 EATON VANCE LTD DUR INCOME F COM 27828H105 5680 306235 SH DEFINED 01 474 0 305761 EBAY INC COM 278642103 6046 112732 SH DEFINED 01 25565 0 87167 EBAY INC COM 278642103 3374 63300 SH DEFINED 06 0 63300 0 EBAY INC COM 278642103 556 10002 SH DEFINED 12 10002 0 0 EBOOKERS PLC SPONSORED ADR 278725106 2689 146300 SH DEFINED 15 146300 0 0 ECHELON CORP COM 27874N105 1055 88657 SH DEFINED 01 0 0 88657 ECHOSTAR COMMUNICATIONS NEW NOTE 4.875% 1/0 278762AD1 203 200000 SH DEFINED 01 200000 0 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 351 9183 SH DEFINED 01 0 0 9183 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1494 39050 SH DEFINED 06 0 39050 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 29 775 SH DEFINED 11 0 775 0 ECOLAB INC COM 278865100 8562 339113 SH DEFINED 01 0 0 339113 ECOLAB INC COM 278865100 1108 43900 SH DEFINED 06 0 43900 0 EDISON INTL COM 281020107 137 7219 SH DEFINED 01 0 0 7219 EDISON INTL COM 281020107 418 21900 SH DEFINED 06 0 21900 0 EDUCATION MGMT CORP COM 28139T101 254 4405 SH DEFINED 01 0 0 4405 EDWARDS LIFESCIENCES CORP COM 28176E108 538 19899 SH DEFINED 01 0 0 19899 EDWARDS LIFESCIENCES CORP COM 28176E108 1334 49200 SH DEFINED 15 49200 0 0 EDWARDS AG INC COM 281760108 879 22900 SH DEFINED 01 0 0 22900 EIDOS PLC SPONSORED ADR 282485101 40 17750 SH DEFINED 01 0 0 17750 EL PASO CORP COM 28336L109 4449 609570 SH DEFINED 01 2713 0 606857 EL PASO CORP COM 28336L109 307 42100 SH DEFINED 06 0 42100 0 EL PASO CORP COM 28336L109 0 66 SH DEFINED 16 0 0 66 EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 429 14265 SH DEFINED 01 0 0 14265 ELAN PLC ADR 284131208 4232 800064 SH DEFINED 01 0 0 800064 ELECTRONIC ARTS INC COM 285512109 3936 42702 SH DEFINED 01 0 0 42702 ELECTRONIC ARTS INC COM 285512109 3477 37700 SH DEFINED 06 0 37700 0 ELECTRONIC ARTS INC COM 285512109 497 5335 SH DEFINED 12 5335 0 0 ELECTRONIC ARTS INC COM 285512109 3 35 SH DEFINED 16 0 0 35 ELECTRONIC DATA SYS NEW NOTE 10/1 285661AB0 183 231000 SH DEFINED 01 231000 0 0 ELECTRONIC DATA SYS NEW COM 285661104 5284 261593 SH DEFINED 01 192820 0 68773 ELECTRONIC DATA SYS NEW COM 285661104 1959 97000 SH DEFINED 06 0 97000 0 ELECTRONICS FOR IMAGING INC COM 286082102 1152 49393 SH DEFINED 01 0 0 49393 ELLSWORTH CONV GROWTH & INCO COM 289074106 326 40571 SH DEFINED 01 0 0 40571 EMBRATEL PARTICIPACOES S A SP ADR PFD NEW 29081N209 486 37221 SH DEFINED 01 0 0 37221 EMERGING MKTS TELECOMNC FD N COM 290890102 274 42242 SH DEFINED 01 0 0 42242 EMERSON ELEC CO COM 291011104 21653 411272 SH DEFINED 01 189746 0 221526 EMERSON ELEC CO COM 291011104 2812 53400 SH DEFINED 06 0 53400 0 EMERSON ELEC CO COM 291011104 46 891 SH DEFINED 11 0 891 0 EMERSON RADIO CORP COM NEW 291087203 41 11190 SH DEFINED 01 0 0 11190 EMISPHERE TECHNOLOGIES INC COM 291345106 251 34600 SH DEFINED 01 0 0 34600 EMMIS COMMUNICATIONS CORP CL A 291525103 351 17385 SH DEFINED 01 0 0 17385 EMMIS COMMUNICATIONS CORP CL A 291525103 1612 79900 SH DEFINED 06 0 79900 0 EMMIS COMMUNICATIONS CORP CL A 291525103 3061 164600 SH DEFINED 15 164600 0 0 EMPIRE DIST ELEC CO COM 291641108 576 26200 SH DEFINED 01 0 0 26200 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 137 12716 SH DEFINED 01 0 0 12716 EMULEX CORP COM NEW 292475209 575 22604 SH DEFINED 01 0 0 22604 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 6743 138109 SH DEFINED 01 0 0 138109 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 801 18077 SH DEFINED 01 0 0 18077 ENCANA CORP COM 292505104 818 22494 SH DEFINED 01 0 0 22494 ENCANA CORP COM 292505104 1045 28728 SH DEFINED 06 0 28728 0 ENCANA CORP COM 292505104 98 2700 SH DEFINED 11 0 2700 0 ENCORE CAP GROUP INC COM 292554102 62 5300 SH DEFINED 01 0 0 5300 ENCORE CAP GROUP INC COM 292554102 538 48300 SH DEFINED 15 48300 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 126 20736 SH DEFINED 01 0 0 20736 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 729 122900 SH DEFINED 13 122900 0 0 ENDESA S A SPONSORED ADR 29258N107 31 2030 SH DEFINED 01 0 0 2030 ENDESA S A SPONSORED ADR 29258N107 427 27475 SH DEFINED 06 0 27475 0 ENERGEN CORP COM 29265N108 10 295 SH DEFINED 01 0 0 295 ENERGEN CORP COM 29265N108 868 24000 SH DEFINED 06 0 24000 0 ENERGY EAST CORP COM 29266M109 581 25913 SH DEFINED 01 2694 0 23219 ENERGIZER HLDGS INC COM 29266R108 2131 57960 SH DEFINED 01 0 0 57960 ENERPLUS RES FD UNIT TR G NEW 29274D604 1292 49600 SH DEFINED 01 0 0 49600 ENGELHARD CORP COM 292845104 590 21323 SH DEFINED 01 0 0 21323 ENGELHARD CORP COM 292845104 252 9100 SH DEFINED 06 0 9100 0 ENGINEERED SUPPORT SYS INC COM 292866100 317 5240 SH DEFINED 01 0 0 5240 ENNIS BUSINESS FORMS INC COM 293389102 742 55300 SH DEFINED 06 0 55300 0 ENTEGRIS INC COM 29362U104 309 27387 SH DEFINED 01 0 0 27387 ENTEGRIS INC COM 29362U104 1295 114600 SH DEFINED 06 0 114600 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1308 29190 SH DEFINED 01 0 0 29190 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1873 41800 SH DEFINED 06 0 41800 0 ENTERGY CORP NEW COM 29364G103 364 6738 SH DEFINED 01 359 0 6379 ENTERGY CORP NEW COM 29364G103 1170 21600 SH DEFINED 06 0 21600 0 ENTERPRISE PRODS PARTNERS L COM 293792107 9450 418154 SH DEFINED 01 0 0 418154 ENZON PHARMACEUTICALS INC COM 293904108 460 39534 SH DEFINED 01 0 0 39534 ENZON PHARMACEUTICALS INC COM 293904108 8054 693000 SH DEFINED 13 693000 0 0 ENZO BIOCHEM INC COM 294100102 1131 57975 SH DEFINED 01 0 0 57975 ENZO BIOCHEM INC COM 294100102 3651 185850 SH DEFINED 13 185850 0 0 EON LABS INC COM 29412E100 433 11307 SH DEFINED 01 0 0 11307 EON LABS INC COM 29412E100 362 9500 SH DEFINED 15 9500 0 0 EPICOR SOFTWARE CORP COM 29426L108 411 45683 SH DEFINED 01 0 0 45683 EPOCH BIOSCIENCES INC COM 294273107 60 25000 SH DEFINED 01 0 0 25000 EQUIFAX INC COM 294429105 185 8325 SH DEFINED 01 0 0 8325 EQUIFAX INC COM 294429105 2646 118815 SH DEFINED 06 0 118815 0 EQUITABLE RES INC COM 294549100 3574 86970 SH DEFINED 01 0 0 86970 EQUITY MARKETING INC COM 294724109 215 14300 SH DEFINED 01 0 0 14300 EQUITY OFFICE PROPERTIES TRU COM 294741103 4741 172222 SH DEFINED 01 0 0 172222 EQUITY OFFICE PROPERTIES TRU COM 294741103 1327 48200 SH DEFINED 06 0 48200 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1119 38244 SH DEFINED 01 0 0 38244 EQUITY RESIDENTIAL SH BEN INT 29476L107 1016 34700 SH DEFINED 06 0 34700 0 EQUUS II INC COM 294766100 259 30129 SH DEFINED 01 105 0 30024 ERESEARCHTECHNOLOGY INC COM 29481V108 371 10717 SH DEFINED 01 0 0 10717 ERICSSON L M TEL CO ADR B SEK 10 2948210AB 220 15000 SH DEFINED 01 150 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 984 66982 SH DEFINED 01 0 0 66982 ESPERION THERAPEUTICS INC COM 29664R106 174 8975 SH DEFINED 01 0 0 8975 ESPERION THERAPEUTICS INC COM 29664R106 2339 120500 SH DEFINED 13 120500 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 750 20848 SH DEFINED 01 0 0 20848 EUROPE FD INC COM 29874M103 1154 131399 SH DEFINED 01 0 0 131399 EUROPE FD INC COM 29874M103 9 1100 SH DEFINED 16 0 0 1100 EVERGREEN RES INC COM NO PAR 299900308 2703 100118 SH DEFINED 01 0 0 100118 EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 618 41836 SH DEFINED 01 0 0 41836 EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 292 16047 SH DEFINED 01 99 0 15948 EXACT SCIENCES CORP COM 30063P105 2320 177200 SH DEFINED 13 177200 0 0 EXELON CORP COM 30161N101 3273 51558 SH DEFINED 01 0 0 51558 EXELON CORP COM 30161N101 3793 59725 SH DEFINED 06 0 59725 0 EXPEDITORS INTL WASH INC COM 302130109 832 24201 SH DEFINED 01 0 0 24201 EXPONENT INC COM 30214U102 330 19000 SH DEFINED 01 0 0 19000 EXPRESS SCRIPTS INC COM 302182100 1199 19629 SH DEFINED 01 0 0 19629 EXPRESS SCRIPTS INC COM 302182100 70 1150 SH DEFINED 06 0 1150 0 EXTENDED STAY AMER INC COM 30224P101 1133 75900 SH DEFINED 06 0 75900 0 EXTREME NETWORKS INC COM 30226D106 130 20715 SH DEFINED 01 0 0 20715 EXXON MOBIL CORP COM 30231G102 149882 4095142 SH DEFINED 01 1770588 0 2324554 EXXON MOBIL CORP COM 30231G102 24804 677714 SH DEFINED 06 0 677714 0 EXXON MOBIL CORP COM 30231G102 202 5540 SH DEFINED 11 0 5540 0 EXXON MOBIL CORP COM 30231G102 8 229 SH DEFINED 16 0 0 229 F&C CLAYMORE PFD SECS INC FD COM SHS 30236V104 479 18810 SH DEFINED 01 0 0 18810 FLIR SYS INC COM 302445101 831 32723 SH DEFINED 01 0 0 32723 F M C CORP COM NEW 302491303 1760 69842 SH DEFINED 01 0 0 69842 FPIC INS GROUP INC COM 302563101 218 14500 SH DEFINED 01 0 0 14500 FPL GROUP INC COM 302571104 1323 20938 SH DEFINED 01 0 0 20938 FPL GROUP INC COM 302571104 784 12400 SH DEFINED 06 0 12400 0 FTI CONSULTING INC COM 302941109 1302 75061 SH DEFINED 01 0 0 75061 FACTSET RESH SYS INC COM 303075105 1240 27976 SH DEFINED 01 0 0 27976 FAIR ISAAC CORP COM 303250104 1042 17676 SH DEFINED 01 0 0 17676 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 4 300 SH DEFINED 01 0 0 300 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1585 95600 SH DEFINED 06 0 95600 0 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 561 3581 SH DEFINED 01 3581 0 0 FAIRMONT HOTELS RESORTS INC COM 305204109 450 17495 SH DEFINED 01 0 0 17495 FAIRMONT HOTELS RESORTS INC COM 305204109 1023 39200 SH DEFINED 15 39200 0 0 FAMILY DLR STORES INC COM 307000109 956 23967 SH DEFINED 01 0 0 23967 FAMILY DLR STORES INC COM 307000109 523 13100 SH DEFINED 06 0 13100 0 FEDERAL AGRIC MTG CORP CL C 313148306 2731 101168 SH DEFINED 01 0 0 101168 FEDERAL HOME LN MTG CORP COM 313400301 37354 713552 SH DEFINED 01 0 0 713552 FEDERAL HOME LN MTG CORP COM 313400301 6146 117400 SH DEFINED 06 0 117400 0 FEDERAL HOME LN MTG CORP COM 313400301 66 1267 SH DEFINED 11 0 1267 0 FEDERAL HOME LN MTG CORP COM 313400301 1 20 SH DEFINED 16 0 0 20 FEDERAL NATL MTG ASSN COM 313586109 33203 472984 SH DEFINED 01 38005 0 434979 FEDERAL NATL MTG ASSN COM 313586109 7089 100985 SH DEFINED 06 0 100985 0 FEDERAL NATL MTG ASSN COM 313586109 200 2863 SH DEFINED 11 0 2863 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 121 3309 SH DEFINED 01 0 0 3309 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 236 6400 SH DEFINED 06 0 6400 0 FEDERAL SIGNAL CORP COM 313855108 193 12995 SH DEFINED 01 0 0 12995 FEDERATED DEPT STORES INC DE COM 31410H101 1499 35794 SH DEFINED 01 0 0 35794 FEDERATED DEPT STORES INC DE COM 31410H101 520 12400 SH DEFINED 06 0 12400 0 FEDERATED INVS INC PA CL B 314211103 184 6650 SH DEFINED 01 0 0 6650 FEDERATED INVS INC PA CL B 314211103 211 7600 SH DEFINED 06 0 7600 0 FEDERATED PREM INTR MUN INC COM 31423M105 374 27666 SH DEFINED 01 0 0 27666 FEDEX CORP COM 31428X106 4443 68968 SH DEFINED 01 19872 0 49096 FEDEX CORP COM 31428X106 1985 30813 SH DEFINED 06 0 30813 0 FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 3480 154364 SH DEFINED 01 0 0 154364 FIBERMARK INC COM 315646109 699 349710 SH DEFINED 01 0 0 349710 FIDELITY NATL FINL INC COM 316326107 1544 51379 SH DEFINED 01 46150 0 5229 FIFTH THIRD BANCORP COM 316773100 17804 320578 SH DEFINED 01 35944 0 284634 FIFTH THIRD BANCORP COM 316773100 2117 38300 SH DEFINED 06 0 38300 0 FIFTH THIRD BANCORP COM 316773100 4 76 SH DEFINED 16 0 0 76 FILENET CORP COM 316869106 35 1750 SH DEFINED 01 0 0 1750 FILENET CORP COM 316869106 1497 74600 SH DEFINED 06 0 74600 0 FINISAR COM 31787A101 36 16130 SH DEFINED 01 0 0 16130 FIRST BANCORP P R COM 318672102 246 8000 SH DEFINED 01 0 0 8000 FIRST BANCORP P R COM 318672102 1426 46400 SH DEFINED 11 0 46400 0 FIRST DATA CORP COM 319963104 12782 319870 SH DEFINED 01 54124 0 265746 FIRST DATA CORP COM 319963104 11464 286894 SH DEFINED 06 0 286894 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 77 12130 SH DEFINED 01 0 0 12130 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 215 6735 SH DEFINED 01 0 0 6735 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 898 28000 SH DEFINED 06 0 28000 0 FIRST ISRAEL FD INC COM 32063L100 146 14500 SH DEFINED 01 0 0 14500 FIRST MARINER BANCORP COM 320795107 179 10250 SH DEFINED 01 0 0 10250 FIRST HEALTH GROUP CORP COM 320960107 498 18998 SH DEFINED 01 0 0 18998 FIRST NIAGARA FINL GP INC COM 33582V108 275 18230 SH DEFINED 01 0 0 18230 FIRST TENN NATL CORP COM 337162101 18276 430447 SH DEFINED 01 425476 0 4971 FIRST TENN NATL CORP COM 337162101 374 8800 SH DEFINED 06 0 8800 0 FISERV INC COM 337738108 1311 36143 SH DEFINED 01 0 0 36143 FISERV INC COM 337738108 3940 108750 SH DEFINED 06 0 108750 0 FIRSTMERIT CORP COM 337915102 463 18749 SH DEFINED 01 0 0 18749 FIRSTENERGY CORP COM 337932107 2203 69072 SH DEFINED 01 0 0 69072 FIRSTENERGY CORP COM 337932107 702 21997 SH DEFINED 06 0 21997 0 FISHER SCIENTIFIC INTL INC COM NEW 338032204 735 18526 SH DEFINED 01 0 0 18526 FISHER SCIENTIFIC INTL INC COM NEW 338032204 1596 40200 SH DEFINED 06 0 40200 0 FIVE STAR QUALITY CARE INC COM 33832D106 48 22151 SH DEFINED 01 0 0 22151 FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 599 17780 SH DEFINED 01 0 0 17780 FLEETBOSTON FINL CORP COM 339030108 14201 471012 SH DEFINED 01 14379 0 456633 FLEETBOSTON FINL CORP COM 339030108 2490 82592 SH DEFINED 06 0 82592 0 FLEETBOSTON FINL CORP COM 339030108 1 50 SH DEFINED 16 0 0 50 FLEETWOOD ENTERPRISES INC COM 339099103 739 79768 SH DEFINED 01 0 0 79768 FLORIDA ROCK INDS INC COM 341140101 24 500 SH DEFINED 01 0 0 500 FLORIDA ROCK INDS INC COM 341140101 893 18000 SH DEFINED 06 0 18000 0 FLORIDA ROCK INDS INC COM 341140101 79 1600 SH DEFINED 11 0 1600 0 FLUOR CORP NEW COM 343412102 545 14625 SH DEFINED 01 0 0 14625 FLUOR CORP NEW COM 343412102 217 5800 SH DEFINED 06 0 5800 0 FLOWSERVE CORP COM 34354P105 871 42930 SH DEFINED 01 0 0 42930 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 230 6033 SH DEFINED 01 0 0 6033 FORD MTR CO DEL COM PAR $0.01 345370860 2488 231037 SH DEFINED 01 51073 0 179964 FORD MTR CO DEL COM PAR $0.01 345370860 1337 124100 SH DEFINED 06 0 124100 0 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 2660 61432 SH DEFINED 01 2800 0 58632 FORDING CDN COAL TR TR UNIT 345425102 1082 49875 SH DEFINED 01 0 0 49875 FOREST LABS INC COM 345838106 12797 248730 SH DEFINED 01 0 0 248730 FOREST LABS INC COM 345838106 2413 46900 SH DEFINED 06 0 46900 0 FOREST LABS INC COM 345838106 996 20000 SH DEFINED 15 20000 0 0 FORGENT NETWORKS INC COM 34629U103 116 35396 SH DEFINED 01 1675 0 33721 FORTUNE BRANDS INC COM 349631101 2530 44583 SH DEFINED 01 0 0 44583 FORTUNE BRANDS INC COM 349631101 562 9900 SH DEFINED 06 0 9900 0 FORTUNE BRANDS INC COM 349631101 1338 23300 SH DEFINED 15 23300 0 0 FOUNDRY NETWORKS INC COM 35063R100 617 28741 SH DEFINED 01 8281 0 20460 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 266 5354 SH DEFINED 01 0 0 5354 FOX ENTMT GROUP INC CL A 35138T107 1097 39194 SH DEFINED 01 0 0 39194 FOX ENTMT GROUP INC CL A 35138T107 1106 39500 SH DEFINED 06 0 39500 0 FOX ENTMT GROUP INC CL A 35138T107 1557 56330 SH DEFINED 12 56330 0 0 FRANCE GROWTH FD INC COM 35177K108 86 13158 SH DEFINED 01 0 0 13158 FRANKLIN RES INC COM 354613101 1332 30143 SH DEFINED 01 0 0 30143 FRANKLIN RES INC COM 354613101 4959 112180 SH DEFINED 06 0 112180 0 FRANKLIN RES INC COM 354613101 34 775 SH DEFINED 11 0 775 0 FREDS INC CL A 356108100 530 16106 SH DEFINED 01 0 0 16106 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1963 59328 SH DEFINED 01 0 0 59328 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 377 11400 SH DEFINED 06 0 11400 0 FREMONT GEN CORP COM 357288109 1296 102029 SH DEFINED 01 0 0 102029 FRESCO INDEX SHS FDS DJ EURO STX 50 35802T201 2238 80000 SH DEFINED 01 80000 0 0 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 237 13790 SH DEFINED 01 0 0 13790 FUEL-TECH N V COM 359523107 2374 443800 SH DEFINED 15 443800 0 0 FURNITURE BRANDS INTL INC COM 360921100 351 14586 SH DEFINED 01 0 0 14586 GATX CORP COM 361448103 220 10420 SH DEFINED 01 0 0 10420 GTC BIOTHERAPEUTICS INC COM 36238T104 113 36700 SH DEFINED 01 0 0 36700 GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 304 39076 SH DEFINED 01 0 0 39076 GABELLI EQUITY TR INC COM 362397101 355 48727 SH DEFINED 01 0 0 48727 GABLES RESIDENTIAL TR SH BEN INT 362418105 284 8800 SH DEFINED 01 0 0 8800 GALLAGHER ARTHUR J & CO COM 363576109 290 10280 SH DEFINED 01 0 0 10280 GALLAHER GROUP PLC SPONSORED ADR 363595109 264 7044 SH DEFINED 01 0 0 7044 GALYANS TRADING INC COM 36458R101 654 64200 SH DEFINED 01 0 0 64200 GAMESTOP CORP CL A 36466R101 163 10292 SH DEFINED 01 0 0 10292 GANNETT INC COM 364730101 11951 154091 SH DEFINED 01 25479 0 128612 GANNETT INC COM 364730101 10056 129650 SH DEFINED 06 0 129650 0 GAP INC DEL NOTE 5.750% 3/1 364760AJ7 28 23000 SH DEFINED 01 3000 0 20000 GAP INC DEL COM 364760108 6614 386381 SH DEFINED 01 28658 0 357723 GAP INC DEL COM 364760108 1044 61000 SH DEFINED 06 0 61000 0 GATEWAY INC COM 367626108 740 130889 SH DEFINED 01 0 0 130889 GATEWAY INC COM 367626108 132 23300 SH DEFINED 06 0 23300 0 GEN-PROBE INC NEW COM 36866T103 509 9403 SH DEFINED 01 0 0 9403 GEN-PROBE INC NEW COM 36866T103 12411 222201 SH DEFINED 13 222201 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 254 53803 SH DEFINED 01 0 0 53803 GEMSTAR-TV GUIDE INTL INC COM 36866W106 271 57087 SH DEFINED 12 57087 0 0 GENENTECH INC COM NEW 368710406 41012 511760 SH DEFINED 01 111599 0 400161 GENENTECH INC COM NEW 368710406 3049 38050 SH DEFINED 06 0 38050 0 GENENTECH INC COM NEW 368710406 26003 325039 SH DEFINED 12 325039 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 333 41850 SH DEFINED 01 0 0 41850 GENERAL DYNAMICS CORP COM 369550108 6025 77194 SH DEFINED 01 0 0 77194 GENERAL DYNAMICS CORP COM 369550108 1205 15440 SH DEFINED 06 0 15440 0 GENERAL ELEC CO COM 369604103 164906 5531924 SH DEFINED 01 852885 0 4679039 GENERAL ELEC CO COM 369604103 36267 1216614 SH DEFINED 06 0 1216614 0 GENERAL ELEC CO COM 369604103 309 10382 SH DEFINED 11 0 10382 0 GENERAL ELEC CO COM 369604103 34 1153 SH DEFINED 16 0 0 1153 GENERAL GROWTH PPTYS INC COM 370021107 268 3744 SH DEFINED 01 0 0 3744 GENERAL GROWTH PPTYS INC COM 370021107 351 4900 SH DEFINED 06 0 4900 0 GENERAL MLS INC DBCV 10/2 370334AU8 71 101000 SH DEFINED 01 16000 0 85000 GENERAL MLS INC COM 370334104 5892 125189 SH DEFINED 01 5256 0 119933 GENERAL MLS INC COM 370334104 2579 54800 SH DEFINED 06 0 54800 0 GENERAL MTRS CORP COM 370442105 54579 1333477 SH DEFINED 01 968701 0 364776 GENERAL MTRS CORP COM 370442105 7355 179700 SH DEFINED 06 0 179700 0 GENERAL MTRS CORP COM 370442105 6 150 SH DEFINED 16 0 0 150 GENERAL MTRS CORP DEB SR CV C 33 370442717 486 18045 SH DEFINED 01 500 0 17545 GENERAL MTRS CORP DEB SR CONV B 370442733 827 36001 SH DEFINED 01 190 0 35811 GENERAL MTRS CORP DEB SR CONV A 370442741 223 9073 SH DEFINED 01 600 0 8473 GENERAL MTRS CORP CL H NEW 370442832 5895 412000 SH DEFINED 01 0 0 412000 GENERAL MTRS CORP CL H NEW 370442832 1832 128000 SH DEFINED 06 0 128000 0 GENERAL MTRS CORP CL H NEW 370442832 1 85 SH DEFINED 16 0 0 85 GENTEX CORP COM 371901109 390 11216 SH DEFINED 01 0 0 11216 GENTA INC COM NEW 37245M207 5 400 SH DEFINED 01 0 0 400 GENTA INC COM NEW 37245M207 3983 306000 SH DEFINED 13 306000 0 0 GENVEC INC COM 37246C109 134 45572 SH DEFINED 01 0 0 45572 GENUINE PARTS CO COM 372460105 13835 432633 SH DEFINED 01 40544 0 392089 GENUINE PARTS CO COM 372460105 393 12300 SH DEFINED 06 0 12300 0 GENUS INC COM 372461103 63 15300 SH DEFINED 01 0 0 15300 GENZYME CORP COM GENL DIV 372917104 6260 135181 SH DEFINED 01 144 0 135037 GENZYME CORP COM GENL DIV 372917104 666 14400 SH DEFINED 06 0 14400 0 GENZYME CORP COM GENL DIV 372917104 24581 533000 SH DEFINED 13 533000 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 768 32897 SH DEFINED 01 0 0 32897 GEORGIA PAC CORP COM 373298108 2103 86794 SH DEFINED 01 0 0 86794 GEORGIA PAC CORP COM 373298108 439 18100 SH DEFINED 06 0 18100 0 GEORGIA PAC CORP COM 373298108 857 36200 SH DEFINED 15 36200 0 0 GERBER SCIENTIFIC INC COM 373730100 568 80012 SH DEFINED 01 0 0 80012 GERON CORP COM 374163103 168 12291 SH DEFINED 01 0 0 12291 GERON CORP COM 374163103 4565 335000 SH DEFINED 13 335000 0 0 GETTY IMAGES INC COM 374276103 295 8407 SH DEFINED 01 4457 0 3950 GETTY IMAGES INC COM 374276103 1350 38400 SH DEFINED 06 0 38400 0 GILEAD SCIENCES INC COM 375558103 1653 29503 SH DEFINED 01 0 0 29503 GILEAD SCIENCES INC COM 375558103 3006 53749 SH DEFINED 06 0 53749 0 GILLETTE CO COM 375766102 33599 1050638 SH DEFINED 01 3083 0 1047555 GILLETTE CO COM 375766102 10502 328400 SH DEFINED 06 0 328400 0 GILLETTE CO COM 375766102 6 200 SH DEFINED 16 0 0 200 GLADSTONE CAPITAL CORP COM 376535100 229 11774 SH DEFINED 01 0 0 11774 GLAMIS GOLD LTD COM 376775102 1001 75857 SH DEFINED 01 0 0 75857 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 3175 74903 SH DEFINED 01 0 0 74903 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4947 116685 SH DEFINED 06 0 116685 0 GLOBECOMM SYSTEMS INC COM 37956X103 579 147487 SH DEFINED 01 0 0 147487 GLOBESPANVIRATA INC COM 37957V106 12 1800 SH DEFINED 01 0 0 1800 GLOBESPANVIRATA INC COM 37957V106 1310 181500 SH DEFINED 06 0 181500 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 274 19400 SH DEFINED 01 0 0 19400 GOLDCORP INC NEW COM 380956409 3812 273076 SH DEFINED 01 0 0 273076 GOLDCORP INC NEW COM 380956409 628 45000 SH DEFINED 06 0 45000 0 GOLDEN WEST FINL CORP DEL COM 381317106 885 9898 SH DEFINED 01 0 0 9898 GOLDEN WEST FINL CORP DEL COM 381317106 895 10000 SH DEFINED 06 0 10000 0 GOLDMAN SACHS GROUP INC NOTE 0.250%12/0 38141G1MJ 2050 25000 SH DEFINED 01 0 0 250 GOLDMAN SACHS GROUP INC NOTE 0.250%12/0 38141G1MN 2050 25000 SH DEFINED 01 0 0 250 GOLDMAN SACHS GROUP INC COM 38141G104 4546 54191 SH DEFINED 01 0 0 54191 GOLDMAN SACHS GROUP INC COM 38141G104 8008 95450 SH DEFINED 06 0 95450 0 GOLDMAN SACHS GROUP INC COM 38141G104 108 1290 SH DEFINED 11 0 1290 0 GOLDMAN SACHS GROUP INC COM 38141G104 1034 12169 SH DEFINED 12 12169 0 0 GOODRICH CORP COM 382388106 334 13795 SH DEFINED 01 0 0 13795 GOODRICH CORP COM 382388106 4494 185400 SH DEFINED 06 0 185400 0 GOODYEAR TIRE & RUBR CO COM 382550101 1310 199489 SH DEFINED 01 6359 0 193130 GOODYEAR TIRE & RUBR CO COM 382550101 90 13700 SH DEFINED 06 0 13700 0 GRAFTECH INTL LTD COM 384313102 12 1575 SH DEFINED 01 0 0 1575 GRAFTECH INTL LTD COM 384313102 1018 127300 SH DEFINED 06 0 127300 0 GRAFTECH INTL LTD COM 384313102 3232 385300 SH DEFINED 15 385300 0 0 GRAINGER W W INC COM 384802104 6208 130578 SH DEFINED 01 0 0 130578 GRAINGER W W INC COM 384802104 314 6600 SH DEFINED 06 0 6600 0 GRANT PRIDECO INC COM 38821G101 430 42276 SH DEFINED 01 0 0 42276 GRANT PRIDECO INC COM 38821G101 76 7500 SH DEFINED 11 0 7500 0 GRAY TELEVISION INC COM 389375106 1167 99900 SH DEFINED 06 0 99900 0 GREAT LAKES CHEM CORP COM 390568103 1458 72542 SH DEFINED 01 0 0 72542 GREAT PLAINS ENERGY INC COM 391164100 1740 57407 SH DEFINED 01 0 0 57407 GREATER BAY BANCORP COM 391648102 2058 98893 SH DEFINED 01 0 0 98893 GREENPOINT FINL CORP COM 395384100 1607 53818 SH DEFINED 01 0 0 53818 GREY WOLF INC COM 397888108 24 7000 SH DEFINED 01 0 0 7000 GREY WOLF INC COM 397888108 2370 691200 SH DEFINED 15 691200 0 0 GRIFFON CORP COM 398433102 3 220 SH DEFINED 01 0 0 220 GRIFFON CORP COM 398433102 645 35900 SH DEFINED 06 0 35900 0 GROUP 1 AUTOMOTIVE INC COM 398905109 300 8703 SH DEFINED 01 0 0 8703 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 202 5537 SH DEFINED 01 0 0 5537 GRUPO TMM S A SP ADR A SHS 40051D105 212 68160 SH DEFINED 01 0 0 68160 GTECH HLDGS CORP COM 400518106 2197 51279 SH DEFINED 01 0 0 51279 GTECH HLDGS CORP COM 400518106 1921 45500 SH DEFINED 15 45500 0 0 GUCCI GROUP N V COM NY REG 401566104 1556 18464 SH DEFINED 01 18434 0 30 GUIDANT CORP COM 401698105 2790 59568 SH DEFINED 01 0 0 59568 GUIDANT CORP COM 401698105 974 20800 SH DEFINED 06 0 20800 0 GUILFORD PHARMACEUTICALS INC COM 401829106 120 19500 SH DEFINED 01 0 0 19500 GUITAR CTR MGMT INC COM 402040109 619 19256 SH DEFINED 01 0 0 19256 GULFTERRA ENERGY PARTNERS LP COM 40274U108 12285 306381 SH DEFINED 01 0 0 306381 GYMBOREE CORP COM 403777105 16 1200 SH DEFINED 01 0 0 1200 GYMBOREE CORP COM 403777105 731 51000 SH DEFINED 15 51000 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 2359 133621 SH DEFINED 01 284 0 133337 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 189 12406 SH DEFINED 01 21 0 12385 HCA INC COM 404119109 6665 180820 SH DEFINED 01 1100 0 179720 HCA INC COM 404119109 1281 34750 SH DEFINED 06 0 34750 0 HCA INC COM 404119109 2 60 SH DEFINED 16 0 0 60 HCC INS HLDGS INC COM 404132102 8 300 SH DEFINED 01 0 0 300 HCC INS HLDGS INC COM 404132102 2536 87200 SH DEFINED 06 0 87200 0 HEI INC COM 404160103 116 35370 SH DEFINED 01 0 0 35370 HRPT PPTYS TR COM SH BEN INT 40426W101 1267 138695 SH DEFINED 01 92100 0 46595 HRPT PPTYS TR COM SH BEN INT 40426W101 813 88900 SH DEFINED 06 0 88900 0 HPSC INC COM 404264103 118 13000 SH DEFINED 01 0 0 13000 HSBC HLDGS PLC SPON ADR NEW 404280406 4943 74900 SH DEFINED 01 105 0 74795 HSBC HLDGS PLC SPON ADR NEW 404280406 1449 21950 SH DEFINED 06 0 21950 0 HAIN CELESTIAL GROUP INC COM 405217100 451 24900 SH DEFINED 01 0 0 24900 HALLIBURTON CO COM 406216101 11326 467071 SH DEFINED 01 0 0 467071 HALLIBURTON CO COM 406216101 715 29500 SH DEFINED 06 0 29500 0 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 2438 271541 SH DEFINED 01 0 0 271541 HANCOCK JOHN INCOME SECS TR COM 410123103 354 23125 SH DEFINED 01 0 0 23125 HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 155 12400 SH DEFINED 01 0 0 12400 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 368 35070 SH DEFINED 01 0 0 35070 HANCOCK JOHN PATRIOT SELCT D COM 41013U102 621 44765 SH DEFINED 01 0 0 44765 HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 419 16793 SH DEFINED 01 0 0 16793 HANCOCK JOHN FINL SVCS INC COM 41014S106 8660 256233 SH DEFINED 01 244300 0 11933 HANCOCK JOHN FINL SVCS INC COM 41014S106 683 20200 SH DEFINED 06 0 20200 0 HANCOCK JOHN FINL TRENDS FD COM 41014X105 701 46860 SH DEFINED 01 0 0 46860 HANCOCK JOHN PFD INCOME FD I COM 41021P103 950 39919 SH DEFINED 01 220 0 39699 HANDLEMAN CO DEL COM 410252100 2526 149657 SH DEFINED 01 149657 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 251 16390 SH DEFINED 01 0 0 16390 HANOVER COMPRESSOR CO COM 410768105 206 20849 SH DEFINED 01 0 0 20849 HANSON PLC SPON ADR NEW 411352404 790 24723 SH DEFINED 01 0 0 24723 HARLEY DAVIDSON INC COM 412822108 9261 192147 SH DEFINED 01 0 0 192147 HARLEY DAVIDSON INC COM 412822108 1750 36300 SH DEFINED 06 0 36300 0 HARMAN INTL INDS INC COM 413086109 1515 15410 SH DEFINED 01 0 0 15410 HARMAN INTL INDS INC COM 413086109 1634 16600 SH DEFINED 15 16600 0 0 HARMONIC INC COM 413160102 108 17396 SH DEFINED 01 0 0 17396 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 945 65234 SH DEFINED 01 0 0 65234 HARRAHS ENTMT INC COM 413619107 2426 57621 SH DEFINED 01 0 0 57621 HARRAHS ENTMT INC COM 413619107 320 7600 SH DEFINED 06 0 7600 0 HARRIS CORP DEL COM 413875105 270 7558 SH DEFINED 01 0 0 7558 HARRIS CORP DEL COM 413875105 3074 85900 SH DEFINED 06 0 85900 0 HARSCO CORP COM 415864107 866 22500 SH DEFINED 06 0 22500 0 HARTE-HANKS INC COM 416196103 149 8097 SH DEFINED 01 0 0 8097 HARTE-HANKS INC COM 416196103 2027 109920 SH DEFINED 06 0 109920 0 HARTFORD FINL SVCS GROUP INC COM 416515104 6932 131730 SH DEFINED 01 0 0 131730 HARTFORD FINL SVCS GROUP INC COM 416515104 1642 31200 SH DEFINED 06 0 31200 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3 61 SH DEFINED 16 0 0 61 HASBRO INC COM 418056107 548 29366 SH DEFINED 01 0 0 29366 HASBRO INC COM 418056107 1471 78725 SH DEFINED 06 0 78725 0 HASBRO INC COM 418056107 3773 202100 SH DEFINED 15 202100 0 0 HAUPPAUGE DIGITAL INC COM 419131107 133 49324 SH DEFINED 01 0 0 49324 HAWAIIAN ELEC INDUSTRIES COM 419870100 939 21573 SH DEFINED 01 0 0 21573 HEALTH CARE PPTY INVS INC COM 421915109 2785 59651 SH DEFINED 01 0 0 59651 HEALTH CARE PPTY INVS INC COM 421915109 945 20230 SH DEFINED 06 0 20230 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 2255 103402 SH DEFINED 01 0 0 103402 HEALTH MGMT ASSOC INC NEW CL A 421933102 1431 65600 SH DEFINED 06 0 65600 0 HEALTHCARE RLTY TR COM 421946104 2085 65226 SH DEFINED 01 0 0 65226 HEALTHCARE RLTY TR COM 421946104 863 27000 SH DEFINED 06 0 27000 0 HEALTH CARE REIT INC COM 42217K106 2455 79599 SH DEFINED 01 0 0 79599 HEALTH NET INC COM 42222G108 8590 271259 SH DEFINED 01 0 0 271259 HEALTH NET INC COM 42222G108 1435 45300 SH DEFINED 06 0 45300 0 HEALTHTRONICS SURGICAL SVS I COM 42222L107 54 10200 SH DEFINED 01 0 0 10200 HECLA MNG CO COM 422704106 928 177208 SH DEFINED 01 0 0 177208 HEICO CORP NEW CL A 422806208 215 19249 SH DEFINED 01 0 0 19249 HEINZ H J CO COM 423074103 3227 94148 SH DEFINED 01 0 0 94148 HEINZ H J CO COM 423074103 6801 198400 SH DEFINED 06 0 198400 0 HELIX TECHNOLOGY CORP COM 423319102 164 10058 SH DEFINED 01 0 0 10058 HELMERICH & PAYNE INC COM 423452101 948 36300 SH DEFINED 01 175 0 36125 HELMERICH & PAYNE INC COM 423452101 745 28500 SH DEFINED 06 0 28500 0 HENRY JACK & ASSOC INC COM 426281101 2415 138876 SH DEFINED 01 0 0 138876 HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 426918108 2597 77770 SH DEFINED 01 0 0 77770 HERITAGE COMMERCE CORP COM 426927109 155 14270 SH DEFINED 01 0 0 14270 HERCULES INC COM 427056106 567 50066 SH DEFINED 01 0 0 50066 HERSHEY FOODS CORP COM 427866108 3416 47004 SH DEFINED 01 0 0 47004 HERSHEY FOODS CORP COM 427866108 625 8600 SH DEFINED 06 0 8600 0 HEWITT ASSOCS INC COM 42822Q100 980 40258 SH DEFINED 01 200 0 40058 HEWLETT PACKARD CO COM 428236103 27727 1432212 SH DEFINED 01 209740 0 1222472 HEWLETT PACKARD CO COM 428236103 12806 661488 SH DEFINED 06 0 661488 0 HEWLETT PACKARD CO COM 428236103 0 44 SH DEFINED 16 0 0 44 HEXCEL CORP NEW COM 428291108 44 7545 SH DEFINED 01 0 0 7545 HEXCEL CORP NEW COM 428291108 506 83100 SH DEFINED 15 83100 0 0 HI-TECH PHARMACAL INC COM 42840B101 1061 45155 SH DEFINED 01 45155 0 0 HIBBETT SPORTING GOODS INC COM 428565105 722 30108 SH DEFINED 01 0 0 30108 HIBERNIA CORP CL A 428656102 1678 82829 SH DEFINED 01 0 0 82829 HIGH INCOME OPPORTUNITY FD I COM 42967Q105 610 86167 SH DEFINED 01 0 0 86167 HIGHWOODS PPTYS INC COM 431284108 267 11198 SH DEFINED 01 0 0 11198 HILLENBRAND INDS INC COM 431573104 436 7735 SH DEFINED 01 0 0 7735 HILTON HOTELS CORP COM 432848109 1237 76319 SH DEFINED 01 40 0 76279 HILTON HOTELS CORP COM 432848109 401 24700 SH DEFINED 06 0 24700 0 HILTON HOTELS CORP COM 432848109 38 2370 SH DEFINED 12 2370 0 0 HITACHI LIMITED ADR 10 COM 433578507 2180 39723 SH DEFINED 01 0 0 39723 HITACHI LIMITED ADR 10 COM 433578507 8275 150760 SH DEFINED 06 0 150760 0 HOME DEPOT INC COM 437076102 52236 1640091 SH DEFINED 01 151857 0 1488234 HOME DEPOT INC COM 437076102 4921 154500 SH DEFINED 06 0 154500 0 HOME DEPOT INC COM 437076102 87 2740 SH DEFINED 11 0 2740 0 HOME DEPOT INC COM 437076102 1 40 SH DEFINED 16 0 0 40 HOMESTORE INC COM 437852106 0 100 SH DEFINED 01 0 0 100 HOMESTORE INC COM 437852106 81 31398 SH DEFINED 12 31398 0 0 HONDA MOTOR LTD AMERN SHS 438128308 2635 130734 SH DEFINED 01 13700 0 117034 HONDA MOTOR LTD AMERN SHS 438128308 528 26200 SH DEFINED 06 0 26200 0 HONEYWELL INTL INC COM 438516106 53585 2033599 SH DEFINED 01 1307514 0 726085 HONEYWELL INTL INC COM 438516106 1857 70457 SH DEFINED 06 0 70457 0 HONEYWELL INTL INC COM 438516106 184 6987 SH DEFINED 11 0 6987 0 HORMEL FOODS CORP COM 440452100 971 42293 SH DEFINED 01 0 0 42293 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 518 14768 SH DEFINED 01 0 0 14768 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 77 2200 SH DEFINED 06 0 2200 0 HOST MARRIOTT CORP NEW COM 44107P104 60 5622 SH DEFINED 01 0 0 5622 HOST MARRIOTT CORP NEW COM 44107P104 343 32000 SH DEFINED 06 0 32000 0 HOT TOPIC INC COM 441339108 894 39684 SH DEFINED 01 0 0 39684 HOUSTON EXPL CO COM 442120101 233 6650 SH DEFINED 01 1500 0 5150 HUANENG PWR INTL INC SPON ADR N 443304100 1804 32987 SH DEFINED 01 14600 0 18387 HUDSON UNITED BANCORP COM 444165104 360 10254 SH DEFINED 01 0 0 10254 HUGHES SUPPLY INC COM 444482103 737 22700 SH DEFINED 06 0 22700 0 HUGHES SUPPLY INC COM 444482103 834 25200 SH DEFINED 15 25200 0 0 HUMANA INC COM 444859102 2622 145271 SH DEFINED 01 24407 0 120864 HUMANA INC COM 444859102 231 12800 SH DEFINED 06 0 12800 0 HUMANA INC COM 444859102 1079 60400 SH DEFINED 15 60400 0 0 HUMAN GENOME SCIENCES INC COM 444903108 1120 81621 SH DEFINED 01 0 0 81621 HUMAN GENOME SCIENCES INC COM 444903108 5811 428000 SH DEFINED 14 428000 0 0 HUNGARIAN TEL & CABLE CORP COM 445542103 113 12300 SH DEFINED 01 0 0 12300 HUNT J B TRANS SVCS INC COM 445658107 7 270 SH DEFINED 01 0 0 270 HUNT J B TRANS SVCS INC COM 445658107 1665 64000 SH DEFINED 06 0 64000 0 HUNTINGTON BANCSHARES INC COM 446150104 123 6200 SH DEFINED 01 0 0 6200 HUNTINGTON BANCSHARES INC COM 446150104 321 16200 SH DEFINED 06 0 16200 0 ICN PHARMACEUTICALS INC NEW COM 448924100 416 24266 SH DEFINED 01 0 0 24266 ICN PHARMACEUTICALS INC NEW COM 448924100 838 47700 SH DEFINED 15 47700 0 0 HYPERION SOLUTIONS CORP COM 44914M104 843 29073 SH DEFINED 01 0 0 29073 HYPERION TOTAL RETURN & INCO COM 449145101 202 20444 SH DEFINED 01 0 0 20444 ICOS CORP COM 449295104 8315 216824 SH DEFINED 01 0 0 216824 ICOS CORP COM 449295104 7594 198000 SH DEFINED 14 198000 0 0 ICU MED INC COM 44930G107 538 19845 SH DEFINED 01 18395 0 1450 ID BIOMEDICAL CORP COM 44936D108 383 22000 SH DEFINED 01 0 0 22000 IDEC PHARMACEUTICALS CORP COM 449370105 6209 186517 SH DEFINED 01 0 0 186517 IDEC PHARMACEUTICALS CORP COM 449370105 16102 475300 SH DEFINED 13 475300 0 0 I D SYSTEMS INC COM 449489103 353 42000 SH DEFINED 01 0 0 42000 IHOP CORP COM 449623107 56 1705 SH DEFINED 01 0 0 1705 IHOP CORP COM 449623107 164 5000 SH DEFINED 06 0 5000 0 IMC GLOBAL INC COM 449669100 168 26231 SH DEFINED 01 0 0 26231 IMC GLOBAL INC COM 449669100 475 73100 SH DEFINED 15 73100 0 0 IMCO RECYCLING INC COM 449681105 225 36632 SH DEFINED 01 0 0 36632 I-MANY INC COM 44973Q103 29 27800 SH DEFINED 01 0 0 27800 ING PRIME RATE TR SH BEN INT 44977W106 1762 245437 SH DEFINED 01 0 0 245437 IMS HEALTH INC COM 449934108 596 28262 SH DEFINED 01 2688 0 25574 IMS HEALTH INC COM 449934108 5776 273750 SH DEFINED 06 0 273750 0 ISTAR FINL INC COM 45031U101 2886 74100 SH DEFINED 01 0 0 74100 ISTAR FINL INC COM 45031U101 86 2200 SH DEFINED 06 0 2200 0 I-STAT CORP COM 450312103 287 21493 SH DEFINED 01 0 0 21493 ITT EDUCATIONAL SERVICES INC COM 45068B109 544 11365 SH DEFINED 01 0 0 11365 ITXC CORP COM 45069F109 300 92050 SH DEFINED 01 0 0 92050 ITT INDS INC IND COM 450911102 17351 289964 SH DEFINED 01 0 0 289964 ITT INDS INC IND COM 450911102 1969 32900 SH DEFINED 06 0 32900 0 ITT INDS INC IND COM 450911102 2067 34200 SH DEFINED 15 34200 0 0 IDACORP INC COM 451107106 426 16720 SH DEFINED 01 0 0 16720 IKON OFFICE SOLUTIONS INC COM 451713101 687 93985 SH DEFINED 01 0 0 93985 IDENTIX INC COM 451906101 131 24884 SH DEFINED 01 0 0 24884 ILLINOIS TOOL WKS INC COM 452308109 2681 40464 SH DEFINED 01 0 0 40464 ILLINOIS TOOL WKS INC COM 452308109 2418 36500 SH DEFINED 06 0 36500 0 IMAX CORP COM 45245E109 262 33260 SH DEFINED 01 0 0 33260 IMCLONE SYS INC COM 45245W109 3341 85838 SH DEFINED 01 0 0 85838 IMMUCOR INC COM 452526106 0 15 SH DEFINED 01 0 0 15 IMMUCOR INC COM 452526106 1176 43800 SH DEFINED 15 43800 0 0 IMMUNOGEN INC COM 45253H101 236 53075 SH DEFINED 01 0 0 53075 IMPAC MTG HLDGS INC COM 45254P102 2156 133205 SH DEFINED 01 0 0 133205 IMPAX LABORATORIES INC COM 45256B101 220 17632 SH DEFINED 01 0 0 17632 IMPERIAL CHEM INDS PLC ADR NEW 452704505 780 69975 SH DEFINED 01 2496 0 67479 IMMUNOMEDICS INC COM 452907108 21 2900 SH DEFINED 01 0 0 2900 IMMUNOMEDICS INC COM 452907108 5240 707400 SH DEFINED 13 707400 0 0 IMPERIAL OIL LTD COM NEW 453038408 1391 37388 SH DEFINED 01 0 0 37388 INAMED CORP COM 453235103 1069 14549 SH DEFINED 01 0 0 14549 INCO LTD DBCV 7.750% 3/1 453258AH8 170 170000 SH DEFINED 01 156000 0 14000 INCO LTD COM 453258402 6870 247575 SH DEFINED 01 237206 0 10369 INCO LTD COM 453258402 788 28400 SH DEFINED 06 0 28400 0 INDEPENDENCE CMNTY BK CORP COM 453414104 916 26112 SH DEFINED 01 0 0 26112 INDEPENDENT BANK CORP MICH COM 453838104 267 9125 SH DEFINED 01 0 0 9125 INDIA FD INC COM 454089103 155 10200 SH DEFINED 01 10000 0 200 INDYMAC BANCORP INC COM 456607100 160 6948 SH DEFINED 01 0 0 6948 INDYMAC BANCORP INC COM 456607100 1694 73100 SH DEFINED 06 0 73100 0 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 238 18515 SH DEFINED 01 0 0 18515 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 2167 168100 SH DEFINED 06 0 168100 0 INFOCUS CORP COM 45665B106 234 48389 SH DEFINED 01 0 0 48389 INFORMATICA CORP COM 45666Q102 2 370 SH DEFINED 01 0 0 370 INFORMATICA CORP COM 45666Q102 955 128200 SH DEFINED 06 0 128200 0 INFONET SVCS CORP CL B 45666T106 83 40362 SH DEFINED 01 0 0 40362 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 358 5270 SH DEFINED 01 0 0 5270 ING GROUP N V SPONSORED ADR 456837103 774 41849 SH DEFINED 01 5900 0 35949 ING GROUP N V SPONSORED ADR 456837103 8323 449866 SH DEFINED 06 0 449866 0 INNKEEPERS USA TR COM 4576J0104 114 13129 SH DEFINED 01 0 0 13129 INSITE VISION INC COM 457660108 10 20000 SH DEFINED 01 0 0 20000 INSPIRE PHARMACEUTICALS INC COM 457733103 1065 61900 SH DEFINED 06 0 61900 0 INSPIRE PHARMACEUTICALS INC COM 457733103 59 3500 SH DEFINED 13 3500 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 405 14332 SH DEFINED 01 0 0 14332 INSURED MUN INCOME FD COM 45809F104 832 59331 SH DEFINED 01 0 0 59331 INTEGRAL SYS INC MD COM 45810H107 1411 78100 SH DEFINED 01 0 0 78100 INTEGRATED CIRCUIT SYS INC COM 45811K208 378 12600 SH DEFINED 01 7300 0 5300 INTEGRATED DEVICE TECHNOLOGY COM 458118106 109 8841 SH DEFINED 01 0 0 8841 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2107 157500 SH DEFINED 15 157500 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 303 30503 SH DEFINED 01 0 0 30503 INTEL CORP COM 458140100 111902 4066238 SH DEFINED 01 196604 0 3869634 INTEL CORP COM 458140100 19931 724501 SH DEFINED 06 0 724501 0 INTEL CORP COM 458140100 167 6094 SH DEFINED 11 0 6094 0 INTEL CORP COM 458140100 857 30226 SH DEFINED 12 30226 0 0 INTEL CORP COM 458140100 58 2138 SH DEFINED 16 0 0 2138 INTERACTIVECORP COM 45840Q101 13495 406750 SH DEFINED 01 305640 0 101110 INTERACTIVECORP COM 45840Q101 615 18615 SH DEFINED 06 0 18615 0 INTERACTIVECORP COM 45840Q101 2736 79327 SH DEFINED 12 79327 0 0 INTERCONTINENTAL HOTELS GP P SPONSORED ADR 458573102 3 475 SH DEFINED 01 0 0 475 INTERCONTINENTAL HOTELS GP P SPONSORED ADR 458573102 205 25099 SH DEFINED 06 0 25099 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 166 11045 SH DEFINED 01 0 0 11045 INTERDIGITAL COMMUNICATIONS COM 45866A105 1452 96800 SH DEFINED 06 0 96800 0 INTERNATIONAL BUSINESS MACHS COM 459200101 87574 991444 SH DEFINED 01 34175 0 957269 INTERNATIONAL BUSINESS MACHS COM 459200101 24467 276990 SH DEFINED 06 0 276990 0 INTERNATIONAL BUSINESS MACHS COM 459200101 93 1060 SH DEFINED 11 0 1060 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2 27 SH DEFINED 16 0 0 27 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 670 20266 SH DEFINED 01 0 0 20266 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 245 7400 SH DEFINED 06 0 7400 0 INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 14 22000 SH DEFINED 01 22000 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 5588 198525 SH DEFINED 01 0 0 198525 INTERNATIONAL GAME TECHNOLOG COM 459902102 673 23900 SH DEFINED 06 0 23900 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 669 23340 SH DEFINED 12 23340 0 0 INTL PAPER CO COM 460146103 31404 804831 SH DEFINED 01 487736 0 317095 INTL PAPER CO COM 460146103 6477 166000 SH DEFINED 06 0 166000 0 INTL PAPER CO COM 460146103 86 2206 SH DEFINED 11 0 2206 0 INTERNATIONAL RECTIFIER CORP NOTE 4.250% 7/1 460254AE5 48 51000 SH DEFINED 01 51000 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 2316 61863 SH DEFINED 01 0 0 61863 INTERNET CAP GROUP INC COM 46059C106 22 48894 SH DEFINED 01 0 0 48894 INTERNET SEC SYS INC COM 46060X107 168 13500 SH DEFINED 01 0 0 13500 INTERSIL CORP CL A 46069S109 249 10495 SH DEFINED 01 0 0 10495 INTERSIL CORP CL A 46069S109 41 1724 SH DEFINED 06 0 1724 0 INTERSIL CORP CL A 46069S109 1249 50400 SH DEFINED 15 50400 0 0 INTERPUBLIC GROUP COS INC COM 460690100 542 38454 SH DEFINED 01 0 0 38454 INTERPUBLIC GROUP COS INC COM 460690100 4095 290030 SH DEFINED 06 0 290030 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 316 21123 SH DEFINED 01 0 0 21123 INTERSTATE HOTELS & RESRTS I COM 46088S106 129 22559 SH DEFINED 01 0 0 22559 INTERWOVEN INC COM 46114T102 119 44472 SH DEFINED 01 0 0 44472 INTUITIVE SURGICAL INC COM NEW 46120E602 389 23352 SH DEFINED 01 0 0 23352 INTUIT COM 461202103 2620 54325 SH DEFINED 01 10 0 54315 INTUIT COM 461202103 2190 45400 SH DEFINED 06 0 45400 0 INVACARE CORP COM 461203101 1616 43020 SH DEFINED 01 0 0 43020 INVACARE CORP COM 461203101 872 23200 SH DEFINED 06 0 23200 0 INVESTMENT GRADE MUN INCOME COM 461368102 196 13198 SH DEFINED 01 0 0 13198 INVITROGEN CORP COM 46185R100 750 12957 SH DEFINED 01 0 0 12957 INVISION TECHNOLOGIES INC COM 461851107 212 8739 SH DEFINED 01 0 0 8739 INVIVO CORP COM 461858102 185 11850 SH DEFINED 01 10350 0 1500 IONICS INC COM 462218108 216 8870 SH DEFINED 01 0 0 8870 ISHARES INC MSCI AUSTRALIA 464286103 909 77337 SH DEFINED 01 0 0 77337 ISHARES INC MSCI AUSTRALIA 464286103 19 1700 SH DEFINED 16 0 0 1700 ISHARES INC MSCI CDA INDEX 464286509 611 49295 SH DEFINED 01 0 0 49295 ISHARES INC MSCI EMU INDEX 464286608 1617 32013 SH DEFINED 01 0 0 32013 ISHARES INC MSCI PAC J IDX 464286665 1545 23631 SH DEFINED 01 0 0 23631 ISHARES INC MSCI SINGAPORE 464286673 66 11967 SH DEFINED 01 0 0 11967 ISHARES INC MSCI TAIWAN 464286731 580 52835 SH DEFINED 01 0 0 52835 ISHARES INC MSCI S KOREA 464286772 718 33671 SH DEFINED 01 2700 0 30971 ISHARES INC MSCI GERMAN 464286806 200 16088 SH DEFINED 01 0 0 16088 ISHARES INC MSCI GERMAN 464286806 18 1500 SH DEFINED 16 0 0 1500 ISHARES INC MSCI JAPAN 464286848 12334 1408026 SH DEFINED 01 950 0 1407076 ISHARES INC MSCI JAPAN 464286848 28 3300 SH DEFINED 16 0 0 3300 ISHARES INC MSCI HONG KONG 464286871 4669 493131 SH DEFINED 01 0 0 493131 ISHARES TR S&P 100 IDX FD 464287FWL 250 5000 SH DEFINED 01 0 0 50 ISHARES TR S&P 500 INDEX 464287200 2421 24242 SH DEFINED 01 0 0 24242 ISHARES TR MSCI EMERG MKT 464287234 288 2122 SH DEFINED 01 0 0 2122 ISHARES TR GS CORP BD FD 464287242 11314 100761 SH DEFINED 01 0 0 100761 ISHARES TR S&P GBL INF 464287291 203 4485 SH DEFINED 01 50 0 4435 ISHARES TR S&P500/BAR GRW 464287309 5571 109455 SH DEFINED 01 0 0 109455 ISHARES TR S&P GBL HLTHCR 464287325 217 5022 SH DEFINED 01 0 0 5022 ISHARES TR S&P GBL FIN 464287333 1083 21081 SH DEFINED 01 0 0 21081 ISHARES TR GS NAT RES IDX 464287374 251 2781 SH DEFINED 01 0 0 2781 ISHARES TR S&P LTN AM 40 464287390 520 10524 SH DEFINED 01 0 0 10524 ISHARES TR S&P500/BAR VAL 464287408 5475 112522 SH DEFINED 01 0 0 112522 ISHARES TR 20+ YR TRS BD 464287432 6008 68103 SH DEFINED 01 0 0 68103 ISHARES TR 7-10 YR TRS BD 464287440 9379 108321 SH DEFINED 01 0 0 108321 ISHARES TR 1-3 YR TRS BD 464287457 23139 279703 SH DEFINED 01 0 0 279703 ISHARES TR MSCI EAFE IDX 464287465 14025 119875 SH DEFINED 01 10485 0 109390 ISHARES TR RUSSELL MCP VL 464287473 2934 36089 SH DEFINED 01 0 0 36089 ISHARES TR RUSSELL MCP GR 464287481 2883 43799 SH DEFINED 01 0 0 43799 ISHARES TR RUSSELL MIDCAP 464287499 3501 59103 SH DEFINED 01 0 0 59103 ISHARES TR S&P MIDCAP 400 464287507 2262 22164 SH DEFINED 01 0 0 22164 ISHARES TR GLMN SCHS SOFT 464287515 684 20335 SH DEFINED 01 0 0 20335 ISHARES TR GLDM SCHS SEMI 464287523 1077 20555 SH DEFINED 01 890 0 19665 ISHARES TR GLDM SCHS NETW 464287531 1349 56962 SH DEFINED 01 0 0 56962 ISHARES TR GLDM SACHS TEC 464287549 789 19434 SH DEFINED 01 0 0 19434 ISHARES TR NASDQ BIO INDX 464287556 4613 64293 SH DEFINED 01 0 0 64293 ISHARES TR COHEN&ST RLTY 464287564 794 8048 SH DEFINED 01 0 0 8048 ISHARES TR S&P GLB100INDX 464287572 525 10320 SH DEFINED 01 0 0 10320 ISHARES TR DJ US CON CYCL 464287580 2113 42367 SH DEFINED 01 0 0 42367 ISHARES TR RUSSELL1000VAL 464287598 11281 219451 SH DEFINED 01 0 0 219451 ISHARES TR S&P MIDCP GROW 464287606 2088 19273 SH DEFINED 01 0 0 19273 ISHARES TR RUSSELL1000GRW 464287614 9438 221453 SH DEFINED 01 0 0 221453 ISHARES TR RUSSELL 1000 464287622 2186 40882 SH DEFINED 01 29500 0 11382 ISHARES TR RUSL 2000 VALU 464287630 6745 48685 SH DEFINED 01 0 0 48685 ISHARES TR RUSL 2000 GROW 464287648 6570 124942 SH DEFINED 01 0 0 124942 ISHARES TR RUSSELL 2000 464287655 4295 44259 SH DEFINED 01 0 0 44259 ISHARES TR RUSSELL 3000 464287689 907 16106 SH DEFINED 01 0 0 16106 ISHARES TR DJ US UTILS 464287697 5623 104896 SH DEFINED 01 0 0 104896 ISHARES TR S&P MIDCP VALU 464287705 3145 33118 SH DEFINED 01 0 0 33118 ISHARES TR DJ US TELECOMM 464287713 865 45383 SH DEFINED 01 0 0 45383 ISHARES TR DJ US TECH SEC 464287721 4707 109148 SH DEFINED 01 0 0 109148 ISHARES TR DJ US REAL EST 464287739 2683 29361 SH DEFINED 01 0 0 29361 ISHARES TR DJ US INDUSTRL 464287754 821 19286 SH DEFINED 01 0 0 19286 ISHARES TR DJ US HEALTHCR 464287762 3914 74163 SH DEFINED 01 0 0 74163 ISHARES TR DJ US FINL SVC 464287770 423 4561 SH DEFINED 01 0 0 4561 ISHARES TR DJ US FINL SEC 464287788 6440 80977 SH DEFINED 01 0 0 80977 ISHARES TR DJ US ENERGY 464287796 2321 53939 SH DEFINED 01 0 0 53939 ISHARES TR S&P SMLCAP 600 464287804 1812 15445 SH DEFINED 01 0 0 15445 ISHARES TR DJ CON NON CYCL 464287812 3481 79261 SH DEFINED 01 0 0 79261 ISHARES TR DJ US BAS MATL 464287838 2892 77586 SH DEFINED 01 0 0 77586 ISHARES TR S&P EURO PLUS 464287861 4209 77568 SH DEFINED 01 0 0 77568 ISHARES TR S&P SMLCP VALU 464287879 4739 54861 SH DEFINED 01 1000 0 53861 ISHARES TR S&P SMLCP GROW 464287887 4148 52667 SH DEFINED 01 0 0 52667 ISIS PHARMACEUTICALS INC COM 464330109 44 6760 SH DEFINED 01 0 0 6760 ISIS PHARMACEUTICALS INC COM 464330109 2748 421000 SH DEFINED 13 421000 0 0 IVAX CORP NOTE 5.500% 5/1 465823AD4 59 58000 SH DEFINED 01 18000 0 40000 IVAX CORP NOTE 4.500% 5/1 465823AG7 247 252000 SH DEFINED 01 237000 0 15000 IVAX CORP COM 465823102 6000 306150 SH DEFINED 01 0 0 306150 IVAX CORP COM 465823102 2236 114100 SH DEFINED 06 0 114100 0 JDS UNIPHASE CORP COM 46612J101 2623 728763 SH DEFINED 01 115418 0 613345 JDS UNIPHASE CORP COM 46612J101 651 180900 SH DEFINED 06 0 180900 0 JLG INDS INC COM 466210101 221 19200 SH DEFINED 01 0 0 19200 J P MORGAN CHASE & CO COM 46625H100 101444 2954977 SH DEFINED 01 1335277 0 1619700 J P MORGAN CHASE & CO COM 46625H100 7567 220410 SH DEFINED 06 0 220410 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 480 12711 SH DEFINED 01 0 0 12711 JABIL CIRCUIT INC COM 466313103 1629 62551 SH DEFINED 01 0 0 62551 JABIL CIRCUIT INC COM 466313103 3576 137280 SH DEFINED 06 0 137280 0 JABIL CIRCUIT INC COM 466313103 88 3379 SH DEFINED 11 0 3379 0 JACOBS ENGR GROUP INC DEL COM 469814107 765 16965 SH DEFINED 01 0 0 16965 JANUS CAP GROUP INC COM 47102X105 899 64368 SH DEFINED 01 0 0 64368 JANUS CAP GROUP INC COM 47102X105 2990 214010 SH DEFINED 06 0 214010 0 JAPAN EQUITY FD INC COM 471057109 82 12554 SH DEFINED 01 0 0 12554 JEFFERIES GROUP INC NEW COM 472319102 0 28 SH DEFINED 01 28 0 0 JEFFERIES GROUP INC NEW COM 472319102 395 13500 SH DEFINED 15 13500 0 0 JEFFERSON PILOT CORP COM 475070108 1432 32276 SH DEFINED 01 0 0 32276 JEFFERSON PILOT CORP COM 475070108 426 9600 SH DEFINED 06 0 9600 0 JO-ANN STORES INC CL A 47758P109 330 11850 SH DEFINED 01 11800 0 50 JOHNSON & JOHNSON COM 478160104 73046 1475093 SH DEFINED 01 40382 0 1434711 JOHNSON & JOHNSON COM 478160104 20555 415078 SH DEFINED 06 0 415078 0 JOHNSON & JOHNSON COM 478160104 245 4962 SH DEFINED 11 0 4962 0 JOHNSON & JOHNSON COM 478160104 3 62 SH DEFINED 16 0 0 62 JOHNSON CTLS INC COM 478366107 5332 56365 SH DEFINED 01 48595 0 7770 JOHNSON CTLS INC COM 478366107 804 8500 SH DEFINED 06 0 8500 0 JONES APPAREL GROUP INC COM 480074103 9216 307950 SH DEFINED 01 0 0 307950 JONES APPAREL GROUP INC COM 480074103 287 9600 SH DEFINED 06 0 9600 0 JOY GLOBAL INC COM 481165108 822 51601 SH DEFINED 01 0 0 51601 JUNIPER NETWORKS INC NOTE 4.750% 3/1 48203RAA2 205 211000 SH DEFINED 01 201000 0 10000 JUNIPER NETWORKS INC COM 48203R104 2459 163953 SH DEFINED 01 0 0 163953 JUNIPER NETWORKS INC COM 48203R104 245 16450 SH DEFINED 06 0 16450 0 JUNIPER NETWORKS INC COM 48203R104 554 36000 SH DEFINED 15 36000 0 0 JUNIPER NETWORKS INC COM 48203R104 0 11 SH DEFINED 16 0 0 11 KFX INC COM 48245L107 87 17500 SH DEFINED 01 0 0 17500 KLA-TENCOR CORP COM 482480100 3233 62666 SH DEFINED 01 35596 0 27070 KLA-TENCOR CORP COM 482480100 3118 60654 SH DEFINED 06 0 60654 0 KLA-TENCOR CORP COM 482480100 1048 19800 SH DEFINED 15 19800 0 0 KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 289 18594 SH DEFINED 01 0 0 18594 KT CORP SPONSORED ADR 48268K101 1880 94339 SH DEFINED 01 0 0 94339 KT CORP SPONSORED ADR 48268K101 4392 220388 SH DEFINED 06 0 220388 0 K-SWISS INC CL A 482686102 793 22036 SH DEFINED 01 0 0 22036 KVH INDS INC COM 482738101 5 200 SH DEFINED 01 0 0 200 KVH INDS INC COM 482738101 347 13500 SH DEFINED 15 13500 0 0 K V PHARMACEUTICAL CO CL A 482740206 1377 61200 SH DEFINED 06 0 61200 0 KAMAN CORP CL A 483548103 19 1500 SH DEFINED 01 0 0 1500 KAMAN CORP CL A 483548103 861 66400 SH DEFINED 06 0 66400 0 KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 4640 100252 SH DEFINED 01 0 0 100252 KANEB SERVICES LLC COM 484173109 2982 111922 SH DEFINED 01 0 0 111922 KANSAS CITY SOUTHERN COM NEW 485170302 587 53077 SH DEFINED 01 0 0 53077 KAYDON CORP COM 486587108 23 1000 SH DEFINED 01 0 0 1000 KAYDON CORP COM 486587108 735 30500 SH DEFINED 15 30500 0 0 KB HOME COM 48666K109 4804 80525 SH DEFINED 01 0 0 80525 KB HOME COM 48666K109 209 3500 SH DEFINED 06 0 3500 0 KEANE INC COM 486665102 251 19685 SH DEFINED 01 0 0 19685 KELLOGG CO COM 487836108 2202 66053 SH DEFINED 01 0 0 66053 KELLOGG CO COM 487836108 927 27800 SH DEFINED 06 0 27800 0 KELLWOOD CO COM 488044108 274 8215 SH DEFINED 01 0 0 8215 KELLWOOD CO COM 488044108 913 27300 SH DEFINED 06 0 27300 0 KEMET CORP COM 488360108 136 10730 SH DEFINED 01 0 0 10730 KENT ELECTRS CORP NOTE 4.500% 9/0 490553AA2 13 15000 SH DEFINED 01 15000 0 0 KERR MCGEE CORP COM 492386107 7702 172544 SH DEFINED 01 0 0 172544 KERR MCGEE CORP COM 492386107 330 7400 SH DEFINED 06 0 7400 0 KEYCORP NEW COM 493267108 5754 225052 SH DEFINED 01 0 0 225052 KEYCORP NEW COM 493267108 3564 139400 SH DEFINED 06 0 139400 0 KEYSPAN CORP COM 49337W100 5814 165744 SH DEFINED 01 0 0 165744 KEYSPAN CORP COM 49337W100 407 11600 SH DEFINED 06 0 11600 0 KEYSPAN CORP COM 49337W100 99 2850 SH DEFINED 11 0 2850 0 KIMBERLY CLARK CORP COM 494368103 28705 559337 SH DEFINED 01 8681 0 550656 KIMBERLY CLARK CORP COM 494368103 1760 34300 SH DEFINED 06 0 34300 0 KIMCO REALTY CORP COM 49446R109 1710 41751 SH DEFINED 01 0 0 41751 KIMCO REALTY CORP COM 49446R109 229 5600 SH DEFINED 06 0 5600 0 KINDER MORGAN INC KANS COM 49455P101 3147 58274 SH DEFINED 01 0 0 58274 KINDER MORGAN INC KANS COM 49455P101 464 8600 SH DEFINED 06 0 8600 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1404 36806 SH DEFINED 01 0 0 36806 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 14762 344920 SH DEFINED 01 0 0 344920 KING PHARMACEUTICALS INC COM 495582108 3631 239715 SH DEFINED 01 0 0 239715 KING PHARMACEUTICALS INC COM 495582108 253 16700 SH DEFINED 06 0 16700 0 KINROSS GOLD CORP COM NEW 496902206 339 45552 SH DEFINED 01 0 0 45552 KNIGHT RIDDER INC COM 499040103 761 11418 SH DEFINED 01 0 0 11418 KNIGHT RIDDER INC COM 499040103 394 5900 SH DEFINED 06 0 5900 0 KNIGHT TRADING GROUP INC COM 499063105 1993 174401 SH DEFINED 01 0 0 174401 KOHLS CORP COM 500255104 10375 193940 SH DEFINED 01 11 0 193929 KOHLS CORP COM 500255104 11868 221835 SH DEFINED 06 0 221835 0 KOHLS CORP COM 500255104 57 1084 SH DEFINED 11 0 1084 0 KOHLS CORP COM 500255104 1 32 SH DEFINED 16 0 0 32 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 170 17882 SH DEFINED 01 0 0 17882 KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 8628 904390 SH DEFINED 06 0 904390 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 872 38046 SH DEFINED 01 0 0 38046 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 355 15500 SH DEFINED 06 0 15500 0 KOOKMIN BK NEW SPONSORED ADR 50049M109 1366 41548 SH DEFINED 01 0 0 41548 KOPIN CORP COM 500600101 660 95924 SH DEFINED 01 0 0 95924 KOPIN CORP COM 500600101 482 65000 SH DEFINED 15 65000 0 0 KOREA EQUITY FD INC COM 50063B104 33 8370 SH DEFINED 01 0 0 8370 KOREA EQUITY FD INC COM 50063B104 6 1700 SH DEFINED 16 0 0 1700 KOREA ELECTRIC PWR SPONSORED ADR 500631106 973 92496 SH DEFINED 01 0 0 92496 KOREA ELECTRIC PWR SPONSORED ADR 500631106 3991 379377 SH DEFINED 06 0 379377 0 KORN FERRY INTL COM NEW 500643200 359 43555 SH DEFINED 01 0 0 43555 KRAFT FOODS INC CL A 50075N104 6524 221180 SH DEFINED 01 0 0 221180 KRISPY KREME DOUGHNUTS INC COM 501014104 765 19888 SH DEFINED 01 0 0 19888 KROGER CO COM 501044101 789 44199 SH DEFINED 01 0 0 44199 KROGER CO COM 501044101 3902 218355 SH DEFINED 06 0 218355 0 KROLL INC COM 501049100 10 587 SH DEFINED 01 0 0 587 KROLL INC COM 501049100 1135 61000 SH DEFINED 06 0 61000 0 KRONOS INC COM 501052104 268 5068 SH DEFINED 01 0 0 5068 KULICKE & SOFFA INDS INC COM 501242101 317 29244 SH DEFINED 01 0 0 29244 KYPHON INC COM 501577100 317 16301 SH DEFINED 01 0 0 16301 LCA-VISION INC COM PAR $.001 501803308 270 19811 SH DEFINED 01 0 0 19811 LSI LOGIC CORP NOTE 4.000% 2/1 502161AE2 225 228000 SH DEFINED 01 228000 0 0 LSI LOGIC CORP NOTE 4.000%11/0 502161AG7 281 294000 SH DEFINED 01 289000 0 5000 LSI LOGIC CORP COM 502161102 593 65972 SH DEFINED 01 0 0 65972 LSI LOGIC CORP COM 502161102 230 25600 SH DEFINED 06 0 25600 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2457 56811 SH DEFINED 01 3012 0 53799 L-3 COMMUNICATIONS HLDGS INC COM 502424104 709 16400 SH DEFINED 06 0 16400 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3383 117877 SH DEFINED 01 0 0 117877 LAFARGE NORTH AMERICA INC COM 505862102 411 11835 SH DEFINED 01 0 0 11835 LAMAR ADVERTISING CO CL A 512815101 87 2958 SH DEFINED 01 0 0 2958 LAMAR ADVERTISING CO CL A 512815101 1289 44000 SH DEFINED 15 44000 0 0 LANCASTER COLONY CORP COM 513847103 159 4000 SH DEFINED 01 0 0 4000 LANCASTER COLONY CORP COM 513847103 851 21400 SH DEFINED 06 0 21400 0 LANDAUER INC COM 51476K103 3 101 SH DEFINED 01 0 0 101 LANDAUER INC COM 51476K103 779 22000 SH DEFINED 06 0 22000 0 LANDAMERICA FINL GROUP INC COM 514936103 834 18200 SH DEFINED 06 0 18200 0 LATTICE SEMICONDUCTOR CORP COM 518415104 3336 464648 SH DEFINED 01 0 0 464648 LAUDER ESTEE COS INC CL A 518439104 10829 317587 SH DEFINED 01 25979 0 291608 LAUDER ESTEE COS INC CL A 518439104 839 24600 SH DEFINED 06 0 24600 0 LEAPFROG ENTERPRISES INC CL A 52186N106 444 11697 SH DEFINED 01 0 0 11697 LEGATO SYS INC COM 524651106 252 22339 SH DEFINED 01 0 0 22339 LEGATO SYS INC COM 524651106 47 4123 SH DEFINED 12 4123 0 0 LEGGETT & PLATT INC COM 524660107 1320 61071 SH DEFINED 01 0 0 61071 LEGGETT & PLATT INC COM 524660107 301 13900 SH DEFINED 06 0 13900 0 LEGG MASON INC COM 524901105 74 1028 SH DEFINED 01 0 0 1028 LEGG MASON INC COM 524901105 1495 20700 SH DEFINED 06 0 20700 0 LEGG MASON INC COM 524901105 1329 18100 SH DEFINED 15 18100 0 0 LEHMAN BROS HLDGS INC COM 524908100 4773 69106 SH DEFINED 01 0 0 69106 LEHMAN BROS HLDGS INC COM 524908100 2678 38769 SH DEFINED 06 0 38769 0 LEHMAN BROS HLDGS INC COM 524908100 284 4128 SH DEFINED 12 4128 0 0 LENNAR CORP CL A 526057104 3840 49374 SH DEFINED 01 0 0 49374 LENNAR CORP CL A 526057104 391 5096 SH DEFINED 12 5096 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS9 123 197000 SH DEFINED 01 0 0 197000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 551 101840 SH DEFINED 01 13756 0 88084 LEXAR MEDIA INC COM 52886P104 798 46819 SH DEFINED 01 0 0 46819 LEXAR MEDIA INC COM 52886P104 1249 73300 SH DEFINED 06 0 73300 0 LEXICON GENETICS INC COM 528872104 140 27150 SH DEFINED 01 0 0 27150 LEXMARK INTL NEW CL A 529771107 2914 46256 SH DEFINED 01 24202 0 22054 LEXMARK INTL NEW CL A 529771107 536 8500 SH DEFINED 06 0 8500 0 LIBBEY INC COM 529898108 929 33400 SH DEFINED 06 0 33400 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 582 69104 SH DEFINED 01 0 0 69104 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 28 43000 SH DEFINED 01 0 0 43000 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 8 14000 SH DEFINED 01 0 0 14000 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 206 330000 SH DEFINED 06 0 330000 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 50 52000 SH DEFINED 01 0 0 52000 LIBERTY MEDIA CORP NEW COM SER A 530718105 9144 917154 SH DEFINED 01 0 0 917154 LIBERTY MEDIA CORP NEW COM SER A 530718105 344 34550 SH DEFINED 06 0 34550 0 LIBERTY MEDIA CORP NEW COM SER A 530718105 2798 277896 SH DEFINED 12 277896 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2767 74826 SH DEFINED 01 0 0 74826 LIBERTY PPTY TR SH BEN INT 531172104 388 10500 SH DEFINED 06 0 10500 0 LIFEPOINT INC COM 53215R100 17 40681 SH DEFINED 01 40681 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 68 2829 SH DEFINED 01 0 0 2829 LIFEPOINT HOSPITALS INC COM 53219L109 2011 83600 SH DEFINED 06 0 83600 0 LIGAND PHARMACEUTICALS INC CL B 53220K207 215 16737 SH DEFINED 01 0 0 16737 LIGAND PHARMACEUTICALS INC CL B 53220K207 7373 588000 SH DEFINED 13 588000 0 0 LIHIR GOLD LTD SPONSORED ADR 532349107 458 19715 SH DEFINED 01 0 0 19715 LILLY ELI & CO COM 532457108 19706 331755 SH DEFINED 01 141654 0 190101 LILLY ELI & CO COM 532457108 12040 202700 SH DEFINED 06 0 202700 0 LILLY ELI & CO COM 532457108 11785 202500 SH DEFINED 14 202500 0 0 LIMITED BRANDS INC COM 532716107 1790 118741 SH DEFINED 01 55711 0 63030 LIMITED BRANDS INC COM 532716107 526 34900 SH DEFINED 06 0 34900 0 LINCARE HLDGS INC COM 532791100 2054 56111 SH DEFINED 01 625 0 55486 LINCOLN ELEC HLDGS INC COM 533900106 161 7265 SH DEFINED 01 0 0 7265 LINCOLN ELEC HLDGS INC COM 533900106 824 37100 SH DEFINED 06 0 37100 0 LINCOLN NATL CORP IND COM 534187109 6384 180453 SH DEFINED 01 0 0 180453 LINCOLN NATL CORP IND COM 534187109 417 11800 SH DEFINED 06 0 11800 0 LINEAR TECHNOLOGY CORP COM 535678106 3434 95589 SH DEFINED 01 15 0 95574 LINEAR TECHNOLOGY CORP COM 535678106 1568 43800 SH DEFINED 06 0 43800 0 LINENS N THINGS INC COM 535679104 15 670 SH DEFINED 01 0 0 670 LINENS N THINGS INC COM 535679104 1577 66300 SH DEFINED 06 0 66300 0 LIONS GATE ENTMNT CORP COM NEW 535919203 8821 2950348 SH DEFINED 01 0 0 2950348 LIQUIDMETAL TECHNOLOGIES INC COM 53634X100 88 28950 SH DEFINED 01 0 0 28950 LIZ CLAIBORNE INC COM 539320101 4016 117962 SH DEFINED 01 8016 0 109946 LIZ CLAIBORNE INC COM 539320101 734 21549 SH DEFINED 06 0 21549 0 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1181 42716 SH DEFINED 01 0 0 42716 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 263 9500 SH DEFINED 06 0 9500 0 LOCKHEED MARTIN CORP COM 539830109 6603 143087 SH DEFINED 01 6773 0 136314 LOCKHEED MARTIN CORP COM 539830109 6950 150600 SH DEFINED 06 0 150600 0 LOEWS CORP NOTE 3.125% 9/1 540424AL2 562 605000 SH DEFINED 01 120000 0 485000 LOEWS CORP NOTE 3.125% 9/1 540424AL2 93 100000 SH DEFINED 06 0 100000 0 LOEWS CORP COM 540424108 4067 100766 SH DEFINED 01 76300 0 24466 LOEWS CORP COM 540424108 505 12500 SH DEFINED 06 0 12500 0 LONE STAR STEAKHOUSE SALOON COM 542307103 1368 65500 SH DEFINED 01 65200 0 300 LONGVIEW FIBRE CO COM 543213102 208 21318 SH DEFINED 01 0 0 21318 LOUISIANA PAC CORP COM 546347105 1780 129185 SH DEFINED 01 48600 0 80585 LOWES COS INC NOTE 2/1 548661CF2 2036 2365000 SH DEFINED 01 2363000 0 2000 LOWES COS INC COM 548661107 23552 453796 SH DEFINED 01 88886 0 364910 LOWES COS INC COM 548661107 9428 181652 SH DEFINED 06 0 181652 0 LUBRIZOL CORP COM 549271104 2439 75190 SH DEFINED 01 70690 0 4500 LUBRIZOL CORP COM 549271104 802 24700 SH DEFINED 06 0 24700 0 LUBYS INC COM 549282101 75 30070 SH DEFINED 01 0 0 30070 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 5494630AZ 234 2500 SH DEFINED 01 0 0 25 LUCENT TECHNOLOGIES INC COM 549463107 12715 5887023 SH DEFINED 01 48076 0 5838947 LUCENT TECHNOLOGIES INC COM 549463107 596 275900 SH DEFINED 06 0 275900 0 LUCENT TECHNOLOGIES INC COM 549463107 11 5500 SH DEFINED 16 0 0 5500 LUMINEX CORP DEL COM 55027E102 10 1500 SH DEFINED 01 0 0 1500 LUMINEX CORP DEL COM 55027E102 2504 384200 SH DEFINED 13 384200 0 0 LYONDELL CHEMICAL CO COM 552078107 1729 135291 SH DEFINED 01 15006 0 120285 M & F WORLDWIDE CORP COM 552541104 134 14000 SH DEFINED 01 0 0 14000 M & T BK CORP COM 55261F104 889 10190 SH DEFINED 01 0 0 10190 M & T BK CORP COM 55261F104 5587 64000 SH DEFINED 06 0 64000 0 MBIA INC COM 55262C100 3098 56364 SH DEFINED 01 0 0 56364 MBIA INC COM 55262C100 6707 122010 SH DEFINED 06 0 122010 0 MBNA CORP COM 55262L100 5447 238921 SH DEFINED 01 770 0 238151 MBNA CORP COM 55262L100 7921 347417 SH DEFINED 06 0 347417 0 MBNA CORP COM 55262L100 108 4745 SH DEFINED 11 0 4745 0 MDU RES GROUP INC COM 552690109 388 11515 SH DEFINED 01 0 0 11515 MDU RES GROUP INC COM 552690109 47 1400 SH DEFINED 06 0 1400 0 MFA MTG INVTS INC COM 55272X102 334 35100 SH DEFINED 01 0 0 35100 MFS CHARTER INCOME TR SH BEN INT 552727109 958 109910 SH DEFINED 01 0 0 109910 MFS INTER INCOME TR SH BEN INT 55273C107 1252 181330 SH DEFINED 01 0 0 181330 MFS MULTIMARKET INCOME TR SH BEN INT 552737108 525 85217 SH DEFINED 01 0 0 85217 MGIC INVT CORP WIS COM 552848103 840 16150 SH DEFINED 01 0 0 16150 MGIC INVT CORP WIS COM 552848103 359 6900 SH DEFINED 06 0 6900 0 MGIC INVT CORP WIS COM 552848103 25 493 SH DEFINED 11 0 493 0 MFS GOVT MKTS INCOME TR SH BEN INT 552939100 196 28878 SH DEFINED 01 0 0 28878 MGM MIRAGE COM 552953101 276 7567 SH DEFINED 01 0 0 7567 MGM MIRAGE COM 552953101 372 10190 SH DEFINED 12 10190 0 0 MMO2 PLC ADR 55309W101 6 660 SH DEFINED 01 0 0 660 MMO2 PLC ADR 55309W101 560 59286 SH DEFINED 06 0 59286 0 MRV COMMUNICATIONS INC COM 553477100 31 11300 SH DEFINED 01 3000 0 8300 MTI TECHNOLOGY CORP COM 553903105 59 34967 SH DEFINED 01 0 0 34967 MACERICH CO COM 554382101 97 2593 SH DEFINED 01 0 0 2593 MACERICH CO COM 554382101 162 4300 SH DEFINED 06 0 4300 0 MACK CALI RLTY CORP COM 554489104 260 6653 SH DEFINED 01 0 0 6653 MACROCHEM CORP DEL COM 555903103 11 12500 SH DEFINED 01 0 0 12500 MACROVISION CORP COM 555904101 228 12340 SH DEFINED 01 0 0 12340 MACROMEDIA INC COM 556100105 59 2422 SH DEFINED 01 0 0 2422 MACROMEDIA INC COM 556100105 375 14800 SH DEFINED 15 14800 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 5850 127703 SH DEFINED 01 0 0 127703 MAGELLAN PETE CORP COM 559091301 25 20000 SH DEFINED 01 0 0 20000 MAGNA INTL INC CL A 559222401 4727 65529 SH DEFINED 01 0 0 65529 MAGUIRE PPTYS INC COM 559775101 334 16300 SH DEFINED 01 0 0 16300 MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 62 11850 SH DEFINED 01 0 0 11850 MANAGED HIGH INCOME PORTFOLI COM 56166C105 2152 315197 SH DEFINED 01 0 0 315197 MANAGED MUNS PORTFOLIO INC COM 561662107 611 57377 SH DEFINED 01 0 0 57377 MANAGED HIGH YIELD PLUS FD I COM 561911108 568 113162 SH DEFINED 01 33 0 113129 MANOR CARE INC NEW COM 564055101 689 22998 SH DEFINED 01 0 0 22998 MANOR CARE INC NEW COM 564055101 1923 64100 SH DEFINED 06 0 64100 0 MANPOWER INC COM 56418H100 454 12257 SH DEFINED 01 0 0 12257 MANPOWER INC COM 56418H100 1413 37600 SH DEFINED 15 37600 0 0 MANUGISTICS GROUP INC COM 565011103 10 1892 SH DEFINED 01 1892 0 0 MANUGISTICS GROUP INC COM 565011103 978 178400 SH DEFINED 06 0 178400 0 MARATHON OIL CORP COM 565849106 4874 171024 SH DEFINED 01 0 0 171024 MARATHON OIL CORP COM 565849106 630 22100 SH DEFINED 06 0 22100 0 MARCUS CORP COM 566330106 820 53765 SH DEFINED 01 0 0 53765 MARSH & MCLENNAN COS INC COM 571748102 15001 315082 SH DEFINED 01 1217 0 313865 MARSH & MCLENNAN COS INC COM 571748102 9333 196037 SH DEFINED 06 0 196037 0 MARSH & MCLENNAN COS INC COM 571748102 114 2400 SH DEFINED 11 0 2400 0 MARSHALL & ILSLEY CORP COM 571834100 69 2200 SH DEFINED 01 0 0 2200 MARSHALL & ILSLEY CORP COM 571834100 498 15800 SH DEFINED 06 0 15800 0 MARRIOTT INTL INC NEW CL A 571903202 629 14638 SH DEFINED 01 0 0 14638 MARRIOTT INTL INC NEW CL A 571903202 5753 133700 SH DEFINED 06 0 133700 0 MARTEK BIOSCIENCES CORP COM 572901106 1308 24862 SH DEFINED 01 0 0 24862 MARVEL ENTERPRISES INC COM 57383M108 879 39529 SH DEFINED 01 0 0 39529 MASCO CORP COM 574599106 4978 203380 SH DEFINED 01 0 0 203380 MASCO CORP COM 574599106 4034 164800 SH DEFINED 06 0 164800 0 MASCO CORP COM 574599106 121 4951 SH DEFINED 11 0 4951 0 MASSEY ENERGY CORP COM 576206106 99 7511 SH DEFINED 01 0 0 7511 MASSEY ENERGY CORP COM 576206106 938 70500 SH DEFINED 06 0 70500 0 MATRIA HEALTHCARE INC COM NEW 576817209 890 49600 SH DEFINED 15 49600 0 0 MATSUSHITA ELEC INDL ADR 576879209 1573 131596 SH DEFINED 01 0 0 131596 MATSUSHITA ELEC INDL ADR 576879209 6628 554155 SH DEFINED 06 0 554155 0 MATTEL INC COM 577081102 2639 139199 SH DEFINED 01 45863 0 93336 MATTEL INC COM 577081102 593 31300 SH DEFINED 06 0 31300 0 MATTSON TECHNOLOGY INC COM 577223100 136 15365 SH DEFINED 01 0 0 15365 MAXIM INTEGRATED PRODS INC COM 57772K101 3734 94814 SH DEFINED 01 0 0 94814 MAXIM INTEGRATED PRODS INC COM 57772K101 1319 33400 SH DEFINED 06 0 33400 0 MAXIM INTEGRATED PRODS INC COM 57772K101 38 985 SH DEFINED 11 0 985 0 MAXTOR CORP COM NEW 577729205 134 11045 SH DEFINED 01 0 0 11045 MAXTOR CORP COM NEW 577729205 653 52000 SH DEFINED 15 52000 0 0 MAXYGEN INC COM 577776107 153 15000 SH DEFINED 01 0 0 15000 MAY DEPT STORES CO COM 577778103 4886 198408 SH DEFINED 01 155232 0 43176 MAY DEPT STORES CO COM 577778103 507 20600 SH DEFINED 06 0 20600 0 MAYTAG CORP COM 578592107 2594 103913 SH DEFINED 01 0 0 103913 MAYTAG CORP COM 578592107 5 200 SH DEFINED 06 0 200 0 MCCLATCHY CO CL A 579489105 1775 29849 SH DEFINED 01 0 0 29849 MCCLATCHY CO CL A 579489105 2380 40010 SH DEFINED 06 0 40010 0 MCCORMICK & CO INC COM NON VTG 579780206 281 10253 SH DEFINED 01 0 0 10253 MCCORMICK & CO INC COM NON VTG 579780206 1611 58770 SH DEFINED 06 0 58770 0 MCDONALDS CORP COM 580135101 19395 823934 SH DEFINED 01 45731 0 778203 MCDONALDS CORP COM 580135101 2013 85500 SH DEFINED 06 0 85500 0 MCDONALDS CORP COM 580135101 25 1075 SH DEFINED 11 0 1075 0 MCDONALDS CORP COM 580135101 648 27317 SH DEFINED 12 27317 0 0 MCDONALDS CORP COM 580135101 16 700 SH DEFINED 16 0 0 700 MCDONALDS CORP CALL 5801359AX 423 18000 SH CALL DEFINED 01 0 0 180 MCG CAPITAL CORP COM 58047P107 459 29450 SH DEFINED 01 0 0 29450 MCGRATH RENTCORP COM 580589109 861 30800 SH DEFINED 06 0 30800 0 MCGRAW HILL COS INC COM 580645109 13901 223747 SH DEFINED 01 3161 0 220586 MCGRAW HILL COS INC COM 580645109 833 13400 SH DEFINED 06 0 13400 0 MCGRAW HILL COS INC COM 580645109 335 5400 SH DEFINED 15 5400 0 0 MCK COMMUNICATIONS INC COM 581243102 0 332283 SH DEFINED 01 332283 0 0 MCKESSON CORP COM 58155Q103 889 26729 SH DEFINED 01 0 0 26729 MCKESSON CORP COM 58155Q103 2176 65350 SH DEFINED 06 0 65350 0 MCKESSON CORP COM 58155Q103 24 750 SH DEFINED 11 0 750 0 MEADWESTVACO CORP COM 583334107 1581 62033 SH DEFINED 01 0 0 62033 MEADWESTVACO CORP COM 583334107 387 15188 SH DEFINED 06 0 15188 0 MEDAREX INC COM 583916101 910 154248 SH DEFINED 01 0 0 154248 MED-DESIGN CORP COM 583926100 109 25400 SH DEFINED 01 0 0 25400 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3408 131449 SH DEFINED 01 28519 0 102930 MEDCO HEALTH SOLUTIONS INC COM 58405U102 486 18744 SH DEFINED 06 0 18744 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8 314 SH DEFINED 11 0 314 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 0 2 SH DEFINED 16 0 0 2 MEDICAL STAFFING NETWK HLDGS COM 58463F104 311 41240 SH DEFINED 01 0 0 41240 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 227 3887 SH DEFINED 01 0 0 3887 MEDIMMUNE INC COM 584699102 3789 114744 SH DEFINED 01 0 0 114744 MEDIMMUNE INC COM 584699102 3590 108741 SH DEFINED 06 0 108741 0 MEDIMMUNE INC COM 584699102 13331 406755 SH DEFINED 12 406755 0 0 MEDIFAST INC COM 58470H101 325 26360 SH DEFINED 01 0 0 26360 MEDSOURCE TECHNOLOGIES INC COM 58505Y103 262 52600 SH DEFINED 01 0 0 52600 MEDTRONIC INC DBCV 1.250% 9/1 585055AB2 108 106000 SH DEFINED 01 21000 0 85000 MEDTRONIC INC COM 585055106 67905 1447252 SH DEFINED 01 38069 0 1409183 MEDTRONIC INC COM 585055106 19359 412600 SH DEFINED 06 0 412600 0 MEDTRONIC INC COM 585055106 104 2223 SH DEFINED 11 0 2223 0 MEDTRONIC INC COM 585055106 1 35 SH DEFINED 16 0 0 35 MELLON FINL CORP COM 58551A108 2449 81284 SH DEFINED 01 0 0 81284 MELLON FINL CORP COM 58551A108 853 28300 SH DEFINED 06 0 28300 0 MEMBERWORKS INC COM 586002107 493 15566 SH DEFINED 01 15566 0 0 MENS WEARHOUSE INC COM 587118100 263 10264 SH DEFINED 01 0 0 10264 MENTOR CORP MINN COM 587188103 369 16200 SH DEFINED 01 0 0 16200 MERCANTILE BANKSHARES CORP COM 587405101 219 5477 SH DEFINED 01 0 0 5477 MERCK & CO INC COM 589331107 70360 1389966 SH DEFINED 01 298490 0 1091476 MERCK & CO INC COM 589331107 14209 280700 SH DEFINED 06 0 280700 0 MERCK & CO INC COM 589331107 199 3949 SH DEFINED 11 0 3949 0 MERCK & CO INC COM 589331107 2397 47000 SH DEFINED 13 47000 0 0 MERCK & CO INC COM 589331107 1 20 SH DEFINED 16 0 0 20 MERCURY COMPUTER SYS COM 589378108 135 6355 SH DEFINED 01 0 0 6355 MERCURY COMPUTER SYS COM 589378108 615 28600 SH DEFINED 15 28600 0 0 MERCURY INTERACTIVE CORP COM 589405109 523 11490 SH DEFINED 01 0 0 11490 MERCURY INTERACTIVE CORP COM 589405109 272 6000 SH DEFINED 06 0 6000 0 MERIDIAN RESOURCE CORP COM 58977Q109 341 79300 SH DEFINED 01 0 0 79300 MERISTAR HOSPITALITY CORP COM 58984Y103 251 35519 SH DEFINED 01 0 0 35519 MERIDIAN GOLD INC COM 589975101 1376 117371 SH DEFINED 01 0 0 117371 MERGE TECHNOLOGIES INC COM 589981109 227 13481 SH DEFINED 01 0 0 13481 MERIX CORP COM 590049102 16 1000 SH DEFINED 01 0 0 1000 MERIX CORP COM 590049102 683 39800 SH DEFINED 15 39800 0 0 MERRILL LYNCH & CO INC COM 590188108 15931 297611 SH DEFINED 01 39518 0 258093 MERRILL LYNCH & CO INC COM 590188108 7131 133213 SH DEFINED 06 0 133213 0 MERRILL LYNCH & CO INC COM 590188108 1 33 SH DEFINED 16 0 0 33 MESA AIR GROUP INC COM 590479101 412 37090 SH DEFINED 01 0 0 37090 MESABI TR CTF BEN INT 590672101 95 19100 SH DEFINED 01 0 0 19100 METHANEX CORP COM 59151K108 709 75800 SH DEFINED 06 0 75800 0 METHODE ELECTRS INC CL A 591520200 848 71800 SH DEFINED 06 0 71800 0 METLIFE INC COM 59156R108 651 23225 SH DEFINED 01 7436 0 15789 METLIFE INC COM 59156R108 1868 66600 SH DEFINED 06 0 66600 0 METROLOGIC INSTRS INC COM 591676101 403 11208 SH DEFINED 01 0 0 11208 MEXICO FD INC COM 592835102 236 16216 SH DEFINED 01 0 0 16216 MICHAELS STORES INC COM 594087108 399 9797 SH DEFINED 01 0 0 9797 MICROSOFT CORP COM 594918104 166139 5976237 SH DEFINED 01 316334 0 5659903 MICROSOFT CORP COM 594918104 40462 1456004 SH DEFINED 06 0 1456004 0 MICROSOFT CORP COM 594918104 349 12580 SH DEFINED 11 0 12580 0 MICROSOFT CORP COM 594918104 636 22095 SH DEFINED 12 22095 0 0 MICROSOFT CORP COM 594918104 35 1262 SH DEFINED 16 0 0 1262 MICROVISION INC WASH COM 594960106 499 62950 SH DEFINED 01 0 0 62950 MICRO THERAPEUTICS INC COM 59500W100 112 21300 SH DEFINED 01 0 0 21300 MICROCHIP TECHNOLOGY INC COM 595017104 428 17871 SH DEFINED 01 0 0 17871 MICROCHIP TECHNOLOGY INC COM 595017104 965 40300 SH DEFINED 06 0 40300 0 MICROMUSE INC COM 595094103 93 11476 SH DEFINED 01 0 0 11476 MICRON TECHNOLOGY INC COM 595112103 2369 176558 SH DEFINED 01 0 0 176558 MICRON TECHNOLOGY INC COM 595112103 548 40800 SH DEFINED 06 0 40800 0 MICRON TECHNOLOGY INC COM 595112103 24 1850 SH DEFINED 11 0 1850 0 MID ATLANTIC MED SVCS INC COM 59523C107 2113 41098 SH DEFINED 01 0 0 41098 MIDCAP SPDR TR UNIT SER 1 595635103 9431 101030 SH DEFINED 01 0 0 101030 MIDWEST EXPRESS HLDGS INC COM 597911106 129 27769 SH DEFINED 01 0 0 27769 MIDWAY GAMES INC COM 598148104 216 73297 SH DEFINED 01 0 0 73297 MILLENNIUM PHARMACEUTICALS I COM 599902103 1561 101086 SH DEFINED 01 0 0 101086 MILLEA HOLDINGS INC ADR 60032R106 93 1675 SH DEFINED 01 0 0 1675 MILLEA HOLDINGS INC ADR 60032R106 223 4000 SH DEFINED 06 0 4000 0 MILLIPORE CORP COM 601073109 7323 159009 SH DEFINED 01 0 0 159009 MILLIPORE CORP COM 601073109 161 3500 SH DEFINED 06 0 3500 0 MILLIPORE CORP COM 601073109 853 18800 SH DEFINED 15 18800 0 0 MINDSPEED TECHNOLOGIES INC COM 602682106 119 22198 SH DEFINED 01 0 0 22198 MINDSPEED TECHNOLOGIES INC COM 602682106 835 152800 SH DEFINED 15 152800 0 0 MITCHELLS & BUTLERS SPONSORED ADR 60668M108 1 475 SH DEFINED 01 0 0 475 MITCHELLS & BUTLERS SPONSORED ADR 60668M108 95 25099 SH DEFINED 06 0 25099 0 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 29 4590 SH DEFINED 01 0 0 4590 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 5937 921900 SH DEFINED 06 0 921900 0 MOBILE MINI INC COM 60740F105 194 10000 SH DEFINED 01 0 0 10000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 648 8818 SH DEFINED 01 0 0 8818 MODEM MEDIA INC CL A 607533106 186 37200 SH DEFINED 01 0 0 37200 MOHAWK INDS INC COM 608190104 5616 78750 SH DEFINED 01 0 0 78750 MOHAWK INDS INC COM 608190104 1555 21800 SH DEFINED 06 0 21800 0 MOLEX INC COM 608554101 425 14886 SH DEFINED 01 0 0 14886 MOLEX INC COM 608554101 1267 44300 SH DEFINED 06 0 44300 0 MOLEX INC CL A 608554200 472 19308 SH DEFINED 01 0 0 19308 MONACO COACH CORP COM 60886R103 166 10052 SH DEFINED 01 0 0 10052 MONDAVI ROBERT CORP CL A 609200100 20926 675500 SH DEFINED 01 0 0 675500 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 0 100 SH DEFINED 01 0 0 100 MONOLITHIC SYS TECHNOLOGY IN COM 609842109 314 37200 SH DEFINED 15 37200 0 0 MONSANTO CO NEW COM 61166W101 974 40710 SH DEFINED 01 455 0 40255 MONSANTO CO NEW COM 61166W101 427 17842 SH DEFINED 06 0 17842 0 MONSANTO CO NEW COM 61166W101 25 1052 SH DEFINED 11 0 1052 0 MONSANTO CO NEW COM 61166W101 0 7 SH DEFINED 16 0 0 7 MONSTER WORLDWIDE INC COM 611742107 1018 40395 SH DEFINED 01 0 0 40395 MONSTER WORLDWIDE INC COM 611742107 3452 137100 SH DEFINED 06 0 137100 0 MONSTER WORLDWIDE INC COM 611742107 1 69 SH DEFINED 16 0 0 69 MOODYS CORP COM 615369105 1507 27422 SH DEFINED 01 1704 0 25718 MOODYS CORP COM 615369105 544 9900 SH DEFINED 06 0 9900 0 MOORE WALLACE INC COM 615857109 471 33201 SH DEFINED 01 0 0 33201 MORAN ENERGY INC SDCV 8.750% 1/1 616457AC1 90 93000 SH DEFINED 01 0 0 93000 MORGAN STANLEY EMER MKTS FD COM 61744G107 829 73567 SH DEFINED 01 0 0 73567 MORGAN STANLEY EMER MKTS DEB COM 61744H105 234 26500 SH DEFINED 01 0 0 26500 MORGAN STANLEY GBL OPP BOND COM 61744R103 83 11300 SH DEFINED 01 0 0 11300 MORGAN STANLEY ASIA PAC FD I COM 61744U106 175 18427 SH DEFINED 01 0 0 18427 MORGAN STANLEY COM NEW 617446448 9978 197757 SH DEFINED 01 24458 0 173299 MORGAN STANLEY COM NEW 617446448 7714 152873 SH DEFINED 06 0 152873 0 MORGAN STANLEY COM NEW 617446448 198 3929 SH DEFINED 11 0 3929 0 MORGAN STANLEY GOVT INCOME TR 61745P106 1926 215050 SH DEFINED 01 0 0 215050 MORGAN STANLEY MUN PREM INCOM 61745P429 257 27935 SH DEFINED 01 0 0 27935 MORGAN STANLEY MUN INCOME III 61745P437 210 23650 SH DEFINED 01 0 0 23650 MORGAN STANLEY QULTY MUN SECS 61745P585 331 23550 SH DEFINED 01 0 0 23550 MORGAN STANLEY QUALT MUN INCM 61745P734 332 22900 SH DEFINED 01 0 0 22900 MORGAN STANLEY INSD MUN INCM 61745P791 366 25050 SH DEFINED 01 0 0 25050 MOTOROLA INC COM 620076109 17724 1483236 SH DEFINED 01 52148 0 1431088 MOTOROLA INC COM 620076109 2483 207456 SH DEFINED 06 0 207456 0 MOTOROLA INC COM 620076109 4 358 SH DEFINED 16 0 0 358 MOTOROLA INC EQTY UNIT 7% 620076208 661 17435 SH DEFINED 01 1300 0 16135 MULTI COLOR CORP COM 625383104 5013 226838 SH DEFINED 01 0 0 226838 MUNIHOLDINGS INSD FD INC COM 625930102 151 11400 SH DEFINED 01 0 0 11400 MUNIHOLDINGS N Y INSD FD INC COM 625931100 294 20907 SH DEFINED 01 0 0 20907 MUNICIPAL ADVANTAGE FD INC COM 626189104 360 26412 SH DEFINED 01 0 0 26412 MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 1026 41866 SH DEFINED 01 0 0 41866 MUNIHOLDINGS FLA INSD FD COM 62624W105 241 16888 SH DEFINED 01 0 0 16888 MUNIHOLDINGS INSD FD II INC COM 62625A102 149 11383 SH DEFINED 01 0 0 11383 MUNIVEST FD II INC COM 62629P105 562 39139 SH DEFINED 01 0 0 39139 MUNIVEST FD INC COM 626295109 685 75738 SH DEFINED 01 0 0 75738 MUNIYIELD FD INC COM 626299101 341 25991 SH DEFINED 01 0 0 25991 MUNIYIELD INSD FD INC COM 62630E107 489 33675 SH DEFINED 01 0 0 33675 MUNIYIELD QUALITY FD II COM 62630T104 327 26400 SH DEFINED 01 0 0 26400 MUNIYIELD N Y INSD FD INC COM 626301105 295 22220 SH DEFINED 01 0 0 22220 MUNIYIELD QUALITY FD INC COM 626302103 299 20921 SH DEFINED 01 104 0 20817 MURPHY OIL CORP COM 626717102 533 9074 SH DEFINED 01 0 0 9074 MURPHY OIL CORP COM 626717102 6116 104100 SH DEFINED 06 0 104100 0 MYLAN LABS INC COM 628530107 5438 140714 SH DEFINED 01 0 0 140714 MYRIAD GENETICS INC COM 62855J104 13 1205 SH DEFINED 01 0 0 1205 MYRIAD GENETICS INC COM 62855J104 745 66000 SH DEFINED 13 66000 0 0 NBTY INC COM 628782104 216 9293 SH DEFINED 01 0 0 9293 NCE PETROFUND 1 TR UT NEW 2001 62885E406 298 25085 SH DEFINED 01 0 0 25085 NCO GROUP INC COM 628858102 1271 53100 SH DEFINED 15 53100 0 0 NCR CORP NEW COM 62886E108 263 8327 SH DEFINED 01 954 0 7373 NCR CORP NEW COM 62886E108 212 6700 SH DEFINED 06 0 6700 0 NEC CORP ADR 629050204 1016 135395 SH DEFINED 01 0 0 135395 NPS PHARMACEUTICALS INC COM 62936P103 384 13787 SH DEFINED 01 0 0 13787 NPS PHARMACEUTICALS INC COM 62936P103 2128 78500 SH DEFINED 13 78500 0 0 NTL INC DEL COM 62940M104 425 9200 SH DEFINED 01 225 0 8975 NTT DOCOMO INC SPONS ADR 62942M201 903 36988 SH DEFINED 01 0 0 36988 NTT DOCOMO INC SPONS ADR 62942M201 1292 52895 SH DEFINED 06 0 52895 0 NUCO2 INC COM 629428103 258 23450 SH DEFINED 01 0 0 23450 NUI CORP COM 629431107 527 35271 SH DEFINED 01 0 0 35271 NVR INC COM 62944T105 537 1153 SH DEFINED 01 0 0 1153 NAM TAI ELECTRS INC COM PAR $0.02 629865205 1008 37174 SH DEFINED 01 0 0 37174 NASDAQ 100 TR UNIT SER 1 631100104 16905 521467 SH DEFINED 01 0 0 521467 NASDAQ 100 TR UNIT SER 1 631100104 4185 126300 SH DEFINED 15 126300 0 0 NASDAQ 100 TR CALL 6311009AN 424 13100 SH CALL DEFINED 01 0 0 131 NASH FINCH CO COM 631158102 162 10505 SH DEFINED 01 0 0 10505 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 9 900 SH DEFINED 01 0 0 900 NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 780 83500 SH DEFINED 13 83500 0 0 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 679 6516 SH DEFINED 01 0 0 6516 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 344 3300 SH DEFINED 06 0 3300 0 NATIONAL CITY CORP COM 635405103 1319 44775 SH DEFINED 01 0 0 44775 NATIONAL CITY CORP COM 635405103 1311 44500 SH DEFINED 06 0 44500 0 NATIONAL COMMERCE FINL CORP COM 63545P104 2297 92355 SH DEFINED 01 0 0 92355 NATIONAL FUEL GAS CO N J COM 636180101 1395 61074 SH DEFINED 01 0 0 61074 NATIONAL FUEL GAS CO N J COM 636180101 832 36400 SH DEFINED 06 0 36400 0 NATIONAL GRID TRANSCO PLC SPONSORED ADR 636274102 975 29854 SH DEFINED 01 0 0 29854 NATIONAL HEALTH INVS INC COM 63633D104 636 34931 SH DEFINED 01 0 0 34931 NATIONAL-OILWELL INC COM 637071101 54 3015 SH DEFINED 01 0 0 3015 NATIONAL-OILWELL INC COM 637071101 1525 84100 SH DEFINED 15 84100 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1996 61840 SH DEFINED 01 0 0 61840 NATIONAL SEMICONDUCTOR CORP COM 637640103 2302 71300 SH DEFINED 06 0 71300 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1508 45400 SH DEFINED 15 45400 0 0 NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 229 8680 SH DEFINED 01 0 0 8680 NATIONS GOVT INCOME TERM 200 COM 638583104 959 96023 SH DEFINED 01 0 0 96023 NATIONS GOVT INCOME 2004 COM 638584102 545 54530 SH DEFINED 01 0 0 54530 NATIONWIDE FINL SVCS INC CL A 638612101 6208 198112 SH DEFINED 01 25987 0 172125 NATIONWIDE HEALTH PPTYS INC COM 638620104 253 14499 SH DEFINED 01 0 0 14499 NAVISTAR INTL CORP NEW COM 63934E108 32 885 SH DEFINED 01 0 0 885 NAVISTAR INTL CORP NEW COM 63934E108 183 4900 SH DEFINED 06 0 4900 0 NEKTAR THERAPEUTICS COM 640268108 146 11450 SH DEFINED 01 0 0 11450 NEOSE TECHNOLOGIES INC COM 640522108 2772 280500 SH DEFINED 13 280500 0 0 NEOWARE SYS INC COM 64065P102 1084 63535 SH DEFINED 01 5900 0 57635 NEOPHARM INC COM 640919106 2884 190440 SH DEFINED 13 190440 0 0 NET2PHONE COM 64108N106 69 11000 SH DEFINED 01 9000 0 2000 NETEASE COM INC SPONSORED ADR 64110W102 373 6694 SH DEFINED 01 0 0 6694 NETSCREEN TECHNOLOGIES INC COM 64117V107 1007 45316 SH DEFINED 01 0 0 45316 NETWORK APPLIANCE INC COM 64120L104 8001 389751 SH DEFINED 01 43807 0 345944 NETWORK APPLIANCE INC COM 64120L104 2748 133850 SH DEFINED 06 0 133850 0 NETWORK APPLIANCE INC COM 64120L104 368 17500 SH DEFINED 15 17500 0 0 NETWORK EQUIP TECHNOLOGIES COM 641208103 131 14400 SH DEFINED 01 0 0 14400 NETWORK ENGINES INC COM 64121A107 115 17950 SH DEFINED 01 0 0 17950 NEUBERGER BERMAN INTER MUNI COM 64124P101 465 34365 SH DEFINED 01 0 0 34365 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 86 14750 SH DEFINED 01 14000 0 750 NEUROCRINE BIOSCIENCES INC COM 64125C109 1379 27868 SH DEFINED 01 500 0 27368 NEW AMER HIGH INCOME FD INC COM 641876107 117 59049 SH DEFINED 01 0 0 59049 NEW CENTURY FINANCIAL CORP COM 64352D101 243 8598 SH DEFINED 01 0 0 8598 NEW GERMANY FD INC COM 644465106 549 93355 SH DEFINED 01 0 0 93355 NEW PLAN EXCEL RLTY TR INC COM 648053106 988 42425 SH DEFINED 01 0 0 42425 NEW PLAN EXCEL RLTY TR INC COM 648053106 892 38300 SH DEFINED 06 0 38300 0 NEW YORK CMNTY BANCORP INC COM 649445103 3248 103110 SH DEFINED 01 0 0 103110 NEW YORK CMNTY BANCORP INC COM 649445103 2938 93233 SH DEFINED 06 0 93233 0 NEW YORK HEALTH CARE INC COM NEW 649487204 156 43000 SH DEFINED 01 0 0 43000 NEW YORK TIMES CO CL A 650111107 4016 92408 SH DEFINED 01 0 0 92408 NEW YORK TIMES CO CL A 650111107 469 10800 SH DEFINED 06 0 10800 0 NEWCASTLE INVT CORP COM 65105M108 795 34600 SH DEFINED 01 0 0 34600 NEWELL RUBBERMAID INC COM 651229106 15181 700589 SH DEFINED 01 238735 0 461854 NEWELL RUBBERMAID INC COM 651229106 429 19800 SH DEFINED 06 0 19800 0 NEWFIELD EXPL CO COM 651290108 1046 27140 SH DEFINED 01 0 0 27140 NEWMONT MINING CORP COM 651639106 17800 455367 SH DEFINED 01 8985 0 446382 NEWMONT MINING CORP COM 651639106 1048 26800 SH DEFINED 06 0 26800 0 NEWMONT MINING CORP COM 651639106 28 735 SH DEFINED 16 0 0 735 NEWPARK RES INC COM PAR $.01NEW 651718504 149 34652 SH DEFINED 01 0 0 34652 NEWPARK RES INC COM PAR $.01NEW 651718504 1841 428200 SH DEFINED 06 0 428200 0 NEWS AMER INC NOTE 2/2 652482AZ3 48 88000 SH DEFINED 01 88000 0 0 NEWS CORP LTD ADR NEW 652487703 2489 75889 SH DEFINED 01 0 0 75889 NEWS CORP LTD ADR NEW 652487703 607 18428 SH DEFINED 12 18428 0 0 NEWS CORP LTD SP ADR PFD 652487802 419 15385 SH DEFINED 01 0 0 15385 NEWS CORP LTD SP ADR PFD 652487802 540 19791 SH DEFINED 12 19791 0 0 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 41 45000 SH DEFINED 01 45000 0 0 NEXTEL COMMUNICATIONS INC NOTE 6.000% 6/0 65332VBC6 165 153000 SH DEFINED 01 0 0 153000 NEXTEL COMMUNICATIONS INC CL A 65332V103 49463 2509580 SH DEFINED 01 63639 0 2445941 NEXTEL COMMUNICATIONS INC CL A 65332V103 2674 135800 SH DEFINED 06 0 135800 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 3 159 SH DEFINED 16 0 0 159 NEXTEL PARTNERS INC CL A 65333F107 462 58943 SH DEFINED 01 0 0 58943 NICHOLAS-APPLEGATE CV & INC COM 65370F101 1147 76631 SH DEFINED 01 30 0 76601 NICHOLAS APPLEGATE CV&INC FD COM 65370G109 370 25866 SH DEFINED 01 0 0 25866 NICOR INC COM 654086107 547 15583 SH DEFINED 01 0 0 15583 NICOR INC COM 654086107 7 200 SH DEFINED 06 0 200 0 NIKE INC CL B 654106103 1916 31517 SH DEFINED 01 0 0 31517 NIKE INC CL B 654106103 1101 18100 SH DEFINED 06 0 18100 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 442 19567 SH DEFINED 01 0 0 19567 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 7695 339890 SH DEFINED 06 0 339890 0 NISOURCE INC COM 65473P105 1847 92476 SH DEFINED 01 0 0 92476 NISOURCE INC COM 65473P105 392 19600 SH DEFINED 06 0 19600 0 NISSAN MOTORS SPONSORED ADR 654744408 2501 115136 SH DEFINED 01 10625 0 104511 NOKIA CORP SPONSORED ADR 654902204 31370 2010959 SH DEFINED 01 19804 0 1991155 NOKIA CORP SPONSORED ADR 654902204 2667 170947 SH DEFINED 06 0 170947 0 NOKIA CORP SPONSORED ADR 654902204 81 5250 SH DEFINED 11 0 5250 0 NOKIA CORP SPONSORED ADR 654902204 429 27000 SH DEFINED 15 27000 0 0 NOKIA CORP SPONSORED ADR 654902204 1 98 SH DEFINED 16 0 0 98 NOMURA HLDGS INC SPONSORED ADR 65535H208 93 5800 SH DEFINED 01 0 0 5800 NOMURA HLDGS INC SPONSORED ADR 65535H208 802 50000 SH DEFINED 06 0 50000 0 NORAM ENERGY CORP SDCV 6.000% 3/1 655419AC3 152 160100 SH DEFINED 01 0 0 160100 NORDSON CORP COM 655663102 47 1851 SH DEFINED 01 0 0 1851 NORDSON CORP COM 655663102 673 26000 SH DEFINED 06 0 26000 0 NORDSTROM INC COM 655664100 512 20642 SH DEFINED 01 0 0 20642 NORDSTROM INC COM 655664100 233 9400 SH DEFINED 06 0 9400 0 NORFOLK SOUTHERN CORP COM 655844108 1293 69927 SH DEFINED 01 0 0 69927 NORFOLK SOUTHERN CORP COM 655844108 474 25600 SH DEFINED 06 0 25600 0 NORSK HYDRO A S SPONSORED ADR 656531605 525 10239 SH DEFINED 01 0 0 10239 NORTEL NETWORKS CORP NEW COM 656568102 4470 1090272 SH DEFINED 01 12956 0 1077316 NORTEL NETWORKS CORP NEW CALL 6565689AA 41 10000 SH CALL DEFINED 01 0 0 100 NORTH AMERN SCIENTIFIC INC COM 65715D100 358 33650 SH DEFINED 01 0 0 33650 NORTH FORK BANCORPORATION NY COM 659424105 240 6915 SH DEFINED 01 0 0 6915 NORTH FORK BANCORPORATION NY COM 659424105 382 11000 SH DEFINED 06 0 11000 0 NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 8353 192427 SH DEFINED 01 0 0 192427 NORTHERN TR CORP COM 665859104 5943 140331 SH DEFINED 01 0 0 140331 NORTHERN TR CORP COM 665859104 5802 136710 SH DEFINED 06 0 136710 0 NORTHROP GRUMMAN CORP COM 666807102 1657 19221 SH DEFINED 01 99 0 19122 NORTHROP GRUMMAN CORP COM 666807102 1036 12014 SH DEFINED 06 0 12014 0 NORTHWEST AIRLS CORP CL A 667280101 2445 252064 SH DEFINED 01 155625 0 96439 NORTHWEST AIRLS CORP CL A 667280101 66 6662 SH DEFINED 12 6662 0 0 NORTHWEST NAT GAS CO COM 667655104 23 801 SH DEFINED 01 0 0 801 NORTHWEST NAT GAS CO COM 667655104 858 29600 SH DEFINED 06 0 29600 0 NORTHWESTERN CORP COM 668074107 6 22326 SH DEFINED 01 0 0 22326 NOVARTIS A G SPONSORED ADR 66987V109 7631 196491 SH DEFINED 01 0 0 196491 NOVARTIS A G SPONSORED ADR 66987V109 1172 30170 SH DEFINED 06 0 30170 0 NOVARTIS A G SPONSORED ADR 66987V109 42 1100 SH DEFINED 16 0 0 1100 NOVADIGM INC COM 669937104 133 43400 SH DEFINED 01 0 0 43400 NUANCE COMMUNICATIONS INC COM 669967101 98 17070 SH DEFINED 01 0 0 17070 NOVAVAX INC COM 670002104 340 46435 SH DEFINED 01 0 0 46435 NOVELL INC COM 670006105 325 61506 SH DEFINED 01 0 0 61506 NOVELL INC COM 670006105 134 25100 SH DEFINED 06 0 25100 0 NOVELLUS SYS INC COM 670008101 6089 181233 SH DEFINED 01 11758 0 169475 NOVELLUS SYS INC COM 670008101 383 11350 SH DEFINED 06 0 11350 0 NOVEN PHARMACEUTICALS INC COM 670009109 377 32851 SH DEFINED 01 0 0 32851 NSTAR COM 67019E107 1116 23506 SH DEFINED 01 0 0 23506 NUCOR CORP COM 670346105 292 6375 SH DEFINED 01 0 0 6375 NUCOR CORP COM 670346105 881 19200 SH DEFINED 06 0 19200 0 NUVEEN INSD PREM INCOME MUN COM 6706D8104 418 29762 SH DEFINED 01 0 0 29762 NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 216 17075 SH DEFINED 01 0 0 17075 NUVEEN INVT QUALITY MUN FD I COM 67062E103 607 40103 SH DEFINED 01 0 0 40103 NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 589 42108 SH DEFINED 01 0 0 42108 NUVEEN NY MUN VALUE FD COM 67062M105 447 49125 SH DEFINED 01 0 0 49125 NUVEEN INSD QUALITY MUN FD I COM 67062N103 723 44760 SH DEFINED 01 0 0 44760 NUVEEN PERFORMANCE PLUS MUN COM 67062P108 463 31575 SH DEFINED 01 0 0 31575 NUVEEN PREM INCOME MUN FD COM 67062T100 474 33090 SH DEFINED 01 0 0 33090 NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 547 38250 SH DEFINED 01 0 0 38250 NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X100 132 10116 SH DEFINED 01 0 0 10116 NVIDIA CORP COM 67066G104 297 18632 SH DEFINED 01 0 0 18632 NVIDIA CORP COM 67066G104 175 11000 SH DEFINED 06 0 11000 0 NVIDIA CORP COM 67066G104 63 4000 SH DEFINED 12 4000 0 0 NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 333 22200 SH DEFINED 01 0 0 22200 NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 300 19900 SH DEFINED 01 0 0 19900 NUVEEN SR INCOME FD COM 67067Y104 728 82029 SH DEFINED 01 0 0 82029 NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 222 14899 SH DEFINED 01 0 0 14899 NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 293 19600 SH DEFINED 01 0 0 19600 NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X101 356 25715 SH DEFINED 01 0 0 25715 NUVEEN REAL ESTATE INCOME FD COM 67071B108 210 12397 SH DEFINED 01 0 0 12397 NUVEEN INSD DIVID ADVANTAGE COM 67071L106 258 17600 SH DEFINED 01 0 0 17600 NUVEEN QUALITY PFD INCOME FD COM 67071S101 243 16320 SH DEFINED 01 0 0 16320 NUVEEN CT DIV ADV MUN FD 3 COM 67071Y108 515 36700 SH DEFINED 01 0 0 36700 NUVEEN QUALITY PFD INCOME FD COM 67072C105 1759 116710 SH DEFINED 01 0 0 116710 NUVELO INC COM 67072M103 103 39350 SH DEFINED 01 0 0 39350 O CHARLEYS INC COM 670823103 329 22355 SH DEFINED 01 0 0 22355 OGE ENERGY CORP COM 670837103 49 2200 SH DEFINED 01 0 0 2200 OGE ENERGY CORP COM 670837103 904 40000 SH DEFINED 06 0 40000 0 OM GROUP INC COM 670872100 2060 140723 SH DEFINED 01 0 0 140723 NUVEEN INVTS INC CL A 67090F106 1314 47800 SH DEFINED 01 0 0 47800 NUVEEN MUN VALUE FD INC COM 670928100 410 44789 SH DEFINED 01 0 0 44789 NUVEEN SELECT QUALITY MUN FD COM 670973106 250 16900 SH DEFINED 01 0 0 16900 NUVEEN QUALITY INCOME MUN FD COM 670977107 420 29245 SH DEFINED 01 0 0 29245 NUVEEN TEX QUALITY INCOME MU COM 670983105 208 14500 SH DEFINED 01 0 0 14500 NUVEEN INSD MUN OPPORTUNITY COM 670984103 225 14342 SH DEFINED 01 0 0 14342 OSI PHARMACEUTICALS INC COM 671040103 275 8439 SH DEFINED 01 0 0 8439 OAK INDS INC NOTE 4.875% 3/0 671400AL3 124 131000 SH DEFINED 01 0 0 131000 OCCIDENTAL PETE CORP DEL COM 674599105 5727 162575 SH DEFINED 01 6020 0 156555 OCCIDENTAL PETE CORP DEL COM 674599105 1201 34100 SH DEFINED 06 0 34100 0 ODYSSEY HEALTHCARE INC COM 67611V101 359 12048 SH DEFINED 01 0 0 12048 OFFICEMAX INC COM 67622M108 2784 297183 SH DEFINED 01 255600 0 41583 OFFICE DEPOT INC COM 676220106 1417 100915 SH DEFINED 01 57398 0 43517 OFFICE DEPOT INC COM 676220106 1304 92800 SH DEFINED 06 0 92800 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 486 8441 SH DEFINED 01 0 0 8441 OLD NATL BANCORP IND COM 680033107 6 278 SH DEFINED 01 0 0 278 OLD NATL BANCORP IND COM 680033107 806 36070 SH DEFINED 06 0 36070 0 OLIN CORP COM PAR $1 680665205 206 13035 SH DEFINED 01 0 0 13035 OMNICARE INC COM 681904108 3318 92037 SH DEFINED 01 0 0 92037 OMNICARE INC COM 681904108 2843 78850 SH DEFINED 06 0 78850 0 OMNICOM GROUP INC COM 681919106 3285 45725 SH DEFINED 01 0 0 45725 OMNICOM GROUP INC COM 681919106 8653 120425 SH DEFINED 06 0 120425 0 OMNIVISION TECHNOLOGIES INC COM 682128103 1363 32308 SH DEFINED 01 0 0 32308 OMNIVISION TECHNOLOGIES INC COM 682128103 659 15600 SH DEFINED 06 0 15600 0 ONYX PHARMACEUTICALS INC COM 683399109 25 1200 SH DEFINED 01 0 0 1200 ONYX PHARMACEUTICALS INC COM 683399109 4243 205000 SH DEFINED 13 205000 0 0 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 927 15234 SH DEFINED 01 0 0 15234 OPENWAVE SYS INC COM 683718100 888 211093 SH DEFINED 01 0 0 211093 ORACLE CORP COM 68389X105 19680 1749413 SH DEFINED 01 61047 0 1688366 ORACLE CORP COM 68389X105 10059 896500 SH DEFINED 06 0 896500 0 ORACLE CORP COM 68389X105 79 7073 SH DEFINED 11 0 7073 0 ORACLE CORP COM 68389X105 274 23608 SH DEFINED 12 23608 0 0 OPTIKA INC COM 683973101 23 11700 SH DEFINED 01 0 0 11700 ORBITAL SCIENCES CORP COM 685564106 163 17587 SH DEFINED 01 0 0 17587 ORCHID BIOSCIENCES INC COM 68571P100 17 13300 SH DEFINED 01 0 0 13300 ORIENTAL FINL GROUP INC COM 68618W100 353 14557 SH DEFINED 11 0 14557 0 ORPHAN MED INC COM 687303107 7630 700000 SH DEFINED 13 700000 0 0 ORTHODONTIC CTRS AMER INC COM 68750P103 353 44892 SH DEFINED 01 0 0 44892 ORTHOVITA INC COM 68750U102 28 7300 SH DEFINED 01 0 0 7300 ORTHOVITA INC COM 68750U102 7804 2011387 SH DEFINED 14 2011387 0 0 OUTBACK STEAKHOUSE INC COM 689899102 456 12049 SH DEFINED 01 0 0 12049 OVERSTOCK COM INC DEL COM 690370101 245 16500 SH DEFINED 15 16500 0 0 OWENS & MINOR INC NEW COM 690732102 1024 42500 SH DEFINED 06 0 42500 0 OWENS ILL INC COM NEW 690768403 160 14054 SH DEFINED 01 0 0 14054 OXFORD HEALTH PLANS INC COM 691471106 2275 55080 SH DEFINED 01 0 0 55080 OXIGENE INC COM 691828107 109 9000 SH DEFINED 01 0 0 9000 OXIGENE INC COM 691828107 1675 151000 SH DEFINED 13 151000 0 0 PG&E CORP COM 69331C108 363 15193 SH DEFINED 01 0 0 15193 PG&E CORP COM 69331C108 638 26700 SH DEFINED 06 0 26700 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 774 17079 SH DEFINED 01 0 0 17079 PIMCO COML MTG SECS TR INC COM 693388100 923 64714 SH DEFINED 01 64 0 64650 PLX TECHNOLOGY INC COM 693417107 94 15000 SH DEFINED 01 0 0 15000 PLX TECHNOLOGY INC COM 693417107 1812 276700 SH DEFINED 15 276700 0 0 PMC-SIERRA INC COM 69344F106 385 29218 SH DEFINED 01 0 0 29218 PMC-SIERRA INC COM 69344F106 282 21400 SH DEFINED 06 0 21400 0 PMC-SIERRA INC COM 69344F106 402 29600 SH DEFINED 15 29600 0 0 PMI GROUP INC COM 69344M101 1646 48783 SH DEFINED 01 0 0 48783 PMI GROUP INC COM 69344M101 78 2334 SH DEFINED 11 0 2334 0 PNC FINL SVCS GROUP INC COM 693475105 2694 56640 SH DEFINED 01 0 0 56640 PNC FINL SVCS GROUP INC COM 693475105 890 18700 SH DEFINED 06 0 18700 0 PNC FINL SVCS GROUP INC COM 693475105 118 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 5464 191074 SH DEFINED 01 0 0 191074 POSCO SPONSORED ADR 693483109 163 5700 SH DEFINED 06 0 5700 0 PNM RES INC COM 69349H107 5 200 SH DEFINED 01 0 0 200 PNM RES INC COM 69349H107 894 31900 SH DEFINED 06 0 31900 0 PPG INDS INC COM 693506107 6083 116496 SH DEFINED 01 67274 0 49222 PPG INDS INC COM 693506107 721 13800 SH DEFINED 06 0 13800 0 PPG INDS INC COM 693506107 48 938 SH DEFINED 11 0 938 0 PPL CORP COM 69351T106 898 21950 SH DEFINED 01 0 0 21950 PPL CORP COM 69351T106 495 12100 SH DEFINED 06 0 12100 0 PSS WORLD MED INC COM 69366A100 24380 2776822 SH DEFINED 01 0 0 2776822 PAC-WEST TELECOM INC COM 69371Y101 36 12210 SH DEFINED 01 0 0 12210 PACCAR INC COM 693718108 640 8605 SH DEFINED 01 0 0 8605 PACCAR INC COM 693718108 2502 33500 SH DEFINED 06 0 33500 0 PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 3152 124372 SH DEFINED 01 0 0 124372 PACIFICARE HEALTH SYS DEL COM 695112102 1655 33934 SH DEFINED 01 0 0 33934 PACKETEER INC COM 695210104 195 16200 SH DEFINED 01 0 0 16200 PACTIV CORP COM 695257105 226 11168 SH DEFINED 01 2952 0 8216 PACTIV CORP COM 695257105 1635 80600 SH DEFINED 06 0 80600 0 PAIN THERAPEUTICS INC COM 69562K100 208 34000 SH DEFINED 13 34000 0 0 PALL CORP COM 696429307 2677 119301 SH DEFINED 01 0 0 119301 PALL CORP COM 696429307 200 8900 SH DEFINED 06 0 8900 0 PALL CORP COM 696429307 972 42700 SH DEFINED 15 42700 0 0 PALM INC COM NEW 696642206 2136 110543 SH DEFINED 01 0 0 110543 PAN AMERICAN SILVER CORP COM 697900108 1793 186239 SH DEFINED 01 0 0 186239 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 840 19540 SH DEFINED 01 0 0 19540 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 112 2600 SH DEFINED 06 0 2600 0 PANERA BREAD CO CL A 69840W108 1554 37899 SH DEFINED 01 0 0 37899 PARADIGM GENETICS INC COM 69900R106 12 10000 SH DEFINED 01 0 0 10000 PARALLEL PETE CORP DEL COM 699157103 109 32830 SH DEFINED 01 0 0 32830 PARKER DRILLING CO NOTE 5.500% 8/0 701081AD3 49 50000 SH DEFINED 01 0 0 50000 PARKER DRILLING CO COM 701081101 47 20100 SH DEFINED 01 0 0 20100 PARKER HANNIFIN CORP COM 701094104 323 7234 SH DEFINED 01 0 0 7234 PARKER HANNIFIN CORP COM 701094104 362 8100 SH DEFINED 06 0 8100 0 PARKER HANNIFIN CORP COM 701094104 1674 37500 SH DEFINED 15 37500 0 0 PARKWAY PPTYS INC COM 70159Q104 316 7250 SH DEFINED 01 0 0 7250 PARTNER COMMUNICATIONS CO LT ADR 70211M109 89 15154 SH DEFINED 01 0 0 15154 PARTHUSCEVA INC COM 70212E106 2 306 SH DEFINED 01 306 0 0 PARTHUSCEVA INC COM 70212E106 1308 150400 SH DEFINED 15 150400 0 0 PARTY CITY CORP COM 702145103 227 18400 SH DEFINED 01 0 0 18400 PATINA OIL & GAS CORP COM 703224105 246 6805 SH DEFINED 01 0 0 6805 PATINA OIL & GAS CORP COM 703224105 1014 27968 SH DEFINED 06 0 27968 0 PATTERSON DENTAL CO COM 703412106 1377 23917 SH DEFINED 01 0 0 23917 PAYCHEX INC COM 704326107 5954 174617 SH DEFINED 01 60563 0 114054 PAYCHEX INC COM 704326107 989 29150 SH DEFINED 06 0 29150 0 PEARSON PLC SPONSORED ADR 705015105 129 13573 SH DEFINED 01 0 0 13573 PEC SOLUTIONS INC COM 705107100 555 37640 SH DEFINED 01 0 0 37640 PEC SOLUTIONS INC COM 705107100 615 40600 SH DEFINED 15 40600 0 0 PEDIATRIC SVCS OF AMERICA COM 705323103 872 103101 SH DEFINED 01 0 0 103101 PEDIATRIX MED GROUP COM 705324101 56 1229 SH DEFINED 01 0 0 1229 PEDIATRIX MED GROUP COM 705324101 2464 53500 SH DEFINED 06 0 53500 0 PEERLESS MFG CO COM 705514107 112 10300 SH DEFINED 01 0 0 10300 PENGROWTH ENERGY TR COM 706902103 579 45260 SH DEFINED 01 0 0 45260 PENN NATL GAMING INC COM 707569109 262 12300 SH DEFINED 01 0 0 12300 PENN VA CORP COM 707882106 176 4000 SH DEFINED 01 0 0 4000 PENN VA CORP COM 707882106 862 19500 SH DEFINED 06 0 19500 0 PENN VA RESOURCES PARTNERS L COM 707884102 1396 46720 SH DEFINED 01 0 0 46720 PENNEY J C INC NOTE 5.000%10/1 708160BV7 19 19000 SH DEFINED 01 0 0 19000 PENNEY J C INC COM 708160106 8859 414590 SH DEFINED 01 387141 0 27449 PENNEY J C INC COM 708160106 393 18400 SH DEFINED 06 0 18400 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 259 7763 SH DEFINED 01 0 0 7763 PENTAIR INC COM 709631105 509 12791 SH DEFINED 01 0 0 12791 PEOPLES ENERGY CORP COM 711030106 230 5575 SH DEFINED 01 0 0 5575 PEOPLES ENERGY CORP COM 711030106 873 21100 SH DEFINED 06 0 21100 0 PEOPLESOFT INC COM 712713106 380 20835 SH DEFINED 01 0 0 20835 PEOPLESOFT INC COM 712713106 437 24000 SH DEFINED 06 0 24000 0 PEOPLESOFT INC COM 712713106 17 948 SH DEFINED 12 948 0 0 PEPCO HOLDINGS INC COM 713291102 272 15780 SH DEFINED 01 0 0 15780 PEPSI BOTTLING GROUP INC COM 713409100 208 10133 SH DEFINED 01 0 0 10133 PEPSI BOTTLING GROUP INC COM 713409100 389 18900 SH DEFINED 06 0 18900 0 PEPSICO INC COM 713448108 55235 1205230 SH DEFINED 01 169860 0 1035370 PEPSICO INC COM 713448108 17798 388347 SH DEFINED 06 0 388347 0 PEPSICO INC COM 713448108 113 2475 SH DEFINED 11 0 2475 0 PEPSICO INC COM 713448108 1 30 SH DEFINED 16 0 0 30 PEREGRINE PHARMACEUTICALS IN COM 713661106 151 70350 SH DEFINED 01 0 0 70350 PERFORMANCE FOOD GROUP CO COM 713755106 454 11163 SH DEFINED 01 0 0 11163 PERKINELMER INC COM 714046109 5147 336219 SH DEFINED 01 0 0 336219 PERKINELMER INC COM 714046109 141 9200 SH DEFINED 06 0 9200 0 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 412 49100 SH DEFINED 01 0 0 49100 PERUSAHAAN PERS INDO SATELLI SPONSORED ADR 715680104 545 48271 SH DEFINED 01 0 0 48271 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 579 42484 SH DEFINED 01 0 0 42484 PERVASIVE SOFTWARE INC COM 715710109 70 10000 SH DEFINED 01 0 0 10000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 1680 79066 SH DEFINED 01 0 0 79066 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 4394 206800 SH DEFINED 06 0 206800 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6166 268944 SH DEFINED 01 0 0 268944 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1589 70501 SH DEFINED 14 70501 0 0 PETROLEUM & RES CORP COM 716549100 292 13715 SH DEFINED 01 0 0 13715 PETROQUEST ENERGY INC COM 716748108 25 12500 SH DEFINED 01 0 0 12500 PETSMART INC COM 716768106 1320 58005 SH DEFINED 01 0 0 58005 PETSMART INC COM 716768106 2085 91842 SH DEFINED 06 0 91842 0 PFIZER INC COM 717081103 158639 5221846 SH DEFINED 01 274670 0 4947176 PFIZER INC COM 717081103 41803 1375999 SH DEFINED 06 0 1375999 0 PFIZER INC COM 717081103 270 8905 SH DEFINED 11 0 8905 0 PFIZER INC COM 717081103 21223 687100 SH DEFINED 14 687100 0 0 PFIZER INC COM 717081103 50 1660 SH DEFINED 16 0 0 1660 PHARMACEUTICAL PROD DEV INC COM 717124101 732 30540 SH DEFINED 01 0 0 30540 PHARMACEUTICAL RES INC COM 717125108 949 13912 SH DEFINED 01 0 0 13912 PHARMACOPEIA INC COM 71713B104 117 9220 SH DEFINED 01 0 0 9220 PHARMACOPEIA INC COM 71713B104 3955 290000 SH DEFINED 13 290000 0 0 PHARMOS CORP COM NEW 717139208 96 38150 SH DEFINED 01 19550 0 18600 PHELPS DODGE CORP COM 717265102 2957 63196 SH DEFINED 01 1789 0 61407 PHELPS DODGE CORP COM 717265102 281 6000 SH DEFINED 06 0 6000 0 PHELPS DODGE CORP COM 717265102 56 1208 SH DEFINED 11 0 1208 0 PHELPS DODGE CORP COM 717265102 1553 32700 SH DEFINED 15 32700 0 0 PHELPS DODGE CORP COM 717265102 23 493 SH DEFINED 16 0 0 493 PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 1633 67844 SH DEFINED 01 0 0 67844 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 162 13761 SH DEFINED 01 0 0 13761 PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 128 109912 SH DEFINED 01 0 0 109912 PHOTRONICS INC COM 719405102 530 24831 SH DEFINED 01 0 0 24831 PIMCO MUNICIPAL INCOME FD COM 72200R107 418 30111 SH DEFINED 01 0 0 30111 PIMCO NY MUNICIPAL INCOME FD COM 72200T103 240 17744 SH DEFINED 01 0 0 17744 PIMCO CORPORATE INCOME FD COM 72200U100 3115 206751 SH DEFINED 01 45 0 206706 PIMCO MUN INCOME FD II COM 72200W106 786 56244 SH DEFINED 01 58 0 56186 PIMCO STRATEGIC GBL GOV FD I COM 72200X104 267 22670 SH DEFINED 01 0 0 22670 PIMCO NEW YORK MUN FD II COM 72200Y102 344 24913 SH DEFINED 01 0 0 24913 PIMCO MUN INCOME FD III COM 72201A103 468 32973 SH DEFINED 01 0 0 32973 PIMCO CORPORATE OPP FD COM 72201B101 1846 112715 SH DEFINED 01 3 0 112712 PIMCO NEW YORK MUN INCM FD 1 COM 72201E105 233 17046 SH DEFINED 01 0 0 17046 PIMCO HIGH INCOME FD COM SHS 722014107 2180 155972 SH DEFINED 01 43 0 155929 PINNACLE WEST CAP CORP COM 723484101 1307 36829 SH DEFINED 01 0 0 36829 PIONEER HIGH INCOME TR COM 72369H106 1825 119381 SH DEFINED 01 0 0 119381 PIONEER INTREST SHS COM 723703104 344 30936 SH DEFINED 01 0 0 30936 PIONEER MUN HIGH INCOME TR COM SHS 723763108 808 54450 SH DEFINED 01 0 0 54450 PIONEER NAT RES CO COM 723787107 369 14499 SH DEFINED 01 0 0 14499 PITNEY BOWES INC COM 724479100 12967 338389 SH DEFINED 01 112812 0 225577 PITNEY BOWES INC COM 724479100 5493 143340 SH DEFINED 06 0 143340 0 PIXELWORKS INC COM 72581M107 210 24260 SH DEFINED 01 0 0 24260 PIXAR COM 725811103 1275 19135 SH DEFINED 01 0 0 19135 PLACER DOME INC COM 725906101 4400 320042 SH DEFINED 01 0 0 320042 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 6140 204359 SH DEFINED 01 0 0 204359 PLANTRONICS INC NEW COM 727493108 303 12702 SH DEFINED 01 0 0 12702 PLUM CREEK TIMBER CO INC COM 729251108 2106 82822 SH DEFINED 01 0 0 82822 PLUM CREEK TIMBER CO INC COM 729251108 356 14000 SH DEFINED 06 0 14000 0 POGO PRODUCING CO COM 730448107 606 13385 SH DEFINED 01 0 0 13385 POGO PRODUCING CO COM 730448107 1630 36000 SH DEFINED 06 0 36000 0 POLARIS INDS INC COM 731068102 1888 25462 SH DEFINED 01 10862 0 14600 POLYCOM INC COM 73172K104 423 25471 SH DEFINED 01 0 0 25471 POLYCOM INC COM 73172K104 1281 77100 SH DEFINED 06 0 77100 0 POPE & TALBOT INC COM 732827100 28 1900 SH DEFINED 01 0 0 1900 POPE & TALBOT INC COM 732827100 907 59500 SH DEFINED 15 59500 0 0 POPULAR INC COM 733174106 3997 100437 SH DEFINED 01 41777 0 58660 POPULAR INC COM 733174106 5635 141600 SH DEFINED 11 0 141600 0 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 240 30606 SH DEFINED 01 0 0 30606 PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 3397 431664 SH DEFINED 06 0 431664 0 POSSIS MEDICAL INC COM 737407106 538 34600 SH DEFINED 01 0 0 34600 POST PPTYS INC COM 737464107 349 12836 SH DEFINED 01 0 0 12836 POTASH CORP SASK INC COM 73755L107 827 11729 SH DEFINED 01 0 0 11729 POTLATCH CORP COM 737628107 265 8924 SH DEFINED 01 2124 0 6800 POWER-ONE INC COM 739308104 1516 145720 SH DEFINED 01 0 0 145720 POZEN INC COM 73941U102 256 15000 SH DEFINED 13 15000 0 0 PRAXAIR INC COM 74005P104 12897 208195 SH DEFINED 01 0 0 208195 PRAXAIR INC COM 74005P104 675 10900 SH DEFINED 06 0 10900 0 PRAXAIR INC COM 74005P104 96 1560 SH DEFINED 11 0 1560 0 PRECISION CASTPARTS CORP COM 740189105 2074 59093 SH DEFINED 01 0 0 59093 PRECISION CASTPARTS CORP COM 740189105 944 26900 SH DEFINED 06 0 26900 0 PRECISION DRILLING CORP COM 74022D100 3099 82307 SH DEFINED 01 0 0 82307 PREMCOR INC COM 74045Q104 46 2000 SH DEFINED 01 0 0 2000 PREMCOR INC COM 74045Q104 663 29100 SH DEFINED 15 29100 0 0 PRENTISS PPTYS TR SH BEN INT 740706106 363 11728 SH DEFINED 01 0 0 11728 PRENTISS PPTYS TR SH BEN INT 740706106 264 8500 SH DEFINED 06 0 8500 0 PRESIDENTIAL LIFE CORP COM 740884101 877 57709 SH DEFINED 01 0 0 57709 PRICE T ROWE GROUP INC COM 74144T108 3123 75671 SH DEFINED 01 0 0 75671 PRICE T ROWE GROUP INC COM 74144T108 2670 64700 SH DEFINED 06 0 64700 0 PRIDE INTL INC DEL COM 74153Q102 528 31165 SH DEFINED 01 24415 0 6750 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 114 3690 SH DEFINED 01 0 0 3690 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 663 21400 SH DEFINED 06 0 21400 0 PRIORITY HEALTHCARE CORP CL B 74264T102 372 18078 SH DEFINED 01 0 0 18078 PROCTER & GAMBLE CO COM 742718109 67294 725002 SH DEFINED 01 53132 0 671870 PROCTER & GAMBLE CO COM 742718109 28533 307398 SH DEFINED 06 0 307398 0 PROCTER & GAMBLE CO COM 742718109 77 839 SH DEFINED 11 0 839 0 PROCTER & GAMBLE CO COM 742718109 4 50 SH DEFINED 16 0 0 50 PROGENICS PHARMACEUTICALS IN COM 743187106 492 28000 SH DEFINED 13 28000 0 0 PROGRESS ENERGY INC COM 743263105 2840 63878 SH DEFINED 01 0 0 63878 PROGRESS ENERGY INC COM 743263105 6612 148722 SH DEFINED 06 0 148722 0 PROGRESSIVE CORP OHIO COM 743315103 4364 63151 SH DEFINED 01 25206 0 37945 PROGRESSIVE CORP OHIO COM 743315103 1002 14500 SH DEFINED 06 0 14500 0 PROLOGIS SH BEN INT 743410102 452 14954 SH DEFINED 01 0 0 14954 PROLOGIS SH BEN INT 743410102 4129 136500 SH DEFINED 06 0 136500 0 PROQUEST COMPANY COM 74346P102 1389 52830 SH DEFINED 01 51430 0 1400 PROTEIN DESIGN LABS INC COM 74369L103 1132 80632 SH DEFINED 01 0 0 80632 PROTEIN DESIGN LABS INC CALL 74369L9KB 140 10000 SH CALL DEFINED 01 0 0 100 PROVIDENT ENERGY TR TR UNIT 74386K104 142 18250 SH DEFINED 01 0 0 18250 PROVIDENT FINL GROUP INC COM 743866105 136 4865 SH DEFINED 01 0 0 4865 PROVIDENT FINL GROUP INC COM 743866105 830 29700 SH DEFINED 06 0 29700 0 PROVINCE HEALTHCARE CO COM 743977100 54 4175 SH DEFINED 01 0 0 4175 PROVINCE HEALTHCARE CO COM 743977100 231 18500 SH DEFINED 15 18500 0 0 PROVIDIAN FINL CORP COM 74406A102 7786 660393 SH DEFINED 01 0 0 660393 PROVIDIAN FINL CORP COM 74406A102 2341 198600 SH DEFINED 06 0 198600 0 PROXIM CORP CL A 744283102 42 28237 SH DEFINED 01 0 0 28237 PRUDENTIAL FINL INC COM 744320102 3569 95544 SH DEFINED 01 0 0 95544 PRUDENTIAL FINL INC COM 744320102 7315 195800 SH DEFINED 06 0 195800 0 PRUDENTIAL PLC ADR 74435K204 951 68730 SH DEFINED 01 0 0 68730 PSYCHEMEDICS CORP COM NEW 744375205 90 11258 SH DEFINED 01 0 0 11258 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1360 32384 SH DEFINED 01 0 0 32384 PUBLIC SVC ENTERPRISE GROUP COM 744573106 907 21600 SH DEFINED 06 0 21600 0 PUBLIC STORAGE INC COM 74460D109 163 4174 SH DEFINED 01 0 0 4174 PUBLIC STORAGE INC COM 74460D109 322 8200 SH DEFINED 06 0 8200 0 PULITZER INC COM 745769109 287 5525 SH DEFINED 01 0 0 5525 PULTE HOMES INC COM 745867101 1172 17238 SH DEFINED 01 0 0 17238 PULTE HOMES INC COM 745867101 299 4400 SH DEFINED 06 0 4400 0 PUMATECH INC COM 745887109 48 10210 SH DEFINED 01 0 0 10210 PUTNAM HIGH INCOME BOND FD SH BEN INT 746779107 410 54741 SH DEFINED 01 0 0 54741 PUTNAM MASTER INCOME TR SH BEN INT 74683K104 155 23117 SH DEFINED 01 0 0 23117 PUTNAM PREMIER INCOME TR SH BEN INT 746853100 889 139884 SH DEFINED 01 0 0 139884 PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 175 27452 SH DEFINED 01 0 0 27452 QAD INC COM 74727D108 503 46563 SH DEFINED 01 0 0 46563 QLOGIC CORP COM 747277101 855 18204 SH DEFINED 01 0 0 18204 QLOGIC CORP COM 747277101 310 6600 SH DEFINED 06 0 6600 0 QUAKER CHEM CORP COM 747316107 697 30000 SH DEFINED 01 0 0 30000 QUALCOMM INC COM 747525103 9119 218851 SH DEFINED 01 0 0 218851 QUALCOMM INC COM 747525103 11104 266675 SH DEFINED 06 0 266675 0 QUALCOMM INC COM 747525103 71 1713 SH DEFINED 11 0 1713 0 QUALCOMM INC COM 747525103 2627 60623 SH DEFINED 12 60623 0 0 QUEST DIAGNOSTICS INC COM 74834L100 4238 69900 SH DEFINED 01 0 0 69900 QUEST DIAGNOSTICS INC COM 74834L100 1146 18900 SH DEFINED 06 0 18900 0 QUEST DIAGNOSTICS INC COM 74834L100 3 56 SH DEFINED 16 0 0 56 QUESTAR CORP COM 748356102 506 16444 SH DEFINED 01 0 0 16444 QUIKSILVER INC COM 74838C106 981 61511 SH DEFINED 01 0 0 61511 QWEST COMMUNICATIONS INTL IN COM 749121109 605 178017 SH DEFINED 01 29146 0 148871 QWEST COMMUNICATIONS INTL IN COM 749121109 382 112500 SH DEFINED 06 0 112500 0 R & G FINANCIAL CORP CL B 749136107 24 850 SH DEFINED 01 0 0 850 R & G FINANCIAL CORP CL B 749136107 864 29600 SH DEFINED 11 0 29600 0 RCN CORP COM 749361101 60 32805 SH DEFINED 01 20745 0 12060 RC2 CORP COM 749388104 393 20357 SH DEFINED 01 0 0 20357 R H DONNELLEY CORP COM NEW 74955W307 287 7123 SH DEFINED 01 333 0 6790 RPM INTL INC COM 749685103 867 66420 SH DEFINED 01 0 0 66420 RF MICRODEVICES INC COM 749941100 439 47521 SH DEFINED 01 0 0 47521 RF MICRODEVICES INC COM 749941100 688 73600 SH DEFINED 15 73600 0 0 RADIAN GROUP INC DBCV 2.250% 1/0 750236AF8 33 33000 SH DEFINED 01 0 0 33000 RADIAN GROUP INC COM 750236101 2542 57274 SH DEFINED 01 0 0 57274 RADIAN GROUP INC COM 750236101 1496 33704 SH DEFINED 06 0 33704 0 RADIAN GROUP INC COM 750236101 102 2300 SH DEFINED 11 0 2300 0 RADIANT SYSTEMS INC COM 75025N102 3000 479250 SH DEFINED 06 0 479250 0 RADIOSHACK CORP COM 750438103 275 9700 SH DEFINED 01 0 0 9700 RADIOSHACK CORP COM 750438103 332 11700 SH DEFINED 06 0 11700 0 RAYONIER INC COM 754907103 390 9623 SH DEFINED 01 0 0 9623 RAYONIER INC COM 754907103 3061 75400 SH DEFINED 06 0 75400 0 RAYTHEON CO COM NEW 755111507 20517 732759 SH DEFINED 01 414 0 732345 RAYTHEON CO COM NEW 755111507 959 34250 SH DEFINED 06 0 34250 0 READERS DIGEST ASSN INC COM 755267101 214 15341 SH DEFINED 01 3836 0 11505 REALNETWORKS INC COM 75605L104 90 13925 SH DEFINED 01 0 0 13925 REALNETWORKS INC COM 75605L104 653 99700 SH DEFINED 06 0 99700 0 REALTY INCOME CORP COM 756109104 356 8997 SH DEFINED 01 0 0 8997 RECKSON ASSOCS RLTY CORP COM 75621K106 321 13926 SH DEFINED 01 0 0 13926 RED HAT INC COM 756577102 5809 580949 SH DEFINED 01 566833 0 14116 REEBOK INTL LTD DBCV 4.250% 3/0 758110AE0 52 50000 SH DEFINED 01 8000 0 42000 REEBOK INTL LTD COM 758110100 1073 32109 SH DEFINED 01 0 0 32109 REED ELSEVIER N V SPONSORED ADR 758204101 228 10000 SH DEFINED 06 0 10000 0 REED ELSEVIER P L C SPONSORED ADR 758205108 134 4251 SH DEFINED 01 0 0 4251 REED ELSEVIER P L C SPONSORED ADR 758205108 381 12050 SH DEFINED 06 0 12050 0 REGAL BELOIT CORP COM 758750103 2 100 SH DEFINED 01 0 0 100 REGAL BELOIT CORP COM 758750103 806 39500 SH DEFINED 06 0 39500 0 REGENCY CTRS CORP COM 758849103 791 21473 SH DEFINED 01 0 0 21473 REGENCY CTRS CORP COM 758849103 298 8100 SH DEFINED 06 0 8100 0 REGIONS FINL CORP COM 758940100 146 4266 SH DEFINED 01 0 0 4266 REGIONS FINL CORP COM 758940100 514 15000 SH DEFINED 06 0 15000 0 RELIANT RES INC COM 75952B105 223 43728 SH DEFINED 01 0 0 43728 RENAL CARE GROUP INC COM 759930100 58 1700 SH DEFINED 01 0 0 1700 RENAL CARE GROUP INC COM 759930100 1199 35100 SH DEFINED 06 0 35100 0 RENT WAY INC COM 76009U104 218 40700 SH DEFINED 01 0 0 40700 REPSOL YPF S A SPONSORED ADR 76026T205 888 53932 SH DEFINED 01 0 0 53932 REPSOL YPF S A SPONSORED ADR 76026T205 5457 331360 SH DEFINED 06 0 331360 0 REPUBLIC BANCORP KY CL A 760281204 305 15995 SH DEFINED 01 0 0 15995 REPUBLIC SVCS INC COM 760759100 461 20398 SH DEFINED 01 0 0 20398 RESEARCH IN MOTION LTD COM 760975102 213 5600 SH DEFINED 01 0 0 5600 RESEARCH IN MOTION LTD COM 760975102 73 1900 SH DEFINED 06 0 1900 0 REUTERS GROUP PLC SPONSORED ADR 76132M102 116 5380 SH DEFINED 01 0 0 5380 REUTERS GROUP PLC SPONSORED ADR 76132M102 5079 234290 SH DEFINED 06 0 234290 0 REVLON INC CL A 761525500 33 12750 SH DEFINED 01 0 0 12750 REYNOLDS & REYNOLDS CO CL A 761695105 204 7433 SH DEFINED 01 0 0 7433 REYNOLDS R J TOB HLDGS INC COM 76182K105 540 13667 SH DEFINED 01 0 0 13667 REYNOLDS R J TOB HLDGS INC COM 76182K105 241 6100 SH DEFINED 06 0 6100 0 RIGGS NATL CORP WASH DC COM 766570105 872 54648 SH DEFINED 01 0 0 54648 RIGGS NATL CORP WASH DC COM 766570105 4 300 SH DEFINED 16 0 0 300 RIO TINTO PLC SPONSORED ADR 767204100 2146 24463 SH DEFINED 01 0 0 24463 RIO TINTO PLC SPONSORED ADR 767204100 693 7900 SH DEFINED 06 0 7900 0 RITE AID CORP COM 767754104 5434 1053224 SH DEFINED 01 0 0 1053224 RITE AID CORP COM 767754104 30 6000 SH DEFINED 16 0 0 6000 ROBERT HALF INTL INC COM 770323103 504 25894 SH DEFINED 01 0 0 25894 ROBERT HALF INTL INC COM 770323103 275 14100 SH DEFINED 06 0 14100 0 ROCK-TENN CO CL A 772739207 777 53300 SH DEFINED 06 0 53300 0 ROCKWELL AUTOMATION INC COM 773903109 1589 60569 SH DEFINED 01 0 0 60569 ROCKWELL AUTOMATION INC COM 773903109 326 12400 SH DEFINED 06 0 12400 0 ROCKWELL AUTOMATION INC COM 773903109 1143 43100 SH DEFINED 15 43100 0 0 ROCKWELL COLLINS INC COM 774341101 1653 65498 SH DEFINED 01 12969 0 52529 ROCKWELL COLLINS INC COM 774341101 303 12000 SH DEFINED 06 0 12000 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 260 12385 SH DEFINED 01 0 0 12385 ROFIN SINAR TECHNOLOGIES INC COM 775043102 405 17900 SH DEFINED 15 17900 0 0 ROHM & HAAS CO COM 775371107 9094 271896 SH DEFINED 01 234230 0 37666 ROHM & HAAS CO COM 775371107 508 15200 SH DEFINED 06 0 15200 0 ROSLYN BANCORP INC COM 778162107 83 3535 SH DEFINED 01 0 0 3535 ROSLYN BANCORP INC COM 778162107 563 23900 SH DEFINED 15 23900 0 0 ROSS STORES INC COM 778296103 720 15531 SH DEFINED 01 0 0 15531 ROTO ROOTER INC NEW COM 778787101 853 24000 SH DEFINED 06 0 24000 0 ROUSE CO COM 779273101 1540 36938 SH DEFINED 01 0 0 36938 ROUSE CO COM 779273101 3789 90860 SH DEFINED 06 0 90860 0 ROUSE CO COM 779273101 245 5876 SH DEFINED 12 5876 0 0 ROXIO INC COM 780008108 603 69555 SH DEFINED 01 0 0 69555 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 3 393 SH DEFINED 01 0 0 393 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 2179 267990 SH DEFINED 06 0 267990 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1505 34299 SH DEFINED 01 0 0 34299 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 961 35150 SH DEFINED 01 0 0 35150 ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 473 18220 SH DEFINED 01 0 0 18220 ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 237 9300 SH DEFINED 01 0 0 9300 ROYAL BK SCOTLAND GROUP PLC SPON ADR PRF G 780097887 323 12795 SH DEFINED 01 0 0 12795 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 6 16000 SH DEFINED 01 11000 0 5000 ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 1833 40000 SH DEFINED 07 40000 0 0 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 52410 1185748 SH DEFINED 01 26146 0 1159602 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 720 16300 SH DEFINED 06 0 16300 0 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 66 1500 SH DEFINED 11 0 1500 0 ROYCE FOCUS TR COM 78080N108 92 12203 SH DEFINED 01 0 0 12203 ROYCE VALUE TR INC COM 780910105 778 49457 SH DEFINED 01 117 0 49340 ROYCE MICRO-CAP TR INC COM 780915104 206 18811 SH DEFINED 01 0 0 18811 RUBY TUESDAY INC COM 781182100 830 34458 SH DEFINED 01 0 0 34458 RUDDICK CORP COM 781258108 103 6683 SH DEFINED 01 0 0 6683 RUDDICK CORP COM 781258108 803 51700 SH DEFINED 06 0 51700 0 RUSS BERRIE & CO COM 782233100 1 35 SH DEFINED 01 0 0 35 RUSS BERRIE & CO COM 782233100 816 24210 SH DEFINED 06 0 24210 0 RUSSELL CORP COM 782352108 719 44100 SH DEFINED 06 0 44100 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 42 1050 SH DEFINED 01 0 0 1050 RYANAIR HLDGS PLC SPONSORED ADR 783513104 243 6000 SH DEFINED 06 0 6000 0 RYDER SYS INC COM 783549108 1023 34919 SH DEFINED 01 0 0 34919 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 1064 8997 SH DEFINED 01 50 0 8947 RYERSON TULL INC NEW COM 78375P107 134 17266 SH DEFINED 01 0 0 17266 RYLAND GROUP INC COM 783764103 518 7092 SH DEFINED 01 0 0 7092 SBC COMMUNICATIONS INC COM 78387G103 53188 2390474 SH DEFINED 01 1398976 0 991498 SBC COMMUNICATIONS INC COM 78387G103 7785 349900 SH DEFINED 06 0 349900 0 SBC COMMUNICATIONS INC COM 78387G103 35 1600 SH DEFINED 12 1600 0 0 SBA COMMUNICATIONS CORP COM 78388J106 3 1100 SH DEFINED 01 0 0 1100 SBA COMMUNICATIONS CORP COM 78388J106 264 83000 SH DEFINED 15 83000 0 0 SEI INVESTMENTS CO COM 784117103 1079 33159 SH DEFINED 01 0 0 33159 SEI INVESTMENTS CO COM 784117103 855 26300 SH DEFINED 06 0 26300 0 SEMCO ENERGY INC COM 78412D109 68 14871 SH DEFINED 01 0 0 14871 SI INTL INC COM 78427V102 165 10097 SH DEFINED 01 0 0 10097 SLM CORP COM 78442P106 4287 110059 SH DEFINED 01 0 0 110059 SLM CORP COM 78442P106 4079 104700 SH DEFINED 06 0 104700 0 SPDR TR UNIT SER 1 78462F103 14988 149959 SH DEFINED 01 2731 0 147228 SPDR TR UNIT SER 1 78462F103 709 7100 SH DEFINED 06 0 7100 0 SPDR TR UNIT SER 1 78462F103 4642 46000 SH DEFINED 12 46000 0 0 SPDR TR UNIT SER 1 78462F103 195 1956 SH DEFINED 16 0 0 1956 S1 CORPORATION COM 78463B101 289 57424 SH DEFINED 01 0 0 57424 SPX CORP NOTE 2/0 784635AD6 12 20000 SH DEFINED 01 12000 0 8000 SPX CORP COM 784635104 1144 25270 SH DEFINED 01 0 0 25270 S Y BANCORP INC COM 785060104 823 43898 SH DEFINED 01 0 0 43898 SABRE HLDGS CORP CL A 785905100 944 43945 SH DEFINED 01 30713 0 13232 SABRE HLDGS CORP CL A 785905100 217 10100 SH DEFINED 06 0 10100 0 SAFECO CORP COM 786429100 680 19256 SH DEFINED 01 0 0 19256 SAFECO CORP COM 786429100 335 9500 SH DEFINED 06 0 9500 0 SAFEGUARD SCIENTIFICS INC COM 786449108 395 116199 SH DEFINED 01 0 0 116199 SAFEWAY INC COM NEW 786514208 1185 51686 SH DEFINED 01 8443 0 43243 SAFEWAY INC COM NEW 786514208 2946 128415 SH DEFINED 06 0 128415 0 SAFLINK CORP COM NEW 786578302 48 10500 SH DEFINED 01 0 0 10500 ST JOE CO COM 790148100 629 19626 SH DEFINED 01 0 0 19626 ST JUDE MED INC COM 790849103 467 8701 SH DEFINED 01 0 0 8701 ST JUDE MED INC COM 790849103 629 11700 SH DEFINED 06 0 11700 0 ST MARY LD & EXPL CO COM 792228108 40 1600 SH DEFINED 01 0 0 1600 ST MARY LD & EXPL CO COM 792228108 777 30700 SH DEFINED 06 0 30700 0 ST PAUL COS INC COM 792860108 16852 455109 SH DEFINED 01 0 0 455109 ST PAUL COS INC COM 792860108 4102 110775 SH DEFINED 06 0 110775 0 ST PAUL COS INC EQUITY UNIT 792860306 780 11195 SH DEFINED 01 0 0 11195 SAKS INC COM 79377W108 124 10778 SH DEFINED 01 0 0 10778 SALOMON BROS HIGH INCOME FD COM 794907105 548 45860 SH DEFINED 01 0 0 45860 SALOMON BR EMRG MKTS INC II. COM 794910109 3356 216677 SH DEFINED 01 0 0 216677 SALOMON BR GLBL PRTNRS INC F COM 794914101 425 30297 SH DEFINED 01 0 0 30297 SALOMON BROS MUN PARTNERS FD COM 794916106 150 11203 SH DEFINED 01 0 0 11203 SALTON INC COM 795757103 507 50980 SH DEFINED 01 0 0 50980 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 263 14600 SH DEFINED 01 0 0 14600 SANCHEZ COMPUTER ASSOCS INC COM 799702105 73 18900 SH DEFINED 01 0 0 18900 SANDISK CORP COM 80004C101 1653 25952 SH DEFINED 01 0 0 25952 SANMINA SCI CORP COM 800907107 4069 421248 SH DEFINED 01 117140 0 304108 SANMINA SCI CORP COM 800907107 2567 264600 SH DEFINED 06 0 264600 0 SANOFI-SYNTHELABO SPONSORED ADR 80105N105 130 4315 SH DEFINED 01 0 0 4315 SANOFI-SYNTHELABO SPONSORED ADR 80105N105 1810 59900 SH DEFINED 06 0 59900 0 SANTA FE ENERGY TR RCPT DEP UNITS 802013102 222 8513 SH DEFINED 01 0 0 8513 SANTANDER BANCORP COM 802809103 915 48801 SH DEFINED 11 0 48801 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1811 59567 SH DEFINED 01 17291 0 42276 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 877 28850 SH DEFINED 06 0 28850 0 SAPIENT CORP COM 803062108 203 56555 SH DEFINED 01 0 0 56555 SAPPI LTD SPON ADR NEW 803069202 497 36816 SH DEFINED 01 0 0 36816 SARA LEE CORP COM 803111103 3966 216052 SH DEFINED 01 25525 0 190527 SARA LEE CORP COM 803111103 990 53900 SH DEFINED 06 0 53900 0 SASOL LTD SPONSORED ADR 803866300 1565 129890 SH DEFINED 01 0 0 129890 SASOL LTD SPONSORED ADR 803866300 183 15200 SH DEFINED 06 0 15200 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 21 4300 SH DEFINED 01 0 0 4300 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2412 490400 SH DEFINED 13 490400 0 0 SCANA CORP NEW COM 80589M102 750 21907 SH DEFINED 01 0 0 21907 SCANSOFT INC COM 80603P107 288 68800 SH DEFINED 01 0 0 68800 SCHEIN HENRY INC COM 806407102 1101 19423 SH DEFINED 01 0 0 19423 SCHERING PLOUGH CORP COM 806605101 15583 1022564 SH DEFINED 01 425807 0 596757 SCHERING PLOUGH CORP COM 806605101 2397 157300 SH DEFINED 06 0 157300 0 SCHERING PLOUGH CORP COM 806605101 2170 140000 SH DEFINED 14 140000 0 0 SCHERING PLOUGH CORP COM 806605101 0 34 SH DEFINED 16 0 0 34 SCHLUMBERGER LTD COM 806857108 12289 253906 SH DEFINED 01 9621 0 244285 SCHLUMBERGER LTD COM 806857108 12095 249900 SH DEFINED 06 0 249900 0 SCHNITZER STL INDS CL A 806882106 318 10571 SH DEFINED 01 0 0 10571 SCHWAB CHARLES CORP NEW COM 808513105 4003 336113 SH DEFINED 01 0 0 336113 SCHWAB CHARLES CORP NEW COM 808513105 1078 90500 SH DEFINED 06 0 90500 0 SCHWAB CHARLES CORP NEW COM 808513105 274 22729 SH DEFINED 12 22729 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 411 51450 SH DEFINED 01 0 0 51450 SCIENTIFIC ATLANTA INC COM 808655104 2573 82607 SH DEFINED 01 3879 0 78728 SCIENTIFIC ATLANTA INC COM 808655104 302 9700 SH DEFINED 06 0 9700 0 SCIQUEST INC COM NEW 80908Q404 748 168228 SH DEFINED 01 0 0 168228 SCOR SPONSORED ADR 80917Q106 166 28000 SH DEFINED 01 0 0 28000 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 3825 161403 SH DEFINED 01 0 0 161403 SCOTTS CO CL A 810186106 609 11149 SH DEFINED 01 0 0 11149 SCRIPPS E W CO OHIO CL A 811054204 1738 20424 SH DEFINED 01 0 0 20424 SCUDDER MUN INCOME TR COM SH BEN INT 81118R604 756 63700 SH DEFINED 01 0 0 63700 SCUDDER RREEF REAL ESTATE FD COM 81119Q100 313 17450 SH DEFINED 01 0 0 17450 SCUDDER RREEF REAL EST FD II COM 81119R108 987 65785 SH DEFINED 01 0 0 65785 SEACOAST FINL SVCS CORP COM 81170Q106 837 40400 SH DEFINED 06 0 40400 0 SEACOR SMIT INC COM 811904101 16 450 SH DEFINED 01 0 0 450 SEACOR SMIT INC COM 811904101 1346 37200 SH DEFINED 06 0 37200 0 SEALED AIR CORP NEW COM 81211K100 1631 34553 SH DEFINED 01 0 0 34553 SEALED AIR CORP NEW COM 81211K100 279 5900 SH DEFINED 06 0 5900 0 SEARS ROEBUCK & CO COM 812387108 4366 99845 SH DEFINED 01 4646 0 95199 SEARS ROEBUCK & CO COM 812387108 2095 47900 SH DEFINED 06 0 47900 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2678 122716 SH DEFINED 01 10420 0 112296 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 588 21177 SH DEFINED 01 0 0 21177 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 969 47711 SH DEFINED 01 0 0 47711 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 447 16229 SH DEFINED 01 0 0 16229 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 698 29055 SH DEFINED 01 0 0 29055 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1551 61062 SH DEFINED 01 0 0 61062 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1640 70423 SH DEFINED 01 0 0 70423 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 2963 162128 SH DEFINED 01 3632 0 158496 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1771 80913 SH DEFINED 01 0 0 80913 SEEBEYOND TECHNOLOGIES CORP COM 815704101 63 24740 SH DEFINED 01 0 0 24740 SELIGMAN QUALITY MUN FD INC COM 816343107 440 34783 SH DEFINED 01 0 0 34783 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 648 18847 SH DEFINED 01 0 0 18847 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 4729 133600 SH DEFINED 15 133600 0 0 SEMTECH CORP COM 816850101 28 1521 SH DEFINED 01 100 0 1421 SEMTECH CORP COM 816850101 2527 136900 SH DEFINED 06 0 136900 0 SEMTECH CORP COM 816850101 2346 122400 SH DEFINED 15 122400 0 0 SEMPRA ENERGY COM 816851109 1337 45566 SH DEFINED 01 0 0 45566 SEMPRA ENERGY COM 816851109 426 14500 SH DEFINED 06 0 14500 0 SENIOR HIGH INCOME PORTFOLIO COM 81721E107 104 17851 SH DEFINED 01 0 0 17851 SENIOR HSG PPTYS TR SH BEN INT 81721M109 5357 371756 SH DEFINED 01 0 0 371756 SENSIENT TECHNOLOGIES CORP COM 81725T100 2 120 SH DEFINED 01 0 0 120 SENSIENT TECHNOLOGIES CORP COM 81725T100 823 39200 SH DEFINED 06 0 39200 0 SEPRACOR INC COM 817315104 258 9366 SH DEFINED 01 0 0 9366 SEPRACOR INC COM 817315104 2757 100100 SH DEFINED 06 0 100100 0 SERONO S A SPONSORED ADR 81752M101 310 18979 SH DEFINED 01 0 0 18979 SERONO S A SPONSORED ADR 81752M101 257 15710 SH DEFINED 06 0 15710 0 SERVICE CORP INTL NOTE 6.750% 6/2 817565AU8 1043 1006000 SH DEFINED 01 0 0 1006000 SERVICE CORP INTL COM 817565104 281 61499 SH DEFINED 01 0 0 61499 SERVICEMASTER CO COM 81760N109 313 30603 SH DEFINED 01 0 0 30603 SERVICEMASTER CO COM 81760N109 1847 180000 SH DEFINED 06 0 180000 0 SHARPER IMAGE CORP COM 820013100 350 15133 SH DEFINED 01 0 0 15133 SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 4732 125331 SH DEFINED 01 0 0 125331 SHERWIN WILLIAMS CO COM 824348106 577 19627 SH DEFINED 01 0 0 19627 SHERWIN WILLIAMS CO COM 824348106 306 10400 SH DEFINED 06 0 10400 0 SHURGARD STORAGE CTRS INC COM 82567D104 554 15706 SH DEFINED 01 0 0 15706 SHURGARD STORAGE CTRS INC COM 82567D104 928 26300 SH DEFINED 06 0 26300 0 SICOR INC COM 825846108 251 13044 SH DEFINED 01 0 0 13044 SICOR INC COM 825846108 1508 78200 SH DEFINED 06 0 78200 0 SIEBEL SYS INC COM 826170102 4048 414836 SH DEFINED 01 33260 0 381576 SIEBEL SYS INC COM 826170102 408 41950 SH DEFINED 06 0 41950 0 SIEBEL SYS INC COM 826170102 350 35505 SH DEFINED 12 35505 0 0 SIEMENS A G SPONSORED ADR 826197501 1294 21794 SH DEFINED 01 0 0 21794 SIEMENS A G SPONSORED ADR 826197501 535 9000 SH DEFINED 06 0 9000 0 SIERRA PAC RES NEW COM 826428104 63 13051 SH DEFINED 01 0 0 13051 SIGMA ALDRICH CORP COM 826552101 3141 60249 SH DEFINED 01 42300 0 17949 SIGMA ALDRICH CORP COM 826552101 265 5100 SH DEFINED 06 0 5100 0 SILICON LABORATORIES INC COM 826919102 243 5423 SH DEFINED 01 5268 0 155 SILICON GRAPHICS INC COM 827056102 141 147568 SH DEFINED 01 0 0 147568 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 447 112100 SH DEFINED 01 110600 0 1500 SIMON PPTY GROUP INC NEW COM 828806109 1603 36798 SH DEFINED 01 0 0 36798 SIMON PPTY GROUP INC NEW COM 828806109 4458 102300 SH DEFINED 06 0 102300 0 SIMPLETECH INC COM 828823104 78 11000 SH DEFINED 01 0 0 11000 SIMULA INC NOTE 8.000% 5/0 829206AB7 26 27000 SH DEFINED 01 27000 0 0 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 349 16445 SH DEFINED 01 0 0 16445 SIRIUS SATELLITE RADIO INC COM 82966U103 84 46200 SH DEFINED 01 0 0 46200 SIRIUS SATELLITE RADIO INC COM 82966U103 12 6900 SH DEFINED 15 6900 0 0 SIRNA THERAPEUTICS INC COM 829669100 929 160834 SH DEFINED 13 160834 0 0 SIX FLAGS INC COM 83001P109 191 36370 SH DEFINED 01 0 0 36370 SIZELER PPTY INVS INC SDCV 9.000% 7/1 830137AB1 10 10000 SH DEFINED 01 0 0 10000 SKY FINL GROUP INC COM 83080P103 365 16249 SH DEFINED 01 0 0 16249 SKYWEST INC COM 830879102 269 15537 SH DEFINED 01 0 0 15537 SKYWORKS SOLUTIONS INC COM 83088M102 299 32931 SH DEFINED 01 0 0 32931 SKYWORKS SOLUTIONS INC COM 83088M102 1324 140900 SH DEFINED 15 140900 0 0 SKILLSOFT PLC SPONSORED ADR 830928107 251 33800 SH DEFINED 01 0 0 33800 SMALLCAP FD INC COM 831680103 542 51926 SH DEFINED 01 0 0 51926 SMUCKER J M CO COM NEW 832696405 3604 85489 SH DEFINED 01 987 0 84502 SMUCKER J M CO COM NEW 832696405 0 1 SH DEFINED 16 0 0 1 SMURFIT-STONE CONTAINER CORP COM 832727101 5721 382998 SH DEFINED 01 0 0 382998 SMURFIT-STONE CONTAINER CORP COM 832727101 634 42352 SH DEFINED 06 0 42352 0 SMURFIT-STONE CONTAINER CORP COM 832727101 1890 125800 SH DEFINED 15 125800 0 0 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 1474 42800 SH DEFINED 15 42800 0 0 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 3 100 SH DEFINED 16 0 0 100 SOHU COM INC COM 83408W103 772 24769 SH DEFINED 01 0 0 24769 SOLECTRON CORP NOTE 5/0 834182AK3 35 100000 SH DEFINED 01 40000 0 60000 SOLECTRON CORP COM 834182107 6045 1033471 SH DEFINED 01 0 0 1033471 SOLECTRON CORP COM 834182107 325 55600 SH DEFINED 06 0 55600 0 SOLECTRON CORP COM 834182107 13 2310 SH DEFINED 11 0 2310 0 SOLUTIA INC COM 834376105 588 147527 SH DEFINED 01 525 0 147002 SONOCO PRODS CO COM 835495102 1472 67069 SH DEFINED 01 0 0 67069 SONOCO PRODS CO COM 835495102 125 5700 SH DEFINED 11 0 5700 0 SONY CORP ADR NEW 835699307 5788 166324 SH DEFINED 01 0 0 166324 SONY CORP ADR NEW 835699307 1285 36311 SH DEFINED 14 36311 0 0 SOTHEBYS HLDGS INC CL A 835898107 622 57494 SH DEFINED 01 30574 0 26920 SOTHEBYS HLDGS INC CL A 835898107 864 78700 SH DEFINED 15 78700 0 0 SOUND FED BANCORP INC COM 83607V104 224 15000 SH DEFINED 01 0 0 15000 SOUTHERN AFRICA FD INC COM 842157109 539 38510 SH DEFINED 01 0 0 38510 SOUTHERN CO COM 842587107 5285 180101 SH DEFINED 01 2063 0 178038 SOUTHERN CO COM 842587107 1425 48600 SH DEFINED 06 0 48600 0 SOUTHTRUST CORP COM 844730101 690 23518 SH DEFINED 01 0 0 23518 SOUTHTRUST CORP COM 844730101 652 22200 SH DEFINED 06 0 22200 0 SOUTHWEST AIRLS CO COM 844741108 3195 180558 SH DEFINED 01 0 0 180558 SOUTHWEST AIRLS CO COM 844741108 1074 60690 SH DEFINED 06 0 60690 0 SOUTHWEST GAS CORP COM 844895102 572 25220 SH DEFINED 01 0 0 25220 SOVEREIGN BANCORP INC COM 845905108 1054 56873 SH DEFINED 01 1000 0 55873 SPARTAN MTRS INC COM 846819100 239 26180 SH DEFINED 01 0 0 26180 SPHERIX INC COM 84842R106 108 13137 SH DEFINED 01 0 0 13137 SPRINT CORP COM FON GROUP 852061100 1391 92123 SH DEFINED 01 4557 0 87566 SPRINT CORP COM FON GROUP 852061100 914 60500 SH DEFINED 06 0 60500 0 SPRINT CORP PCS COM SER 1 852061506 7650 1335232 SH DEFINED 01 2301 0 1332931 SPRINT CORP PCS COM SER 1 852061506 464 81000 SH DEFINED 06 0 81000 0 SPRINT CORP PCS COM SER 1 852061506 121 20788 SH DEFINED 12 20788 0 0 STAGE STORES INC COM NEW 85254C305 847 33350 SH DEFINED 01 33200 0 150 STANDARD MANAGEMENT CORP COM 853612109 93 22640 SH DEFINED 01 0 0 22640 STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB1 30 34000 SH DEFINED 01 34000 0 0 STANLEY WKS COM 854616109 11552 391355 SH DEFINED 01 0 0 391355 STANLEY WKS COM 854616109 6 200 SH DEFINED 06 0 200 0 STAPLES INC COM 855030102 18654 782504 SH DEFINED 01 43565 0 738939 STAPLES INC COM 855030102 2472 104100 SH DEFINED 06 0 104100 0 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 6167 280346 SH DEFINED 01 0 0 280346 STARBUCKS CORP COM 855244109 11917 413785 SH DEFINED 01 64241 0 349544 STARBUCKS CORP COM 855244109 2278 79100 SH DEFINED 06 0 79100 0 STARCRAFT CORP COM 855269106 511 15139 SH DEFINED 01 0 0 15139 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 972 27950 SH DEFINED 01 0 0 27950 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 4086 117400 SH DEFINED 06 0 117400 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 312 8966 SH DEFINED 12 8966 0 0 STATE STR CORP COM 857477103 5558 123525 SH DEFINED 01 30562 0 92963 STATE STR CORP COM 857477103 2804 62300 SH DEFINED 06 0 62300 0 STATE STR CORP COM 857477103 73 1631 SH DEFINED 11 0 1631 0 STATOIL ASA SPONSORED ADR 85771P102 241 26933 SH DEFINED 01 0 0 26933 STEELCASE INC CL A 858155203 157 13336 SH DEFINED 01 0 0 13336 STERICYCLE INC COM 858912108 2576 54528 SH DEFINED 01 0 0 54528 STERIS CORP COM 859152100 3045 132294 SH DEFINED 01 61396 0 70898 STEWART ENTERPRISES INC CL A 860370105 148 39154 SH DEFINED 01 0 0 39154 STOLT OFFSHORE S A SP ADR REG COM 861567105 158 106197 SH DEFINED 01 0 0 106197 STONE ENERGY CORP COM 861642106 1690 47900 SH DEFINED 06 0 47900 0 STORA ENSO CORP SPON ADR REP R 86210M106 212 17332 SH DEFINED 01 0 0 17332 STORA ENSO CORP SPON ADR REP R 86210M106 257 21000 SH DEFINED 06 0 21000 0 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 339 14084 SH DEFINED 01 1000 0 13084 STRATASYS INC COM 862685104 4091 96011 SH DEFINED 01 38100 0 57911 STRATEGIC GLOBAL INCOME FD COM 862719101 503 34609 SH DEFINED 01 0 0 34609 STREETTRACKS SER TR DJ GLOB TITANS 86330E505 611 11142 SH DEFINED 01 0 0 11142 STREETTRACKS SER TR WILSHIRE REIT 86330E604 288 2089 SH DEFINED 01 1959 0 130 STREETTRACKS SER TR MORG STAN INTR 86330E802 160 14100 SH DEFINED 01 0 0 14100 STRYKER CORP COM 863667101 3664 48660 SH DEFINED 01 22326 0 26334 STRYKER CORP COM 863667101 2425 32200 SH DEFINED 06 0 32200 0 STURM RUGER & CO INC COM 864159108 819 79400 SH DEFINED 06 0 79400 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 589 19580 SH DEFINED 01 0 0 19580 SUEZ SPONSORED ADR 864686100 407 25641 SH DEFINED 01 0 0 25641 SUN COMMUNITIES INC COM 866674104 258 6555 SH DEFINED 01 0 0 6555 SUN COMMUNITIES INC COM 866674104 126 3200 SH DEFINED 06 0 3200 0 SUN MICROSYSTEMS INC COM 866810104 5552 1677585 SH DEFINED 01 168723 0 1508862 SUN MICROSYSTEMS INC COM 866810104 715 216100 SH DEFINED 06 0 216100 0 SUN MICROSYSTEMS INC COM 866810104 1 400 SH DEFINED 16 0 0 400 SUNCOR ENERGY INC COM 867229106 8228 443593 SH DEFINED 01 0 0 443593 SUNGARD DATA SYS INC COM 867363103 2092 79535 SH DEFINED 01 0 0 79535 SUNGARD DATA SYS INC COM 867363103 4933 187485 SH DEFINED 06 0 187485 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 4259 137405 SH DEFINED 01 0 0 137405 SUNOCO INC COM 86764P109 440 10949 SH DEFINED 01 0 0 10949 SUNOCO INC COM 86764P109 237 5900 SH DEFINED 06 0 5900 0 SUNRISE SENIOR LIVING INC COM 86768K106 1421 54175 SH DEFINED 01 0 0 54175 SUNTRUST BKS INC COM 867914103 1835 30409 SH DEFINED 01 0 0 30409 SUNTRUST BKS INC COM 867914103 1135 18800 SH DEFINED 06 0 18800 0 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 49 12926 SH DEFINED 01 11926 0 1000 SUPERGEN INC COM 868059106 700 93600 SH DEFINED 01 0 0 93600 SUPERVALU INC COM 868536103 2163 90665 SH DEFINED 01 0 0 90665 SUPERVALU INC COM 868536103 222 9300 SH DEFINED 06 0 9300 0 SUPPORTSOFT INC COM 868587106 1678 149960 SH DEFINED 01 138632 0 11328 SURMODICS INC COM 868873100 451 16815 SH DEFINED 01 0 0 16815 SUSQUEHANNA BANCSHARES INC P COM 869099101 147 5723 SH DEFINED 01 0 0 5723 SUSQUEHANNA BANCSHARES INC P COM 869099101 856 33300 SH DEFINED 06 0 33300 0 SWIFT TRANSN CO COM 870756103 130 5750 SH DEFINED 01 0 0 5750 SWIFT TRANSN CO COM 870756103 2421 104000 SH DEFINED 15 104000 0 0 SWISS HELVETIA FD INC COM 870875101 166 15256 SH DEFINED 01 0 0 15256 SWISSCOM AG SPONSORED ADR 871013108 23 798 SH DEFINED 01 0 0 798 SWISSCOM AG SPONSORED ADR 871013108 3130 106900 SH DEFINED 06 0 106900 0 SYBASE INC COM 871130100 183 10806 SH DEFINED 01 0 0 10806 SYBRON DENTAL SPECIALTIES IN COM 871142105 1052 41985 SH DEFINED 01 25000 0 16985 SYCAMORE NETWORKS INC COM 871206108 203 41600 SH DEFINED 01 0 0 41600 SYMANTEC CORP COM 871503108 2708 42859 SH DEFINED 01 0 0 42859 SYMANTEC CORP COM 871503108 3126 49600 SH DEFINED 06 0 49600 0 SYMANTEC CORP COM 871503108 78 1238 SH DEFINED 16 0 0 1238 SYMBOL TECHNOLOGIES INC COM 871508107 3768 315339 SH DEFINED 01 0 0 315339 SYMBOL TECHNOLOGIES INC COM 871508107 184 15400 SH DEFINED 06 0 15400 0 SYNGENTA AG SPONSORED ADR 87160A100 183 16757 SH DEFINED 01 1239 0 15518 SYNOPSYS INC COM 871607107 33880 1096086 SH DEFINED 01 1081710 0 14376 SYNOVUS FINL CORP COM 87161C105 1826 73098 SH DEFINED 01 0 0 73098 SYNOVUS FINL CORP COM 87161C105 537 21500 SH DEFINED 06 0 21500 0 SYNTROLEUM CORP COM 871630109 201 50000 SH DEFINED 01 0 0 50000 SYSCO CORP COM 871829107 8387 256427 SH DEFINED 01 46028 0 210399 SYSCO CORP COM 871829107 5463 167000 SH DEFINED 06 0 167000 0 SYSTEMS & COMPUTER TECHNOLOG COM 871873105 111 10700 SH DEFINED 01 10700 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 3141 98914 SH DEFINED 01 0 0 98914 TCW/DW TERM TR 2003 SH BEN INT 87234U108 2131 201282 SH DEFINED 01 0 0 201282 TCW CONV SECS FD INC COM 872340104 166 36720 SH DEFINED 01 0 0 36720 TDK CORP AMERN DEP SH 872351408 6 110 SH DEFINED 01 0 0 110 TDK CORP AMERN DEP SH 872351408 5300 89230 SH DEFINED 06 0 89230 0 TECO ENERGY INC COM 872375100 5404 391055 SH DEFINED 01 0 0 391055 TECO ENERGY INC COM 872375100 205 14800 SH DEFINED 06 0 14800 0 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 10899 308060 SH DEFINED 01 400 0 307660 THQ INC COM NEW 872443403 257 15736 SH DEFINED 01 0 0 15736 TJX COS INC NEW COM 872540109 3560 183324 SH DEFINED 01 0 0 183324 TJX COS INC NEW COM 872540109 2662 137100 SH DEFINED 06 0 137100 0 TLC VISION CORP COM 872549100 461 73570 SH DEFINED 01 0 0 73570 TXU CORP COM 873168108 2281 96826 SH DEFINED 01 4239 0 92587 TXU CORP COM 873168108 516 21900 SH DEFINED 06 0 21900 0 TAIWAN FD INC COM 874036106 1237 114500 SH DEFINED 01 0 0 114500 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3553 328101 SH DEFINED 01 0 0 328101 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4142 382484 SH DEFINED 06 0 382484 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1 156 SH DEFINED 16 0 0 156 TALBOTS INC COM 874161102 2746 78795 SH DEFINED 01 74894 0 3901 TARGET CORP COM 87612E106 11062 293975 SH DEFINED 01 33018 0 260957 TARGET CORP COM 87612E106 7965 211672 SH DEFINED 06 0 211672 0 TARGET CORP COM 87612E106 120 3199 SH DEFINED 11 0 3199 0 TARRANT APPAREL GROUP COM 876289109 3916 955300 SH DEFINED 01 0 0 955300 TASER INTL INC COM 87651B104 315 12000 SH DEFINED 01 0 0 12000 TECH DATA CORP COM 878237106 3 123 SH DEFINED 01 0 0 123 TECH DATA CORP COM 878237106 940 29900 SH DEFINED 15 29900 0 0 TEKTRONIX INC COM 879131100 2911 117625 SH DEFINED 01 115100 0 2525 TEKTRONIX INC COM 879131100 146 5900 SH DEFINED 06 0 5900 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 21 1545 SH DEFINED 01 0 0 1545 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 130 9307 SH DEFINED 06 0 9307 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1483 106858 SH DEFINED 14 106858 0 0 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 112 4547 SH DEFINED 01 0 0 4547 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 4289 172602 SH DEFINED 06 0 172602 0 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 5 918 SH DEFINED 01 0 0 918 TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 3941 612960 SH DEFINED 06 0 612960 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 73 3014 SH DEFINED 01 0 0 3014 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 5563 227790 SH DEFINED 06 0 227790 0 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 36 1135 SH DEFINED 01 0 0 1135 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 2998 93160 SH DEFINED 06 0 93160 0 TELEFLEX INC COM 879369106 661 15225 SH DEFINED 01 0 0 15225 TELEFLEX INC COM 879369106 764 17600 SH DEFINED 06 0 17600 0 TELEFONICA S A SPONSORED ADR 879382208 380 10741 SH DEFINED 01 0 0 10741 TELEFONICA S A SPONSORED ADR 879382208 7752 218664 SH DEFINED 06 0 218664 0 TELEFONOS DE MEXICO S A DBCV 4.250% 6/1 879403AD5 36 34000 SH DEFINED 01 3000 0 31000 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 4491 147036 SH DEFINED 01 12187 0 134849 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 4673 152950 SH DEFINED 06 0 152950 0 TELEPHONE & DATA SYS INC COM 879433100 525 9292 SH DEFINED 01 0 0 9292 TELEPHONE & DATA SYS INC COM 879433100 37 650 SH DEFINED 06 0 650 0 TELLABS INC COM 879664100 638 93717 SH DEFINED 01 0 0 93717 TELLABS INC COM 879664100 187 27500 SH DEFINED 06 0 27500 0 TELSTRA CORP LTD SPON ADR FINAL 87969N204 284 17596 SH DEFINED 01 0 0 17596 TELSTRA CORP LTD SPON ADR FINAL 87969N204 152 9400 SH DEFINED 06 0 9400 0 TEMPLE INLAND INC COM 879868107 868 17880 SH DEFINED 01 0 0 17880 TEMPLE INLAND INC COM 879868107 267 5500 SH DEFINED 06 0 5500 0 TELESYSTEM INTL WIRELESS INC COM NEW 879946606 45 10500 SH DEFINED 01 0 0 10500 TEMPLETON DRAGON FD INC COM 88018T101 754 53587 SH DEFINED 01 0 0 53587 TEMPLETON DRAGON FD INC COM 88018T101 24 1716 SH DEFINED 16 0 0 1716 TEMPLETON EMERGING MKTS FD I COM 880191101 6569 590296 SH DEFINED 01 0 0 590296 TEMPLETON GLOBAL INCOME FD I COM 880198106 2836 336451 SH DEFINED 01 0 0 336451 TENET HEALTHCARE CORP COM 88033G100 147 10173 SH DEFINED 01 0 0 10173 TENET HEALTHCARE CORP COM 88033G100 895 61800 SH DEFINED 06 0 61800 0 TENGASCO INC COM NEW 88033R205 66 79325 SH DEFINED 01 0 0 79325 TERADYNE INC COM 880770102 203 10917 SH DEFINED 01 0 0 10917 TERADYNE INC COM 880770102 232 12500 SH DEFINED 06 0 12500 0 TERADYNE INC COM 880770102 467 24000 SH DEFINED 15 24000 0 0 TERAYON COMMUNICATION SYS COM 880775101 278 48360 SH DEFINED 01 0 0 48360 TEREX CORP NEW COM 880779103 2 160 SH DEFINED 01 0 0 160 TEREX CORP NEW COM 880779103 1525 81400 SH DEFINED 07 81400 0 0 TESCO CORP COM 88157K101 114 14100 SH DEFINED 01 0 0 14100 TETRA TECH INC NEW COM 88162G103 480 24072 SH DEFINED 01 0 0 24072 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 10962 191656 SH DEFINED 01 0 0 191656 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1074 18800 SH DEFINED 06 0 18800 0 TEXAS INSTRS INC COM 882508104 28229 1238157 SH DEFINED 01 27679 0 1210478 TEXAS INSTRS INC COM 882508104 5701 250025 SH DEFINED 06 0 250025 0 TEXAS INSTRS INC COM 882508104 94 4150 SH DEFINED 11 0 4150 0 TEXAS PAC LD TR SUB CTF PROP I T 882610108 3996 79300 SH DEFINED 01 0 0 79300 TEXTRON INC COM 883203101 7435 188491 SH DEFINED 01 79688 0 108803 TEXTRON INC COM 883203101 1166 29564 SH DEFINED 06 0 29564 0 TEXTRON INC PFD CONV $2.08 883203200 208 1300 SH DEFINED 01 0 0 1300 THERAGENICS CORP COM 883375107 108 19100 SH DEFINED 01 0 0 19100 THERASENSE INC COM 883381105 1 100 SH DEFINED 01 0 0 100 THERASENSE INC COM 883381105 1133 90700 SH DEFINED 06 0 90700 0 THERMO ELECTRON CORP SDCV 3.250%11/0 883556AJ1 24 25000 SH DEFINED 01 25000 0 0 THERMO ELECTRON CORP COM 883556102 3706 170785 SH DEFINED 01 0 0 170785 THERMO ELECTRON CORP COM 883556102 243 11200 SH DEFINED 06 0 11200 0 THERMO ELECTRON CORP PUT 8835569XX 227 10500 SH PUT DEFINED 01 0 0 105 THOMAS & BETTS CORP COM 884315102 31 2011 SH DEFINED 01 0 0 2011 THOMAS & BETTS CORP COM 884315102 1254 78600 SH DEFINED 07 78600 0 0 THOR INDS INC COM 885160101 1527 28270 SH DEFINED 01 0 0 28270 THORATEC CORP COM NEW 885175307 478 28192 SH DEFINED 01 0 0 28192 THORNBURG MTG INC COM 885218107 3838 151557 SH DEFINED 01 0 0 151557 3COM CORP COM 885535104 127 21525 SH DEFINED 01 0 0 21525 3COM CORP COM 885535104 2421 391300 SH DEFINED 15 391300 0 0 3M CO COM 88579Y101 61851 895491 SH DEFINED 01 58084 0 837407 3M CO COM 88579Y101 15567 225380 SH DEFINED 06 0 225380 0 TIBCO SOFTWARE INC COM 88632Q103 184 34435 SH DEFINED 01 0 0 34435 TIDEWATER INC COM 886423102 506 17908 SH DEFINED 01 0 0 17908 TIDEWATER INC COM 886423102 917 32400 SH DEFINED 06 0 32400 0 TIFFANY & CO NEW COM 886547108 6107 163612 SH DEFINED 01 58084 0 105528 TIFFANY & CO NEW COM 886547108 888 23800 SH DEFINED 06 0 23800 0 TIFFANY & CO NEW COM 886547108 67 1800 SH DEFINED 11 0 1800 0 TIFFANY & CO NEW COM 886547108 23 640 SH DEFINED 16 0 0 640 TIMBERLAND CO CL A 887100105 1253 29377 SH DEFINED 01 0 0 29377 TIME WARNER TELECOM INC CL A 887319101 2 225 SH DEFINED 01 0 0 225 TIME WARNER TELECOM INC CL A 887319101 47 5050 SH DEFINED 06 0 5050 0 TIME WARNER TELECOM INC CL A 887319101 294 32671 SH DEFINED 12 32671 0 0 TIMKEN CO COM 887389104 1588 104250 SH DEFINED 01 0 0 104250 TITAN PHARMACEUTICALS INC DE COM 888314101 40 16000 SH DEFINED 01 0 0 16000 TIVO INC COM 888706108 1753 236611 SH DEFINED 01 211150 0 25461 TIVO INC COM 888706108 270 35000 SH DEFINED 15 35000 0 0 TOLL BROTHERS INC COM 889478103 807 26549 SH DEFINED 01 0 0 26549 TOO INC COM 890333107 294 20026 SH DEFINED 01 0 0 20026 TOO INC COM 890333107 1170 79400 SH DEFINED 06 0 79400 0 TOPPS INC COM 890786106 189 19399 SH DEFINED 01 0 0 19399 TORCH OFFSHORE INC COM 891019101 133 22765 SH DEFINED 01 0 0 22765 TORCHMARK CORP COM 891027104 278 6843 SH DEFINED 01 0 0 6843 TORCHMARK CORP COM 891027104 301 7400 SH DEFINED 06 0 7400 0 TORCHMARK CORP COM 891027104 620 15200 SH DEFINED 15 15200 0 0 TOREADOR RES CORP COM 891050106 48 19207 SH DEFINED 01 0 0 19207 TOTAL S A SPONSORED ADR 89151E109 628 8287 SH DEFINED 01 0 0 8287 TOTAL S A SPONSORED ADR 89151E109 999 13185 SH DEFINED 06 0 13185 0 TOWER AUTOMOTIVE INC NOTE 5.000% 8/0 891707AE1 115 117000 SH DEFINED 01 117000 0 0 TOTAL SYS SVCS INC COM 891906109 716 27175 SH DEFINED 01 0 0 27175 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2503 42032 SH DEFINED 01 0 0 42032 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 903 15160 SH DEFINED 06 0 15160 0 TOYS R US INC COM 892335100 897 74636 SH DEFINED 01 0 0 74636 TOYS R US INC COM 892335100 2347 195135 SH DEFINED 06 0 195135 0 TRACTOR SUPPLY CO COM 892356106 919 28025 SH DEFINED 01 0 0 28025 TRAFFIX INC COM 892721101 35 10000 SH DEFINED 01 0 0 10000 TRAMMELL CROW CO COM 89288R106 135 10860 SH DEFINED 01 0 0 10860 TRANSATLANTIC HLDGS INC COM 893521104 237 3334 SH DEFINED 01 0 0 3334 TRANSCAT INC COM 893529107 111 38500 SH DEFINED 01 0 0 38500 TRANSCANADA CORP COM 89353D107 1051 56578 SH DEFINED 01 0 0 56578 TRANSKARYOTIC THERAPIES INC COM 893735100 17 1700 SH DEFINED 01 0 0 1700 TRANSKARYOTIC THERAPIES INC COM 893735100 339 31400 SH DEFINED 13 31400 0 0 TRANSMONTAIGNE INC COM 893934109 79 13400 SH DEFINED 01 0 0 13400 TRANSWITCH CORP COM 894065101 190 76671 SH DEFINED 01 0 0 76671 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 10076 634525 SH DEFINED 01 5454 0 629071 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 381 23991 SH DEFINED 06 0 23991 0 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 0 1 SH DEFINED 11 0 1 0 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 0 2 SH DEFINED 16 0 0 2 TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 611 26650 SH DEFINED 01 240 0 26410 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1884 118658 SH DEFINED 01 11217 0 107441 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 0 6 SH DEFINED 16 0 0 6 TRI CONTL CORP COM 895436103 1146 76613 SH DEFINED 01 0 0 76613 TRIBUNE CO NEW COM 896047107 5682 123808 SH DEFINED 01 16853 0 106955 TRIBUNE CO NEW COM 896047107 2986 65065 SH DEFINED 06 0 65065 0 TRIKON TECHNOLOGIES INC COM NEW 896187408 686 112800 SH DEFINED 01 112800 0 0 TRIMBLE NAVIGATION LTD COM 896239100 210 9137 SH DEFINED 01 0 0 9137 TRIMERIS INC COM 896263100 5087 202940 SH DEFINED 01 202840 0 100 TRIPATH TECHNOLOGY INC COM 89672P104 879 238340 SH DEFINED 01 238340 0 0 TRITON PCS HLDGS INC CL A 89677M106 135 30300 SH DEFINED 01 0 0 30300 TRIZEC HAHN CORP DEB 3.000% 1/2 896938AB3 55 80000 SH DEFINED 01 70000 0 10000 TRIPATH IMAGING INC COM 896942109 6 800 SH DEFINED 01 0 0 800 TRIPATH IMAGING INC COM 896942109 784 92100 SH DEFINED 15 92100 0 0 TRUSTMARK CORP COM 898402102 305 11275 SH DEFINED 01 0 0 11275 TUPPERWARE CORP COM 899896104 145 10850 SH DEFINED 01 200 0 10650 TUPPERWARE CORP COM 899896104 692 51700 SH DEFINED 06 0 51700 0 TYCO INTL LTD NEW NOTE 11/1 902124AC0 630 822000 SH DEFINED 01 39000 0 783000 TYCO INTL LTD NEW COM 902124106 29756 1456507 SH DEFINED 01 15776 0 1440731 TYCO INTL LTD NEW COM 902124106 10523 515068 SH DEFINED 06 0 515068 0 TYSON FOODS INC CL A 902494103 418 29626 SH DEFINED 01 0 0 29626 UGI CORP NEW COM 902681105 494 17100 SH DEFINED 01 0 0 17100 UGI CORP NEW COM 902681105 816 28200 SH DEFINED 06 0 28200 0 UMB FINL CORP COM 902788108 51 1091 SH DEFINED 01 0 0 1091 UMB FINL CORP COM 902788108 811 17200 SH DEFINED 06 0 17200 0 UST INC COM 902911106 4130 117422 SH DEFINED 01 102059 0 15363 UST INC COM 902911106 380 10800 SH DEFINED 06 0 10800 0 US BANCORP DEL COM NEW 902973304 13543 564557 SH DEFINED 01 5 0 564552 US BANCORP DEL COM NEW 902973304 3323 138497 SH DEFINED 06 0 138497 0 US BANCORP DEL COM NEW 902973304 4 205 SH DEFINED 16 0 0 205 URS CORP NEW COM 903236107 3455 178100 SH DEFINED 01 178100 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1033 21097 SH DEFINED 01 0 0 21097 U S G CORP COM NEW 903293405 272 15814 SH DEFINED 01 0 0 15814 USEC INC COM 90333E108 102 15656 SH DEFINED 01 920 0 14736 U S I HLDGS COM 90333H101 102 7870 SH DEFINED 01 0 0 7870 U S I HLDGS COM 90333H101 1339 102900 SH DEFINED 06 0 102900 0 US ONCOLOGY INC COM 90338W103 114 15655 SH DEFINED 01 0 0 15655 UNIFI INC COM 904677101 1223 249700 SH DEFINED 15 249700 0 0 UNILEVER PLC SPON ADR NEW 904767704 3160 91237 SH DEFINED 01 0 0 91237 UNILEVER PLC SPON ADR NEW 904767704 107 3100 SH DEFINED 11 0 3100 0 UNILEVER N V N Y SHS NEW 904784709 8286 140022 SH DEFINED 01 0 0 140022 UNILEVER N V N Y SHS NEW 904784709 35 600 SH DEFINED 16 0 0 600 UNION PAC CORP COM 907818108 6167 106020 SH DEFINED 01 2810 0 103210 UNION PAC CORP COM 907818108 7457 128200 SH DEFINED 06 0 128200 0 UNION PLANTERS CORP COM 908068109 3303 104394 SH DEFINED 01 0 0 104394 UNION PLANTERS CORP COM 908068109 424 13400 SH DEFINED 06 0 13400 0 UNISOURCE ENERGY CORP COM 909205106 417 21944 SH DEFINED 01 0 0 21944 UNISYS CORP COM 909214108 633 46856 SH DEFINED 01 0 0 46856 UNISYS CORP COM 909214108 304 22500 SH DEFINED 06 0 22500 0 UNITED AUTO GROUP INC COM 909440109 12 535 SH DEFINED 01 0 0 535 UNITED AUTO GROUP INC COM 909440109 198 8612 SH DEFINED 12 8612 0 0 UNITED DOMINION REALTY TR IN COM 910197102 298 16319 SH DEFINED 01 0 0 16319 UNITED DOMINION REALTY TR IN COM 910197102 872 47610 SH DEFINED 06 0 47610 0 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1171 259754 SH DEFINED 01 70766 0 188988 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1 307 SH DEFINED 16 0 0 307 UNITED NAT FOODS INC COM 911163103 298 8980 SH DEFINED 01 0 0 8980 UNITED ONLINE INC COM 911268100 663 19080 SH DEFINED 01 0 0 19080 UNITED PARCEL SERVICE INC CL B 9113121MF 319 5000 SH DEFINED 01 0 0 50 UNITED PARCEL SERVICE INC CL B 9113121MG 1276 20000 SH DEFINED 01 0 0 200 UNITED PARCEL SERVICE INC CL B 9113121MJ 319 5000 SH DEFINED 01 0 0 50 UNITED PARCEL SERVICE INC CL B 9113121ML 1276 20000 SH DEFINED 01 0 0 200 UNITED PARCEL SERVICE INC CL B 911312106 11567 181304 SH DEFINED 01 3161 0 178143 UNITED PARCEL SERVICE INC CL B 911312106 15465 242400 SH DEFINED 06 0 242400 0 UNITED RENTALS INC COM 911363109 799 49675 SH DEFINED 01 0 0 49675 UNITED STATES CELLULAR CORP COM 911684108 412 14182 SH DEFINED 01 0 0 14182 UNITED STATES STL CORP NEW COM 912909108 211 11507 SH DEFINED 01 0 0 11507 UNITED STATES STL CORP NEW COM 912909108 156 8500 SH DEFINED 06 0 8500 0 UNITED TECHNOLOGIES CORP COM 913017109 12892 166825 SH DEFINED 01 17548 0 149277 UNITED TECHNOLOGIES CORP COM 913017109 9639 124734 SH DEFINED 06 0 124734 0 UNITED TECHNOLOGIES CORP COM 913017109 191 2481 SH DEFINED 11 0 2481 0 UNITEDHEALTH GROUP INC COM 91324P102 71190 1414758 SH DEFINED 01 1073606 0 341152 UNITEDHEALTH GROUP INC COM 91324P102 6045 120139 SH DEFINED 06 0 120139 0 UNITEDHEALTH GROUP INC COM 91324P102 182 3743 SH DEFINED 12 3743 0 0 UNITEDGLOBALCOM CL A 913247508 224 36800 SH DEFINED 01 0 0 36800 UNITEDGLOBALCOM CL A 913247508 136 21799 SH DEFINED 12 21799 0 0 UNITRIN INC COM 913275103 888 29165 SH DEFINED 01 0 0 29165 UNIVERSAL CORP VA COM 913456109 95 2267 SH DEFINED 01 0 0 2267 UNIVERSAL CORP VA COM 913456109 851 20200 SH DEFINED 06 0 20200 0 UNIVERSAL FST PRODS INC COM 913543104 2 100 SH DEFINED 01 0 0 100 UNIVERSAL FST PRODS INC COM 913543104 925 38100 SH DEFINED 06 0 38100 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 97 12095 SH DEFINED 01 0 0 12095 UNIVERSAL HLTH SVCS INC CL B 913903100 3619 73188 SH DEFINED 01 0 0 73188 UNIVISION COMMUNICATIONS INC CL A 914906102 2370 74240 SH DEFINED 01 0 0 74240 UNIVISION COMMUNICATIONS INC CL A 914906102 890 27875 SH DEFINED 06 0 27875 0 UNOCAL CORP COM 915289102 3346 106172 SH DEFINED 01 8768 0 97404 UNOCAL CORP COM 915289102 571 18100 SH DEFINED 06 0 18100 0 UNOVA INC COM 91529B106 1885 128670 SH DEFINED 01 0 0 128670 UNUMPROVIDENT CORP COM 91529Y106 4421 299334 SH DEFINED 01 0 0 299334 UNUMPROVIDENT CORP COM 91529Y106 1461 98900 SH DEFINED 06 0 98900 0 UPM KYMMENE CORP SPONSORED ADR 915436109 41 2482 SH DEFINED 01 0 0 2482 UPM KYMMENE CORP SPONSORED ADR 915436109 232 13800 SH DEFINED 06 0 13800 0 URBAN OUTFITTERS INC COM 917047102 339 13046 SH DEFINED 01 12700 0 346 USF CORP COM 91729Q101 9 295 SH DEFINED 01 0 0 295 USF CORP COM 91729Q101 862 27400 SH DEFINED 06 0 27400 0 UTSTARCOM INC COM 918076100 1002 31537 SH DEFINED 01 12 0 31525 V F CORP COM 918204108 399 10259 SH DEFINED 01 0 0 10259 V F CORP COM 918204108 303 7800 SH DEFINED 06 0 7800 0 VALASSIS COMMUNICATIONS INC COM 918866104 493 18686 SH DEFINED 01 18587 0 99 VALERO L P COM UT LTD PRT 91913W104 7128 163120 SH DEFINED 01 0 0 163120 VALERO ENERGY CORP NEW COM 91913Y100 537 14056 SH DEFINED 01 0 0 14056 VALLEY NATL BANCORP COM 919794107 906 32562 SH DEFINED 01 0 0 32562 VALMONT INDS INC COM 920253101 815 41200 SH DEFINED 06 0 41200 0 VALUECLICK INC COM 92046N102 310 36918 SH DEFINED 01 0 0 36918 VALUEVISION MEDIA INC CL A 92047K107 7 500 SH DEFINED 01 0 0 500 VALUEVISION MEDIA INC CL A 92047K107 706 44400 SH DEFINED 06 0 44400 0 VAN KAMPEN MUN INCOME TR COM 920909108 410 44300 SH DEFINED 01 0 0 44300 VAN KAMPEN TR INVT GRADE MUN COM 920929106 423 27416 SH DEFINED 01 0 0 27416 VAN KAMPEN MUN OPPORTUNITY T COM 920935103 257 15768 SH DEFINED 01 0 0 15768 VAN KAMPEN MUN OPPORTUNITY I COM 920944105 344 24203 SH DEFINED 01 0 0 24203 VAN KAMPEN INCOME TR SH BEN INT 920957107 243 42865 SH DEFINED 01 0 0 42865 VAN KAMPEN SENIOR INCOME TR COM 920961109 3247 408970 SH DEFINED 01 0 0 408970 VAN KAMPEN SELECT SECTOR MUN COM 92112M103 262 20464 SH DEFINED 01 0 0 20464 VAN KAMPEN N Y VALUE MUN INC COM 92112Q104 388 25570 SH DEFINED 01 0 0 25570 VARCO INTL INC DEL COM 922122106 1307 77340 SH DEFINED 01 0 0 77340 VARIAN MED SYS INC COM 92220P105 2885 50196 SH DEFINED 01 0 0 50196 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 279 7460 SH DEFINED 01 0 0 7460 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2019 53900 SH DEFINED 06 0 53900 0 VASOMEDICAL INC COM 922321104 9 10600 SH DEFINED 01 0 0 10600 VAXGEN INC COM NEW 922390208 182 15100 SH DEFINED 01 14950 0 150 VAXGEN INC COM NEW 922390208 308 25800 SH DEFINED 13 25800 0 0 VECTREN CORP COM 92240G101 135 5733 SH DEFINED 01 0 0 5733 VECTREN CORP COM 92240G101 886 37500 SH DEFINED 06 0 37500 0 VECTOR GROUP LTD COM 92240M108 180 12522 SH DEFINED 01 0 0 12522 VEECO INSTRS INC DEL COM 922417100 317 15894 SH DEFINED 01 0 0 15894 VEECO INSTRS INC DEL COM 922417100 669 33000 SH DEFINED 15 33000 0 0 VENTAS INC COM 92276F100 569 33272 SH DEFINED 01 0 0 33272 VENTANA MED SYS INC COM 92276H106 1715 42605 SH DEFINED 01 0 0 42605 VANGUARD INDEX TR STK MRK VIPERS 922908769 992 10390 SH DEFINED 01 0 0 10390 VERITY INC COM 92343C106 1 100 SH DEFINED 01 0 0 100 VERITY INC COM 92343C106 250 18700 SH DEFINED 15 18700 0 0 VERISIGN INC COM 92343E102 164 12201 SH DEFINED 01 0 0 12201 VERISIGN INC COM 92343E102 1736 128900 SH DEFINED 06 0 128900 0 VERISIGN INC COM 92343E102 412 30672 SH DEFINED 12 30672 0 0 VERIZON COMMUNICATIONS COM 92343V104 18937 583767 SH DEFINED 01 50666 0 533101 VERIZON COMMUNICATIONS COM 92343V104 11078 341500 SH DEFINED 06 0 341500 0 VERIZON COMMUNICATIONS COM 92343V104 120 3700 SH DEFINED 11 0 3700 0 VERILINK CORP COM 923432108 471 131800 SH DEFINED 01 0 0 131800 VERITAS SOFTWARE CO COM 923436109 2685 85203 SH DEFINED 01 0 0 85203 VERITAS SOFTWARE CO COM 923436109 2798 89100 SH DEFINED 06 0 89100 0 VERITAS SOFTWARE CO COM 923436109 522 16084 SH DEFINED 12 16084 0 0 VERSO TECHNOLOGIES INC COM 925317109 47 12872 SH DEFINED 01 3 0 12869 VERTEX PHARMACEUTICALS INC COM 92532F100 209 17038 SH DEFINED 01 0 0 17038 VIACOM INC CL A 925524100 1402 36521 SH DEFINED 01 0 0 36521 VIACOM INC CL B 925524308 23009 600770 SH DEFINED 01 42869 0 557901 VIACOM INC CL B 925524308 6771 176784 SH DEFINED 06 0 176784 0 VIACOM INC CL B 925524308 39 1034 SH DEFINED 11 0 1034 0 VIASYS HEALTHCARE INC COM NEW 92553Q209 556 27557 SH DEFINED 01 0 0 27557 VICAL INC COM 925602104 806 138550 SH DEFINED 01 0 0 138550 VIGNETTE CORP COM 926734104 1078 469035 SH DEFINED 01 0 0 469035 VINTAGE PETE INC COM 927460105 13 1200 SH DEFINED 01 0 0 1200 VINTAGE PETE INC COM 927460105 789 72500 SH DEFINED 06 0 72500 0 VION PHARMACEUTICALS INC COM 927624106 39 25158 SH DEFINED 01 0 0 25158 VIRAGE LOGIC CORP COM 92763R104 343 45200 SH DEFINED 01 0 0 45200 VIRGINIA FINL CORP COM 927810101 297 9900 SH DEFINED 01 0 0 9900 VISHAY INTERTECHNOLOGY INC COM 928298108 852 48661 SH DEFINED 01 0 0 48661 VISTEON CORP COM 92839U107 596 90310 SH DEFINED 01 83757 0 6553 VISX INC DEL COM 92844S105 248 13060 SH DEFINED 01 0 0 13060 VITRIA TECHNOLOGY COM NEW 92849Q401 2040 404082 SH DEFINED 01 0 0 404082 VITESSE SEMICONDUCTOR CORP COM 928497106 990 154570 SH DEFINED 01 0 0 154570 VITESSE SEMICONDUCTOR CORP COM 928497106 342 51100 SH DEFINED 15 51100 0 0 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 936 390000 SH DEFINED 01 0 0 390000 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 803 45220 SH DEFINED 01 0 0 45220 VIVUS INC COM 928551100 151 43228 SH DEFINED 01 0 0 43228 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 7190 355110 SH DEFINED 01 7826 0 347284 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1529 75495 SH DEFINED 06 0 75495 0 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1 93 SH DEFINED 16 0 0 93 VOLVO AKTIEBOLAGET ADR B 928856400 5899 253411 SH DEFINED 01 0 0 253411 VORNADO RLTY TR SH BEN INT 929042109 1344 27986 SH DEFINED 01 0 0 27986 VORNADO RLTY TR SH BEN INT 929042109 432 9000 SH DEFINED 06 0 9000 0 VULCAN MATLS CO COM 929160109 1111 27858 SH DEFINED 01 0 0 27858 VULCAN MATLS CO COM 929160109 295 7400 SH DEFINED 06 0 7400 0 WFS FINL INC COM 92923B106 1411 38129 SH DEFINED 01 0 0 38129 WCI CMNTYS INC COM 92923C104 307 18650 SH DEFINED 01 0 0 18650 WGL HLDGS INC COM 92924F106 197 7162 SH DEFINED 01 0 0 7162 WGL HLDGS INC COM 92924F106 883 32000 SH DEFINED 06 0 32000 0 W-H ENERGY SVCS INC COM 92925E108 341 19200 SH DEFINED 01 0 0 19200 W HLDG CO INC COM 929251106 2057 114965 SH DEFINED 01 0 0 114965 WMX TECHNOLOGIES INC NOTE 2.000% 1/2 92929QAF4 50 54000 SH DEFINED 01 53000 0 1000 W P CAREY & CO LLC COM 92930Y107 1152 36302 SH DEFINED 01 0 0 36302 WPP GROUP PLC SPON ADR NEW 929309300 876 20804 SH DEFINED 01 200 0 20604 WPS RESOURCES CORP COM 92931B106 485 11782 SH DEFINED 01 0 0 11782 WACHOVIA CORP 2ND NEW COM 929903102 6950 168754 SH DEFINED 01 5893 0 162861 WACHOVIA CORP 2ND NEW COM 929903102 3629 88100 SH DEFINED 06 0 88100 0 WADDELL & REED FINL INC CL A 930059100 192 8148 SH DEFINED 01 0 0 8148 WADDELL & REED FINL INC CL A 930059100 1171 49700 SH DEFINED 06 0 49700 0 WADDELL & REED FINL INC CL A 930059100 1306 54000 SH DEFINED 15 54000 0 0 WAL MART STORES INC COM 931142103 65092 1165488 SH DEFINED 01 147130 0 1018358 WAL MART STORES INC COM 931142103 21659 387800 SH DEFINED 06 0 387800 0 WAL MART STORES INC COM 931142103 171 3067 SH DEFINED 11 0 3067 0 WAL MART STORES INC COM 931142103 486 8503 SH DEFINED 12 8503 0 0 WAL MART STORES INC COM 931142103 1 30 SH DEFINED 16 0 0 30 WALGREEN CO COM 931422109 32004 1044534 SH DEFINED 01 0 0 1044534 WALGREEN CO COM 931422109 5279 172300 SH DEFINED 06 0 172300 0 WALGREEN CO COM 931422109 69 2265 SH DEFINED 11 0 2265 0 WALGREEN CO COM 931422109 1 56 SH DEFINED 16 0 0 56 WARNACO GROUP INC CL A NEW 934390402 549 35285 SH DEFINED 01 23285 0 12000 WASHINGTON FED INC COM 938824109 269 10714 SH DEFINED 01 0 0 10714 WASHINGTON FED INC COM 938824109 892 35400 SH DEFINED 06 0 35400 0 WASHINGTON GROUP INTL INC COM NEW 938862208 3989 145059 SH DEFINED 07 145059 0 0 WASHINGTON MUT INC COM 939322103 34088 865861 SH DEFINED 01 6920 0 858941 WASHINGTON MUT INC COM 939322103 9981 253514 SH DEFINED 06 0 253514 0 WASHINGTON POST CO CL B 939640108 514 774 SH DEFINED 01 0 0 774 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1191 41075 SH DEFINED 01 0 0 41075 WASTE CONNECTIONS INC COM 941053100 201 5755 SH DEFINED 01 0 0 5755 WASTE CONNECTIONS INC COM 941053100 983 28000 SH DEFINED 06 0 28000 0 WASTE MGMT INC DEL COM 94106L109 15194 580613 SH DEFINED 01 317722 0 262891 WASTE MGMT INC DEL COM 94106L109 4875 186290 SH DEFINED 06 0 186290 0 WATERS CORP COM 941848103 330 12048 SH DEFINED 01 0 0 12048 WATERS CORP COM 941848103 233 8500 SH DEFINED 06 0 8500 0 WATERS CORP COM 941848103 553 20500 SH DEFINED 15 20500 0 0 WATSON PHARMACEUTICALS INC COM 942683103 280 6719 SH DEFINED 01 0 0 6719 WATSON PHARMACEUTICALS INC COM 942683103 304 7300 SH DEFINED 06 0 7300 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 994 81458 SH DEFINED 01 0 0 81458 WEATHERFORD INTL INC DBCV 6/3 947074AB6 26 42000 SH DEFINED 01 0 0 42000 WEBEX COMMUNICATIONS INC COM 94767L109 472 25005 SH DEFINED 01 0 0 25005 WEBMETHODS INC COM 94768C108 9 1225 SH DEFINED 01 0 0 1225 WEBMETHODS INC COM 94768C108 1082 135550 SH DEFINED 06 0 135550 0 WEBMD CORP COM 94769M105 1513 169087 SH DEFINED 01 0 0 169087 WEBSTER FINL CORP CONN COM 947890109 5294 132756 SH DEFINED 01 0 0 132756 WEIGHT WATCHERS INTL INC NEW COM 948626106 1105 26585 SH DEFINED 01 0 0 26585 WEINGARTEN RLTY INVS SH BEN INT 948741103 843 18755 SH DEFINED 01 0 0 18755 WELLCHOICE INC COM 949475107 230 7641 SH DEFINED 01 0 0 7641 WELLMAN INC COM 949702104 1223 162870 SH DEFINED 01 159800 0 3070 WELLPOINT HEALTH NETWORK NEW COM 94973H108 9818 127382 SH DEFINED 01 0 0 127382 WELLPOINT HEALTH NETWORK NEW COM 94973H108 6100 79138 SH DEFINED 06 0 79138 0 WELLS FARGO & CO NEW COM 949746101 50058 972016 SH DEFINED 01 167903 0 804113 WELLS FARGO & CO NEW COM 949746101 8479 164650 SH DEFINED 06 0 164650 0 WELLS FARGO & CO NEW COM 949746101 1 30 SH DEFINED 16 0 0 30 WENDYS INTL INC COM 950590109 150 4648 SH DEFINED 01 0 0 4648 WENDYS INTL INC COM 950590109 262 8100 SH DEFINED 06 0 8100 0 WEST CORP COM 952355105 355 14869 SH DEFINED 01 0 0 14869 WEST MARINE INC COM 954235107 596 31320 SH DEFINED 01 0 0 31320 WESTERN DIGITAL CORP COM 958102105 1251 97062 SH DEFINED 01 0 0 97062 WESTPAC BKG CORP SPONSORED ADR 961214301 209 3787 SH DEFINED 01 0 0 3787 WEYERHAEUSER CO COM 962166104 11573 198008 SH DEFINED 01 2208 0 195800 WEYERHAEUSER CO COM 962166104 877 15000 SH DEFINED 06 0 15000 0 WEYERHAEUSER CO COM 962166104 63 1079 SH DEFINED 11 0 1079 0 WHIRLPOOL CORP COM 963320106 737 10881 SH DEFINED 01 0 0 10881 WHIRLPOOL CORP COM 963320106 339 5000 SH DEFINED 06 0 5000 0 WHOLE FOODS MKT INC SDCV 3/0 966837AC0 12 20000 SH DEFINED 01 20000 0 0 WHOLE FOODS MKT INC COM 966837106 2820 51103 SH DEFINED 01 0 0 51103 WILEY JOHN & SONS INC CL A 968223206 151 5844 SH DEFINED 01 0 0 5844 WILEY JOHN & SONS INC CL A 968223206 1235 47500 SH DEFINED 06 0 47500 0 WILLIAMS COS INC DEL COM 969457100 3124 331689 SH DEFINED 01 0 0 331689 WILLIAMS COS INC DEL COM 969457100 318 33800 SH DEFINED 06 0 33800 0 WILLIAMS SONOMA INC COM 969904101 1451 53804 SH DEFINED 01 0 0 53804 WILLIAMS SONOMA INC COM 969904101 2358 87400 SH DEFINED 06 0 87400 0 WILLIAMS SONOMA INC COM 969904101 1319 48900 SH DEFINED 15 48900 0 0 WILMINGTON TRUST CORP COM 971807102 331 10765 SH DEFINED 01 0 0 10765 WILTEL COMMUNICATNS GROUP IN COM 972487102 680 42415 SH DEFINED 01 2380 0 40035 WIND RIVER SYSTEMS INC COM 973149107 254 44758 SH DEFINED 01 0 0 44758 WINN DIXIE STORES INC COM 974280109 163 16937 SH DEFINED 01 0 0 16937 WINN DIXIE STORES INC COM 974280109 5 500 SH DEFINED 06 0 500 0 WINTRUST FINANCIAL CORP COM 97650W108 4929 130421 SH DEFINED 01 0 0 130421 WISCONSIN ENERGY CORP COM 976657106 1347 44068 SH DEFINED 01 0 0 44068 WOLVERINE TUBE INC COM 978093102 127 30246 SH DEFINED 01 0 0 30246 WOLVERINE WORLD WIDE INC COM 978097103 210 10846 SH DEFINED 01 0 0 10846 WORLD FUEL SVCS CORP COM 981475106 890 31700 SH DEFINED 06 0 31700 0 WORTHINGTON INDS INC COM 981811102 1018 81123 SH DEFINED 01 0 0 81123 WORTHINGTON INDS INC COM 981811102 3 200 SH DEFINED 06 0 200 0 WRIGHT MED GROUP INC COM 98235T107 567 22482 SH DEFINED 01 0 0 22482 WRIGLEY WM JR CO COM 982526105 6311 114123 SH DEFINED 01 79887 0 34236 WRIGLEY WM JR CO COM 982526105 841 15200 SH DEFINED 06 0 15200 0 WRIGLEY WM JR CO COM 982526105 59 1067 SH DEFINED 11 0 1067 0 WYETH COM 983024100 23653 513092 SH DEFINED 01 39757 0 473335 WYETH COM 983024100 15082 327158 SH DEFINED 06 0 327158 0 WYETH COM 983024100 92 2013 SH DEFINED 11 0 2013 0 WYETH COM 983024100 19079 409000 SH DEFINED 13 409000 0 0 WYNN RESORTS LTD COM 983134107 1 100 SH DEFINED 01 0 0 100 WYNN RESORTS LTD COM 983134107 189 10374 SH DEFINED 12 10374 0 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 5760 371675 SH DEFINED 01 0 0 371675 XTO ENERGY INC COM 98385X106 1035 49336 SH DEFINED 01 0 0 49336 XTO ENERGY INC COM 98385X106 1018 49166 SH DEFINED 15 49166 0 0 X-RITE INC COM 983857103 156 13745 SH DEFINED 01 0 0 13745 XCEL ENERGY INC COM 98389B100 1307 84531 SH DEFINED 01 0 0 84531 XCEL ENERGY INC COM 98389B100 419 27100 SH DEFINED 06 0 27100 0 XANSER CORP COM 98389J103 29 11200 SH DEFINED 01 0 0 11200 XILINX INC COM 983919101 6993 246004 SH DEFINED 01 0 0 246004 XILINX INC COM 983919101 3866 135600 SH DEFINED 06 0 135600 0 XILINX INC COM 983919101 412 13929 SH DEFINED 12 13929 0 0 XEROX CORP COM 984121103 4713 459440 SH DEFINED 01 73538 0 385902 XEROX CORP COM 984121103 543 52900 SH DEFINED 06 0 52900 0 YAHOO INC COM 984332106 4293 121329 SH DEFINED 01 15286 0 106043 YAHOO INC COM 984332106 1636 46250 SH DEFINED 06 0 46250 0 YAHOO INC COM 984332106 1911 52817 SH DEFINED 12 52817 0 0 YAHOO INC COM 984332106 3 100 SH DEFINED 16 0 0 100 YANKEE CANDLE INC COM 984757104 384 15080 SH DEFINED 01 0 0 15080 YORK INTL CORP NEW COM 986670107 13 400 SH DEFINED 01 0 0 400 YORK INTL CORP NEW COM 986670107 1086 31400 SH DEFINED 06 0 31400 0 YUM BRANDS INC COM 988498101 1484 50108 SH DEFINED 01 7169 0 42939 YUM BRANDS INC COM 988498101 5407 182560 SH DEFINED 06 0 182560 0 ZALE CORP NEW COM 988858106 1351 30432 SH DEFINED 01 30432 0 0 ZILA INC COM PAR $0.01 989513205 306 90000 SH DEFINED 01 0 0 90000 ZIMMER HLDGS INC COM 98956P102 6191 112368 SH DEFINED 01 3386 0 108982 ZIMMER HLDGS INC COM 98956P102 4336 78700 SH DEFINED 06 0 78700 0 ZIONS BANCORPORATION COM 989701107 332 5938 SH DEFINED 01 0 0 5938 ZIONS BANCORPORATION COM 989701107 341 6100 SH DEFINED 06 0 6100 0 ZIX CORP COM 98974P100 1574 194443 SH DEFINED 01 0 0 194443 ZORAN CORP COM 98975F101 964 49294 SH DEFINED 01 0 0 49294 ZWEIG FD COM 989834106 57 12375 SH DEFINED 01 10300 0 2075 ZYMOGENETICS INC COM 98985T109 4750 321000 SH DEFINED 13 321000 0 0 ZYGO CORP COM 989855101 247 15144 SH DEFINED 01 0 0 15144 ZOMAX INC MINN COM 989929104 55 10882 SH DEFINED 01 0 0 10882 TOTAL 10236023 450356334
-----END PRIVACY-ENHANCED MESSAGE-----