-----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, Fsx6sozs43SAwDHw4Ih8TNTUHjfde4XRCTLTfxmS60jNO/qcE/HfYKEBVfKPMhLz fLQ92Py5eM6k5B6rydVqVw== 0001047469-05-015446.txt : 20050520 0001047469-05-015446.hdr.sgml : 20050520 20050520142710 ACCESSION NUMBER: 0001047469-05-015446 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050520 DATE AS OF CHANGE: 20050520 EFFECTIVENESS DATE: 20050520 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RBC DAIN RAUSCHER CORP CENTRAL INDEX KEY: 0000050916 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 411228350 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-04069 FILM NUMBER: 05847716 BUSINESS ADDRESS: STREET 1: DAIN BOSWORTH PLAZA STREET 2: 60 SOUTH SIXTH ST CITY: MINNEAPOLIS STATE: MN ZIP: 55402 BUSINESS PHONE: 6123717750 FORMER COMPANY: FORMER CONFORMED NAME: DAIN RAUSCHER CORP DATE OF NAME CHANGE: 19980106 FORMER COMPANY: FORMER CONFORMED NAME: INTERRA FINANCIAL INC DATE OF NAME CHANGE: 19970210 FORMER COMPANY: FORMER CONFORMED NAME: INTER REGIONAL FINANCIAL GROUP INC DATE OF NAME CHANGE: 19920703 13F-HR/A 1 a2158645z13f-hra.txt 13F-HR/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/05 ----------------------- Check Here if Amendment /X/; Amendment Number: 1 --------- This Amendment (Check only one.): /X/ is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: RBC Dain Rauscher ------------------------------- Address: 60 South 6th Street ------------------------------- Minneapolis MN 55402-4422 ------------------------------- ------------------------------- Form 13F File Number: 28-04069 --------------------- 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: Erik Preus ----------------------------------- Title: Investment Consulting SVCS Director ----------------------------------- Phone: 612-371-7835 ------------------------------- Signature, Place, and Date of Signing: ------------------------------- ----------------- ------------- [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).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 37,023 -------------------- Form 13F Information Table Value Total: 1,086,683 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- ------ ----------------- --------------------------------- [Repeat as necessary.] PAGE 1 RUN DATE: 04/05/05 11:30 A.M. RBC DAIN RAUSCHER
DISCRETIONARY OWNERSHIP FOR 13F AS OF DATE : 03/31/05 (ITEM 1) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8) INVESTMENT VOTING AUTHORITY DISCRETION (SHARES) --- ------- -------- --------- ------ NAME TITLE FAIR SHARES OR OF OF CUSIP MARKET PRINCIPAL SOLE SHARED OTHER SOLE SHARED NONE ISSUER CLASS NUMBER VALUE AMOUNT (A) (B) (C) MGR (A) (B) (C) - ------------------------------ ------ --------- ------------- ---------- ---- ------ ------- ---- ------ ----- 1 800 FLOWERS COM INC COMMON 68243Q106 76,646 10,125 X X 10,125 109.5 00 BKUNITED CAP TR PFD B PREFERR 0665 1Y4 0 200 X 200 3 COM CORPORATION COMMON 885535104 9,612 2,700 X 2,700 3M CO COMMON 88579Y101 7,580,652 88,466 X X 88,466 7 ELEVEN INC NEW COMMON 817826209 103,814 4,322 X X 4,322 A M R CORP COMMON 001765106 117,700 11,000 X 11,000 A S V INC COMMON 001963107 217,017 5,474 X 5,474 AAG HLDG CO INC SR NOTES7.50% PREFERR 000336206 69,190 2,750 X 2,750 AAG HOLDING CO INC SR NOTES 7. PREFERR 000336305 24,860 1,000 X 1,000 ABBEY NATIONAL PLC 7.25% PFD PREFERR 002920601 52,706 2,050 X 2,050 ABBOTT LABORATORIES COMMON 002824100 9,610,060 206,136 X X 206,136 ABERCROMBIE & FITCH CO CL A COMMON 002896207 20,778 363 X 363 ABERDEEN GLOBAL INCOME FD INC COMMON 003013109 127,317 9,300 X 9,300 ABGENIX INC COMMON 00339B107 13,125 1,875 X X 1,875 ABM INDUSTRIES INC COMMON 000957100 21,153 1,100 X 1,100 ABN AMRO CAP FNDG TR V 5.9% CP PREFERR 00372P203 21,312 900 X 900 ABN AMRO CAP FUND TR VII6.08% PREFERR 00372Q201 357,411 14,630 X 14,630 ACCENTURE LTD COMMON G1150G111 92,253 3,820 X 3,820 ACCERIS COMMUNICATIONS INC COMMON 00490A104 28 50 X 50 ACE CAPITAL TRUST I 8.875% TOP PREFERR 004402103 63,375 2,500 X 2,500 ACE LTD COMMON G0070K103 14,610 354 X 354 ACTIVE POWER INC COMMON 00504W100 190,836 58,900 X 58,900 ACTIVISION INC NEW COMMON 004930202 4,440 300 X 300 ADAPTEC INC COMMON 00651F108 6,706 1,400 X 1,400 ADAPTIVE BROADBAND CORP NON-TR COMMON 00650M104 2 150 X 150 ADC TELECOMMUNICATIONS INC COMMON 000886101 475,891 239,141 X X 239,141 ADESA INC COMMON 00686U104 63,469 2,717 X 2,717 ADOBE SYSTEMS INC COMMON 00724F101 480,669 7,156 X X 7,156 ADVANCED AUTO PTS INC COMMON 00751Y106 4,793 95 X 95 ADVANCED DIGITAL INFORMATION C COMMON 007525108 674,147 82,819 X X 82,819 ADVANCED MEDICAL OPTICS COMMON 00763M108 4,237 117 X 117 ADVANCED MICRO DEVICES INC COMMON 007903107 93,496 5,800 X 5,800 ADVANCED NEUROMODULATIONSYS COMMON 00757T101 42,521 1,586 X 1,586 ADVANCED NUTRACEUTICALS INC NE COMMON 00760Q201 181 53 X 53 ADVENT CLAYMORE CONV SECAND IN COMMON 00764C109 718,973 30,133 X 30,133 ADVISORY BOARD CO COMMON 00762W107 62,054 1,420 X 1,420 AEGON NV ORD AMER REG FOREIGN 007924103 48,429 3,598 X X 3,598 AEROFLEX INC COMMON 007768104 35,454 3,800 X 3,800 AEROPOSTALE INC COMMON 007865108 47,782 1,459 X 1,459 AES CORPORATION COMMON 00130H105 1,448,877 88,454 X 88,454 AES TRUST III CONV TO 1.4216 S PREFERR 00808N202 258,875 5,450 X 5,450 AETNA INC 8.5% PFD PREFERR 00817Y207 174,270 6,677 X X 6,677 AETNA INC NEW COMMON 00817Y108 675,674 9,015 X X 9,015 AFC ENTERPRISES INC COMMON 00104Q107 17,857 700 X 700 AFFILIATED COMPUTER SVCS COMMON 008190100 525,851 9,877 X X 9,877 AFFILIATED MANAGERS GRP INC COMMON 008252108 34,117 550 X 550 AFFORDABLE RESID CMNTYS SER A PREFERR 008273203 105,420 4,200 X 4,200 AFFORDABLE RESIDNTL COMM COMMON 008273104 37,950 3,000 X X 3,000 AFFYMETRIX INC COMMON 00826T108 29,796 696 X X 696 AFLAC INCORPORATED COMMON 001055102 1,624,946 43,611 X X 43,611 AGCO CORP COMMON 001084102 51,958 2,847 X 2,847 AGERE SYSTEMS INC-A COMMON 00845V100 26 18 X 18 AGERE SYSTEMS INC-B COMMON 00845V209 175,915 123,884 X 123,884 AGILENT TECHNOLOGIES INC COMMON 00846U101 1,000,177 45,053 X X 45,053 AGL RES INC COMMON 001204106 43,977 1,259 X 1,259 AGRIUM INC FOREIGN 008916108 246,375 13,500 X 13,500 AGRO INTERNATIONAL CORP LTD BE FOREIGN ZZ1047936 0 2,157 X 2,157 AIM SELECT REAL ESTATE INCOME COMMON 00888R107 420,769 27,199 X 27,199 AIR PDTS & CHEMICALS INC COMMON 009158106 2,912,416 46,017 X 46,017 AIR T INC COMMON 009207101 8,655 500 X 500 AIRGAS INC COMMON 009363102 7,167 300 X 300 AIRTRAN HLDGS INC COMMON 00949P108 14,435 1,595 X X 1,595 AIXTRON AG COMMON 009606104 3,819 918 X 918 AK STL HLDG CORP COMMON 001547108 207,486 18,760 X X 18,760 AKZO NOBEL N V ADR FOREIGN 010199305 25,519 555 X 555 ALAMOSA HOLDINGS INC COMMON 011589108 635,140 54,425 X 54,425 ALASKA AIR GROUP INC (DEL) COMMON 011659109 532,128 18,075 X 18,075 ALBERTO-CULVER COMPANY CL B COMMON 013068101 1,750,384 36,573 X 36,573 ALBERTSONS INC 7.25% PFD CONV PREFERR 013104203 116,493 5,150 X 5,150 ALBERTSONS INCORPORATED COMMON 013104104 1,230,740 59,600 X X 59,600 ALCAN INC FOREIGN 013716105 79,632 2,100 X 2,100 ALCATEL SPON ADR REPSTG FOREIGN 013904305 365,721 30,300 X X 30,300 ALCOA INC COMMON 013817101 2,294,141 75,490 X X 75,490 ALCON INC FOREIGN H01301102 967,725 10,838 X X 10,838 ALDILA INC COMMON 014384200 38,872 2,300 X 2,300 ALERIS INTL INC COMMON 014477103 57,659 2,311 X 2,311 ALFA CORP COMMON 015385107 24,276 1,680 X 1,680 ALGOMA STEEL INC NEW FOREIGN 01566M204 4,328 160 X 160 ALIGN TECHNOLOGY INC COMMON 016255101 6,240 1,000 X 1,000 ALLEGHENY ENERGY INC COMMON 017361106 69,397 3,359 X 3,359 ALLERGAN INC COMMON 018490102 24,315 350 X 350 ALLETE INC COMMON 018522300 37,749 902 X 902 ALLIANT ENERGY CORP COMMON 018802108 32,806 1,225 X 1,225 ALLIANT TECHSYSTEMS INC COMMON 018804104 268,223 3,754 X X 3,754 ALLIED CAP CORP NEW COMMON 01903Q108 589,860 22,600 X 22,600 ALLIED IRISH BKS PLC SPONS ADR FOREIGN 019228402 65,068 1,560 X 1,560 ALLIED WASTE IND CONV TO 6.024 CONVERT 019589605 87,385 2,020 X X 2,020 ALLIED WASTE INDS INC COM NEW COMMON 019589308 114,767 15,700 X 15,700 ALLSTATE CORP COMMON 020002101 2,295,928 42,470 X X 42,470 ALLTEL CORP (DEL) COMMON 020039103 3,767,098 68,680 X X 68,680 ALLTEL CORP 7.75% PFD CONV INT PREFERR 020039822 10,098 200 X 200 ALSTOM S A SPONSORED ADR FOREIGN 021244108 0 1,200 X X 1,200 ALTAIR NANOTECHNOLOGIES INC FOREIGN 021373105 714 200 X 200 ALTERA CORP COMMON 021441100 31,252 1,580 X X 1,580 ALTRIA GROUP INC COMMON 02209S103 4,406,501 67,388 X X 67,388 ALUMINUM CORP CHINA LTD SPON A COMMON 022276109 84,913 1,451 X 1,451 ALVARION LTD FOREIGN M0861T100 9,560 1,000 X 1,000 AMARIN CORPORATION PLC COMMON 023111107 4,280 2,000 X 2,000 AMAZING TECHNOLOGIES CORP COMMON 02314A104 1 1 X 1 AMAZON COM INC COMMON 023135106 286,155 8,350 X X 8,350 AMB PPTY CORP COMMON 00163T109 37,800 1,000 X 1,000 AMBAC FINL GROUP INC COMMON 023139108 853,496 11,418 X X 11,418 AMCORE FINANCIAL INC (NEV) COMMON 023912108 80,371 2,845 X 2,845 AMDOCS LTD ORD COMMON G02602103 71,000 2,500 X 2,500 AMER ELECTRIC PWR INC COMMON 025537101 735,696 21,600 X X 21,600 AMERADA HESS CORPORATION COMMON 023551104 12,988 135 X 135 AMERALIA INC XXX(RESTRICTED SE COMMON 02355920R 25,600 40,000 X 40,000 AMEREN CORP COMMON 023608102 1,044,452 21,311 X X 21,311 AMERICA WEST HLDG CORP CL B COMMON 023657208 17,376 3,200 X 3,200 AMERICAN CAP STRATEGIES LTD COMMON 024937104 261,991 8,341 X X 8,341 AMERICAN EAGLE OUTFITTRSINC (N COMMON 02553D108 279,839 9,470 X 9,470 AMERICAN EXPRESS COMPANY(N.Y) COMMON 025816109 2,489,904 48,470 X X 48,470 AMERICAN HEALTHWAYS INC COMMON 02649V104 6,604 200 X 200 AMERICAN HOME MORTGAGE INVESTO COMMON 02660R107 41,356 1,444 X 1,444 AMERICAN INTL GROUP INC COMMON 026874107 5,150,470 92,952 X X 92,952 AMERICAN ITALIAN PASTA CO CL A COMMON 027070101 5,480 200 X 200 AMERICAN MOVIL SERIES A FOREIGN 02364W204 5,250 100 X 100 AMERICAN MOVIL SERIES L 1 ADR FOREIGN 02364W105 341,540 6,619 X 6,619 AMERICAN PHARMACEUTICAL PARTNE COMMON 02886P109 85,371 1,650 X X 1,650 AMERICAN PHYSICANS CAP INC COMMON 028884104 25,257 737 X 737 AMERICAN PWR CONVERSION CORP COMMON 029066107 150,441 5,753 X 5,753 AMERICAN SCIENCE & ENGINEERING COMMON 029429107 49,047 1,097 X 1,097 AMERICAN SELECT PORTFOLIO COMMON 029570108 10,802 910 X 910 AMERICAN SKIING CO COMMON 029654308 171 550 X 550 AMERICAN STATES WTR CO COMMON 029899101 126,500 5,000 X 5,000 AMERICAN STD COS INC DEL COMMON 029712106 55,311 1,190 X 1,190 AMERICAN TOWER CORP CL A COMMON 029912201 171,107 9,386 X 9,386 AMERICREDIT CORP COMMON 03060R101 103,136 4,400 X X 4,400 AMERISOURCEBERGEN CORP COMMON 03073E105 4,870 85 X 85 AMERITRADE HLDG CORP COMMON 03074K100 81,170 7,950 X X 7,950 AMERUS GROUP CO COMMON 03072M108 9,828 208 X 208 AMES DEPT STORES INC (COM NEW) COMMON 030789507 2 1,600 X 1,600 AMETEK AEROSPACE PRODS INC COMMON 031100100 2,737 68 X 68 AMGEN INC (CALIF) COMMON 031162100 8,263,783 141,965 X X 141,965 AMISTAR CORP (CALIF) COMMON 031535107 1,044 300 X 300 AMPEX CORP CL A COMMON 032092306 28,080 702 X 702 AMPHENOL CORP CL A COMMON 032095101 44,263 1,195 X 1,195 AMR CORP 7.875% PINES PREFERR 001765866 112,107 5,845 X 5,845 AMR CORP CONV INTO AMR UNTIL CONVERT 001765BB1 129,775 179,000 X X 179,000 AMSOUTH BANCORPORATION COMMON 032165102 420,468 16,203 X 16,203 AMYLIN PHARMACEUTICALS INC COMMON 032346108 3,498 200 X 200 ANADARKO PETROLEUM CORP COMMON 032511107 2,735,795 35,950 X X 35,950 ANADIGICS INC COMMON 032515108 1,040 722 X 722 ANALOG DEVICES INC COMMON 032654105 135,525 3,750 X 3,750 ANDREW CORPORATION COMMON 034425108 156,329 13,350 X X 13,350 ANDRX CORP COMMON 034553107 37,292 1,645 X X 1,645 ANGEION CORP WTS WARRANT 03462H131 0 16 X 16 ANGIODYNAMICS INC COMMON 03475V101 88,389 4,830 X 4,830 ANHEUSER BUSCH COS INC COMMON 035229103 3,136,175 66,178 X X 66,178 ANIXTER INTL INC COMMON 035290105 56,322 1,558 X 1,558 ANNALY MORTGAGE MGMT 7.875% SE PREFERR 035710508 78,432 3,200 X X 3,200 ANNTAYLOR STORES CORP COMMON 036115103 7,677 300 X 300 ANSYS INC COMMON 03662Q105 10,263 300 X 300 ANTEON INTL CORP COMMON 03674E108 112,897 2,900 X X 2,900 AON CBTCS SER 2001-11 CLA1 8% COMMON 21988G825 62,625 2,500 X 2,500 AON CORP COMMON 037389103 152,069 6,658 X 6,658 APACHE CORP COMMON COMMON 037411105 2,503,450 40,886 X X 40,886 APARTMENT INVEST & MGMT CO 10. PREFERR 03748R853 10,472 400 X 400 APARTMENT INVEST & MGT CO 9.37 PREFERR 03748R408 37,240 1,400 X 1,400 APARTMENT INVT & MGM CO 7.75% PREFERR 03748R820 4,904 200 X 200 APARTMENT INVT & MGMT CO8% PER PREFERR 03748R838 24,710 1,000 X 1,000 APARTMENT INVT & MGMT CO8.00% PREFERR 03748R812 42,415 1,700 X X 1,700 APOLLO GROUP INC CL A COMMON 037604105 21,107 285 X X 285 APOLLO INVESTMENT CORP COMMON 03761U106 33,963 2,024 X 2,024 APPLE COMPUTER INC COMMON 037833100 2,295,059 55,077 X X 55,077 APPLEBEE S INTL INC COMMON 037899101 1,758,383 63,802 X X 63,802 APPLERA APPLIED BIOSYS GROUP COMMON 038020103 49,449 2,505 X 2,505 APPLERA CELERA GENOMICS GROUP COMMON 038020202 3,075 300 X 300 APPLIED MATERIALS INC COMMON 038222105 1,503,076 92,497 X X 92,497 APPLIED MICRO CIRCUITS CORP CD COMMON 03822W109 5,940 1,811 X X 1,811 APTARGROUP INC COMMON 038336103 129,950 2,500 X X 2,500 AQUA AMERICA INC COMMON 03836W103 210,763 8,652 X 8,652 AQUILA INC COMMON 03840P102 10,533 2,750 X 2,750 AQUILA INC DEL 7.875% QUIBS PREFERR 03840P300 157,115 6,700 X 6,700 ARAMARK CORPORATION COMMON 038521100 328,500 12,500 X X 12,500 ARC ENERGY TR TR UNIT FOREIGN 001986108 25,486 1,700 X 1,700 ARCH CAPITAL GROUP LTD LTD COMMON G0450A105 28,028 700 X 700 ARCH COAL INC COMMON 039380100 244,813 5,692 X X 5,692 ARCHER DANIELS MIDLAND CO COMMON 039483102 214,387 8,722 X 8,722 ARCHSTONE-SMITH TRUST COMMON 039583109 61,398 1,800 X 1,800 ARDEN GROUP INC CL A COMMON 039762109 7,098 100 X 100 ARIBA INC COMMON 04033V203 8,598 1,108 X 1,108 ARKANSAS BEST CORP DEL COMMON 040790107 189,353 5,012 X X 5,012 ARMOR HLDGS INC COMMON 042260109 14,280 385 X 385 ARROW INTL INC COMMON 042764100 13,740 400 X 400 ASA LIMITED COMMON G3156P103 5,846 150 X 150 ASBC CAPITAL I TOPRS 7.625 DUE PREFERR 00209E207 2,620 100 X 100 ASCENT ENERGY INC COMMON 04362R104 0 1,503 X 1,503 ASCENTIAL SOFTWARE CORP NEW COMMON 04362P207 27,999 1,511 X 1,511 ASHLAND INC COMMON 044204105 464,936 6,891 X X 6,891 ASIA PACIFIC FUND INC COMMON 044901106 8,424 575 X 575 ASIA TIGERS FD INC FOREIGN 04516T105 13,704 1,200 X 1,200 ASML HOLDING NV FOREIGN N07059111 9,777 583 X 583 ASPECT MEDICAL SYSTEMS INC COMMON 045235108 10,795 500 X 500 ASSOCIATED BANC CORP (WIS) COMMON 045487105 1,345,545 43,085 X X 43,085 ASSOCIATES FIRST CAP CORP RESD COMMON 046008207 0 1,000 X 1,000 ASSURED DIGITAL XXX(RESTRICTED PREFERR ZZ1114109 0 12,500 X 12,500 ASTORIA FINL CORP COMMON 046265104 356,882 14,106 X 14,106 ASTRAZENCA PLC ADR FOREIGN 046353108 23,718 600 X 600 ASTROPOWER INC COMMON 04644A101 13 1,200 X 1,200 AT HOME CORP SER A COMMON 045919107 0 1,000 X 1,000 AT&T CORP COMMON 001957505 1,163,306 62,043 X X 62,043 ATI TECHNOLOGIES INC FOREIGN 001941103 191,487 11,075 X 11,075 ATMEL CORPORATION COMMON 049513104 46,050 15,610 X X 15,610 ATMI INC COMMON 00207R101 523,561 20,909 X 20,909 ATMI INC XXX(RESTRICTED STOCK) COMMON 00207R10R 38,161 1,524 X 1,524 ATMOS ENERGY CORP COMMON 049560105 5,400 200 X 200 ATWOOD OCEANICS INC COMMON 050095108 2,262 34 X 34 AU OPTRONICS CORP ADR COMMON 002255107 1,466 100 X 100 AUSTRALIA & NEW ZEALAND BKG SP FOREIGN 052528304 8,767 110 X 110 AUTODESK INC COMMON 052769106 5,654 190 X 190 AUTOLIV INC COMMON 052800109 4,289 90 X 90 AUTOMATIC DATA PROCESSNG COMMON 053015103 3,959,061 88,077 X X 88,077 AUTONATION INC COMMON 05329W102 255,879 13,510 X 13,510 AUTOZONE INC COMMON 053332102 34,280 400 X 400 AVAYA INC COMMON 053499109 589,747 50,492 X X 50,492 AVERY DENNISON CORP COMMON 053611109 896,437 14,475 X 14,475 AVI BIOPHARMA INC COMMON 002346104 2,500 1,000 X 1,000 AVISTA CORP COMMON 05379B107 14,000 800 X 800 AVITAR INC NEW COMMON 053801106 100 1,000 X 1,000 AVNET INC COMMON 053807103 165,780 9,000 X 9,000 AVOCENT CORPORATION COMMON 053893103 42,339 1,650 X X 1,650 AVON PRODUCTS INC COMMON 054303102 2,334,218 54,360 X 54,360 AWARE INC MASS COMMON 05453N100 1,526 350 X 350 AXA SPONSD ADR FOREIGN 054536107 86,523 3,243 X 3,243 BAC CAP TRUST IV 5.875% CPN, M PREFERR 055185201 9,820 400 X 400 BAC CAPITAL TRUST I 7% TRUST P PREFERR 055187207 18,633 725 X 725 BAC CAPITAL TRUST II 7% PFD PREFERR 055188205 8,524 330 X 330 BAC CAPITAL TRUST III 7% CPN M PREFERR 05518E202 48,469 1,875 X 1,875 BAKER HUGHES INC COMMON 057224107 361,259 8,120 X X 8,120 BALL CORPORATION COMMON 058498106 9,333 225 X 225 BALLARD PWR SYS INC FOREIGN 05858H104 33,858 6,549 X X 6,549 BALLISTIC RECOVERY SYSTEMS INC COMMON 058659103 13,528 3,560 X 3,560 BANCO BRADESCO SPN ADR COMMON 059460303 62,205 2,145 X 2,145 BANCO DE CHILE ADR COMMON 059520106 5,763 170 X 170 BANCO ITAU HOLDING FIN ADR COMMON 059602201 67,760 835 X 835 BANCWEST CAP I QUARTERLYINCOME PREFERR 05978Q208 5,220 200 X 200 BANGOR HYDRO ELEC 7% PFD PREFERR 060077401 752 8 X 8 BANK MONTREAL QUEBEC COMMON 063671101 13,926 300 X 300 BANK NOVA SCOTIA HALIFAX FOREIGN 064149107 74,138 2,270 X 2,270 BANK OF AMERICA CORP COMMON 060505104 5,710,641 129,493 X X 129,493 BANK OF AMERICA SATURNS 7.25% PREFERR 80409R109 92,638 3,640 X 3,640 BANK OF NEW YORK CO INC COMMON 064057102 470,668 16,202 X 16,202 BANK OF RICHMOND N A RICHMOND COMMON 064579105 1,596 120 X 120 BANK ONE CAPITAL II 8.5% PFD PREFERR 06422D108 40,095 1,565 X 1,565 BANKATLANTIC BANCORP INCCL A N COMMON 065908501 25,004 1,437 X 1,437 BANKNORTH CAPITAL TR II 8% PFD PREFERR 06646Y201 309,043 11,900 X 11,900 BANNER CORP COMMON 06652V109 41,669 1,545 X 1,545 BANTA CORP COMMON 066821109 119,840 2,800 X 2,800 BARNES & NOBLE INC COMMON 067774109 633,167 18,358 X 18,358 BARNES GROUP INC COMMON 067806109 5,434 200 X 200 BARR LABS INC COMMON 068306109 96,342 1,973 X X 1,973 BARRICK GOLD CORP FOREIGN 067901108 132,978 5,550 X 5,550 BASF AG SPONSORED ADR FOREIGN 055262505 54,041 766 X 766 BASSETT FURNITRE IND INC COMMON 070203104 74,072 3,760 X 3,760 BAUSCH & LOMB INC COMMON 071707103 137,804 1,880 X 1,880 BAXTER INTERNATIONAL INC COMMON 071813109 1,558,527 45,866 X X 45,866 BAXTER INTERNATL CONV TO 1.401 PREFERR 071813406 1,263,052 23,455 X X 23,455 BAY LAKE BANCORP INC (WISCONSI COMMON 072442106 0 252 X 252 BAY VIEW CAPITAL CORP COMMON 07262L309 4,243 265 X 265 BAYER A G SPONSORED ADR FOREIGN 072730302 16,545 500 X 500 BAYOU STEEL CORP LA PLACE CL A COMMON 073051104 0 200 X 200 BB&T CORP COMMON 054937107 1,664,183 42,584 X 42,584 BCE INC (B.C) FOREIGN 05534B109 764,819 30,605 X X 30,605 BEA SYS INC COMMON 073325102 22,396 2,810 X X 2,810 BEAR STEARNS CAPITAL TRUST III PREFERR 07384T206 25,980 1,000 X 1,000 BEAR STEARNS CO PFD STOCK PREFERR 073902868 45,495 900 X 900 BEAR STEARNS COMPANIES INC COMMON 073902108 3,397 34 X 34 BEAZER HOMES USA INC COMMON 07556Q105 84,812 1,701 X X 1,701 BEBE STORES INC COMMON 075571109 265,251 7,813 X 7,813 BECKMAN COULTER INC COMMON 075811109 377,436 5,680 X 5,680 BECTON DICKINSON & CO COMMON 075887109 393,751 6,740 X 6,740 BED BATH & BEYOND INC COMMON 075896100 336,241 9,202 X X 9,202 BEDFORD PPTY INVESTORS 7.625% PREFERR 076446608 34,860 1,400 X 1,400 BELLSOUTH CORP COMMON 079860102 1,083,174 41,201 X X 41,201 BELLSOUTH CORTS TR II 7% PFD PREFERR 22081C208 20,416 800 X 800 BEMIS CO INC COMMON 081437105 188,120 6,045 X X 6,045 BENCHMARK ELECTRONICS INC COMMON 08160H101 39,469 1,240 X 1,240 BENJ FRANKLIN FEDERAL SAVINGS COMMON 082072109 13,950 3,000 X 3,000 BERKLEY W R CORPORATION COMMON 084423102 279,000 5,625 X 5,625 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 5,046,000 58 X 58 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 7,988,232 2,797 X X 2,797 BERKSHIRE INCOME RLTY INC PFD PREFERR 084690205 36,540 1,400 X 1,400 BEST BUY CO INC (MN) COMMON 086516101 1,257,299 23,279 X X 23,279 BETHLEHEM STEEL CORP COMMON 087509105 0 100 X 100 BHP BILLITON LIMITED SPONS ADR FOREIGN 088606108 33,576 1,200 X 1,200 BIG LOTS INC COMMON 089302103 60,701 5,050 X 5,050 BIOCRYST PHARMACEUTICALSINC NE COMMON 09058V103 4,610 1,000 X 1,000 BIOGEN IDEC INC COMMON 09062X103 927,905 26,888 X 26,888 BIOMET INCORPORATED COMMON 090613100 2,571,492 70,840 X X 70,840 BIOPHAN TECHNOLOGIES INC COMMON 09064V105 3,795 1,500 X 1,500 BIOSCRIP INC COMMON 09069N108 184,494 30,596 X 30,596 BIOSITE INC COMMON 090945106 144,591 2,779 X 2,779 BIOTRANSPLANT INC COMMON 09066Y107 18 7,000 X 7,000 BIOVAIL CORP (NEW) COMMON 09067J109 7,540 500 X 500 BJ SVCS CO COMMON 055482103 65,888 1,270 X X 1,270 BJS WHSL CLUB INC COMMON 05548J106 182,260 5,868 X X 5,868 BLACK & DECKER CORP COMMON 091797100 838,005 10,609 X X 10,609 BLACK HILLS CORP COMMON 092113109 30,954 936 X 936 BLACKROCK CA MUNI BOND TRUST COMMON 09249J100 14,060 1,000 X 1,000 BLACKROCK CALIF MUNI INCOME TR COMMON 09249S100 24,858 1,800 X 1,800 BLACKROCK GLOBAL ENERGY & RESO COMMON 09250U101 800,602 33,220 X X 33,220 BLACKROCK GLOBAL FLOATNGRATE I COMMON 091941104 264,190 14,500 X 14,500 BLACKROCK LTD DURATION INCOME COMMON 09249W101 52,383 2,830 X 2,830 BLACKROCK MUNI BOND TRUST COMMON 09249H104 31,394 2,200 X 2,200 BLACKROCK PRFD OPPRTY TR PREFERR 09249V103 18,108 765 X 765 BLACKROCK STRATEGIC DIVIDEND COMMON 09249Y107 15,077 1,047 X 1,047 BLOCK H & R INCORPORATED COMMON 093671105 3,879,385 76,698 X 76,698 BLUE CHIP VALUE FUND INC COMMON 095333100 109,725 16,500 X X 16,500 BMC SOFTWARE COMMON 055921100 48,000 3,200 X X 3,200 BNY CAPITAL TRUST IV 6.875% TR PREFERR 09656G201 60,456 2,400 X 2,400 BOC GROUP PLC SPONS ADR COMMON 055617609 59,065 1,518 X 1,518 BOEING CO COMMON 097023105 3,942,776 67,444 X X 67,444 BOMBARDIER INC CL B FOREIGN 097751200 14,050 6,300 X 6,300 BOMBAY CO INC COMMON 097924104 3,445 650 X 650 BONE CARE INTL INC COMMON 098072101 156,989 6,052 X X 6,052 BOOKHAM INC COMMON 09856Q108 38 12 X 12 BORDERS GROUP INC COMMON 099709107 4,259 160 X 160 BOSTON CHICKEN INC NON TRANSFE COMMON 100578103 0 200 X 200 BOSTON PPTYS INC COMMON 101121101 657,953 10,924 X 10,924 BOSTON SCIENTIFIC CORP COMMON 101137107 4,841,988 165,312 X X 165,312 BOTTOMLINE TECHNOLOGIES INC COMMON 101388106 185,963 14,250 X 14,250 BOYD GAMING CORP COMMON 103304101 175,589 3,367 X 3,367 BP PLC FOREIGN G12793181 10,208 984 X 984 BP PLC SPONS ADR FOREIGN 055622104 4,042,896 64,790 X X 64,790 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 282,690 4,050 X 4,050 BRADY CORPORATION COMMON 104674106 12,358 382 X 382 BRAZIL FUND COMMON 105759104 3,401 100 X 100 BRIDGESTONE CORP ADR FOREIGN 108441205 11,204 304 X 304 BRIGGS & STRATTON CORP COMMON 109043109 306,463 8,417 X 8,417 BRIGHT HORIZONS FAMILY SOLUTIO COMMON 109195107 12,821 380 X 380 BRILLIAN CORP COMMON 10949P107 38,940 22,000 X 22,000 BRINKER INTERNATIONAL COMMON 109641100 195,588 5,400 X 5,400 BRISTOL MYERS SQUIBB CO COMMON 110122108 4,157,440 163,293 X X 163,293 BRISTOL WEST HOLDINGS COMMON 11037M105 11,625 750 X 750 BRITISH AMERN TOB PLC SPON ADR FOREIGN 110448107 298,024 8,445 X 8,445 BROADBAND HOLDERS TRUST COMMON 11130P104 4,269 300 X 300 BROADCOM CORP CL A COMMON 111320107 215,484 7,202 X X 7,202 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 47,384 8,004 X 8,004 BROWN & BROWN INC COMMON 115236101 18,436 400 X 400 BROWN FORMAN CORP CL A COMMON 115637100 22,020 400 X 400 BROWN FORMAN CORP CL B COMMON 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19,466 COMPUTER NETWORK TECH CORP COMMON 204925101 181,566 39,300 X 39,300 COMPUTER PROGRAMS & SYS INC COMMON 205306103 44,731 1,593 X 1,593 COMPUTER SCIENCES CORP COMMON 205363104 649,832 14,173 X 14,173 COMPUTING TECH INTL XXX(RESTRI PREFERR 20561Q20R 0 12,500 X 12,500 COMPUWARE CORP COMMON 205638109 10,872 1,510 X 1,510 COMTECH TELECOMM CORP (NEW) COMMON 205826209 228,875 4,393 X 4,393 COMVERSE TECHNOLOGY INC COM PA COMMON 205862402 61,159 2,425 X 2,425 CONAGRA FOODS INC COMMON 205887102 1,440,274 53,304 X X 53,304 CONCURRENT COMPUTER CORP(COM N COMMON 206710204 206 100 X 100 CONEXANT SYSTEMS INC COMMON 207142100 48,122 32,081 X 32,081 CONNECTIVITY TECHNOLOGIES INC COMMON 207865106 0 12 X 12 CONOCOPHILLIPS COMMON 20825C104 1,080,125 10,016 X 10,016 CONSECO FINANCING TR VIIESCROW PREFERR 20846D9O7 0 2,000 X 2,000 CONSECO INC COMMON 208464883 2,357,795 115,465 X X 115,465 CONSECO INC WARRANTS WTS WARRANT 208464123 216 77 X 77 CONSOL ENERGY INC COMMON 20854P109 86,752 1,845 X X 1,845 CONSOLIDATED ECO SYS INC COMMON 209102102 1 1,450 X 1,450 CONSOLIDATED EDISON INC COMMON 209115104 560,193 13,281 X 13,281 CONSOLIDATED EDISON INC 7.25% PREFERR 209115203 69,849 2,700 X 2,700 CONSOLIDATED FREIGHT CORP COMMON 209232107 2 1,700 X 1,700 CONSOLIDATED WATER CO LTD SH COMMON G23773107 66,600 2,000 X 2,000 CONSTELLATION BRANDS INCCL A COMMON 21036P108 1,392,384 26,336 X X 26,336 CONSTELLATION ENERGY GROUP COMMON 210371100 591,396 11,439 X 11,439 CONSUMAT ENVIRONMENTAL (NON-TR COMMON 210476107 0 48 X 48 CONSUMERS ENERGY CO FINCG IV 9 PREFERR 21051E202 20,976 800 X 800 CONTINENTAL AIRLS INC CL B COMMON 210795308 11,619 965 X 965 COOPER CAMERON CORP COMMON 216640102 480,564 8,400 X 8,400 COOPER COS INC NEW COMMON 216648402 190,196 2,609 X 2,609 COOPER INDUSTRIES LTD NEW COM COMMON G24182100 665,422 9,304 X X 9,304 COPART INC COMMON 217204106 114,266 4,850 X 4,850 CORINTHIAN COLLEGES INC COMMON 218868107 31,912 2,030 X X 2,030 CORN PRODUCTS INTL INC COMMON 219023108 18,817 724 X 724 CORNERSTONE RLTY INC CHG(COMMO COMMON 219COM999 4,745 500 X 500 CORNING INC COMMON 219350105 1,930,231 173,426 X 173,426 CORPORATE BACKED TR CTFSCPN 3M PREFERR 21988K859 29,748 1,200 X 1,200 CORPORATE BACKED TR CTFSSER 20 PREFERR 21988G858 20,850 1,000 X 1,000 CORPORATE BACKED TR CTFSSER BL PREFERR 21988G320 9,668 400 X 400 CORPORATE EXECUTIVE BRD CO COMMON 21988R102 316,553 4,950 X 4,950 CORPORATE OFFICE PPTYS TR COMMON 22002T108 39,720 1,500 X 1,500 CORPORATE PROPERTY ASSOCIATES COMMON ZZ1643806 22,150 5,000 X 5,000 CORRECTIONS CORP AMER NEW COMMON 22025Y407 39 1 X 1 CORTS FOR AIG 6.7% PFD MAT 7/3 PREFERR 22082A201 2,515 100 X 100 CORTS FOR VERIZON GLOBALFUNDIN PREFERR 22082F200 73,500 2,800 X 2,800 CORTS II FOR GOLDMAN 6.00% CPN PREFERR 22082P208 144,150 6,200 X 6,200 CORTS TR AFC CAP TR I 7.75% PREFERR 22081N204 9,840 400 X 400 CORTS TR BELLSOUTH CORP BACKED PREFERR 22080E205 19,433 750 X 750 CORTS TR BK AMERICA 7% 12/31/2 PREFERR 22081X202 10,340 400 X 400 CORTS TR CHRYSLER DEBS 8% PFD PREFERR 22081E204 10,004 400 X 400 CORTS TR FLEET CAP TR IICORP B PREFERR 22080V207 76,270 2,900 X 2,900 CORTS TR FOR FORD MOTOR CO 8% PREFERR 22082K209 104,896 4,400 X 4,400 CORTS TR FOR GEN ELEC CAPITAL PREFERR 22082X201 19,856 800 X 800 CORTS TR IBM DEBS CORP BKD TR PREFERR 22081Q207 156,194 6,040 X 6,040 CORTS TRUST FOR BRISTOL -MYERS PREFERR 22082B209 145,350 5,700 X 5,700 CORTS TRUST FOR DOW CHEMTRUST PREFERR 220905202 109,500 4,380 X 4,380 CORTS TRUST FOR WALT DISNEY CO PREFERR 22082D205 10,144 400 X 400 CORTS TRUST IV FOR AON CAP A 8 PREFERR 22082Y209 48,507 1,900 X 1,900 CORTS-SAFECO CAP 8.072% SER II PREFERR 22081S203 105,840 4,000 X X 4,000 COSINE COMMUNICATION INC COMMON 221222607 624 300 X 300 COSTAR GROUP INC COMMON 22160N109 36,850 1,000 X 1,000 COSTCO WHSL CORP COMMON 22160K105 8,075,618 182,789 X X 182,789 COUNTRYWIDE FINL CORP COMMON 222372104 177,589 5,471 X 5,471 COVANCE INC COMMON 222816100 83,746 1,759 X 1,759 COVENTRY HEALTH CARE INC COMMON 222862104 144,457 2,120 X 2,120 CRAWFORD & COMPANY CL B COMMON 224633107 50,765 7,100 X 7,100 CRAY COMPUTER CORP (NON TRANSF COMMON 225222108 0 400 X 400 CRAY INC COMMON 225223106 45,900 18,000 X 18,000 CRAY RESEARCH CONV TO 25.5363 CONVERT 225224AA2 6,025 10,000 X 10,000 CREDENCE SYS CORP COMMON 225302108 1,582 200 X 200 CREDIT ENHANCED CORTS TRFOR AO PREFERR 22532R101 404,125 15,250 X 15,250 CREE INC COMMON 225447101 25,121 1,155 X 1,155 CROSS TIMBERS RLTY TR TR UNIT COMMON 22757R109 4,497 115 X 115 CROWN CASTLE INTL CORP COMMON 228227104 421,575 26,250 X 26,250 CROWN HOLDING INC COMMON 228368106 295,640 19,000 X 19,000 CRYOLIFE INC COMMON 228903100 1,857 300 X 300 CSK AUTO CORP COMMON 125965103 7,060 400 X 400 CSX CORP COMMON 126408103 243,986 5,858 X 5,858 CTI MOLECULAR IMAGING INC COMMON 22943D105 4,054 200 X 200 CUMMINS INC COMMON 231021106 203,241 2,889 X X 2,889 CUNO INCORPORATED COMMON 126583103 5,139 100 X 100 CURAGEN CORP COMMON 23126R101 416 100 X 100 CUTERA INC COMMON 232109108 9,640 500 X 500 CVS CORP COMMON 126650100 2,335,118 44,377 X 44,377 CYGNUS INC COMMON 232560102 131 1,000 X 1,000 CYMER INC COMMON 232572107 21,416 800 X 800 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1,579,725 125,375 X 125,375 CYTEC INDS INC COMMON 232820100 417,779 7,701 X X 7,701 CYTYC CORP COMMON 232946103 60,723 2,639 X 2,639 D R HORTON INC COMMON 23331A109 13,801 472 X 472 DADE BEHRING HLDGS INC COMMON 23342J206 1,945 33 X 33 DAIMLER CHRYSLER CORTS II 7.87 PREFERR 22081L208 25,140 1,000 X 1,000 DAIMLER CHRYSLER DEB BKDCBTCS PREFERR 21988G486 56,672 2,300 X 2,300 DAIMLERCHRYSLER 8.25% CORP BAC PREFERR 21988G841 25,000 1,000 X X 1,000 DAIMLERCHRYSLER AG STUTTGART FOREIGN D1668R123 187,735 4,198 X 4,198 DAIMLERCHRYSLER CBTC SER03-15 PREFERR 21988K206 37,065 1,500 X 1,500 DANA CORPORATION COMMON 235811106 3,837 300 X 300 DANAHER CORP (DEL) COMMON 235851102 391,923 7,338 X 7,338 DARDEN RESTAURANTS INC COMMON 237194105 494,347 16,113 X 16,113 DEAN FOODS CO NEW COMMON 242370104 58,653 1,710 X 1,710 DECKERS OUTDOOR CORP COMMON 243537107 104,289 2,918 X 2,918 DEERE & CO COMMON 244199105 894,104 13,319 X X 13,319 DEL MONTE FOODS CO COMMON 24522P103 12,326 1,136 X 1,136 DELL INC COMMON 24702R101 6,964,086 181,262 X X 181,262 DELPHI CORPORATION COMMON 247126105 51,834 11,570 X X 11,570 DELPHI TRUST I 8.25% 10/15/33 PREFERR 24717P207 46,500 2,500 X 2,500 DELTA AIR LINES INC 8.125% PAR PREFERR 247361405 51,372 6,350 X 6,350 DELTA PETE CORP (COM NEW) COMMON 247907207 43,620 3,000 X 3,000 DELUXE CORP COMMON 248019101 7,972 200 X 200 DENBURY RES INC FOREIGN 247916208 105,796 3,003 X X 3,003 DENDREON CORP COMMON 24823Q107 172,765 31,700 X X 31,700 DENDRITE INTERNATIONAL INC COMMON 248239105 11,232 800 X 800 DENTSPLY INTL INC NEW COMMON 249030107 381,741 7,016 X X 7,016 DEPOMED INC COMMON 249908104 2,423 615 X 615 DEUTSCHE TELEKOM AG SPONS ADR FOREIGN 251566105 7,206 361 X X 361 DEVON ENERGY CORP NEW COMMON 25179M103 386,489 8,094 X X 8,094 DEVRY INC COMMON 251893103 9,460 500 X 500 DIAGEO PLC SPONSORED ADR NEW FOREIGN 25243Q205 513,807 9,030 X X 9,030 DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 179,740 3,602 X 3,602 DICK S SPORTING GOODS INC COMMON 253393102 80,071 2,180 X 2,180 DIEBOLD INCORPORATED COMMON 253651103 403,148 7,350 X 7,350 DIGITAL RIVER INC COMMON 25388B104 143,772 4,614 X 4,614 DIRECTV GROUP INC COMMON 25459L106 3,141,671 217,869 X X 217,869 DISCOVERY ZONE INC CHGWTS WARRANT 25468B131 0 3 X 3 DISCOVERY ZONE INC NEW COMMON 25468B305 0 29 X 29 DISNEY WALT CO CONV INTO DIS U CONVERT 254687AU0 27,469 25,000 X 25,000 DISNEY WALT CO DISNEY COM COMMON 254687106 7,677,690 267,236 X X 267,236 DIVERSA CORP COMMON 255064107 1,330 267 X 267 DIXIE GROUP INC COMMON 255519100 56,019 3,541 X 3,541 DNP SELECT INCOME FUND INC COMMON 23325P104 3,311,739 308,643 X X 308,643 DOCPLANET COM INC COMMON 256095100 0 15 X 15 DOCUCORP INTL INC COMMON 255911109 310 40 X 40 DOLLAR GENERAL CORP COMMON 256669102 4,382 200 X 200 DOLLAR TREE STORES INC COMMON 256747106 3,657,904 127,320 X 127,320 DOMINION RES CAP TR II 8.75% P PREFERR 25746U406 56,080 1,000 X 1,000 DOMINION RES INC VA (NEW) COMMON 25746U109 2,641,967 35,496 X X 35,496 DONALDSON COMPANY INC COMMON 257651109 139,611 4,325 X 4,325 DONNELLEY R.R. & COMMON 257867101 1,155,711 36,550 X 36,550 DORAL FINL CORP FOREIGN 25811P100 33,820 1,545 X 1,545 DOUBLECLICK INC COMMON 258609304 17,502 2,273 X X 2,273 DOVER CORP COMMON COMMON 260003108 30,232 800 X 800 DOW CHEMICAL COMPANY COMMON 260543103 7,112,897 142,686 X X 142,686 DOW JONES & CO INC COM COMMON 260561105 1,585,235 42,420 X 42,420 DPL INC COMMON 233293109 8,425 337 X 337 DREAMWORKS ANIMATION SKG COMMON 26153C103 4,071 100 X 100 DREMAN CLAYMORE DIVIDEN INCOME COMMON 26153R100 310,897 16,590 X 16,590 DRIL-QUIP INC COMMON 262037104 235,468 7,660 X 7,660 DRUGSTORE COM INC COMMON 262241102 258 100 X 100 DST SYS INC DEL COMMON 233326107 265,304 5,745 X 5,745 DTE ENERGY CO COMMON 233331107 62,944 1,384 X 1,384 DTE ENERGY TRUST II 7.5% CPN M PREFERR 23334U201 5,280 200 X 200 DU PONT E I DE NEMOURS & CO COMMON 263534109 5,376,972 104,937 X X 104,937 DUKE ENERGY CORP COMMON 264399106 7,417,356 264,811 X X 264,811 DUKE REALTY CORP COMMON 264411505 135,847 4,551 X 4,551 DUN & BRADSTREET CORP NEW COMMON 26483E100 1,267,714 20,630 X 20,630 DUQUESNE LIGHT COMPANY FIRST M PREFERR 266228832 5,210 200 X 200 DUQUESNE LIGHT HLDGS COMMON 266233105 30,249 1,688 X 1,688 DURA AUTOMOTIVE SYST CAPTRUST PREFERR 26632M201 4,809 300 X 300 DVL INC COMMON 233347103 66 660 X 660 DYNAMEX INC COMMON 26784F103 37,594 2,077 X 2,077 DYNEGY INC CL A (NEW) COMMON 26816Q101 5,083 1,300 X 1,300 E DIGITAL CORP COMMON 26841Y103 29 150 X 150 E LOAN INC COMMON 26861P107 5,300 2,000 X 2,000 E M C CORPORATION (MASS) COMMON 268648102 2,880,909 233,840 X X 233,840 E PIPHANY INC COMMON 26881V100 3,195 900 X 900 E TRADE FINL CORP COMMON 269246104 78,600 6,550 X X 6,550 E TRADE GROUP CONV UNTIL 2/1/0 CONVERT 269246AB0 16,200 16,000 X X 16,000 EA INDS INC NONTRANSFERABLE COMMON 26822P204 5 1,500 X 1,500 EAGER TECHNOLOGY INC COMMON 26941R107 0 200 X 200 EAGLE MATERIALS INC COMMON 26969P108 128,290 1,585 X 1,585 EAGLE MATERIALS-B COMMON 26969P207 867 11 X 11 EARTHLINK INC COMMON 270321102 8,100 900 X 900 EASTMAN CHEM CO COMMON 277432100 234,643 3,977 X 3,977 EASTMAN KODAK COMPANY COMMON 277461109 1,454,269 44,678 X X 44,678 EATON CORPORATION COMMON 278058102 68,016 1,040 X 1,040 EATON VANCE CORP COMMON 278265103 4,688 200 X 200 EATON VANCE ENHANCED EQUITY IN COMMON 278277108 11,418 600 X 600 EATON VANCE INSURED CA MUNICIP COMMON 27828C106 41,244 2,800 X 2,800 EATON VANCE INSURED NY MUNICIP COMMON 27828T109 94,575 6,500 X 6,500 EATON VANCE SENIOR FLOATING RA COMMON 27828Q105 114,087 5,733 X 5,733 EATON VANCE TAX ADVANTAGED BAL COMMON 27828U106 90,360 4,500 X 4,500 EATON VANCE TAX ADVNTG DIVIDEN COMMON 27828G107 105,297 5,205 X 5,205 EATON VANCE TAX ADVNTG GLOBAL COMMON 27828S101 68,696 3,608 X 3,608 EBAY INC COMMON 278642103 1,331,747 35,742 X X 35,742 ECHOSTAR COMMUNICATIONS CORP C COMMON 278762109 125,044 4,275 X 4,275 ECOLAB INC COMMON 278865100 3,610,911 109,256 X X 109,256 EDGE PETROLEUM CORP COMMON 279862106 29,808 1,800 X 1,800 EDISON BROS STORES INC WTS WARRANT 280875113 0 136 X 136 EDISON INTL COMMON 281020107 49,372 1,422 X 1,422 EDO CORP COMMON COMMON 281347104 304,256 10,125 X 10,125 EDWARDS LIFESCIENCES CRP COMMON 28176E108 181,740 4,205 X X 4,205 EGGHEAD COM INC NEW COMMON 282329101 0 100 X 100 EGL INC COMMON 268484102 6,498 285 X 285 EL PASO CORP COMMON 28336L109 2,037,962 192,624 X X 192,624 EL PASO CORP PFD CONV 9% B/E PREFERR 28336L208 400,680 13,500 X X 13,500 EL PASO ENERGY CAP TR I CUM PF CONVERT 283678209 342,814 9,470 X X 9,470 ELAN CORPORATION PLC ADR FOREIGN 284131208 175,446 54,150 X X 54,150 ELECTRO ENERGY INC COMMON 285106100 596,375 65,825 X 65,825 ELECTRO SCIENTIFIC INDUSTRIES COMMON 285229100 761,290 39,262 X X 39,262 ELECTROGLAS INC COMMON 285324109 95,590 24,200 X 24,200 ELECTRONIC ARTS COMMON 285512109 200,181 3,866 X 3,866 ELECTRONIC DATA SYS CORPCOM NE COMMON 285661104 2,611,820 126,358 X X 126,358 ELECTRONICS BOUTIQUE HLDGS CRP COMMON 286045109 3,652 85 X 85 ELIZABETH ARDEN INC COMMON 28660G106 11,870 500 X 500 ELKCORP COMMON 287456107 32,883 855 X 855 EMBRAER EMPRESA BRASILEIRA DE FOREIGN 29081M102 37,560 1,200 X 1,200 EMERGING MKTS TELECOMMUNICATIO COMMON 290890102 12,871 1,352 X 1,352 EMERGIS INC FOREIGN 29100U101 2,891 1,000 X 1,000 EMERSON ELECTRIC CO COMMON 291011104 2,843,090 43,787 X X 43,787 EMPIRE DISTRICT ELEC CO COMMON 291641108 69,780 3,000 X 3,000 EMRISE CORP COMMON 29246J101 766 482 X 482 EMULEX CORP (NEW) COMMON 292475209 18,463 980 X 980 ENBRIDGE ENERGY MANAGEMENT LLC COMMON 29250X103 268,815 5,504 X X 5,504 ENBRIDGE ENERGY MGMT CHG100TH COMMON CKC50X106 0 96,969 X 96,969 ENBRIDGE INC FOREIGN 29250N105 101,930 1,980 X 1,980 ENCANA CORP FOREIGN 292505104 287,525 4,083 X 4,083 ENCORE ACQUISITION CO COMMON 29255W100 825,711 19,993 X X 19,993 ENDESA SA SPONS ADR FOREIGN 29258N107 11,295 500 X 500 ENDO PHARMACEUTICALS HLDGS INC COMMON 29264F205 18,220 808 X X 808 ENERGEN CORP COMMON 29265N108 8,325 125 X 125 ENERGIZER HOLDINGS INC COMMON 29266R108 17,940 300 X 300 ENERGY CONVERSN DEVICE INC COMMON 292659109 102,285 4,500 X 4,500 ENERGY EAST CAPITAL TR I8.25% PREFERR 29267G200 5,895 225 X 225 ENERGY EAST CORP COMMON 29266M109 109,128 4,162 X 4,162 ENERPLUS RES FUND TR UNIT SER FOREIGN 29274D604 77,234 2,130 X 2,130 ENERVEST DIVERSIFIED INC TR COMMON 292963105 31,480 4,800 X 4,800 ENGELHARD CORP COMMON 292845104 22,523 750 X 750 ENGINEERED SUPPORT SYS COMMON 292866100 4,014 75 X 75 ENI SPA SPONSORED ADR FOREIGN 26874R108 20,435 157 X 157 ENPRO INDUSTRIES INC COMMON 29355X107 770 28 X 28 ENRON CAPITAL TRUST II 8.125% PREFERR 29357P201 3,352 800 X 800 ENRON CORPORATION NON TRANSFER COMMON 293561106 0 1,897 X 1,897 ENSCO INTL INC COMMON 26874Q100 42,556 1,130 X X 1,130 ENTERASYS NETWORKS INC COMMON 293637104 4,761 3,401 X 3,401 ENTERGY CORP NEW COMMON 29364G103 358,388 5,072 X 5,072 ENTERGY LOUISIANA INC 1ST MTGE PREFERR 29364M811 18,270 700 X 700 ENTERPRISE CAPTL TRUST I7.44% PREFERR 293701207 25,050 1,000 X 1,000 ENTREMED INC COMMON 29382F103 7,224 3,440 X 3,440 EOG RESOURCES INC COMMON 26875P101 128,966 2,646 X 2,646 EON LABS INC COMMON 26875P101 186,702 6,174 X 6,174 EQUIFAX INC COMMON 294429105 3,529 115 X 115 EQUITABLE RESOURCES INC COMMON 294549100 641,662 11,171 X 11,171 EQUITY OFFICE PROPERTIESTR SER PREFERR 294741871 23,634 925 X 925 EQUITY RESIDENTIAL PFD 9.125% PREFERR 29476L305 5,096 200 X 200 ERICSSON L M TEL CO SPONS ADR FOREIGN 294821608 208,031 7,377 X X 7,377 ESCO TECHNOLOGIES INC COMMON 296315104 95,777 1,192 X 1,192 ESTEE LAUDER COMPANIES INC CL COMMON 518439104 1,125 25 X 25 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 1,510,595 43,722 X X 43,722 ETHAN ALLEN INTERIORS INC COMMON 297602104 9,600 300 X 300 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 2,979 35 X 35 EVERGREEN INCOME ADVANT FUND COMMON 30023Y105 27,203 1,913 X 1,913 EVERGREEN UTILS & HIGH INCOME COMMON 30034Q109 41,107 2,035 X 2,035 EVRO CORPORATION CONV PFD SR D PREFERR 269270989 0 5 X 5 EXCEL TECHNOLOGY INC COMMON 30067T103 29,619 1,205 X X 1,205 EXELON CORP COMMON 30161N101 459,451 10,012 X X 10,012 EXPEDITORS INTL WASH INC COMMON 302130109 301,808 5,636 X 5,636 EXPRESS SCRIPTS INC COMMON COMMON 302182100 129,041 1,480 X 1,480 EXTRA SPACE STORAGE INC COMMON 30225T102 700,421 51,883 X X 51,883 EXTREME NETWORKS INC COMMON 30226D106 884 150 X 150 EXXON MOBIL CORPORATION COMMON 30231G102 22,263,222 373,544 X X 373,544 F M C CORP NEW COMMON 302491303 193,061 3,612 X 3,612 F5 NETWORKS INC COMMON 315616102 153,995 3,050 X 3,050 FACTSET RESEARCH SYSTEMSINC COMMON 303075105 501,983 15,207 X 15,207 FAIRCHILD SEMICONDUCTOR INTL I COMMON 303726103 231,483 15,100 X 15,100 FAIRFAX FINL HLDGS LTD SUB VTG FOREIGN 303901102 7,475 50 X 50 FAIRMONT HOTELS&RESORTS INC FOREIGN 305204109 18,426 556 X 556 FAMILY DOLLAR STORES INC COMMON 307000109 16,030 528 X 528 FANNIE MAE COMMON 313586109 589,530 10,827 X X 10,827 FARGO ELECTRONICS INC COMMON 30744P102 510,516 34,800 X X 34,800 FARO TECHS INC COMMON 311642102 17,537 745 X 745 FASTENAL COMPANY COMMON 311900104 1,678,355 30,350 X 30,350 FEDDERS CORP SER A PFD STOCK PREFERR 313135600 11,975 500 X 500 FEDERAL SIGNAL CORP COMMON 313855108 83,435 5,500 X 5,500 FEDERAL TRUST CORP COMMON 314012105 73,080 7,200 X 7,200 FEDERATED DEPT STORES INC DEL COMMON 31410H101 286,380 4,500 X 4,500 FEDEX CORP COM COMMON 31428X106 2,794,073 29,740 X X 29,740 FEDL HOME LOAN MTG CORP FREDDI COMMON 313400301 1,223,805 19,364 X X 19,364 FELCOR LODGING TR INC COMMON 31430F101 18,645 1,500 X 1,500 FELDMAN MALL PROPERTIES INC COMMON 314308107 60,550 5,000 X 5,000 FIFTH THIRD BANCORP COMMON 316773100 467,193 10,870 X X 10,870 FINANCIAL SEC ASSUR HLD SENIOR PREFERR 31769P506 17,710 700 X 700 FINANCIAL SEC ASSUR HLGSLTD 6. PREFERR 31769P407 295,163 11,575 X X 11,575 FINISAR CORPORATION COMMON 31787A101 4,149 3,319 X 3,319 FIRST AMERICAN CORP CA COMMON 318522307 26,352 800 X 800 FIRST COMMUNITY BK CORP AMERIC COMMON 31985E202 31,632 1,312 X 1,312 FIRST CTZNS BANCSHARES INC N C COMMON 31946M103 7,319 50 X 50 FIRST CTZNS BANCSHARES INC N C COMMON 31946M202 1,716 12 X 12 FIRST DATA CORP COMMON 319963104 1,969,313 50,097 X X 50,097 FIRST FINANCIAL FUND INC COMMON 320228109 81,090 4,500 X 4,500 FIRST HORIZON NATL CORP COMMON 320517105 147,456 3,615 X 3,615 FIRST ISRAEL FUND COMMON 32063L100 4,932 300 X 300 FIRST MARBLEHEAD CORP COMMON 320771108 481,123 8,363 X 8,363 FIRST MIDWEST BANCORP (DEL) COMMON 320867104 1,182,564 36,409 X X 36,409 FIRST ST BANCORPORATION COMMON 336453105 20,370 1,200 X 1,200 FIRST TR VAL LINE 100 FD COMMON 33735D104 15,740 1,000 X 1,000 FIRST TRUST 4 CORNERS SRFLOATI COMMON 33733U108 333,610 17,936 X 17,936 FIRST TRUST FIDUCIARY ASSET MA COMMON 337318109 6,013 306 X 306 FIRST TRUST/ABERDEEN GLOBAL OP COMMON 337319107 67,940 3,950 X 3,950 FIRST TRUST/FOUR CORNERSSENIOR COMMON 33733Q107 29,474 1,577 X 1,577 FIRST UNION REAL ESTATE EQUITY COMMON 337400105 808 200 X 200 FIRST UNION REAL ESTATE EQUITY PREFERR 337400303 10,300 400 X 400 FIRSTENERGY CORP COMMON 337932107 96,485 2,300 X 2,300 FIRSTMERIT CORP COMMON 337915102 107,040 4,000 X 4,000 FISERV INC COMMON 337738108 927,698 23,309 X 23,309 FISHER SCIENTIFIC INTL INC NEW COMMON 338032204 344,708 6,056 X X 6,056 FLAMEL TECHNOLOGIES SA SPONS A FOREIGN 338488109 18,116 1,400 X X 1,400 FLEET CAPITAL TRUST VI TOPRS 8 PREFERR 33889T202 27,830 1,100 X 1,100 FLEET CAPITAL TRUST VII 7.2% P PREFERR 33889V207 25,660 1,000 X 1,000 FLEET CAPITAL TRUST VIII7.2% T PREFERR 33889X203 36,134 1,400 X 1,400 FLEXTRONICS INTL LTD ORD SHARE FOREIGN Y2573F102 359,201 29,834 X X 29,834 FLIR SYS INC COMMON 302445101 796,890 26,300 X X 26,300 FLOATING RATE INCOME STRATEGIE COMMON 339735102 37,713 2,006 X 2,006 FLORIDA EAST COAST INDUSTRIES COMMON 340632108 9,813 231 X 231 FLORIDA GULF BANK FT MYERS FL COMMON 34073W100 0 800 X 800 FLORIDA ROCK IND INC COMMON 341140101 5,882 100 X 100 FLOWSERVE CORP COMMON 34354P105 2,587 100 X 100 FLUOR CORP (NEW) COMMON 343412102 83,145 1,500 X X 1,500 FNMA 4.75% PERPETUAL PFDN/C 6/ PREFERR 313586836 39,800 1,000 X 1,000 FONAR CORPORATION COMMON 344437108 3,465 2,548 X 2,548 FONAR CORPORATION PFD NON VTG PREFERR 344437306 0 200 X 200 FOOT LOCKER INC COMMON 344849104 1,465 50 X 50 FORD MOTOR CO CAP TR II CONV T PREFERR 345395206 611,365 13,484 X X 13,484 FORD MOTOR CO CORP TRUSTSEC (C PREFERR 22080Q208 26,604 1,200 X 1,200 FORD MOTOR CO DEL COMMON 345370860 475,724 41,988 X X 41,988 FORD MOTOR CO SENIOR NTS7.5% C PREFERR 345370852 318,600 13,500 X 13,500 FORD MOTOR CREDIT 7.375% PFD B PREFERR 345397202 41,454 1,800 X 1,800 FORD MOTOR CREDIT CORP 7.6% SE PREFERR 345397301 230,976 9,620 X 9,620 FORDING CANADIAN COAL TRUST FOREIGN 345425102 100,149 1,090 X 1,090 FOREST LABS INC COMMON 345838106 478,022 12,937 X X 12,937 FOREST OIL CORP COMMON 346091705 4,050 100 X 100 FORMIDA HOLDINGS LTD ORDINARY COMMON Q3928X102 0 2,000 X 2,000 FORTUNE BRANDS INC COMMON 349631101 2,471,310 30,650 X X 30,650 FORWARD AIR CORP COMMON 349853101 23,419 825 X 825 FOUNDATION COAL HOLDINGSINC COMMON 35039W100 9,404 400 X 400 FOUNDRY NETWORKS INC COMMON 35063R100 12,870 1,300 X 1,300 FOUR SEASONS HOTELS LTD VOTING FOREIGN 35100E104 24,038 340 X X 340 FPC CAPITAL 7.1% QUIPS B/E PREFERR 302552203 425,693 16,906 X 16,906 FPIC INS GROUP INC COMMON 302563101 103,941 3,233 X 3,233 FPL GROUP INC COMMON 302571104 289,963 7,222 X 7,222 FRANKLIN BANK CORP HOUSTON TX COMMON 352451108 288,558 16,728 X 16,728 FRANKLIN MULTI INCOME TRUST COMMON 354021107 1,682,626 191,425 X 191,425 FRANKLIN RESOURCES INC (DEL) COMMON 354613101 570,619 8,312 X 8,312 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 7,922 200 X 200 FREESCALE SEMICONDUCTOR CL B COMMON 35687M206 254,558 14,757 X X 14,757 FRONTIER OIL CORP COMMON 35914P105 39,125 1,079 X 1,079 FRONTLINE LTD FOREIGN G3682E127 322,175 6,575 X X 6,575 FRUIT OF THE LOOM LTD SHS A COMMON G3682L105 0 1,000 X 1,000 FTI CONSULTING INC COMMON 302941109 1,858 90 X 90 FUELCELL ENERGY INC COMMON 35952H106 110,778 11,100 X X 11,100 FUJITSU LTD ADR NEW FOREIGN 359590304 1,957 65 X 65 FULLER H B CO COMMON 359694106 33,060 1,140 X 1,140 GABELLI DIVIDEND & INCM TR COMMON 36242H104 455,559 25,436 X X 25,436 GABELLI EQUITY TRUST 7.2% PFD PREFERR 362397408 8,960 350 X 350 GALLAGHER ARTHUR J & CO COMMON 363576109 25,920 900 X 900 GALLAHER GROUP PLC SPONS ADR FOREIGN 363595109 113,980 2,000 X 2,000 GAMESTOP CORP CL B COMMON 36466R200 45 2 X 2 GANDER MOUNTAIN CO COMMON 36471P108 28,820 2,200 X 2,200 GANNETT CO INC DEL COMMON 364730101 1,158,048 14,644 X 14,644 GAP INC (DEL) COMMON 364760108 3,286,046 150,460 X X 150,460 GARMIN LTD COMMON G37260109 9,264 200 X 200 GATEWAY INC COMMON 367626108 5,239 1,300 X 1,300 GE CAPITAL SVCS CBTCS SERIES 2 PREFERR 21988G478 33,085 1,300 X 1,300 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 870 200 X 200 GENCORP INC COMMON 368682100 3,000 150 X 150 GENE LOGIC INC COMMON 368689105 314 100 X 100 GENENCOR INTL INC CHG(TO BE PU COMMON 368990701 3,351 175 X 175 GENENTECH INC (NEW) COMMON 368710406 1,916,815 33,860 X X 33,860 GENERAL DYNAMICS CORP COMMON 369550108 631,809 5,902 X 5,902 GENERAL ELEC CAP CORP 6.625% C PREFERR 369622527 5,162 200 X 200 GENERAL ELEC CAP CORP PINES 6. PREFERR 369622519 114,539 4,538 X 4,538 GENERAL ELEC CAPL CORP 5.875% PREFERR 369622493 99,335 3,975 X 3,975 GENERAL ELECTRIC CO COMMON 369604103 35,070,009 972,546 X X 972,546 GENERAL GROWTH PPTYS INC COMMON 370021107 486,164 14,257 X 14,257 GENERAL MARITIME CORP COMMON Y2692M103 327,600 6,763 X 6,763 GENERAL MILLS INC COMMON 370334104 2,272,057 46,227 X X 46,227 GENERAL MOTORS ACCEPT CORP SR PREFERR 370425407 48,323 2,300 X 2,300 GENERAL MOTORS CORP COMMON 370442105 1,791,174 60,945 X X 60,945 GENERAL MOTORS CORP 7.25% PFD PREFERR 370442758 698,320 34,400 X 34,400 GENERAL MOTORS CORP 7.25% PFD PREFERR 370442816 10,075 500 X 500 GENERAL MOTORS CORP 7.375% PFD PREFERR 370442766 67,894 3,320 X X 3,320 GENERAL MOTORS CORP 7.375% SR PREFERR 370442725 10,200 500 X 500 GENERAL MOTORS CORP 7.50% DUE PREFERR 370442121 69,109 3,240 X 3,240 GENERAL MOTORS CORP SENIOR NOT PREFERR 370442774 12,030 600 X 600 GENESIS HEALTCARE CORP COMMON 37184D101 10,808 252 X 252 GENICOM CORPORATION NON-TRANSF COMMON 372282103 0 100 X 100 GENL ELEC CAP CORP PINES4.50%S PREFERR 369622485 45,000 2,000 X 2,000 GENL MOTORS ACCEPT CORP 7.3750 PREFERR 370425506 181,517 8,550 X 8,550 GENLYTE GROUP INC COMMON 372302109 40,487 450 X 450 GENTEK INC COMMON 37245X203 1,650 100 X 100 GENTEX CORPORATION COMMON 371901109 6,380 200 X 200 GENUINE PARTS CO COMMON 372460105 45,665 1,050 X X 1,050 GENWORTH FINANCIAL INC CL A COMMON 37247D106 81,514 2,962 X 2,962 GENZYME CORP GENERAL DIVISION COMMON 372917104 3,593,871 62,786 X X 62,786 GEORGIA GULF CORP COMMON 373200203 13,794 300 X 300 GEORGIA PACIFIC CORP COMMON 373298108 23,778 670 X 670 GEORGIA POWER CAP TR V 7.125% PREFERR 37333R308 2,580 100 X 100 GEORGIA POWER SR BONDS 6% CPN PREFERR 373334523 17,444 700 X 700 GEORGIA-PACIFIC CORP BCKED TR PREFERR 21988G791 29,523 1,300 X 1,300 GERON CORP COMMON 374163103 6,110 1,000 X 1,000 GETTY IMAGES INC COMMON 374276103 76,443 1,075 X X 1,075 GEVITY HR INC COMMON 374393106 27,724 1,450 X 1,450 GIANT INDS INC COMMON 374508109 53,970 2,100 X X 2,100 GIBRALTAR INDUSTRIES INC COMMON 374689107 14,151 645 X 645 GILDAN ACTIVEWEAR INC SUB VTG FOREIGN 375916103 54,698 1,287 X 1,287 GILEAD SCIENCES INC COMMON 375558103 300,183 8,385 X X 8,385 GILLETTE CO COMMON 375766102 1,028,833 20,381 X X 20,381 GIVEN IMAGING LTD FOREIGN M52020100 203,550 6,893 X 6,893 GLACIER WTR TR I TR PFD SEC % PREFERR 376398202 134,411 5,230 X 5,230 GLAMIS GOLD LTD (B.C) FOREIGN 376775102 4,683 300 X 300 GLATFELTER COMMON 377316104 59,000 4,000 X 4,000 GLAXOSMITHKLINE PLC SPONSORED FOREIGN 37733W105 309,776 6,746 X 6,746 GLOBAL OCEAN CARRIER LTDNON TR COMMON 379357106 0 200 X 200 GLOBAL PMTS INC COMMON 37940X102 96,735 1,500 X 1,500 GLOBALSANTAFE CORP COMMON G3930E101 602,826 16,275 X X 16,275 GM CONT CVT SERIES C CONV TO . PREFERR 370442717 203,840 9,800 X 9,800 GMAC PINES 7.3% PFD PREFERR 370425209 149,703 7,025 X 7,025 GMAC PINES 7.35% DUE 8/08/2032 PREFERR 370425308 58,451 2,725 X 2,725 GOL LINHAS AEREAS INTEL ADR FOREIGN 38045R107 11,007 438 X 438 GOLDCORP INC NEW FOREIGN 380956409 49,735 3,500 X 3,500 GOLDEN WEST FINANCIAL COMMON 381317106 416,966 6,892 X 6,892 GOLDMAN SACHS GROUP INC COMMON 38141G104 7,396,937 67,251 X X 67,251 GOODRICH CORP COMMON 382388106 51,692 1,350 X 1,350 GOODRICH PETE CORP PFD CONV SE PREFERR 382410207 3,720 300 X 300 GOODYEAR TIRE & RUBBER CO COMMON 382550101 1,768,341 132,460 X 132,460 GOOGLE INC CL A COMMON 38259P508 249,465 1,382 X X 1,382 GOTTSCHALKS INC COMMON 383485109 3,105 300 X 300 GRACO INCORPORATED COMMON 384109104 1,735 43 X 43 GRAHAM-FIELD HEALTH PRODUCTS I COMMON 384632105 0 600 X 600 GRAINGER W W INC COMMON 384802104 472,131 7,582 X 7,582 GRANT PRIDECO INC COMMON 38821G101 91,736 3,797 X 3,797 GREAT PLAINS ENERGY INC COMMON 391164100 899,817 29,425 X 29,425 GREAT WEST LIFECO INC COMMON 39138C106 25,575 1,164 X 1,164 GREAT WEST LIFECO INC SER F 5. PREFERR 39138C809 647 29 X 29 GREAT WEST LIFECO SER E 4.8% C PREFERR 39138C700 2,062 89 X 89 GREATER BAY BANCORP COMMON 391648102 622,772 25,513 X 25,513 GREATER BAY BANKS 9% PFD MAT 8 PREFERR 36146Q200 159,510 6,135 X 6,135 GREENBRIER COS INC COMMON 393657101 6,843 195 X 195 GREENHILL & CO INC COMMON 395259104 68,056 1,901 X 1,901 GREIF INC COMMON 397624107 108,074 1,551 X 1,551 GREY WOLF INC COMMON 397888108 3,862 587 X 587 GROUP 1 AUTOMOTIVE INC COMMON 398905109 11,046 420 X 420 GRUPO TRIBASA SA SPONSORED ADR COMMON 40049F204 0 71 X 71 GSI COMMERCE INC COMMON 36238G102 541 40 X 40 GTECH HLDGS CORP COMMON 400518106 11,765 500 X 500 GUIDANT CORP COMMON 401698105 220,961 2,990 X X 2,990 GUITAR CENTER INC COMMON 402040109 22,754 415 X X 415 H & Q HEALTHCARE INVS SH BEN I COMMON 404052102 194,551 11,965 X 11,965 H & Q LIFE SCIENCES INVSSH BEN COMMON 404053100 26,574 1,848 X 1,848 HALLIBURTON CO CONV INTO HAL U CONVERT 406216AM3 32,250 25,000 X 25,000 HALLIBURTON COMPANY COMMON 406216101 907,947 20,993 X X 20,993 HANCOCK FABRICS INC COMMON 409900107 87,048 11,700 X 11,700 HANOVER COMPRESS CONV TO22.759 CONVERT 410768AC9 182,621 189,000 X X 189,000 HANOVER COMPRESSOR CO COMMON 410768105 80,869 6,700 X 6,700 HARLEY DAVIDSON INC (DEL) COMMON 412822108 1,547,217 26,787 X X 26,787 HARMAN INTL INDS INC COMMON 413086109 107,479 1,215 X X 1,215 HARMONIC INC COMMON 413160102 7,170 750 X 750 HARRAHS ENTERTAINMENT INC COMMON 413619107 490,485 7,595 X 7,595 HARRINGTON WEST FINL GROUP INC COMMON 41383L104 8,280 500 X X 500 HARRIS CORP DEL COMMON 413875105 26,120 800 X 800 HARRIS PFD CAPITAL CORP 7.375% PREFERR 414567206 5,012 200 X 200 HARTE HANKS INC COMMON 416196103 37,206 1,350 X 1,350 HARTFORD CAPITAL III 7.45% PFD PREFERR 41631P204 5,925 231 X X 231 HARTFORD FINL SVCS GROUP INC COMMON 416515104 250,244 3,650 X X 3,650 HARTFORD INCOME SHARES FUND COMMON 416537108 2,217 300 X 300 HAWAIIAN ELEC INDS INC COMMON 419870100 1,436,112 56,274 X X 56,274 HCA INC COMMON 404119109 32,142 600 X 600 HEADWATERS INC COMMON 42210P102 512,813 15,625 X 15,625 HEALTH CARE PROPERTY INVESTORS COMMON 421915109 566,707 24,146 X X 24,146 HEALTH CARE REIT SER F 7.625% PREFERR 42217K403 5,005 200 X 200 HEALTH MGNT ASSOC CL A COMMON 421933102 1,489,878 56,909 X X 56,909 HEALTH NET INC COMMON 42222G108 3,271 100 X 100 HEALTHSOUTH CORPORATION COMMON 421924101 162,105 30,300 X 30,300 HECLA MINING COMPANY COMMON 422704106 3,288 600 X 600 HECTOR COMMUNICATIONS CORP COMMON 422730101 387 18 X 18 HEINZ H J CO COMMON 423074103 575,146 15,612 X X 15,612 HELIONETICS INC NONTRANSFERABL COMMON 423276609 0 127 X 127 HELMERICH & PAYNE INC COMMON 423452101 41,436 1,044 X 1,044 HENLEY HEALTHCARE INC COMMON 42550V107 0 1,000 X 1,000 HERCULES INC COM COMMON 427056106 11,346 783 X 783 HERITAGE COMMERCECORP COMMON 426927109 5,584 303 X 303 HERSHEY FOODS CORP COMMON 427866108 1,046,018 17,301 X 17,301 HEWITT ASSOCIATES INC CL A COMMON 42822Q100 5,320 200 X 200 HEWLETT-PACKARD COMPANY COMMON 428236103 5,230,540 238,402 X X 238,402 HI SHEAR TECHNOLOGY CORP COMMON 42839Y104 1,905 500 X 500 HIBBETT SPORTING GOODS INC COMMON 428565105 63,384 2,110 X 2,110 HIBERNIA CORP CL A COMMON 428656102 6,402 200 X 200 HILB ROGAL & HOBBS CO COMMON 431294107 72,495 2,025 X 2,025 HILLENBRAND IND INC COMMON 431573104 4,826 87 X 87 HILTON HOTELS CORP 8% PFD PREFERR 432848307 66,638 2,600 X 2,600 HILTON HOTELS CORP COM COMMON 432848109 1,211,638 54,212 X X 54,212 HITACHI LTD ADR 10 COM FOREIGN 433578507 24,231 390 X X 390 HOLLINGER INTL INC CL A COMMON 435569108 1,090 100 X 100 HOLLY CORP NEW COM PAR $0.01 COMMON 435758305 68,950 1,850 X 1,850 HOLOGIC INC COMMON 436440101 333,094 10,450 X 10,450 HOME DEPOT INC COMMON 437076102 11,088,491 289,971 X X 289,971 HONDA MOTOR LTD ADR AMERN SHS FOREIGN 438128308 98,482 3,933 X X 3,933 HONEYWELL INTL INC COMMON 438516106 2,404,547 64,621 X X 64,621 HORMEL FOODS CORP COMMON 440452100 563,931 18,127 X X 18,127 HORNECK OFFSHORE SVCS COMMON 440543106 79,490 3,172 X 3,172 HOSPIRA INC COMMON 441060100 461,784 14,310 X X 14,310 HOSPITALITY PROPERTIES TRUSTSH COMMON 44106M102 475,919 11,786 X X 11,786 HOUSEHOLD CAP TRUST VI 8.25% P PREFERR 44180T205 47,687 1,825 X 1,825 HOUSEHOLD CAPITAL TR V 10% PFD PREFERR 44180S207 35,420 1,400 X 1,400 HOUSEHOLD CAPITAL TR VII7.5% P PREFERR 44180Y204 75,400 2,900 X X 2,900 HOUSEHOLD INTL INC CHG COMMON 441815107 0 1,200 X 1,200 HOVNANIAN ENTERPRISES INC CL A COMMON 442487203 33,915 665 X X 665 HPL TECH INC COMMON 40426C105 56 70 X 70 HRPT PROPERTIES TR SER A9.875% PREFERR 40426W200 18,333 700 X 700 HSBC HOLDINGS PLC COMMON G4634U169 6,276 401 X 401 HSBC HOLDINGS PLC SPONSORED AD FOREIGN 404280406 75,430 950 X 950 HUB GROUP INC CL A COMMON 443320106 145,958 2,329 X 2,329 HUBBELL INC CL A COMMON 443510102 9,384 200 X 200 HUBBELL INC CL B COMMON 443510201 56,619 1,108 X X 1,108 HUBBELL REALTY CO COMMON 443515101 0 3,550 X 3,550 HUDSON UNITED BANCORP COMMON 444165104 28,200 800 X 800 HUGOTON ROYALTY TRUST TRUST UN COMMON 444717102 5,898 200 X 200 HUMAN GENOME SCIENCES INC COMMON 444903108 134,612 14,600 X X 14,600 HUMANA INC COMMON 444859102 279,858 8,762 X 8,762 HUNT J B TRANSPORT SERVICE INC COMMON 445658107 4,377 100 X 100 HUSKY ENERGY INC COMMON 448055103 4,501 150 X 150 HUTCHISON WHAMPOA LTD ADR FOREIGN 448415208 23,359 550 X 550 HYDRIL COMMON 448774109 122,603 2,099 X 2,099 HYPERION SOLUTIONS CORP COMMON 44914M104 13,233 300 X 300 I/NET INC COMMON 449775105 20 1,000 X 1,000 I2 TECHNOLOGIES INC COMMON 465754208 2,984 351 X X 351 IAC/INTERACTIVECORP COMMON 44919P102 4,631,047 207,950 X X 207,950 IAC/INTERACTIVECORP WTS WARRANT 44919P128 334 16 X 16 ICICI LIMITED SPON ADR FOREIGN 45104G104 5,180 250 X 250 ICOS CORP COMMON COMMON 449295104 436,465 19,433 X X 19,433 ID BIOMEDICAL CORP FOREIGN 44936D108 1,503,110 98,500 X X 98,500 IDACORP INC COMMON 451107106 59,577 2,100 X 2,100 IDEXX LABORATORIES CORP COMMON 45168D104 64,992 1,200 X 1,200 II VI INC COMMON 902104108 3,837 220 X 220 ILLINOIS TOOL WORKS INC COMMON 452308109 4,478,470 50,022 X X 50,022 IMATION CORP COMMON 45245A107 7,054 203 X 203 IMCLONE SYSTEMS INC COMMON 45245W109 190,613 5,525 X 5,525 IMMUCOR INC COMMON 452526106 164,777 5,458 X 5,458 IMPAC MORTGAGE HLDGS INC9.125% PREFERR 45254P409 24,800 1,000 X 1,000 IMPAC MORTGAGE HLDGS INC9.375% PREFERR 45254P300 10,100 400 X 400 IMPATH INC COMMON 45255G101 1,296 300 X 300 IMPCO TECHS INC COMMON 45255W106 18,544 3,450 X 3,450 IMPERIAL CREDIT IND INC WTS WARRANT 452729114 0 94 X 94 IMPERIAL OIL LTD FOREIGN 453038408 4,721 62 X 62 IMS HEALTH INC COMMON 449934108 259,144 10,625 X 10,625 INAMED CORP (FLA) COMMON 453235103 13,627 195 X 195 INCO LTD FOREIGN 453258402 514,614 12,930 X 12,930 INDEPENDENCE CMNTY BK CORP COMMON 453414104 15,600 400 X 400 INDEPENDENT BANK COMMON 453836108 14,500 500 X 500 INDIA FUND COMMON 454089103 410,457 15,107 X X 15,107 INDIANA MICHIGAN PWR CO 4.12% PREFERR 454889205 7,547 100 X 100 INDYMAC BANCORP INC COMMON 456607100 229,500 6,750 X X 6,750 INFINEON TECHS AG SPONS ADR FOREIGN 45662N103 19,100 2,000 X 2,000 INFOCUS CORP COMMON 45665B106 74,620 13,000 X 13,000 INFOSPACE INC COMMON 45678T201 251,758 6,166 X X 6,166 INFRACOR INC (RESTRICTED) WARRANT ZZ4010929 0 443 X 443 ING CLARION GLOBAL REAL ESTATE COMMON 44982G104 25,298 1,807 X 1,807 ING CLARION REAL ESTATE INCOME COMMON 449788108 81,498 5,640 X 5,640 ING GROEP NV 7.20% PERPET DEBT PREFERR 456837301 122,869 4,755 X 4,755 ING GROEP NV SPONSORED ADR FOREIGN 456837103 1,391,940 46,045 X X 46,045 ING GROUP NON-CUM PERPETPREFER PREFERR 456837202 5,132 200 X 200 INGERSOLL RAND CO CL A COMMON G4776G101 1,197,299 15,032 X X 15,032 INGLES MARKETS INC CL A COMMON 457030104 133,200 10,000 X X 10,000 INGRAM MICRO INC CLA COMMON 457153104 57,195 3,431 X 3,431 INNOVATIVE SOLUTIONS & SUPPORT COMMON 45769N105 7,461 235 X 235 INNOVET INC COMMON 45765P104 0 1,000 X 1,000 INSURANCE AUTO AUCTIONS INC COMMON 457875102 201,383 7,231 X 7,231 INTEGRATED SURGICAL SYS INC COMMON 45812Y108 210 10,000 X 10,000 INTEL CORP COMMON 458140100 15,385,392 662,307 X X 662,307 INTELLIQUIS INTL INC COMMON 45816N108 0 1,000 X 1,000 INTERDIGITAL COMMUNICATIONS CO COMMON 45866A105 1,915 125 X 125 INTERMAGNETICS GENL COMMON 458771102 3,894 160 X 160 INTERNATIONAL PAPER CO COMMON 460146103 763,025 20,740 X X 20,740 INTERNATIONAL PWR PLC SPONSORE COMMON 46018M104 98,740 2,848 X 2,848 INTERNATIONAL TOTAL SVCSINC COMMON 460499106 0 100 X 100 INTERNET CAPITAL GRP INC COMMON 46059C205 140 20 X 20 INTERPUBLIC GRP CO INC COMMON 460690100 6,140 500 X 500 INTERPUBLIC GRP CONV TO 22.814 CONVERT 460690AQ3 0 2,000 X 2,000 INTERSIL CORP COMMON 46069S109 19,918 1,150 X X 1,150 INTL BUSINESS MACH CORP COMMON 459200101 10,376,839 113,557 X X 113,557 INTL FLAVOR & FRAGRANCES COMMON 459506101 21,725 550 X 550 INTL GAME TECHNOLOGY COMMON 459902102 201,950 7,575 X 7,575 INTL RECTIFIER CORP COMMON 460254105 50,050 1,100 X 1,100 INTRADO INC COMMON 46117A100 1,845 150 X 150 INTUIT INC COMMON 461202103 377,866 8,633 X X 8,633 INTUITIVE SURGICAL INC COMMON 46120E602 965,465 21,233 X 21,233 INVACARE CORP COMMON 461203101 124,964 2,800 X X 2,800 INVESTMENT TECH GROUP INC NEW COMMON 46145F105 24,728 1,413 X 1,413 INVESTORS FINL SERVICES CORP COMMON 461915100 311,312 6,365 X X 6,365 INVITROGEN CORP COMMON 46185R100 48,440 700 X 700 IPWIRELESS INC PRIVATE SECURIT PREFERR ZZ2294281 0 32,258 X 32,258 IRELAND BANK SPONS ADR FOREIGN 46267Q103 963,085 15,205 X 15,205 IRIDIUM WORLD COMMNS INCNON TR COMMON G49398103 8 200 X 200 ISTAR FINL INC PFD SER D RED 8 PREFERR 45031U408 120,413 4,750 X 4,750 ITRON INC COMMON 465741106 6,432 217 X 217 ITRONICS INC COMMON 465743102 77 1,000 X 1,000 ITT INDS INC COMMON 450911102 618,234 6,851 X X 6,851 IVANHOE MINES LTD FOREIGN 46579N103 7,470 1,000 X 1,000 IVAX CORPORATION COMMON 465823102 267,508 13,531 X X 13,531 J 2 GLOBAL COMMUNICATIONCOM NE COMMON 46626E106 13,038 380 X 380 J HANCOCK PATRIOT PREM DIV II CONVERT 41013T105 14,599 1,300 X X 1,300 JABIL CIRCUIT INC COMMON 466313103 36,905 1,294 X X 1,294 JACK IN THE BOX INC COMMON 466367109 40,736 1,098 X 1,098 JACOBS ENGINEERNG GROUP COMMON 469814107 569,562 10,970 X 10,970 JARDEN CORP COMMON 471109108 3,992 87 X 87 JDS UNIPHASE CORP COMMON 46612J101 86,120 51,569 X X 51,569 JEFFERSON-PILOT CORP COMMON 475070108 24,035 490 X 490 JETBLUE AIRWAYS CORP COMMON 477143101 8,568 450 X 450 JO-ANN STORES INC COMMON 47758P307 136,237 4,850 X X 4,850 JOHN HANCOCK PFD INC FD III COMMON 41021P103 73,917 3,438 X 3,438 JOHN HANCOCK PFD INC FD SH BEN PREFERR 41013W108 131,273 5,863 X 5,863 JOHN HANCOCK PREFERRED INCOME PREFERR 41013X106 11,290 500 X 500 JOHN HANCOCK TAX ADVNTGDDIV IN COMMON 41013V100 45,928 2,708 X 2,708 JOHNSON & JOHNSON COMMON 478160104 22,980,339 342,173 X X 342,173 JOHNSON CONTROLS INC COMMON 478366107 1,885,190 33,809 X 33,809 JONES APPAREL GROUP INC COMMON 480074103 13,396 400 X 400 JONES LANG LASALLE INC COMMON 48020Q107 266,045 5,703 X 5,703 JP MORGAN CHASE CAP TR XII 6.2 PREFERR 46626X203 17,367 700 X 700 JP MORGAN CHASE CAP XI 5.875% PREFERR 46626V207 56,520 2,400 X 2,400 JP MORGAN CHASE CAP XIV 6.20% PREFERR 48122F207 19,872 800 X 800 JP MORGAN CORTS 7.20% CORP BAC PREFERR 21988G783 51,120 2,000 X 2,000 JPM CHASE CAPITAL IX 7.5% PFD PREFERR 46623C202 144,744 5,550 X 5,550 JPMORGAN CHASE & CO COMMON 46625H100 7,288,801 210,659 X X 210,659 JPMORGANCHASE CAPITAL X 7% PFD PREFERR 46623D200 44,582 1,720 X 1,720 JUNIPER NETWORKS INC COMMON 48203R104 306,700 13,903 X 13,903 K2 INC COMMON 482732104 34,375 2,500 X X 2,500 KAANAPALI LAND LLC CL A COMMON 48282H100 0 4 X 4 KAMAN CORPORATION CL A COMMON 483548103 1,245 100 X 100 KAYNE ANDERSON MIDSTREAMINVSTM COMMON 486606106 177,405 6,766 X 6,766 KB HOMES COMMON 48666K109 202,853 1,727 X X 1,727 KCS ENERGY INC COMMON 482434206 15,360 1,000 X 1,000 KEANE INC COMMON 486665102 5,733 440 X 440 KELLOGG COMPANY COMMON 487836108 1,001,225 23,139 X X 23,139 KEMET CORP COMMON 488360108 31,775 4,100 X X 4,100 KENNAMETAL INC CAP STK COMMON 489170100 86,907 1,830 X 1,830 KENTUCKY UTILITIES 4.75% PFD PREFERR 491674206 15,110 200 X X 200 KERR MCGEE CORPORATION COMMON 492386107 1,909,920 24,383 X X 24,383 KEY ENERGY SERVICES INC COMMON 492914106 11,470 1,000 X 1,000 KEYCORP CAPITAL V 5.875% CPN M PREFERR 49327J200 17,010 700 X 700 KEYCORP NEW COMMON 493267108 2,742,155 84,504 X X 84,504 KEYSPAN CORP COMMON 49337W100 404,470 10,379 X 10,379 KIMBERLY CLARK CORP COMMON 494368103 3,209,925 48,835 X X 48,835 KINDER MORGAN INC COMMON 49455P101 1,615,665 21,343 X X 21,343 KINDER MORGAN MGMT LLC COMMON 49455U100 253,119 6,236 X 6,236 KING PHARMACEUTICALS INC COMMON 495582108 38,226 4,600 X 4,600 KINNEY DRUGS INC COMMON 49708W101 0 126 X 126 KLA-TENCOR CORP COMMON 482480100 61,285 1,332 X 1,332 KNIGHT RIDDER INC COMMON 499040103 20,175 300 X 300 KNIGHT TRADING GROUP COMMON 499063105 2,892 300 X 300 KNIGHT TRANSN INC COMMON 499064103 179,844 7,290 X X 7,290 KNIGHTSBRIDGE TANKERS LTD SHS FOREIGN G5299G106 58,440 1,500 X X 1,500 KOHLS CORP COMMON 500255104 179,672 3,480 X 3,480 KONINKLIHKE AHOLD NV SPONSORED FOREIGN 500467303 16,640 2,000 X 2,000 KONINKLIJKE PHILIPS ELECTRS N FOREIGN 500472303 652,802 23,721 X X 23,721 KOPIN CORP COMMON 500600101 85,067 27,709 X 27,709 KOREA FUND FOREIGN 500634100 8,933 339 X 339 KRAFT FOODS INC COMMON 50075N104 268,102 8,112 X X 8,112 KROGER COMPANY COMMON 501044101 221,230 13,801 X X 13,801 KRONOS INC COMMON 501052104 25,555 500 X 500 KSW INC COMMON 48268R106 54 72 X 72 K-SWISS INC CL A COMMON 482686102 79,767 2,415 X 2,415 L 3 COMMUNICATIONS CORP COMMON 502424104 777,740 10,951 X X 10,951 L S B INDUSTRIES INC COMMON 502160104 3,312 450 X 450 L T X CORPORATION COMMON 502392103 3,996 900 X 900 LABOR READY INC NEW COMMON 505401208 74,787 4,010 X 4,010 LABORATORY CORP AMER HLDGS COMMON 50540R409 109,125 2,264 X X 2,264 LACLEDE CAPITAL TRUST I 7.7% C PREFERR 50558V201 48,510 1,800 X 1,800 LACLEDE GROUP INC/THE COMMON 505597104 35,040 1,200 X 1,200 LADENBURG THALMANN FINL SVCS I COMMON 50575Q102 5,580 8,206 X 8,206 LAFARGE NORTH AMERICA INC COMMON 505862102 39,688 679 X 679 LAFARGE SPONS ADR NEW FOREIGN 505861401 17,010 700 X 700 LAM RESEARCH CORP COMMON 512807108 173,882 6,025 X X 6,025 LANDAUER INC COMMON 51476K103 930,358 19,570 X 19,570 LANDSTAR SYS INC COMMON 515098101 57,902 1,768 X 1,768 LATTICE SEMICONDUCTOR CORP COMMON 518415104 516,594 96,200 X X 96,200 LAWSON SOFTWARE INC COMMON 520780107 5,900 1,000 X 1,000 LAZARD GLOBAL TOTAL RETURN & I COMMON 52106W103 187,600 10,000 X 10,000 LECSTAR CORP COMMON 523250108 0 16 X 16 LEGG MASON INC COMMON 524901105 165,735 2,121 X 2,121 LEGGETT & PLATT INC COMMON 524660107 86,640 3,000 X 3,000 LEHMAN BRO HLD CP TR III6.375% PREFERR 52519Y209 17,150 700 X 700 LEHMAN BROS HOLDINGS INCPFD ST PREFERR 524908720 118,350 4,500 X 4,500 LEHMAN BROTHERS HLDGS INC COMMON 524908100 229,750 2,440 X X 2,440 LENNAR CORPORATION (FL) COMMON 526057104 520,606 9,185 X X 9,185 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 35,947 17,450 X 17,450 LEVITT CORP COMMON 52742P108 57,562 2,245 X 2,245 LEXAR MEDIA INC COMMON 52886P104 498 100 X 100 LIBERTY ALL STAR EQUITY FUND S COMMON 530158104 134,052 15,062 X 15,062 LIBERTY ALL-STAR GROWTH FD COMMON 529900102 9,540 1,598 X 1,598 LIBERTY COL HI INCOME MUNI TR COMMON 195743109 12,320 2,000 X 2,000 LIBERTY MEDIA CORP 8.75% CORP PREFERR 21988G593 43,265 1,700 X 1,700 LIBERTY MEDIA CORP 8.75% PPLUS PREFERR 740434808 25,630 1,000 X 1,000 LIBERTY MEDIA CORP SER-A COMMON 530718105 1,032,251 99,542 X X 99,542 LIBERTY MEDIA INTL INC-A COMMON 530719103 233,047 5,328 X 5,328 LIFEPOINT HOSPS INC COMMON 53219L109 17,317 395 X X 395 LILLY ELI & CO COMMON 532457108 1,765,304 33,883 X X 33,883 LIMITED BRANDS INC COMMON 532716107 570,515 23,478 X 23,478 LINCARE HLDGS INC COMMON 532791100 218,939 4,950 X 4,950 LINCOLN ELECTRIC HLDGS COMMON 533900106 3,008 100 X 100 LINCOLN NATIONAL INCOME -COM COMMON 534217104 73,359 6,175 X 6,175 LINCOLN NATL CORP IND $0.00 PA COMMON 534187109 82,606 1,830 X 1,830 LINEAR TECHNOLOGY CORP COMMON 535678106 2,911,637 76,002 X X 76,002 LITCHFIELD FINL MTG XXX(RESTRI COMMON ZZ2470313 0 40,000 X 40,000 LIZ CLAIBORNE INC COMMON 539320101 1,459,889 36,379 X X 36,379 LLOYDS TSB GROUP PLC SPONSORED FOREIGN 539439109 1,324,218 36,510 X 36,510 LML PMT SYS INC COMMON 50208P109 45,000 9,000 X 9,000 LOCKHEED MARTIN CORP COMMON 539830109 1,418,729 23,235 X X 23,235 LOEWS CORPORATION COMMON 540424108 14,708 200 X 200 LOEWS GROUP CAROLINA GROUP STK COMMON 540424207 57,429 1,735 X 1,735 LOGITECH INTL S A SPONS ADR FOREIGN 541419107 104,784 1,722 X 1,722 LOGOS CORP NEW XXX(RESTRICTED COMMON 54142630R 0 3 X 3 LONGS DRUG STORES CORP (MARYLA COMMON 543162101 37,779 1,104 X 1,104 LORAL SPACE & COMMUNICATIONS COMMON G56462198 4 20 X 20 LOWES COMPANIES INC COM COMMON 548661107 3,174,033 55,597 X X 55,597 LPBP INC COMMON 502118102 0 1,000 X 1,000 LSI LOGIC CORP COMMON 502161102 295,711 52,900 X 52,900 LUBRIZOL CORPORATION COMMON 549271104 738,957 18,183 X 18,183 LUCENT TECHNOLOGIES INC COMMON 549463107 1,922,132 698,957 X X 698,957 LUCENT TECHNOLOGIES INC CONV U CONVERT 549463AK3 40,316 39,000 X X 39,000 LUCENT TECHNOLOGIES WTS - STRI WARRANT 549463131 1,721 2,568 X X 2,568 LYONDELL CHEMICAL CO COMMON 552078107 1,759,211 63,009 X X 63,009 M & T BANK CORPORATION COMMON 55261F104 290,871 2,850 X X 2,850 M D C HOLDINGS INC (DEL) COMMON 552676108 17,343 249 X 249 M T S SYSTEMS CORP COMMON 553777103 14,515 500 X 500 MACATAWA BANK CORP COMMON 554225102 487,375 14,516 X X 14,516 MACHEEZMO MOUSE RESTAURANTS IN COMMON 554457101 0 2,000 X 2,000 MACK CALI RLTY CORP COMMON 554489104 72,969 1,723 X X 1,723 MACQUARIE FIRST TR GLOBLINFRAS COMMON 55607W100 920,069 45,661 X X 45,661 MACROMEDIA INC COMMON 556100105 19,229 574 X 574 MACROVISION CORP COMMON 555904101 798 35 X 35 MAGNUM HUNTER RES INC COMMON 55972F203 757,814 47,040 X X 47,040 MAGUIRE PROPERTIES SER A7.625% PREFERR 559775200 9,940 400 X 400 MAKEMUSIC INC COMMON 56086P202 460 100 X 100 MANITOWOC COMPANY INC COMMON 563571108 320,091 7,925 X X 7,925 MANULIFE FINANCIAL CORP FOREIGN 56501R106 130,438 2,722 X 2,722 MARATHON OIL CORP COMMON 565849106 453,341 9,662 X X 9,662 MARKEL HOLDINGS COMMON 570535104 4,710,736 13,646 X 13,646 MARRIOTT INTL INC NEW CL A COMMON 571903202 10,029 150 X 150 MARSH&MC LENNAN COS INC COMMON 571748102 733,274 24,105 X X 24,105 MARSHALL & ILSLEY CORP COMMON 571834100 401,844 9,625 X X 9,625 MARTHA STEWART LIVING OMNIMEDI COMMON 573083102 16,943 750 X 750 MARVELL TECHNOLOGY GRP LTD COMMON G5876H105 472,962 12,336 X X 12,336 MASCO CORP COMMON 574599106 1,528,635 44,091 X X 44,091 MASCOTECH INC (ESCROW FOR REOR COMMON 574670998 0 30,250 X 30,250 MATRIA HEALTHCARE INC COMMON 576817209 1,883,291 61,325 X 61,325 MATRITECH INC COMMON 576818108 2,040 2,000 X 2,000 MATSUSHITA ELEC IND ADRF FOREIGN 576879209 188,313 12,793 X 12,793 MATTEL INCORPORATED COMMON 577081102 27,755 1,300 X 1,300 MATTHEWS INTL CORP CL A COMMON 577128101 163,309 4,985 X 4,985 MAVERICK TUBE CORP COMMON 577914104 24,903 766 X 766 MAXIM INTEGRATED PRODS INC COMMON 57772K101 395,131 9,668 X X 9,668 MAXTOR CORP COMMON 577729205 1,617 304 X 304 MAY DEPARTMENT STORES CO COMMON 577778103 135,974 3,673 X 3,673 MAYTAG CORP COMMON 578592107 917,131 65,650 X 65,650 MAYTAG CORPORATION PUBLIC INCO PREFERR 578592206 83,817 3,350 X 3,350 MBIA INC COMMON 55262C100 15,684 300 X 300 MBIA INC 8% PREFERRED PREFERR 55262C308 23,387 910 X 910 MBNA CAPITAL D 8.125% CPN MAT PREFERR 55266J200 279,972 10,975 X 10,975 MBNA CORP COMMON 55262L100 3,236,156 131,819 X X 131,819 MC CORMICK & CO INC N-VT COMMON 579780206 335,796 9,753 X X 9,753 MC DONALDS CORP COMMON 580135101 2,458,877 78,962 X X 78,962 MCAFEE INC COMMON 579064106 9,475 420 X 420 MCCORMICK AND SCHMICKS SEAFOOD COMMON 579793100 176,664 10,566 X X 10,566 MCCRORY PARENT CORP LIQUIDATIN COMMON 579869108 0 105 X 105 MCDATA CORPORATION CL A SHS COMMON 580031201 4,882 1,295 X X 1,295 MCG CAPITAL CORP COMMON 58047P107 64,002 4,160 X 4,160 MCGRAW HILL COS INC COMMON 580645109 901,903 10,337 X X 10,337 MCI INC COMMON 552691107 14,616 587 X 587 MCKESSON CORPORATION COMMON 58155Q103 19,102 506 X X 506 MCLEODUSA INC CL A COMMON 582266706 1 3 X 3 MCLEODUSA INC CL A (ESCROW) COMMON 582266995 0 8,710 X X 8,710 MDU RESOURCES GROUP INC COMMON 552690109 7,844 284 X 284 MEADWESTVACO CORP COMMON 583334107 3,182 100 X 100 MEDALLION FINL CORP COMMON 583928106 3,652 400 X 400 MEDAREX INC COMMON 583916101 12,834 1,800 X 1,800 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 415,149 8,375 X X 8,375 MEDIMMUNE INC COMMON 584699102 78,263 3,287 X 3,287 MEDTRONIC INC COMMON 585055106 13,775,810 270,379 X X 270,379 MELLON FINL CORP (PA) COMMON 58551A108 228,320 8,000 X 8,000 MENA RESOURCES INC COMMON 586320103 124 300 X 300 MENS WEARHOUSE INC COMMON 587118100 196,867 4,664 X 4,664 MENTOR GRAPHICS CORP COMMON 587200106 6,850 500 X 500 MERCANTILE BANKSHARES COMMON 587405101 64,389 1,266 X 1,266 MERCHANT CAPITAL GROUP INC(NEW COMMON 58819P202 0 714 X 714 MERCHANTS BANCSHARES INC COMMON 588448100 13,385 500 X 500 MERCK & CO INC COMMON 589331107 3,744,173 115,668 X X 115,668 MERCURY COMPUTER SYS INC COMMON 589378108 1,379 50 X 50 MERCURY GENERAL CORP COMMON 589400100 2,266 41 X 41 MERCURY INTERACTIVE CORP COMMON 589405109 62,542 1,320 X 1,320 MERIT MED SYS INC COMMON 589889104 255,987 21,350 X 21,350 MERITAGE HOMES CORP COMMON 59001A102 44,838 761 X 761 MERRILL LYNCH & CO INC COMMON 590188108 1,545,803 27,311 X X 27,311 MERRILL LYNCH PFD CAP TRI 7.75 PREFERR 589977206 15,678 600 X 600 MERRILL LYNCH PFD CAP TRIII 7% PREFERR 59021F206 46,260 1,800 X 1,800 MERRILL LYNCH PFD CAPITAL TRUS PREFERR 59021K205 10,500 400 X 400 MERRILL LYNCH SR HIGH INC I COMMON 81721E107 25,463 4,375 X 4,375 METALS USA INC COMMON 591324207 3,918 200 X 200 METHANEX CORP FOREIGN 59151K108 90,272 4,646 X 4,646 METLIFE INC COMMON 59156R108 197,533 5,052 X X 5,052 METLIFE INC SENIOR NOTES5.875% PREFERR 59156R405 61,594 2,560 X 2,560 METRICOM INC NON-TRANSFERABLE COMMON 591596101 0 27 X 27 METRIS COMPANIES INC COMMON 591598107 5,795 500 X 500 METRO-GOLDWYN-MAYER INC NEW COMMON 591610100 1,195 100 X 100 METROLOGIC INSTRUMENTS INC COMMON 591676101 16,298 725 X 725 METROMEDIA FIBER NETWORKINC CL COMMON 591689104 0 1,146 X 1,146 METTLER TOLEDO INTL FOREIGN 592688105 1,995 42 X 42 MFA MORTGAGE INVST INC SER A 8 PREFERR 55272X201 10,000 400 X 400 MGE ENERGY INC COMMON 55277P104 89,472 2,699 X 2,699 MGI PHARMA INC COMMON 552880106 168,046 6,650 X 6,650 MGM MIRAGE COMMON 552953101 43,271 611 X 611 MICHAELS STORES INC COMMON 594087108 99,825 2,750 X 2,750 MICROCHIP TECHNOLOGY INC COMMON 595017104 33,813 1,300 X 1,300 MICRON TECHNOLOGY INC COMMON 595112103 373,171 36,090 X 36,090 MICROS SYSTEMS INC COMMON 594901100 16,299 444 X 444 MICROSEMI CORP CL A COMMON 595137100 3,258 200 X 200 MICROSOFT CORPORATION COMMON 594918104 21,052,094 871,001 X X 871,001 MILACRON INC COMMON 598709103 83,601 27,410 X 27,410 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 389,762 46,290 X 46,290 MILLER HERMAN INC COMMON 600544100 1,506 50 X 50 MILLIPORE CORP COMMON 601073109 91,140 2,100 X 2,100 MILLS CORPORATION PFD 8.75% CP PREFERR 601148406 92,857 3,555 X 3,555 MINDSPEED TECHNOLOGIES COMMON 602682106 2,674 1,199 X 1,199 MIRACLE CIRCLE REALTY CO COMMON ZZ2639990 0 32 X 32 MIRANT CORP COMMON 604675108 137 480 X 480 MKS INSTRUMENTS INC COMMON 55306N104 7,543 475 X 475 ML CAPITAL TRUST II 8% PERPETU PREFERR 59021C203 24,494 925 X 925 ML CAPITAL TRUST IV 7.12% CUM PREFERR 59021G204 5,170 200 X 200 MOCON INC COMMON 607494101 6,807 750 X 750 MOHAWK INDS INC COMMON 608190104 580,237 6,883 X X 6,883 MOLEX INCORPORATED CL A COMMON 608554200 191,136 8,099 X 8,099 MOLSON COORS BREWING CO CL B COMMON 60871R209 52,090 675 X 675 MONARCH CASINO & RESORT INC COMMON 609027107 13,731 690 X 690 MONSANTO CO NEW COMMON 61166W101 427,893 6,634 X 6,634 MONSTER WORLDWIDE INC COMMON 611742107 2,801 100 X 100 MOODYS CORP COMMON 615369105 336,782 4,165 X X 4,165 MORGAN STANLEY COMMON 617446448 1,042,694 18,213 X X 18,213 MORGAN STANLEY ASIA PACIFIC FD FOREIGN 61744U106 451,279 35,450 X 35,450 MORGAN STANLEY CA INS MUNI INC COMMON 61745P502 26,140 2,000 X 2,000 MORGAN STANLEY CAL QUALITY MUN COMMON 61745P635 91,650 6,500 X 6,500 MORGAN STANLEY CAP TR II7.25% PREFERR 61747N109 51,620 2,000 X 2,000 MORGAN STANLEY CAP TRUSTIII 6. PREFERR 617460209 49,180 2,000 X 2,000 MORGAN STANLEY FIN PLC 8.2% CA PREFERR 616906707 0 150 X 150 MORTGAGEIT HLDGS INC COMMON 61915Q108 51,550 3,232 X 3,232 MOSAIC CO (THE) COMMON 61945A107 117,714 6,900 X 6,900 MOTOROLA INC DEB BKED TR8.20% PREFERR 21988G395 97,280 3,800 X 3,800 MOTOROLA INCORPORATED COMMON 620076109 5,020,908 335,398 X X 335,398 MOVADO GROUP INC COMMON 624580106 2,664 144 X 144 MRO SOFTWARE INC COMMON 55347W105 4,518 322 X 322 MRV COMMUNICATIONS INC COMMON 553477100 646 200 X 200 MSC INDS DIRECT INC CL A COMMON 553530106 369,470 12,090 X 12,090 MUELLER INDS INC COMMON 624756102 5,630 200 X 200 MULTI-FINELINE ELECTRONIX INC COMMON 62541B101 12,584 713 X 713 MUNIHOLDINGS FL INSD FD COMMON 62624W105 113,515 7,775 X 7,775 MUNIHOLDINGS NY INSD FD INC COMMON 625931100 626,752 44,800 X 44,800 MUNIYIELD FL - COM COMMON 626297105 236,562 17,105 X 17,105 MURPHY OIL CORP COMMON 626717102 2,370,902 24,014 X 24,014 MUSEUM PARK INVESTMENT ILLC COMMON ZZ2692029 0 1 X 1 MVC CAPITAL INC COMMON 553829102 9,280 1,000 X 1,000 MYKROLIS CORP COMMON 62852P103 1,745 122 X 122 MYLAN LABS INC COMMON 628530107 639,993 36,117 X 36,117 MYRIAD GENETICS INC COMMON 62855J104 117,236 6,375 X 6,375 NABORS INDUSTRIES LTD COMMON G6359F103 2,022,174 34,193 X X 34,193 NANO-PROPRIETARY INC COMMON 63007X108 3,000 1,000 X 1,000 NASH FINCH COMPANY COMMON 631158102 56,757 1,494 X 1,494 NASTECH PHARMACEUTICAL INC COM COMMON 631728409 16,697 1,690 X X 1,690 NATIONAL AIRLINES INCXXX(RESTR COMMON 63243110R 0 10,000 X 10,000 NATIONAL CITY CORP COMMON 635405103 198,756 5,933 X 5,933 NATIONAL FUEL GAS CO COMMON 636180101 492,263 17,218 X 17,218 NATIONAL OILWELL VARCO INC COMMON 637071101 10,694 229 X 229 NATIONWIDE FINL SERVICESCAPITA PREFERR 63861E204 235,954 9,341 X 9,341 NATIONWIDE FINL SVCS INCCL A COMMON 638612101 17,950 500 X 500 NATIONWIDE HEALTH PPTYS INC COMMON 638620104 18,997 940 X 940 NATL MERCANTILE BANCORP NEW COMMON 636912206 176,194 13,200 X 13,200 NATL RURAL UTILITIES CORP 7.62 PREFERR 637432501 3,825 150 X 150 NATL SEMICONDUCTOR CORP COMMON 637640103 47,506 2,305 X 2,305 NATL WESTMINSTER BK PLC 7.875% PREFERR 638539809 7,704 300 X 300 NATUS MEDICAL INC COMMON 639050103 8,360 1,000 X 1,000 NAUTILUS INC COMMON 63910B102 31,007 1,305 X X 1,305 NAVISTAR INTL CORP (NEW) COMMON 63934E108 35,126 965 X X 965 NAVTEQ CORP COMMON 63936L100 21,675 500 X 500 NBTY INC COMMON 628782104 35,126 1,400 X 1,400 NCB HOLDINGS INC (PRIVATE SECU COMMON ZZ2696650 33,325 2,500 X 2,500 NCB HOLDINGS INC XXX(RESTRICTE COMMON 62882430R 24,994 1,875 X 1,875 NCI BUILDING SYSTEMS INC COMMON 628852105 169,338 4,387 X 4,387 NCR CORP NEW COMMON 62886E108 224,843 6,664 X 6,664 NDS GROUP PLC COMMON 628891103 78,073 2,248 X 2,248 NEENAH PAPER INC COMMON 640079109 6,186 184 X X 184 NEIMAN MARCUS GROUP INC CL A COMMON 640204202 8,602 94 X 94 NELNET INC CL A COMMON 64031N108 55,098 1,731 X 1,731 NEOSE TECHS INC COMMON 640522108 261 101 X 101 NESTLE S A SPONS ADR REG VTG FOREIGN 641069406 581,587 8,473 X X 8,473 NESTOR INC COMMON 641074505 48,060 8,900 X 8,900 NETFLIX COM INC COMMON 64110L106 81,375 7,500 X X 7,500 NETWORK APPLIANCE INC COMMON 64120L104 327,633 11,845 X X 11,845 NEUBERGER BERMAN REAL ESTATE F COMMON 64126D106 22,157 1,151 X 1,151 NEUBERGER BERMAN REALTY INCOME COMMON 64126G109 9,688 585 X 585 NEUROBIOLOGICAL TECHNOLOGIES I COMMON 64124W106 12,554 3,770 X 3,770 NEW CENTURY EQUITY HLDGSCORP COMMON 64353J107 92 400 X 400 NEW CENTURY FINL CORP COMMON 6435EV108 127,491 2,723 X X 2,723 NEW GERMANY FOREIGN 644465106 10,319 1,129 X 1,129 NEW JERSEY RES CORP COMMON 646025106 18,065 415 X 415 NEW YORK COMMUNITY BANCORP INC COMMON 649445103 1,402,134 77,210 X 77,210 NEW YORK MTG TRUST INC COMMON 649604105 15,330 1,500 X 1,500 NEW YORK TIMES CL A COMMON 650111107 43,896 1,200 X 1,200 NEWELL FINANCIAL TRUST IPFD CO PREFERR 651195307 13,913 300 X 300 NEWELL RUBBERMAID INC COMMON 651229106 1,177,125 53,652 X X 53,652 NEWFIELD EXPL CO COMMON 651290108 474,299 6,387 X X 6,387 NEWMONT MINING CORP (NEW) COMMON 651639106 1,923,643 45,530 X X 45,530 NEWS CORP INC CL A COMMON 65248E104 198,641 11,740 X X 11,740 NEWS CORP INC CL B COMMON 65248E203 21,449 1,218 X 1,218 NEXEN INC SUB NOTES 7.35% DUE PREFERR 65334H508 12,980 500 X 500 NEXTEL COMMUNICATIONS CONV TO CONVERT 65332VAY9 20,500 20,000 X 20,000 NEXTEL COMMUNICATIONS INC COMMON 65332V103 1,075,868 37,856 X X 37,856 NEXTEL PARTNERS INC CL A COMMON 65333F107 1,296,480 59,146 X X 59,146 NICHOLAS APPLEGATE CONVERTIBLE COMMON 65370F101 825,291 54,655 X 54,655 NICHOLAS-APPLEGATE CONV & INC CONVERT 65370G109 424,222 30,108 X 30,108 NICOR INC COMMON 654086107 357,065 9,627 X 9,627 NII HOLDINGS INC COMMON 62913F201 4,313 75 X 75 NIKE INC CL B COMMON 654106103 953,900 11,450 X X 11,450 NIKU CORP COMMON 654113703 7,220 400 X 400 NIPPON TELEG & TEL CORP SPONSO FOREIGN 654624105 3,168 145 X 145 NISOURCE INC COMMON 65473P105 2,733,410 119,939 X X 119,939 NISSAN MTR LTD SPONSORED ADR FOREIGN 654744408 10,235 500 X 500 NMT MEDICAL INC COMMON 629294109 41,000 5,000 X 5,000 NOBLE CORP COMMON G65422100 1,893,546 33,687 X X 33,687 NOBLE ENERGY INC COMMON 655044105 174,063 2,559 X 2,559 NOKIA CORP SPONSORED ADR FOREIGN 654902204 3,942,195 255,489 X X 255,489 NORDIC AMERN TANKER SHIPPING L FOREIGN G65773106 426,481 8,988 X 8,988 NORDSTROM 7.625% CORP BACKED T PREFERR 21988G668 76,336 3,028 X X 3,028 NORDSTROM INC COMMON 655664100 1,158,439 20,918 X X 20,918 NORFOLK SOUTHERN CORP COMMON 655844108 758,784 20,480 X X 20,480 NORSK HYDRO A S SPONSORED ADR FOREIGN 656531605 28,053 336 X 336 NORTEL NETWORKS CONV TO 100.00 CONVERT 656568AB8 91,575 99,000 X X 99,000 NORTEL NETWORKS CORP NEW FOREIGN 656568102 279,579 102,410 X X 102,410 NORTH FORK BANCORP INC N Y COMMON 659424105 205,886 7,422 X 7,422 NORTHEAST UTILITIES COMMON 664397106 3,854 200 X 200 NORTHERN INDIANA PUB SVC4.25% PREFERR 665262309 5,920 80 X 80 NORTHERN NEW YORK BANCORP INC COMMON 66550P109 70,500 1,500 X 1,500 NORTHERN STATES POWER COPINES PREFERR 665772794 38,162 1,425 X 1,425 NORTHERN STS FINL CORP COMMON 665751103 65,254 2,385 X 2,385 NORTHERN TRUST CORP COMMON 665859104 373,019 8,587 X X 8,587 NORTHROP GRUMMAN CORP COMMON 666807102 508,330 9,417 X X 9,417 NORTHWEST AIRLINES 9.5% QUIBS PREFERR 667281208 420,508 20,900 X 20,900 NORTHWEST AIRLINES CORP CL A COMMON 667280101 84,963 12,700 X 12,700 NORTHWEST NATURAL GAS CO COMMON 667655104 119,542 3,305 X 3,305 NORTHWESTERN CAPITAL FINANCING PREFERR 668031206 0 1,000 X 1,000 NORTHWESTERN CORP COMMON 668074107 0 3,983 X 3,983 NORTHWESTERN CORP COMMON 668074305 6,434 244 X 244 NORTHWESTERN CORP CAP TRUST II PREFERR 668034200 0 300 X 300 NORTHWESTERN CORP WTS WARRANT 668074115 1,531 471 X 471 NOVA CHEMICALS CORP COM FOREIGN 66977W109 47,846 1,114 X 1,114 NOVA MEASURING INSTRUMENTS LTD FOREIGN M7516K103 1,863 625 X 625 NOVARTIS AG ADR FOREIGN 66987V109 888,680 18,997 X 18,997 NOVELIS INC COMMON 67000X106 9,645 440 X 440 NOVELL INCORPORATED (UT) COMMON 670006105 161,814 27,150 X 27,150 NOVELLUS SYSTEMS INC COMMON 670008101 26,302 984 X 984 NPS PHARMACEUTICALS INC COMMON 62936P103 3,786 300 X 300 NRG ENERGY INC COMMON 629377508 17,075 500 X 500 NS GROUP INC COMMON 628916108 335,208 10,672 X 10,672 NSTAR COM COMMON 67019E107 980,930 18,065 X X 18,065 NU HORIZONS ELECTRS CORP COMMON 669908105 3,375 472 X 472 NUCO2 INC COMMON 629428103 12,256 466 X 466 NUCOR CORP COMMON 670346105 164,046 2,850 X 2,850 NUVEEN DIVERSIFIED DIV &INCOME COMMON 6706EP105 14,330 1,000 X 1,000 NUVEEN DVD ADV 3 SER W PFD STO PREFERR 67070X200 150,000 6 X 6 NUVEEN FL QUALITY INCOME MUNI COMMON 670978105 71,539 4,968 X 4,968 NUVEEN FLOATING RATE INCOME FU COMMON 67072T108 29,199 1,985 X 1,985 NUVEEN INV QLTY MUNI FD 1 SH $ PREFERR 67062N509 25,000 1 X 1 NUVEEN NY INVESTMENT QUAL MUNI COMMON 67062X101 20,678 1,400 X 1,400 NUVEEN NY QUALITY INCOME COMMON 670986108 42,720 3,000 X 3,000 NUVEEN PENNSYLVANIA DIV ADVANT COMMON 67071W102 42,150 3,000 X 3,000 NUVEEN PREFERRED & CONV INCOME CONVERT 67073B106 149,034 11,394 X 11,394 NUVEEN PREFERRED & CONV INCOME CONVERT 67073D102 32,627 2,557 X 2,557 NUVEEN QUALITY PFD INCOME FD 3 PREFERR 67072W101 5,660 400 X 400 NUVEEN QUALITY PREFERREDINCOME PREFERR 67071S101 87,912 6,660 X 6,660 NUVEEN QUALITY PREFERREDINCOME PREFERR 67072C105 33,952 2,491 X 2,491 NUVEEN REAL ESTATE INCOME FUND COMMON 67071B108 12,656 700 X 700 NVE CORP COMMON 629445206 15,216 800 X X 800 NVIDIA CORP COMMON 67066G104 1,663 70 X 70 NVP CAPITAL I 8.2% CUM QUIPS P PREFERR 62944M209 119,424 4,800 X 4,800 NVR INC COMMON 62944T105 259,835 331 X 331 OCCAM NETWORKS INC COMMON 67457P101 300 1,500 X 1,500 OCCIDENTAL PETRO CORP COMMON 674599105 304,821 4,283 X X 4,283 OCEANEERING INTL INC COMMON 675232102 28,988 773 X 773 OFFICE DEPOT INC COMMON 676220106 54,097 2,439 X 2,439 OFFSHORE LOGISTICS INC COMMON 676255102 23,324 700 X 700 OGE ENERGY CORP COMMON 670837103 70,070 2,600 X 2,600 OIL STATES INTL INC COMMON 678026105 15,248 742 X 742 OIL SVC HOLDERS TR HOLDRS DEPO COMMON 678002106 144,225 1,500 X 1,500 OLD REPUBLIC INTL CORP COMMON 680223104 104,805 4,500 X X 4,500 OLIN CORP NEW COMMON 680665205 350,668 15,725 X 15,725 OLYMPUS CORP COMMON 68163W109 19,867 850 X 850 OMI CORPORATION COMMON Y6476W104 7,871 411 X 411 OMNICELL INC. COMMON 68213N109 14,420 2,000 X 2,000 OMNICOM GROUP INC COMMON 681919106 169,516 1,915 X X 1,915 ON SEMICONDUCTOR CORP COMMON 682189105 23,503 5,950 X X 5,950 ONEOK INC NEW COMMON 682680103 213,891 6,940 X 6,940 ONRADIO.COM SER B XXX(RESTRICT PREFERR ZZ2848604 0 6,783 X 6,783 OPEN TEXT CORP FOREIGN 683715106 18,050 1,000 X 1,000 OPENWAVE SYSTEMS INC COMMON 683718308 52,819 4,333 X X 4,333 OPLINK COMMUNICATIONS INC COMMON 68375Q106 2,363 1,505 X 1,505 OPTICAL COMMUNICATION PRODS IN COMMON 68382T101 1,305 750 X 750 OPTICNET INC XXX(RESTRICTED ST COMMON 68386810R 0 62 X 62 ORACLE CORP COMMON 68389X105 6,763,511 541,948 X X 541,948 ORASURE TECHNOLOGIES INC COMMON 68554V108 39,744 5,400 X 5,400 ORBITAL SCIENCES CORP COMMON 685564106 14,520 1,500 X 1,500 OREGON STEEL MILLS INC COMMON 686079104 23,000 1,000 X 1,000 ORIENT EXPRESS HOTEL LTDCL A COMMON G67743107 131,936 5,055 X 5,055 ORIENTAL FINL GROUP INC FOREIGN 68618W100 19,532 834 X 834 OSCIENT PHARMACEUTICALS CORP COMMON 68812R105 1,170 500 X 500 OSHKOSH TRUCK CORP CL B COMMON 688239201 16,644 203 X 203 OSI PHARMACEUTICALS INC COMMON 671040103 148,824 3,600 X 3,600 OTTER TAIL CORP COMMON 689648103 151,843 6,064 X 6,064 OUTBACK STEAKHOUSE INC COMMON 689899102 2,037,884 44,505 X 44,505 OUTDOOR CHANNEL HOLDINGSINC COMMON 690027206 28,500 2,000 X X 2,000 OVERNITE CORP COMMON 690322102 51,184 1,600 X 1,600 OVERSEAS SHIPHLDG GR INC COMMON 690368105 37,872 602 X 602 P P G INDUSTRIES INC COMMON 693506107 396,221 5,540 X X 5,540 P.F.CHANGS CHINA BISTRO COMMON 69333Y108 63,926 1,069 X X 1,069 PACCAR INC COMMON 693718108 282,031 3,896 X X 3,896 PACIFIC PAY VIDEO LT XXX(RESTR PREFERR ZZ2885080 0 2,000 X 2,000 PACIFIC RIM MNG CORP FOREIGN 694915208 13,600 20,000 X 20,000 PACIFIC SUNWEAR CA INC COMMON 694873100 24,063 860 X X 860 PACIFICORP 5.00% PFD PREFERR 695114504 86 1 X 1 PACKAGING CORP OF AMERICA COMMON 695156109 1,494,467 61,526 X X 61,526 PALMONE INC COMMON 69713P107 102 4 X 4 PALMSOURCE INC COMMON 697154102 9 1 X 1 PALOMAR MED TECH INC COMMON 697529303 10,788 400 X X 400 PANERA BREAD CO CL A COMMON 69840W108 240,253 4,250 X 4,250 PAPER WAREHOUSE CHG(ESCROW POS CONVERT 6989418A2 0 5,000 X 5,000 PAR PHARMACEUTICAL COS INC COMMON 69888P106 284,240 8,500 X 8,500 PARAMETRIC TECH CORP COMMON 699173100 6,708 1,200 X 1,200 PARKER-HANNIFIN CORP COMMON 701094104 622,602 10,220 X X 10,220 PARTNER RE 7.9% PFD PREFERR 70212C209 25,970 1,000 X 1,000 PATINA OIL & GAS CORP COMMON 703224105 94,000 2,350 X 2,350 PATTERSON COS INC COMMON 703395103 955,993 19,139 X X 19,139 PATTERSON UTI ENERGY INC COMMON 703481101 607,436 24,278 X X 24,278 PAXAR CORP COMMON 704227107 570,226 26,721 X X 26,721 PAYCHEX INC COMMON 704326107 207,554 6,324 X 6,324 PAYLESS SHOESOURCE INC COMMON 704379106 5,590 354 X 354 PCCW LTD FOREIGN Y6802P120 54 100 X 100 PEABODY ENERGY CORP COMMON 704549104 50,440 1,088 X 1,088 PEGASUS GOLD INC (BC)(NON-TRAN FOREIGN 70556K106 4 300 X 300 PENFORD CORP COMMON 707051108 8,582 522 X 522 PENGROWTH ENERGY TRUST A COMMON 706902301 26,000 1,300 X 1,300 PENN TREATY AMERICAN CORP COMMON 707874103 2,240 1,000 X 1,000 PENNEY J C CO INC COMMON 708160106 448,485 8,638 X 8,638 PENTAIR INC COMMON 709631105 121,056 3,104 X 3,104 PEOPLES ENERGY CORP COMMON 711030106 415,637 9,915 X 9,915 PEPCO HOLDINGS INC COMMON 713291102 147,938 7,048 X 7,048 PEPSI BOTTLING GROUP INC(THE) COMMON 713409100 5,570 200 X 200 PEPSIAMERICAS INC COMMON 71343P200 14,525 641 X 641 PEPSICO INCORPORATED COMMON 713448108 7,224,701 136,238 X X 136,238 PEREGRINE SYS INC (NON-TRANSFE COMMON 71366Q101 0 5,102 X 5,102 PERKINELMER INC COMMON 714046109 267,365 12,960 X 12,960 PETCO ANIMAL SUPP INC COMMON 716016209 268,713 7,300 X X 7,300 PETROBRAS ENERGIA SPONS ADR COMMON 71646M102 2,916 239 X 239 PETROCHINA COMPANY LTD ADR SHS FOREIGN 71646M105 420,603 6,653 X 6,653 PETROFUND ENERGY TRUST COMMON 71648W108 58,480 4,000 X 4,000 PETROKAZAKHSTAN INC CL A COMMON 71649P102 10,846 270 X 270 PETROLEO BRASILEIRO SA SPONS A FOREIGN 71654V408 32,914 745 X 745 PETROLEUM & RESOURCES CORP COMMON 716549100 25,716 892 X 892 PETROLEUM GEO SVS ADR COMMON 716599105 4,635 69 X 69 PETSMART INC COMMON 716768106 20,125 700 X X 700 PEUGEOT CITROEN ADR COMMON 716825500 254,135 3,989 X 3,989 PFIZER INCORPORATED COMMON 717081103 20,190,439 768,574 X X 768,574 PG & E CORP COMMON 69331C108 351,025 10,294 X 10,294 PHARMACEUTICAL HOLDRS TRDEP RC COMMON 71712A206 14,388 200 X 200 PHARMACEUTICAL PROD DEV INC COMMON 717124101 352,474 7,275 X 7,275 PHELPS DODGE CORPORATION COMMON 717265102 618,518 6,080 X X 6,080 PHH CORP COMMON 693320202 45,665 2,088 X X 2,088 PHOENIX COS INC NEW COMMON 71902E109 9,240 723 X 723 PIEDMONT NATURAL GAS CO COMMON 720186105 519,736 22,558 X 22,558 PIER ONE IMPORTS INC (DEL) COMMON 720279108 3,646 200 X 200 PILGRIMS PRIDE CORP COMMON 721467108 16,145 452 X 452 PIMCO NEW YORK MUN INCOME FD COMMON 72200T103 255,740 19,000 X 19,000 PINNACLE FINANCIAL PTNRSINC COMMON 72346Q104 205,397 9,913 X 9,913 PINNACLE WEST CAP CORP COMMON 723484101 9,012 212 X 212 PIONEER DRILLING COMPANY COMMON 723655106 40,635 2,951 X 2,951 PIONEER MUNICIPAL HIGH INC TRU COMMON 723763108 522,881 36,745 X X 36,745 PIONEER MUNICIPAL HIGH INCOME COMMON 723762100 14,542 1,012 X 1,012 PIONEER NAT RES CO COMMON 723787107 318,264 7,450 X X 7,450 PIONEER TAX ADVANTAGED BALANCE COMMON 72388R101 67,171 5,199 X 5,199 PIPER JAFFRAY COS COMMON 724078100 22,393 612 X X 612 PITNEY BOWES INC COMMON 724479100 560,300 12,418 X 12,418 PIXAR INC COMMON 725811103 30,728 315 X 315 PIXELWORKS INC COMMON 72581M107 2,038 250 X 250 PLACER DOME INC FOREIGN 725906101 497,792 30,690 X 30,690 PLACER SIERRA BANCSHARES COMMON 726079106 324,428 14,124 X 14,124 PLAINS EXPLORATION & PRODUCT COMMON 726505100 40,030 1,147 X 1,147 PLANAR SYS INC COMMON 726900103 84,788 9,400 X 9,400 PLANTRONICS INC NEW COMMON 727493108 476,876 12,523 X X 12,523 PLATO LEARNING INC COMMON 72764Y100 1,763 226 X 226 PLC CAPITAL TRUST IV 7.25% CPN PREFERR 69340N202 18,200 700 X 700 PLIANT SYSTEMS INC (NON-TRANSF COMMON 729138107 0 100 X 100 PLUG POWER INC COMMON 72919P103 3,300 500 X 500 PLUM CREEK TIMBER CO INC COMMON 729251108 395,735 11,085 X X 11,085 PLUMTREE SOFTWARE INC COMMON 72940Q104 27,170 5,500 X X 5,500 PMC-SIERRA INC COMMON 69344F106 1,320 150 X 150 PMI GROUP INC COMMON 69344M101 51,884 1,365 X X 1,365 PNC FINL SVCS GROUP COMMON 693475105 1,281,852 24,900 X 24,900 POGO PRODUCING CO COMMON 730448107 3,201 65 X 65 POLARIS INDS INC COMMON 731068102 1,713,331 24,396 X 24,396 POLYCOM INC COMMON 73172K104 13,814 815 X X 815 POPE & TALBOT INC COMMON 732827100 48,345 2,750 X 2,750 POPULAR INC FOREIGN 733174106 13,619 560 X 560 PORTAL SOFTWARE COMMON 736126301 73 30 X 30 PORTFOLIO RECOVERY ASSOCIATES, COMMON 73640Q105 17,015 500 X 500 POSCO SPONSORED ADR FOREIGN 693483109 182,336 3,694 X 3,694 POTASH CORP OF SASKATCHEWAN IN FOREIGN 73755L107 460,828 5,266 X 5,266 POTLATCH CORPORATION COMMON 737628107 17,698 376 X 376 POWER INTEGRATION INC COMMON 739276103 4,867 233 X 233 POWER-ONE INC COMMON 739308104 46,092 9,484 X 9,484 POWERWAVE TECHNOLOGIES INC COMMON 739363109 20,511 2,650 X 2,650 PPL CORP COMMON 69351T106 111,921 2,073 X 2,073 PPLUS FOR AT&T CORP TR CTF 7.3 PREFERR 740434303 109,092 4,390 X X 4,390 PPLUS FOR BF GOODRICH SER GRC- PREFERR 740434626 36,414 1,400 X 1,400 PPLUS FOR CITIZENS 8.375% 10/0 PREFERR 740434881 24,770 1,000 X 1,000 PPLUS FOR FAF FIRST AMERICAN C PREFERR 740434659 5,002 200 X 200 PPLUS FOR HERTZ CORP 8.15% DUE PREFERR 73941X809 50,440 2,000 X 2,000 PPLUS FOR LIBERTY MEDIA CORP 8 PREFERR 740434840 12,775 500 X 500 PPLUS FOR LIBERTY MEDIA LMG-4 PREFERR 73941X627 124,504 5,425 X 5,425 PPLUS FOR SPRINT 7.00% 11/15/2 PREFERR 73941X817 7,362 300 X 300 PPLUS TR LIBERTY MEDIA 7.00% D PREFERR 73941X668 164,220 6,800 X 6,800 PPLUS TRST FOR BELO CORPSER BL PREFERR 740434709 123,338 4,875 X 4,875 PPLUS TRST FOR BELO CORPSER BL PREFERR 740434782 24,863 975 X 975 PRAXAIR INC COMMON 74005P104 1,104,417 23,076 X X 23,076 PRECIOUS METALS GOLD AUSTRIA 1 COMMON ZZ3019095 22,074 53 X 53 PRECISION CASTPARTS CORP COMMON 740189105 563,636 7,319 X 7,319 PRECISION DRILLING CORP FOREIGN 74022D100 155,965 2,089 X 2,089 PREFERRED AND CORP INC STRATEG COMMON 74039B105 53,325 2,500 X 2,500 PREMCOR INC COMMON 74045Q104 28,825 483 X 483 PREMIER FARNELL PLC SPONS ADR FOREIGN 74050U107 0 1,658 X 1,658 PREMIER INVESTMENTS AND DEVELO COMMON 74049P102 102 100 X 100 PREMIERE GLOBAL SVCS COMMON 740585104 24,904 2,200 X X 2,200 PRG-SCHULTZ INTL COMMON 69357C107 4,440 888 X 888 PRICE T ROWE GROUP INC COMMON 74144T108 938,204 15,800 X 15,800 PRICELINE.COM INC COMMON 741503403 706 28 X 28 PRIDE INTL INC COMMON 74153Q102 24,840 1,000 X 1,000 PRIMELINK SYSTEMS INC COMMON 741944102 8 500 X 500 PRIMEWEST ENERGY TRUST FOREIGN 741930309 495,924 20,698 X 20,698 PRINCIPAL FINL GROUP COMMON 74251V102 17,321 450 X 450 PRO NET LINK CORP COMMON 74266F100 0 2,000 X 2,000 PROCTER & GAMBLE CO COMMON 742718109 9,100,683 171,711 X X 171,711 PROGRESS ENERGY INC COMMON 743263105 1,546,319 36,861 X X 36,861 PROGRESS ENERGY INC CONTINGENT COMMON 743263AA3 0 7,111 X 7,111 PROGRESS SOFTWARE CORP COMMON 743312100 36,708 1,400 X 1,400 PROGRESSIVE CORP OHIO COMMON 743315103 89,925 980 X 980 PROLOGIS COMMON 743410102 169,028 4,556 X 4,556 PROTEIN DESIGN LABS INC COMMON 74369L103 195,878 12,250 X X 12,250 PROVIDENT ENERGY TR TR UNIT FOREIGN 74386K104 79,120 8,000 X 8,000 PROVIDENT FINL GROUP INC8.375% PREFERR 743866204 10,680 400 X 400 PROVIDIAN FINL CORP COMMON 74406A102 444,804 25,921 X 25,921 PROXIM CORP CL A COMMON 744283201 57 70 X 70 PRUDENTIAL FINANCIAL INC COMMON 744320102 206,812 3,603 X 3,603 PRUDENTIAL FINL 6% CPN CBTCS S PREFERR 21988K701 336,000 14,000 X 14,000 PS BUSINESS PARKS INC 7.00% CU PREFERR 69360J875 102,060 4,200 X 4,200 PS BUSINESS PARKS INC 9.5% PFD PREFERR 69360J503 10,400 400 X 400 PSB HOLDINGS INC COMMON 69360N108 7,931 249 X X 249 PSINET INC (NON-TRANSFERABLE) COMMON 74437C101 0 3,712 X 3,712 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 400,706 8,711 X X 8,711 PUBLIC STORAGE INC 6.5% CPN CU PREFERR 74460D570 17,024 700 X 700 PUBLIC STORAGE INC 7.50% CPN S PREFERR 74460D588 12,795 500 X 500 PUBLIC STORAGE INC 7.625% PFD PREFERR 74460D646 89,795 3,520 X 3,520 PUBLIC STORAGE INC 8% PFD PREFERR 74460D687 172,540 6,685 X 6,685 PUBLIC STORAGE INC RDPDUE 00/0 PREFERR 74460D802 2,511 100 X 100 PUBLIC STORAGE INC SER A PFD COMMON 74460D729 40,741 1,454 X 1,454 PUBLIC SVC ENTERPRISES GROUP I COMMON 744573106 342,657 6,300 X 6,300 PUGET ENERGY INC (NEW) COMMON 745310102 137,618 6,244 X X 6,244 PUGET SOUND ENERGY CAP TR 8.4% PREFERR 74531W201 33,267 1,300 X 1,300 PULTE HOMES INC COMMON 745867101 287,525 3,905 X X 3,905 PUMA AG RUDOLF DASSLER SPORT S FOREIGN 745878207 62,523 250 X 250 PURE GOLD MINERALS INC COMMON 745911107 59 950 X 950 QLOGIC CORP COMMON 747277101 63,990 1,580 X X 1,580 QUALCOMM INC COMMON 747525103 2,164,760 59,098 X X 59,098 QUANEX CORP COMMON 747620102 27,353 513 X 513 QUANTA SVCS INC COMMON 74762E102 16,900 2,215 X X 2,215 QUANTECH LTD NON TRANSFERABLE COMMON 74762K306 0 1,000 X 1,000 QUEST DIAGNOSTICS INC COMMON 74834L100 171,362 1,630 X X 1,630 QUESTAR CORP (UTAH) COMMON 748356102 257,264 4,342 X 4,342 QUICKSILVER RESOURCES INC COMMON 74837R104 97,460 2,000 X 2,000 QUIKSILVER INC COMMON 74838C106 523,556 18,035 X X 18,035 QWEST COMMNS INTL INC COMMON 749121109 53,458 14,448 X X 14,448 RADIAN GROUP INC COMMON 750236101 70,655 1,480 X 1,480 RADIOSHACK CORP COMMON 750438103 504,700 20,600 X 20,600 RADISYS CORP COMMON 750459109 211,211 14,916 X 14,916 RAMBUS INC (DE) COMMON 750917106 24,112 1,600 X 1,600 RARE HOSPITALITY INTL INC COMMON 753820109 431,085 13,960 X 13,960 RAYMOND JAMES FINANCIAL INC COMMON 754730109 367,842 12,140 X X 12,140 RAYONIER INC REIT COMMON 754907103 120,754 2,438 X 2,438 RAYTHEON CO COMMON 755111507 1,661,004 42,920 X 42,920 RBI CAPITAL TRUST I RDPDUE 06/ PREFERR 749257200 49,850 5,000 X 5,000 REA HOLDINGS PLC SHS 9% CUM PR PREFERR G74078133 1,759 878 X 878 READER S DIGEST ASSN COMMON 755267101 35 2 X 2 READ-RITE CORP NON TRANSFERABL COMMON 755246204 0 100 X 100 REALNETWORKS INC COMMON 75605L104 56,500 9,775 X X 9,775 REALTY INCOME CORP 8.25% MNTHL PREFERR 756109203 145,379 5,300 X 5,300 REAVES UTILITY INC FD COMMON 756158101 228,105 11,638 X 11,638 RED ROBIN GOURMET BURGERS INC COMMON 75689M101 29,630 582 X 582 REDBACK NETWORKS INC COMMON 757209507 1,495 250 X 250 REDBACK NETWORKS INC WTS WARRANT 757209119 3 1 X 1 REDBACK NETWORKS INC WTS WARRANT 757209127 2 1 X 1 REEBOK INTERNATIONAL LTD COMMON 758110100 8,860 200 X 200 REGAL BELOIT CORPORATION COMMON 758750103 155,092 5,387 X X 5,387 REGAL ENTERTAINMENT GRP CL A S COMMON 758766109 59,199 2,815 X 2,815 REGIS CORP COMMON 758932107 902,343 22,046 X X 22,046 RELIANCE STL & ALUM CO COMMON 759509102 20,005 500 X 500 RELIANT ENERGY INC COMMON 75952B105 278,673 24,488 X 24,488 REMEC INC COMMON 759543101 803 152 X 152 RENAISSANCE CAPITAL GROWTH & I COMMON 75966V105 22,800 2,000 X 2,000 RENAISSANCE RE HLDGS LTD FOREIGN G7496G103 14,010 300 X 300 RENAISSANCERE HLDGS LTD 6.08% PREFERR G7498P309 18,960 800 X 800 REPSOL INTL CAPTL LTD 7.45% NO PREFERR G7513K103 113,442 4,525 X 4,525 REPSOL YPE SA SPONSORED ADR FOREIGN 76026T205 59,047 2,224 X X 2,224 REPUBLIC SVCS INC COMMON 760759100 1,004 30 X 30 RESEARCH FRONTIERS INC COMMON 760911107 2,600 500 X 500 RESEARCH IN MOTION LTD FOREIGN 760975102 209,314 2,739 X X 2,739 RESMED INC COMMON 761152107 4,907 87 X 87 RESPIRONICS INC COMMON 761230101 2,739 47 X 47 RESTORATION HARDWARE INC COMMON 760981100 1,140 200 X 200 REUTERS GROUP PLC SPONSORED AD FOREIGN 76132M102 28,167 611 X 611 REYNOLDS & REYNOLDS CL A COMMON 761695105 1,218 45 X 45 REYNOLDS AMERICAN INC COMMON 761713106 2,821 35 X 35 RF MICRO DEVICES INC COMMON 749941100 38,106 7,300 X 7,300 RF MONOLITHICS INC COMMON 74955F106 4,560 1,000 X 1,000 RH DONNELLEY CORP COMMON 74955W307 392,979 6,765 X 6,765 RIGEL PHARMACEUTICAL XXX(RESTR COMMON 76655960R 369 23 X 23 RITE AID CORPORATION COMMON 767754104 185,233 46,776 X X 46,776 RIVERSTONE NETWORKS INC COMMON 769320102 105 100 X 100 RMR REAL ESTATE FUND COMMON 74963F106 41,383 3,147 X 3,147 ROBERT HALF INTL INC COMMON 770323103 386,876 14,350 X 14,350 ROCHE HLDGS LTD SPONSORED ADR FOREIGN 771195104 325,907 6,060 X 6,060 ROCHESTER GAS & ELECTRIC6.65% PREFERR 771367794 116,951 4,533 X 4,533 ROCKWELL AUTOMATION INC COMMON 773903109 22,656 400 X 400 ROCKWELL COLLINS INC COMMON 774341101 53,491 1,124 X 1,124 ROGERS COMMUNICATIONS INC CL B COMMON 775109200 430,065 15,788 X 15,788 ROHM & HAAS CO COMMON 775371107 1,540,080 32,085 X 32,085 ROPER INDS INC NEW COMMON 776696106 2,293 35 X 35 ROWAN COMPANIES INC COMMON 779382100 131,872 4,406 X 4,406 ROYAL & SUN ALLIANCE DEBBKED T PREFERR 21988G411 71,008 2,800 X 2,800 ROYAL & SUN ALLIANCE DEBBKED T PREFERR 21988G510 57,155 2,300 X 2,300 ROYAL BANK OF SCOTLAND 5.75% E PREFERR 780097788 133,392 5,600 X 5,600 ROYAL BANK OF SCOTLAND 6.4% CP PREFERR 780097796 62,618 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500 X 500 TEREX CORP NEW (DEL) COMMON 880779103 478,465 11,050 X 11,050 TESORO CORPORATION COMMON 881609101 320,223 8,650 X X 8,650 TESSERA TECH INC COMMON 88164L100 101,461 2,347 X 2,347 TEVA PHARMACEUTICAL INDUSTRIES FOREIGN 881624209 2,049,152 66,123 X X 66,123 TEXAS INDUSTRIES INC COMMON 882491103 15,373 286 X 286 TEXAS INSTRUMENTS INC COMMON 882508104 7,450,115 292,276 X X 292,276 TEXTRON INCORPORATED COMMON 883203101 376,533 5,046 X 5,046 THE GREATER CHINA FUND FOREIGN 39167B102 9,450 600 X 600 THERMO ELECTRON CORP COMMON 883556102 30,980 1,225 X 1,225 THOMAS & BETTS CORP COMMON 884315102 16,150 500 X 500 THOMAS INDUSTRIES INC COMMON 884425109 63,226 1,595 X 1,595 THOMSON CORP COMMON 884903105 23,345 700 X 700 THOR INDUSTRIES INC COMMON 885160101 3,230 108 X 108 THORNBURG MTG INC COMMON 885218107 967,632 34,509 X X 34,509 TIBCO SOFTWARE INC COMMON 88632Q103 10,989 1,475 X X 1,475 TIDEWATER INC COMMON 886423102 1,176,525 30,276 X 30,276 TIFFANY & CO NEW (DEL) COMMON 886547108 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3,000 X 3,000 TRANSCANADA PIPELINES LTD 8.25 PREFERR 893526723 111,585 4,325 X 4,325 TRANSGENOMIC INC COMMON 89365K206 313 549 X 549 TRANSOCEAN INC COMMON G90078109 1,640,699 31,883 X X 31,883 TRAVELERS PPTY CHG(1 13 ODD LO COMMON 894990415 0 342 X 342 TRAVELERS PRPTY CHG(1 13 ODD L COMMON 894990431 0 60 X 60 TREATS INTL ENTERPRISES INC COMMON 89464M301 0 33 X 33 TREDEGAR LIQUIDATING TRUST COMMON ZZ3578750 0 6 X 6 TRIAD HOSPS INC COMMON 89579K109 947,992 18,922 X 18,922 TRIBUNE COMPANY NEW COMMON 896047107 3,669,954 92,048 X 92,048 TRICONTINENTAL COMMON 895436103 23,247 1,306 X X 1,306 TRINITY INDUSTRIES INC (DEL) COMMON 896522109 413,958 14,695 X 14,695 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 26,026 7,700 X 7,700 TRIZETTO GROUP INC COMMON 896882107 39,679 4,262 X 4,262 TRUMP HOTELS & CASIN RESORTS I COMMON 898168109 242 150 X 150 TRUSTREET PROP 7.72% PFD CONV PREFERR 898404207 17,007 743 X X 743 TSINGTAO BREWERY LTD SPONSORED COMMON 898529102 6,793 650 X 650 TUESDAY MORNING CORP COMMON 899035505 12,992 450 X 450 TUPPERWARE CORP COMMON 899896104 326,269 16,025 X 16,025 TURKCELL ILETISIM HIZMETLERI A COMMON 900111204 9,872 578 X 578 TXU CORP COMMON 873168108 1,509,148 18,952 X X 18,952 TYCO INTL LTD NEW COMMON 902124106 2,898,654 85,759 X X 85,759 TYNER RESOURCES LIMITED FOREIGN 902390103 47,495 50,000 X 50,000 U S INTERACTIVE INC NON TRANSF COMMON 90334M109 0 80 X 80 U S T INC COMMON 902911106 4,422,573 85,543 X 85,543 U S WIRELESS CORP (NON-TRANSFE COMMON 90339C106 0 2,500 X 2,500 UAL CORP CAP TR I TR ORIGINATE PREFERR 90254Y208 1,650 2,200 X 2,200 UAL CORP COM PAR $0.01 COMMON 902549500 97 100 X 100 UBIQUITEL INC COMMON 903474302 208,491 31,118 X X 31,118 UBS AG REG FOREIGN H8920M855 76,888 911 X 911 UBSW PFD FUNDING TR III 7.25% PREFERR 90347V203 9,638 375 X 375 UICI COMMON 902737105 5,141 212 X 212 UIL HLDG CORP COM COMMON 902748102 192,470 3,800 X 3,800 ULTRA PETROLEUM CORP COMMON 903914109 38,659 761 X 761 ULTRAPAR PARTICIPACOES SPONSOR COMMON 90400P101 2,889 181 X 181 UMPQUA HLDGS CORP COMMON 904214103 23,350 1,000 X 1,000 UNIBANCO UNIAO DE BANCOSBRASIL COMMON 90458E107 27,401 797 X 797 UNIFIRST CORP COMMON 904708104 210,113 5,266 X 5,266 UNIFY CORP COMMON 904743101 5,117 7,996 X 7,996 UNILEVER NV NEW YORK SHS NEW FOREIGN 904784709 554,955 8,111 X X 8,111 UNILEVER PLC SPN ADR NEW FOREIGN 904767704 12,000 300 X 300 UNION BANKSHARES CORP COMMON 905399101 64,040 2,000 X 2,000 UNION PACIFIC CORP COMMON 907818108 774,367 11,110 X 11,110 UNIONBANCAL CORP COMMON 908906100 18,375 300 X 300 UNISYS CORP COMMON 909214108 177 25 X 25 UNIT CORP COMMON 909218109 3,072 68 X 68 UNITED DEFENSE INDS INC COMMON 91018B104 138,250 1,883 X 1,883 UNITED DOMINION REALTY TR INC COMMON 910197102 66,367 3,180 X 3,180 UNITED DOMINION RLTY TR 8.60% PREFERR 910197300 59,827 2,280 X 2,280 UNITED FIRE & CASUALTY CO COMMON 910331107 65,901 1,948 X 1,948 UNITED HEALTH GROUP INC COMMON 91324P102 1,757,377 18,425 X X 18,425 UNITED NATURAL FOODS INC COMMON 911163103 27,199 950 X X 950 UNITED ONLINE INC COMMON 911268100 5,026 480 X 480 UNITED PARCEL SERVICE INC CL B COMMON 911312106 6,344,674 87,224 X X 87,224 UNITED RENTALS INC COMMON 911363109 8,084 400 X 400 UNITED RENTALS TRUST I CONV TO CONVERT 91136H306 182,310 4,120 X X 4,120 UNITED STS STL CORP NEW COMMON 912909108 523,755 10,300 X 10,300 UNITED SURGICAL PARTNERSINTL COMMON 913016309 17,164 375 X 375 UNITED TECHNOLOGIES CORP COMMON 913017109 4,283,342 42,134 X X 42,134 UNITED THERAPEUTICS CORPDEL COMMON 91307C102 127,718 2,795 X X 2,795 UNITIL CORP (N.H) COMMON 913259107 58,050 2,250 X 2,250 UNIVERSAL AMERN FIN CORP COMMON 913377107 77,642 4,488 X 4,488 UNIVERSAL CORP VIRGINIA COMMON 913456109 50,347 1,100 X 1,100 UNIVERSAL HEALTH SVCS INC CL B COMMON 913903100 214,264 4,089 X 4,089 UNIVISION COMMNS INC CL A COMMON 914906102 553,385 19,985 X 19,985 UNOCAL CORP COMMON 915289102 2,136,016 34,625 X 34,625 UNUMPROVIDENT CORP COMMON 91529Y106 8,510 500 X 500 UNUMPROVIDENT CORTS CORP-BACKE PREFERR 22080X203 38,010 1,500 X 1,500 URBAN OUTFITTERS INC COMMON 917047102 4,797 100 X 100 UROLOGIX INC COMMON 917273104 9,180 2,000 X 2,000 URS CORP NEW COMMON 903236107 45,425 1,580 X X 1,580 US BANCORP DEL COMMON 902973304 5,412,454 187,802 X X 187,802 US RESTAURANT PPTYS INC PFD CO PREFERR 902971209 0 500 X 500 USANA HEALTH SCIENCES INC COMMON 90328M107 47,300 1,000 X 1,000 USB CAP III TR PFD 7.75% PREFERR 90335H208 189,800 7,300 X 7,300 USB CAPITAL IV (US BANCORP) 7. PREFERR 90334V208 69,970 2,686 X X 2,686 USB CAPITAL V 7.25% PFD PREFERR 90335U209 77,806 3,050 X 3,050 USINAS SIDERURGICAS DE MINAS G FOREIGN 917302200 16,186 751 X 751 UTI WORLDWIDE COMMON G87210103 42,365 610 X 610 UTSTARCOM INC COMMON 918076100 29,565 2,700 X 2,700 V F CORPORATION COMMON 918204108 26,850 454 X 454 VAIL BKS INC OC COMMON 918779109 116,201 8,850 X 8,850 VALEANT PHARMACEUTICALS INTE COMMON 91911X104 15,764 700 X 700 VALERO ENERGY CORP COMMON 91913Y100 802,526 10,953 X X 10,953 VALLEY NATIONAL BANCORP (NJ) COMMON 919794107 8,688 337 X 337 VALSPAR CORPORATION COMMON 920355104 390,284 8,386 X X 8,386 VALUEVISION MEDIA INC CL A COMMON 92047K107 37,110 3,000 X 3,000 VANGUARD CONVERTIBLE SEC CONVERT 922023106 44,519 3,511 X 3,511 VARIAN INC COMMON 922206107 7,578 200 X 200 VARIAN MED SYS INC COMMON 92220P105 172,086 5,020 X X 5,020 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 7,602 200 X 200 VARSITY GROUP INC COMMON 922281100 1,400 200 X 200 VASOGEN INC COMMON 92232F103 162,000 40,000 X X 40,000 VAXGEN INC NEW COMMON 922390208 5,616 450 X 450 VCA ANTECH INC COMMON 918194101 248,101 12,264 X X 12,264 VECTOR GROUP LTD COMMON 92240M108 502,665 32,683 X 32,683 VECTREN CORP COMMON 92240G101 445,394 16,719 X 16,719 VEECO INSTRS INC DEL COMMON 922417100 4,515 300 X 300 VENTANA MEDICAL SYS INC COMMON 92276H106 5,619 150 X 150 VENTIV HEALTH INC COMMON 922793104 188,692 8,204 X X 8,204 VENTURE STORES INC NON-TRANSFE COMMON 923275101 1 12,000 X 12,000 VERISIGN INC COMMON 92343E102 866,080 30,177 X X 30,177 VERITAS DGC INC COMMON 92343P107 67,410 2,250 X 2,250 VERITAS SOFTWARE CO COMMON 923436109 6,200 267 X X 267 VERITY INC COMMON 92343C106 1,181 125 X 125 VERIZON COMMUNICATIONS COMMON 92343V104 13,389,393 377,166 X X 377,166 VERIZON NEW ENGLAND 7% PFD MAT PREFERR 92344R201 23,202 900 X X 900 VIACOM INC CL A COMMON 925524100 428,855 12,239 X 12,239 VIACOM INC CL B COMMON 925524308 2,742,688 78,745 X X 78,745 VIACOM INC PINES 7.25% PFD PREFERR 925524407 72,697 2,852 X X 2,852 VIGNETTE CORPORATION COMMON 926734104 1,965 1,500 X 1,500 VIMPEL COMMUNICATIONS SPONSORE FOREIGN 68370R109 20,652 600 X 600 VINTAGE PETROLEUM INC COMMON 927460105 4,625 147 X 147 VIRGINIA FINANCIAL GROUP INC COMMON 927810101 22,730 691 X 691 VIRGINIA POWER CAP TR II7.375% PREFERR 928083203 26,150 1,000 X 1,000 VISA INDUSTRIES INC COMMON 928256106 240 2,523 X 2,523 VISHAY INTERTECHNOLOGY INC COMMON 928298108 113,946 9,167 X X 9,167 VISTEON CORP COMMON 92839U107 4,694 822 X X 822 VISUAL NETWORKS INC COMMON 928444108 74,055 24,685 X 24,685 VISX INC COMMON 92844S105 5,860 250 X 250 VITAL IMAGES INC COMMON 92846N104 49,830 3,300 X 3,300 VITESSE SEMICONDUCTOR CORP COMMON 928497106 5,968 2,252 X X 2,252 VLASIC FOODS INTL INC (NON-TRA COMMON 928559103 0 166 X 166 VODAFONE GROUP PLC SPONS ADR FOREIGN 92857W100 1,157,564 43,583 X X 43,583 VOICE IT WORLDWIDE CHGINC COMMON 92861K100 0 5,000 X 5,000 VOLVO AKTIEBOLAGET ADR B FOREIGN 928856400 171,118 3,854 X 3,854 VRB POWER SYSTEMS INC FOREIGN 91829G102 644 1,000 X 1,000 VULCAN MATERIALS COMPANY COMMON 929160109 264,828 4,660 X 4,660 W T B FINANCIAL CORP CL A VTG COMMON 929334100 0 22 X 22 WACHOVIA CORP COMMON 929903102 3,214,203 63,135 X 63,135 WAL MART DE MEXICO SA DE CV SP FOREIGN 93114W107 17,529 500 X 500 WALGREEN COMPANY COMMON 931422109 4,919,648 110,753 X X 110,753 WAL-MART STORES INC COMMON 931142103 4,783,100 95,452 X X 95,452 WALT DISNEY CO PFD 7% SR NOTES PREFERR 254687304 125,775 4,875 X X 4,875 WASHINGTON FED INC COMMON 938824109 71,822 3,075 X X 3,075 WASHINGTON MUT CAP TR I 5.375% PREFERR 939322848 3,911 75 X 75 WASHINGTON MUT INC COMMON 939322103 2,358,032 59,697 X X 59,697 WASHINGTON MUTUAL CAP I CORP-B PREFERR 21988G718 26,507 1,027 X X 1,027 WASHINGTON POST CO CL B COMMON 939640108 8,940 10 X 10 WASHINGTON TR BANCORP INC COMMON 940610108 54,960 2,000 X 2,000 WASTE CONNECTIONS INC COMMON 941053100 1,147 33 X 33 WASTE MGMT INC (DE) COMMON 94106L109 3,504,121 121,460 X X 121,460 WATERS CORP COMMON 941848103 2,935 82 X 82 WATSON PHARMACEUTICALS INC COMMON 942683103 2,301,216 74,885 X X 74,885 WATTS WATER TECHNOLOGIES COMMON 942749102 53,807 1,650 X X 1,650 WAUSAU MOSINEE PAPER CORP COMMON 943315101 103,448 7,316 X X 7,316 WCI COMMUNITIES INC COMMON 92923C104 109,912 3,654 X 3,654 WD-40 COMPANY COMMON COMMON 929236107 80,738 2,485 X 2,485 WEATHERFORD INTL LTD COMMON G95089101 10,429 180 X 180 WEBEX COMMUNICATIONS INC COMMON 94767L109 175,959 8,150 X 8,150 WEBMD CORP COMMON 94769M105 1,377 162 X 162 WEBMETHODS INC COMMON 94768C108 2,192 400 X 400 WEBSENSE INC COMMON 947684106 126,699 2,355 X 2,355 WEBSIDESTORY INC COMMON 947685103 6,125 500 X 500 WEBSTER FINANCIAL CORP WATERBU COMMON 947890109 14,713 324 X 324 WEBVAN GROUP INC NON-TRANSFERA COMMON 94845V103 0 1,453 X 1,453 WEIGHT WATCHERS INTL INC COMMON 948626106 40,186 935 X X 935 WEINGARTEN REALTY INVS SBI COMMON 948741103 65,811 1,907 X 1,907 WELLPOINT INC COMMON 94973V107 767,769 6,125 X X 6,125 WELLS CAPITAL TRUST VI 6.95% P PREFERR 94978B205 17,864 700 X 700 WELLS FARGO & CO NEW COMMON 949746101 5,749,232 96,141 X X 96,141 WELLS FARGO CAPITAL TR V7% PFD PREFERR 94975T209 29,922 1,162 X X 1,162 WELLS FARGO CAPITAL TRUST IV 7 PREFERR 94976Y207 143,360 5,600 X X 5,600 WENDYS INTL INC COMMON 950590109 493,856 12,650 X X 12,650 WERNER ENTERPRISES INC COMMON 950755108 74,708 3,845 X X 3,845 WESCO INTERNATIONAL INC COMMON 95082P105 243,488 8,696 X 8,696 WEST COAST ENTMT CORP NON-TRAN COMMON 952182103 0 4,000 X 4,000 WEST PHARMACEUTICAL SVCSINC COMMON 955306105 4,780 200 X 200 WESTAMERICA BANCORP COMMON 957090103 103,540 2,000 X 2,000 WESTELL TECHS INC CL A COMMON 957541105 1,929 350 X 350 WESTERN DIGITAL CORP COMMON 958102105 68,850 5,400 X 5,400 WESTERN WIRELESS CORP CL A COMMON 95988E204 125,268 3,300 X 3,300 WESTLAKE CHEMICAL CORP COMMON 960413102 151,980 4,698 X 4,698 WEYERHAEUSER CO COMMON 962166104 1,101,617 16,082 X X 16,082 WGL HOLDINGS INC COMMON 92924F106 117,586 3,798 X 3,798 WHIRLPOOL CORP COMMON 963320106 14,020 207 X 207 WHOLE FOODS MKT INC COMMON 966837106 1,658,387 16,238 X X 16,238 WILLBROS GROUP INC COMMON 969199108 30,300 1,500 X 1,500 WILLIAMS COMPANIES (DEL) COMMON 969457100 391,267 20,801 X X 20,801 WILLIAMS SONOMA INC COMMON 969904101 49,245 1,340 X 1,340 WILLIS GROUP HOLDING LTD COMMON G96655108 91,253 2,475 X 2,475 WILMINGTON TRUST CORP (NEW) COMMON 971807102 36,153 1,030 X X 1,030 WILSHIRE BANCORP INC COMMON 97186T108 6,416 492 X 492 WILTHROP EQUITY LLC (PRIVATE P COMMON ZZ3843310 0 4 X 4 WIND RIV SYS INC COMMON 973149107 32,211 2,136 X X 2,136 WINN-DIXIE STORES INC COMMON 974280109 2,790 3,000 X 3,000 WINSTAR COMMUNICATIONS INC COMMON 975515107 0 180 X 180 WINTRUST CAP TR I GTD TR PFD S PREFERR 97650Q200 25,500 1,000 X 1,000 WINTRUST FINL CORP COMMON 97650W108 92,296 1,960 X 1,960 WIRELESS HOLDERS TR FD COMMON 97653L208 925,020 17,130 X 17,130 WISCONSIN ENERGY CORP COMMON 976657106 68,515 1,930 X 1,930 WISCONSIN POWER & LIGHT 4.5% P PREFERR 976826305 1,328 16 X 16 WISCONSIN POWER & LIGHT 4.96% PREFERR 976826602 491 5 X 5 WITNESS SYSTEMS INC XXX(RESTRI COMMON 97742410R 173,359 9,878 X 9,878 WOLSELEY PLC SPONS ADR COMMON 97786P100 26,763 625 X 625 WOLVERINE WORLD WIDE INC COMMON 978097103 14,465 675 X 675 WOODWARD GOVERNOR CO COMMON 980745103 28,680 400 X 400 WORLD ACCESS INC (NEW) COMMON 98141A101 0 500 X 500 WORLDCOM INC-MCI GRP COMMON 98157D304 0 18 X 18 WORLDNET DAILY INC XXX(RESTRIC PREFERR ZZ3863276 0 51,250 X 51,250 WORONOCO BANCORP INC CHG(STOCK COMMON 981STK999 0 200 X 200 WORTHINGTON INDS INC COMMON 981811102 153,083 7,940 X 7,940 WPS RESOURCES CORP COMMON 92931B106 23,814 450 X 450 WRIGLEY WM JR CO COMMON 982526105 992,468 15,136 X X 15,136 WYETH COMMON 983024100 3,814,084 90,424 X X 90,424 XCEL ENERGY INC COMMON 98389B100 1,600,094 93,137 X X 93,137 XCL LTD NON-TRANSFERABLE COMMON 983701103 3 199 X 199 XEROX CORP COMMON 984121103 1,345,896 88,838 X 88,838 XEROX CORP 6.25% PFD CONV INTO PREFERR 984121509 725,006 5,510 X 5,510 XILINX INC COMMON 983919101 302,677 10,355 X X 10,355 XL CAPITAL LTD 8% CPN SERIES A PREFERR G98255204 42,900 1,625 X 1,625 XL CAPITAL LTD SERIES B 7.625% PREFERR G98255303 2,600 100 X 100 XL CAPITAL LTD SHS A FOREIGN G98255105 43,422 600 X 600 XM SATELLITE RADIO HOLDINGS COMMON 983759101 102,639 3,245 X X 3,245 XTO ENERGY INC COMMON 98385X106 92,937 2,830 X 2,830 YAHOO INC COMMON 984332106 620,268 18,297 X X 18,297 YANKEE CANDLE CO (THE) COMMON 984757104 58,645 1,850 X 1,850 YARDVILLE NATL BANCORP COMMON 985021104 24,498 751 X 751 YELLOW ROADWAY CORP COMMON 985577105 68,316 1,167 X 1,167 YORK INTL CORP (NEW) COMMON 986670107 118 3 X 3 YUE YUEN INDUSTRIAL HLDGS LTD FOREIGN G98803144 4,416 1,600 X 1,600 YUM BRANDS INC COMMON 988498101 494,112 9,537 X 9,537 ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 409,601 8,625 X X 8,625 ZILA INC $0.01 PAR COMMON 989513205 2,020 500 X 500 ZIMMER HOLDINGS INC COMMON 98956P102 3,000,509 38,562 X X 38,562 ZIONS BANCORPORATION COMMON 989701107 393,276 5,698 X X 5,698 ZIONS CAPITAL TRUST B 8% CPN M PREFERR 989703202 116,204 4,400 X 4,400 ZOLL MED CORP COMMON 989922109 24,580 1,091 X 1,091 ZWEIG TOTAL RETURN COMMON 989837109 353,450 68,498 X 68,498 ZYGO CORPORATION COMMON 989855101 1,957 151 X 151 TOTAL 1,086,683 37,023,801
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