UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Legg Mason, Inc.
Address: 100 Light Street
Baltimore, MD 21202
13F File Number: 28-1700
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: Peter L. Bain
Title: Executive Vice President
Phone: 410-454-3227
Signature, Place, and Date of Signing:
Peter L. Bain Baltimore, MD February 13, 2004
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-3428 Private Capital Management LP
28-3780 Royce & Associates, LLC
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 13
Form13F Information Table Entry Total: 8003
Form13F Information Table Value Total: $59,817,457 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
1 28-3658 Barrett Associates, Inc.
2 28-1801 Bartlett & Co.
3 28-0377 Batterymarch Financial Management, Inc.
4 28-5034 Berkshire Asset Management, Inc.
5 28-6393 Bingham Legg Advisors LLC
6 28-2204 Brandywine Asset Management, LLC
7 28-7412 Legg Mason Canada Inc.
8 28-1701 Legg Mason Capital Management, Inc.
9 28-6485 Legg Mason Focus Capital, Inc.
10 28-6395 Legg Mason Funds Management, Inc.
11 28-6397 Legg Mason Trust, fsb
12 28-5474 Legg Mason Wood Walker, Incorporated
13 28-6399 LMM, LLC
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
1 800 FLOWERS COM CL A 68243Q106 15 1400 SH DEF 12 1400
1838 BD-DEB TRADING FD COM 282520105 22 1151 SH DEF 12 1151
1ST SOURCE CORP COM 336901103 47 2181 SH DEF 2 2181
21ST CENTY INS GROUP COM 90130N103 184 13400 SH DEF 3 13400
3COM CORP COM 885535104 111 13630 SH DEF 12 13630
3COM CORP COM 885535104 123 15000 SH DEF 15000
3COM CORP COM 885535104 666 81480 SH DEF 6 81480
3COM CORP COM 885535104 20 2900 SH DEF 11 2900
3M CO COM 88579Y101 3788 44554 SH DEF 2 43754 800
3M CO COM 88579Y101 9773 114934 SH DEF 3 112634 2300
3M CO COM 88579Y101 60 702 SH DEF 4 702 0 0
3M CO COM 88579Y101 2726 34888 SH DEF 11 21264 12168 1456
3M CO COM 88579Y101 1862 21898 SH DEF 5 17638 4260
3M CO COM 88579Y101 1383 16262 SH DEF 1 3000 13262
3M CO COM 88579Y101 8783 103297 SH DEF 12 103297
3M CO COM 88579Y101 212 1930 SH DEF 7 1930
4 KIDS ENTMT INC COM 350865101 3362 129200 SH DEF 3 76670 52530
40 / 86 STRATEGIC INCOME FD SH BEN INT 349739102 38 3476.86 SH DEF 12 3476.86
7-ELEVEN INC COM NEW 817826209 11 700 SH DEF 12 700
7-ELEVEN INC COM NEW 817826209 4254 265060 SH DEF 3 144460 120600
A C MOORE ARTS & CRAFTS INC COM 00086T103 29 1500 SH DEF 12 1500
A D C TELECOMMUNICATIONS COM 000886101 99 33185 SH DEF 12 33185
A D C TELECOMMUNICATIONS COM 000886101 118 39800 SH DEF 5 36800 3000
A S V INC COM 001963107 2842 76300 SH DEF 3 72760 3540
AAR CORP COM 000361105 10488 700837 SH DEF 6 690037 195 10605
ABB LTD SPONSORED ADR 000375204 51 10000 SH DEF 10000
ABBEY NATL PLC GDR 002920809 77 2828 SH DEF 12 2828
ABBEY NATL PLC GDR 002920809 57 2075 SH DEF 2 2075
ABBOTT LABS COM 002824100 1506 33795 SH DEF 11 17633 1568 14594
ABBOTT LABS COM 002824100 6844 146870 SH DEF 1 146870
ABBOTT LABS COM 002824100 12090 259437 SH DEF 4 259437 0 0
ABBOTT LABS COM 002824100 9317 199933 SH DEF 5 132268 67665
ABBOTT LABS COM 002824100 319 5300 SH DEF 7 5300
ABBOTT LABS COM 002824100 18797 403359 SH DEF 12 403359
ABBOTT LABS COM 002824100 305 6788 SH DEF 9 6788
ABBOTT LABS COM 002824100 18839 404274 SH DEF 3 395274 9000
ABBOTT LABS COM 002824100 26015 558266 SH DEF 2 533471 24795
ABC BANCORP COM 000400101 1323 82200 SH DEF 6 79000 3200
ABER DIAMOND CORP COM 002893105 188 4000 SH DEF 7 4000
ABERCROMBIE & FITCH CO CL A 002896207 37 1410 SH DEF 11 750 660
ABERCROMBIE & FITCH CO CL A 002896207 144 5810 SH DEF 12 5810
ABERCROMBIE & FITCH CO CL A 002896207 41573 1683357 SH DEF 6 1664930 460 17967
ABERDEEN ASIA PACIFIC INCOM COM 003009107 5361 844252 SH DEF 12 844252.15
ABERDEEN GLOBAL INCOME FD IN COM 003013109 26 1800 SH DEF 12 1800
ABGENIX INC COM 00339B107 1172 94035 SH DEF 12 94035
ABIGAIL ADAMS NATL BANCORP I COM 003390101 60 3300 SH DEF 11 1650 1650
ABIGAIL ADAMS NATL BANCORP I COM 003390101 425 22349 SH DEF 12 22349
ABIOMED INC COM 003654100 93 13400 SH DEF 12 13400
ABITIBI-CONSOLIDATED INC COM 003924107 30453 2936690 SH DEF 7 2936690
ABITIBI-CONSOLIDATED INC COM 003924107 191 23510 SH DEF 12 23510
ABLE LABORATORIES INC COM NEW 00371N407 15 833 SH DEF 12 833
ABM INDS INC COM 000957100 21 1200 SH DEF 12 1200
ACACIA RESH CORP ACACIA TCH COM 003881307 5 863 SH DEF 12 863
ACACIA RESH CORP COMBIMTRX COM 003881208 2 481 SH DEF 12 481
ACADIA RLTY TR COM SH BEN INT 004239109 106 8500 SH DEF 2 8500
ACCENTURE LTD BERMUDA CL A G1150G111 5098 193700 SH DEF 8 163500 30200
ACCENTURE LTD BERMUDA CL A G1150G111 13 500 SH DEF 2 500
ACCENTURE LTD BERMUDA CL A G1150G111 83829 3185000 SH DEF 10 3185000
ACCENTURE LTD BERMUDA CL A G1150G111 536 20350 SH DEF 3 10300 10050
ACCENTURE LTD BERMUDA CL A G1150G111 10 390 SH DEF 11 90 300
ACCENTURE LTD BERMUDA CL A G1150G111 244 9274 SH DEF 12 9274
ACCENTURE LTD BERMUDA CL A G1150G111 350 13300 SH DEF 9 13300
ACCESS PHARMACEUTICALS INC COM NEW 00431M209 809 154333 SH DEF 5 15000 139333
ACCESS PHARMACEUTICALS INC COM NEW 00431M209 52 10000 SH DEF 12 10000
ACCREDO HEALTH INC COM 00437V104 17 525 SH DEF 2 525
ACCREDO HEALTH INC COM 00437V104 4476 141610 SH DEF 3 107910 33700
ACCREDO HEALTH INC COM 00437V104 39 1236 SH DEF 12 1236
ACCREDO HEALTH INC COM 00437V104 256 8100 SH DEF 5 7300 800
ACE CASH EXPRESS INC COM 004403101 2244 105400 SH DEF 6 101500 3900
ACE LTD ORD G0070K103 32086 774650 SH DEF 6 767850 6800
ACE LTD ORD G0070K103 788 19023 SH DEF 12 19023
ACE LTD ORD G0070K103 1752 42300 SH DEF 3 42300
ACE LTD ORD G0070K103 1064 25700 SH DEF 5 24700 1000
ACM GOVT OPPORTUNITY FD INC COM 000918102 19 2065 SH DEF 12 2065
ACM INCOME FUND INC COM 000912105 1836 213960 SH DEF 12 213960.58
ACM MANAGED DLR INCOME FD COM 000949107 8 1000 SH DEF 12 1000
ACM MANAGED INCOME FD INC COM 000919100 2 500 SH DEF 12 500
ACM MUN SECS INCOME FD INC COM 000942102 60 5106 SH DEF 12 5106
ACTION PRODS INTL INC COM 004920104 39 12000 SH DEF 12 12000
ACTIVISION INC NEW COM NEW 004930202 12 770 SH DEF 11 770
ACTIVISION INC NEW COM NEW 004930202 49 2666 SH DEF 12 2666
ACTIVISION INC NEW COM NEW 004930202 3680 202100 SH DEF 6 202100
ACTUANT CORP CL A NEW 00508X203 6889 190300 SH DEF 3 113900 76400
ACTUANT CORP CL A NEW 00508X203 217 6000 SH DEF 5 6000
ACUITY BRANDS INC COM 00508Y102 21 800 SH DEF 2 800
ACUITY BRANDS INC COM 00508Y102 144 5600 SH DEF 12 5600
ACUITY BRANDS INC COM 00508Y102 9 475 SH DEF 11 475
ACUITY BRANDS INC COM 00508Y102 32706 1267660 SH DEF 3 959160 308500
ACUITY BRANDS INC COM 00508Y102 10003 387700 SH DEF 6 374300 13400
ACXIOM CORP COM 005125109 11417 614800 SH DEF 8 400100 214700
ACXIOM CORP COM 005125109 55710 3000000 SH DEF 13 3000000
ACXIOM CORP COM 005125109 1024 55133 SH DEF 12 55133
ACXIOM CORP COM 005125109 74280 4000000 SH DEF 10 4000000
ADAMS EXPRESS CO COM 006212104 366 29491 SH DEF 12 29491.9
ADAPTEC INC COM 00651F108 20 2250 SH DEF 12 2250
ADE CORP MASS COM 00089C107 3774 203800 SH DEF 3 179470 24330
ADECCO SA SPONSORED ADR 006754105 902 56000 SH DEF 6 8450 47550
ADMINISTAFF INC COM 007094105 15814 909920 SH DEF 3 619870 290050
ADOBE SYS INC COM 00724F101 63 1600 SH DEF 2 1600
ADOBE SYS INC COM 00724F101 298 7595 SH DEF 12 7595
ADVANCED AUTO PARTS INC COM 00751Y106 9842 120910 SH DEF 3 117590 3320
ADVANCED AUTO PARTS INC COM 00751Y106 57 700 SH DEF 12 700
ADVANCED DIGITAL INFORMATION COM 007525108 4 300 SH DEF 12 300
ADVANCED DIGITAL INFORMATION COM 007525108 11325 808930 SH DEF 3 663940 144990
ADVANCED ENERGY INDS COM 007973100 8 300 SH DEF 12 300
ADVANCED FIBRE COMMUNICATION COM 00754A105 2 100 SH DEF 12 100
ADVANCED FIBRE COMMUNICATION COM 00754A105 1672 82960 SH DEF 6 82960
ADVANCED MARKETING SVCS INC COM 00753T105 2 200 SH DEF 12 200
ADVANCED MEDICAL OPTICS INC COM 00763M108 14 711 SH DEF 2 711
ADVANCED MEDICAL OPTICS INC COM 00763M108 15139 770450 SH DEF 3 761200 9250
ADVANCED MEDICAL OPTICS INC COM 00763M108 4 208 SH DEF 12 208
ADVANCED MEDICAL OPTICS INC COM 00763M108 0 2 SH DEF 1 2
ADVANCED MICRO DEVICES INC COM 007903107 879 59000 SH DEF 2 59000
ADVANCED MICRO DEVICES INC COM 007903107 529 35500 SH DEF 6 15200 20300
ADVANCED MICRO DEVICES INC COM 007903107 358 24000 SH DEF 12 24000
ADVANCED NEUROMODULATION SYS COM 00757t101 382 8300 SH DEF 9 8300
ADVANCED NEUROMODULATION SYS COM 00757T101 17 375 SH DEF 12 375
ADVANCED PHOTONIX INC CL A 00754E107 7 3450 SH DEF 12 3450
ADVANCEPCS COM 00790K109 45 850 SH DEF 12 850
ADVANCIS PHARMACEUTICALS COR COM 00764L109 30 4000 SH DEF 12 4000
ADVANCIS PHARMACEUTICALS COR COM 00764L109 13 1700 SH DEF 1 1700
ADVANTA CORP CL A 007942105 1772 137040 SH DEF 6 128040 9000
ADVANTA CORP CL A 007942105 14 1095.54 SH DEF 12 1095.54
ADVENT CLAYMORE CV SECS & IN COM 00764C109 519 19708.01 SH DEF 12 19708.01
ADVENT SOFTWARE INC COM 007974108 61 3520 SH DEF 4 3520 0 0
ADVO INC COM 007585102 31743 999480 SH DEF 3 784655 214825
AEGON N V ORD AMER REG 007924103 86 5824 SH DEF 2 5824
AEGON N V ORD AMER REG 007924103 182 13760 SH DEF 11 3631 3249 6880
AEROPOSTALE COM 007865108 35 1260 SH DEF 12 1260
AEROPOSTALE COM 007865108 11789 429950 SH DEF 3 311980 117970
AES CORP COM 00130H105 327515 34694400 SH DEF 8 20121900 14572500
AES CORP COM 00130H105 637773 67560698 SH DEF 10 58738507 8822191
AES CORP COM 00130H105 5796 613957 SH DEF 12 613957
AES CORP COM 00130H105 11 1300 SH DEF 11 650 650
AES CORP COM 00130H105 348 36836 SH DEF 5 36836
AES CORP COM 00130H105 75520 8000000 SH DEF 13 8000000
AES CORP COM 00130H105 1567 166000 SH DEF 201000
AES CORP COM 00130H105 37 3927 SH DEF 2 3077 850
AES TR III PFD CV 6.75% 00808N202 108 2700 SH DEF 11 1350 1350
AES TR III PFD CV 6.75% 00808N202 309 7150 SH DEF 12 7150
AETHER SYS INC COM 00808V105 98 20616 SH DEF 12 20616
AETHER SYS INC COM 00808v105 272 57270 SH DEF 4 57270 0 0
AETHER SYS INC COM 00808V105 0 11 SH DEF 11 11
AETNA INC NEW COM 00817Y108 71 1100 SH DEF 11 700 200 200
AETNA INC NEW COM 00817y108 81 1200 SH DEF 4 1200 0 0
AETNA INC NEW COM 00817Y108 9 135 SH DEF 2 0 135
AETNA INC NEW COM 00817Y108 452 6693 SH DEF 12 6693
AETNA INC NEW COM 00817Y108 577 8540 SH DEF 6 8540
AEW REAL ESTATE INCOME FD COM 00104H107 63 3500 SH DEF 12 3500
AFFILIATED COMPUTER SERVICES CL A 008190100 1362 25000 SH DEF 3 13100 11900
AFFILIATED COMPUTER SERVICES CL A 008190100 293 5380 SH DEF 12 5380
AFFILIATED COMPUTER SERVICES CL A 008190100 16 300 SH DEF 4 300 0 0
AFFILIATED MANAGERS GROUP COM 008252108 125 1800 SH DEF 3 1100 700
AFFYMETRIX INC COM 00826T108 71 2900 SH DEF 12 2900
AFFYMETRIX INC COM 00826T108 1400 56890 SH DEF 3 55780 1110
AFFYMETRIX INC COM 00826T108 71 2900 SH DEF 2 2900
AFLAC INC COM 001055102 3715 102680 SH DEF 3 102680
AFLAC INC COM 001055102 30 920 SH DEF 11 600 320
AFLAC INC COM 001055102 3495 96605 SH DEF 2 96605
AFLAC INC COM 001055102 2276 62902.53 SH DEF 12 62902.53
AFTERMARKET TECHNOLOGY CORP COM 008318107 5153 375570 SH DEF 6 359970 15600
AG SVCS AMER INC COM 001250109 245 28900 SH DEF 6 28900
AGCO CORP COM 001084102 130 7000 SH DEF 11 3500 3500
AGCO CORP COM 001084102 990 49150 SH DEF 12 49150
AGCO CORP COM 001084102 211 10500 SH DEF 6 10500
AGERE SYS INC CL B 00845V209 1 223 SH DEF 1 223
AGERE SYS INC CL B 00845V209 3 1043 SH DEF 2 778 265
AGERE SYS INC CL A 00845V100 0 40 SH DEF 2 29 11
AGERE SYS INC CL A 00845V100 0 8 SH DEF 1 8
AGERE SYS INC CL A 00845V100 351 115200 SH DEF 3 115200
AGERE SYS INC CL A 00845V100 5904 1935900 SH DEF 6 1935900
AGERE SYS INC CL B 00845V209 86 29723 SH DEF 12 29723
AGERE SYS INC CL A 00845V100 38 12502 SH DEF 12 12502
AGILE SOFTWARE CORP DEL COM 00846X105 10 1000 SH DEF 12 1000
AGILENT TECHNOLOGIES INC COM 00846U101 11 380 SH DEF 1 380
AGILENT TECHNOLOGIES INC COM 00846U101 1089 37257 SH DEF 12 37257
AGILENT TECHNOLOGIES INC COM 00846U101 8078 276269 SH DEF 6 276269
AGILENT TECHNOLOGIES INC COM 00846U101 1609 55040 SH DEF 2 54812 228
AGILENT TECHNOLOGIES INC COM 00846u101 178 6100 SH DEF 4 6100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 79 3080 SH DEF 11 3080
AGILYSYS INC COM 00847J105 3 250 SH DEF 12 250
AGILYSYS INC COM 00847J105 6 500 SH DEF 2 500
AGL RES INC COM 001204106 113 3950 SH DEF 11 925 1050 1975
AGL RES INC COM 001204106 25069 861490 SH DEF 6 846990 14500
AGL RES INC COM 001204106 1573 54060 SH DEF 12 54060
AGL RES INC COM 001204106 2159 74200 SH DEF 3 74200
AGNICO EAGLE MINES LTD COM 008474108 5 300 SH DEF 7 300
AGREE REALTY CORP COM 008492100 25 900 SH DEF 12 900
AGRIUM INC COM 008916108 5491 333610 SH DEF 3 267860 65750
AGRIUM INC COM 008916108 17608 823200 SH DEF 7 823200
AIM SELECT REAL ESTATE INCM SHS 00888R107 242 14595.52 SH DEF 12 14595.52
AIR PRODS & CHEMS INC COM 009158106 1547 29285.63 SH DEF 12 29285.63
AIR PRODS & CHEMS INC COM 009158106 115 2175 SH DEF 2 2175
AIR PRODS & CHEMS INC COM 009158106 533 10875 SH DEF 11 10750 125
AIR PRODS & CHEMS INC COM 009158106 17829 337490 SH DEF 6 332140 5350
AIR PRODS & CHEMS INC COM 009158106 775 14675 SH DEF 5 11675 3000
AIR PRODS & CHEMS INC COM 009158106 143 2700 SH DEF 4 2700 0 0
AIR T INC COM 009207101 1 200 SH DEF 12 200
AIRGAS INC COM 009363102 71 3300 SH DEF 12 3300
AIRNET COMMUNICATIONS CORP COM 00941P106 0 500 SH DEF 12 500
AIRNET SYS INC COM 009417106 50 13200 SH DEF 6 13200
AIRTRAN HLDGS INC COM 00949P108 34 2850 SH DEF 12 2850
AIRTRAN HLDGS INC COM 00949P108 111 9300 SH DEF 6 9300
AK STL HLDG CORP COM 001547108 28 5431 SH DEF 12 5431
AKAMAI TECHNOLOGIES INC COM 00971T101 24 2240 SH DEF 12 2240
AKSYS LTD COM 010196103 3 300 SH DEF 12 300
AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 010198208 82 1850 SH DEF 2 1850
AKZO NOBEL NV SPONSORED ADR 010199305 7288 190525 SH DEF 6 182135 8390
AKZO NOBEL NV SPONSORED ADR 010199305 92 2410 SH DEF 2 2410
ALABAMA NATL BANCORP DELA COM 010317105 452 8603 SH DEF 2 8603
ALABAMA NATL BANCORP DELA COM 010317105 1542 29350 SH DEF 3 17450 11900
ALARIS MEDICAL SYSTEMS INC COM 011637105 21531 1415610 SH DEF 3 1165180 250430
ALBANY INTL CORP CL A 012348108 3060 90252 SH DEF 6 90252
ALBANY INTL CORP CL A 012348108 34199 1008830 SH DEF 3 799120 209710
ALBANY MOLECULAR RESH INC COM 012423109 8815 587259 SH DEF 6 565859 21400
ALBEMARLE CORP COM 012653101 79 2742 SH DEF 11 1992 750
ALBERTO CULVER CO CL B CONV 013068101 168 2746 SH DEF 11 2746
ALBERTO CULVER CO CL B CONV 013068101 1333 21130 SH DEF 12 21130
ALBERTSONS INC COM 013104104 238031 10509100 SH DEF 8 6140000 4369100
ALBERTSONS INC COM 013104104 16 700 SH DEF 2 700
ALBERTSONS INC COM 013104104 58 2570 SH DEF 9 2570
ALBERTSONS INC COM 013104104 4611 203556 SH DEF 12 203556.83
ALBERTSONS INC COM 013104104 488609 21572121 SH DEF 10 18811213 2760908
ALBERTSONS INC COM 013104104 345 11800 SH DEF 7 11800
ALBERTSONS INC COM 013104104 461 20340 SH DEF 6 20340
ALBERTSONS INC COM 013104104 273 12662 SH DEF 11 6925 456 5281
ALCAN INC COM 013716105 57576 950565 SH DEF 7 950565
ALCAN INC COM 013716105 1286 27400 SH DEF 3 25200 2200
ALCAN INC COM 013716105 18 375 SH DEF 12 375
ALCATEL SPONSORED ADR 013904305 231 17985 SH DEF 2 17985
ALCATEL SPONSORED ADR 013904305 67 5400 SH DEF 11 5400
ALCOA INC COM 013817101 6 145 SH DEF 4 145 0 0
ALCOA INC COM 013817101 211 5558 SH DEF 2 4458 1100
ALCOA INC COM 013817101 3302 86893 SH DEF 12 86893.65
ALCOA INC COM 013817101 34911 918697 SH DEF 6 863212 55485
ALCOA INC COM 013817101 6753 137500 SH DEF 7 137500
ALCOA INC COM 013817101 233 7210 SH DEF 11 4285 600 2325
ALCOA INC COM 013817101 13118 345200 SH DEF 3 339100 6100
ALCON INC COM SHS H01301102 18 300 SH DEF 4 300 0 0
ALCON INC COM SHS H01301102 17 275 SH DEF 11 275
ALCON INC COM SHS H01301102 35 570 SH DEF 12 570
ALDERWOODS GROUP INC COM 014383103 182 19300 SH DEF 3 19300
ALEXANDER & BALDWIN INC COM 014482103 19289 571497 SH DEF 6 565182 160 6155
ALEXANDER & BALDWIN INC COM 014482103 45 1325 SH DEF 12 1325
ALEXION PHARMACEUTICALS INC COM 015351109 3 200 SH DEF 12 200
ALEXION PHARMACEUTICALS INC COM 015351109 17 1000 SH DEF 2 1000
ALFA CORP COM 015385107 1824 141815 SH DEF 6 139756 2059
ALIGN TECHNOLOGY INC COM 016255101 20 1200 SH DEF 12 1200
ALIGN TECHNOLOGY INC COM 016255101 5 300 SH DEF 2 0 300
ALKERMES INC COM 01642t108 11 850 SH DEF 4 850 0 0
ALKERMES INC COM 01642T108 2 130 SH DEF 2 130
ALL AMERICAN SEMICONDUCTOR I COM NEW 016557407 3 700 SH DEF 12 700
ALLEGHANY CORP DEL COM 017175100 8132 36545 SH DEF 6 35945 600
ALLEGHENY ENERGY INC COM 017361106 25145 1970613 SH DEF 6 1846463 124150
ALLEGHENY ENERGY INC COM 017361106 270 21126 SH DEF 12 21126.37
ALLEGHENY ENERGY INC COM 017361106 2 200 SH DEF 11 200
ALLEGHENY ENERGY INC COM 017361106 7 555 SH DEF 2 555
ALLEGHENY TECHNOLOGIES INC COM 01741R102 26 2000 SH DEF 2 2000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 144 10926 SH DEF 12 10926
ALLEGIANT BANCORP INC COM 017476102 14 500 SH DEF 12 500
ALLEGIANT BANCORP INC COM 017476102 188 6700 SH DEF 6 6700
ALLERGAN INC COM 018490102 206 2650 SH DEF 11 2650
ALLERGAN INC COM 018490102 188 2446 SH DEF 2 2446
ALLERGAN INC COM 018490102 88 1145 SH DEF 12 1145
ALLERGAN INC COM 018490102 2287 29775 SH DEF 1 29775
ALLETE INC COM 018522102 247 8978 SH DEF 11 878 8100
ALLETE INC COM 018522102 24 800 SH DEF 2 800
ALLETE INC COM 018522102 46 1500 SH DEF 6 1500
ALLETE INC COM 018522102 325 10620 SH DEF 3 6600 4020
ALLETE INC COM 018522102 9 300 SH DEF 12 300
ALLIANCE BANCORP NEW ENG INC COM 01852Q109 4 100 SH DEF 12 100
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 2336 64447 SH DEF 9 64447
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 1792 53086 SH DEF 12 53086
ALLIANCE DATA SYSTEMS CORP COM 018581108 270 10000 SH DEF 11 10000
ALLIANCE GAMING CORP COM NEW 01859P609 1554 63035 SH DEF 12 63035
ALLIANCE IMAGING INC COM NEW 018606202 2258 610400 SH DEF 6 578000 32400
ALLIANCE NATL MUN INCOME FD COM 01864U106 167 11878 SH DEF 12 11878.37
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 1160 33735 SH DEF 12 33735
ALLIANCE WORLD DLR GV FD II COM 01879R106 228 17500 SH DEF 12 17500
ALLIANCE WORLD DLR GV FD INC COM 018796102 178 13034 SH DEF 12 13034
ALLIANT ENERGY CORP COM 018802108 10644 427450 SH DEF 6 427450
ALLIANT ENERGY CORP COM 018802108 3101 124535 SH DEF 12 124535.92
ALLIANT ENERGY CORP COM 018802108 111 4675 SH DEF 11 1825 2850
ALLIANT TECHSYSTEMS INC COM 018804104 2426 42000 SH DEF 3 42000
ALLIANT TECHSYSTEMS INC COM 018804104 103 1787 SH DEF 12 1787
ALLIANT TECHSYSTEMS INC COM 018804104 129 2233 SH DEF 2 2200 33
ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 16920 1330305 SH DEF 6 1161225 169080
ALLIED CAP CORP NEW COM 01903Q108 4276 153377 SH DEF 12 153377.56
ALLIED CAP CORP NEW COM 01903Q108 92 3500 SH DEF 11 1750 1750
ALLIED CAP CORP NEW COM 01903Q108 179 6420 SH DEF 6 6420
ALLIED DEFENSE GROUP INC COM 019118108 5 200 SH DEF 12 200
ALLIED DEFENSE GROUP INC COM 019118108 1289 53900 SH DEF 6 51000 2900
ALLIED DEFENSE GROUP INC COM 019118108 24 1000 SH DEF 2 1000
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 1524 48030 SH DEF 6 1225 46805
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 105 3300 SH DEF 2 3300
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 3 106 SH DEF 11 106
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 5922 426680 SH DEF 6 426680
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 19 1400 SH DEF 12 1400
ALLMERICA FINL CORP COM 019754100 -59 -1920 SH DEF 12 -1920
ALLMERICA SECS TR SH BEN INT 019921105 226 23135 SH DEF 12 23135
ALLOS THERAPEUTICS INC COM 019777101 7 2000 SH DEF 12 2000
ALLOY INC COM 019855105 8 1500 SH DEF 12 1500
ALLOY INC COM 019855105 1634 313559 SH DEF 6 295659 17900
ALLOY INC COM 019855105 92 17637 SH DEF 5 17637
ALLSTATE CORP COM 020002101 1529 35545 SH DEF 6 35545
ALLSTATE CORP COM 020002101 5535 128671 SH DEF 12 128671.26
ALLSTATE CORP COM 020002101 14480 336590 SH DEF 3 329740 6850
ALLSTATE CORP COM 020002101 365 9075 SH DEF 11 4750 1100 3225
ALLSTATE CORP COM 020002101 315 7332 SH DEF 2 7332
ALLSTREAM INC CL A VTG SHS 02004C105 960 13618 SH DEF 7 13618
ALLTEL CORP COM 020039103 490 10515 SH DEF 4 10515 0 0
ALLTEL CORP COM 020039103 573 12300 SH DEF 3 12300
ALLTEL CORP COM 020039103 8850 190000 SH DEF 10 190000
ALLTEL CORP COM 020039103 1041 21375 SH DEF 9 21375
ALLTEL CORP COM 020039103 125 2687 SH DEF 11 985 196 1506
ALLTEL CORP COM 020039103 389 8355 SH DEF 2 8355
ALLTEL CORP COM 020039103 15357 329692 SH DEF 12 329692.46
ALLTEL CORP CORP UNT 7.75% 020039822 25 500 SH DEF 11 500
ALLTEL CORP CORP UNT 7.75% 020039822 1359 27340 SH DEF 12 27340
ALLTEL CORP CORP UNT 7.75% 020039822 2248 35000 SH DEF 7 35000
ALLTEL CORP COM 020039103 954 20475 SH DEF 5 6750 13725
ALLTEL CORP COM 020039103 2 50 SH DEF 6 50
ALMOST FAMILY INC COM 020409108 54 6000 SH DEF 12 6000
ALPHARMA INC CL A 020813101 90 4500 SH DEF 3 4500
ALPHARMA INC CL A 020813101 31 1550 SH DEF 12 1550
ALTAIR NANOTECHNOLOGIES INC COM 021373105 17 6500 SH DEF 12 6500
ALTERA CORP COM 021441100 157 6900 SH DEF 12 6900
ALTERA CORP COM 021441100 19 840 SH DEF 3 840
ALTERA CORP COM 021441100 7 300 SH DEF 2 300
ALTRIA GROUP INC COM 02209S103 10683 151900 SH DEF 7 151900
ALTRIA GROUP INC COM 02209S103 11415 209763 SH DEF 6 209763
ALTRIA GROUP INC COM 02209S103 1046 19225 SH DEF 5 12450 6775
ALTRIA GROUP INC COM 02209S103 680 13800 SH DEF 11 6600 5075 2125
ALTRIA GROUP INC COM 02209S103 48290 887366 SH DEF 3 869126 18240
ALTRIA GROUP INC COM 02209S103 13609 250074 SH DEF 12 250074.68
ALTRIA GROUP INC COM 02209S103 22856 420000 SH DEF 10 420000
ALTRIA GROUP INC COM 02209S103 2244 41230 SH DEF 2 38620 2610
AMAZON COM INC COM 023135106 1804200 34274309 SH DEF 10 30537899 3736410
AMAZON COM INC COM 023135106 756026 14362200 SH DEF 8 8494100 5868100
AMAZON COM INC COM 023135106 263200 5000000 SH DEF 13 5000000
AMAZON COM INC COM 023135106 1350 25650 SH DEF 9 25650
AMAZON COM INC COM 023135106 550 11098 SH DEF 11 5700 2448 2950
AMAZON COM INC COM 023135106 11076 210413 SH DEF 12 210413
AMAZON COM INC COM 023135106 65 950 SH DEF 7 950
AMB PROPERTY CORP COM 00163T109 26 800 SH DEF 12 800
AMB PROPERTY CORP COM 00163T109 20 600 SH DEF 2 600
AMBAC FINL GROUP INC COM 023139108 364 5247 SH DEF 12 5247
AMBAC FINL GROUP INC COM 023139108 254 3655 SH DEF 6 3655
AMBAC FINL GROUP INC COM 023139108 187 2790 SH DEF 11 2690 100
AMBAC FINL GROUP INC COM 023139108 24 350 SH DEF 2 350
AMBAC FINL GROUP INC COM 023139108 29 325 SH DEF 7 325
AMBASSADORS GROUP INC COM 023177108 329 14016 SH DEF 6 14016
AMC ENTMT INC COM 001669100 2645 173870 SH DEF 3 154370 19500
AMCOL INTL CORP COM 02341W103 8 400 SH DEF 12 400
AMCOL INTL CORP COM 02341W103 288 14200 SH DEF 3 14200
AMCOR LTD ADR NEW 02341R302 60 2400 SH DEF 2 2400
AMDOCS LTD ORD G02602103 192 8559 SH DEF 12 8559
AMDOCS LTD ORD G02602103 89489 3981379 SH DEF 6 3868498 250 112631
AMDOCS LTD ORD G02602103 36274 1613600 SH DEF 10 1613600
AMDOCS LTD ORD G02602103 3093 137600 SH DEF 8 119000 18600
AMDOCS LTD ORD G02602103 32938 1465230 SH DEF 3 1288480 176750
AMEN PPTYS INC COM NEW 023477201 0 75 SH DEF 12 75
AMERADA HESS CORP COM 023551104 133 2306 SH DEF 9 200 2106
AMERADA HESS CORP COM 023551104 166 3128 SH DEF 12 3128
AMERADA HESS CORP COM 023551104 262 4920 SH DEF 6 4920
AMERADA HESS CORP COM 023551104 0 2 SH DEF 1 2
AMERADA HESS CORP PFD CV ACES 7% 023551401 114 2070 SH DEF 12 2070
AMERCO COM 023586100 4 200 SH DEF 12 200
AMEREN CORP COM 023608102 2300 50650 SH DEF 9 50650
AMEREN CORP COM 023608102 1509 32813.92 SH DEF 12 32813.92
AMEREN CORP COM 023608102 14 300 SH DEF 2 300
AMEREN CORP COM 023608102 275 5970 SH DEF 6 5970
AMERIANA BANCORP COM 023613102 10 700 SH DEF 12 700
AMERICA FIRST APT INV INC COM 02363X104 117 10400 SH DEF 12 10400
AMERICA FIRST REAL ESTATE IN UNIT LTD PARTN 02364Y101 13 1468 SH DEF 12 1468
AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V107 223 31000 SH DEF 12 31000
AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V107 101 14000 SH DEF 11 14000
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 140 5124 SH DEF 2 5124
AMERICA SVC GROUP INC COM 02364L109 1993 64530 SH DEF 3 63480 1050
AMERICA WEST HLDG CORP CL B 023657208 10057 811030 SH DEF 3 541116 269914
AMERICAN AXLE & MFG HLDGS IN COM 024061103 17472 432260 SH DEF 3 295010 137250
AMERICAN AXLE & MFG HLDGS IN COM 024061103 20444 505800 SH DEF 6 487100 18700
AMERICAN AXLE & MFG HLDGS IN COM 024061103 16 400 SH DEF 4 400 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 149 5000 SH DEF 8 5000
AMERICAN CAPITAL STRATEGIES COM 024937104 14 475 SH DEF 11 475
AMERICAN CAPITAL STRATEGIES COM 024937104 3713 124899 SH DEF 12 124899.88
AMERICAN CMNTY PPTYS TR COM 02520N106 2 250 SH DEF 12 250
AMERICAN DENTAL PARTNERS COM 025353103 17 1500 SH DEF 6 1500
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 6 350 SH DEF 12 350
AMERICAN ECOLOGY CORP COM NEW 025533407 29 3486 SH DEF 12 3486
AMERICAN ELEC PWR INC COM 025537101 1155 37871 SH DEF 12 37871.59
AMERICAN ELEC PWR INC COM 025537101 12024 394100 SH DEF 6 394100
AMERICAN ELEC PWR INC COM 025537101 467 15300 SH DEF 3 15300
AMERICAN ELEC PWR INC COM 025537101 18 600 SH DEF 11 300 300
AMERICAN ELEC PWR INC COM 025537101 903 29600 SH DEF 5 18200 11400
AMERICAN ELEC PWR INC COM 025537101 86 2826 SH DEF 2 2826
AMERICAN EQTY INVT LIFE HLD COM 025676206 15 1500 SH DEF 1500
AMERICAN EXPRESS CO COM 025816109 205 4250 SH DEF 5 1650 2600
AMERICAN EXPRESS CO COM 025816109 12049 249817 SH DEF 12 249817.63
AMERICAN EXPRESS CO COM 025816109 3476 72062 SH DEF 2 68587 3475
AMERICAN EXPRESS CO COM 025816109 1088 22560 SH DEF 4 22560 0 0
AMERICAN EXPRESS CO COM 025816109 12287 254769 SH DEF 6 254769
AMERICAN EXPRESS CO COM 025816109 3734 59900 SH DEF 7 59900
AMERICAN EXPRESS CO COM 025816109 796 17080 SH DEF 11 13076 2848 1156
AMERICAN EXPRESS CO COM 025816109 9384 194578 SH DEF 3 191478 3100
AMERICAN EXPRESS CO COM 025816109 670 13900 SH DEF 1 13900
AMERICAN FINL GROUP INC OHIO COM 025932104 175 7278 SH DEF 11 7278
AMERICAN FINL GROUP INC OHIO COM 025932104 42 1589 SH DEF 2 1589
AMERICAN FINL GROUP INC OHIO COM 025932104 25339 957630 SH DEF 6 937530 20100
AMERICAN FINL GROUP INC OHIO COM 025932104 40 1525 SH DEF 12 1525
AMERICAN FINL RLTY TR COM 02607P305 938 54999 SH DEF 12 54999
AMERICAN GREETINGS CORP CL A 026375105 4 200 SH DEF 12 200
AMERICAN GREETINGS CORP CL A 026375105 13305 608375 SH DEF 6 594475 13900
AMERICAN HEALTHWAYS INC COM 02649V104 33 1400 SH DEF 12 1400
AMERICAN HOME MTG INVT CORP COM 02660R107 31 1365 SH DEF 12 1365
AMERICAN INDEPENDENCE CORP COM NEW 026760405 60 5069 SH DEF 12 5069.88
AMERICAN INTL GROUP INC COM 026874107 10567 159436 SH DEF 4 159436 0 0
AMERICAN INTL GROUP INC COM 026874107 1633 26707 SH DEF 11 9372 12594 4741
AMERICAN INTL GROUP INC COM 026874107 3470 50199 SH DEF 9 50199
AMERICAN INTL GROUP INC COM 026874107 59174 892794 SH DEF 3 873611 19183
AMERICAN INTL GROUP INC COM 026874107 41452 625409 SH DEF 6 594673 30736
AMERICAN INTL GROUP INC COM 026874107 7713 116372 SH DEF 2 115544 828
AMERICAN INTL GROUP INC COM 026874107 19921 300558 SH DEF 12 300558.73
AMERICAN INTL GROUP INC COM 026874107 5140 60000 SH DEF 7 60000
AMERICAN INTL GROUP INC COM 026874107 13185 198924 SH DEF 5 69021 129903
AMERICAN INTL GROUP INC COM 026874107 30212 455821 SH DEF 1 11000 444821
AMERICAN ITALIAN PASTA CO CL A 027070101 79 1878 SH DEF 12 1878
AMERICAN ITALIAN PASTA CO CL A 027070101 177 4400 SH DEF 11 4400
AMERICAN ITALIAN PASTA CO CL A 027070101 6592 157325 SH DEF 1 157325
AMERICAN MED SEC GROUP INC COM 02744P101 10968 489190 SH DEF 3 383590 105600
AMERICAN MED SYS HLDGS INC COM 02744M108 4 179 SH DEF 12 179
AMERICAN MGMT SYS INC COM 027352103 48 3410 SH DEF 11 1705 1705
AMERICAN MGMT SYS INC COM 027352103 173 11500 SH DEF 12 11500
AMERICAN MTG ACCEP CO SH BEN INT 027568104 41 2529 SH DEF 12 2529
AMERICAN NATL BANKSHARES INC COM 027745108 106 4000 SH DEF 12 4000
AMERICAN NATL INS CO COM 028591105 117 1380 SH DEF 6 1380
AMERICAN PAC CORP COM 028740108 51 5350 SH DEF 12 5350
AMERICAN PHARMACEUTICALS PTN COM 02886P109 16 475 SH DEF 12 475
AMERICAN PHYSICIANS CAPITAL COM 028884104 8004 435315 SH DEF 6 428375 190 6750
AMERICAN PWR CONVERSION CORP COM 029066107 78 3200 SH DEF 2 3200
AMERICAN PWR CONVERSION CORP COM 029066107 757 30945 SH DEF 12 30945
AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 029169109 42 2467 SH DEF 12 2467
AMERICAN RETIREMENT CORP COM 028913101 0 100 SH DEF 12 100
AMERICAN SCIENCE & ENGR INC COM 029429107 12 1000 SH DEF 2 1000
AMERICAN STD COS INC DEL COM 029712106 286 2840 SH DEF 12 2840
AMERICAN STRATEGIC INCM PTFL COM 030098107 6 420 SH DEF 12 420
AMERICAN STS WTR CO COM 029899101 56 2324 SH DEF 11 1162 1162
AMERICAN STS WTR CO COM 029899101 375 15012 SH DEF 12 15012
AMERICAN SUPERCONDUCTOR CORP COM 030111108 153 11050 SH DEF 12 11050
AMERICAN SUPERCONDUCTOR CORP COM 030111108 15 1050 SH DEF 1 1050
AMERICAN TECHNOLOGY CORP COM NEW 030145205 2 500 SH DEF 12 500
AMERICAN TOWER CORP CL A 029912201 138 12800 SH DEF 5 11200 1600
AMERICAN TOWER CORP CL A 029912201 236 21775 SH DEF 12 21775
AMERICAN WOODMARK CORP COM 030506109 2772 50349 SH DEF 6 50149 200
AMERICAN WOODMARK CORP COM 030506109 21 430 SH DEF 11 430
AMERICANWEST BANCORPORATION COM 03058P109 714 31331 SH DEF 6 31330 1
AMERICREDIT CORP COM 03060R101 63720 4000000 SH DEF 10 4000000
AMERICREDIT CORP COM 03060R101 176823 11100000 SH DEF 13 11100000
AMERICREDIT CORP COM 03060R101 10901 684300 SH DEF 8 487400 196900
AMERICREDIT CORP COM 03060R101 746 46840 SH DEF 12 46840
AMERIGAS PARTNERS L P UNIT L P INT 030975106 256 9125 SH DEF 12 9125
AMERIGAS PARTNERS L P UNIT L P INT 030975106 226 7938 SH DEF 9 7938
AMERIGROUP CORP COM 03073T102 175 4100 SH DEF 3 4100
AMERIGROUP CORP COM 03073T102 4 95 SH DEF 12 95
AMERISERV FINL INC COM 03074A102 2 400 SH DEF 12 400
AMERISOURCEBERGEN CORP COM 03073e105 112 2000 SH DEF 4 2000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 104 1852 SH DEF 12 1852
AMERISTAR CASINOS INC COM 03070Q101 7921 323700 SH DEF 3 249500 74200
AMERN STRATEGIC INCOME PTFL COM 030099105 26 1841 SH DEF 12 1841
AMERON INTL INC COM 030710107 3563 102700 SH DEF 6 97300 5400
AMERON INTL INC COM 030710107 1347 38835 SH DEF 12 38835
AMERUS GROUP CO COM 03072M108 1 39 SH DEF 12 39
AMERUS GROUP CO COM 03072M108 28418 812636 SH DEF 6 786174 26462
AMERUS GROUP CO COM 03072M108 2276 65080 SH DEF 3 21080 44000
AMETEK INC NEW COM 031100100 51 1050 SH DEF 12 1050
AMGEN INC COM 031162100 3458 53881 SH DEF 11 41912 6299 5670
AMGEN INC COM 031162100 1116 18065 SH DEF 5 16150 1915
AMGEN INC COM 031162100 869 10900 SH DEF 7 10900
AMGEN INC COM 031162100 29429 476271 SH DEF 3 467171 9100
AMGEN INC COM 031162100 19380 313593 SH DEF 12 313593
AMGEN INC COM 031162100 3503 56684 SH DEF 2 56194 490
AMGEN INC COM 031162100 21275 344300 SH DEF 1 14852 329448
AMGEN INC COM 031162100 320 5172 SH DEF 4 5172 0 0
AMIS HLDGS INC COM 031538101 1980 108300 SH DEF 3 106490 1810
AMKOR TECHNOLOGY INC COM 031652100 2 100 SH DEF 12 100
AMKOR TECHNOLOGY INC COM 031652100 8068 444790 SH DEF 3 319700 125090
AMN HEALTHCARE SERVICES INC COM 001744101 12160 708600 SH DEF 6 683700 24900
AMPAL AMERN ISRAEL CORP PFD CV 6.50% 032015307 21 2228 SH DEF 2 2228
AMPAL AMERN ISRAEL CORP PFD CV 6.50% 032015307 2 204 SH DEF 12 204
AMPCO-PITTSBURGH CORP COM 032037103 7 500 SH DEF 12 500
AMPHENOL CORP NEW CL A 032095101 1508 23595 SH DEF 12 23595
AMPHENOL CORP NEW CL A 032095101 24136 377540 SH DEF 3 343710 33830
AMR CORP COM 001765106 150 11550 SH DEF 12 11550
AMR CORP COM 001765106 9 686 SH DEF 686
AMREP CORP NEW COM 032159105 1 54 SH DEF 2 54
AMSOUTH BANCORPORATION COM 032165102 23 970 SH DEF 11 585 385
AMSOUTH BANCORPORATION COM 032165102 2889 117929 SH DEF 12 117929.45
AMSOUTH BANCORPORATION COM 032165102 1343 51025 SH DEF 9 1825 49200
AMSOUTH BANCORPORATION COM 032165102 62 2529 SH DEF 1 2529
AMSOUTH BANCORPORATION COM 032165102 1311 53522 SH DEF 6 53522
AMSOUTH BANCORPORATION COM 032165102 7 300 SH DEF 4 300 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 1 200 SH DEF 12 200
AMX CORP NEW COM 00180C105 126 15750 SH DEF 12 15750
AMYLIN PHARMACEUTICALS INC COM 032346108 27 1200 SH DEF 2 1200
AMYLIN PHARMACEUTICALS INC COM 032346108 4 200 SH DEF 12 200
ANADARKO PETE CORP COM 032511107 4897 96000 SH DEF 10 96000
ANADARKO PETE CORP COM 032511107 14230 278956 SH DEF 1 9000 269956
ANADARKO PETE CORP COM 032511107 2169 42530 SH DEF 12 42530
ANADARKO PETE CORP COM 032511107 12264 240414 SH DEF 6 207496 32918
ANADARKO PETE CORP COM 032511107 1174 23011 SH DEF 2 21411 1600
ANADARKO PETE CORP COM 032511107 120 2582 SH DEF 11 2132 150 300
ANALEX CORP COM 032653107 4 1000 SH DEF 12 1000
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ANALOG DEVICES INC COM 032654105 19 410 SH DEF 3 410
ANALOG DEVICES INC COM 032654105 1054 23085 SH DEF 12 23085.51
ANALOGIC CORP COM PAR $0.05 032657207 14 340 SH DEF 12 340
ANCHOR BANCORP WIS INC COM 032839102 157 6300 SH DEF 3 6300
ANCHOR BANCORP WIS INC COM 032839102 11819 474663 SH DEF 6 458863 15800
ANDERSONS INC COM 034164103 1231 77100 SH DEF 6 74600 2500
ANDREW CORP COM 034425108 30 2630 SH DEF 12 2630
ANDREW CORP COM 034425108 0 1 SH DEF 3 1
ANDREW CORP COM 034425108 98 8490 SH DEF 6 8490
ANDREW CORP COM 034425108 20 1775 SH DEF 2 1775
ANDRX CORP DEL ANDRX GROUP 034553107 42 1750 SH DEF 12 1750
ANGEION CORP COM 03462H404 0 1 SH DEF 12 1
ANGELICA CORP COM 034663104 4826 219380 SH DEF 3 176680 42700
ANGELICA CORP COM 034663104 39 1750 SH DEF 2 1750
ANGELICA CORP COM 034663104 9 400 SH DEF 12 400
ANGIOTECH PHARMACEUTICALS IN COM 034918102 7338 159900 SH DEF 3 123010 36890
ANGLO AMERN PLC ADR 03485P102 5965 269935 SH DEF 6 258120 11815
ANGLOGOLD LTD SPONSORED ADR 035128206 47 1000 SH DEF 2 1000
ANHEUSER BUSCH COS INC COM 035229103 9342 177337 SH DEF 12 177337.11
ANHEUSER BUSCH COS INC COM 035229103 170 2500 SH DEF 7 2500
ANHEUSER BUSCH COS INC COM 035229103 5292 100460 SH DEF 3 98460 2000
ANHEUSER BUSCH COS INC COM 035229103 561 10647 SH DEF 5 4352 6295
ANHEUSER BUSCH COS INC COM 035229103 28684 544488 SH DEF 2 534088 10400
ANHEUSER BUSCH COS INC COM 035229103 6896 134820 SH DEF 11 115692 18133 995
ANIXTER INTL INC COM 035290105 36 1400 SH DEF 2 1400
ANIXTER INTL INC COM 035290105 21 814 SH DEF 12 814
ANIXTER INTL INC COM 035290105 2968 114700 SH DEF 3 80000 34700
ANNALY MTG MGMT INC COM 035710409 2757 149854 SH DEF 12 149854.58
ANNALY MTG MGMT INC COM 035710409 221 12000 SH DEF 8 12000
ANNALY MTG MGMT INC COM 035710409 145 8300 SH DEF 11 4150 4150
ANNALY MTG MGMT INC COM 035710409 115 6250 SH DEF 2 6250
ANNTAYLOR STORES CORP COM 036115103 38018 974820 SH DEF 3 847120 127700
ANNTAYLOR STORES CORP COM 036115103 30 760 SH DEF 12 760
ANNTAYLOR STORES CORP COM 036115103 37 1050 SH DEF 11 1050
ANSOFT CORP COM 036384105 4 300 SH DEF 12 300
ANSWERTHINK INC COM 036916104 4 800 SH DEF 12 800
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ANTEON INTL CORP COM 03674E108 7651 212225 SH DEF 1 90650 121575
ANTEON INTL CORP COM 03674E108 306 8480 SH DEF 12 8480
ANTHEM INC COM 03674B104 371 4940 SH DEF 6 4940
ANTHEM INC COM 03674B104 16583 221108 SH DEF 3 218608 2500
ANTHEM INC COM 03674B104 7796 103950 SH DEF 8 46550 57400
ANTHEM INC COM 03674B104 958 12773 SH DEF 12 12773
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ANTHEM INC COM 03674B104 57660 768800 SH DEF 10 768800
ANTHRACITE CAP INC COM 037023108 33 3000 SH DEF 2 3000
ANTHRACITE CAP INC COM 037023108 469 42350 SH DEF 12 42350
ANTIGENICS INC DEL COM 037032109 31 2711 SH DEF 12 2711
ANWORTH MORTGAGE ASSET CP COM 037347101 33 2400 SH DEF 12 2400
AON CORP COM 037389103 2667 111391 SH DEF 12 111391.4
AON CORP COM 037389103 1337 60396 SH DEF 11 59796 300 300
AON CORP COM 037389103 9576 400000 SH DEF 13 400000
AON CORP COM 037389103 412 17230 SH DEF 6 17230
AP PHARMA INC COM 00202j104 4 1580 SH DEF 4 1580 0 0
APAC CUSTOMER SERVICES INC COM 00185E106 698 268544 SH DEF 6 251644 16900
APACHE CORP COM 037411105 1495 18434 SH DEF 6 14914 3520
APACHE CORP COM 037411105 901 11108 SH DEF 5 8608 2500
APACHE CORP COM 037411105 6245 77000 SH DEF 10 77000
APACHE CORP COM 037411105 830 10233 SH DEF 2 10233
APACHE CORP COM 037411105 7179 88519 SH DEF 12 88519
APACHE CORP COM 037411105 766 9448 SH DEF 1 2625 6823
APACHE CORP COM 037411105 41 549 SH DEF 11 524 25
APARTMENT INVT & MGMT CO CL A 03748R101 62 1800 SH DEF 2 1800
APARTMENT INVT & MGMT CO CL A 03748R101 439 12729 SH DEF 12 12729
APARTMENT INVT & MGMT CO PFD CV P $.01 03748R861 40 1573 SH DEF 12 1573
APEX MUN FD INC COM 037580107 30 3587 SH DEF 12 3587
APEX SILVER MINES LTD ORD G04074103 785 37552 SH DEF 12 37552
APOGEE ENTERPRISES INC COM 037598109 11154 983995 SH DEF 6 965135 470 18390
APOGENT TECHNOLOGIES INC COM 03760A101 2047 88840 SH DEF 12 88840
APOGENT TECHNOLOGIES INC COM 03760A101 182 8300 SH DEF 11 4150 4150
APOGENT TECHNOLOGIES INC COM 03760A101 10740 466160 SH DEF 3 315170 150990
APOGENT TECHNOLOGIES INC COM 03760A101 2 100 SH DEF 6 100
APOLLO GROUP INC COM UNV PHOENX 037604204 0 0 SH DEF 12 0
APOLLO GROUP INC COM UNV PHOENX 037604204 33867 491320 SH DEF 3 454040 37280
APOLLO GROUP INC CL A 037604105 81 1200 SH DEF 4 1200 0 0
APOLLO GROUP INC CL A 037604105 849 12479 SH DEF 12 12479
APPLE COMPUTER INC COM 037833100 538 19700 SH DEF 7 19700
APPLE COMPUTER INC COM 037833100 32 1500 SH DEF 4 1500 0 0
APPLE COMPUTER INC COM 037833100 66 3100 SH DEF 2 3100
APPLE COMPUTER INC COM 037833100 430 20110 SH DEF 6 20110
APPLE COMPUTER INC COM 037833100 372 17400 SH DEF 5 17400
APPLE COMPUTER INC COM 037833100 53 2500 SH DEF 2500
APPLE COMPUTER INC COM 037833100 1796 84050 SH DEF 12 84050
APPLEBEES INTL INC COM 037899101 396 10090 SH DEF 12 10090
APPLEBEES INTL INC COM 037899101 9 225 SH DEF 1 225
APPLEBEES INTL INC COM 037899101 39 1000 SH DEF 2 1000
APPLERA CORP COM CE GEN GRP 038020202 3 200 SH DEF 2 0 200
APPLERA CORP COM CE GEN GRP 038020202 85 6078 SH DEF 12 6078
APPLERA CORP COM AP BIO GRP 038020103 17 800 SH DEF 2 0 800
APPLERA CORP COM AP BIO GRP 038020103 41 1920 SH DEF 11 1920
APPLERA CORP COM AP BIO GRP 038020103 77 3717 SH DEF 12 3717
APPLICA INC COM 03815A106 49 6400 SH DEF 12 6400
APPLIED DIGITAL SOLUTIONS COM 038188108 1 2400 SH DEF 12 2400
APPLIED EXTRUSION TECHNOLOGI COM 038196101 13 5000 SH DEF 12 5000
APPLIED FILMS CORP COM 038197109 1862 56400 SH DEF 3 15600 40800
APPLIED INDL TECHNOLOGIES IN COM 03820C105 12 500 SH DEF 12 500
APPLIED INDL TECHNOLOGIES IN COM 03820C105 5531 231790 SH DEF 3 194740 37050
APPLIED MATLS INC COM 038222105 981 48552 SH DEF 11 11350 535 36667
APPLIED MATLS INC COM 038222105 9209 410222 SH DEF 2 387322 22900
APPLIED MATLS INC COM 038222105 5501 245048 SH DEF 12 245048
APPLIED MATLS INC COM 038222105 4132 184120 SH DEF 3 180520 3600
APPLIED MICRO CIRCUITS CORP COM 03822W109 652 109130 SH DEF 6 109130
APPLIED MICRO CIRCUITS CORP COM 03822W109 4 600 SH DEF 12 600
APPLIED MICRO CIRCUITS CORP COM 03822W109 0 68 SH DEF 2 68
APPLIED MOLECULAR EVOLUTION COM 03823E108 36 2000 SH DEF 2 2000
APPLIED MOLECULAR EVOLUTION COM 03823E108 89 5000 SH DEF 12 5000
APRIA HEALTHCARE GROUP INC COM 037933108 112 4000 SH DEF 11 2000 2000
APRIA HEALTHCARE GROUP INC COM 037933108 1639 57580 SH DEF 3 56530 1050
APRIA HEALTHCARE GROUP INC COM 037933108 359 12599 SH DEF 12 12599
APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R105 51 21400 SH DEF 2 19800 1600
APTARGROUP INC COM 038336103 11894 304980 SH DEF 3 241060 63920
APTARGROUP INC COM 038336103 356 9128 SH DEF 12 9128
AQUACELL TECHNOLOGIES INC COM 03840N107 52 45000 SH DEF 12 45000
AQUILA INC COM 03840P102 256 75409 SH DEF 12 75409
ARADIGM CORP COM 038505103 1 525 SH DEF 7 525
ARAMARK CORP CL B 038521100 16 600 SH DEF 12 600
ARBITRON INC COM 03875Q108 61 1454 SH DEF 12 1454
ARBITRON INC COM 03875Q108 53 1282 SH DEF 6 1282
ARCADIS N V NY REGISTRY SH 03923E107 261 22104 SH DEF 6 22104
ARCH CAP GROUP LTD ORD G0450A105 15673 393200 SH DEF 3 324150 69050
ARCH CHEMICALS INC COM 03937R102 10 393 SH DEF 12 393
ARCH CHEMICALS INC COM 03937R102 9153 356695 SH DEF 6 356695
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ARCH COAL INC COM 039380100 6 200 SH DEF 12 200
ARCH COAL INC COM 039380100 5896 189145 SH DEF 6 152345 36800
ARCHER DANIELS MIDLAND CO COM 039483102 104 6806 SH DEF 9 6806
ARCHER DANIELS MIDLAND CO COM 039483102 37 2440 SH DEF 2 2440
ARCHER DANIELS MIDLAND CO COM 039483102 64 4200 SH DEF 3 4200
ARCHER DANIELS MIDLAND CO COM 039483102 558 36665 SH DEF 6 36665
ARCHER DANIELS MIDLAND CO COM 039483102 1627 106908 SH DEF 12 106908
ARCHSTONE SMITH TR COM 039583109 1823 65150 SH DEF 12 65150.68
ARCHSTONE SMITH TR COM 039583109 13 450 SH DEF 2 0 450
ARCHSTONE SMITH TR COM 039583109 11 394 SH DEF 11 394
ARCHSTONE SMITH TR COM 039583109 9 334 SH DEF 1 334
ARCTIC CAT INC COM 039670104 48 1980 SH DEF 3 1590 390
ARCTIC CAT INC COM 039670104 621 25419 SH DEF 6 25419
ARDEN RLTY INC COM 039793104 39 1300 SH DEF 12 1300
ARGONAUT GROUP INC COM 040157109 16 1000 SH DEF 12 1000
ARGOSY GAMING CO COM 040228108 60 2300 SH DEF 3 2300
ARGOSY GAMING CO COM 040228108 5 200 SH DEF 12 200
ARGOSY GAMING CO COM 040228108 16575 637805 SH DEF 6 631895 170 5740
ARIAD PHARMACEUTICALS INC COM 04033A100 17 2300 SH DEF 12 2300
ARIBA INC COM 04033V104 7 2250 SH DEF 12 2250
ARIBA INC COM 04033v104 1 200 SH DEF 4 200 0 0
ARISTOTLE CORP COM NEW 040448201 5 1030 SH DEF 12 1030
ARKANSAS BEST CORP DEL COM 040790107 38 1200 SH DEF 12 1200
ARMOR HOLDINGS INC COM 042260109 6 240 SH DEF 12 240
ARQULE INC COM 04269E107 15 3000 SH DEF 12 3000
ARRAY BIOPHARMA INC COM 04269X105 657 115453 SH DEF 12 115453
ARROW ELECTRS INC COM 042735100 129 5560 SH DEF 6 5560
ARROW ELECTRS INC COM 042735100 320 13825 SH DEF 5 9225 4600
ARROW ELECTRS INC COM 042735100 226 9750 SH DEF 12 9750
ARROW FINL CORP COM 042744102 314 11298 SH DEF 6 11298
ARROW INTL INC COM 042764100 52 2100 SH DEF 12 2100
ARVINMERITOR INC COM 043353101 42114 1746040 SH DEF 6 1699840 46200
ARVINMERITOR INC COM 043353101 21 930 SH DEF 11 930
ARVINMERITOR INC COM 043353101 54 2259 SH DEF 12 2259
ASA LTD COM 002050102 23 500 SH DEF 12 500
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3143 175500 SH DEF 6 168700 6800
ASBURY AUTOMOTIVE GROUP INC COM 043436104 167 9300 SH DEF 3 9300
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 84 3242 SH DEF 12 3242
ASE TEST LTD ORD Y02516105 48669 3251125 SH DEF 3 2990025 261100
ASHFORD HOSPITALITY TR INC COM SHS 044103109 754 80300 SH DEF 12 80300
ASHLAND INC COM 044204105 44 1000 SH DEF 4 1000 0 0
ASHLAND INC COM 044204105 111 2510 SH DEF 12 2510
ASHLAND INC COM 044204105 163 3690 SH DEF 6 3690
ASHWORTH INC COM 04516H101 26 3230 SH DEF 6 3230
ASIA PAC FD INC COM 044901106 54 3785 SH DEF 12 3785
ASIAINFO HLDGS INC COM 04518A104 186 27900 SH DEF 3 27900
ASK JEEVES INC COM 045174109 2673 147540 SH DEF 3 144880 2660
ASML HLDG NV N Y SHS N07059111 1 40 SH DEF 6 40
ASML HLDG NV N Y SHS N07059111 13 640 SH DEF 2 0 640
ASPECT COMMUNICATIONS CORP COM 04523Q102 22896 1453740 SH DEF 3 1172890 280850
ASPECT COMMUNICATIONS CORP COM 04523Q102 47 3000 SH DEF 12 3000
ASPECT MED SYS INC COM 045235108 2 200 SH DEF 12 200
ASPEN TECHNOLOGY INC COM 045327103 3743 364810 SH DEF 3 364810
ASSOCIATED BANC CORP COM 045487105 4 100 SH DEF 6 100
ASSOCIATED BANC CORP COM 045487105 250 5857 SH DEF 12 5857
ASSOCIATED ESTATES RLTY CORP COM 045604105 36 4950 SH DEF 12 4950
ASSOCIATED ESTATES RLTY CORP COM 045604105 10 1500 SH DEF 11 1500
ASTA FDG INC COM 046220109 38 1100 SH DEF 3 1100
ASTEC INDS INC COM 046224101 10 800 SH DEF 12 800
ASTORIA FINL CORP COM 046265104 153 4120 SH DEF 6 4120
ASTORIA FINL CORP COM 046265104 27 800 SH DEF 11 800
ASTORIA FINL CORP COM 046265104 171 4603 SH DEF 12 4603
ASTORIA FINL CORP COM 046265104 74 2000 SH DEF 2 2000
ASTRONICS CORP COM 046433108 273 54900 SH DEF 6 54900
AT&T CORP COM NEW 001957505 18 680 SH DEF 7 680
AT&T CORP COM NEW 001957505 556 27369 SH DEF 2 27129 240
AT&T CORP COM NEW 001957505 65 3124 SH DEF 11 2976 148
AT&T CORP COM NEW 001957505 1101 54242 SH DEF 12 54242.12
AT&T CORP COM NEW 001957505 19 940 SH DEF 6 940
AT&T CORP COM NEW 001957505 0 20 SH DEF 1 20
AT&T CORP COM NEW 001957505 1110 54700 SH DEF 3 54700
AT&T WIRELESS SVCS INC COM 00209A106 52 6405 SH DEF 11 5930 475
AT&T WIRELESS SVCS INC COM 00209a106 10069 1260253 SH DEF 4 1260253 0 0
AT&T WIRELESS SVCS INC COM 00209A106 2099 262682 SH DEF 12 262682
AT&T WIRELESS SVCS INC COM 00209A106 427 53425 SH DEF 2 53039 386
AT&T WIRELESS SVCS INC COM 00209A106 3 289 SH DEF 7 289
AT&T WIRELESS SVCS INC COM 00209A106 0 32 SH DEF 1 32
AT&T WIRELESS SVCS INC COM 00209A106 40 5000 SH DEF 5000
AT&T WIRELESS SVCS INC COM 00209A106 8 965 SH DEF 6 965
AT&T WIRELESS SVCS INC COM 00209A106 5465 683992 SH DEF 5 407457 276535
ATC HEALTHCARE INC CL A 00209C102 5 7500 SH DEF 12 7500
ATHEROGENICS INC COM 047439104 1592 106495 SH DEF 12 106495
ATHEROGENICS INC COM 047439104 1040 70000 SH DEF 70000
ATI TECHNOLOGIES INC COM 001941103 8172 419300 SH DEF 7 419300
ATI TECHNOLOGIES INC COM 001941103 3357 222020 SH DEF 3 222020
ATI TECHNOLOGIES INC COM 001941103 31 2025 SH DEF 12 2025
ATLANTIC COAST AIRLINES HLDG COM 048396105 4391 445800 SH DEF 6 432000 13800
ATLANTIC COAST AIRLINES HLDG COM 048396105 15 1500 SH DEF 12 1500
ATLANTIC RLTY TR SH BEN INT 048798102 121 8000 SH DEF 12 8000
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 2317 57926 SH DEF 12 57926
ATMEL CORP COM 049513104 92 15240 SH DEF 12 15240
ATMEL CORP COM 049513104 146 24300 SH DEF 3 24300
ATMEL CORP SDCV 5/2 049513AE4 257 6000 SH DEF 12 6000
ATMOS ENERGY CORP COM 049560105 4243 174600 SH DEF 6 169700 4900
ATMOS ENERGY CORP COM 049560105 452 18621 SH DEF 12 18621
ATMOS ENERGY CORP COM 049560105 50 2064 SH DEF 2 2064
ATWOOD OCEANICS INC COM 050095108 11 400 SH DEF 11 400
AUDIOCODES LTD ORD M15342104 3088 295800 SH DEF 3 291300 4500
AUDIOVOX CORP CL A 050757103 955 74400 SH DEF 3 70700 3700
AUDIOVOX CORP CL A 050757103 64 5000 SH DEF 12 5000
AUTHENTIDATE HLDG CORP COM 052666104 6 500 SH DEF 12 500
AUTODESK INC COM 052769106 127 5175 SH DEF 4 5175 0 0
AUTODESK INC COM 052769106 13022 529800 SH DEF 3 515450 14350
AUTODESK INC COM 052769106 1651 67150 SH DEF 6 53900 13250
AUTODESK INC COM 052769106 1674 68104 SH DEF 12 68104
AUTODESK INC COM 052769106 116 5850 SH DEF 11 4050 325 1475
AUTOIMMUNE INC COM 052776101 9 6000 SH DEF 12 6000
AUTOLIV INC COM 052800109 2716 72128 SH DEF 12 72128
AUTOLIV INC COM 052800109 32716 868960 SH DEF 3 763880 105080
AUTOLIV INC COM 052800109 22 636 SH DEF 11 636
AUTOMATIC DATA PROCESSING IN COM 053015103 12803 323223 SH DEF 12 323223.97
AUTOMATIC DATA PROCESSING IN COM 053015103 16580 418577 SH DEF 2 408777 9800
AUTOMATIC DATA PROCESSING IN COM 053015103 15543 392391 SH DEF 4 392391 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8374 211422 SH DEF 5 119522 91900
AUTOMATIC DATA PROCESSING IN COM 053015103 1417 35166 SH DEF 9 35166
AUTOMATIC DATA PROCESSING IN COM 053015103 1321 35030 SH DEF 11 28718 1681 4631
AUTOMATIC DATA PROCESSING IN COM 053015103 20004 505033 SH DEF 1 11500 493533
AUTOMATIC DATA PROCESSING IN COM 053015103 11101 280266 SH DEF 3 275466 4800
AUTONATION INC COM 05329W102 2 100 SH DEF 12 100
AUTONATION INC COM 05329W102 275 14950 SH DEF 6 14950
AUTOZONE INC COM 053332102 2 25 SH DEF 11 25
AUTOZONE INC COM 053332102 4184 49105 SH DEF 12 49105
AUTOZONE INC COM 053332102 622 7300 SH DEF 3 3800 3500
AVALONBAY CMNTYS INC COM 053484101 17 350 SH DEF 2 350
AVALONBAY CMNTYS INC COM 053484101 157 3290 SH DEF 12 3290
AVALONBAY CMNTYS INC COM 053484101 511 10690 SH DEF 5 10690
AVANEX CORP COM 05348W109 215 43050 SH DEF 12 43050
AVANIR PHARMACEUTICALS CL A 05348P104 2 1250 SH DEF 12 1250
AVANT IMMUNOTHERAPEUTICS INC COM 053491106 6 2075 SH DEF 12 2075
AVATAR HLDGS INC COM 053494100 107 2900 SH DEF 12 2900
AVAYA INC COM 053499109 29 2245 SH DEF 2 2245
AVAYA INC COM 053499109 5509 425710 SH DEF 3 403900 21810
AVAYA INC COM 053499109 3 216 SH DEF 6 216
AVAYA INC COM 053499109 0 33 SH DEF 1 33
AVAYA INC COM 053499109 221 17059 SH DEF 12 17059.13
AVENTIS SPONSORED ADR 053561106 46 700 SH DEF 4 700 0 0
AVENTIS SPONSORED ADR 053561106 68 1030 SH DEF 2 1030
AVENTIS SPONSORED ADR 053561106 8180 123260 SH DEF 6 118970 4290
AVENTIS SPONSORED ADR 053561106 262 3950 SH DEF 5 2550 1400
AVERY DENNISON CORP COM 053611109 832 14843.38 SH DEF 12 14843.38
AVERY DENNISON CORP COM 053611109 202 3794 SH DEF 11 2569 1225
AVERY DENNISON CORP COM 053611109 45 800 SH DEF 2 800
AVI BIOPHARMA INC COM 002346104 154 37750 SH DEF 12 37750
AVIALL INC NEW COM 05366B102 3825 246600 SH DEF 6 234400 12200
AVICI SYS INC COM NEW 05367L802 1 81 SH DEF 12 81
AVID TECHNOLOGY INC COM 05367P100 34898 727040 SH DEF 3 596320 130720
AVISTA CORP COM 05379B107 890 49100 SH DEF 6 49100
AVISTA CORP COM 05379B107 7677 423670 SH DEF 3 368950 54720
AVISTA CORP COM 05379B107 61 3350 SH DEF 12 3350
AVITAR INC NEW COM 053801106 5 20000 SH DEF 5 20000
AVITAR INC NEW COM 053801106 0 1000 SH DEF 12 1000
AVNET INC COM 053807103 395 18245 SH DEF 12 18245
AVNET INC COM 053807103 45 2060 SH DEF 6 2060
AVNET INC COM 053807103 251 11575 SH DEF 5 7325 4250
AVOCENT CORP COM 053893103 329 9000 SH DEF 12 9000
AVON PRODS INC COM 054303102 2081 30829 SH DEF 12 30829
AVON PRODS INC COM 054303102 74 1100 SH DEF 2 1100
AVON PRODS INC COM 054303102 751 11370 SH DEF 11 9470 1900
AVX CORP NEW COM 002444107 4 230 SH DEF 6 230
AVX CORP NEW COM 002444107 31 1875 SH DEF 12 1875
AWARE INC MASS COM 05453N100 1 200 SH DEF 12 200
AXA SPONSORED ADR 054536107 348 16216 SH DEF 2 16216
AXA SPONSORED ADR 054536107 9 472 SH DEF 11 472
AXA SPONSORED ADR 054536107 10050 467039 SH DEF 6 447717 19322
AXCAN PHARMA INC COM 054923107 15 975 SH DEF 12 975
AXCAN PHARMA INC COM 054923107 3117 199200 SH DEF 3 192850 6350
AXCELIS TECHNOLOGIES INC COM 054540109 16 1525 SH DEF 12 1525
AXCELIS TECHNOLOGIES INC COM 054540109 24 2356 SH DEF 2 2356
AXEDA SYSTEMS INC COM 054959101 6 4401 SH DEF 12 4401
AXIS CAPITAL HOLDINGS SHS G0692U109 435 11500 SH DEF 7 11500
AXIS CAPITAL HOLDINGS SHS G0692U109 18699 638630 SH DEF 6 588190 50440
AXSYS TECHNOLOGIES INC COM 054615109 4 300 SH DEF 12 300
AZTAR CORP COM 054802103 33 1450 SH DEF 12 1450
AZTAR CORP COM 054802103 2023 89900 SH DEF 3 89900
AZTAR CORP COM 054802103 43639 1939068 SH DEF 6 1905243 400 33425
AZZ INC COM 002474104 912 68300 SH DEF 6 65000 3300
B A S F A G SPONSORED ADR 055262505 4488 80380 SH DEF 6 76399 3981
B2B INTERNET HOLDRS TR DEPOSTRY RCPT 056033103 0 100 SH DEF 12 100
BACK YD BURGERS INC COM 05635W101 33 5330 SH DEF 12 5330
BADGER METER INC COM 056525108 15 400 SH DEF 12 400
BAIRNCO CORP COM 057097107 506 83200 SH DEF 6 78400 4800
BAKER HUGHES INC COM 057224107 384 11927 SH DEF 12 11927
BAKER HUGHES INC COM 057224107 1032 34860 SH DEF 11 31050 3710 100
BAKER HUGHES INC COM 057224107 12 380 SH DEF 6 380
BALDOR ELEC CO COM 057741100 23 1000 SH DEF 2 1000
BALDOR ELEC CO COM 057741100 650 28425 SH DEF 12 28425
BALL CORP COM 058498106 63 1065 SH DEF 12 1065
BALL CORP COM 058498106 31900 535495 SH DEF 6 501635 33860
BALLARD PWR SYS INC COM 05858H104 52 4400 SH DEF 12 4400
BALLARD PWR SYS INC COM 05858H104 11 700 SH DEF 7 700
BALLY TOTAL FITNESS HLDG COR COM 05873K108 0 50 SH DEF 12 50
BALLY TOTAL FITNESS HLDG COR COM 05873K108 4811 687300 SH DEF 6 664400 22900
BANCFIRST CORP COM 05945F103 2051 35514 SH DEF 6 33762 1752
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 60 4300 SH DEF 2 4300
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 657 47445 SH DEF 6 47445
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 3013 47800 SH DEF 7 47800
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 22993 471474 SH DEF 6 462391 9083
BANCO LATINOAMERICANO DE EXP CL E P16994132 127 6615 SH DEF 12 6615
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2639 110900 SH DEF 3 109700 1200
BANCORP RHODE ISLAND INC COM 059690107 1596 48500 SH DEF 1 48500
BANCORPSOUTH INC COM 059692103 240 10124 SH DEF 12 10124
BANCORPSOUTH INC COM 059692103 18493 779650 SH DEF 3 622840 156810
BANDAG INC COM 059815100 115 2800 SH DEF 3 2800
BANDAG INC CL A 059815308 5264 130300 SH DEF 6 124800 5500
BANDAG INC COM 059815100 981 23800 SH DEF 6 19900 3900
BANDAG INC COM 059815100 7 175 SH DEF 12 175
BANK HAWAII CORP COM 062540109 5848 138570 SH DEF 6 138570
BANK HAWAII CORP COM 062540109 20388 483130 SH DEF 3 305980 177150
BANK HAWAII CORP COM 062540109 85 2005 SH DEF 12 2005.09
BANK MONTREAL QUE COM 063671101 81926 1531320 SH DEF 7 1531320
BANK MONTREAL QUE COM 063671101 70 1700 SH DEF 12 1700
BANK NEW YORK INC COM 064057102 3448 104100 SH DEF 3 104100
BANK NEW YORK INC COM 064057102 590 17800 SH DEF 1 17800
BANK NEW YORK INC COM 064057102 1578 47631 SH DEF 12 47631.11
BANK NEW YORK INC COM 064057102 412 12450 SH DEF 5 1700 10750
BANK NEW YORK INC COM 064057102 2297 69452 SH DEF 9 69452
BANK NEW YORK INC COM 064057102 322 9725 SH DEF 4 9725 0 0
BANK NEW YORK INC COM 064057102 225 6796 SH DEF 2 6020 776
BANK NEW YORK INC COM 064057102 492 15790 SH DEF 11 13200 1170 1420
BANK NOVA SCOTIA HALIFAX COM 064149107 10 200 SH DEF 12 200
BANK NOVA SCOTIA HALIFAX COM 064149107 80507 1223507 SH DEF 7 1223507
BANK OF AMERICA CORPORATION COM 060505104 19818 246405 SH DEF 3 239655 6750
BANK OF AMERICA CORPORATION COM 060505104 51984 646322 SH DEF 6 645442 880
BANK OF AMERICA CORPORATION COM 060505104 9377 118309 SH DEF 11 103317 10358 4634
BANK OF AMERICA CORPORATION COM 060505104 13810 171700 SH DEF 10 171700
BANK OF AMERICA CORPORATION COM 060505104 843 10476 SH DEF 2 10476
BANK OF AMERICA CORPORATION COM 060505104 31920 396871 SH DEF 12 396871.14
BANK OF AMERICA CORPORATION COM 060505104 2564 31878 SH DEF 5 16978 14900
BANK OF AMERICA CORPORATION COM 060505104 355 4525 SH DEF 9 125 4400
BANK OF AMERICA CORPORATION COM 060505104 800 9938 SH DEF 1 3404 6534
BANK OF AMERICA CORPORATION COM 060505104 10 120 SH DEF 4 120 0 0
BANK OF AMERICA CORPORATION COM 060505104 715 6875 SH DEF 7 6875
BANK OF BERMUDA LTD SHS G07644100 28 628 SH DEF 2 628
BANK OF GRANITE CORP COM 062401104 13 585 SH DEF 12 585
BANK OF THE OZARKS INC COM 063904106 2617 116140 SH DEF 3 108030 8110
BANK ONE CORP COM 06423A103 1342 23000 SH DEF 7 23000
BANK ONE CORP COM 06423A103 563231 12354267 SH DEF 10 10833381 1520886
BANK ONE CORP COM 06423A103 9344 204958 SH DEF 12 204958.42
BANK ONE CORP COM 06423A103 6973 152960 SH DEF 3 150060 2900
BANK ONE CORP COM 06423A103 24 524 SH DEF 9 524
BANK ONE CORP COM 06423a103 18 400 SH DEF 4 400 0 0
BANK ONE CORP COM 06423A103 5321 116721 SH DEF 6 116721
BANK ONE CORP COM 06423A103 275014 6032340 SH DEF 8 3559940 2472400
BANK ONE CORP COM 06423A103 2642 62764 SH DEF 11 57542 5222
BANK ONE CORP COM 06423A103 325 7128 SH DEF 2 7028 100
BANKNORTH GROUP INC NEW COM 06646r107 36 1100 SH DEF 4 1100 0 0
BANKNORTH GROUP INC NEW COM 06646R107 2017 62013.25 SH DEF 12 62013.25
BANKNORTH GROUP INC NEW COM 06646R107 6190 190300 SH DEF 1 190300
BANKNORTH GROUP INC NEW COM 06646R107 261 8020 SH DEF 5 2220 5800
BANKNORTH GROUP INC NEW COM 06646R107 90 2780 SH DEF 6 2780
BANKNORTH GROUP INC NEW COM 06646R107 3593 110441 SH DEF 8 92641 17800
BANKNORTH GROUP INC NEW COM 06646R107 42 1380 SH DEF 11 690 690
BANKNORTH GROUP INC NEW COM 06646R107 52048 1600000 SH DEF 10 1600000
BARCLAYS PLC ADR 06738E204 1 27 SH DEF 6 27
BARD C R INC COM 067383109 1605 19749 SH DEF 12 19749
BARD C R INC COM 067383109 22 270 SH DEF 3 270
BARNES & NOBLE INC COM 067774109 13 430 SH DEF 11 430
BARNES & NOBLE INC COM 067774109 1829 55680 SH DEF 12 55680
BARNES & NOBLE INC COM 067774109 10369 315650 SH DEF 3 224370 91280
BARNES & NOBLE INC COM 067774109 37202 1132495 SH DEF 6 1099295 33200
BARNES & NOBLE INC COM 067774109 102 3100 SH DEF 4 3100 0 0
BARNES GROUP INC COM 067806109 105 3600 SH DEF 11 3600
BARR LABS INC COM 068306109 564 7325 SH DEF 12 7325
BARR LABS INC COM 068306109 27 350 SH DEF 4 350 0 0
BARRICK GOLD CORP COM 067901108 70 3696 SH DEF 11 396 3300
BARRICK GOLD CORP COM 067901108 63418 2163690 SH DEF 7 2163690
BARRICK GOLD CORP COM 067901108 68 3000 SH DEF 3000
BARRICK GOLD CORP COM 067901108 2097 92342 SH DEF 12 92342
BARRY R G CORP OHIO COM 068798107 6 1312 SH DEF 12 1312
BAUSCH & LOMB INC COM 071707103 32106 618610 SH DEF 3 540610 78000
BAUSCH & LOMB INC COM 071707103 21 400 SH DEF 9 400
BAUSCH & LOMB INC COM 071707103 6 110 SH DEF 6 110
BAUSCH & LOMB INC COM 071707103 200 3850 SH DEF 2 3850
BAUSCH & LOMB INC COM 071707103 174 3346 SH DEF 12 3346
BAXTER INTL INC COM 071813109 558 18285 SH DEF 5 12930 5355
BAXTER INTL INC CORP UNITS 7% 071813406 2359 33000 SH DEF 7 33000
BAXTER INTL INC COM 071813109 113 3700 SH DEF 6 3700
BAXTER INTL INC COM 071813109 904 30312 SH DEF 11 7462 5900 16950
BAXTER INTL INC COM 071813109 9486 310815 SH DEF 2 305732 5083
BAXTER INTL INC COM 071813109 1431 47218 SH DEF 9 47218
BAXTER INTL INC COM 071813109 452 14804 SH DEF 3 14804
BAXTER INTL INC CORP UNITS 7% 071813406 33 600 SH DEF 2 600
BAXTER INTL INC COM 071813109 20 644 SH DEF 4 644 0 0
BAXTER INTL INC COM 071813109 145464 4766200 SH DEF 8 2833300 1932900
BAXTER INTL INC COM 071813109 8362 212000 SH DEF 7 212000
BAXTER INTL INC COM 071813109 11061 362403 SH DEF 12 362403.13
BAXTER INTL INC CORP UNITS 7% 071813406 942 17048 SH DEF 12 17048
BAXTER INTL INC COM 071813109 291609 9554681 SH DEF 10 8304261 1250420
BAY VIEW CAP CORP DEL COM 07262L101 16 7400 SH DEF 12 7400
BAYCORP HLDGS CORP COM 072728108 63 4801 SH DEF 6 4567 234
BAYER A G SPONSORED ADR 072730302 131 4470 SH DEF 2 4470
BB&T CORP COM 054937107 192 5138 SH DEF 11 369 4769
BB&T CORP COM 054937107 2 50 SH DEF 6 50
BB&T CORP COM 054937107 17539 453897 SH DEF 12 453897.07
BB&T CORP COM 054937107 104 2680 SH DEF 1 2680
BB&T CORP COM 054937107 1679 43442 SH DEF 2 43442
BCE INC COM 05534B109 146 6550 SH DEF 12 6550
BCE INC COM 05534B109 1077 48150 SH DEF 6 38550 9600
BCE INC COM 05534B109 105 4700 SH DEF 2 4700
BCE INC COM 05534B109 79898 2764620 SH DEF 7 2764620
BCE INC COM 05534B109 21 940 SH DEF 3 940
BCSB BANKCORP INC COM 054948104 11 600 SH DEF 12 600
BE AEROSPACE INC COM 073302101 1 100 SH DEF 12 100
BEA SYS INC COM 073325102 42 3500 SH DEF 11 3500
BEA SYS INC COM 073325102 790 64225 SH DEF 12 64225
BEACON POWER CORP COM 073677106 0 347 SH DEF 12 347
BEAR STEARNS COS INC COM 073902108 10 100 SH DEF 7 100
BEAR STEARNS COS INC COM 073902108 853 10664 SH DEF 5 10664
BEAR STEARNS COS INC COM 073902108 22672 283580 SH DEF 6 280580 3000
BEAR STEARNS COS INC COM 073902108 983 12293 SH DEF 12 12293
BEAR STEARNS COS INC COM 073902108 88 1100 SH DEF 4 1100 0 0
BEAR STEARNS COS INC COM 073902108 478 5975 SH DEF 2 5975
BEAR STEARNS COS INC COM 073902108 50 642 SH DEF 11 321 321
BEARINGPOINT INC COM 074002106 2634 261019 SH DEF 6 261019
BEARINGPOINT INC COM 074002106 816 80900 SH DEF 12 80900
BEAZER HOMES USA INC COM 07556Q105 2299 23545 SH DEF 12 23545
BEAZER HOMES USA INC COM 07556Q105 21423 219360 SH DEF 3 170840 48520
BEAZER HOMES USA INC COM 07556Q105 5471 56021 SH DEF 6 54221 1800
BECKMAN COULTER INC COM 075811109 97 1900 SH DEF 4 1900 0 0
BECKMAN COULTER INC COM 075811109 251 5330 SH DEF 11 875 2830 1625
BECKMAN COULTER INC COM 075811109 3 50 SH DEF 6 50
BECKMAN COULTER INC COM 075811109 10935 215130 SH DEF 3 145530 69600
BECKMAN COULTER INC COM 075811109 2312 45490.48 SH DEF 12 45490.48
BECTON DICKINSON & CO COM 075887109 37 900 SH DEF 4 900 0 0
BECTON DICKINSON & CO COM 075887109 82 2000 SH DEF 2 500 1500
BECTON DICKINSON & CO COM 075887109 4 100 SH DEF 11 100
BECTON DICKINSON & CO COM 075887109 3711 90207 SH DEF 12 90207
BECTON DICKINSON & CO COM 075887109 21 510 SH DEF 3 510
BECTON DICKINSON & CO COM 075887109 636 15450 SH DEF 6 15450
BED BATH & BEYOND INC COM 075896100 22 400 SH DEF 7 400
BED BATH & BEYOND INC COM 075896100 13 300 SH DEF 2 300
BED BATH & BEYOND INC COM 075896100 15 370 SH DEF 11 370
BED BATH & BEYOND INC COM 075896100 643 14832 SH DEF 12 14832
BED BATH & BEYOND INC COM 075896100 22 500 SH DEF 1 500
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 1977 69743 SH DEF 9 69743
BEI TECHNOLOGIES INC COM 05538P104 17 930 SH DEF 11 930
BELLSOUTH CORP COM 079860102 14 484 SH DEF 4 484 0 0
BELLSOUTH CORP COM 079860102 533 18828 SH DEF 1 500 18328
BELLSOUTH CORP COM 079860102 37 1000 SH DEF 7 1000
BELLSOUTH CORP COM 079860102 468 16524 SH DEF 6 16524
BELLSOUTH CORP COM 079860102 10900 385148 SH DEF 3 378448 6700
BELLSOUTH CORP COM 079860102 8538 301690 SH DEF 12 301690.81
BELLSOUTH CORP COM 079860102 510 18006 SH DEF 5 10350 7656
BELLSOUTH CORP COM 079860102 3928 138784 SH DEF 2 138384 400
BELLSOUTH CORP COM 079860102 910 35250 SH DEF 11 29750 2400 3100
BELLSOUTH CORP COM 079860102 280 9646 SH DEF 9 375 9271
BELMONT BANCORP COM 080162100 16 2808 SH DEF 12 2808
BELMONT BANCORP COM 080162100 37 6991 SH DEF 11 4183 2808
BELO CORP COM SER A 080555105 1094 38592 SH DEF 12 38592
BELO CORP COM SER A 080555105 56 1970 SH DEF 6 1970
BELO CORP COM SER A 080555105 2429 85710 SH DEF 2 85710
BELO CORP COM SER A 080555105 34 1200 SH DEF 4 1200 0 0
BEMA GOLD CORP COM 08135F107 2 500 SH DEF 12 500
BEMA GOLD CORP COM 08135F107 48 10000 SH DEF 7 10000
BEMIS INC COM 081437105 862 17239 SH DEF 5 3239 14000
BEMIS INC COM 081437105 101 2025 SH DEF 12 2025
BEMIS INC COM 081437105 3 50 SH DEF 6 50
BENCHMARK ELECTRS INC COM 08160H101 51109 1468235 SH DEF 3 1229650 238585
BENIHANA INC CL A 082047200 870 68130 SH DEF 6 64480 3650
BENTLEY PHARMACEUTICALS INC COM 082657107 25 1900 SH DEF 3 1900
BERKLEY W R CORP COM 084423102 104 2970 SH DEF 6 2970
BERKLEY W R CORP COM 084423102 10984 314290 SH DEF 3 221720 92570
BERKLEY W R CORP COM 084423102 20 562 SH DEF 12 562
BERKSHIRE HATHAWAY INC DEL CL B 084670207 3614 1284 SH DEF 5 954 330
BERKSHIRE HATHAWAY INC DEL CL B 084670207 20592 7315 SH DEF 12 7315
BERKSHIRE HATHAWAY INC DEL CL A 084670108 9836 124 SH DEF 11 124
BERKSHIRE HATHAWAY INC DEL CL A 084670108 33869 402 SH DEF 2 402
BERKSHIRE HATHAWAY INC DEL CL A 084670108 337 4 SH DEF 4 4 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2443 29 SH DEF 12 29
BERKSHIRE HATHAWAY INC DEL CL B 084670207 2559 909 SH DEF 4 909 0 0
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1254 471 SH DEF 11 355 60 56
BERKSHIRE HATHAWAY INC DEL CL B 084670207 481 171 SH DEF 1 171
BERKSHIRE HATHAWAY INC DEL CL B 084670207 5379 1911 SH DEF 8 441 1470
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1298 461 SH DEF 2 446 15
BERRY PETE CO CL A 085789105 7405 365700 SH DEF 6 352600 13100
BEST BUY INC COM 086516101 2655 50831 SH DEF 12 50831
BEST BUY INC COM 086516101 3376 50000 SH DEF 7 50000
BEVERLY ENTERPRISES INC COM NEW 087851309 114 13387 SH DEF 9 13387
BEVERLY ENTERPRISES INC COM NEW 087851309 242 28200 SH DEF 6 28200
BEVERLY ENTERPRISES INC COM NEW 087851309 133 15500 SH DEF 12 15500
BEVERLY ENTERPRISES INC COM NEW 087851309 2136 248710 SH DEF 3 245900 2810
BG PLC ADR FIN INST N 055434203 515 19785 SH DEF 6 625 19160
BHP BILLITON LTD SPONSORED ADR 088606108 5300 289442 SH DEF 6 276947 12495
BIG 5 SPORTING GOODS CORP COM 08915P101 1526 72860 SH DEF 3 72010 850
BIG LOTS INC COM 089302103 47959 3375000 SH DEF 10 3375000
BIG LOTS INC COM 089302103 90 6300 SH DEF 6 6300
BIG LOTS INC COM 089302103 3 209 SH DEF 12 209
BIG LOTS INC COM 089302103 3823 269050 SH DEF 8 230050 39000
BINDVIEW DEV CORP COM 090327107 11 3000 SH DEF 12 3000
BIO RAD LABS INC CL A 090572207 1439 24955 SH DEF 12 24955
BIO RAD LABS INC CL A 090572207 35 600 SH DEF 4 600 0 0
BIOGEN IDEC INC COM 09062X103 212 5783 SH DEF 1 5783
BIOGEN IDEC INC COM 09062X103 862 23448 SH DEF 12 23448
BIOGEN IDEC INC COM 09062X103 13 350 SH DEF 2 350
BIOGEN IDEC INC COM 09062x103 199 5435 SH DEF 4 5435 0 0
BIOJECT MED TECH INC COM NEW 09059T206 1 200 SH DEF 12 200
BIOLASE TECHNOLOGY INC COM 090911108 25 1500 SH DEF 12 1500
BIOLASE TECHNOLOGY INC COM 090911108 350 21100 SH DEF 3 21100
BIOMET INC COM 090613100 19891 546293 SH DEF 2 531393 14900
BIOMET INC COM 090613100 6247 171575 SH DEF 1 171575
BIOMET INC COM 090613100 7299 200476 SH DEF 12 200476
BIOMET INC COM 090613100 866 23900 SH DEF 5 23825 75
BIOMET INC COM 090613100 194 5574 SH DEF 11 537 5037
BIOPURE CORP CL A 09065H105 10 4100 SH DEF 12 4100
BIORELIANCE CORP COM 090951104 5 100 SH DEF 12 100
BIOSITE INC COM 090945106 27 940 SH DEF 12 940
BIOSPHERE MEDICAL INC COM 09066V103 3 700 SH DEF 12 700
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 41 300 SH DEF 12 300
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 419 3100 SH DEF 2 2900 200
BIOTIME INC RIGHT 12/31/2003 09066L139 0 100 SH DEF 12 100
BIOVAIL CORP COM 09067J109 193 9000 SH DEF 6 9000
BIOVAIL CORP COM 09067J109 536 19200 SH DEF 7 19200
BIOVAIL CORP COM 09067J109 213 9920 SH DEF 12 9920
BISYS GROUP INC COM 055472104 214 14400 SH DEF 12 14400
BISYS GROUP INC COM 055472104 8 600 SH DEF 11 300 300
BISYS GROUP INC COM 055472104 9334 627280 SH DEF 6 612180 15100
BJ SVCS CO COM 055482103 94 2613 SH DEF 12 2613
BJ SVCS CO COM 055482103 4075 113500 SH DEF 3 74600 38900
BJS WHOLESALE CLUB INC COM 05548J106 1069 46581 SH DEF 12 46581
BJS WHOLESALE CLUB INC COM 05548J106 61631 2685150 SH DEF 6 2626140 400 58610
BJS WHOLESALE CLUB INC COM 05548J106 19453 847240 SH DEF 3 727040 120200
BLACK & DECKER CORP COM 091797100 59 1200 SH DEF 9 1200
BLACK & DECKER CORP COM 091797100 3847 77992 SH DEF 2 77392 600
BLACK & DECKER CORP COM 091797100 210 4260 SH DEF 6 4260
BLACK & DECKER CORP COM 091797100 176 3570 SH DEF 3 2100 1470
BLACK & DECKER CORP COM 091797100 15 300 SH DEF 4 300 0 0
BLACK & DECKER CORP COM 091797100 126 2750 SH DEF 11 1800 950
BLACK & DECKER CORP COM 091797100 2232 45252 SH DEF 12 45252
BLACK BOX CORP DEL COM 091826107 8744 189831 SH DEF 6 179931 9900
BLACK BOX CORP DEL COM 091826107 78 1700 SH DEF 12 1700
BLACK HILLS CORP COM 092113109 19813 664200 SH DEF 6 642500 21700
BLACK HILLS CORP COM 092113109 656 22006 SH DEF 12 22006
BLACK HILLS CORP COM 092113109 3 100 SH DEF 11 50 50
BLACKROCK BROAD INVT GRD 200 COM 09247Q106 11 675 SH DEF 12 675
BLACKROCK CORE BD TR SHS BEN INT 09249E101 366 26575.3 SH DEF 12 26575.3
BLACKROCK CORE BD TR SHS BEN INT 09249E101 69 5000 SH DEF 8 5000
BLACKROCK CORE BD TR SHS BEN INT 09249E101 2576 187180 SH DEF 5 86800 100380
BLACKROCK FL INS MUN INC TR COM 09250G102 50 3500 SH DEF 12 3500
BLACKROCK FL INSD MUN 2008 T COM 09247H106 144 8866 SH DEF 12 8866
BLACKROCK FLA INVT QUALITY M COM 09247B109 27 1800 SH DEF 12 1800
BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 98 6400 SH DEF 12 6400
BLACKROCK FLA MUN INCOME TR SH BEN INT 09248H105 92 6626.77 SH DEF 12 6626.77
BLACKROCK HIGH YIELD TR SH BEN INT 09248N102 96 8966 SH DEF 12 8966
BLACKROCK INCOME OPP TRUST I COM 092475102 657 59334.33 SH DEF 12 59334.33
BLACKROCK INCOME TR INC COM 09247F100 294 39300 SH DEF 12 39300
BLACKROCK INSD MUN 2008 TRM COM 09247K109 49 2864.99 SH DEF 12 2864.99
BLACKROCK INSD MUN INCOME TR COM 092479104 479 34183.76 SH DEF 12 34183.76
BLACKROCK INSD MUN TERM TR I COM 092474105 93 8450 SH DEF 12 8450
BLACKROCK INVT QUALITY MUN T COM 09247D105 37 2500 SH DEF 12 2500
BLACKROCK LTD DURATION INC T COM SHS 09249W101 318 16816.3 SH DEF 12 16816.3
BLACKROCK MD MUNICIPAL BOND COM 09249L105 88 5986.08 SH DEF 12 5986.08
BLACKROCK MUN 2020 TERM TR COM SHS 09249X109 38 2513.23 SH DEF 12 2513.23
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 557 40630.83 SH DEF 12 40630.83
BLACKROCK MUN TARGET TERM TR COM 09247M105 150 13718 SH DEF 12 13718
BLACKROCK MUNI 2018 TERM TR COM 09248C106 19 1300 SH DEF 12 1300
BLACKROCK MUNI INCOME TR II COM 09249N101 167 12089.1 SH DEF 12 12089.1
BLACKROCK MUNICIPAL BOND TR COM 09249H104 63 4250 SH DEF 12 4250
BLACKROCK N J MUN INCOME TR SH BEN INT 09248J101 32 2263.31 SH DEF 12 2263.31
BLACKROCK NJ INVT QUALITY MU COM 09247C107 31 2105 SH DEF 12 2105
BLACKROCK NY INSD MUN 2008 T COM 09247L107 36 2132 SH DEF 12 2132
BLACKROCK PFD OPPORTUNITY TR COM SHS 09249V103 376 15150 SH DEF 12 15150
BLACKROCK STRATEGIC MUN TR COM 09248T109 29 2000 SH DEF 12 2000
BLACKROCK VA MUNICIPAL BOND COM 092481100 16 1000 SH DEF 12 1000
BLAIR CORP COM 092828102 7 300 SH DEF 12 300
BLAIR CORP COM 092828102 2188 89900 SH DEF 6 86300 3600
BLOCK H & R INC COM 093671105 712 12856.34 SH DEF 12 12856.34
BLOCK H & R INC COM 093671105 31099 561660 SH DEF 3 554210 7450
BLOCK H & R INC COM 093671105 161 2942 SH DEF 9 2942
BLOCK H & R INC COM 093671105 1772 32000 SH DEF 2 32000
BLOCK H & R INC COM 093671105 20 400 SH DEF 11 200 200
BLOCK H & R INC COM 093671105 174 3140 SH DEF 6 3140
BLOCKBUSTER INC CL A 093679108 959 53400 SH DEF 6 9800 43600
BLOCKBUSTER INC CL A 093679108 23 1300 SH DEF 12 1300
BLOCKBUSTER INC CL A 093679108 7976 444350 SH DEF 3 441350 3000
BLUE CHIP VALUE FD INC COM 095333100 15 2440 SH DEF 12 2440
BLUE COAT SYSTEMS INC COM NEW 09534T508 20 910 SH DEF 12 910
BLUE RHINO CORP COM 095811105 2780 200172 SH DEF 6 189472 10700
BLUE RHINO CORP COM 095811105 1 50 SH DEF 12 50
BLUEGREEN CORP COM 096231105 1649 264200 SH DEF 6 251800 12400
BLYTH INC COM 09643P108 5301 164530 SH DEF 3 67880 96650
BLYTH INC COM 09643P108 24608 763900 SH DEF 6 755365 210 8325
BMC SOFTWARE INC COM 055921100 6 300 SH DEF 2 300
BMC SOFTWARE INC COM 055921100 156 8344 SH DEF 12 8344
BMC SOFTWARE INC COM 055921100 988 53000 SH DEF 6 53000
BMC SOFTWARE INC COM 055921100 380 20400 SH DEF 3 20400
BNP RESIDENTIAL PPTYS INC COM 05564T103 93 8028 SH DEF 12 8028
BOARDWALK EQUITIES INC COM 096613104 39 2150 SH DEF 7 2150
BOB EVANS FARMS INC COM 096761101 19594 603640 SH DEF 6 586390 17250
BOB EVANS FARMS INC COM 096761101 42 1284 SH DEF 12 1284
BOEING CO COM 097023105 42325 1004386 SH DEF 6 981636 22750
BOEING CO COM 097023105 4254 100940 SH DEF 12 100940.32
BOEING CO COM 097023105 156 4093 SH DEF 11 2412 453 1228
BOEING CO COM 097023105 1215 28828 SH DEF 2 28828
BOEING CO COM 097023105 2078 48726 SH DEF 9 250 48476
BOEING CO COM 097023105 263 6235 SH DEF 5 4235 2000
BOEING CO COM 097023105 3795 90068 SH DEF 3 88168 1900
BOISE CASCADE CORP COM 097383103 -176 -5350 SH DEF 12 -5350
BOISE CASCADE CORP COM 097383103 11941 363415 SH DEF 6 359075 88 4252
BOISE CASCADE CORP COM 097383103 38 1340 SH DEF 11 1000 340
BOK FINL CORP COM NEW 05561Q201 19 500 SH DEF 12 500
BOLT TECHNOLOGY CORP COM 097698104 15 4040 SH DEF 12 4040
BOMBAY CO INC COM 097924104 4 550 SH DEF 12 550
BON-TON STORES INC COM 09776J101 1586 142900 SH DEF 6 135600 7300
BONE CARE INTL INC COM 098072101 1 100 SH DEF 12 100
BOOKS-A-MILLION INC COM 098570104 5 750 SH DEF 12 750
BORDERS GROUP INC COM 099709107 2999 136832 SH DEF 12 136832
BORDERS GROUP INC COM 099709107 322 14710 SH DEF 2 14710
BORDERS GROUP INC COM 099709107 26777 1221600 SH DEF 6 1187400 34200
BORDERS GROUP INC COM 099709107 142 6500 SH DEF 9 6500
BORDERS GROUP INC COM 099709107 13372 610020 SH DEF 3 535820 74200
BORG WARNER INC COM 099724106 41 485 SH DEF 12 485
BORG WARNER INC COM 099724106 39138 460070 SH DEF 6 452370 7700
BORG WARNER INC COM 099724106 16846 198020 SH DEF 3 171160 26860
BOSTON ACOUSTICS INC COM 100534106 9 825 SH DEF 12 825
BOSTON BEER INC CL A 100557107 5 300 SH DEF 4 300 0 0
BOSTON BEER INC CL A 100557107 0 18 SH DEF 12 18
BOSTON COMMUNICATIONS GROUP COM 100582105 2134 229683 SH DEF 6 217383 12300
BOSTON COMMUNICATIONS GROUP COM 100582105 3 370 SH DEF 11 370
BOSTON COMMUNICATIONS GROUP COM 100582105 52 5600 SH DEF 3 5600
BOSTON LIFE SCIENCES INC COM NEW 100843408 0 200 SH DEF 12 200
BOSTON PROPERTIES INC COM 101121101 4350 90265 SH DEF 2 86705 3560
BOSTON PROPERTIES INC COM 101121101 962 19847 SH DEF 9 19847
BOSTON PROPERTIES INC COM 101121101 93 1935 SH DEF 12 1935
BOSTON SCIENTIFIC CORP COM 101137107 1039 28271 SH DEF 2 28140 131
BOSTON SCIENTIFIC CORP COM 101137107 338 9200 SH DEF 5 9200
BOSTON SCIENTIFIC CORP COM 101137107 1558 42374 SH DEF 12 42374
BOSTONFED BANCORP INC COM 101178101 10 300 SH DEF 12 300
BOTTOMLINE TECH DEL INC COM 101388106 6 700 SH DEF 12 700
BOULDER TOTAL RETURN FD INC COM 101541100 8 500 SH DEF 12 500
BOWATER INC COM 102183100 93 2000 SH DEF 12 2000
BOWATER INC COM 102183100 147 3170 SH DEF 6 3170
BOWATER INC COM 102183100 19 405 SH DEF 2 100 305
BOWNE & CO INC COM 103043105 26 1900 SH DEF 12 1900
BOYD GAMING CORP COM 103304101 301 18657 SH DEF 12 18657
BOYDS COLLECTION LTD COM 103354106 4497 1058000 SH DEF 6 1022100 35900
BOYKIN LODGING CO COM 103430104 6031 658749 SH DEF 6 642759 335 15655
BP PLC SPONSORED ADR 055622104 2801 60650 SH DEF 11 44762 5986 9902
BP PLC SPONSORED ADR 055622104 25861 524024 SH DEF 2 510631 13393
BP PLC SPONSORED ADR 055622104 154 2640 SH DEF 7 2640
BP PLC SPONSORED ADR 055622104 18082 366401 SH DEF 1 18882 347519
BP PLC SPONSORED ADR 055622104 14340 290580 SH DEF 6 243443 47137
BP PLC SPONSORED ADR 055622104 6 125 SH DEF 4 125 0 0
BP PLC SPONSORED ADR 055622104 16 328 SH DEF 9 328
BP PLC SPONSORED ADR 055622104 15753 319212 SH DEF 5 303899 15313
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 123 4310 SH DEF 12 4310
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 218 9200 SH DEF 11 9200
BRADLEY PHARMACEUTICALS INC COM 104576103 19978 785590 SH DEF 3 693340 92250
BRADLEY PHARMACEUTICALS INC COM 104576103 76 3000 SH DEF 12 3000
BRADY CORP CL A 104674106 4 100 SH DEF 1 100
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2739 102306 SH DEF 12 102306.82
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 266 9940 SH DEF 3 9620 320
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 26 1000 SH DEF 11 1000
BRANTLEY CAP CORP COM 105494108 122 12000 SH DEF 12 12000
BRASCAN CORP CL A LTD VT SH 10549P606 11257 283350 SH DEF 7 283350
BRASCAN CORP CL A LTD VT SH 10549P606 872 28565 SH DEF 6 675 27890
BRASCAN CORP CL A LTD VT SH 10549P606 58 1900 SH DEF 12 1900
BRAZIL FD INC COM 105759104 36 1500 SH DEF 12 1500
BRE PROPERTIES INC CL A 05564E106 1812 54850 SH DEF 9 250 54600
BRE PROPERTIES INC CL A 05564E106 407 12179 SH DEF 12 12179
BRE PROPERTIES INC CL A 05564E106 27 800 SH DEF 1 800
BRE PROPERTIES INC CL A 05564E106 17 500 SH DEF 2 500
BRIDGFORD FOODS CORP COM 108763103 3 363 SH DEF 1 363
BRIDGFORD FOODS CORP COM 108763103 16 2100 SH DEF 12 2100
BRIGGS & STRATTON CORP COM 109043109 1856 27540 SH DEF 3 25540 2000
BRIGGS & STRATTON CORP COM 109043109 139 2065 SH DEF 12 2065
BRIGHTPOINT INC COM NEW 109473405 7 413 SH DEF 12 413
BRIGHTPOINT INC COM NEW 109473405 28260 1638263 SH DEF 3 1287326 350937
BRILLIAN CORP COM 10949P107 1 125 SH DEF 12 125
BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 1123 19800 SH DEF 3 12300 7500
BRINKER INTL INC COM 109641100 18 549 SH DEF 2 549
BRINKER INTL INC COM 109641100 307 9251 SH DEF 12 9251
BRINKER INTL INC COM 109641100 7 202 SH DEF 11 202
BRINKER INTL INC COM 109641100 2034 61350 SH DEF 6 61350
BRISTOL MYERS SQUIBB CO COM 110122108 23161 809838 SH DEF 3 793938 15900
BRISTOL MYERS SQUIBB CO COM 110122108 825 28850 SH DEF 1 400 28450
BRISTOL MYERS SQUIBB CO COM 110122108 6407 224029 SH DEF 5 133095 90934
BRISTOL MYERS SQUIBB CO COM 110122108 5939 207670 SH DEF 2 204970 2700
BRISTOL MYERS SQUIBB CO COM 110122108 724 19600 SH DEF 7 19600
BRISTOL MYERS SQUIBB CO COM 110122108 8253 288560 SH DEF 4 288560 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1642 60022 SH DEF 11 35170 12326 12526
BRISTOL MYERS SQUIBB CO COM 110122108 15444 540000 SH DEF 10 540000
BRISTOL MYERS SQUIBB CO COM 110122108 41291 1443740 SH DEF 6 1348155 95585
BRISTOL MYERS SQUIBB CO COM 110122108 20513 717241 SH DEF 12 717241.79
BRISTOL MYERS SQUIBB CO COM 110122108 2379 82003 SH DEF 9 400 81603
BRITESMILE INC COM NEW 110415205 1 41 SH DEF 12 41
BRITISH SKY BROADCASTING GRO SPONSORED ADR 111013108 1 17 SH DEF 6 17
BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P104 13 1000 SH DEF 12 1000
BROADCOM CORP CL A 111320107 61 1775 SH DEF 12 1775
BROADVISION INC COM NEW 111412607 9 2034 SH DEF 12 2034
BROCADE COMMUNICATIONS SYS I COM 111621108 18 3090 SH DEF 12 3090
BROCADE COMMUNICATIONS SYS I COM 111621108 2 400 SH DEF 2 400
BROOKFIELD HOMES CORP COM 112723101 1727 67020 SH DEF 3 63300 3720
BROOKFIELD PPTYS CORP COM 112900105 10 340 SH DEF 3 340
BROOKLINE BANCORP INC DEL COM 11373M107 216 14064 SH DEF 12 14064
BROOKLINE BANCORP INC DEL COM 11373M107 1925 125462 SH DEF 1 125462
BROOKLINE BANCORP INC DEL COM 11373m107 153 10000 SH DEF 4 10000 0 0
BROOKS AUTOMATION INC COM 114340102 5 200 SH DEF 12 200
BROOKS AUTOMATION INC COM 114340102 2286 96300 SH DEF 3 52200 44100
BROWN & BROWN INC COM 115236101 86 2625 SH DEF 12 2625
BROWN & BROWN INC COM 115236101 4607 141276 SH DEF 1 141276
BROWN FORMAN CORP CL A 115637100 133 1371 SH DEF 2 1371
BROWN FORMAN CORP CL A 115637100 226 1800 SH DEF 7 1800
BROWN FORMAN CORP CL B 115637209 515 5511.04 SH DEF 12 5511.04
BROWN FORMAN CORP CL B 115637209 485 5191 SH DEF 2 5191
BROWN SHOE INC NEW COM 115736100 15416 406420 SH DEF 3 360470 45950
BROWN SHOE INC NEW COM 115736100 32 848 SH DEF 12 848
BROWN SHOE INC NEW COM 115736100 10454 275600 SH DEF 6 265400 10200
BROWN TOM INC COM NEW 115660201 25 762 SH DEF 12 762
BRUNSWICK CORP COM 117043109 48 1498 SH DEF 12 1498
BRYN MAWR BK CORP COM 117665109 49 2000 SH DEF 12 2000
BSB BANCORP COM 055652101 79 2000 SH DEF 4 2000 0 0
BUCA INC COM 117769109 10 1500 SH DEF 12 1500
BUCA INC COM 117769109 118 17400 SH DEF 6 17400
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 18 400 SH DEF 4 400 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 531 11715.38 SH DEF 12 11715.38
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 27 600 SH DEF 2 0 600
BUCKLE INC COM 118440106 8612 388800 SH DEF 6 378100 10700
BUILDING MATLS HLDG CORP COM 120113105 2769 178300 SH DEF 6 169700 8600
BUNGE LIMITED COM G16962105 142 4320 SH DEF 12 4320
BUNGE LIMITED COM G16962105 382 11600 SH DEF 3 6100 5500
BURLINGTON COAT FACTORY COM 121579106 18720 884700 SH DEF 6 855500 29200
BURLINGTON NORTHN SANTA FE C COM 12189T104 1401 43300 SH DEF 3 43300
BURLINGTON NORTHN SANTA FE C COM 12189T104 36257 1120756 SH DEF 6 1120756
BURLINGTON NORTHN SANTA FE C COM 12189T104 27 900 SH DEF 11 200 700
BURLINGTON NORTHN SANTA FE C COM 12189T104 794 24545 SH DEF 2 23345 1200
BURLINGTON NORTHN SANTA FE C COM 12189T104 909 28099 SH DEF 5 17299 10800
BURLINGTON NORTHN SANTA FE C COM 12189T104 1245 38487 SH DEF 12 38487
BURLINGTON RES INC COM 122014103 609 10990 SH DEF 6 10990
BURLINGTON RES INC COM 122014103 62 1112 SH DEF 1 1112
BURLINGTON RES INC COM 122014103 362 6534 SH DEF 5 6200 334
BURLINGTON RES INC COM 122014103 2098 37881 SH DEF 12 37881
BURLINGTON RES INC COM 122014103 2403 43460 SH DEF 11 34160 9300
BURLINGTON RES INC COM 122014103 240 4337 SH DEF 2 3640 697
BUTLER MFG CO DEL COM 123655102 8 350 SH DEF 12 350
C & F FINL CORP COM 12466Q104 40 1000 SH DEF 12 1000
C COR NET CORP COM 125010108 18 1600 SH DEF 12 1600
C COR NET CORP COM 125010108 16 1400 SH DEF 4 1400 0 0
C D I CORP COM 125071100 57 1750 SH DEF 12 1750
CABLE DESIGN TECHNOLOGIES CO COM 126924109 156 17400 SH DEF 12 17400
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 62 2632 SH DEF 12 2632
CABLEVISION SYS CORP CL A NY CABLVS 12686c109 156 6660 SH DEF 4 6660 0 0
CABOT CORP COM 127055101 109 3410 SH DEF 6 3410
CABOT CORP COM 127055101 123 3850 SH DEF 12 3850
CABOT MICROELECTRONICS CORP COM 12709p103 8 160 SH DEF 4 160 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 4 77 SH DEF 12 77
CABOT OIL & GAS CORP COM 127097103 235 8000 SH DEF 2 8000
CABOT OIL & GAS CORP COM 127097103 32 1090 SH DEF 12 1090
CABOT OIL & GAS CORP COM 127097103 19649 669480 SH DEF 3 526480 143000
CACHE INC COM NEW 127150308 4 200 SH DEF 12 200
CACI INTL INC CL A 127190304 25365 521700 SH DEF 3 482000 39700
CACI INTL INC CL A 127190304 117 2400 SH DEF 12 2400
CACI INTL INC CL A 127190304 7233 148775 SH DEF 1 148775
CADBURY SCHWEPPES PLC ADR 127209302 753 25200 SH DEF 2 24300 900
CADBURY SCHWEPPES PLC ADR 127209302 11 400 SH DEF 11 200 200
CADBURY SCHWEPPES PLC ADR 127209302 913 30560 SH DEF 6 990 29570
CADENCE DESIGN SYSTEM INC COM 127387108 252 14000 SH DEF 12 14000
CAE INC COM 124765108 3 668 SH DEF 12 668
CAE INC COM 124765108 820 140000 SH DEF 7 140000
CAL DIVE INTL INC COM 127914109 27 223359 SH DEF 12 223359.44
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 1214 57790 SH DEF 12 57790.22
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 60 3000 SH DEF 11 1500 1500
CALGON CARBON CORP COM 129603106 8 1300 SH DEF 12 1300
CALIFORNIA FIRST NTNL BANCOR COM 130222102 43 3000 SH DEF 12 3000
CALIFORNIA FIRST NTNL BANCOR COM 130222102 1625 114809 SH DEF 6 109309 5500
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 30 1500 SH DEF 12 1500
CALIFORNIA WTR SVC GROUP COM 130788102 93 3400 SH DEF 12 3400
CALLAWAY GOLF CO COM 131193104 282 16753 SH DEF 12 16753
CALLAWAY GOLF CO COM 131193104 7532 447000 SH DEF 6 438900 8100
CALLON PETE CO DEL COM 13123X102 0 0 SH DEF 12 0
CALPINE CORP COM 131347106 689 143214 SH DEF 12 143214
CALPINE CORP COM 131347106 3 529 SH DEF 2 529
CALPINE CORP COM 131347106 46 8500 SH DEF 7 8500
CALPINE CORP COM 131347106 3141 652973 SH DEF 6 639228 13745
CALPINE CORP COM 131347106 34 7000 SH DEF 11 7000
CAMBIOR INC COM 13201L103 40 10000 SH DEF 7 10000
CAMBREX CORP COM 132011107 613 24200 SH DEF 9 24200
CAMCO FINL CORP COM 132618109 1042 60142 SH DEF 6 60142
CAMCO FINL CORP COM 132618109 2 122 SH DEF 2 122
CAMDEN NATL CORP COM 133034108 1187 39100 SH DEF 6 39100
CAMDEN NATL CORP COM 133034108 36 1200 SH DEF 12 1200
CAMDEN PPTY TR SH BEN INT 133131102 2098 47356.44 SH DEF 12 47356.44
CAMDEN PPTY TR SH BEN INT 133131102 2230 51866 SH DEF 9 200 51666
CAMDEN PPTY TR SH BEN INT 133131102 110 2650 SH DEF 11 475 1000 1175
CAMECO CORP COM 13321L108 65 1125 SH DEF 12 1125
CAMECO CORP COM 13321L108 1360 18200 SH DEF 7 18200
CAMPBELL SOUP CO COM 134429109 3 100 SH DEF 6 100
CAMPBELL SOUP CO COM 134429109 198 7391 SH DEF 12 7391
CANADA SOUTHN PETE LTD LTD VTG SH 135231108 15 2888 SH DEF 12 2888
CANADIAN NAT RES LTD COM 136385101 31857 487330 SH DEF 7 487330
CANADIAN NAT RES LTD COM 136385101 167 3674 SH DEF 11 3674
CANADIAN NAT RES LTD COM 136385101 4 78 SH DEF 12 78
CANADIAN NATL RY CO COM 136375102 474 7486 SH DEF 12 7486
CANADIAN NATL RY CO COM 136375102 63 1000 SH DEF 2 1000
CANADIAN NATL RY CO COM 136375102 50517 616060 SH DEF 7 616060
CANADIAN PAC RY LTD COM 13645T100 16548 452365 SH DEF 7 452365
CANADIAN PAC RY LTD COM 13645T100 180 6397 SH DEF 12 6397
CANADIAN PAC RY LTD COM 13645T100 16 600 SH DEF 11 600
CANADIAN SUPERIOR ENERGY INC COM 136644101 1 385 SH DEF 12 385
CANDELA CORP COM 136907102 7512 413200 SH DEF 3 305400 107800
CANON INC ADR 138006309 632 13275 SH DEF 2 12775 500
CANON INC ADR 138006309 14 220 SH DEF 7 220
CANON INC ADR 138006309 10043 210801 SH DEF 6 175842 34959
CANWEST GLOBAL COMMUNICATION SHS NON VTG 138906300 3 200 SH DEF 7 200
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 514 16067 SH DEF 12 16067
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 19268 602110 SH DEF 3 532880 69230
CAPITAL BK CORP COM 139793103 8 500 SH DEF 12 500
CAPITAL CITY BK GROUP INC COM 139674105 44 946 SH DEF 12 946
CAPITAL CORP OF THE WEST COM 140065103 854 21606 SH DEF 6 21606
CAPITAL CROSSING BK COM 140071101 2201 46500 SH DEF 6 44800 1700
CAPITAL CROSSING BK COM 140071101 12 250 SH DEF 12 250
CAPITAL ONE FINL CORP COM 14040H105 19 310 SH DEF 6 310
CAPITAL ONE FINL CORP COM 14040H105 94 1535 SH DEF 2 1140 395
CAPITAL ONE FINL CORP COM 14040H105 22444 366200 SH DEF 3 362000 4200
CAPITAL ONE FINL CORP COM 14040H105 384402 6271850 SH DEF 10 5495403 776447
CAPITAL ONE FINL CORP COM 14040H105 191114 3118200 SH DEF 8 1828200 1290000
CAPITAL ONE FINL CORP COM 14040H105 3801 62023.59 SH DEF 12 62023.59
CAPITAL ONE FINL CORP COM 14040H105 1989 33612 SH DEF 11 31812 600 1200
CAPITAL ONE FINL CORP COM 14040H105 1839 30000 SH DEF 30000
CAPITAL TRUST INC MD CL A NEW 14052H506 6 250 SH DEF 12 250
CAPITOL BANCORP LTD COM 14056D105 2681 94400 SH DEF 6 91400 3000
CAPITOL FED FINL COM 14057C106 36 1000 SH DEF 12 1000
CAPSTEAD MTG CORP COM NO PAR 14067E506 9 550 SH DEF 12 550
CAPSTEAD MTG CORP PFD B CV $1.26 14067E308 163 12515 SH DEF 12 12515
CAPSTONE TURBINE CORP COM 14067D102 2 1200 SH DEF 12 1200
CAPTARIS INC COM 14071N104 1628 289720 SH DEF 3 235920 53800
CAPTARIS INC COM 14071N104 6 1000 SH DEF 12 1000
CAPTIVA SOFTWARE CORP DEL COM 14073T109 180 14200 SH DEF 3 9100 5100
CARACO PHARMACEUTICAL LABS L COM 14075T107 15 2000 SH DEF 12 2000
CARAUSTAR INDS INC COM 140909102 6 400 SH DEF 12 400
CARDIAC SCIENCE INC COM NEW 141410209 14 3450 SH DEF 12 3450
CARDINAL FINL CORP COM 14149F109 684 82594 SH DEF 12 82594
CARDINAL FINL CORP COM 14149F109 83 10000 SH DEF 11 10000
CARDINAL HEALTH INC COM 14149Y108 10898 178195 SH DEF 2 172204 5991
CARDINAL HEALTH INC COM 14149Y108 471 7878 SH DEF 11 1520 3095 3263
CARDINAL HEALTH INC COM 14149Y108 4177 68292.06 SH DEF 12 68292.06
CARDINAL HEALTH INC COM 14149Y108 341 5583 SH DEF 5 5000 583
CARDINAL HEALTH INC COM 14149Y108 890 14820 SH DEF 9 14820
CARDINAL HEALTH INC COM 14149Y108 37 600 SH DEF 1 600
CARDINAL HEALTH INC COM 14149Y108 11782 192650 SH DEF 3 189050 3600
CAREER EDUCATION CORP COM 141665109 501 12450 SH DEF 3 6200 6250
CAREER EDUCATION CORP COM 141665109 220 5478 SH DEF 12 5478
CAREMARK RX INC COM 141705103 29 1200 SH DEF 11 1200
CAREMARK RX INC COM 141705103 27 1054 SH DEF 2 0 1054
CAREMARK RX INC COM 141705103 442 17452 SH DEF 12 17452
CAREMARK RX INC COM 141705103 6816 269100 SH DEF 8 225500 43600
CAREMARK RX INC COM 141705103 103853 4100000 SH DEF 10 4100000
CARLISLE COS INC COM 142339100 56 920 SH DEF 12 920
CARLISLE COS INC COM 142339100 8802 144630 SH DEF 3 140230 4400
CARMAX INC COM 143130102 7369 238247.5 SH DEF 12 238247.5
CARMAX INC COM 143130102 1856 60000 SH DEF 60000
CARMAX INC COM 143130102 60 1882 SH DEF 11 1882
CARNIVAL CORP PAIRED CTF 143658300 15544 391238 SH DEF 6 340213 51025
CARNIVAL CORP PAIRED CTF 143658300 12 305 SH DEF 2 0 305
CARNIVAL CORP PAIRED CTF 143658300 7520 189271 SH DEF 12 189271.49
CARNIVAL CORP PAIRED CTF 143658300 369 10177 SH DEF 11 6530 657 2990
CARPENTER TECHNOLOGY CORP COM 144285103 7702 259920 SH DEF 6 254180 225 5515
CARRAMERICA RLTY CORP COM 144418100 113 3800 SH DEF 11 1000 1400 1400
CARRAMERICA RLTY CORP COM 144418100 4875 163698 SH DEF 12 163698.94
CARREKER CORP COM 144433109 28 2000 SH DEF 12 2000
CARRIAGE SVCS INC COM 143905107 841 227400 SH DEF 6 215600 11800
CARRIER ACCESS CORP COM 144460102 5 425 SH DEF 2 425
CARRINGTON LABS INC COM 144525102 14 3500 SH DEF 2 3500
CARRINGTON LABS INC COM 144525102 0 12 SH DEF 12 12
CARRIZO OIL & CO INC COM 144577103 26 3600 SH DEF 6 3600
CARROLLTON BANCORP COM 145282109 48 2709 SH DEF 11 2709
CARROLLTON BANCORP COM 145282109 238 13382 SH DEF 12 13382
CARTER INC COM 146229109 2149 84430 SH DEF 3 81420 3010
CASCADE BANCORP COM 147154108 5206 270285 SH DEF 1 270285
CASCADE CORP COM 147195101 3171 142200 SH DEF 6 135300 6900
CASCADE CORP COM 147195101 2958 132640 SH DEF 3 97290 35350
CASCADE FINL CORP COM 147272108 545 28125 SH DEF 1 28125
CASCADE NAT GAS CORP COM 147339105 11 526 SH DEF 2 526
CASH AMER INTL INC COM 14754D100 20310 958920 SH DEF 3 865370 93550
CASTLE CONV FD INC COM 148443104 10 450 SH DEF 12 450
CASTLE ENERGY CORP COM PAR$0.50N 148449309 56 7500 SH DEF 12 7500
CATELLUS DEV CORP NEW COM 149113102 30 1253 SH DEF 2 1253
CATERPILLAR INC DEL COM 149123101 2396 28945 SH DEF 11 23125 5820
CATERPILLAR INC DEL COM 149123101 33540 404000 SH DEF 6 404000
CATERPILLAR INC DEL COM 149123101 4870 58663 SH DEF 12 58663
CATERPILLAR INC DEL COM 149123101 257 3090 SH DEF 2 2700 390
CATERPILLAR INC DEL COM 149123101 429 4000 SH DEF 7 4000
CATO CORP NEW CL A 149205106 2 100 SH DEF 12 100
CATO CORP NEW CL A 149205106 13813 674025 SH DEF 6 655480 135 18410
CAVALIER HOMES INC COM 149507105 0 100 SH DEF 12 100
CB BANCSHARES INC HAWAII COM 124785106 50 800 SH DEF 4 800 0 0
CBL & ASSOC PPTYS INC COM 124830100 17294 306080 SH DEF 3 297980 8100
CBL & ASSOC PPTYS INC COM 124830100 30 570 SH DEF 11 570
CBL & ASSOC PPTYS INC COM 124830100 375 6630 SH DEF 12 6630
CBRL GROUP INC COM 12489V106 209 5474 SH DEF 12 5474
CBRL GROUP INC COM 12489V106 34484 900840 SH DEF 3 762180 138660
CCBT FINL COS INC COM 12500Q102 7 200 SH DEF 12 200
CCC INFORMATION SVCS GROUP I COM 12487Q109 13 780 SH DEF 12 780
CCC INFORMATION SVCS GROUP I COM 12487q109 103 6079 SH DEF 4 6079 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 59809 934523 SH DEF 7 934523
CE FRANKLIN LTD COM 125151100 1038 494500 SH DEF 494500
CEC ENTMT INC COM 125137109 47712 1006920 SH DEF 6 993360 250 13310
CEC ENTMT INC COM 125137109 41239 870200 SH DEF 3 687860 182340
CEC ENTMT INC COM 125137109 241 5085 SH DEF 12 5085
CEDAR FAIR L P DEPOSITRY UNIT 150185106 243 7900 SH DEF 5 7900
CEDAR FAIR L P DEPOSITRY UNIT 150185106 445 14467.16 SH DEF 12 14467.16
CEDAR SHOPPING CTRS INC COM NEW 150602209 902 72650 SH DEF 12 72650
CELANESE AG ORD D1497A101 6629 162910 SH DEF 3 116660 46250
CELANESE AG ORD D1497A101 0 10 SH DEF 12 10
CELESTICA INC SUB VTG SHS 15101q108 16081 1067065 SH DEF 4 1067065 0 0
CELESTICA INC SUB VTG SHS 15101Q108 60 4000 SH DEF 12 4000
CELESTICA INC SUB VTG SHS 15101Q108 22 1100 SH DEF 7 1100
CELESTICA INC SUB VTG SHS 15101Q108 6933 460050 SH DEF 5 245700 214350
CELGENE CORP COM 151020104 20 450 SH DEF 12 450
CELL GENESYS INC COM 150921104 7 550 SH DEF 11 275 275
CELL GENESYS INC COM 150921104 16 1200 SH DEF 2 1200
CELL GENESYS INC COM 150921104 27174 2100000 SH DEF 10 2100000
CELL GENESYS INC COM 150921104 8045 621680 SH DEF 12 621680
CELL GENESYS INC COM 150921104 1920 148400 SH DEF 8 125100 23300
CELLSTAR CORP COM NEW 150925204 20 1580 SH DEF 12 1580
CELSION CORPORATION COM 15117N107 7 5500 SH DEF 12 5500
CEMEX S A SPON ADR 5 ORD 151290889 51 2000 SH DEF 11 1000 1000
CENDANT CORP DEBT 2/1 151313AF0 675 9000 SH DEF 12 9000
CENDANT CORP COM 151313103 9289 417100 SH DEF 8 210500 206600
CENDANT CORP COM 151313103 8399 377143 SH DEF 12 377143
CENDANT CORP COM 151313103 13253 595126 SH DEF 4 595126 0 0
CENDANT CORP COM 151313103 117 5700 SH DEF 11 2850 2850
CENDANT CORP COM 151313103 5641 253304 SH DEF 6 253304
CENDANT CORP COM 151313103 11088 497910 SH DEF 3 487380 10530
CENDANT CORP COM 151313103 435 19180 SH DEF 9 19180
CENDANT CORP COM 151313103 49 2186 SH DEF 2 2186
CENDANT CORP COM 151313103 82399 3700000 SH DEF 13 3700000
CENDANT CORP COM 151313103 6923 310870 SH DEF 5 184475 126395
CENTENE CORP DEL COM 15135B101 4 137 SH DEF 12 137
CENTERPOINT ENERGY INC COM 15189T107 3 300 SH DEF 2 300
CENTERPOINT ENERGY INC COM 15189T107 193 19898 SH DEF 12 19898
CENTERPOINT ENERGY INC COM 15189T107 107 11090 SH DEF 6 11090
CENTERPOINT ENERGY INC COM 15189T107 11127 1148260 SH DEF 3 704810 443450
CENTERPOINT PPTYS TR COM 151895109 45 600 SH DEF 12 600
CENTERPOINT PPTYS TR COM 151895109 75 1000 SH DEF 2 1000
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 2266 37600 SH DEF 3 34780 2820
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 5400 89600 SH DEF 6 84600 5000
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 6 100 SH DEF 12 100
CENTEX CORP COM 152312104 75 700 SH DEF 3 700
CENTEX CORP COM 152312104 26 240 SH DEF 12 240
CENTEX CORP COM 152312104 140 1300 SH DEF 4 1300 0 0
CENTRAL EUROPE AND RUSSIA FD COM 153436100 43 1860 SH DEF 12 1860
CENTRAL FD CDA LTD CL A 153501101 16 3000 SH DEF 12 3000
CENTRAL FGHT LINES INC NEV COM 153491105 23 1300 SH DEF 12 1300
CENTRAL GARDEN & PET CO COM 153527106 4611 164500 SH DEF 6 159400 5100
CENTRAL PKG CORP COM 154785109 1 80 SH DEF 2 80
CENTRAL PKG CORP COM 154785109 66 4393 SH DEF 12 4393
CENTRAL SECS CORP COM 155123102 17 800 SH DEF 12 800
CENTRAL VA BANKSHARES INC COM 155792104 35 1325 SH DEF 12 1325
CENTRAL VT PUB SVC CORP COM 155771108 28 1200 SH DEF 2 600 600
CENTRAL VT PUB SVC CORP COM 155771108 42 1800 SH DEF 12 1800
CENTRAL VT PUB SVC CORP COM 155771108 2526 107500 SH DEF 6 102700 4800
CENTURY ALUM CO COM 156431108 20544 1075727 SH DEF 6 1056897 490 18340
CENTURY BUSINESS SVCS INC COM 156490104 262 58591 SH DEF 12 58591
CENTURYTEL INC COM 156700106 4378 134198 SH DEF 12 134198
CENTURYTEL INC COM 156700106 1925 59000 SH DEF 3 59000
CENTURYTEL INC COM 156700106 60 1800 SH DEF 11 1425 125 250
CENTURYTEL INC COM 156700106 2 48 SH DEF 2 48
CENTURYTEL INC COM 156700106 9279 284470 SH DEF 6 284470
CEPHALON INC COM 156708109 148 3053 SH DEF 12 3053
CEPHEID COM 15670R107 68 7100 SH DEF 12 7100
CERES GROUP INC COM 156772105 2717 459800 SH DEF 6 437700 22100
CERIDIAN CORP NEW COM 156779100 4448 212436 SH DEF 8 179436 33000
CERIDIAN CORP NEW COM 156779100 38 1900 SH DEF 11 1900
CERIDIAN CORP NEW COM 156779100 92 4410 SH DEF 6 4410
CERIDIAN CORP NEW COM 156779100 396 18900 SH DEF 3 9900 9000
CERIDIAN CORP NEW COM 156779100 62820 3000000 SH DEF 10 3000000
CERIDIAN CORP NEW COM 156779100 272 12978 SH DEF 12 12978
CERNER CORP COM 156782104 151 4000 SH DEF 2 4000
CERNER CORP COM 156782104 2 50 SH DEF 6 50
CERNER CORP COM 156782104 37 980 SH DEF 12 980
CERTEGY INC COM 156880106 1951 59494.5 SH DEF 12 59494.5
CERTEGY INC COM 156880106 2 60 SH DEF 6 60
CERTEGY INC COM 156880106 52 1600 SH DEF 11 800 800
CERTEGY INC COM 156880106 3204 97698 SH DEF 1 9000 88698
CERUS CORP COM 157085101 1 250 SH DEF 2 250
CERUS CORP COM 157085101 3 600 SH DEF 12 600
CEVA INC COM 157210105 1 100 SH DEF 12 100
CEVA INC COM 157210105 1 100 SH DEF 11 100
CH ENERGY GROUP INC COM 12541M102 652 13908 SH DEF 12 13908
CHALONE WINE GROUP LTD COM 157639105 5 517 SH DEF 12 517
CHAMPS ENTMT INC DEL COM 158787101 5 700 SH DEF 12 700
CHARLES & COLVARD LTD COM 159765106 13 3050 SH DEF 12 3050
CHARLES RIV LABS INTL INC COM 159864107 69 2000 SH DEF 12 2000
CHARLES RIV LABS INTL INC COM 159864107 1533 44650 SH DEF 3 44650
CHARMING SHOPPES INC COM 161133103 84 15255 SH DEF 4 15255 0 0
CHARTER COMMUNICATIONS INC D CL A 16117M107 58 14442 SH DEF 12 14442
CHARTER ONE FINL INC COM 160903100 3028 87648.39 SH DEF 12 87648.39
CHARTER ONE FINL INC COM 160903100 720 22094 SH DEF 11 259 21835
CHARTER ONE FINL INC COM 160903100 26101 755453 SH DEF 2 734351 21102
CHARTER ONE FINL INC COM 160903100 6048 175056 SH DEF 5 113390 61666
CHARTER ONE FINL INC COM 160903100 420 12170 SH DEF 6 12170
CHARTER ONE FINL INC COM 160903100 10931 316378 SH DEF 4 316378 0 0
CHARTERMAC SH BEN INT 160908109 1062 50249 SH DEF 12 50249
CHARTWELL DIVD & INCOME FD I COM 16139P104 46 4723.01 SH DEF 12 4723.01
CHATTEM INC COM 162456107 11783 656790 SH DEF 6 645400 280 11110
CHECK POINT SOFTWARE TECH LT ORD M22465104 8 500 SH DEF 2 500
CHECK POINT SOFTWARE TECH LT ORD M22465104 134 7967 SH DEF 12 7967
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 1 83 SH DEF 12 83
CHECKFREE CORP NEW COM 162813109 43 1540 SH DEF 6 1540
CHECKFREE CORP NEW COM 162813109 28 1000 SH DEF 3 1000
CHECKFREE CORP NEW COM 162813109 1256 45420 SH DEF 12 45420
CHECKPOINT SYS INC COM 162825103 26553 1404160 SH DEF 3 1067760 336400
CHECKPOINT SYS INC COM 162825103 147 7800 SH DEF 12 7800
CHEESECAKE FACTORY INC COM 163072101 149 3385 SH DEF 12 3385
CHELSEA PPTY GROUP INC COM 163421100 34523 629870 SH DEF 3 481290 148580
CHELSEA PPTY GROUP INC COM 163421100 30 549.57 SH DEF 12 549.57
CHEMICAL FINL CORP COM 163731102 10044 276021 SH DEF 6 267244 8777
CHEMICAL FINL CORP COM 163731102 84 2300 SH DEF 3 1400 900
CHEROKEE INC DEL NEW COM 16444H102 1928 85100 SH DEF 6 81700 3400
CHESAPEAKE CORP COM 165159104 92 3459 SH DEF 12 3459
CHESAPEAKE CORP COM 165159104 212 8000 SH DEF 3 8000
CHESAPEAKE ENERGY CORP COM 165167107 132 10958 SH DEF 11 10958
CHESAPEAKE ENERGY CORP COM 165167107 4791 352778 SH DEF 12 352778.11
CHESAPEAKE ENERGY CORP PFD CONV 6.75% 165167503 248 2700 SH DEF 12 2700
CHESAPEAKE ENERGY CORP COM 165167107 1537 113200 SH DEF 6 113200
CHESAPEAKE UTILS CORP COM 165303108 32 1225 SH DEF 12 1225
CHEVRONTEXACO CORP COM 166764100 2402 27810 SH DEF 1 7595 20215
CHEVRONTEXACO CORP COM 166764100 14 165 SH DEF 4 165 0 0
CHEVRONTEXACO CORP COM 166764100 554 4959 SH DEF 7 4959
CHEVRONTEXACO CORP COM 166764100 22981 266015 SH DEF 12 266015.25
CHEVRONTEXACO CORP COM 166764100 52173 603922 SH DEF 6 603922
CHEVRONTEXACO CORP COM 166764100 22758 263435 SH DEF 2 257537 5898
CHEVRONTEXACO CORP COM 166764100 27592 319393 SH DEF 3 313975 5418
CHEVRONTEXACO CORP COM 166764100 2375 29983 SH DEF 11 14396 3276 12311
CHEVRONTEXACO CORP COM 166764100 6275 72634 SH DEF 5 69188 3446
CHICAGO MERCANTILE HLDGS INC CL A 167760107 36 500 SH DEF 12 500
CHICOS FAS INC COM 168615102 5807 157150 SH DEF 1 157150
CHICOS FAS INC COM 168615102 225 6100 SH DEF 5 5500 600
CHICOS FAS INC COM 168615102 299 8105 SH DEF 12 8105
CHICOS FAS INC COM 168615102 59 1600 SH DEF 2 1500 100
CHILE FD INC COM 168834109 6 391.44 SH DEF 12 391.44
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 109 7000 SH DEF 3 7000
CHINA YUCHAI INTL LTD COM G21082105 61 2000 SH DEF 12 2000
CHIPPAC INC CL A 169657103 8 1000 SH DEF 12 1000
CHIPPAC INC CL A 169657103 17176 2263020 SH DEF 3 1955070 307950
CHIQUITA BRANDS INTL INC COM 170032809 18022 799890 SH DEF 3 591390 208500
CHIQUITA BRANDS INTL INC COM 170032809 9 407 SH DEF 12 407
CHIQUITA BRANDS INTL INC COM 170032809 0 22 SH DEF 2 22
CHIQUITA BRANDS INTL INC *W EXP 01/01/200 170032114 43 5704 SH DEF 12 5704
CHIRON CORP COM 170040109 1 16 SH DEF 2 16
CHIRON CORP COM 170040109 269 4725 SH DEF 4 4725 0 0
CHIRON CORP COM 170040109 189 3311 SH DEF 12 3311
CHITTENDEN CORP COM 170228100 7 209 SH DEF 12 209
CHOICE HOTELS INTL INC COM 169905106 15389 436555 SH DEF 3 361205 75350
CHOICE HOTELS INTL INC COM 169905106 102 2900 SH DEF 12 2900
CHOICEPOINT INC COM 170388102 321 8439 SH DEF 12 8439
CHOICEPOINT INC COM 170388102 35 1050 SH DEF 11 1050
CHORDIANT SOFTWARE INC COM 170404107 12 2180 SH DEF 12 2180
CHRISTOPHER & BANKS CORP COM 171046105 6 325 SH DEF 11 325
CHRISTOPHER & BANKS CORP COM 171046105 108 5535 SH DEF 12 5535
CHROMAVISION MED SYS INC COM 17111P104 27 8500 SH DEF 12 8500
CHROMCRAFT REVINGTON INC COM 171117104 860 75800 SH DEF 6 72000 3800
CHUBB CORP COM 171232101 70 800 SH DEF 7 800
CHUBB CORP COM 171232101 1494 21945 SH DEF 5 14045 7900
CHUBB CORP COM 171232101 2976 43704.72 SH DEF 12 43704.72
CHUBB CORP COM 171232101 1857 27267 SH DEF 2 25517 1750
CHUBB CORP COM 171232101 495 7414 SH DEF 11 1464 4875 1075
CHUBB CORP COM 171232101 1262 18538 SH DEF 6 14980 3558
CHUBB CORP COM 171232101 10024 147200 SH DEF 3 143700 3500
CHUBB CORP COM 171232101 620 9100 SH DEF 1 9100
CHUBB CORP CORP UNIT % 171232309 53 1865 SH DEF 12 1865
CHUBB CORP CORP UNIT % 171232309 3913 106000 SH DEF 7 106000
CHUBB CORP COM 171232101 133 2000 SH DEF 9 2000
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 1291 68900 SH DEF 7 68900
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 6200 427600 SH DEF 6 427600
CHURCH & DWIGHT INC COM 171340102 20 500 SH DEF 12 500
CHURCHILL DOWNS INC COM 171484108 11 300 SH DEF 12 300
CIBER INC COM 17163B102 191 22012 SH DEF 12 22012
CIBER INC COM 17163B102 2993 345630 SH DEF 3 249830 95800
CIENA CORP COM 171779101 474 71315 SH DEF 12 71315
CIENA CORP COM 171779101 4 630 SH DEF 6 630
CIGNA CORP COM 125509109 128 2500 SH DEF 11 2500
CIGNA CORP COM 125509109 428 7447 SH DEF 12 7447
CIGNA CORP COM 125509109 259 4500 SH DEF 2 4500
CIGNA CORP COM 125509109 46467 808123 SH DEF 6 758768 49355
CIGNA CORP COM 125509109 834 14500 SH DEF 3 14500
CIGNA CORP COM 125509109 282 4910 SH DEF 5 2610 2300
CIGNA HIGH INCOME SHS SH BEN INT 12551D109 29 10000 SH DEF 8 10000
CIGNA HIGH INCOME SHS SH BEN INT 12551D109 16 5700 SH DEF 12 5700
CIGNA INVTS SECS INC COM 17179X106 30 1775 SH DEF 12 1775
CIM HIGH YIELD SECS SH BEN INT 125527101 5 1000 SH DEF 12 1000
CIMAREX ENERGY CO COM 171798101 20566 770409 SH DEF 6 747947 143 22319
CIMAREX ENERGY CO COM 171798101 32 1366 SH DEF 11 1000 366
CIMAREX ENERGY CO COM 171798101 68 2549 SH DEF 2 2549
CIMAREX ENERGY CO COM 171798101 6 212 SH DEF 12 212
CINCINNATI BELL INC NEW COM 171871106 14475 2866370 SH DEF 3 2136170 730200
CINCINNATI BELL INC NEW COM 171871106 10 2000 SH DEF 11 2000
CINCINNATI BELL INC NEW COM 171871106 75467 14944000 SH DEF 13 14944000
CINCINNATI BELL INC NEW COM 171871106 138 27409 SH DEF 12 27409
CINCINNATI BELL INC NEW COM 171871106 682 135069 SH DEF 2 129669 5400
CINCINNATI BELL INC NEW COM 171871106 61327 12144000 SH DEF 10 12144000
CINCINNATI BELL INC NEW COM 171871106 7890 1562328 SH DEF 8 1042828 519500
CINCINNATI BELL INC NEW COM 171871106 206 40704 SH DEF 40704
CINCINNATI FINL CORP COM 172062101 372 8900 SH DEF 6 8900
CINCINNATI FINL CORP COM 172062101 19239 459388 SH DEF 2 455947 3441
CINCINNATI FINL CORP COM 172062101 283 6932 SH DEF 11 3466 3466
CINCINNATI FINL CORP COM 172062101 2259 53934.81 SH DEF 12 53934.81
CINERGY CORP COM 172474108 1667 42963 SH DEF 12 42963
CINERGY CORP COM 172474108 1206 31063 SH DEF 2 31063
CINERGY CORP COM 172474108 262 6760 SH DEF 6 6760
CINERGY CORP COM 172474108 205 5425 SH DEF 11 4600 125 700
CINTAS CORP COM 172908105 27699 552542 SH DEF 2 537283 15259
CINTAS CORP COM 172908105 488 9730.58 SH DEF 12 9730.58
CINTAS CORP COM 172908105 372 8550 SH DEF 11 8550
CIRCOR INTL INC COM 17273K109 108 4500 SH DEF 12 4500
CIRCOR INTL INC COM 17273K109 815 33800 SH DEF 3 30750 3050
CIRCUIT CITY STORE INC COM 172737108 2 200 SH DEF 6 200
CIRCUIT CITY STORE INC COM 172737108 3397 335321 SH DEF 12 335321.59
CIRCUIT CITY STORE INC COM 172737108 59 6000 SH DEF 11 6000
CIRRUS LOGIC INC COM 172755100 7 895 SH DEF 4 895 0 0
CISCO SYS INC COM 17275R102 40872 1686847 SH DEF 1 31900 1654947
CISCO SYS INC COM 17275R102 9987 412170 SH DEF 5 210840 201330
CISCO SYS INC COM 17275R102 6802 280049 SH DEF 2 255087 24962
CISCO SYS INC COM 17275R102 65199 2690845 SH DEF 3 2642945 47900
CISCO SYS INC COM 17275R102 1887 85933 SH DEF 11 53352 24866 7715
CISCO SYS INC COM 17275R102 10257 328995 SH DEF 7 328995
CISCO SYS INC COM 17275R102 5820 240195 SH DEF 6 240195
CISCO SYS INC COM 17275R102 20277 834778 SH DEF 12 834778.63
CISCO SYS INC COM 17275R102 16109 664830 SH DEF 4 664830 0 0
CISCO SYS INC COM 17275R102 632 23872 SH DEF 9 23872
CIT GROUP INC COM 125581108 50330 1400000 SH DEF 13 1400000
CIT GROUP INC COM 125581108 33151 922130 SH DEF 3 890880 31250
CIT GROUP INC COM 125581108 4 120 SH DEF 6 120
CIT GROUP INC COM 125581108 1063 29575 SH DEF 12 29575
CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J202 0 16 SH DEF 12 16
CITIGROUP INC COM 172967101 6743 107775 SH DEF 7 107775
CITIGROUP INC COM 172967101 44928 925593.5 SH DEF 12 925593.5
CITIGROUP INC COM 172967101 5765 118778 SH DEF 1 4000 114778
CITIGROUP INC COM 172967101 66 1360 SH DEF 4 1360 0 0
CITIGROUP INC COM 172967101 31868 656526 SH DEF 2 634977 21549
CITIGROUP INC COM 172967101 9199 194371 SH DEF 11 141531 26981 25859
CITIGROUP INC COM 172967101 6939 139096 SH DEF 9 14442 124654
CITIGROUP INC COM 172967101 6932 142809 SH DEF 5 101057 41752
CITIGROUP INC COM 172967101 86944 1791181 SH DEF 3 1753149 38032
CITIGROUP INC COM 172967101 546228 11253159 SH DEF 10 9873729 1379430
CITIGROUP INC COM 172967101 77289 1592257 SH DEF 6 1554837 37420
CITIGROUP INC COM 172967101 280613 5781058 SH DEF 8 3449058 2332000
CITIGROUP INVTS LN FD INC COM 17307C107 141 9350 SH DEF 12 9350
CITIZENS BKG CORP MICH COM 174420109 45 1369 SH DEF 12 1369
CITIZENS COMMUNICATIONS CO COM 17453B101 65 5203 SH DEF 2 5203
CITIZENS COMMUNICATIONS CO COM 17453B101 334 26920 SH DEF 12 26920
CITIZENS FIRST BANCORP INC D COM 17461R106 7 300 SH DEF 12 300
CITIZENS SOUTH BKG CP DEL COM 176682102 5 389 SH DEF 12 389
CITIZENS SOUTH BKG CP DEL COM 176682102 1111 79675 SH DEF 1 79675
CITRIX SYS INC COM 177376100 1310 61900 SH DEF 6 61900
CITRIX SYS INC COM 177376100 1 70 SH DEF 11 70
CITRIX SYS INC COM 177376100 38669 1827460 SH DEF 3 1652710 174750
CITRIX SYS INC COM 177376100 53 2500 SH DEF 2 2500
CITRIX SYS INC COM 177376100 48 2255 SH DEF 12 2255
CITY HLDG CO COM 177835105 53 1500 SH DEF 12 1500
CITY HLDG CO COM 177835105 12865 366940 SH DEF 3 296640 70300
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 2 788 SH DEF 12 788
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 1 500 SH DEF 2 500
CITY NATL CORP COM 178566105 58 935 SH DEF 12 935
CITY NATL CORP COM 178566105 3174 51100 SH DEF 3 51100
CITY NATL CORP COM 178566105 10961 176450 SH DEF 6 176450
CKE RESTAURANTS INC COM 12561E105 5135 803595 SH DEF 6 792240 375 10980
CLAIRES STORES INC COM 179584107 38137 2024250 SH DEF 3 1686700 337550
CLAIRES STORES INC COM 179584107 45 2400 SH DEF 12 2400
CLARCOR INC COM 179895107 166 4000 SH DEF 11 2000 2000
CLARCOR INC COM 179895107 679 15406 SH DEF 12 15406
CLARCOR INC COM 179895107 84 1900 SH DEF 2 1200 700
CLARK INC COM 181457102 2584 134300 SH DEF 6 126700 7600
CLARUS CORP COM 182707109 1 200 SH DEF 12 200
CLEAR CHANNEL COMMUNICATIONS COM 184502102 114 2424 SH DEF 2 2239 185
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3461 73910 SH DEF 3 72410 1500
CLEAR CHANNEL COMMUNICATIONS COM 184502102 190 4875 SH DEF 11 4450 425
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1250 26686 SH DEF 12 26686
CLEAR CHANNEL COMMUNICATIONS COM 184502102 452 9650 SH DEF 5 8550 1100
CLECO CORP NEW COM 12561W105 58 3400 SH DEF 11 1700 1700
CLECO CORP NEW COM 12561W105 3091 171914 SH DEF 12 171914
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CROMPTON CORP COM 227116100 10 1600 SH DEF 11 800 800
CROMPTON CORP COM 227116100 6 800 SH DEF 12 800
CROSS A T CO CL A 227478104 20 3050 SH DEF 12 3050
CROSS CTRY HEALTHCARE INC COM 227483104 4987 332879 SH DEF 6 316779 16100
CROSS TIMBERS RTY TR TR UNIT 22757R109 38 1337 SH DEF 12 1337
CROSSTEX ENERGY L P COM 22765U102 193 4675 SH DEF 12 4675
CROWN CASTLE INTL CORP COM 228227104 49 4415 SH DEF 12 4415
CROWN HOLDINGS INC COM 228368106 3 300 SH DEF 2 300
CROWN HOLDINGS INC COM 228368106 48378 5339525 SH DEF 6 5178970 1415 159140
CROWN HOLDINGS INC COM 228368106 212 23450 SH DEF 12 23450
CROWN MEDIA HLDGS INC CL A 228411104 20 2400 SH DEF 12 2400
CSG SYS INTL INC COM 126349109 13552 1085000 SH DEF 6 1051100 33900
CSK AUTO CORP COM 125965103 19676 1048280 SH DEF 3 831780 216500
CSP INC COM 126389105 6 933 SH DEF 12 933
CSS INDS INC COM 125906107 1876 60500 SH DEF 6 55700 4800
CSX CORP COM 126408103 1688 46979.98 SH DEF 12 46979.98
CSX CORP COM 126408103 603 16775 SH DEF 5 10125 6650
CSX CORP COM 126408103 177 5772 SH DEF 11 2432 3340
CSX CORP COM 126408103 946 26320 SH DEF 2 25930 390
CSX CORP COM 126408103 26143 727410 SH DEF 6 727410
CT COMMUNICATIONS INC COM NEW 126426402 10 725 SH DEF 12 725
CTI MOLECULAR IMAGING INC COM 22943D105 42 2500 SH DEF 12 2500
CTS CORP COM 126501105 31 2660 SH DEF 12 2660
CTS CORP COM 126501105 1 100 SH DEF 2 100
CUBIC CORP COM 229669106 5 210 SH DEF 12 210
CUBIST PHARMACEUTICALS INC COM 229678107 4 300 SH DEF 12 300
CULLEN FROST BANKERS INC COM 229899109 154 3950 SH DEF 11 1975 1975
CULLEN FROST BANKERS INC COM 229899109 660 16278 SH DEF 12 16278
CULLEN FROST BANKERS INC COM 229899109 20673 509560 SH DEF 3 382090 127470
CULLEN FROST BANKERS INC COM 229899109 2240 55225 SH DEF 1 55225
CULP INC COM 230215105 1429 131100 SH DEF 6 124400 6700
CUMMINS INC COM 231021106 778 15890 SH DEF 12 15890
CUMMINS INC COM 231021106 6376 130280 SH DEF 6 130280
CUNO INC COM 126583103 1 20 SH DEF 12 20
CURAGEN CORP COM 23126R101 14 1870 SH DEF 12 1870
CURATIVE HEALTH SRVCS INC COM 23126W100 2140 155100 SH DEF 6 146400 8700
CURIS INC COM 231269101 0 35 SH DEF 12 35
CURIS INC COM 231269101 0 15 SH DEF 4 15 0 0
CURTISS WRIGHT CORP COM 231561101 18 400 SH DEF 12 400
CURTISS WRIGHT CORP CL B 231561408 80 1784 SH DEF 12 1784
CUTTER & BUCK INC COM 232217109 14 1500 SH DEF 12 1500
CVF TECHNOLOGIES CORP COM 12660F102 4 9000 SH DEF 12 9000
CVS CORP COM 126650100 3434 95076 SH DEF 2 95076
CVS CORP COM 126650100 6069 130000 SH DEF 7 130000
CVS CORP COM 126650100 1157 32030 SH DEF 5 29030 3000
CVS CORP COM 126650100 126 3730 SH DEF 11 1535 2195
CVS CORP COM 126650100 2196 62042 SH DEF 9 62042
CVS CORP COM 126650100 5 150 SH DEF 6 150
CVS CORP COM 126650100 4949 137023 SH DEF 12 137023.01
CVS CORP COM 126650100 7943 219900 SH DEF 3 211900 8000
CYANOTECH CORP COM NEW 232437202 6 3100 SH DEF 12 3100
CYBERGUARD CORP COM 231910100 519 59500 SH DEF 12 59500
CYBERONICS INC COM 23251P102 10 300 SH DEF 12 300
CYBERONICS INC COM 23251P102 43 1350 SH DEF 2 1350
CYMER INC COM 232572107 46 1000 SH DEF 12 1000
CYPRESS SEMICONDUCTOR CORP COM 232806109 1185 55470 SH DEF 3 51000 4470
CYPRESS SEMICONDUCTOR CORP COM 232806109 114 5360 SH DEF 12 5360
CYPRESS SEMICONDUCTOR CORP COM 232806109 2 100 SH DEF 2 100
CYTEC INDS INC COM 232820100 62 1619 SH DEF 12 1619
CYTEC INDS INC COM 232820100 88 2300 SH DEF 6 2300
CYTOGEN CORP COM NEW 232824300 6 550 SH DEF 12 550
CYTRX CORP COM NEW 232828301 9 5000 SH DEF 12 5000
CYTYC CORP COM 232946103 16313 1178710 SH DEF 3 978950 199760
CYTYC CORP COM 232946103 277 20112 SH DEF 12 20112
D & E COMMUNICATIONS INC COM 232860106 12 800 SH DEF 12 800
D & K HEALTHCARE RES INC COM 232861104 2285 168494 SH DEF 6 159194 9300
D R HORTON INC COM 23331A109 12081 279270 SH DEF 3 279270
D R HORTON INC COM 23331A109 43 1000 SH DEF 2 1000
D R HORTON INC COM 23331A109 205 4741 SH DEF 12 4741
DADE BEHRING HLDGS INC COM 23342J206 3567 99800 SH DEF 3 97990 1810
DAIMLERCHRYSLER AG ORD D1668R123 621 13441 SH DEF 12 13441
DAIMLERCHRYSLER AG ORD D1668R123 166 3600 SH DEF 2 3600
DAIMLERCHRYSLER AG ORD D1668R123 465 10103 SH DEF 9 10103
DAKTRONICS INC COM 234264109 7958 316440 SH DEF 3 310220 6220
DANA CORP COM 235811106 105 5700 SH DEF 12 5700
DANA CORP COM 235811106 13023 709700 SH DEF 6 709700
DANAHER CORP DEL COM 235851102 180 2180 SH DEF 11 1050 330 800
DANAHER CORP DEL COM 235851102 1285 14000 SH DEF 3 14000
DANAHER CORP DEL COM 235851102 92 1000 SH DEF 4 1000 0 0
DANAHER CORP DEL COM 235851102 1322 14405.1 SH DEF 12 14405.1
DARDEN RESTAURANTS INC COM 237194105 88 4168 SH DEF 2 4168
DARDEN RESTAURANTS INC COM 237194105 73 3459.05 SH DEF 12 3459.05
DARDEN RESTAURANTS INC COM 237194105 4 200 SH DEF 6 200
DARDEN RESTAURANTS INC COM 237194105 3 162 SH DEF 1 162
DATASCOPE CORP COM 238113104 23 700 SH DEF 11 700
DATASCOPE CORP COM 238113104 312 8700 SH DEF 12 8700
DATASTREAM SYS INC COM 238124101 1 100 SH DEF 12 100
DATAWATCH CORP COM NEW 237917208 6 1170 SH DEF 1 1170
DAUGHERTY RES INC COM 238215107 0 0 SH DEF 12 0
DAVITA INC COM 23918K108 6 150 SH DEF 12 150
DEAN FOODS CO NEW COM 242370104 2 57 SH DEF 11 57
DEAN FOODS CO NEW COM 242370104 717 22050 SH DEF 9 22050
DEAN FOODS CO NEW COM 242370104 327 9950 SH DEF 12 9950
DEB SHOPS INC COM 242728103 11051 513279 SH DEF 6 500525 280 12474
DEBT STRATEGIES FD INC NEW COM 24276Q109 68 9750 SH DEF 12 9750
DECKERS OUTDOOR CORP COM 243537107 415 20250 SH DEF 6 20250
DECODE GENETICS INC COM 243586104 1363 166400 SH DEF 3 158900 7500
DECTRON INTERNATIONALE INC COM 243666104 0 50 SH DEF 12 50
DEERE & CO COM 244199105 451 6928 SH DEF 2 6928
DEERE & CO COM 244199105 1670 25668.55 SH DEF 12 25668.55
DEERE & CO COM 244199105 17 300 SH DEF 11 200 100
DEERE & CO COM 244199105 2088 32110 SH DEF 6 27660 4450
DEL LABS INC COM 245091103 4224 168945 SH DEF 6 160650 8295
DEL MONTE FOODS CO COM 24522P103 8 852 SH DEF 11 452 400
DEL MONTE FOODS CO COM 24522p103 4 357 SH DEF 4 357 0 0
DEL MONTE FOODS CO COM 24522P103 176 16904 SH DEF 2 16904
DEL MONTE FOODS CO COM 24522P103 68744 6610120 SH DEF 6 6263762 815 345543
DEL MONTE FOODS CO COM 24522P103 1301 125088 SH DEF 12 125088
DELAWARE INV GLBL DIV & INC COM 245916101 14 1136.37 SH DEF 12 1136.37
DELAWARE INVTS DIV & INCOME COM 245915103 389 32158.36 SH DEF 12 32158.36
DELCATH SYS INC COM 24661P104 5 5600 SH DEF 12 5600
DELL INC COM 24702R101 21672 638168 SH DEF 2 609498 28670
DELL INC COM 24702R101 2100 62315 SH DEF 11 31668 12175 18472
DELL INC COM 24702R101 9859 290325 SH DEF 12 290325
DELL INC COM 24702R101 4 100 SH DEF 7 100
DELL INC COM 24702R101 21453 631346 SH DEF 3 613946 17400
DELL INC COM 24702R101 8490 250000 SH DEF 10 250000
DELL INC COM 24702r101 152 4461 SH DEF 4 4461 0 0
DELPHI CORP COM 247126105 867 84928.87 SH DEF 12 84928.87
DELPHI CORP COM 247126105 4 424 SH DEF 11 424
DELPHI CORP COM 247126105 102 9969 SH DEF 6 9969
DELPHI FINL GROUP INC CL A 247131105 5 135 SH DEF 12 135
DELPHI FINL GROUP INC CL A 247131105 12625 350700 SH DEF 6 339150 11550
DELPHI FINL GROUP INC CL A 247131105 9482 263400 SH DEF 3 205100 58300
DELTA & PINE LD CO COM 247357106 12496 492087 SH DEF 6 484452 225 7410
DELTA AIR LINES INC DEL COM 247361108 20 1653 SH DEF 2 1218 435
DELTA AIR LINES INC DEL COM 247361108 6411 542850 SH DEF 6 452470 90380
DELTA AIR LINES INC DEL COM 247361108 46 3902 SH DEF 12 3902
DELTA FINANCIAL CORP COM 247918105 143 20000 SH DEF 2 20000
DELTA NAT GAS INC COM 247748106 7 300 SH DEF 12 300
DELTATHREE INC COM 24783N102 6 2200 SH DEF 12 2200
DELTIC TIMBER CORP COM 247850100 32 1044 SH DEF 12 1044
DELUXE CORP COM 248019101 9270 224300 SH DEF 6 224300
DELUXE CORP COM 248019101 43 1050 SH DEF 12 1050
DENBURY RES INC COM NEW 247916208 18 1300 SH DEF 1300
DENDREON CORP COM 24823Q107 24 3000 SH DEF 2 3000
DENDREON CORP COM 24823Q107 163 20200 SH DEF 12 20200
DENTSPLY INTL INC NEW COM 249030107 5 100 SH DEF 11 100
DENTSPLY INTL INC NEW COM 249030107 50 1100 SH DEF 12 1100
DEPARTMENT 56 INC COM 249509100 2177 166200 SH DEF 6 158200 8000
DEUTSCHE BANK AG NAMEN ORD D18190898 2 24 SH DEF 6 24
DEUTSCHE BANK AG NAMEN ORD D18190898 16 200 SH DEF 12 200
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 12 650 SH DEF 2 650
DEVELOPERS DIVERSIFIED RLTY COM 251591103 5893 175530 SH DEF 3 127730 47800
DEVELOPERS DIVERSIFIED RLTY COM 251591103 38 1125 SH DEF 12 1125
DEVELOPERS DIVERSIFIED RLTY COM 251591103 14748 439325 SH DEF 1 9500 429825
DEVELOPERS DIVERSIFIED RLTY COM 251591103 63 2000 SH DEF 11 2000
DEVELOPERS DIVERSIFIED RLTY COM 251591103 23 700 SH DEF 2 700
DEVON ENERGY CORP NEW COM 25179M103 144 2693 SH DEF 11 1828 595 270
DEVON ENERGY CORP NEW COM 25179M103 34623 604660 SH DEF 6 602038 2622
DEVON ENERGY CORP NEW COM 25179M103 9162 160000 SH DEF 10 160000
DEVON ENERGY CORP NEW COM 25179M103 9 149 SH DEF 2 149
DEVON ENERGY CORP NEW COM 25179M103 2224 38835 SH DEF 12 38835
DEVON ENERGY CORP NEW COM 25179M103 47 828 SH DEF 828
DEVON ENERGY CORP NEW COM 25179M103 6529 114025 SH DEF 1 114025
DEVRY INC DEL COM 251893103 1172 46650 SH DEF 12 46650
DEVRY INC DEL COM 251893103 5767 229500 SH DEF 8 193700 35800
DEVRY INC DEL COM 251893103 2208 87850 SH DEF 3 67450 20400
DEVRY INC DEL COM 251893103 137 4750 SH DEF 9 4750
DEVRY INC DEL COM 251893103 90217 3590000 SH DEF 10 3590000
DEVRY INC DEL COM 251893103 13 500 SH DEF 2 500
DEVRY INC DEL COM 251893103 46 1900 SH DEF 11 1900
DEVRY INC DEL COM 251893103 2816 112070 SH DEF 6 112070
DHB INDS INC COM 23321E103 2016 288060 SH DEF 3 282770 5290
DIAGEO P L C SPON ADR NEW 25243Q205 49 1000 SH DEF 11 500 500
DIAGEO P L C SPON ADR NEW 25243Q205 6368 120051 SH DEF 6 115146 4905
DIAGNOSTIC PRODS CORP COM 252450101 83 1800 SH DEF 12 1800
DIAL CORP NEW COM 25247D101 5105 179306 SH DEF 6 174561 4745
DIAL CORP NEW COM 25247D101 86 3027 SH DEF 12 3027
DIAMOND OFFSHORE DRILLING IN COM 25271C102 8 400 SH DEF 11 200 200
DIAMOND OFFSHORE DRILLING IN COM 25271C102 618 30130.9 SH DEF 12 30130.9
DIAMOND OFFSHORE DRILLING IN COM 25271C102 146 7140 SH DEF 6 7140
DIAMONDCLUSTER INTL INC COM 25278P106 282 27650 SH DEF 12 27650
DIAMONDS TR UNIT SER 1 252787106 1075 10280 SH DEF 12 10280
DICKS SPORTING GOODS INC COM 253393102 24 500 SH DEF 1 500
DICKS SPORTING GOODS INC COM 253393102 5 100 SH DEF 12 100
DIEBOLD INC COM 253651103 108 2000 SH DEF 9 2000
DIEBOLD INC COM 253651103 26 475 SH DEF 1 475
DIEBOLD INC COM 253651103 3 50 SH DEF 6 50
DIEBOLD INC COM 253651103 401 7450 SH DEF 2 7450
DIEBOLD INC COM 253651103 3061 56816.89 SH DEF 12 56816.89
DIEBOLD INC COM 253651103 178 3400 SH DEF 11 1525 175 1700
DIGENE CORP COM 253752109 14 350 SH DEF 12 350
DIGI INTL INC COM 253798102 177 18470 SH DEF 3 17400 1070
DIGITAL ANGEL CORP COM 253830103 1 150 SH DEF 12 150
DIGITAL INSIGHT CORP COM 25385P106 10155 407980 SH DEF 3 403380 4600
DIGITAL INSIGHT CORP COM 25385P106 19 770 SH DEF 12 770
DIGITAL RIV INC COM 25388B104 13123 593790 SH DEF 3 563940 29850
DIGITALNET HLDGS INC COM 25389B103 59 3000 SH DEF 12 3000
DIGITAS INC COM 25388K104 1439 154400 SH DEF 3 77600 76800
DILLARDS INC CL A 254067101 16 980 SH DEF 12 980
DILLARDS INC CL A 254067101 1301 79020 SH DEF 6 79020
DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 0 2575 SH DEF 12 2575
DIME CMNTY BANCSHARES COM 253922108 26482 860930 SH DEF 3 748180 112750
DIMON INC COM 254394109 5359 793900 SH DEF 6 763800 30100
DIMON INC COM 254394109 18 2650 SH DEF 12 2650
DIODES INC COM 254543101 8578 451455 SH DEF 3 416465 34990
DIONEX CORP COM 254546104 23 499 SH DEF 12 499
DIRECT GEN CORP COM 25456W204 10 300 SH DEF 12 300
DISNEY WALT CO COM DISNEY 254687106 4837 160800 SH DEF 7 160800
DISNEY WALT CO COM DISNEY 254687106 10081 432095 SH DEF 3 427895 4200
DISNEY WALT CO COM DISNEY 254687106 14953 640937 SH DEF 12 640937.86
DISNEY WALT CO COM DISNEY 254687106 26860 1151293 SH DEF 6 1058578 92715
DISNEY WALT CO COM DISNEY 254687106 2396 102672 SH DEF 1 200 102472
DISNEY WALT CO COM DISNEY 254687106 10265 439991 SH DEF 2 419581 20410
DISNEY WALT CO COM DISNEY 254687106 10318 442282 SH DEF 4 442282 0 0
DISNEY WALT CO COM DISNEY 254687106 2733 109893 SH DEF 9 109893
DISNEY WALT CO COM DISNEY 254687106 902 41786 SH DEF 11 10629 6846 24311
DISNEY WALT CO COM DISNEY 254687106 7135 305829 SH DEF 5 192620 113209
DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 254753106 6365 308100 SH DEF 3 303400 4700
DITECH COMMUNICATIONS CORP COM 25500M103 6217 325500 SH DEF 3 199290 126210
DITECH COMMUNICATIONS CORP COM 25500M103 24 1700 SH DEF 11 1700
DJ ORTHOPEDICS INC COM 23325G104 20616 769240 SH DEF 3 699460 69780
DNP SELECT INCOME FD COM 23325P104 1308 119316.4 SH DEF 12 119316.4
DOLLAR GEN CORP COM 256669102 7833 373190 SH DEF 3 371350 1840
DOLLAR GEN CORP COM 256669102 235 11450 SH DEF 11 5725 5725
DOLLAR GEN CORP COM 256669102 2751 131068 SH DEF 12 131068.31
DOLLAR TREE STORES INC COM 256747106 72 2400 SH DEF 4 2400 0 0
DOLLAR TREE STORES INC COM 256747106 869 28915 SH DEF 12 28915
DOMINION HOMES INC COM 257386102 1274 42000 SH DEF 6 39200 2800
DOMINION HOMES INC COM 257386102 249 8200 SH DEF 3 8200
DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 54 1900 SH DEF 12 1900
DOMINION RES INC VA NEW COM 25746U109 4528 72020 SH DEF 11 59115 11630 1275
DOMINION RES INC VA NEW COM 25746U109 5087 79690.71 SH DEF 12 79690.71
DOMINION RES INC VA NEW COM 25746U109 237 3718 SH DEF 1 3718
DOMINION RES INC VA NEW COM 25746U109 8 121 SH DEF 6 121
DOMINION RES INC VA NEW COM 25746U109 563 8813 SH DEF 5 8813
DOMINION RES INC VA NEW COM 25746U109 123 1920 SH DEF 2 1579 341
DOMTAR INC COM 257561100 26637 1639200 SH DEF 7 1639200
DOMTAR INC COM 257561100 4575 366300 SH DEF 6 366300
DONALDSON INC COM 257651109 1350 22815 SH DEF 12 22815
DONALDSON INC COM 257651109 1063 17973 SH DEF 2 17973
DONALDSON INC COM 257651109 252 4450 SH DEF 11 2225 2225
DONEGAL GROUP INC CL B 257701300 433 22480 SH DEF 6 21236 1244
DONEGAL GROUP INC CL A 257701201 1248 56678 SH DEF 6 54190 2488
DONEGAL GROUP INC CL A 257701201 31 1400 SH DEF 12 1400
DONNELLEY R R & SONS CO COM 257867101 116 4200 SH DEF 11 2700 1500
DONNELLEY R R & SONS CO COM 257867101 329 10900 SH DEF 2 10900
DONNELLEY R R & SONS CO COM 257867101 10908 361795 SH DEF 6 361795
DONNELLEY R R & SONS CO COM 257867101 6459 214238 SH DEF 12 214238.36
DORAL FINL CORP COM 25811P100 19162 593625 SH DEF 3 482950 110675
DORCHESTER MINERALS LP COM UNIT 25820R105 23 1162 SH DEF 12 1162
DOREL INDS INC CL B SUB VTG 25822C205 3203 90200 SH DEF 7 90200
DOUBLECLICK INC COM 258609304 16 1549 SH DEF 12 1549
DOVER CORP COM 260003108 1174 31100 SH DEF 11 16900 400 13800
DOVER CORP COM 260003108 974 24500 SH DEF 5 24500
DOVER CORP COM 260003108 2369 59602.36 SH DEF 12 59602.36
DOVER CORP COM 260003108 11151 280539 SH DEF 2 268539 12000
DOVER DOWNS GAMING & ENTMT I COM 260095104 1554 164300 SH DEF 6 155900 8400
DOVER DOWNS GAMING & ENTMT I COM 260095104 11 1174 SH DEF 12 1174
DOVER MOTORSPORTS INC COM 260174107 5 1378 SH DEF 12 1378
DOW CHEM CO COM 260543103 7703 185307 SH DEF 12 185307.47
DOW CHEM CO COM 260543103 4169 77600 SH DEF 7 77600
DOW CHEM CO COM 260543103 1944 46753 SH DEF 2 46753
DOW CHEM CO COM 260543103 15284 367668 SH DEF 3 360868 6800
DOW CHEM CO COM 260543103 7752 186492 SH DEF 6 186492
DOW CHEM CO COM 260543103 514 12375 SH DEF 5 8725 3650
DOW CHEM CO COM 260543103 648 17480 SH DEF 11 14080 450 2950
DOW JONES & CO INC COM 260561105 276 5530 SH DEF 12 5530
DOW JONES & CO INC COM 260561105 56 1130 SH DEF 2 1130
DOW JONES & CO INC COM 260561105 977 19300 SH DEF 9 19300
DOWNEY FINL CORP COM 261018105 27603 559900 SH DEF 6 542400 17500
DPL INC COM 233293109 1537 76546 SH DEF 9 500 76046
DPL INC COM 233293109 415 19855.53 SH DEF 12 19855.53
DPL INC COM 233293109 27549 1319400 SH DEF 6 1319400
DPL INC COM 233293109 1263 60491 SH DEF 2 35274 25217
DPL INC COM 233293109 146 7700 SH DEF 11 1800 5900
DRESS BARN INC COM 261570105 9148 610110 SH DEF 6 607215 145 2750
DREW INDS INC COM NEW 26168L205 1890 68000 SH DEF 3 50600 17400
DREW INDS INC COM NEW 26168L205 564 20300 SH DEF 6 20300
DREXLER TECHNOLOGY CORP COM 261876106 8 600 SH DEF 12 600
DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 26 333 SH DEF 12 333
DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 456 84361.34 SH DEF 12 84361.34
DREYFUS MUN INCOME INC COM 26201R102 58 5850 SH DEF 12 5850
DREYFUS STRATEGIC MUN BD FD COM 26202F107 211 23917 SH DEF 12 23917
DREYFUS STRATEGIC MUNS INC COM 261932107 337 34280.37 SH DEF 12 34280.37
DRIL-QUIP INC COM 262037104 65 4000 SH DEF 12 4000
DRS TECHNOLOGIES INC COM 23330X100 28 1000 SH DEF 2 1000
DRS TECHNOLOGIES INC COM 23330X100 9 350 SH DEF 11 350
DSP GROUP INC COM 23332B106 7 300 SH DEF 12 300
DSP GROUP INC COM 23332B106 15 600 SH DEF 11 600
DST SYS INC DEL COM 233326107 7 160 SH DEF 6 160
DST SYS INC DEL COM 233326107 587 14050 SH DEF 3 7400 6650
DST SYS INC DEL COM 233326107 1402 33570 SH DEF 12 33570
DTE ENERGY CO COM 233331107 38 1000 SH DEF 11 1000
DTE ENERGY CO COM 233331107 160 4055 SH DEF 2 3605 450
DTE ENERGY CO COM 233331107 244 6190 SH DEF 6 6190
DTE ENERGY CO COM 233331107 267 6768.52 SH DEF 12 6768.52
DU PONT E I DE NEMOURS & CO COM 263534109 1731 37735 SH DEF 1 1160 36575
DU PONT E I DE NEMOURS & CO COM 263534109 1315 28663 SH DEF 2 28554 109
DU PONT E I DE NEMOURS & CO COM 263534109 20774 452700 SH DEF 6 452700
DU PONT E I DE NEMOURS & CO COM 263534109 8728 190199 SH DEF 4 190199 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1044 24355 SH DEF 11 16137 2928 5290
DU PONT E I DE NEMOURS & CO COM 263534109 5742 125119 SH DEF 3 123019 2100
DU PONT E I DE NEMOURS & CO COM 263534109 3686 62155 SH DEF 7 62155
DU PONT E I DE NEMOURS & CO COM 263534109 2704 61200 SH DEF 9 250 60950
DU PONT E I DE NEMOURS & CO COM 263534109 8803 191829 SH DEF 12 191829.27
DU PONT E I DE NEMOURS & CO COM 263534109 6255 136311 SH DEF 5 92413 43898
DUANE READE INC COM 263578106 17 1000 SH DEF 12 1000
DUANE READE INC COM 263578106 3 175 SH DEF 11 175
DUCKWALL-ALCO STORES INC NEW COM 264142100 696 44300 SH DEF 6 42200 2100
DUCOMMUN INC DEL COM 264147109 2704 121000 SH DEF 6 115200 5800
DUFF & PHELPS UTIL CORP BD T COM 26432K108 690 46058.78 SH DEF 12 46058.78
DUKE ENERGY CORP COM 264399106 102 5000 SH DEF 4 5000 0 0
DUKE ENERGY CORP COM 264399106 397 19151 SH DEF 9 19151
DUKE ENERGY CORP COM 264399106 1564 76500 SH DEF 3 76500
DUKE ENERGY CORP COM 264399106 2863 140000 SH DEF 10 140000
DUKE ENERGY CORP COM 264399106 24 1332 SH DEF 11 1332
DUKE ENERGY CORP COM 264399106 2212 108150 SH DEF 2 108150
DUKE ENERGY CORP COM 264399106 5699 278694.6 SH DEF 12 278694.6
DUKE ENERGY CORP COM 264399106 8 400 SH DEF 6 400
DUKE REALTY CORP COM NEW 264411505 165 5475 SH DEF 11 2150 600 2725
DUKE REALTY CORP COM NEW 264411505 2108 68000 SH DEF 2 67900 100
DUKE REALTY CORP COM NEW 264411505 2483 80103.93 SH DEF 12 80103.93
DUN & BRADSTREET CORP DEL NE COM 26483E100 69 1500 SH DEF 11 1500
DUN & BRADSTREET CORP DEL NE COM 26483E100 196 3863 SH DEF 2 3563 300
DUN & BRADSTREET CORP DEL NE COM 26483E100 59 1159 SH DEF 12 1159
DUN & BRADSTREET CORP DEL NE COM 26483E100 39908 786990 SH DEF 3 692520 94470
DUPONT PHOTOMASKS INC COM 26613X101 169 7000 SH DEF 7000
DUQUESNE LT HLDGS INC COM 266233105 26118 1424100 SH DEF 6 1375400 48700
DUQUESNE LT HLDGS INC COM 266233105 413 22528 SH DEF 12 22528
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 2653 204428 SH DEF 6 193328 11100
DURATEK INC COM 26658Q102 12 900 SH DEF 12 900
DURATEK INC COM 26658Q102 1682 128967 SH DEF 6 122267 6700
DURECT CORP COM 266605104 63 25000 SH DEF 25000
DURECT CORP COM 266605104 15 6000 SH DEF 12 6000
DUSA PHARMACEUTICALS INC COM 266898105 2 400 SH DEF 2 400
DUSA PHARMACEUTICALS INC COM 266898105 2 300 SH DEF 12 300
DYAX CORP COM 26746E103 4 500 SH DEF 12 500
DYCOM INDS INC COM 267475101 19 800 SH DEF 11 800
DYCOM INDS INC COM 267475101 38599 1439229 SH DEF 6 1428994 255 9980
DYNEGY INC NEW CL A 26816Q101 93 21760 SH DEF 12 21760
DYNEGY INC NEW CL A 26816Q101 2773 647970 SH DEF 6 581940 66030
DYNEX CAP INC COM NEW 26817Q506 15 2475 SH DEF 12 2475
DYNEX CAP INC PFD CV C 9.73% 26817Q407 51 1500 SH DEF 2 1500
E M C CORP MASS COM 268648102 4739 366831 SH DEF 12 366831
E M C CORP MASS COM 268648102 83 6450 SH DEF 4 6450 0 0
E M C CORP MASS COM 268648102 141 11075 SH DEF 11 1625 5980 3470
E M C CORP MASS COM 268648102 533 41260 SH DEF 5 39930 1330
E M C CORP MASS COM 268648102 5254 406630 SH DEF 3 398930 7700
E M C CORP MASS COM 268648102 228 17649 SH DEF 2 16349 1300
E M C CORP MASS COM 268648102 90 3669 SH DEF 9 450 3219
E ON AG SPONSORED ADR 268780103 1 13 SH DEF 6 13
E TRADE FINANCIAL CORP COM 269246104 708 55975 SH DEF 12 55975
E TRADE FINANCIAL CORP COM 269246104 13862 1095800 SH DEF 10 1095800
E TRADE FINANCIAL CORP COM 269246104 35718 2822925 SH DEF 6 2799410 580 22935
E TRADE FINANCIAL CORP COM 269246104 2902 229400 SH DEF 8 208500 20900
E TRADE FINANCIAL CORP COM 269246104 1082 85530 SH DEF 3 44700 40830
E TRADE FINANCIAL CORP COM 269246104 13 1000 SH DEF 2 1000
EAGLE BANCORP INC MD COM 268948106 467 26450 SH DEF 12 26450
EARTHLINK INC COM 270321102 4794 479420 SH DEF 3 464410 15010
EARTHLINK INC COM 270321102 1 100 SH DEF 1 100
EARTHLINK INC COM 270321102 84 8440 SH DEF 12 8440
EARTHSHELL CORP COM NEW 27032B209 1 757 SH DEF 12 757
EAST PENN FINL CORP COM 274287101 7 824 SH DEF 12 824
EAST WEST BANCORP INC COM 27579R104 4378 81560 SH DEF 3 80050 1510
EAST WEST BANCORP INC COM 27579R104 7162 133425 SH DEF 1 133425
EASTERN AMERN NAT GAS TR SPERS RCT UNIT 276217106 976 37485 SH DEF 12 37485
EASTERN CO COM 276317104 588 37600 SH DEF 6 35950 1650
EASTERN VA BANKSHARES INC COM 277196101 3679 127616 SH DEF 12 127616
EASTGROUP PPTY INC COM 277276101 66 2050 SH DEF 12 2050
EASTMAN CHEM CO COM 277432100 15 382 SH DEF 2 267 115
EASTMAN CHEM CO COM 277432100 9 216 SH DEF 4 216 0 0
EASTMAN CHEM CO COM 277432100 6902 174607 SH DEF 6 174607
EASTMAN CHEM CO COM 277432100 1 30 SH DEF 1 30
EASTMAN CHEM CO COM 277432100 717 18135 SH DEF 12 18135
EASTMAN KODAK CO COM 277461109 856 25800 SH DEF 7 25800
EASTMAN KODAK CO COM 277461109 558241 21746825 SH DEF 10 18982825 2764000
EASTMAN KODAK CO COM 277461109 3 120 SH DEF 1 120
EASTMAN KODAK CO COM 277461109 8151 317514.6 SH DEF 12 317514.6
EASTMAN KODAK CO COM 277461109 10001 389616 SH DEF 6 389616
EASTMAN KODAK CO COM 277461109 359 14000 SH DEF 4 14000 0 0
EASTMAN KODAK CO COM 277461109 298 11069 SH DEF 9 11069
EASTMAN KODAK CO COM 277461109 885 34477 SH DEF 2 34477
EASTMAN KODAK CO COM 277461109 234 10293 SH DEF 11 6075 209 4009
EASTMAN KODAK CO COM 277461109 269731 10507650 SH DEF 8 6227350 4280300
EATON CORP COM 278058102 297 2750 SH DEF 2 2750
EATON CORP COM 278058102 174 1611 SH DEF 12 1611
EATON CORP COM 278058102 3 30 SH DEF 6 30
EATON CORP COM 278058102 6137 56830 SH DEF 3 56200 630
EATON VANCE CORP COM NON VTG 278265103 865 23600 SH DEF 12 23600
EATON VANCE FL MUNI INCOME T SH BEN INT 27826B100 53 3400 SH DEF 12 3400
EATON VANCE INS FL MUN BD FD COM 27828E102 22 1500 SH DEF 12 1500
EATON VANCE INS MUN BD FD COM 27827X101 513 36926.79 SH DEF 12 36926.79
EATON VANCE INS PA MUN BD FD COM 27828W102 35 2200 SH DEF 12 2200
EATON VANCE LTD DUR INCOME F COM 27828H105 938 50768.66 SH DEF 12 50768.66
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 119 7542.22 SH DEF 12 7542.22
EATON VANCE NJ MUNI INCOME T SH BEN INT 27826V106 29 1800 SH DEF 12 1800
EATON VANCE SR INCOME TR SH BEN INT 27826S103 93 10124.66 SH DEF 12 10124.66
EATON VANCE TAX ADVT DIV INC COM 27828G107 484 23778.88 SH DEF 12 23778.88
EBAY INC COM 278642103 304 4700 SH DEF 9 4700
EBAY INC COM 278642103 1393 21565 SH DEF 12 21565
EBAY INC COM 278642103 84 1300 SH DEF 4 1300 0 0
EBAY INC COM 278642103 136847 2118700 SH DEF 8 1248800 869900
EBAY INC COM 278642103 288463 4466070 SH DEF 10 3898332 567738
EBAY INC COM 278642103 221 3425 SH DEF 5 3110 315
EBAY INC COM 278642103 17 268 SH DEF 2 34 234
EBAY INC COM 278642103 82 1400 SH DEF 11 1200 200
ECHELON CORP COM 27874N105 169 15175 SH DEF 12 15175
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 15 447 SH DEF 2 0 447
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 188 5518 SH DEF 12 5518
ECI TELECOM LTD ORD 268258100 3585 625600 SH DEF 3 618300 7300
ECI TELECOM LTD ORD 268258100 1 200 SH DEF 12 200
ECLIPSYS CORP COM 278856109 121 10377 SH DEF 12 10377
ECOLAB INC COM 278865100 346 13145 SH DEF 11 9530 65 3550
ECOLAB INC COM 278865100 22 800 SH DEF 2 0 800
ECOLAB INC COM 278865100 1494 54598 SH DEF 12 54598
ECOLLEGE COM COM 27887E100 9 500 SH DEF 12 500
EDGAR ONLINE INC COM 279765101 2 1000 SH DEF 12 1000
EDGE PETE CORP DEL COM 279862106 4 400 SH DEF 12 400
EDISON INTL COM 281020107 163 7400 SH DEF 9 7400
EDISON INTL COM 281020107 22363 1019750 SH DEF 3 991140 28610
EDISON INTL COM 281020107 58 2658.28 SH DEF 12 2658.28
EDISON INTL COM 281020107 263 12010 SH DEF 6 12010
EDO CORP COM 281347104 86 3500 SH DEF 12 3500
EDUCATION MGMT CORP COM 28139t101 87 2800 SH DEF 4 2800 0 0
EDUCATION MGMT CORP COM 28139T101 7 240 SH DEF 12 240
EDWARDS AG INC COM 281760108 56 1200 SH DEF 7 1200
EDWARDS AG INC COM 281760108 268 7388 SH DEF 12 7388
EDWARDS AG INC COM 281760108 158 4370 SH DEF 6 4370
EDWARDS LIFESCIENCES CORP COM 28176E108 9 320 SH DEF 11 320
EDWARDS LIFESCIENCES CORP COM 28176E108 -412 -13699 SH DEF 12 -13699
EFUNDS CORP COM 28224R101 4441 255990 SH DEF 3 231540 24450
EGAIN COMMUNICATIONS COM NEW 28225C806 0 10 SH DEF 12 10
EL PASO CORP COM 28336L109 557 68000 SH DEF 2 68000
EL PASO CORP DBCV 2/2 28336LAC3 36433 78350000 PRN DEF
EL PASO CORP COM 28336L109 0 20 SH DEF 1 20
EL PASO CORP COM 28336L109 9934 1212964 SH DEF 6 1130079 82885
EL PASO CORP COM 28336L109 349 42602.39 SH DEF 12 42602.39
EL PASO ELEC CO COM NEW 283677854 11091 830793 SH DEF 6 820453 285 10055
EL PASO ELEC CO COM NEW 283677854 648 48573 SH DEF 12 48573
EL PASO ELEC CO COM NEW 283677854 577 43200 SH DEF 3 43200
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 54 1600 SH DEF 12 1600
ELAN PLC ADR 284131208 12 2000 SH DEF 11 1000 1000
ELBIT SYS LTD ORD M3760D101 11 600 SH DEF 11 600
ELBIT SYS LTD ORD M3760D101 4 200 SH DEF 12 200
ELDORADO GOLD CORP NEW COM 284902103 41 10000 SH DEF 7 10000
ELECTRO SCIENTIFIC INDS COM 285229100 219 9210 SH DEF 12 9210
ELECTRONIC ARTS INC COM 285512109 1781 37350 SH DEF 1 10000 27350
ELECTRONIC ARTS INC COM 285512109 306 6400 SH DEF 12 6400
ELECTRONIC ARTS INC COM 285512109 191 4000 SH DEF 4 4000 0 0
ELECTRONIC ARTS INC COM 285512109 65 1360 SH DEF 9 1360
ELECTRONIC ARTS INC COM 285512109 4610 50011 SH DEF 11 43736 6275
ELECTRONIC ARTS INC COM 285512109 43 908 SH DEF 2 600 308
ELECTRONIC DATA SYS NEW COM 285661104 0 16 SH DEF 1 16
ELECTRONIC DATA SYS NEW COM 285661104 8065 328640 SH DEF 6 277905 50735
ELECTRONIC DATA SYS NEW COM 285661104 70 3490 SH DEF 11 200 3290
ELECTRONIC DATA SYS NEW COM 285661104 6135 250019 SH DEF 12 250019.42
ELECTRONIC DATA SYS NEW COM 285661104 707 28800 SH DEF 3 28800
ELECTRONIC DATA SYS NEW COM 285661104 21 850 SH DEF 2 850
ELECTRONIC DATA SYS NEW COM 285661104 9816 400000 SH DEF 10 400000
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 10 350 SH DEF 11 350
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 138 6030 SH DEF 12 6030
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 1449 63300 SH DEF 6 62400 900
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 2083 91000 SH DEF 3 82300 8700
ELECTRONICS FOR IMAGING INC COM 286082102 15324 588956 SH DEF 6 573016 15940
ELECTRONICS FOR IMAGING INC COM 286082102 51 1970 SH DEF 12 1970
ELECTRONICS FOR IMAGING INC COM 286082102 16064 617370 SH DEF 3 589050 28320
ELKCORP COM 287456107 2648 99170 SH DEF 3 82870 16300
ELLIS PERRY INTL INC COM 288853104 1 27 SH DEF 12 27
ELLSWORTH CONV GROWTH & INCO COM 289074106 26 3265 SH DEF 12 3265
ELSCINT LTD NEW ORD M40168102 1 160 SH DEF 12 160
EMBARCADERO TECHNOLOGIES INC COM 290787100 3 200 SH DEF 12 200
EMBREX INC COM 290817105 556 40500 SH DEF 6 38800 1700
EMCOR GROUP INC COM 29084Q100 22489 512315 SH DEF 6 506335 155 5825
EMERGE INTERACTIVE INC CL A 29088W103 30 20370 SH DEF 12 20370
EMERSON ELEC CO COM 291011104 31218 482135 SH DEF 6 482135
EMERSON ELEC CO COM 291011104 2196 37304 SH DEF 11 13421 16729 7154
EMERSON ELEC CO COM 291011104 792 12239 SH DEF 5 8893 3346
EMERSON ELEC CO COM 291011104 12453 192320 SH DEF 3 189420 2900
EMERSON ELEC CO COM 291011104 16718 258196 SH DEF 12 258196.43
EMERSON ELEC CO COM 291011104 4335 51800 SH DEF 7 51800
EMERSON ELEC CO COM 291011104 1017 15700 SH DEF 1 15700
EMERSON ELEC CO COM 291011104 6 100 SH DEF 4 100 0 0
EMERSON ELEC CO COM 291011104 15462 238795 SH DEF 2 228457 10338
EMERSON RADIO CORP COM NEW 291087203 6 1500 SH DEF 12 1500
EMISPHERE TECHNOLOGIES INC COM 291345106 3 500 SH DEF 12 500
EMPIRE DIST ELEC CO COM 291641108 132 6040 SH DEF 12 6040
EMS TECHNOLOGIES INC COM 26873N108 7 350 SH DEF 12 350
EMULEX CORP COM NEW 292475209 213 8000 SH DEF 5 7200 800
EMULEX CORP COM NEW 292475209 34 1260 SH DEF 12 1260
EN POINTE TECHNOLOGIES INC COM 29247F108 9 3000 SH DEF 12 3000
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 1182 24458 SH DEF 12 24458
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 882 17678 SH DEF 12 17678
ENBRIDGE INC COM 29250N105 10273 191310 SH DEF 7 191310
ENCANA CORP COM 292505104 4194 106328 SH DEF 12 106328
ENCANA CORP COM 292505104 34588 678196 SH DEF 7 678196
ENCANA CORP COM 292505104 326 8600 SH DEF 11 8600
ENCORE ACQUISITION CO COM 29255W100 3732 151400 SH DEF 6 144600 6800
ENCORE MED CORP COM 29256E109 122 15000 SH DEF 5 15000
ENDESA S A SPONSORED ADR 29258N107 1 29 SH DEF 6 29
ENDESA S A SPONSORED ADR 29258N107 150 7850 SH DEF 2 7850
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1 70 SH DEF 6 70
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1313 67800 SH DEF 3 67800
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 19 1000 SH DEF 12 1000
ENDOLOGIX INC COM 29266S106 1 200 SH DEF 12 200
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 9153 272769 SH DEF 6 272159 610
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 20130 599990 SH DEF 3 464440 135550
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 180 5380 SH DEF 12 5380
ENERGEN CORP COM 29265N108 56 1353 SH DEF 12 1353
ENERGEN CORP COM 29265N108 36891 899130 SH DEF 3 768430 130700
ENERGEN CORP COM 29265N108 4426 107870 SH DEF 6 107870
ENERGIZER HLDGS INC COM 29266R108 3225 85860 SH DEF 3 78400 7460
ENERGIZER HLDGS INC COM 29266R108 4 100 SH DEF 12 100
ENERGY EAST CORP COM 29266M109 101 4500 SH DEF 11 4500
ENERGY EAST CORP COM 29266M109 629 28102 SH DEF 12 28102
ENERGY EAST CORP COM 29266M109 5710 254894 SH DEF 6 254894
ENERGY PARTNERS LTD COM 29270U105 14 1000 SH DEF 12 1000
ENERGYSOUTH INC COM 292970100 14 400 SH DEF 12 400
ENERPLUS RES FD UNIT TR G NEW 29274D604 256 8400 SH DEF 12 8400
ENERSIS S A SPONSORED ADR 29274F104 15635 2130100 SH DEF 3 2113200 16900
ENGELHARD CORP COM 292845104 2 70 SH DEF 12 70
ENGELHARD CORP COM 292845104 24 800 SH DEF 1 800
ENGELHARD CORP COM 292845104 75 2600 SH DEF 11 2600
ENGINEERED SUPPORT SYS INC COM 292866100 3773 68525 SH DEF 3 67285 1240
ENGINEERED SUPPORT SYS INC COM 292866100 78 1425 SH DEF 12 1425
ENNIS BUSINESS FORMS INC COM 293389102 310 20250 SH DEF 2 20250
ENNIS BUSINESS FORMS INC COM 293389102 431 28190 SH DEF 3 25690 2500
ENNIS BUSINESS FORMS INC COM 293389102 3097 202400 SH DEF 6 192100 10300
ENPRO INDS INC COM 29355X107 7 508 SH DEF 12 508
ENSCO INTL INC COM 26874Q100 105 3854 SH DEF 1 3854
ENSCO INTL INC COM 26874Q100 1380 50785.8 SH DEF 12 50785.8
ENSCO INTL INC COM 26874Q100 5 200 SH DEF 6 200
ENSCO INTL INC COM 26874Q100 473 17420 SH DEF 2 16800 620
ENTEGRIS INC COM 29362U104 27 2100 SH DEF 3 2100
ENTERASYS NETWORKS INC COM 293637104 5 1350 SH DEF 11 675 675
ENTERASYS NETWORKS INC COM 293637104 101 27054 SH DEF 12 27054
ENTERGY CORP NEW COM 29364G103 6 110 SH DEF 6 110
ENTERGY CORP NEW COM 29364G103 31 550 SH DEF 11 490 60
ENTERGY CORP NEW COM 29364G103 860 15050 SH DEF 5 9800 5250
ENTERGY CORP NEW COM 29364G103 883 15456 SH DEF 12 15456
ENTERGY CORP NEW COM 29364G103 2 35 SH DEF 2 35
ENTERPRISE PRODS PARTNERS L COM 293792107 4410 179630 SH DEF 12 179630.71
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 107 3075 SH DEF 12 3075
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 3243 93440 SH DEF 3 84040 9400
ENTREMED INC COM 29382F103 1 300 SH DEF 12 300
ENTRUST INC COM 293848107 6 1500 SH DEF 12 1500
ENTRUST INC COM 293848107 4 800 SH DEF 7 800
ENVIRONMENTAL TECTONICS CORP COM 294092101 81 10600 SH DEF 12 10600
ENVOY COMMUNICATIONS GROUP I COM 293986105 1 640 SH DEF 12 640
ENZO BIOCHEM INC COM 294100102 728 40649 SH DEF 12 40649
ENZON PHARMACEUTICALS INC COM 293904108 10532 879900 SH DEF 6 850500 29400
ENZON PHARMACEUTICALS INC COM 293904108 6 500 SH DEF 12 500
EOG RES INC COM 26875P101 1016 22012 SH DEF 12 22012
EOG RES INC COM 26875P101 3 60 SH DEF 6 60
EOG RES INC COM 26875P101 37 800 SH DEF 11 800
EOG RES INC COM 26875P101 48 1050 SH DEF 2 1050
EON LABS INC COM 29412E100 25 500 SH DEF 12 500
EPICOR SOFTWARE CORP COM 29426L108 26 2000 SH DEF 12 2000
EPICOR SOFTWARE CORP COM 29426L108 2958 231780 SH DEF 3 226880 4900
EPLUS INC COM 294268107 1493 121000 SH DEF 6 115800 5200
EQUIDYNE CORP COM 29442R105 0 200 SH DEF 12 200
EQUIFAX INC COM 294429105 2307 94153 SH DEF 1 94153
EQUIFAX INC COM 294429105 2108 86023.8 SH DEF 12 86023.8
EQUIFAX INC COM 294429105 44 1900 SH DEF 11 750 200 950
EQUIFAX INC COM 294429105 5 200 SH DEF 6 200
EQUIFAX INC COM 294429105 5397 220300 SH DEF 3 218000 2300
EQUITABLE RES INC COM 294549100 34 800 SH DEF 11 800
EQUITABLE RES INC COM 294549100 26 600 SH DEF 2 600
EQUITABLE RES INC COM 294549100 10927 254600 SH DEF 6 254600
EQUITABLE RES INC COM 294549100 552 12861 SH DEF 12 12861
EQUITY INCOME FD UT 1 EX SR-ATT 294700703 22 257 SH DEF 12 257
EQUITY INNS INC COM 294703103 5 500 SH DEF 12 500
EQUITY MARKETING INC COM 294724109 51 3625 SH DEF 12 3625
EQUITY MARKETING INC COM 294724109 900 63800 SH DEF 6 60300 3500
EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 294741509 2090 42000 SH DEF 21000
EQUITY OFFICE PROPERTIES TRU COM 294741103 187 5500 SH DEF 7 5500
EQUITY OFFICE PROPERTIES TRU COM 294741103 223 7925 SH DEF 11 3050 275 4600
EQUITY OFFICE PROPERTIES TRU COM 294741103 355 12394.41 SH DEF 12 12394.41
EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 294741509 8 155 SH DEF 2 155
EQUITY OFFICE PROPERTIES TRU COM 294741103 2651 92540 SH DEF 2 85065 7475
EQUITY ONE COM 294752100 2451 145200 SH DEF 3 141400 3800
EQUITY ONE COM 294752100 265 15705.19 SH DEF 12 15705.19
EQUITY RESIDENTIAL PFD CONV E 7% 29476L883 69 2100 SH DEF 2 2100
EQUITY RESIDENTIAL SH BEN INT 29476L107 1545 52558 SH DEF 9 300 52258
EQUITY RESIDENTIAL SH BEN INT 29476L107 50 1700 SH DEF 11 1350 350
EQUITY RESIDENTIAL SH BEN INT 29476L107 34 900 SH DEF 7 900
EQUITY RESIDENTIAL SH BEN INT 29476L107 1318 44650 SH DEF 2 44650
EQUITY RESIDENTIAL SH BEN INT 29476L107 18311 620515 SH DEF 1 14000 606515
EQUITY RESIDENTIAL SH BEN INT 29476L107 297 10078 SH DEF 12 10078
ERICSSON L M TEL CO ADR B SEK 10 294821608 26 1600 SH DEF 11 800 800
ERICSSON L M TEL CO ADR B SEK 10 294821608 14 800 SH DEF 2 800
ERIE INDTY CO CL A 29530P102 178 4190 SH DEF 12 4190
ESB FINL CORP COM 26884F102 7 403 SH DEF 12 403
ESCALADE INC COM 296056104 5 150 SH DEF 12 150
ESCO TECHNOLOGIES INC COM 296315104 11 250 SH DEF 12 250
ESPEED INC CL A 296643109 761 32510 SH DEF 12 32510
ESPERION THERAPEUTICS INC COM 29664R106 17 500 SH DEF 2 500
ESPERION THERAPEUTICS INC COM 29664R106 31 900 SH DEF 12 900
ESS TECHNOLOGY INC COM 269151106 749 44000 SH DEF 3 44000
ESS TECHNOLOGY INC COM 269151106 17 1000 SH DEF 12 1000
ESS TECHNOLOGY INC COM 269151106 249 14603 SH DEF 6 14603
ESSEX CORP COM 296744105 9 1000 SH DEF 12 1000
ESTERLINE TECHNOLOGIES CORP COM 297425100 3719 139450 SH DEF 3 43000 96450
ETHAN ALLEN INTERIORS INC COM 297602104 8087 193105 SH DEF 5 114770 78335
ETHAN ALLEN INTERIORS INC COM 297602104 11154 266333 SH DEF 4 266333 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1862 44455 SH DEF 12 44455
ETHAN ALLEN INTERIORS INC COM 297602104 27 700 SH DEF 11 700
ETHYL CORP COM NEW 297659609 17 998 SH DEF 11 998
ETHYL CORP COM NEW 297659609 2207 100900 SH DEF 3 100000 900
ETHYL CORP COM NEW 297659609 0 20 SH DEF 12 20
EURONET WORLDWIDE INC COM 298736109 9 500 SH DEF 12 500
EUROPE FD INC COM 29874M103 29 2975 SH DEF 12 2975
EUROPEAN WT FD INC COM 298792102 30 12595 SH DEF 12 12595
EVERCEL INC COM 299759100 0 400 SH DEF 12 400
EVEREST RE GROUP LTD COM G3223R108 10321 122000 SH DEF 3 114200 7800
EVEREST RE GROUP LTD COM G3223R108 25235 298345 SH DEF 6 295360 60 2925
EVEREST RE GROUP LTD COM G3223R108 85 1000 SH DEF 4 1000 0 0
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 163 10362.01 SH DEF 12 10362.01
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 158 10000 SH DEF 8 10000
EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 28 1500 SH DEF 12 1500
EVOLVING SYS INC COM 30049R100 7 500 SH DEF 12 500
EXACTECH INC COM 30064E109 47 3200 SH DEF 12 3200
EXCEL TECHNOLOGY INC COM 30067t103 39 1200 SH DEF 4 1200 0 0
EXCEL TECHNOLOGY INC COM 30067T103 463 16000 SH DEF 11 16000
EXELON CORP COM 30161N101 9478 142825 SH DEF 3 139325 3500
EXELON CORP COM 30161N101 1539 23187.37 SH DEF 12 23187.37
EXELON CORP COM 30161N101 91 1400 SH DEF 11 1000 400
EXELON CORP COM 30161N101 284 4328 SH DEF 9 4328
EXELON CORP COM 30161N101 279 4201 SH DEF 5 2500 1701
EXELON CORP COM 30161N101 10 148 SH DEF 6 148
EXPEDITORS INTL WASH INC COM 302130109 15 400 SH DEF 12 400
EXPONENT INC COM 30214U102 1644 76800 SH DEF 6 73000 3800
EXPRESS SCRIPTS INC COM 302182100 365 5495 SH DEF 12 5495
EXPRESS SCRIPTS INC COM 302182100 156 2350 SH DEF 3 2350
EXPRESSJET HOLDINGS INC CL A 30218U108 3 180 SH DEF 12 180
EXPRESSJET HOLDINGS INC CL A 30218U108 2622 174800 SH DEF 6 170100 4700
EXPRESSJET HOLDINGS INC CL A 30218U108 39522 2634810 SH DEF 3 2139490 495320
EXTENDED STAY AMER INC COM 30224P101 24 1630 SH DEF 6 1630
EXTENDICARE INC CDA SUB VTG SH 30224T871 875 66000 SH DEF 7 66000
EXTREME NETWORKS INC COM 30226D106 3 400 SH DEF 12 400
EXXON MOBIL CORP COM 30231G102 42278 1031166 SH DEF 5 1005630 25536
EXXON MOBIL CORP COM 30231G102 43271 1055397 SH DEF 1 61266 994131
EXXON MOBIL CORP COM 30231G102 54750 1335375 SH DEF 12 1335375.46
EXXON MOBIL CORP COM 30231G102 18379 467164 SH DEF 11 274768 39897 152499
EXXON MOBIL CORP COM 30231G102 49162 1199069 SH DEF 2 1159693 39376
EXXON MOBIL CORP COM 30231G102 46725 1139641 SH DEF 3 1120271 19370
EXXON MOBIL CORP COM 30231G102 7483 182508 SH DEF 6 182508
EXXON MOBIL CORP COM 30231G102 334 6300 SH DEF 7 6300
EXXON MOBIL CORP COM 30231G102 4959 123081 SH DEF 9 250 122831
EXXON MOBIL CORP COM 30231g102 256 6234 SH DEF 4 6234 0 0
F M C CORP COM NEW 302491303 11 330 SH DEF 12 330
F M C CORP COM NEW 302491303 23690 694100 SH DEF 6 671000 23100
F N B CORP N C COM 302519103 16 752 SH DEF 11 752
F N B CORP VA COM 302930102 69 2339.83 SH DEF 12 2339.83
F5 NETWORKS INC COM 315616102 35 1400 SH DEF 12 1400
FACTSET RESH SYS INC COM 303075105 98 2570 SH DEF 12 2570
FAIR ISAAC CORP COM 303250104 24 450 SH DEF 11 450
FAIR ISAAC CORP COM 303250104 51 1045 SH DEF 12 1045
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 12 470 SH DEF 2 0 470
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1 60 SH DEF 6 60
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 45 1800 SH DEF 12 1800
FAIRMONT HOTELS RESORTS INC COM 305204109 3 100 SH DEF 11 100
FAIRMONT HOTELS RESORTS INC COM 305204109 111 4072 SH DEF 12 4072
FALCONSTOR SOFTWARE INC COM 306137100 3 400 SH DEF 12 400
FALMOUTH BANCORP INC COM 306754102 4 100 SH DEF 12 100
FAMILY DLR STORES INC COM 307000109 815 22710 SH DEF 12 22710
FAMILY DLR STORES INC COM 307000109 14 400 SH DEF 4 400 0 0
FAMILY DLR STORES INC COM 307000109 189 5000 SH DEF 11 2500 2500
FARMER BROS CO COM 307675108 47 150 SH DEF 2 150
FBL FINL GROUP INC CL A 30239F106 14393 557860 SH DEF 6 539760 18100
FEDDERS CORP COM NEW 313135501 89 12300 SH DEF 3 12300
FEDERAL HOME LN MTG CORP COM 313400301 560 10120 SH DEF 11 9970 150
FEDERAL HOME LN MTG CORP COM 313400301 12684 217482 SH DEF 2 215057 2425
FEDERAL HOME LN MTG CORP COM 313400301 4426 75900 SH DEF 8 38300 37600
FEDERAL HOME LN MTG CORP COM 313400301 55 950 SH DEF 9 950
FEDERAL HOME LN MTG CORP COM 313400301 6654 114090 SH DEF 5 66890 47200
FEDERAL HOME LN MTG CORP COM 313400301 2181 37400 SH DEF 6 37400
FEDERAL HOME LN MTG CORP COM 313400301 6905 118406 SH DEF 3 116206 2200
FEDERAL HOME LN MTG CORP COM 313400301 3436 58919.09 SH DEF 12 58919.09
FEDERAL HOME LN MTG CORP COM 313400301 9868 169196 SH DEF 4 169196 0 0
FEDERAL NATL MTG ASSN COM 313586109 37012 493096 SH DEF 6 487196 5900
FEDERAL NATL MTG ASSN COM 313586109 8052 83000 SH DEF 7 83000
FEDERAL NATL MTG ASSN COM 313586109 18126 241481 SH DEF 12 241481.42
FEDERAL NATL MTG ASSN COM 313586109 3422 47117 SH DEF 11 32962 2430 11725
FEDERAL NATL MTG ASSN COM 313586109 6369 84850 SH DEF 4 84850 0 0
FEDERAL NATL MTG ASSN COM 313586109 27685 368839 SH DEF 2 351654 17185
FEDERAL NATL MTG ASSN COM 313586109 29940 398887 SH DEF 3 390537 8350
FEDERAL NATL MTG ASSN COM 313586109 233578 3111890 SH DEF 8 1865190 1246700
FEDERAL NATL MTG ASSN COM 313586109 10610 146038 SH DEF 9 125 145913
FEDERAL NATL MTG ASSN COM 313586109 3569 47554 SH DEF 5 35170 12384
FEDERAL NATL MTG ASSN COM 313586109 453353 6039880 SH DEF 10 5262368 777512
FEDERAL NATL MTG ASSN COM 313586109 4992 66511 SH DEF 1 66511
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1341 34900 SH DEF 9 250 34650
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 47 1225 SH DEF 2 1225
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 235 6250 SH DEF 11 1750 1375 3125
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1112 28972.07 SH DEF 12 28972.07
FEDERAL SIGNAL CORP COM 313855108 783 44684.61 SH DEF 12 44684.61
FEDERAL SIGNAL CORP COM 313855108 493 27790 SH DEF 9 27790
FEDERAL SIGNAL CORP COM 313855108 179 10216 SH DEF 2 10216
FEDERAL SIGNAL CORP COM 313855108 37 2300 SH DEF 11 2300
FEDERATED DEPT STORES INC DE COM 31410H101 85 1800 SH DEF 2 1800
FEDERATED DEPT STORES INC DE COM 31410H101 29780 631860 SH DEF 6 631860
FEDERATED DEPT STORES INC DE COM 31410H101 436 9251 SH DEF 12 9251
FEDERATED DEPT STORES INC DE COM 31410H101 660 14000 SH DEF 5 10625 3375
FEDERATED DEPT STORES INC DE COM 31410H101 350 7420 SH DEF 3 7200 220
FEDERATED INVS INC PA CL B 314211103 1198 40805 SH DEF 12 40805
FEDERATED PREM INTR MUN INC COM 31423M105 88 6500 SH DEF 12 6500
FEDERATED PREM MUN INC FD COM 31423P108 86 6054.07 SH DEF 12 6054.07
FEDEX CORP COM 31428X106 2666 39500 SH DEF 3 39500
FEDEX CORP COM 31428X106 96 1100 SH DEF 7 1100
FEDEX CORP COM 31428X106 278 4118 SH DEF 2 3695 423
FEDEX CORP COM 31428X106 7605 114380 SH DEF 11 92740 21640
FEDEX CORP COM 31428X106 1706 25270.29 SH DEF 12 25270.29
FEDEX CORP COM 31428X106 9271 137350 SH DEF 6 137350
FEI CO COM 30241L109 113 5000 SH DEF 3 5000
FEI CO COM 30241L109 23 1000 SH DEF 12 1000
FELCOR LODGING TR INC COM 31430F101 13 1200 SH DEF 2 1200
FELCOR LODGING TR INC COM 31430F101 11 1000 SH DEF 12 1000
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 24 1000 SH DEF 12 1000
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 214 8900 SH DEF 12 8900
FERRO CORP COM 315405100 20 830 SH DEF 11 830
FERRO CORP COM 315405100 49 1800 SH DEF 12 1800
FERRO CORP COM 315405100 1777 65325 SH DEF 2 65325
FFD FINL CORP COM 30243C107 30 2000 SH DEF 12 2000
FIBERNET TELECOM GRP INC COM NEW 315653303 0 100 SH DEF 12 100
FIDELITY BANKSHARES INC NEW COM 31604Q107 4072 129675 SH DEF 1 129675
FIDELITY NATL FINL INC COM 316326107 6151 158600 SH DEF 3 158600
FIDELITY NATL FINL INC COM 316326107 190 4900 SH DEF 6 4900
FIDELITY NATL FINL INC COM 316326107 75 1931 SH DEF 12 1931
FIFTH THIRD BANCORP COM 316773100 2203 37281 SH DEF 12 37281
FIFTH THIRD BANCORP COM 316773100 60777 1028368 SH DEF 2 1021835 6533
FIFTH THIRD BANCORP COM 316773100 3631 61440 SH DEF 3 60140 1300
FIFTH THIRD BANCORP COM 316773100 203 3536 SH DEF 11 2700 718 118
FIFTH THIRD BANCORP COM 316773100 3887 65762 SH DEF 1 65762
FILENET CORP COM 316869106 1 30 SH DEF 12 30
FINANCIAL FED CORP COM 317492106 3 100 SH DEF 12 100
FINANCIAL INSTNS INC COM 317585404 2952 104556 SH DEF 6 98156 6400
FINDWHAT COM COM 317794105 40 2125 SH DEF 12 2125
FINISH LINE INC CL A 317923100 5410 180510 SH DEF 3 141600 38910
FINLAY ENTERPRISES INC COM NEW 317884203 1673 118400 SH DEF 6 112400 6000
FIRST AMERN CORP CALIF COM 318522307 35 1181 SH DEF 12 1181
FIRST AMERN CORP CALIF COM 318522307 17970 603620 SH DEF 6 603620
FIRST AMERN CORP CALIF COM 318522307 16478 553520 SH DEF 3 540560 12960
FIRST BANCORP N C COM 318910106 39 1246 SH DEF 12 1246
FIRST BANCORP P R COM 318672102 24046 607980 SH DEF 3 518410 89570
FIRST CASH FINL SVCS INC COM 31942D107 856 33380 SH DEF 3 32870 510
FIRST CASH FINL SVCS INC COM 31942D107 4 166 SH DEF 12 166
FIRST CASH FINL SVCS INC COM 31942D107 2300 89700 SH DEF 6 86100 3600
FIRST CHARTER CORP COM 319439105 105 5384.47 SH DEF 12 5384.47
FIRST CMNTY BANCORP CALIF COM 31983B101 106 2920 SH DEF 2 2920
FIRST CMNTY BANCORP CALIF COM 31983B101 2853 78950 SH DEF 1 78950
FIRST CMNTY BANCORP CALIF COM 31983B101 106 2920 SH DEF 12 2920
FIRST CMNTY BANCSHARES INC N COM 31983A103 44 1333 SH DEF 12 1333
FIRST COMWLTH FINL CORP PA COM 319829107 124 8727 SH DEF 12 8727
FIRST COMWLTH FINL CORP PA COM 319829107 143 10000 SH DEF 1 10000
FIRST CONSULTING GROUP INC COM 31986R103 4876 864660 SH DEF 6 848530 395 15735
FIRST CTZNS BANCSHARES INC N CL A 31946M103 14677 121800 SH DEF 6 116500 5300
FIRST CTZNS BANCSHARES INC N CL A 31946M103 298 2455 SH DEF 12 2455
FIRST DATA CORP COM 319963104 177 4300 SH DEF 6 4300
FIRST DATA CORP COM 319963104 20920 509126 SH DEF 1 17000 492126
FIRST DATA CORP COM 319963104 77 1869 SH DEF 9 1869
FIRST DATA CORP COM 319963104 7735 191360 SH DEF 11 157045 28485 5830
FIRST DATA CORP COM 319963104 8504 206967 SH DEF 3 201367 5600
FIRST DATA CORP COM 319963104 4750 115608 SH DEF 12 115608.15
FIRST DATA CORP COM 319963104 3047 74164 SH DEF 2 74164
FIRST DATA CORP COM 319963104 4248 80000 SH DEF 7 80000
FIRST ESSEX BANCORP INC COM 320103104 58 1000 SH DEF 12 1000
FIRST ESSEX BANCORP INC COM 320103104 1519 26125 SH DEF 1 26125
FIRST FED CAP CORP COM 319960100 550 24400 SH DEF 3 22800 1600
FIRST FED CAP CORP COM 319960100 9050 401152 SH DEF 6 387852 13300
FIRST FINL BANCORP OH COM 320209109 13 800 SH DEF 12 800
FIRST FINL BANKSHARES COM 32020R109 1226 29820 SH DEF 3 29225 595
FIRST FINL CORP IND COM 320218100 17 566 SH DEF 12 566
FIRST FINL HLDGS INC COM 320239106 63 2000 SH DEF 12 2000
FIRST FINL HLDGS INC COM 320239106 18 600 SH DEF 11 600
FIRST HEALTH GROUP CORP COM 320960107 98 5000 SH DEF 6 5000
FIRST HEALTH GROUP CORP COM 320960107 240 12316 SH DEF 12 12316
FIRST HEALTH GROUP CORP COM 320960107 2 100 SH DEF 1 100
FIRST HORIZON PHARMACEUTICAL COM 32051K106 4371 388550 SH DEF 3 364950 23600
FIRST IND CORP COM 32054R108 183 9739 SH DEF 6 9739
FIRST IND CORP COM 32054R108 18 971 SH DEF 12 971
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 685 20296.83 SH DEF 12 20296.83
FIRST MARINER BANCORP COM 320795107 82 4380 SH DEF 12 4380
FIRST MERCHANTS CORP COM 320817109 41 1590 SH DEF 12 1590
FIRST MERCHANTS CORP COM 320817109 34 1322 SH DEF 6 1322
FIRST MUTUAL BANCSHARES INC COM 32190E102 846 34523 SH DEF 6 34523
FIRST NIAGARA FINL GP INC COM 33582V108 3251 218016 SH DEF 1 218016
FIRST NIAGARA FINL GP INC COM 33582V108 154 10359 SH DEF 12 10359
FIRST NIAGARA FINL GP INC COM 33582V108 39 2644 SH DEF 2 2644
FIRST PL FINL CORP COM 33610T109 2211 113212 SH DEF 6 106112 7100
FIRST REP BK SAN FRANCISCO COM 336158100 8750 244400 SH DEF 6 237300 7100
FIRST SENTINEL BANCORP INC COM 33640T103 57 2719 SH DEF 12 2719
FIRST ST BANCORPORATION COM 336453105 3090 88925 SH DEF 1 88925
FIRST TENN NATL CORP COM 337162101 1017 23050 SH DEF 12 23050
FIRST TENN NATL CORP COM 337162101 35 800 SH DEF 11 800
FIRST TENN NATL CORP COM 337162101 204 4630 SH DEF 6 4630
FIRST TENN NATL CORP COM 337162101 1978 44850 SH DEF 2 43054 1796
FIRST TENN NATL CORP COM 337162101 18767 425560 SH DEF 3 414890 10670
FIRST TR VALUE LINE 100 FD COM SHS 33735D104 153 9250 SH DEF 12 9250
FIRST TR VALUE LINE DIV FD COM SHS 33735A100 439 30409.93 SH DEF 12 30409.93
FIRST UTD CORP COM 33741H107 7 292 SH DEF 12 292
FIRST W VA BANCORP INC COM 337493100 38 1503 SH DEF 12 1503
FIRST W VA BANCORP INC COM 337493100 55 2400 SH DEF 11 1300 1100
FIRST YRS INC COM 337610109 25 1800 SH DEF 11 1800
FIRST YRS INC COM 337610109 1474 98643 SH DEF 6 93043 5600
FIRSTBANK CORP MICH COM 33761G104 530 17010 SH DEF 6 15960 1050
FIRSTBANK NW CORP COM 33762X106 82 2700 SH DEF 12 2700
FIRSTENERGY CORP COM 337932107 1557 44234.75 SH DEF 12 44234.75
FIRSTENERGY CORP COM 337932107 59 1686 SH DEF 2 1686
FIRSTENERGY CORP COM 337932107 24 700 SH DEF 11 400 300
FIRSTENERGY CORP COM 337932107 986 28009 SH DEF 6 28009
FIRSTFED AMER BANCORP INC COM 337929103 3487 133968 SH DEF 6 130048 3920
FIRSTFED FINL CORP COM 337907109 136 3124 SH DEF 12 3124
FIRSTFED FINL CORP COM 337907109 12411 285300 SH DEF 6 277500 7800
FIRSTMERIT CORP COM 337915102 10181 375555 SH DEF 6 375555
FIRSTMERIT CORP COM 337915102 1182 43839 SH DEF 12 43839
FIRSTMERIT CORP COM 337915102 11 400 SH DEF 2 400
FISERV INC COM 337738108 45 1142 SH DEF 12 1142
FISERV INC COM 337738108 6045 152998 SH DEF 1 152998
FIVE STAR QUALITY CARE INC COM 33832D106 4 1018 SH DEF 12 1018
FLAGSTAR BANCORP INC COM 337930101 11902 555650 SH DEF 6 535400 20250
FLAGSTAR BANCORP INC COM 337930101 4 181 SH DEF 12 181
FLAGSTAR BANCORP INC COM 337930101 27463 1282140 SH DEF 3 1159190 122950
FLAHERTY & CRMN/CLYMR PFD SE COM SHS 338478100 2163 80826.75 SH DEF 12 80826.75
FLAHERTY & CRMRN CLYMRE T R COM 338479108 94 3634.06 SH DEF 12 3634.06
FLAHERTY & CRUMRINE PFD INC COM 33848E106 78 5464 SH DEF 12 5464
FLANDERS CORP COM 338494107 243 37000 SH DEF 12 37000
FLEETBOSTON FINL CORP COM 339030108 45 1031 SH DEF 1 1031
FLEETBOSTON FINL CORP COM 339030108 3704 84860 SH DEF 5 66444 18416
FLEETBOSTON FINL CORP COM 339030108 227 6945 SH DEF 11 585 5060 1300
FLEETBOSTON FINL CORP COM 339030108 413 9458 SH DEF 2 8708 750
FLEETBOSTON FINL CORP COM 339030108 18811 430942 SH DEF 3 425242 5700
FLEETBOSTON FINL CORP COM 339030108 8428 193081 SH DEF 12 193081.38
FLEETBOSTON FINL CORP COM 339030108 344 6100 SH DEF 7 6100
FLEETBOSTON FINL CORP COM 339030108 3456 81425 SH DEF 9 81425
FLEETBOSTON FINL CORP COM 339030108 61331 1405048 SH DEF 6 1389624 15424
FLEETBOSTON FINL CORP COM 339030108 59 1350 SH DEF 4 1350 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 21 2000 SH DEF 12 2000
FLEXSTEEL INDS INC COM 339382103 23 1000 SH DEF 12 1000
FLEXTRONICS INTL LTD ORD Y2573F102 128 8800 SH DEF 11 4400 4400
FLEXTRONICS INTL LTD ORD Y2573F102 1350 90000 SH DEF 125000
FLEXTRONICS INTL LTD ORD Y2573F102 146 9846 SH DEF 2 6500 3346
FLEXTRONICS INTL LTD ORD Y2573F102 4930 333100 SH DEF 3 332500 600
FLEXTRONICS INTL LTD ORD Y2573F102 15188 1023462 SH DEF 12 1023462
FLIR SYS INC COM 302445101 18 500 SH DEF 12 500
FLOATING RATE INCM STRT FD I COM 339735102 167 8500 SH DEF 12 8500
FLORIDA BANKS INC COM 340560101 15 1100 SH DEF 2 1100
FLORIDA EAST COAST INDS COM 340632108 929 28067 SH DEF 12 28067
FLORIDA PUB UTILS CO COM 341135101 3 200 SH DEF 12 200
FLORIDA ROCK INDS INC COM 341140101 3702 67485 SH DEF 3 66010 1475
FLORIDA ROCK INDS INC COM 341140101 1102 20082.1 SH DEF 12 20082.1
FLOWERS FOODS INC COM 343498101 13 550 SH DEF 11 275 275
FLOWERS FOODS INC COM 343498101 521 20207 SH DEF 12 20207
FLOWSERVE CORP COM 34354P105 19 905 SH DEF 12 905
FLOWSERVE CORP COM 34354P105 21609 1034900 SH DEF 6 1006100 28800
FLOWSERVE CORP COM 34354P105 1161 55600 SH DEF 3 55600
FLUOR CORP NEW COM 343412102 280 7058.83 SH DEF 12 7058.83
FLUOR CORP NEW COM 343412102 4 110 SH DEF 6 110
FLUSHING FINL CORP COM 343873105 4441 242926 SH DEF 6 231826 11100
FMC TECHNOLOGIES INC COM 30249U101 1587 68100 SH DEF 3 25900 42200
FNB CORP PA COM 302520101 156 4405.64 SH DEF 12 4405.64
FNB FINANCIAL SERVICES CORP COM 302526108 915 45654 SH DEF 6 44404 1250
FNX MNG CO INC COM 30253R101 1077 123500 SH DEF 7 123500
FNX MNG CO INC COM 30253R101 37 5500 SH DEF 12 5500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2769 75100 SH DEF 3 73900 1200
FONAR CORP COM 344437108 0 131 SH DEF 12 131
FOOT LOCKER INC COM 344849104 17742 756590 SH DEF 6 756590
FOOT LOCKER INC COM 344849104 21 1070 SH DEF 11 1070
FOOT LOCKER INC COM 344849104 39 1666 SH DEF 12 1666
FOOT LOCKER INC COM 344849104 229 9750 SH DEF 3 5600 4150
FOOTSTAR INC COM 344912100 0 28 SH DEF 12 28
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 6476 115950 SH DEF 6 111300 4650
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 2198 39350 SH DEF 12 39350
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 84 1500 SH DEF 1 1500
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 20 350 PRN DEF
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 342 7010 SH DEF 11 6335 675
FORD MTR CO DEL COM PAR $0.01 345370860 21 1000 SH DEF 7 1000
FORD MTR CO DEL COM PAR $0.01 345370860 5641 352579 SH DEF 12 352579.03
FORD MTR CO DEL COM PAR $0.01 345370860 2867 179210 SH DEF 3 179210
FORD MTR CO DEL COM PAR $0.01 345370860 269 20524 SH DEF 11 3496 2699 14329
FORD MTR CO DEL COM PAR $0.01 345370860 240 15000 SH DEF 6 15000
FORD MTR CO DEL COM PAR $0.01 345370860 702 43867 SH DEF 2 42250 1617
FORDING CDN COAL TR TR UNIT 345425102 107 3016 SH DEF 12 3016
FOREST CITY ENTERPRISES INC CL A 345550107 254 5352 SH DEF 12 5352
FOREST CITY ENTERPRISES INC CL B CONV 345550305 42 860 SH DEF 12 860
FOREST LABS INC COM 345838106 324 5240 SH DEF 4 5240 0 0
FOREST LABS INC COM 345838106 107 2000 SH DEF 11 2000
FOREST LABS INC COM 345838106 19 300 SH DEF 2 300
FOREST LABS INC COM 345838106 442 7155 SH DEF 12 7155
FOREST OIL CORP COM PAR $0.01 346091705 2717 95100 SH DEF 6 91700 3400
FOREST OIL CORP COM PAR $0.01 346091705 736 25755 SH DEF 12 25755
FORGENT NETWORKS INC COM 34629U103 4 1500 SH DEF 12 1500
FORRESTER RESH INC COM 346563109 8 500 SH DEF 11 500
FORT DEARBORN INCOME SECS IN COM 347200107 20 1360 SH DEF 12 1360
FORTUNE BRANDS INC COM 349631101 317 4440 SH DEF 2 4280 160
FORTUNE BRANDS INC COM 349631101 172 2400 SH DEF 4 2400 0 0
FORTUNE BRANDS INC COM 349631101 244 3800 SH DEF 11 2300 800 700
FORTUNE BRANDS INC COM 349631101 15744 220220 SH DEF 6 220220
FORTUNE BRANDS INC COM 349631101 1401 19600 SH DEF 3 19600
FORTUNE BRANDS INC COM 349631101 2235 31256.6 SH DEF 12 31256.6
FORTUNE BRANDS INC COM 349631101 450 6300 SH DEF 5 5000 1300
FOSSIL INC COM 349882100 15 525 SH DEF 12 525
FOUNDRY NETWORKS INC COM 35063R100 16 600 SH DEF 2 600
FOUNDRY NETWORKS INC COM 35063R100 137 5025 SH DEF 12 5025
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 895 13489 SH DEF 7 13489
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 10 200 SH DEF 12 200
FOX ENTMT GROUP INC CL A 35138T107 337 11568 SH DEF 12 11568
FOX ENTMT GROUP INC CL A 35138T107 58 2000 SH DEF 3 500 1500
FPIC INS GROUP INC COM 302563101 284 11300 SH DEF 6 11300
FPL GROUP INC COM 302571104 222 3387 SH DEF 2 3057 330
FPL GROUP INC COM 302571104 3382 40000 SH DEF 7 40000
FPL GROUP INC COM 302571104 464 7100 SH DEF 3 7100
FPL GROUP INC COM 302571104 2009 31508 SH DEF 9 150 31358
FPL GROUP INC COM 302571104 5 80 SH DEF 6 80
FPL GROUP INC COM 302571104 282 4410 SH DEF 11 1800 1610 1000
FPL GROUP INC COM 302571104 2827 43217.29 SH DEF 12 43217.29
FRANKLIN ELEC INC COM 353514102 37 638 SH DEF 11 268 370
FRANKLIN ELEC INC COM 353514102 6914 114302 SH DEF 12 114302
FRANKLIN FINL CORP TENN COM NEW 353523202 12 400 SH DEF 12 400
FRANKLIN RES INC COM 354613101 108 1600 SH DEF 7 1600
FRANKLIN RES INC COM 354613101 511 9811 SH DEF 12 9811
FRANKLIN RES INC COM 354613101 96 1851 SH DEF 1 1851
FRANKLIN RES INC COM 354613101 24 500 SH DEF 11 500
FRANKLIN TEMPLETON LTD DUR I COM 35472T101 15 1027.07 SH DEF 12 1027.07
FRANKLIN UNVL TR SH BEN INT 355145103 1 200 SH DEF 12 200
FREEMARKETS INC COM 356602102 194 29025 SH DEF 12 29025
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 798 18951 SH DEF 12 18951
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 39655 941250 SH DEF 3 820530 120720
FREMONT GEN CORP COM 357288109 9 560 SH DEF 12 560
FREMONT GEN CORP COM 357288109 19474 1151600 SH DEF 6 1112300 39300
FREMONT GEN CORP COM 357288109 28466 1683360 SH DEF 3 1278760 404600
FRESENIUS MED CARE AG SPONSORED ADR 358029106 10517 447975 SH DEF 6 438200 9775
FRESH BRANDS INC COM 35803U108 530 48200 SH DEF 6 46500 1700
FRESH DEL MONTE PRODUCE INC ORD G36738105 1717 72040 SH DEF 3 56840 15200
FRESH DEL MONTE PRODUCE INC ORD G36738105 36 1500 SH DEF 12 1500
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 462 20000 SH DEF 6 20000
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 69 3000 SH DEF 2 3000
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 8242 357100 SH DEF 3 354800 2300
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 85396 3700000 SH DEF 13 3700000
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 7499 324900 SH DEF 8 173900 151000
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 4310 186750 SH DEF 12 186750.43
FRIENDLY ICE CREAM CORP NEW COM 358497105 620 64200 SH DEF 6 60700 3500
FRISCHS RESTAURANTS INC COM 358748101 1512 52500 SH DEF 6 49300 3200
FRISCO BAY INDS LTD COM 358751105 11 1000 SH DEF 12 1000
FRONTIER AIRLINES INC NEW COM 359065109 853 59700 SH DEF 3 35400 24300
FRONTIER FINL CORP WASH COM 35907K105 320 9650 SH DEF 3 7650 2000
FRONTIER OIL CORP COM 35914P105 277 16100 SH DEF 3 16100
FRONTIER OIL CORP COM 35914P105 69 4000 SH DEF 12 4000
FRONTLINE LTD ORD G3682E127 13 510 SH DEF 3 510
FROZEN FOOD EXPRESS INDS INC COM 359360104 41 6200 SH DEF 12 6200
FSI INTL INC COM 302633102 581 78700 SH DEF 3 78700
FTI CONSULTING INC COM 302941109 1165 50000 SH DEF 40000
FTI CONSULTING INC COM 302941109 284 13970 SH DEF 11 13500 470
FTI CONSULTING INC COM 302941109 1684 72075 SH DEF 12 72075
FUELCELL ENERGY INC COM 35952H106 196 15100 SH DEF 12 15100
FULLER H B CO COM 359694106 11679 392700 SH DEF 6 385750 6950
FULLER H B CO COM 359694106 4915 165250 SH DEF 3 149400 15850
FULTON FINL CORP PA COM 360271100 677 30894 SH DEF 12 30894
FULTON FINL CORP PA COM 360271100 18 840 SH DEF 11 840
FURNITURE BRANDS INTL INC COM 360921100 32119 1095107 SH DEF 6 1062807 32300
FURNITURE BRANDS INTL INC COM 360921100 16 550 SH DEF 12 550
FX ENERGY INC COM 302695101 25 5000 SH DEF 5000
GABELLI ASSET MGMT INC CL A 36239Y102 16291 409025 SH DEF 6 403210 145 5670
GABELLI CONV & INCOME SECS F CONV SECS FD 36240B109 110 10482 SH DEF 12 10482
GABELLI DIVD & INCOME TR COM 36242H104 918 45900 SH DEF 12 45900
GABELLI EQUITY TR INC COM 362397101 446 55704.52 SH DEF 12 55704.52
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 21 2363 SH DEF 12 2363
GABELLI UTIL TR COM 36240A101 299 31108 SH DEF 12 31108
GABLES RESIDENTIAL TR SH BEN INT 362418105 994 28603 SH DEF 12 28603
GALAXY NUTRITIONAL FOODS INC COM 36317Q104 2 715 SH DEF 12 715
GALLAGHER ARTHUR J & CO COM 363576109 1295 39865 SH DEF 12 39865
GALLAGHER ARTHUR J & CO COM 363576109 12 400 SH DEF 11 400
GALLAHER GROUP PLC SPONSORED ADR 363595109 18854 443200 SH DEF 6 443200
GALLAHER GROUP PLC SPONSORED ADR 363595109 120 3015 SH DEF 11 1815 1200
GALLAHER GROUP PLC SPONSORED ADR 363595109 68 1590 SH DEF 2 1590
GALYANS TRADING INC COM 36458R101 136 11266 SH DEF 6 11266
GAMESTOP CORP CL A 36466R101 13776 893990 SH DEF 3 810590 83400
GAMESTOP CORP CL A 36466R101 49 3200 SH DEF 12 3200
GAMETECH INTERNATIONAL INC COM 36466D102 48 11000 SH DEF 6 11000
GANNETT INC COM 364730101 738 8275 SH DEF 5 3175 5100
GANNETT INC COM 364730101 4964 55670.92 SH DEF 12 55670.92
GANNETT INC COM 364730101 9 100 SH DEF 6 100
GANNETT INC COM 364730101 14 125 SH DEF 7 125
GANNETT INC COM 364730101 409 4797 SH DEF 11 1525 2260 1012
GANNETT INC COM 364730101 196 2200 SH DEF 4 2200 0 0
GANNETT INC COM 364730101 8065 90460 SH DEF 2 88860 1600
GAP INC DEL COM 364760108 1723 74237 SH DEF 12 74237
GAP INC DEL COM 364760108 5826 279320 SH DEF 11 223845 55475
GAP INC DEL COM 364760108 13586 585350 SH DEF 3 569240 16110
GARDEN FRESH RESTAURANT CORP COM 365235100 1039 64707 SH DEF 6 61407 3300
GARMIN LTD ORD G37260109 394 7225 SH DEF 12 7225
GARTNER INC CL B 366651206 5 500 SH DEF 12 500
GATEWAY FINL HLDGS INC COM 368140109 1 103 SH DEF 12 103
GATEWAY INC COM 367626108 21 4000 SH DEF 11 2000 2000
GATEWAY INC COM 367626108 2 440 SH DEF 6 440
GATEWAY INC COM 367626108 243 52763 SH DEF 12 52763
GATEWAY INC COM 367626108 24 5300 SH DEF 9 5300
GATX CORP COM 361448103 3 100 SH DEF 6 100
GATX CORP COM 361448103 14 500 SH DEF 11 500
GATX CORP COM 361448103 425 15185 SH DEF 12 15185
GAYLORD ENTMT CO NEW COM 367905106 3 95 SH DEF 12 95
GEMSTAR-TV GUIDE INTL INC COM 36866W106 7790 1542600 SH DEF 8 1061400 481200
GEMSTAR-TV GUIDE INTL INC COM 36866W106 36 7035 SH DEF 12 7035
GEMSTAR-TV GUIDE INTL INC COM 36866W106 35350 7000000 SH DEF 13 7000000
GEMSTAR-TV GUIDE INTL INC COM 36866W106 30805 6100000 SH DEF 10 6100000
GEMSTAR-TV GUIDE INTL INC COM 36866W106 11366 2240525 SH DEF 6 2240525
GEN-PROBE INC NEW COM 36866T103 511 14000 SH DEF 12 14000
GEN-PROBE INC NEW COM 36866T103 131 3600 SH DEF 3 3600
GENAISSANCE PHARMACEUTICALS COM 36867W105 882 300000 SH DEF 90000
GENAISSANCE PHARMACEUTICALS COM 36867W105 5147 1715540 SH DEF 12 1715540
GENCORP INC COM 368682100 8771 814400 SH DEF 6 791900 22500
GENCORP INC COM 368682100 24 2225 SH DEF 12 2225
GENE LOGIC INC COM 368689105 8 1600 SH DEF 12 1600
GENELABS TECHNOLOGIES INC COM 368706107 29 10400 SH DEF 12 10400
GENENCOR INTL INC COM 368709101 881 56090 SH DEF 3 53790 2300
GENENTECH INC COM NEW 368710406 37 400 SH DEF 4 400 0 0
GENENTECH INC COM NEW 368710406 33017 352856 SH DEF 1 6000 346856
GENENTECH INC COM NEW 368710406 139 1600 SH DEF 11 1600
GENENTECH INC COM NEW 368710406 475 5081 SH DEF 12 5081
GENENTECH INC COM NEW 368710406 115 1226 SH DEF 2 700 526
GENERAL AMERN INVS INC COM 368802104 61 2052.48 SH DEF 12 2052.48
GENERAL CABLE CORP DEL NEW COM 369300108 4788 587500 SH DEF 3 416510 170990
GENERAL DYNAMICS CORP COM 369550108 243 2690 SH DEF 2 2690
GENERAL DYNAMICS CORP COM 369550108 13680 151342 SH DEF 1 6000 145342
GENERAL DYNAMICS CORP COM 369550108 8578 94900 SH DEF 3 92300 2600
GENERAL DYNAMICS CORP COM 369550108 394 4680 SH DEF 11 2900 600 1180
GENERAL DYNAMICS CORP COM 369550108 5362 45900 SH DEF 7 45900
GENERAL DYNAMICS CORP COM 369550108 2940 32524.58 SH DEF 12 32524.58
GENERAL DYNAMICS CORP COM 369550108 93148 1030512 SH DEF 10 911608 118904
GENERAL DYNAMICS CORP COM 369550108 362 4000 SH DEF 9 100 3900
GENERAL DYNAMICS CORP COM 369550108 9 100 SH DEF 6 100
GENERAL DYNAMICS CORP COM 369550108 50221 555600 SH DEF 8 333400 222200
GENERAL ELEC CO COM 369604103 12673 409077 SH DEF 5 345047 64030
GENERAL ELEC CO COM 369604103 23991 774392 SH DEF 1 34407 739985
GENERAL ELEC CO COM 369604103 74062 2390643 SH DEF 12 2390643.19
GENERAL ELEC CO COM 369604103 15664 505625 SH DEF 6 505625
GENERAL ELEC CO COM 369604103 10533 340000 SH DEF 10 340000
GENERAL ELEC CO COM 369604103 3648 117746 SH DEF 4 117746 0 0
GENERAL ELEC CO COM 369604103 84297 2720999 SH DEF 3 2676249 44750
GENERAL ELEC CO COM 369604103 16640 418521 SH DEF 7 418521
GENERAL ELEC CO COM 369604103 16837 553761 SH DEF 11 395345 96294 62122
GENERAL ELEC CO COM 369604103 8466 266235 SH DEF 9 500 265735
GENERAL ELEC CO COM 369604103 54737 1766861 SH DEF 2 1721471 45390
GENERAL GROWTH PPTYS INC COM 370021107 570 20550 SH DEF 5 20550
GENERAL GROWTH PPTYS INC COM 370021107 27 975 SH DEF 2 975
GENERAL GROWTH PPTYS INC COM 370021107 37861 1364350 SH DEF 3 1196160 168190
GENERAL GROWTH PPTYS INC COM 370021107 42 1524 SH DEF 12 1524
GENERAL MARITIME CORP SHS Y2692M103 92 5200 SH DEF 3 5200
GENERAL MLS INC COM 370334104 3513 60000 SH DEF 7 60000
GENERAL MLS INC COM 370334104 1979 43684.13 SH DEF 12 43684.13
GENERAL MLS INC COM 370334104 548 11839 SH DEF 11 9189 1150 1500
GENERAL MLS INC COM 370334104 18 400 SH DEF 1 400
GENERAL MLS INC COM 370334104 3787 83600 SH DEF 6 83600
GENERAL MLS INC COM 370334104 524 11500 SH DEF 9 11500
GENERAL MLS INC COM 370334104 5 100 SH DEF 3 100
GENERAL MLS INC DBCV 10/2 370334AU8 840 12000 SH DEF 12 12000
GENERAL MLS INC COM 370334104 352 7762 SH DEF 2 7762
GENERAL MTRS CORP COM 370442105 4058 58800 SH DEF 7 58800
GENERAL MTRS CORP CL H NEW 370442832 44 3050 SH DEF 11 3050
GENERAL MTRS CORP CL H NEW 370442832 3034 147000 SH DEF 7 147000
GENERAL MTRS CORP DEB SR CONV A 370442741 14 510 SH DEF 12 510
GENERAL MTRS CORP DEB SR CONV B 370442733 86 3190 SH DEF 12 3190
GENERAL MTRS CORP COM 370442105 5 100 SH DEF 1 100
GENERAL MTRS CORP COM 370442105 10935 204781 SH DEF 12 204781.77
GENERAL MTRS CORP COM 370442105 1940 36336 SH DEF 2 33686 2650
GENERAL MTRS CORP COM 370442105 618 13176 SH DEF 11 5692 600 6884
GENERAL MTRS CORP COM 370442105 16 300 SH DEF 6 300
GENERAL MTRS CORP COM 370442105 32 600 SH DEF 4 600 0 0
GENERAL MTRS CORP COM 370442105 3316 62091 SH DEF 3 60791 1300
GENESCO INC COM 371532102 5840 386000 SH DEF 6 371400 14600
GENESEE & WYO INC CL A 371559105 11 350 SH DEF 12 350
GENESEE & WYO INC CL A 371559105 3636 115425 SH DEF 6 110250 5175
GENESEE CORP CL B 371601204 0 52 SH DEF 12 52
GENESIS MICROCHIP INC DEL COM 37184C103 40 2206 SH DEF 12 2206
GENLYTE GROUP INC COM 372302109 19706 337540 SH DEF 3 290850 46690
GENLYTE GROUP INC COM 372302109 9839 168530 SH DEF 6 160630 7900
GENLYTE GROUP INC COM 372302109 492 8425 SH DEF 12 8425
GENTA INC COM NEW 37245M207 328 30000 SH DEF 30000
GENTA INC COM NEW 37245M207 978 93920 SH DEF 12 93920
GENTEX CORP COM 371901109 1123 25435 SH DEF 12 25435
GENTIVA HEALTH SERVICES INC COM 37247A102 5 375 SH DEF 12 375
GENUINE PARTS CO COM 372460105 3836 115545 SH DEF 6 115545
GENUINE PARTS CO COM 372460105 4326 130299 SH DEF 12 130299.78
GENUINE PARTS CO COM 372460105 3 100 SH DEF 4 100 0 0
GENUINE PARTS CO COM 372460105 1398 42112 SH DEF 2 42112
GENUINE PARTS CO COM 372460105 346 10625 SH DEF 11 4025 1375 5225
GENZYME CORP COM GENL DIV 372917104 58 1184 SH DEF 2 1184
GENZYME CORP COM GENL DIV 372917104 382 8000 SH DEF 11 4400 3600
GENZYME CORP COM GENL DIV 372917104 20 400 SH DEF 3 400
GENZYME CORP COM GENL DIV 372917104 263 5331 SH DEF 4 5331 0 0
GENZYME CORP COM GENL DIV 372917104 3501 70949 SH DEF 12 70949
GEORGIA GULF CORP COM PAR $0.01 373200203 14 550 SH DEF 11 550
GEORGIA PAC CORP COM 373298108 223 7283 SH DEF 12 7283
GEORGIA PAC CORP COM 373298108 286 9332 SH DEF 6 9332
GEORGIA PAC CORP COM 373298108 3499 114100 SH DEF 3 114100
GERON CORP COM 374163103 12 1200 SH DEF 12 1200
GETTY IMAGES INC COM 374276103 115 2300 SH DEF 12 2300
GETTY RLTY CORP NEW COM 374297109 520 19900 SH DEF 3 19900
GETTY RLTY CORP NEW COM 374297109 726 27750 SH DEF 12 27750
GEVITY HR INC COM 374393106 3481 156520 SH DEF 3 154760 1760
GEVITY HR INC COM 374393106 20 900 SH DEF 12 900
GIANT INDS INC COM 374508109 1066 88980 SH DEF 3 85600 3380
GIBRALTAR STL CORP COM 37476F103 210 8325 SH DEF 6 8325
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 0 2 SH DEF 12 2
GILEAD SCIENCES INC COM 375558103 20 350 SH DEF 1 350
GILEAD SCIENCES INC COM 375558103 1638 28180 SH DEF 12 28180
GILEAD SCIENCES INC COM 375558103 3 50 SH DEF 11 50
GILEAD SCIENCES INC COM 375558103 82 1400 SH DEF 4 1400 0 0
GILLETTE CO COM 375766102 667 19422 SH DEF 11 9272 350 9800
GILLETTE CO COM 375766102 353 9609 SH DEF 5 5060 4549
GILLETTE CO COM 375766102 16 430 SH DEF 4 430 0 0
GILLETTE CO COM 375766102 1760 48597 SH DEF 9 250 48347
GILLETTE CO COM 375766102 311 8469 SH DEF 2 8469
GILLETTE CO COM 375766102 1822 49608 SH DEF 1 200 49408
GILLETTE CO COM 375766102 7124 193968 SH DEF 12 193968.92
GILLETTE CO COM 375766102 4956 134922 SH DEF 3 132422 2500
GIVEN IMAGING ORD SHS M52020100 20 1100 SH DEF 12 1100
GLACIER BANCORP INC NEW COM 37637Q105 5280 162958 SH DEF 1 162958
GLACIER BANCORP INC NEW COM 37637Q105 138 4252 SH DEF 12 4252
GLACIER BANCORP INC NEW COM 37637Q105 4584 141185 SH DEF 3 126210 14975
GLACIER BANCORP INC NEW COM 37637Q105 309 9544 SH DEF 2 9544
GLACIER BANCORP INC NEW COM 37637Q105 5463 168244 SH DEF 6 164931 88 3225
GLAMIS GOLD LTD COM 376775102 2175 97600 SH DEF 7 97600
GLAMIS GOLD LTD COM 376775102 156 9100 SH DEF 12 9100
GLATFELTER COM 377316104 19 1550 SH DEF 11 1550
GLATFELTER COM 377316104 133 10700 SH DEF 12 10700
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 405 8679 SH DEF 2 8679
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1283 27516 SH DEF 5 17790 9726
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 7518 161132 SH DEF 6 139985 21147
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 28 600 SH DEF 11 600
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 25 541 SH DEF 1 541
GLEN BURNIE BANCORP COM 377407101 10 400 SH DEF 12 400
GLENAYRE TECHNOLOGIES INC COM 377899109 8 2800 SH DEF 12 2800
GLENBOROUGH RLTY TR INC COM 37803P105 18 906 SH DEF 12 906
GLIMCHER RLTY TR SH BEN INT 379302102 130 5830 SH DEF 12 5830
GLOBAL IMAGING SYSTEMS COM 37934A100 42323 1333000 SH DEF 3 1070010 262990
GLOBAL IMAGING SYSTEMS COM 37934A100 3245 102200 SH DEF 6 94600 7600
GLOBAL IMAGING SYSTEMS COM 37934A100 19 600 SH DEF 12 600
GLOBAL INDS LTD COM 379336100 12 2300 SH DEF 12 2300
GLOBAL POWER EQUIPMENT INC COM 37941P108 12059 1804050 SH DEF 6 1761680 610 41760
GLOBALSANTAFE CORP SHS G3930E101 12 500 SH DEF 2 500
GLOBALSANTAFE CORP SHS G3930E101 2928 117922 SH DEF 6 102784 15138
GLOBALSANTAFE CORP SHS G3930E101 532 21417 SH DEF 12 21417
GLOBALSANTAFE CORP SHS G3930E101 25 1019 SH DEF 11 1019
GLOBESPANVIRATA INC COM 37957V106 74 12584 SH DEF 12 12584
GLOBESPANVIRATA INC COM 37957V106 28 4284 SH DEF 11 2142 2142
GLOBESPANVIRATA INC COM 37957V106 10251 1752356 SH DEF 3 1364836 387520
GOAMERICA INC COM 38020R106 1 1500 SH DEF 12 1500
GOLD BANC CORP INC COM 379907108 998 71000 SH DEF 3 71000
GOLD BANC CORP INC COM 379907108 3073 218567 SH DEF 6 209967 8600
GOLDCORP INC NEW COM 380956409 48 3000 SH DEF 2 3000
GOLDCORP INC NEW COM 380956409 730 45789 SH DEF 12 45789
GOLDCORP INC NEW COM 380956409 103 5000 SH DEF 7 5000
GOLDEN STAR RES LTD CDA COM 38119T104 90 10000 SH DEF 7 10000
GOLDEN STAR RES LTD CDA COM 38119T104 3 400 SH DEF 12 400
GOLDEN WEST FINL CORP DEL COM 381317106 194 1880 SH DEF 2 1880
GOLDEN WEST FINL CORP DEL COM 381317106 777 7525 SH DEF 5 4750 2775
GOLDEN WEST FINL CORP DEL COM 381317106 5 50 SH DEF 11 50
GOLDEN WEST FINL CORP DEL COM 381317106 8 80 SH DEF 6 80
GOLDEN WEST FINL CORP DEL COM 381317106 218 2110 SH DEF 12 2110
GOLDMAN SACHS GROUP INC COM 38141G104 27916 282750 SH DEF 6 280755 1995
GOLDMAN SACHS GROUP INC COM 38141G104 1261 12772 SH DEF 12 12772
GOLDMAN SACHS GROUP INC COM 38141G104 757 7665 SH DEF 5 6590 1075
GOLDMAN SACHS GROUP INC COM 38141G104 3429 37540 SH DEF 11 32512 3900 1128
GOLDMAN SACHS GROUP INC COM 38141g104 79 800 SH DEF 4 800 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 168 1704 SH DEF 2 1163 541
GOLDMAN SACHS GROUP INC COM 38141G104 20259 205191 SH DEF 1 6500 198691
GOLDMAN SACHS GROUP INC COM 38141G104 9814 99400 SH DEF 3 97700 1700
GOODRICH CORP COM 382388106 2 60 SH DEF 6 60
GOODRICH CORP COM 382388106 5641 190006 SH DEF 12 190006.34
GOODRICH CORP COM 382388106 108 4000 SH DEF 11 3200 800
GOODYEAR TIRE & RUBR CO COM 382550101 209 26575 SH DEF 12 26575
GOODYEAR TIRE & RUBR CO COM 382550101 15 2200 SH DEF 11 1607 593
GORMAN RUPP CO COM 383082104 69 2625 SH DEF 12 2625
GRACE W R & CO DEL NEW COM 38388F108 8 3111 SH DEF 12 3111
GRACO INC COM 384109104 878 21885 SH DEF 12 21885
GRAFTECH INTL LTD COM 384313102 65 4840 SH DEF 12 4840
GRAFTECH INTL LTD COM 384313102 1 100 SH DEF 2 100
GRAINGER W W INC COM 384802104 242 5100 SH DEF 11 4050 1050
GRAINGER W W INC COM 384802104 85 1800 SH DEF 2 1800
GRAINGER W W INC COM 384802104 2 40 SH DEF 6 40
GRAINGER W W INC COM 384802104 1027 21679 SH DEF 12 21679
GRANITE CONSTR INC COM 387328107 8673 369060 SH DEF 6 363190 170 5700
GRANITE CONSTR INC COM 387328107 52 2200 SH DEF 12 2200
GRANT PRIDECO INC COM 38821g101 85 6495 SH DEF 4 6495 0 0
GRANT PRIDECO INC COM 38821G101 40 3109 SH DEF 12 3109
GREAT ATLANTIC & PAC TEA INC COM 390064103 11 1000 SH DEF 7 1000
GREAT LAKES CHEM CORP COM 390568103 244 8960 SH DEF 12 8960
GREAT LAKES REIT INC COM 390752103 50 3210 SH DEF 12 3210
GREAT PLAINS ENERGY INC COM 391164100 494 15519 SH DEF 12 15519
GREAT PLAINS ENERGY INC COM 391164100 204 6420 SH DEF 3 6420
GREAT PLAINS ENERGY INC COM 391164100 16843 529330 SH DEF 6 529330
GREAT PLAINS ENERGY INC COM 391164100 21 650 SH DEF 2 650
GREATER ATLANTIC FINANCIAL COM 391601101 543 66679 SH DEF 12 66679
GREATER BAY BANCORP COM 391648102 30825 1082350 SH DEF 6 1047100 35250
GREATER BAY BANCORP COM 391648102 28 1000 SH DEF 1 1000
GREATER BAY BANCORP COM 391648102 15 600 SH DEF 11 600
GREATER BAY BANCORP COM 391648102 347 12187.32 SH DEF 12 12187.32
GREATER CHINA FD INC COM 39167B102 356 18632.03 SH DEF 12 18632.03
GREEN MOUNTAIN PWR CORP COM 393154109 125 5300 SH DEF 6 4500 800
GREEN MOUNTAIN PWR CORP COM 393154109 9 400 SH DEF 2 400
GREENBRIER COS INC COM 393657101 3436 204404 SH DEF 6 197364 205 6835
GREENPOINT FINL CORP COM 395384100 858 24290 SH DEF 6 24290
GREIF INC CL A 397624107 284 8000 SH DEF 3 7200 800
GREY WOLF INC COM 397888108 21 5600 SH DEF 12 5600
GRIC COMMUNICATIONS INC COM 398081109 5 1000 SH DEF 12 1000
GRIFFON CORP COM 398433102 177 8740 SH DEF 12 8740
GRIFFON CORP COM 398433102 2489 122850 SH DEF 3 122850
GROUP 1 AUTOMOTIVE INC COM 398905109 2000 55265 SH DEF 12 55265
GROUP 1 SOFTWARE INC NEW COM 39943Y103 3162 179560 SH DEF 3 176310 3250
GROUP 1 SOFTWARE INC NEW COM 39943Y103 2835 160880 SH DEF 12 160880
GROUPE CGI INC CL A SUB VTG 39945C109 260 32046 SH DEF 7 32046
GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 399909100 5503 817700 SH DEF 3 810300 7400
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1158 29050 SH DEF 3 29050
GSE SYS INC COM 36227K106 1 500 SH DEF 12 500
GTC BIOTHERAPEUTICS INC COM 36238T104 9 3100 SH DEF 12 3100
GTECH HLDGS CORP COM 400518106 15680 316830 SH DEF 3 192820 124010
GTECH HLDGS CORP COM 400518106 47 950 SH DEF 12 950
GTECH HLDGS CORP COM 400518106 74 1500 SH DEF 4 1500 0 0
GTSI CORP COM 36238K103 639 46100 SH DEF 6 45100 1000
GUIDANT CORP COM 401698105 798 14875 SH DEF 11 14515 110 250
GUIDANT CORP COM 401698105 193 3200 SH DEF 2 3200
GUIDANT CORP COM 401698105 692 11487 SH DEF 12 11487
GUIDANT CORP COM 401698105 16 200 SH DEF 7 200
GUILFORD PHARMACEUTICALS INC COM 401829106 16 2300 SH DEF 2 2300
GUILFORD PHARMACEUTICALS INC COM 401829106 322 47450 SH DEF 12 47450
GUITAR CTR MGMT INC COM 402040109 1677 51390 SH DEF 3 50450 940
GUITAR CTR MGMT INC COM 402040109 1052 32300 SH DEF 12 32300
GULF ISLAND FABRICATION INC COM 402307102 209 12262 SH DEF 6 12262
GULFMARK OFFSHORE INC COM 402629109 13 900 SH DEF 12 900
GULFTERRA ENERGY PARTNERS LP COM 40274U108 106 2500 SH DEF 9 2500
GULFTERRA ENERGY PARTNERS LP COM 40274U108 50 1200 SH DEF 11 1200
GULFTERRA ENERGY PARTNERS LP COM 40274U108 1474 34695.33 SH DEF 12 34695.33
H & Q HEALTHCARE FD SH BEN INT 404052102 146 7982.8 SH DEF 12 7982.8
H & Q LIFE SCIENCES INVS SH BEN INT 404053100 2007 129376 SH DEF 12 129376.84
HAIN CELESTIAL GROUP INC COM 405217100 805 34700 SH DEF 2 34700
HALLIBURTON CO COM 406216101 276 10613 SH DEF 2 10013 600
HALLIBURTON CO COM 406216101 1576 60613 SH DEF 12 60613
HALLIBURTON CO COM 406216101 1290 49600 SH DEF 6 49600
HALLIBURTON CO COM 406216101 385 14800 SH DEF 3 14800
HANCOCK FABRICS INC COM 409900107 3406 235200 SH DEF 6 222600 12600
HANCOCK JOHN FINL SVCS INC COM 41014S106 5225 139320 SH DEF 3 138700 620
HANCOCK JOHN FINL SVCS INC COM 41014S106 584 15560 SH DEF 6 15560
HANCOCK JOHN FINL SVCS INC COM 41014S106 15 402 SH DEF 2 282 120
HANCOCK JOHN FINL SVCS INC COM 41014S106 264 7046.81 SH DEF 12 7046.81
HANCOCK JOHN FINL TRENDS FD COM 41014X105 27 1450 SH DEF 12 1450
HANCOCK JOHN INCOME SECS TR COM 410123103 209 13592 SH DEF 12 13592
HANCOCK JOHN INVS TR COM 410142103 248 12430 SH DEF 12 12430
HANCOCK JOHN PATRIOT GLOBL D COM 41013G103 41 3100 SH DEF 12 3100
HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 261 18900 SH DEF 12 18900
HANCOCK JOHN PATRIOT PREM DI COM 41013Q101 16 1600 SH DEF 12 1600
HANCOCK JOHN PATRIOT SELCT D COM 41013U102 90 5850 SH DEF 12 5850
HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 800 30589.27 SH DEF 12 30589.27
HANCOCK JOHN PFD INCOME FD I COM 41021P103 266 10631.38 SH DEF 12 10631.38
HANDLEMAN CO DEL COM 410252100 453 22085.12 SH DEF 12 22085.12
HANDLEMAN CO DEL COM 410252100 9479 461700 SH DEF 6 445700 16000
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 37 2350 SH DEF 12 2350
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 4320 277430 SH DEF 3 199030 78400
HANOVER CAP MTG HLDGS INC COM 410761100 9 700 SH DEF 12 700
HANOVER COMPRESSOR CO COM 410768105 18 1600 SH DEF 12 1600
HANSON PLC NEW SPONSORED ADR 411349103 7 187 SH DEF 2 187
HARBOR FLA BANCSHARES INC COM 411901101 179 6009 SH DEF 11 6009
HARBOR FLA BANCSHARES INC COM 411901101 49 1657 SH DEF 12 1657
HARBOR FLA BANCSHARES INC COM 411901101 5625 189318 SH DEF 1 189318
HARKEN ENERGY CORP COM NEW 412552309 597 510679 SH DEF 12 510679
HARLAND JOHN H CO COM 412693103 11518 421890 SH DEF 3 371240 50650
HARLAND JOHN H CO COM 412693103 15452 566000 SH DEF 6 547100 18900
HARLEY DAVIDSON INC COM 412822108 515 10767 SH DEF 11 5250 167 5350
HARLEY DAVIDSON INC COM 412822108 8788 184896 SH DEF 12 184896.76
HARLEY DAVIDSON INC COM 412822108 2852 60000 SH DEF 1 3500 56500
HARLEY DAVIDSON INC COM 412822108 873 18500 SH DEF 9 18500
HARLEY DAVIDSON INC COM 412822108 301 6338 SH DEF 2 6265 73
HARLEYSVILLE GROUP INC COM 412824104 35 1760 SH DEF 12 1760
HARLEYSVILLE GROUP INC COM 412824104 197 9910 SH DEF 11 9910
HARLEYSVILLE NATL CORP PA COM 412850109 15 500 SH DEF 12 500
HARMAN INTL INDS INC COM 413086109 14 190 SH DEF 12 190
HARMAN INTL INDS INC COM 413086109 334 4512 SH DEF 6 4512
HARMAN INTL INDS INC COM 413086109 155 2100 SH DEF 4 2100 0 0
HARMONIC INC COM 413160102 1 75 SH DEF 12 75
HARRAHS ENTMT INC COM 413619107 55 1100 SH DEF 4 1100 0 0
HARRAHS ENTMT INC COM 413619107 527 10587 SH DEF 12 10587
HARRAHS ENTMT INC COM 413619107 11523 231520 SH DEF 3 224170 7350
HARRINGTON WEST FINL GROUP I COM 41383L104 274 16496 SH DEF 6 16196 300
HARRIS & HARRIS GROUP INC COM 413833104 6 500 SH DEF 12 500
HARRIS CORP DEL COM 413875105 110 2901 SH DEF 12 2901
HARRIS CORP DEL COM 413875105 31003 816950 SH DEF 3 705630 111320
HARRIS CORP DEL COM 413875105 5 130 SH DEF 6 130
HARRIS CORP DEL COM 413875105 25 690 SH DEF 11 690
HARSCO CORP COM 415864107 44 1000 SH DEF 4 1000 0 0
HARSCO CORP COM 415864107 11432 260905 SH DEF 6 258070 75 2760
HARSCO CORP COM 415864107 3990 91050 SH DEF 3 79700 11350
HARTE-HANKS INC COM 416196103 68 3400 SH DEF 11 3400
HARTFORD FINL SVCS GROUP INC COM 416515104 961 16283 SH DEF 5 11950 4333
HARTFORD FINL SVCS GROUP INC COM 416515104 2281 38646.58 SH DEF 12 38646.58
HARTFORD FINL SVCS GROUP INC COM 416515104 10 174 SH DEF 1 174
HARTFORD FINL SVCS GROUP INC COM 416515104 514 8263 SH DEF 9 8263
HARTFORD FINL SVCS GROUP INC COM 416515104 161 2886 SH DEF 11 686 2000 200
HARTFORD FINL SVCS GROUP INC COM 416515104 8535 144590 SH DEF 6 123890 20700
HARTFORD FINL SVCS GROUP INC COM 416515104 12 200 SH DEF 4 200 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 12692 215004 SH DEF 3 209604 5400
HARTFORD FINL SVCS GROUP INC COM 416515104 677 11465 SH DEF 2 10550 915
HARTFORD INCOME SHS FD INC COM 416537108 6 800 SH DEF 12 800
HARVARD BIOSCIENCE INC COM 416906105 992 111500 SH DEF 3 109400 2100
HARVEST NATURAL RESOURCES IN COM 41754V103 5 500 SH DEF 12 500
HASBRO INC COM 418056107 3076 144565 SH DEF 6 144565
HASBRO INC COM 418056107 107 5380 SH DEF 11 5380
HASBRO INC COM 418056107 112 5253 SH DEF 12 5253
HATTERAS INCOME SECS INC COM 419025101 90 6793 SH DEF 12 6793
HAVAS SPONSORED ADR 419313101 68 11700 SH DEF 6 11700
HAVERTY FURNITURE INC COM 419596101 2254 113500 SH DEF 3 113500
HAVERTY FURNITURE INC COM 419596101 208 10460 SH DEF 12 10460
HAWAIIAN ELEC INDUSTRIES COM 419870100 8137 171770 SH DEF 6 171770
HAWAIIAN ELEC INDUSTRIES COM 419870100 133 2808 SH DEF 12 2808
HAWAIIAN ELEC INDUSTRIES COM 419870100 95 2000 SH DEF 2 2000
HAWAIIAN HOLDINGS INC COM 419879101 13 4492 SH DEF 2 4492
HAWKINS INC COM 420261109 691 49929 SH DEF 6 49729 200
HAWTHORNE FINL CORP COM 420542102 1268 45300 SH DEF 6 45300
HCA INC COM 404119109 44 1100 SH DEF 11 550 550
HCA INC COM 404119109 127 2945 SH DEF 9 2945
HCA INC COM 404119109 64 1500 SH DEF 4 1500 0 0
HCA INC COM 404119109 4121 95930.12 SH DEF 12 95930.12
HCA INC COM 404119109 193 4500 SH DEF 6 4500
HCA INC COM 404119109 4997 90000 SH DEF 7 90000
HCC INS HLDGS INC COM 404132102 100 3135 SH DEF 12 3135
HCC INS HLDGS INC COM 404132102 16173 508590 SH DEF 3 404320 104270
HEADWATERS INC COM 42210P102 3939 201900 SH DEF 6 194700 7200
HEADWATERS INC COM 42210P102 61 3100 SH DEF 12 3100
HEADWATERS INC COM 42210P102 20 1000 SH DEF 1000
HEALTH CARE PPTY INVS INC COM 421915109 20 400 SH DEF 2 400
HEALTH CARE PPTY INVS INC COM 421915109 710 13972 SH DEF 12 13972
HEALTH CARE PPTY INVS INC COM 421915109 170 3479 SH DEF 11 1702 1777
HEALTH CARE PPTY INVS INC COM 421915109 4226 81269 SH DEF 9 200 81069
HEALTH CARE REIT INC COM 42217K106 424 11750 SH DEF 9 250 11500
HEALTH CARE REIT INC COM 42217K106 621 17263.29 SH DEF 12 17263.29
HEALTH CARE REIT INC COM 42217K106 212 6399 SH DEF 11 4974 175 1250
HEALTH MGMT ASSOC INC NEW CL A 421933102 193 8050 SH DEF 2 8050
HEALTH MGMT ASSOC INC NEW CL A 421933102 759 31610 SH DEF 12 31610
HEALTH NET INC COM 42222G108 31787 972085 SH DEF 3 851525 120560
HEALTH NET INC COM 42222G108 139 4300 SH DEF 11 3600 700
HEALTH NET INC COM 42222G108 165050 5047396 SH DEF 8 2942649 2104747
HEALTH NET INC COM 42222G108 22 660 SH DEF 6 660
HEALTH NET INC COM 42222G108 34 800 SH DEF 7 800
HEALTH NET INC COM 42222G108 1960 59949 SH DEF 12 59949
HEALTH NET INC COM 42222G108 367566 11240542 SH DEF 10 9880464 1360078
HEALTHCARE RLTY TR COM 421946104 1524 42632.52 SH DEF 12 42632.52
HEALTHEXTRAS INC COM 422211102 1938 144650 SH DEF 3 139100 5550
HEALTHEXTRAS INC COM 422211102 179 13350 SH DEF 12 13350
HEARST-ARGYLE TELEVISION INC COM 422317107 125 4520 SH DEF 12 4520
HEARST-ARGYLE TELEVISION INC COM 422317107 93 3360 SH DEF 6 3360
HEARST-ARGYLE TELEVISION INC COM 422317107 10 380 SH DEF 11 380
HEARTLAND EXPRESS INC COM 422347104 7 300 SH DEF 12 300
HEARTLAND EXPRESS INC COM 422347104 339 14000 SH DEF 5 14000
HEARUSA INC COM NEW 422360305 0 50 SH DEF 12 50
HECLA MNG CO COM 422704106 11 1300 SH DEF 12 1300
HECLA MNG CO PFD CV SER B 422704205 204 3550 SH DEF 12 3550
HECTOR COMMUNICATIONS CORP COM 422730101 430 30700 SH DEF 6 29600 1100
HEIDRICK & STRUGGLES INTL IN COM 422819102 46 2100 SH DEF 12 2100
HEINZ H J CO COM 423074103 9036 248048.6 SH DEF 12 248048.6
HEINZ H J CO COM 423074103 277 7600 SH DEF 1 7600
HEINZ H J CO COM 423074103 5 150 SH DEF 6 150
HEINZ H J CO COM 423074103 210 5882 SH DEF 11 3432 950 1500
HEINZ H J CO COM 423074103 1889 51865 SH DEF 2 50615 1250
HEINZ H J CO COM 423074103 2744 77417 SH DEF 9 250 77167
HEINZ H J CO COM 423074103 29 800 SH DEF 4 800 0 0
HEINZ H J CO COM 423074103 20 550 SH DEF 3 550
HELEN OF TROY CORP LTD COM G4388N106 6 250 SH DEF 12 250
HELIX TECHNOLOGY CORP COM 423319102 6 300 SH DEF 12 300
HELIX TECHNOLOGY CORP COM 423319102 743 36100 SH DEF 2 36100
HELMERICH & PAYNE INC COM 423452101 19 690 SH DEF 11 690
HELMERICH & PAYNE INC COM 423452101 282 10100 SH DEF 2 10100
HELMERICH & PAYNE INC COM 423452101 45 1600 SH DEF 12 1600
HELMERICH & PAYNE INC COM 423452101 11842 423944 SH DEF 6 419824 105 4015
HEMISPHERX BIOPHARMA INC COM 42366C103 2 1000 SH DEF 12 1000
HERCULES INC COM 427056106 9111 746800 SH DEF 6 746800
HERCULES INC COM 427056106 3127 256310 SH DEF 3 250310 6000
HERCULES INC COM 427056106 72 5890 SH DEF 12 5890
HERITAGE PPTY INVT TR INC COM 42725M107 88 3100 SH DEF 12 3100
HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 426918108 1336 32400 SH DEF 12 32400
HERLEY INDS INC DEL COM 427398102 125 6015 SH DEF 12 6015
HERSHA HOSPITALITY TR SH BEN INT A 427825104 42 4200 SH DEF 3 4200
HERSHEY FOODS CORP COM 427866108 7470 97026 SH DEF 1 97026
HERSHEY FOODS CORP COM 427866108 224 3002 SH DEF 11 2002 1000
HERSHEY FOODS CORP COM 427866108 550 7140 SH DEF 2 7140
HERSHEY FOODS CORP COM 427866108 2086 27091.37 SH DEF 12 27091.37
HEWITT ASSOCS INC COM 42822Q100 0 0 SH DEF 12 0
HEWITT ASSOCS INC COM 42822Q100 795 26600 SH DEF 3 26600
HEWLETT PACKARD CO COM 428236103 4524 152400 SH DEF 7 152400
HEWLETT PACKARD CO COM 428236103 701 30510 SH DEF 4 30510 0 0
HEWLETT PACKARD CO COM 428236103 30416 1324180 SH DEF 3 1295205 28975
HEWLETT PACKARD CO COM 428236103 427 20341 SH DEF 11 10401 6211 3729
HEWLETT PACKARD CO COM 428236103 3119 135794 SH DEF 2 130064 5730
HEWLETT PACKARD CO COM 428236103 12735 554427 SH DEF 12 554427.33
HEWLETT PACKARD CO COM 428236103 3665 159546 SH DEF 5 124160 35386
HEWLETT PACKARD CO COM 428236103 253 10476 SH DEF 9 400 10076
HEWLETT PACKARD CO COM 428236103 48971 2131972 SH DEF 6 2131972
HEWLETT PACKARD CO COM 428236103 1 63 SH DEF 1 63
HEXCEL CORP NEW COM 428291108 111 15000 SH DEF 12 15000
HIBBETT SPORTING GOODS INC COM 428565105 121 4050 SH DEF 12 4050
HIBBETT SPORTING GOODS INC COM 428565105 1189 39905 SH DEF 3 39185 720
HIBERNIA CORP CL A 428656102 1214 51651.81 SH DEF 12 51651.81
HIBERNIA CORP CL A 428656102 57 2600 SH DEF 11 1300 1300
HIBERNIA CORP CL A 428656102 64 2710 SH DEF 6 2710
HIBERNIA CORP CL A 428656102 34817 1480925 SH DEF 3 1267625 213300
HIGH INCOME OPPORTUNITY FD I COM 42967Q105 128 17830 SH DEF 12 17830
HIGHWOODS PPTYS INC COM 431284108 109 4300 SH DEF 2 4300
HIGHWOODS PPTYS INC COM 431284108 2419 95241 SH DEF 12 95241
HILB ROGAL & HAMILTON CO COM 431294107 261 8150 SH DEF 12 8150
HILB ROGAL & HAMILTON CO COM 431294107 10 300 SH DEF 4 300 0 0
HILFIGER TOMMY CORP ORD G8915Z102 31851 2151256 SH DEF 6 2125031 675 25550
HILFIGER TOMMY CORP ORD G8915Z102 18 1200 SH DEF 12 1200
HILFIGER TOMMY CORP ORD G8915Z102 27 2000 SH DEF 11 2000
HILLENBRAND INDS INC COM 431573104 6 100 SH DEF 6 100
HILLENBRAND INDS INC COM 431573104 728 11723 SH DEF 2 10223 1500
HILLENBRAND INDS INC COM 431573104 470 7566.96 SH DEF 12 7566.96
HILTON HOTELS CORP COM 432848109 33 2000 SH DEF 11 2000
HILTON HOTELS CORP COM 432848109 556 32482 SH DEF 12 32482
HITACHI LIMITED ADR 10 COM 433578507 34 600 SH DEF 11 300 300
HMN FINL INC COM 40424G108 704 29000 SH DEF 6 27500 1500
HOLLINGER INTL INC CL A 435569108 426 27300 SH DEF 12 27300
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 132 12000 SH DEF 12 12000
HOLLY CORP COM PAR $0.01 435758305 7 256 SH DEF 12 256
HOLLY CORP COM PAR $0.01 435758305 0 16 SH DEF 2 16
HOLLY CORP COM PAR $0.01 435758305 135 4900 SH DEF 3 4900
HOLLYWOOD ENTMT CORP COM 436141105 10790 784706 SH DEF 6 758306 26400
HOLOGIC INC COM 436440101 0 25 SH DEF 12 25
HOME DEPOT INC COM 437076102 1167 32691 SH DEF 9 400 32291
HOME DEPOT INC COM 437076102 6251 136575 SH DEF 7 136575
HOME DEPOT INC COM 437076102 214 6032 SH DEF 1 150 5882
HOME DEPOT INC COM 437076102 35005 986342 SH DEF 3 966942 19400
HOME DEPOT INC COM 437076102 3166 94635 SH DEF 11 73908 8089 12638
HOME DEPOT INC COM 437076102 19768 557005 SH DEF 2 541456 15549
HOME DEPOT INC COM 437076102 456187 12853950 SH DEF 10 11251110 1602840
HOME DEPOT INC COM 437076102 227493 6410050 SH DEF 8 3798550 2611500
HOME DEPOT INC COM 437076102 362 10190 SH DEF 5 8090 2100
HOME DEPOT INC COM 437076102 31641 891558 SH DEF 12 891558.35
HOME DEPOT INC COM 437076102 15812 445536 SH DEF 6 416371 29165
HOME DEPOT INC COM 437076102 232 6532 SH DEF 4 6532 0 0
HOME FED BANCORP COM 436926109 6 213 SH DEF 4 213 0 0
HOME PROPERTIES INC COM 437306103 102 2531.08 SH DEF 12 2531.08
HON INDS INC COM 438092108 1339 30899 SH DEF 12 30899
HON INDS INC COM 438092108 1308 30200 SH DEF 3 900 29300
HON INDS INC COM 438092108 96 2400 SH DEF 11 750 1650
HONDA MOTOR LTD AMERN SHS 438128308 34 1500 SH DEF 2 1500
HONDA MOTOR LTD AMERN SHS 438128308 1128 50127 SH DEF 6 50127
HONEYWELL INTL INC COM 438516106 16260 486398 SH DEF 4 486398 0 0
HONEYWELL INTL INC COM 438516106 50631 1514521 SH DEF 6 1460161 54360
HONEYWELL INTL INC COM 438516106 7323 219067 SH DEF 2 211651 7416
HONEYWELL INTL INC COM 438516106 596 19843 SH DEF 11 3893 575 15375
HONEYWELL INTL INC COM 438516106 4450 103000 SH DEF 7 103000
HONEYWELL INTL INC COM 438516106 9193 274981 SH DEF 5 163060 111921
HONEYWELL INTL INC COM 438516106 9014 269636 SH DEF 12 269636.66
HONEYWELL INTL INC COM 438516106 2826 80890 SH DEF 9 500 80390
HONEYWELL INTL INC COM 438516106 13771 411940 SH DEF 3 403440 8500
HOOPER HOLMES INC COM 439104100 227 36800 SH DEF 1 36800
HOOPER HOLMES INC COM 439104100 25 4100 SH DEF 12 4100
HOOPER HOLMES INC COM 439104100 5 800 SH DEF 11 800
HORACE MANN EDUCATORS CORP N COM 440327104 13 950 SH DEF 12 950
HORIZON HEALTH CORP COM 44041Y104 1143 53200 SH DEF 6 50600 2600
HORIZON HEALTH CORP COM 44041Y104 29 1338 SH DEF 12 1338
HORIZON ORGANIC HOLDING COM 44043T103 10 400 SH DEF 12 400
HORMEL FOODS CORP COM 440452100 154 5972 SH DEF 12 5972
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 92 2400 SH DEF 11 400 1000 1000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 653 15800 SH DEF 9 250 15550
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1580 38277.28 SH DEF 12 38277.28
HOST MARRIOTT CORP NEW COM 44107P104 7282 591040 SH DEF 6 591040
HOST MARRIOTT CORP NEW COM 44107P104 920 74684.66 SH DEF 12 74684.66
HOST MARRIOTT CORP NEW COM 44107P104 249 20293 SH DEF 9 20293
HOT TOPIC INC COM 441339108 3183 108065 SH DEF 3 105965 2100
HOT TOPIC INC COM 441339108 22 750 SH DEF 12 750
HOUSTON EXPL CO COM 442120101 22887 626700 SH DEF 6 606700 20000
HOUSTON EXPL CO COM 442120101 12667 346860 SH DEF 3 284910 61950
HOUSTON EXPL CO COM 442120101 7 200 SH DEF 12 200
HOVNANIAN ENTERPRISES INC CL A 442487203 9 100 SH DEF 12 100
HRPT PPTYS TR COM SH BEN INT 40426W101 22 2200 SH DEF 2 2200
HRPT PPTYS TR COM SH BEN INT 40426W101 404 40063 SH DEF 12 40063
HRPT PPTYS TR COM SH BEN INT 40426W101 26 2750 SH DEF 11 1375 1375
HSBC HLDGS PLC SPON ADR NEW 404280406 43 655 SH DEF 11 655
HSBC HLDGS PLC SPON ADR NEW 404280406 113 1431 SH DEF 2 1431
HSBC HLDGS PLC SPON ADR NEW 404280406 793 10021 SH DEF 6 7006 3015
HUANENG PWR INTL INC SPON ADR N 443304100 56 800 SH DEF 2 800
HUB GROUP INC CL A 443320106 267 12400 SH DEF 3 12400
HUBBELL INC CL A 443510102 101 2400 SH DEF 2 2400
HUBBELL INC CL B 443510201 288 6525 SH DEF 5 6100 425
HUBBELL INC CL B 443510201 154 3500 SH DEF 2 3500
HUBBELL INC CL B 443510201 187 4642 SH DEF 11 3992 325 325
HUBBELL INC CL B 443510201 272 6176 SH DEF 12 6176
HUDSON RIV BANCORP INC COM 444128102 98 2500 SH DEF 3 2500
HUDSON UNITED BANCORP COM 444165104 37 1000 SH DEF 12 1000
HUDSON UNITED BANCORP COM 444165104 9570 259000 SH DEF 6 249700 9300
HUDSON UNITED BANCORP COM 444165104 46882 1268795 SH DEF 3 1009125 259670
HUDSON UNITED BANCORP COM 444165104 193 5458 SH DEF 9 5458
HUGHES SUPPLY INC COM 444482103 16714 336850 SH DEF 6 321650 15200
HUGHES SUPPLY INC COM 444482103 35 700 SH DEF 12 700
HUGOTON RTY TR TEX UNIT BEN INT 444717102 5097 232930 SH DEF 3 177480 55450
HUGOTON RTY TR TEX UNIT BEN INT 444717102 675 30871.41 SH DEF 12 30871.41
HUMAN GENOME SCIENCES INC COM 444903108 93 6990 SH DEF 6 6990
HUMAN GENOME SCIENCES INC COM 444903108 44 3300 SH DEF 2 3300
HUMAN GENOME SCIENCES INC COM 444903108 40 3010 SH DEF 4 3010 0 0
HUMAN GENOME SCIENCES INC COM 444903108 595 44920 SH DEF 12 44920
HUMANA INC COM 444859102 17652 772520 SH DEF 6 763970 8550
HUMANA INC COM 444859102 14835 649250 SH DEF 3 469310 179940
HUMANA INC COM 444859102 26 1136 SH DEF 12 1136
HUMANA INC COM 444859102 3 150 SH DEF 2 150
HUMANA INC COM 444859102 167 7300 SH DEF 4 7300 0 0
HUMBOLDT BANCORP COM 445069107 198 11260 SH DEF 6 10780 480
HUMBOLDT BANCORP COM 445069107 416 23700 SH DEF 1 23700
HUMMINGBIRD INC COM 44544R101 31 1100 SH DEF 7 1100
HUNT J B TRANS SVCS INC COM 445658107 1441 53350 SH DEF 3 41300 12050
HUNT J B TRANS SVCS INC COM 445658107 16948 627460 SH DEF 6 627460
HUNT J B TRANS SVCS INC COM 445658107 1040 38520 SH DEF 12 38520
HUNTINGTON BANCSHARES INC COM 446150104 5332 236965 SH DEF 2 236965
HUNTINGTON BANCSHARES INC COM 446150104 190 8452 SH DEF 6 8452
HUNTINGTON BANCSHARES INC COM 446150104 1034 45937 SH DEF 12 45937
HUTCHINSON TECHNOLOGY INC COM 448407106 27026 878890 SH DEF 3 811440 67450
HYDROGENICS CORP COM 448882100 3 500 SH DEF 12 500
HYPERCOM CORP COM 44913M105 682 143300 SH DEF 3 143300
HYPERION 2005 INVT GRADE OPP COM 448918102 6 600 SH DEF 12 600
HYPERION STRATEGIC MTG INC F COM 44915C105 51 3500 SH DEF 12 3500
HYPERION TOTAL RETURN & INCO COM 449145101 83 7995 SH DEF 12 7995
I-STAT CORP COM 450312103 3 210 SH DEF 12 210
IAMGOLD CORP COM 450913108 3316 367600 SH DEF 7 367600
IBERIABANK CORP COM 450828108 173 2932 SH DEF 12 2932
IBERIABANK CORP COM 450828108 4717 79950 SH DEF 1 79950
IBERIABANK CORP COM 450828108 3263 55300 SH DEF 6 53100 2200
IBERIABANK CORP COM 450828108 2182 36990 SH DEF 3 34540 2450
IBIS TECHNOLOGY CORP COM 450909106 233 20750 SH DEF 12 20750
ICOS CORP COM 449295104 17 400 SH DEF 12 400
ICOS CORP COM 449295104 12 300 SH DEF 2 300
ICU MED INC COM 44930G107 128 3725 SH DEF 12 3725
ID BIOMEDICAL CORP COM 44936D108 41 3465 SH DEF 12 3465
IDACORP INC COM 451107106 352 11775 SH DEF 12 11775
IDACORP INC COM 451107106 1777 59400 SH DEF 6 47600 11800
IDACORP INC COM 451107106 42 1500 SH DEF 11 750 750
IDENTIX INC COM 451906101 1 300 SH DEF 2 300
IDENTIX INC COM 451906101 6 1313 SH DEF 12 1313
IDEX CORP COM 45167R104 8 200 SH DEF 12 200
IDEXX LABS INC COM 45168D104 125 2709 SH DEF 12 2709
IDEXX LABS INC COM 45168D104 62562 1351820 SH DEF 3 1074720 277100
IGATE CORP COM 45169U105 34 4300 SH DEF 12 4300
IGEN INC COM 449536101 3044 51666 SH DEF 12 51666
IGEN INC COM 449536101 1335 22600 SH DEF 33600
IHOP CORP COM 449623107 150 4000 SH DEF 9 4000
IHOP CORP COM 449623107 46 1200 SH DEF 12 1200
II VI INC COM 902104108 1360 52710 SH DEF 3 51960 750
IKON OFFICE SOLUTIONS INC COM 451713101 279 23500 SH DEF 23500
IKON OFFICE SOLUTIONS INC COM 451713101 35019 2952740 SH DEF 6 2853840 98900
IKON OFFICE SOLUTIONS INC COM 451713101 11 922 SH DEF 12 922
ILLINOIS TOOL WKS INC COM 452308109 1498 19821 SH DEF 11 9310 8419 2092
ILLINOIS TOOL WKS INC COM 452308109 96 1150 SH DEF 4 1150 0 0
ILLINOIS TOOL WKS INC COM 452308109 1838 21900 SH DEF 3 21900
ILLINOIS TOOL WKS INC COM 452308109 22 200 SH DEF 7 200
ILLINOIS TOOL WKS INC COM 452308109 11744 139954 SH DEF 2 131937 8017
ILLINOIS TOOL WKS INC COM 452308109 2424 28893.5 SH DEF 12 28893.5
ILLINOIS TOOL WKS INC COM 452308109 269 3200 SH DEF 1 3200
ILLUMINA INC COM 452327109 29 4175 SH DEF 12 4175
ILX RESORTS INC COM NEW 449661503 4 500 SH DEF 12 500
IMAGE ENTMT INC COM NEW 452439201 4 1000 SH DEF 12 1000
IMAGISTICS INTERNATIONAL INC COM 45247T104 16 424 SH DEF 2 424
IMAGISTICS INTERNATIONAL INC COM 45247T104 66 1769 SH DEF 12 1769
IMAGISTICS INTERNATIONAL INC COM 45247T104 4684 124900 SH DEF 3 85800 39100
IMATION CORP COM 45245A107 140 3970 SH DEF 12 3970
IMAX CORP COM 45245E109 20 2530 SH DEF 12 2530
IMC GLOBAL INC COM 449669100 9172 923715 SH DEF 6 898205 25510
IMC GLOBAL INC COM 449669100 0 29 SH DEF 2 29
IMC GLOBAL INC COM 449669100 49 4939 SH DEF 12 4939
IMCLONE SYS INC COM 45245W109 222 5607.33 SH DEF 12 5607.33
IMCLONE SYS INC COM 45245W109 20 500 SH DEF 2 500
IMCO RECYCLING INC COM 449681105 64 6500 SH DEF 12 6500
IMCO RECYCLING INC COM 449681105 395 39900 SH DEF 6 39900
IMMTECH INTL INC COM 452519101 6 500 SH DEF 12 500
IMMUCOR INC COM 452526106 123 6054 SH DEF 12 6054
IMMUNE RESPONSE CORP DEL COM NEW 45252T205 0 20 SH DEF 12 20
IMMUNOGEN INC COM 45253H101 6 1125 SH DEF 12 1125
IMMUNOMEDICS INC COM 452907108 49 10800 SH DEF 12 10800
IMPAC MTG HLDGS INC COM 45254P102 137 7500 SH DEF 12 7500
IMPAC MTG HLDGS INC COM 45254P102 1287 70700 SH DEF 3 26300 44400
IMPAX LABORATORIES INC COM 45256B101 6 450 SH DEF 12 450
IMPERIAL CHEM INDS PLC ADR NEW 452704505 8 600 SH DEF 11 300 300
IMPERIAL CHEM INDS PLC ADR NEW 452704505 18335 1280400 SH DEF 6 1280400
IMPERIAL OIL LTD COM NEW 453038408 298 7348 SH DEF 11 7348
IMPERIAL OIL LTD COM NEW 453038408 926 16100 SH DEF 7 16100
IMPERIAL OIL LTD COM NEW 453038408 160 3600 SH DEF 12 3600
IMPERIAL SUGAR CO NEW COM NEW 453096208 2 107 SH DEF 12 107
IMS HEALTH INC COM 449934108 389 15631 SH DEF 12 15631
IMS HEALTH INC COM 449934108 514 20684 SH DEF 2 20684
INAMED CORP COM 453235103 5026 104595 SH DEF 3 103140 1455
INCO LTD COM 453258402 804 20200 SH DEF 5 18200 2000
INCO LTD COM 453258402 4761 92175 SH DEF 7 92175
INCO LTD COM 453258402 133 3334 SH DEF 12 3334
INDEPENDENCE CMNTY BK CORP COM 453414104 240 6665 SH DEF 12 6665
INDEPENDENCE CMNTY BK CORP COM 453414104 2 50 SH DEF 6 50
INDEPENDENT BANK CORP MASS COM 453836108 142 5000 SH DEF 3 5000
INDEPENDENT BANK CORP MASS COM 453836108 97 3600 SH DEF 11 1800 1800
INDEPENDENT BANK CORP MASS COM 453836108 1052 36511.25 SH DEF 12 36511.25
INDEPENDENT BANK CORP MICH COM 453838104 1116 39340 SH DEF 3 39340
INDEVUS PHARMACEUTICALS INC COM 454072109 114 19411 SH DEF 12 19411
INDUSTRIAL DISTR GROUP INC COM 456061100 52 9350 SH DEF 12 9350
INDYMAC BANCORP INC COM 456607100 34057 1143230 SH DEF 6 1109530 33700
INERGY L P UNIT LTD PTNR 456615103 7 150 SH DEF 12 150
INET TECHNOLOGIES INC COM 45662V105 788 65650 SH DEF 3 60650 5000
INFINITY PPTY & CAS CORP COM 45665Q103 45 1350 SH DEF 1350
INFORMATICA CORP COM 45666Q102 28 2700 SH DEF 12 2700
INFORTE CORP COM 45677R107 120 14500 SH DEF 12 14500
INFOSPACE INC COM NEW 45678T201 5 202 SH DEF 12 202
INFOSPACE INC COM NEW 45678T201 350 15180 SH DEF 3 15180
INFOUSA INC NEW COM 456818301 3234 436370 SH DEF 3 174620 261750
INFOUSA INC NEW COM 456818301 3494 471100 SH DEF 6 464075 190 6835
ING GROUP N V SPONSORED ADR 456837103 8224 351198 SH DEF 6 271962 79236
ING GROUP N V SPONSORED ADR 456837103 500 21343 SH DEF 2 21343
ING PRIME RATE TR SH BEN INT 44977W106 102 12842.37 SH DEF 12 12842.37
INGERSOLL-RAND COMPANY LTD CL A G4776G101 4367 64339.83 SH DEF 12 64339.83
INGERSOLL-RAND COMPANY LTD CL A G4776G101 248 4098 SH DEF 11 3978 120
INGERSOLL-RAND COMPANY LTD CL A G4776G101 969 14270 SH DEF 3 14100 170
INGLES MKTS INC CL A 457030104 23 2211 SH DEF 12 2211
INGRAM MICRO INC CL A 457153104 131 8220 SH DEF 6 8220
INGRAM MICRO INC CL A 457153104 223 14050 SH DEF 5 9050 5000
INGRAM MICRO INC CL A 457153104 394 24770 SH DEF 12 24770
INKINE PHARMACEUTICALS INC COM 457214104 12 2500 SH DEF 12 2500
INKINE PHARMACEUTICALS INC COM 457214104 701 155770 SH DEF 9 155770
INKINE PHARMACEUTICALS INC COM 457214104 460 95200 SH DEF 3 95200
INNKEEPERS USA TR COM 4576J0104 351 39493 SH DEF 9 39493
INNKEEPERS USA TR COM 4576J0104 17 2000 SH DEF 2 2000
INNKEEPERS USA TR COM 4576J0104 944 112779 SH DEF 12 112779.28
INNKEEPERS USA TR PFD CV A 8.625 4576J0302 25 1000 SH DEF 12 1000
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 550 33870 SH DEF 3 33870
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 25 1559 SH DEF 12 1559
INNOVEX INC COM 457647105 81 9700 SH DEF 3 9700
INNOVO GROUP INC COM PAR $0.01 457954600 0 33 SH DEF 12 33
INSIGHT ENTERPRISES INC COM 45765U103 14 750 SH DEF 12 750
INSIGHT ENTERPRISES INC COM 45765U103 271 14400 SH DEF 3 14400
INSIGHT ENTERPRISES INC COM 45765U103 622 33100 SH DEF 6 33100
INSITUFORM TECHNOLOGIES INC CL A 457667103 265 16055 SH DEF 12 16055
INSMED INC COM NEW 457669208 6 2100 SH DEF 12 2100
INSPIRE PHARMACEUTICALS INC COM 457733103 12 879 SH DEF 12 879
INSTINET GROUP INC COM 457750107 1 100 SH DEF 12 100
INSTINET GROUP INC COM 457750107 91 17600 SH DEF 6 17600
INSURED MUN INCOME FD COM 45809F104 37 2620 SH DEF 12 2620
INTEGRA BK CORP COM 45814P105 220 10000 SH DEF 12 10000
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 9 300 SH DEF 2 300
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3 100 SH DEF 12 100
INTEGRATED CIRCUIT SYS INC COM 45811K208 51 1775 SH DEF 12 1775
INTEGRATED DEVICE TECHNOLOGY COM 458118106 111 5000 SH DEF 7 5000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 31 1800 SH DEF 12 1800
INTEGRATED DEVICE TECHNOLOGY COM 458118106 6 340 SH DEF 2 0 340
INTEGRATED ELECTRICAL SVC COM 45811E103 4384 473900 SH DEF 6 451900 22000
INTEGRATED ELECTRICAL SVC COM 45811E103 186 20100 SH DEF 3 18700 1400
INTEGRATED SILICON SOLUTION COM 45812P107 3 200 SH DEF 12 200
INTEGRITY FINL CORP COM 45820M104 3 128 SH DEF 12 128
INTEL CORP COM 458140100 49612 1547940 SH DEF 1 21602 1526338
INTEL CORP COM 458140100 33498 1040313 SH DEF 12 1040313.42
INTEL CORP COM 458140100 70915 2212639 SH DEF 3 2170459 42180
INTEL CORP COM 458140100 988 25300 SH DEF 7 25300
INTEL CORP COM 458140100 8213 241767 SH DEF 9 241767
INTEL CORP COM 458140100 2529 78912 SH DEF 5 57157 21755
INTEL CORP COM 458140100 6715 226906 SH DEF 11 152346 25336 49224
INTEL CORP COM 458140100 362 11290 SH DEF 4 11290 0 0
INTEL CORP COM 458140100 47739 1482584 SH DEF 2 1434960 47624
INTELIDATA TECHNOLOGIES CORP COM 45814T107 0 300 SH DEF 12 300
INTER PARFUMS INC COM 458334109 6 250 SH DEF 12 250
INTER TEL INC COM 458372109 7203 288370 SH DEF 3 242670 45700
INTERACTIVECORP COM 45840q101 20 575 SH DEF 4 575 0 0
INTERACTIVECORP *W EXP 02/04/200 45840Q127 15 350 SH DEF 12 350
INTERACTIVECORP COM 45840Q101 789 18000 SH DEF 7 18000
INTERACTIVECORP COM 45840Q101 517 15250 SH DEF 9 15250
INTERACTIVECORP COM 45840Q101 215 6400 SH DEF 11 3100 3300
INTERACTIVECORP COM 45840Q101 15 438 SH DEF 1 438
INTERACTIVECORP COM 45840Q101 9485 279546 SH DEF 6 279546
INTERACTIVECORP COM 45840Q101 169650 5000000 SH DEF 13 5000000
INTERACTIVECORP COM 45840Q101 1177671 34708833 SH DEF 10 31030939 3677894
INTERACTIVECORP COM 45840Q101 443468 13070100 SH DEF 8 7341200 5728900
INTERACTIVECORP COM 45840Q101 83 2450 SH DEF 2 2450
INTERACTIVECORP COM 45840Q101 329 9700 SH DEF 5 8500 1200
INTERACTIVECORP COM 45840Q101 14355 423077 SH DEF 12 423077
INTERCHANGE FINL SVCS S B N COM 458447109 73 2900 SH DEF 6 2900
INTERDIGITAL COMMUNICATIONS COM 45866A105 480 23280 SH DEF 12 23280
INTERFACE INC CL A 458665106 12 2219 SH DEF 12 2219
INTERGRAPH CORP COM 458683109 24 1000 SH DEF 12 1000
INTERGRAPH CORP COM 458683109 17309 723280 SH DEF 6 712420 280 10580
INTERMUNE INC COM 45884X103 19 800 SH DEF 12 800
INTERNAP NETWORK SVCS CORP COM 45885A102 151 61515 SH DEF 12 61515
INTERNATIONAL ALUM CORP COM 458884103 152 5570 SH DEF 12 5570
INTERNATIONAL ASSETS HLDG CO COM 459028106 0 0 SH DEF 12 0
INTERNATIONAL BANCSHARES COR COM 459044103 4056 86029 SH DEF 6 83929 2100
INTERNATIONAL BUSINESS MACHS COM 459200101 1019 10993 SH DEF 4 10993 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 191032 2061197 SH DEF 8 1211980 849217
INTERNATIONAL BUSINESS MACHS COM 459200101 4633 38681 SH DEF 7 38681
INTERNATIONAL BUSINESS MACHS COM 459200101 368695 3978152 SH DEF 10 3480343 497809
INTERNATIONAL BUSINESS MACHS COM 459200101 2652 29078 SH DEF 9 125 28953
INTERNATIONAL BUSINESS MACHS COM 459200101 21378 230663 SH DEF 2 226718 3945
INTERNATIONAL BUSINESS MACHS COM 459200101 51676 557572 SH DEF 6 532612 24960
INTERNATIONAL BUSINESS MACHS COM 459200101 13739 151736 SH DEF 11 128738 8897 14101
INTERNATIONAL BUSINESS MACHS COM 459200101 51438 555008 SH DEF 12 555008.25
INTERNATIONAL BUSINESS MACHS COM 459200101 2837 30608 SH DEF 1 1750 28858
INTERNATIONAL BUSINESS MACHS COM 459200101 2176 23475 SH DEF 5 20525 2950
INTERNATIONAL BUSINESS MACHS COM 459200101 35714 385346 SH DEF 3 378645 6701
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 470 13465 SH DEF 12 13465
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 210 6000 SH DEF 5 5500 500
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 21 600 SH DEF 2 600
INTERNATIONAL GAME TECHNOLOG COM 459902102 154 4300 SH DEF 4 4300 0 0
INTERNATIONAL GAME TECHNOLOG DBCV 1/2 459902AL6 1035 13000 SH DEF 12 13000
INTERNATIONAL GAME TECHNOLOG COM 459902102 392 11000 SH DEF 5 11000
INTERNATIONAL GAME TECHNOLOG COM 459902102 4 136 SH DEF 11 136
INTERNATIONAL GAME TECHNOLOG COM 459902102 5021 140636 SH DEF 12 140636.01
INTERNATIONAL MULTIFOODS COR COM 460043102 2 100 SH DEF 12 100
INTERNATIONAL RECTIFIER CORP COM 460254105 200 4050 SH DEF 12 4050
INTERNATIONAL RECTIFIER CORP COM 460254105 41917 848350 SH DEF 3 715530 132820
INTERNATIONAL RECTIFIER CORP COM 460254105 2 50 SH DEF 6 50
INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 35 2400 SH DEF 12 2400
INTERNATIONAL SPEEDWAY CORP CL A 460335201 49 1100 SH DEF 12 1100
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2314 52080 SH DEF 3 52080
INTERNATIONAL STL GROUP INC COM 460377104 12 300 SH DEF 12 300
INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 4 100 SH DEF 2 100
INTERNET CAP GROUP INC COM 46059C106 4 12730 SH DEF 12 12730
INTERNET CAP GROUP INC COM 46059C106 14 40000 SH DEF 40000
INTERNET PICTURES CORP COM NEW 46059S200 2 1000 SH DEF 12 1000
INTERNET SEC SYS INC COM 46060X107 1226 65100 SH DEF 6 65100
INTERNET SEC SYS INC COM 46060X107 4 211 SH DEF 2 211
INTERNET SEC SYS INC COM 46060X107 72 3805 SH DEF 12 3805
INTERPOOL INC COM 46062R108 2 150 SH DEF 1 150
INTERPOOL INC COM 46062R108 5885 405850 SH DEF 6 393100 12750
INTERPORE INTL COM 46062W107 4 325 SH DEF 12 325
INTERPUBLIC GROUP COS INC COM 460690100 563 36070 SH DEF 12 36070
INTERPUBLIC GROUP COS INC COM 460690100 39000 2500000 SH DEF 13 2500000
INTERPUBLIC GROUP COS INC COM 460690100 10159 651200 SH DEF 8 436000 215200
INTERPUBLIC GROUP COS INC COM 460690100 485 31091 SH DEF 4 31091 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4552 291810 SH DEF 6 291810
INTERPUBLIC GROUP COS INC COM 460690100 80358 5151165 SH DEF 10 5151165
INTERPUBLIC GROUP COS INC COM 460690100 78 5000 SH DEF 5000
INTERSIL CORP CL A 46069S109 181 7295 SH DEF 12 7295
INTERSIL CORP CL A 46069S109 186 7480 SH DEF 6 7480
INTERSTATE BAKERIES CORP DEL COM 46072H108 179 12575 SH DEF 12 12575
INTERSTATE BAKERIES CORP DEL COM 46072H108 13 900 SH DEF 11 900
INTERSTATE BAKERIES CORP DEL COM 46072H108 1009 70900 SH DEF 6 70900
INTERSTATE HOTELS & RESRTS I COM 46088S106 489 91458 SH DEF 12 91458
INTERTAN INC COM 461120107 7 720 SH DEF 12 720
INTERTAPE POLYMER GROUP INC COM 460919103 31 1850 SH DEF 7 1850
INTERVEST BANCSHARES CORP CL A 460927106 9 600 SH DEF 12 600
INTERVOICE INC NEW COM 461142101 5960 502080 SH DEF 3 428480 73600
INTERVOICE INC NEW COM 461142101 3 271 SH DEF 12 271
INTERWOVEN INC COM NEW 46114T508 25 2000 SH DEF 12 2000
INTERWOVEN INC COM NEW 46114T508 48 3750 SH DEF 3750
INTL PAPER CO COM 460146103 626 14530 SH DEF 5 11980 2550
INTL PAPER CO COM 460146103 8553 198397 SH DEF 2 198397
INTL PAPER CO COM 460146103 345 8400 SH DEF 11 1200 7200
INTL PAPER CO COM 460146103 1907 44239 SH DEF 6 44239
INTL PAPER CO COM 460146103 2786 50000 SH DEF 7 50000
INTL PAPER CO COM 460146103 1211 28081.56 SH DEF 12 28081.56
INTRABIOTICS PHARMACEUTICALS COM NEW 46116T506 6 347 SH DEF 12 347
INTRADO INC COM 46117A100 360 16385 SH DEF 12 16385
INTRAWEST CORPORATION COM NEW 460915200 161 8700 SH DEF 3 8700
INTRAWEST CORPORATION COM NEW 460915200 4 200 SH DEF 12 200
INTRAWEST CORPORATION COM NEW 460915200 163 6800 SH DEF 7 6800
INTROGEN THERAPEUTICS INC COM 46119F107 1 100 SH DEF 12 100
INTUIT COM 461202103 606 8875 SH DEF 7 8875
INTUIT COM 461202103 43 850 SH DEF 11 450 400
INTUIT COM 461202103 286 5400 SH DEF 9 5400
INTUIT COM 461202103 307712 5815768 SH DEF 10 5079868 735900
INTUIT COM 461202103 573 10824 SH DEF 12 10824
INTUIT COM 461202103 151545 2864200 SH DEF 8 1710100 1154100
INTUITIVE SURGICAL INC COM NEW 46120E602 9 500 SH DEF 2 500
INVACARE CORP COM 461203101 6023 149200 SH DEF 3 148500 700
INVACARE CORP COM 461203101 323 8000 SH DEF 2 8000
INVACARE CORP COM 461203101 737 18253 SH DEF 12 18253
INVESTMENT GRADE MUN INCOME COM 461368102 15 1000 SH DEF 12 1000
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 26 1600 SH DEF 12 1600
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 6316 391100 SH DEF 6 377700 13400
INVESTORS FINL SERVICES CORP COM 461915100 8 200 SH DEF 12 200
INVESTORS FIRST FD INC COM 46150W100 18 1464 SH DEF 12 1464
INVISION TECHNOLOGIES INC COM 461851107 30 900 SH DEF 12 900
INVITROGEN CORP COM 46185R100 6 100 SH DEF 11 50 50
INVITROGEN CORP COM 46185R100 361 5153 SH DEF 12 5153
INVITROGEN CORP COM 46185R100 12455 178160 SH DEF 3 112950 65210
INVIVO CORP COM 461858102 191 8700 SH DEF 3 8700
IOMEGA CORP COM NEW 462030305 9 1435 SH DEF 12 1435
IONICS INC COM 462218108 6 200 SH DEF 12 200
IPASS INC COM 46261V108 1258 78500 SH DEF 12 78500
IPC HLDGS LTD ORD G4933P101 21652 556600 SH DEF 3 490010 66590
IPSCO INC COM 462622101 2 100 SH DEF 7 100
IRON MTN INC PA COM 462846106 28 700 SH DEF 12 700
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 824 82440 SH DEF 12 82440
IRVINE SENSORS CORP COM NEW 463664508 0 60 SH DEF 12 60
IRWIN FINL CORP COM 464119106 3 100 SH DEF 12 100
IRWIN FINL CORP COM 464119106 38 1200 SH DEF 2 1200
IRWIN FINL CORP COM 464119106 35524 1131330 SH DEF 3 999430 131900
IRWIN FINL CORP COM 464119106 15562 495600 SH DEF 6 478700 16900
ISCO INTL INC COM 46426P103 1 2500 SH DEF 12 2500
ISHARES INC MSCI HONG KONG 464286871 75 7517 SH DEF 12 7517
ISHARES INC MSCI JAPAN 464286848 709 56900 SH DEF 7 56900
ISHARES INC MSCI HONG KONG 464286871 16 1250 SH DEF 7 1250
ISHARES INC MSCI JAPAN 464286848 2352 244035 SH DEF 12 244035
ISHARES INC MSCI SINGAPORE 464286673 12 1600 SH DEF 7 1600
ISHARES INC MSCI UTD KINGD 464286699 213 10600 SH DEF 7 10600
ISHARES INC MSCI TAIWAN 464286731 0 0 SH DEF 12 0
ISHARES INC MSCI SWITZERLD 464286749 30 1600 SH DEF 7 1600
ISHARES INC MSCI SWEDEN 464286756 23 1150 SH DEF 7 1150
ISHARES INC MSCI JAPAN 464286848 5025 521300 SH DEF 5 399100 122200
ISHARES INC MSCI AUSTRALIA 464286103 58 3350 SH DEF 7 3350
ISHARES INC MSCI EMU INDEX 464286608 637 8050 SH DEF 7 8050
ISHARES TR DJ US TECH SEC 464287721 306 6313 SH DEF 12 6313
ISHARES TR NASDQ BIO INDX 464287556 368 5110 SH DEF 12 5110
ISHARES TR COHEN&ST RLTY 464287564 607 5725 SH DEF 12 5725
ISHARES TR DJ US CON CYCL 464287580 113 2036 SH DEF 12 2036
ISHARES TR S&P MIDCP GROW 464287606 24 200 SH DEF 12 200
ISHARES TR RUSSELL1000GRW 464287614 26 550 SH DEF 12 550
ISHARES TR RUSSELL 1000 464287622 30 500 SH DEF 12 500
ISHARES TR RUSL 2000 VALU 464287630 55 345 SH DEF 6 345
ISHARES TR S&P SMLCP GROW 464287887 644 7260 SH DEF 12 7260
ISHARES TR RUSL 2000 VALU 464287630 868 5413 SH DEF 12 5413
ISHARES TR RUSL 2000 GROW 464287648 77 1300 SH DEF 12 1300
ISHARES TR RUSSELL 2000 464287655 797 7193.01 SH DEF 12 7193.01
ISHARES TR RUSL 3000 GROW 464287671 11 300 SH DEF 12 300
ISHARES TR DJ US UTILS 464287697 1263 21930.1 SH DEF 12 21930.1
ISHARES TR DJ US TOTL MKT 464287846 32 601 SH DEF 12 601
ISHARES TR DJ US HEALTHCR 464287762 604 10597 SH DEF 12 10597
ISHARES TR DJ US FINL SVC 464287770 8 80 SH DEF 12 80
ISHARES TR DJ US FINL SEC 464287788 7 82 SH DEF 12 82
ISHARES TR DJ US ENERGY 464287796 698 14118.07 SH DEF 12 14118.07
ISHARES TR S&P SMLCAP 600 464287804 890 6644 SH DEF 12 6644
ISHARES TR S&P MIDCP VALU 464287705 735 6650 SH DEF 12 6650
ISHARES TR DJ US BAS MATL 464287838 685 15025 SH DEF 12 15025
ISHARES TR DJ US TELECOMM 464287713 581 27622 SH DEF 12 27622
ISHARES TR S&P EURO PLUS 464287861 58 700 SH DEF 7 700
ISHARES TR GS NAT RES IDX 464287374 1944 18200 SH DEF 5 14275 3925
ISHARES TR S&P EURO PLUS 464287861 13 200 SH DEF 12 200
ISHARES TR GLDM SACHS TEC 464287549 16 350 SH DEF 12 350
ISHARES TR DJ US INDUSTRL 464287754 13 259 SH DEF 12 259
ISHARES TR S&P SMLCP VALU 464287879 911 9065 SH DEF 12 9065
ISHARES TR DJ CON NON CYCL 464287812 198 4098 SH DEF 12 4098
ISHARES TR GS NAT RES IDX 464287374 88 825 SH DEF 12 825
ISHARES TR 20+ YR TRS BD 464287432 304 3557 SH DEF 12 3557
ISHARES TR S&P 100 IDX FD 464287101 28 500 SH DEF 12 500
ISHARES TR DJ SEL DIV INX 464287168 270 5020 SH DEF 12 5020
ISHARES TR US TIPS BD FD 464287176 392 3855 SH DEF 12 3855
ISHARES TR S&P 500 INDEX 464287200 31 276 SH DEF 4 276 0 0
ISHARES TR MSCI EMERG MKT 464287234 16 100 SH DEF 12 100
ISHARES TR GS CORP BD FD 464287242 111 1000 SH DEF 8 1000
ISHARES TR GLDM SACHS TEC 464287549 22 370 SH DEF 7 370
ISHARES TR GS CORP BD FD 464287242 111 1000 SH DEF 12 1000
ISHARES TR 7-10 YR TRS BD 464287440 46 540 SH DEF 12 540
ISHARES TR 1-3 YR TRS BD 464287457 132 1600.44 SH DEF 12 1600.44
ISHARES TR MSCI EAFE IDX 464287465 1316 7446 SH DEF 7 7446
ISHARES TR MSCI EAFE IDX 464287465 245 1789 SH DEF 12 1789
ISHARES TR RUSSELL MCP GR 464287481 15 200 SH DEF 12 200
ISHARES TR RUSSELL MIDCAP 464287499 535 7975 SH DEF 12 7975
ISHARES TR S&P MIDCAP 400 464287507 692 6011 SH DEF 12 6011
ISIS PHARMACEUTICALS INC COM 464330109 4 690 SH DEF 4 690 0 0
ISIS PHARMACEUTICALS INC COM 464330109 21 3175 SH DEF 12 3175
ISLE OF CAPRI CASINOS INC COM 464592104 4721 219900 SH DEF 6 212100 7800
ISLE OF CAPRI CASINOS INC COM 464592104 460 21410 SH DEF 12 21410
ISLE OF CAPRI CASINOS INC COM 464592104 2028 94450 SH DEF 3 52450 42000
ISOLAGEN INC COM 46488N103 225 40166 SH DEF 12 40166
ISPAT INTL N V NY REG SH CL A 464899103 4 500 SH DEF 12 500
ISTAR FINL INC COM 45031U101 1054 27105 SH DEF 12 27105
ISTAR FINL INC COM 45031U101 8 200 SH DEF 3 200
ITLA CAP CORP COM 450565106 3337 66600 SH DEF 6 62800 3800
ITLA CAP CORP COM 450565106 130 2600 SH DEF 3 1600 1000
ITT EDUCATIONAL SERVICES INC COM 45068B109 1698 36150 SH DEF 3 35430 720
ITT INDS INC IND COM 450911102 223 3000 SH DEF 2 3000
ITT INDS INC IND COM 450911102 603 8126.85 SH DEF 12 8126.85
ITT INDS INC IND COM 450911102 3836 40000 SH DEF 7 40000
ITT INDS INC IND COM 450911102 3 40 SH DEF 6 40
ITXC CORP COM 45069F109 118 27350 SH DEF 12 27350
IVAX CORP COM 465823102 4811 201450 SH DEF 2 186850 14600
IVAX CORP COM 465823102 2940 123124 SH DEF 12 123124.18
IVAX CORP COM 465823102 26 1200 SH DEF 11 1200
IVILLAGE INC COM 46588H105 4 1250 SH DEF 12 1250
IXYS CORP COM 46600W106 2 245 SH DEF 12 245
IXYS CORP COM 46600W106 806 86150 SH DEF 3 84500 1650
J & J SNACK FOODS CORP COM 466032109 28 750 SH DEF 11 750
J & J SNACK FOODS CORP COM 466032109 15186 402043 SH DEF 6 394768 185 7090
J ALEXANDER CORP COM 466096104 1 100 SH DEF 12 100
J F CHINA REGION FD INC COM 46614T107 36 2000 SH DEF 12 2000
J P MORGAN CHASE & CO COM 46625H100 1587 44843 SH DEF 11 23186 9875 11782
J P MORGAN CHASE & CO COM 46625H100 3228 83288 SH DEF 9 350 82938
J P MORGAN CHASE & CO COM 46625H100 16930 460931 SH DEF 2 432332 28599
J P MORGAN CHASE & CO COM 46625H100 286779 7807750 SH DEF 8 4626300 3181450
J P MORGAN CHASE & CO COM 46625H100 34073 927659 SH DEF 6 887989 39670
J P MORGAN CHASE & CO COM 46625H100 560619 15263244 SH DEF 10 13331213 1932031
J P MORGAN CHASE & CO COM 46625h100 129 3517 SH DEF 4 3517 0 0
J P MORGAN CHASE & CO COM 46625H100 32035 872174 SH DEF 3 852703 19471
J P MORGAN CHASE & CO COM 46625H100 24110 656412.7 SH DEF 12 656412.7
J P MORGAN CHASE & CO COM 46625H100 945 19900 SH DEF 7 19900
J P MORGAN CHASE & CO COM 46625H100 744 20263 SH DEF 1 20263
J P MORGAN CHASE & CO COM 46625H100 3430 93388 SH DEF 5 64625 28763
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1473 59400 SH DEF 3 59400
JABIL CIRCUIT INC COM 466313103 3 110 SH DEF 11 110
JABIL CIRCUIT INC COM 466313103 27 950 SH DEF 12 950
JACK IN THE BOX INC COM 466367109 16041 751000 SH DEF 6 726400 24600
JACK IN THE BOX INC COM 466367109 16 800 SH DEF 11 800
JACKSONVILLE BANCORP INC COM 469248108 585 15600 SH DEF 6 14500 1100
JACOBS ENGR GROUP INC DEL COM 469814107 131 2733 SH DEF 12 2733
JACUZZI BRANDS INC COM 469865109 10 1400 SH DEF 12 1400
JACUZZI BRANDS INC COM 469865109 4241 598170 SH DEF 3 453170 145000
JAKKS PAC INC COM 47012E106 5942 451900 SH DEF 6 435800 16100
JANUS CAP GROUP INC COM 47102X105 1392 84810 SH DEF 12 84810
JANUS CAP GROUP INC COM 47102X105 2082 126876 SH DEF 2 119376 7500
JANUS CAP GROUP INC COM 47102X105 194 12800 SH DEF 11 12800
JANUS CAP GROUP INC COM 47102X105 899 54739 SH DEF 9 54739
JANUS CAP GROUP INC COM 47102X105 21883 1333500 SH DEF 13 1333500
JANUS CAP GROUP INC COM 47102X105 138 8400 SH DEF 6 8400
JAPAN EQUITY FD INC COM 471057109 321 48005 SH DEF 12 48005
JDS UNIPHASE CORP COM 46612J101 34 9320 SH DEF 2 9320
JDS UNIPHASE CORP COM 46612J101 471 129400 SH DEF 6 129400
JDS UNIPHASE CORP COM 46612J101 151 41500 SH DEF 5 41500
JDS UNIPHASE CORP COM 46612J101 36 10000 SH DEF 10000
JDS UNIPHASE CORP COM 46612J101 374 102511 SH DEF 12 102511
JEFFERIES GROUP INC NEW COM 472319102 89 2700 SH DEF 12 2700
JEFFERSON PILOT CORP COM 475070108 206 4075 SH DEF 5 2800 1275
JEFFERSON PILOT CORP COM 475070108 548 11400 SH DEF 11 7025 4375
JEFFERSON PILOT CORP COM 475070108 6356 125479 SH DEF 2 125279 200
JEFFERSON PILOT CORP COM 475070108 391 7720 SH DEF 6 7720
JEFFERSON PILOT CORP COM 475070108 4740 93574.24 SH DEF 12 93574.24
JEFFERSON PILOT CORP COM 475070108 361 7288 SH DEF 9 7288
JETBLUE AWYS CORP COM 477143101 47736 1800000 SH DEF 13 1800000
JETBLUE AWYS CORP COM 477143101 47 1775 SH DEF 12 1775
JETBLUE AWYS CORP COM 477143101 7 264 SH DEF 2 0 264
JETBLUE AWYS CORP COM 477143101 373 14061 SH DEF 9 13911 150
JETBLUE AWYS CORP COM 477143101 9021 340150 SH DEF 10 340150
JETBLUE AWYS CORP COM 477143101 2623 98900 SH DEF 8 49700 49200
JLG INDS INC COM 466210101 125 8200 SH DEF 12 8200
JLG INDS INC COM 466210101 2 100 SH DEF 2 100
JO-ANN STORES INC COM 47758P307 5673 278081 SH DEF 3 197415 80666
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 319 30902.51 SH DEF 12 30902.51
JOHN HANCOCK PREFERRED INC F COM 41013X106 408 15718.03 SH DEF 12 15718.03
JOHNSON & JOHNSON COM 478160104 32954 637903 SH DEF 12 637903.58
JOHNSON & JOHNSON COM 478160104 3859 75607 SH DEF 9 200 75407
JOHNSON & JOHNSON COM 478160104 6612 130647 SH DEF 11 98095 18090 14462
JOHNSON & JOHNSON COM 478160104 14714 284830 SH DEF 1 11950 272880
JOHNSON & JOHNSON COM 478160104 9278 138970 SH DEF 7 138970
JOHNSON & JOHNSON COM 478160104 21 404 SH DEF 6 404
JOHNSON & JOHNSON COM 478160104 6096 118000 SH DEF 10 118000
JOHNSON & JOHNSON COM 478160104 9093 176019 SH DEF 5 105900 70119
JOHNSON & JOHNSON COM 478160104 27527 532847 SH DEF 2 520167 12680
JOHNSON & JOHNSON COM 478160104 9972 193033 SH DEF 4 193033 0 0
JOHNSON & JOHNSON COM 478160104 41492 803176 SH DEF 3 788008 15168
JOHNSON CTLS INC COM 478366107 375 2500 SH DEF 7 2500
JOHNSON CTLS INC COM 478366107 642 5531 SH DEF 12 5531
JOHNSON CTLS INC COM 478366107 186 1600 SH DEF 6 1600
JOHNSON CTLS INC COM 478366107 749 6450 SH DEF 2 6450
JOHNSON CTLS INC COM 478366107 176 1553 SH DEF 11 1228 200 125
JOHNSON CTLS INC COM 478366107 20669 178000 SH DEF 3 173600 4400
JOHNSON OUTDOORS INC CL A 479167108 1234 82500 SH DEF 6 78500 4000
JOHNSON OUTDOORS INC CL A 479167108 1097 73150 SH DEF 12 73150
JONES APPAREL GROUP INC COM 480074103 5 150 SH DEF 11 150
JONES APPAREL GROUP INC COM 480074103 240 6810 SH DEF 6 6810
JONES APPAREL GROUP INC COM 480074103 49 1400 SH DEF 12 1400
JOS A BANK CLOTHIERS INC COM 480838101 10 300 SH DEF 12 300
JOULE INC COM 481109106 8 5300 SH DEF 12 5300
JOURNAL REGISTER CO COM 481138105 541 26154 SH DEF 12 26154
JOURNAL REGISTER CO COM 481138105 48 2300 SH DEF 4 2300 0 0
JOY GLOBAL INC COM 481165108 3263 124790 SH DEF 3 123650 1140
JOY GLOBAL INC COM 481165108 1445 55265 SH DEF 12 55265
JUNIPER NETWORKS INC COM 48203R104 12 650 SH DEF 2 650
JUNIPER NETWORKS INC COM 48203R104 1258 67340 SH DEF 12 67340
K V PHARMACEUTICAL CO CL A 482740206 383 15000 SH DEF 3 15000
K V PHARMACEUTICAL CO CL A 482740206 53 2059 SH DEF 12 2059
K-SWISS INC CL A 482686102 2724 113020 SH DEF 3 108880 4140
K-SWISS INC CL A 482686102 7 185 SH DEF 11 185
K-SWISS INC CL A 482686102 123 5100 SH DEF 12 5100
K2 INC COM 482732104 792 52082 SH DEF 6 49608 2474
KADANT INC COM 48282T104 2 91 SH DEF 12 91
KADANT INC COM 48282T104 327 15100 SH DEF 3 15100
KADANT INC COM 48282T104 2 79 SH DEF 1 79
KAMAN CORP CL A 483548103 1499 117742 SH DEF 6 116524 1218
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 424 8340 SH DEF 12 8340
KANSAS CITY LIFE INS CO COM 484836101 97 2110 SH DEF 12 2110
KANSAS CITY SOUTHERN COM NEW 485170302 16305 1138639 SH DEF 2 1081912 56727
KANSAS CITY SOUTHERN COM NEW 485170302 713 56196 SH DEF 11 14196 42000
KANSAS CITY SOUTHERN COM NEW 485170302 1358 94820 SH DEF 12 94820
KAYDON CORP COM 486587108 522 20200 SH DEF 2 20200
KAYDON CORP COM 486587108 80 3110 SH DEF 12 3110
KB HOME COM 48666K109 51 710 SH DEF 6 710
KB HOME COM 48666K109 253 3485 SH DEF 12 3485
KB HOME COM 48666K109 12241 168800 SH DEF 3 159080 9720
KCS ENERGY INC COM 482434206 46 4350 SH DEF 12 4350
KEANE INC COM 486665102 15143 1034340 SH DEF 3 821690 212650
KEANE INC COM 486665102 6786 463540 SH DEF 6 463540
KEANE INC COM 486665102 15 1000 SH DEF 12 1000
KEITH COMPANIES INC COM 487539108 1178 86510 SH DEF 6 82110 4400
KELLOGG CO COM 487836108 20 534 SH DEF 6 534
KELLOGG CO COM 487836108 1190 31253.46 SH DEF 12 31253.46
KELLOGG CO COM 487836108 217 4400 SH DEF 7 4400
KELLOGG CO COM 487836108 104 2918 SH DEF 11 1125 334 1459
KELLOGG CO COM 487836108 70 1840 SH DEF 2 1840
KELLWOOD CO COM 488044108 29288 714330 SH DEF 3 551590 162740
KELLWOOD CO COM 488044108 33 800 SH DEF 12 800
KELLY SVCS INC CL A 488152208 57 2000 SH DEF 12 2000
KEMET CORP COM 488360108 88 6450 SH DEF 12 6450
KEMET CORP COM 488360108 21 1500 SH DEF 6 1500
KENDLE INTERNATIONAL INC COM 48880L107 10 1541 SH DEF 2 1541
KENDLE INTERNATIONAL INC COM 48880L107 6 1000 SH DEF 12 1000
KENNAMETAL INC COM 489170100 72 1800 SH DEF 12 1800
KENNEDY-WILSON INC COM NEW 489399204 1 100 SH DEF 12 100
KENSEY NASH CORP COM 490057106 7 300 SH DEF 12 300
KERR MCGEE CORP COM 492386107 28204 606670 SH DEF 6 606670
KERR MCGEE CORP COM 492386107 292 6290 SH DEF 2 6290
KERR MCGEE CORP COM 492386107 1938 41677 SH DEF 12 41677
KERR MCGEE CORP DECS 080404 492386305 7 140 SH DEF 12 140
KERZNER INTERNATIONAL LTD SHS P6065Y107 13 328.62 SH DEF 12 328.62
KERZNER INTERNATIONAL LTD SHS P6065Y107 641 16450 SH DEF 3 15650 800
KEY ENERGY SVCS INC COM 492914106 214 20742 SH DEF 12 20742
KEYCORP NEW COM 493267108 1278 43582 SH DEF 12 43582
KEYCORP NEW COM 493267108 1273 44000 SH DEF 9 44000
KEYCORP NEW COM 493267108 881 30041 SH DEF 2 30041
KEYCORP NEW COM 493267108 38198 1302790 SH DEF 6 1266245 36545
KEYCORP NEW COM 493267108 379 12930 SH DEF 5 7410 5520
KEYCORP NEW COM 493267108 471 16762 SH DEF 11 14084 1339 1339
KEYSPAN CORP COM 49337W100 363 9944 SH DEF 9 9944
KEYSPAN CORP COM 49337W100 221 6004 SH DEF 6 6004
KEYSPAN CORP COM 49337w100 7 200 SH DEF 4 200 0 0
KEYSPAN CORP COM 49337W100 131 3559 SH DEF 2 3559
KEYSPAN CORP COM 49337W100 393 10678.44 SH DEF 12 10678.44
KFORCE INC COM 493732101 121 12900 SH DEF 3 11600 1300
KFX INC COM 48245L107 1901 251800 SH DEF 12 251800
KILROY RLTY CORP COM 49427F108 2083 63610 SH DEF 3 44210 19400
KILROY RLTY CORP COM 49427F108 0 0 SH DEF 12 0
KIMBALL INTL INC CL B 494274103 26 1700 SH DEF 12 1700
KIMBERLY CLARK CORP COM 494368103 12524 211945 SH DEF 2 206621 5324
KIMBERLY CLARK CORP COM 494368103 7488 126720 SH DEF 12 126720.09
KIMBERLY CLARK CORP COM 494368103 759 13746 SH DEF 11 3548 525 9673
KIMBERLY CLARK CORP COM 494368103 2868 49121 SH DEF 9 175 48946
KIMBERLY CLARK CORP COM 494368103 39 664 SH DEF 6 664
KIMBERLY CLARK CORP COM 494368103 244 3200 SH DEF 7 3200
KIMBERLY CLARK CORP COM 494368103 520 8805 SH DEF 5 7055 1750
KIMBERLY CLARK CORP COM 494368103 1477 25000 SH DEF 10 25000
KIMBERLY CLARK CORP COM 494368103 12 200 SH DEF 4 200 0 0
KIMBERLY CLARK CORP COM 494368103 13352 225954 SH DEF 3 221594 4360
KIMCO REALTY CORP COM 49446R109 136 3030 SH DEF 12 3030
KIMCO REALTY CORP COM 49446R109 352 7872 SH DEF 1 7872
KIMCO REALTY CORP COM 49446R109 249 5560 SH DEF 3 5560
KIMCO REALTY CORP COM 49446R109 123 2750 SH DEF 2 2750
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1653 33556 SH DEF 2 33556
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1150 24142 SH DEF 9 24142
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 11111 225506 SH DEF 12 225506.79
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 219 4580 SH DEF 11 4130 450
KINDER MORGAN INC KANS COM 49455P101 18 300 SH DEF 3 300
KINDER MORGAN INC KANS COM 49455P101 109 1922 SH DEF 11 710 481 731
KINDER MORGAN INC KANS COM 49455P101 2789 47196 SH DEF 12 47196
KINDRED HEALTHCARE INC COM 494580103 3 55 SH DEF 2 0 55
KINDRED HEALTHCARE INC COM 494580103 8192 157600 SH DEF 3 122100 35500
KING PHARMACEUTICALS INC COM 495582108 493 32300 SH DEF 12 32300
KING PHARMACEUTICALS INC COM 495582108 9443 618835 SH DEF 4 618835 0 0
KING PHARMACEUTICALS INC COM 495582108 19259 1262050 SH DEF 3 1239550 22500
KING PHARMACEUTICALS INC COM 495582108 13680 896460 SH DEF 6 870260 26200
KING PHARMACEUTICALS INC COM 495582108 4492 294350 SH DEF 5 176825 117525
KINGSWAY FINL SVCS INC COM 496904103 111 9800 SH DEF 3 9800
KINROSS GOLD CORP COM NEW 496902206 158 19760 SH DEF 12 19760
KIRIN BREWERY LTD SPONSORED ADR 497350306 3643 422275 SH DEF 6 413110 9165
KIRKLANDS INC COM 497498105 44 2500 SH DEF 12 2500
KLA-TENCOR CORP COM 482480100 869 14808 SH DEF 12 14808
KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 2 150 SH DEF 12 150
KMART HLDG CORPORATION COM 498780105 6 250 SH DEF 12 250
KNIGHT RIDDER INC COM 499040103 70 900 SH DEF 4 900 0 0
KNIGHT RIDDER INC COM 499040103 1792 23161.64 SH DEF 12 23161.64
KNIGHT RIDDER INC COM 499040103 3 40 SH DEF 6 40
KNIGHT RIDDER INC COM 499040103 247 3440 SH DEF 11 2190 200 1050
KNIGHT RIDDER INC COM 499040103 356 4600 SH DEF 5 4600
KNIGHT TRADING GROUP INC COM 499063105 1779 121340 SH DEF 3 117140 4200
KNIGHT TRADING GROUP INC COM 499063105 94 6405 SH DEF 12 6405
KNIGHT TRADING GROUP INC COM 499063105 7 500 SH DEF 2 500
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 6 500 SH DEF 12 500
KOGER EQUITY INC COM 500228101 42 2000 SH DEF 12 2000
KOHLS CORP COM 500255104 13 220 SH DEF 7 220
KOHLS CORP COM 500255104 298 6635 SH DEF 2 5435 1200
KOHLS CORP COM 500255104 48 934 SH DEF 11 25 909
KOHLS CORP COM 500255104 189 4205 SH DEF 12 4205
KOHLS CORP COM 500255104 3945 87792 SH DEF 1 1500 86292
KOMAG INC COM NEW 500453204 13913 952274 SH DEF 3 842090 110184
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 310 11906 SH DEF 11 6666 5240
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 36949 1270163 SH DEF 6 1193059 77104
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 60 2058 SH DEF 2 2058
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1833 63000 SH DEF 10 63000
KOOKMIN BK NEW SPONSORED ADR 50049M109 546 14430 SH DEF 3 6600 7830
KOOKMIN BK NEW SPONSORED ADR 50049M109 13858 365887 SH DEF 6 325077 40810
KOOKMIN BK NEW SPONSORED ADR 50049M109 1492 30500 SH DEF 7 30500
KOPIN CORP COM 500600101 17 2550 SH DEF 12 2550
KOREA ELECTRIC PWR SPONSORED ADR 500631106 24 2300 SH DEF 2 2300
KOREA EQUITY FD INC COM 50063B104 109 22000 SH DEF 12 22000
KOREA FD COM 500634100 79 4300 SH DEF 12 4300
KOS PHARMACEUTICALS INC COM 500648100 30838 717000 SH DEF 3 564060 152940
KOS PHARMACEUTICALS INC COM 500648100 54 1250 SH DEF 12 1250
KOSAN BIOSCIENCES INC COM 50064W107 49 5000 SH DEF 5000
KOSS CORP COM 500692108 386 18692 SH DEF 6 15692 3000
KRAFT FOODS INC CL A 50075N104 1221 37900 SH DEF 3 37900
KRAFT FOODS INC CL A 50075N104 81 2600 SH DEF 11 700 200 1700
KRAFT FOODS INC CL A 50075N104 3819 118513 SH DEF 12 118513.61
KRAFT FOODS INC CL A 50075N104 13 389 SH DEF 2 389
KRAFT FOODS INC CL A 50075n104 7 225 SH DEF 4 225 0 0
KRAFT FOODS INC CL A 50075N104 2033 63100 SH DEF 6 63100
KRAMONT RLTY TR COM SH BEN INT 50075Q107 212 11700 SH DEF 9 11700
KRAMONT RLTY TR COM SH BEN INT 50075Q107 54 2990 SH DEF 12 2990
KRISPY KREME DOUGHNUTS INC COM 501014104 9 250 SH DEF 2 0 250
KRISPY KREME DOUGHNUTS INC COM 501014104 306 8359 SH DEF 12 8359
KROGER CO COM 501044101 261 14350 SH DEF 11 4050 10300
KROGER CO COM 501044101 3936 212652 SH DEF 12 212652
KROGER CO COM 501044101 2 100 SH DEF 6 100
KROGER CO COM 501044101 412580 22289571 SH DEF 10 19442298 2847273
KROGER CO COM 501044101 3631 151800 SH DEF 7 151800
KROGER CO COM 501044101 5037 272120 SH DEF 2 268920 3200
KROGER CO COM 501044101 212837 11498500 SH DEF 8 6936800 4561700
KROLL INC COM 501049100 42 1632 SH DEF 12 1632
KRONOS INC COM 501052104 114 2875 SH DEF 12 2875
KT CORP SPONSORED ADR 48268K101 5999 314900 SH DEF 3 306300 8600
KT CORP SPONSORED ADR 48268K101 977 51210 SH DEF 6 26775 24435
KULICKE & SOFFA INDS INC COM 501242101 11155 775720 SH DEF 3 605970 169750
KULICKE & SOFFA INDS INC COM 501242101 50 3500 SH DEF 12 3500
KYOCERA CORP ADR 501556203 28 450 SH DEF 11 150 75 225
L S B BANCSHARES N C COM 502158108 25 1417.48 SH DEF 12 1417.48
L-3 COMMUNICATIONS HLDGS INC COM 502424104 12167 236899 SH DEF 1 8000 228899
L-3 COMMUNICATIONS HLDGS INC COM 502424104 592 11520 SH DEF 12 11520
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4526 95721 SH DEF 11 79526 14695 1500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 33 650 SH DEF 2 650
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3 50 SH DEF 6 50
L-3 COMMUNICATIONS HLDGS INC COM 502424104 565 11000 SH DEF 3 5700 5300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 169 3285 SH DEF 4 3285 0 0
LA BARGE INC COM 502470107 13 2400 SH DEF 12 2400
LA QUINTA CORP PAIRED CTF 50419U202 27750 4328957 SH DEF 6 4289697 690 38570
LA QUINTA CORP PAIRED CTF 50419U202 11 1691 SH DEF 12 1691
LA Z BOY INC COM 505336107 6 250 SH DEF 11 250
LA Z BOY INC COM 505336107 16855 803400 SH DEF 6 769700 33700
LABONE INC NEW COM 50540L105 161 4950 SH DEF 3 3500 1450
LABONE INC NEW COM 50540L105 3 100 SH DEF 12 100
LABOR READY INC COM NEW 505401208 3766 287470 SH DEF 3 287470
LABORATORY CORP AMER HLDGS COM NEW 50540R409 255 6900 SH DEF 6 6900
LABORATORY CORP AMER HLDGS COM NEW 50540R409 226 6900 SH DEF 11 2000 2900 2000
LABORATORY CORP AMER HLDGS COM NEW 50540r409 7 200 SH DEF 4 200 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 606 16407 SH DEF 12 16407
LABRANCHE & CO INC COM 505447102 16274 1396100 SH DEF 6 1378440 430 17230
LABRANCHE & CO INC COM 505447102 7 450 SH DEF 11 450
LACLEDE GROUP INC COM 505597104 57 2000 SH DEF 2 2000
LACLEDE GROUP INC COM 505597104 34 1187.6 SH DEF 12 1187.6
LADENBURG THALMAN FIN SVCS I COM 50575Q102 0 115 SH DEF 1 115
LADENBURG THALMAN FIN SVCS I COM 50575Q102 0 17 SH DEF 12 17
LAFARGE COPPEE S A SPON ADR NEW 505861401 5803 258793 SH DEF 6 253388 5405
LAFARGE NORTH AMERICA INC COM 505862102 101 2500 SH DEF 9 2500
LAFARGE NORTH AMERICA INC COM 505862102 17877 441180 SH DEF 6 441180
LAFARGE NORTH AMERICA INC COM 505862102 117 2930 SH DEF 11 2930
LAFARGE NORTH AMERICA INC COM 505862102 12 300 SH DEF 3 300
LAFARGE NORTH AMERICA INC COM 505862102 710 17530.27 SH DEF 12 17530.27
LAKELAND FINL CORP COM 511656100 71 2000 SH DEF 6 2000
LAKELAND INDS INC COM 511795106 67 3700 SH DEF 12 3700
LAKELAND INDS INC COM 511795106 43 2385 SH DEF 6 2385
LAM RESEARCH CORP COM 512807108 7003 216800 SH DEF 3 210800 6000
LAM RESEARCH CORP COM 512807108 300 9300 SH DEF 5 3000 6300
LAM RESEARCH CORP COM 512807108 423 13105 SH DEF 12 13105
LAMAR ADVERTISING CO CL A 512815101 1723 46175 SH DEF 12 46175
LAMSON & SESSIONS CO COM 513696104 593 102700 SH DEF 6 102700
LAN CHILE S A SPONSORED ADR 501723100 4716 269500 SH DEF 3 265700 3800
LANCASTER COLONY CORP COM 513847103 63 1387 SH DEF 12 1387
LANCASTER COLONY CORP COM 513847103 10 240 SH DEF 11 240
LANCASTER COLONY CORP COM 513847103 734 16250 SH DEF 2 16250
LANCE INC COM 514606102 461 30700 SH DEF 3 19900 10800
LANCE INC COM 514606102 35 2325 SH DEF 12 2325
LANDAMERICA FINL GROUP INC COM 514936103 22247 425700 SH DEF 3 328310 97390
LANDAMERICA FINL GROUP INC COM 514936103 20261 387700 SH DEF 6 375200 12500
LANDAMERICA FINL GROUP INC COM 514936103 42 800 SH DEF 12 800
LANDAUER INC COM 51476K103 1452 34250 SH DEF 9 250 34000
LANDAUER INC COM 51476K103 4 100 SH DEF 12 100
LANDEC CORP COM 514766104 1 200 SH DEF 12 200
LANDSTAR SYS INC COM 515098101 5341 140410 SH DEF 3 133970 6440
LANDSTAR SYS INC COM 515098101 548 14394 SH DEF 12 14394
LANOPTICS LTD ORD M6706C103 268 27551 SH DEF 12 27551
LANTRONIX INC COM 516548104 0 300 SH DEF 12 300
LARGE SCALE BIOLOGY CORP COM 517053104 2 1000 SH DEF 12 1000
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 37 2000 SH DEF 2 2000
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 719 38750 SH DEF 3 18700 20050
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 414 22305 SH DEF 12 22305
LASERSCOPE COM 518081104 2 100 SH DEF 12 100
LATIN AMER EQUITY FD INC NEW COM 51827Q106 35 2276.03 SH DEF 12 2276.03
LATIN AMERN DISCOVERY FD INC COM 51828C106 6 500 SH DEF 12 500
LATITUDE COMMUNICATIONS INC COM 518292107 14 3450 SH DEF 12 3450
LATTICE SEMICONDUCTOR CORP COM 518415104 75 7700 SH DEF 12 7700
LAUDER ESTEE COS INC CL A 518439104 56 1425 SH DEF 2 1425
LAUDER ESTEE COS INC CL A 518439104 12 328 SH DEF 11 214 114
LAUDER ESTEE COS INC CL A 518439104 505 12873 SH DEF 12 12873
LAUREL CAP GROUP INC COM 518629100 172 6950 SH DEF 12 6950
LAZARE KAPLAN INTL INC COM 521078105 56 8100 SH DEF 12 8100
LCA-VISION INC COM PAR $.001 501803308 1 45 SH DEF 12 45
LCA-VISION INC COM PAR $.001 501803308 1665 78630 SH DEF 3 77190 1440
LCA-VISION INC COM PAR $.001 501803308 11 500 SH DEF 2 500
LEAPFROG ENTERPRISES INC CL A 52186N106 68 2550 SH DEF 12 2550
LEAR CORP COM 521865105 150 2450 SH DEF 6 2450
LEAR CORP COM 521865105 41080 669825 SH DEF 3 593265 76560
LEAR CORP COM 521865105 635 10350 SH DEF 5 7700 2650
LEAR CORP COM 521865105 220 3595 SH DEF 12 3595
LEARNING TREE INTL INC COM 522015106 9650 554485 SH DEF 6 544680 270 9535
LEE ENTERPRISES INC COM 523768109 182 4425 SH DEF 11 2625 1800
LEE ENTERPRISES INC COM 523768109 3539 81072 SH DEF 12 81072
LEE ENTERPRISES INC COM 523768109 48 1100 SH DEF 4 1100 0 0
LEESPORT FINANCIAL CORP COM 524477106 5 210 SH DEF 12 210
LEGG MASON INC COM 524901105 20211 270888 SH DEF 11 63568 203988 3332
LEGG MASON INC COM 524901105 162 2100 SH DEF 4 2100 0 0
LEGG MASON INC COM 524901105 6329 82005 SH DEF 1 82005
LEGG MASON INC COM 524901105 26430 342443 SH DEF 12 342443.33
LEGG MASON INC COM 524901105 390 5054 SH DEF 8 5054
LEGG MASON INC COM 524901105 4561 59100 SH DEF 2 59100
LEGGETT & PLATT INC COM 524660107 11773 544285 SH DEF 4 544285 0 0
LEGGETT & PLATT INC COM 524660107 6080 281095 SH DEF 5 177150 103945
LEGGETT & PLATT INC COM 524660107 612 28300 SH DEF 2 28300
LEGGETT & PLATT INC COM 524660107 112 5200 SH DEF 12 5200
LEGGETT & PLATT INC COM 524660107 2 90 SH DEF 6 90
LEHMAN BROS HLDGS INC COM 524908100 493 6380 SH DEF 12 6380
LEHMAN BROS HLDGS INC COM 524908100 1932 25020 SH DEF 6 25020
LEHMAN BROS HLDGS INC COM 524908100 1730 22400 SH DEF 3 22400
LEHMAN BROS HLDGS INC COM 524908100 55 710 SH DEF 11 710
LEHMAN BROS HLDGS INC COM 524908100 262 3397 SH DEF 2 3148 249
LEHMAN BROS HLDGS INC COM 524908100 182 2355 SH DEF 4 2355 0 0
LEHMAN BROS HLDGS INC COM 524908100 1021 13225 SH DEF 5 8325 4900
LENNAR CORP CL A 526057104 46345 482760 SH DEF 3 468120 14640
LENNAR CORP CL B 526057302 37 402 SH DEF 12 402
LENNAR CORP CL B 526057302 30 250 SH DEF 7 250
LENNAR CORP CL A 526057104 204 2126 SH DEF 12 2126
LENNAR CORP CL A 526057104 154 1600 SH DEF 4 1600 0 0
LENNAR CORP CL A 526057104 310 2500 SH DEF 7 2500
LENNAR CORP CL A 526057104 32 330 SH DEF 2 0 330
LENNOX INTL INC COM 526107107 19838 1187900 SH DEF 3 919210 268690
LENNOX INTL INC COM 526107107 12 750 SH DEF 11 750
LENNOX INTL INC COM 526107107 9173 549300 SH DEF 6 534900 14400
LEUCADIA NATL CORP COM 527288104 50 1080 SH DEF 6 1080
LEUCADIA NATL CORP COM 527288104 1243 26955 SH DEF 12 26955
LEUCADIA NATL CORP COM 527288104 124 2700 SH DEF 4 2700 0 0
LEUCADIA NATL CORP COM 527288104 5 100 SH DEF 2 100
LEVEL 3 COMMUNICATIONS INC COM 52729N100 199066 34923900 SH DEF 13 34923900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1441 252795 SH DEF 12 252795
LEVEL 3 COMMUNICATIONS INC COM 52729N100 20374 3574400 SH DEF 8 2596200 978200
LEVEL 3 COMMUNICATIONS INC COM 52729N100 15 2000 SH DEF 7 2000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 184246 32323900 SH DEF 10 32323900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 3920 687800 SH DEF 6 624300 63500
LEXINGTON CORP PPTYS TR COM 529043101 29 1415 SH DEF 2 1415
LEXMARK INTL NEW CL A 529771107 8 100 SH DEF 2 100
LEXMARK INTL NEW CL A 529771107 594 7550 SH DEF 5 5050 2500
LEXMARK INTL NEW CL A 529771107 120 1524 SH DEF 12 1524
LIBBEY INC COM 529898108 7493 263100 SH DEF 6 254300 8800
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 793 83867.99 SH DEF 12 83867.99
LIBERTY ALL-STAR GROWTH FD I COM 529900102 147 21490 SH DEF 12 21490
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 10647 15940000 PRN DEF
LIBERTY MEDIA CORP NEW COM SER A 530718105 194 16325 SH DEF 4 16325 0 0
LIBERTY MEDIA CORP NEW COM SER A 530718105 85 7172 SH DEF 2 7172
LIBERTY MEDIA CORP NEW COM SER A 530718105 37371 3143100 SH DEF 10 3143100
LIBERTY MEDIA CORP NEW COM SER A 530718105 1602 134887 SH DEF 9 40052 94835
LIBERTY MEDIA CORP NEW COM SER A 530718105 7017 590121 SH DEF 6 590121
LIBERTY MEDIA CORP NEW COM SER A 530718105 8305 698495 SH DEF 12 698495
LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 1 1000 SH DEF 6 1000
LIBERTY MEDIA CORP NEW COM SER A 530718105 127 12303 SH DEF 11 10103 2200
LIBERTY MEDIA CORP NEW COM SER A 530718105 6547 550617 SH DEF 1 47516 503101
LIBERTY PPTY TR SH BEN INT 531172104 322 8290 SH DEF 12 8290
LIBERTY PPTY TR SH BEN INT 531172104 392 10347 SH DEF 9 10347
LIBERTY PPTY TR SH BEN INT 531172104 125 3300 SH DEF 11 700 1100 1500
LIFECORE BIOMEDICAL INC COM 532187101 3 500 SH DEF 12 500
LIFELINE SYS INC COM 532192101 5 252 SH DEF 12 252
LIFEPOINT HOSPITALS INC COM 53219L109 89 3028 SH DEF 12 3028
LIFEPOINT HOSPITALS INC COM 53219L109 33529 1138500 SH DEF 13 1138500
LIFEPOINT HOSPITALS INC COM 53219L109 2559 86900 SH DEF 8 48600 38300
LIFEPOINT HOSPITALS INC COM 53219L109 2 66 SH DEF 2 0 66
LIFEPOINT HOSPITALS INC COM 53219L109 11 400 SH DEF 11 400
LIGAND PHARMACEUTICALS INC CL B 53220K207 12 800 SH DEF 12 800
LILLY ELI & CO COM 532457108 9639 137052 SH DEF 12 137052.91
LILLY ELI & CO COM 532457108 11372 161696 SH DEF 1 10750 150946
LILLY ELI & CO COM 532457108 1618 23002 SH DEF 2 21462 1540
LILLY ELI & CO COM 532457108 877 12475 SH DEF 5 10075 2400
LILLY ELI & CO COM 532457108 18 200 SH DEF 7 200
LILLY ELI & CO COM 532457108 35 500 SH DEF 4 500 0 0
LILLY ELI & CO COM 532457108 1574 23298 SH DEF 9 23298
LILLY ELI & CO COM 532457108 11765 167287 SH DEF 3 163687 3600
LILLY ELI & CO COM 532457108 922 14159 SH DEF 11 11416 386 2357
LIMITED BRANDS INC COM 532716107 593 32890.49 SH DEF 12 32890.49
LIMITED BRANDS INC COM 532716107 724 40130 SH DEF 2 38700 1430
LIMITED BRANDS INC COM 532716107 343 19005 SH DEF 6 19005
LINCARE HLDGS INC COM 532791100 1505 50127 SH DEF 12 50127
LINCOLN ELEC HLDGS INC COM 533900106 22 900 SH DEF 12 900
LINCOLN ELEC HLDGS INC COM 533900106 17389 702869 SH DEF 6 677558 25311
LINCOLN NATL CONV SECS FD IN COM 534183108 16 1200 SH DEF 12 1200
LINCOLN NATL CORP IND COM 534187109 279 7358 SH DEF 11 2258 5100
LINCOLN NATL CORP IND COM 534187109 5393 133589 SH DEF 2 122489 11100
LINCOLN NATL CORP IND COM 534187109 846 20945 SH DEF 12 20945
LINCOLN NATL CORP IND COM 534187109 394 9770 SH DEF 6 9770
LINCOLN NATL INCOME FD COM 534217104 44 3000 SH DEF 12 3000
LINEAR TECHNOLOGY CORP COM 535678106 1355 32209 SH DEF 12 32209
LINEAR TECHNOLOGY CORP COM 535678106 39 1000 SH DEF 11 500 500
LINEAR TECHNOLOGY CORP COM 535678106 11578 275210 SH DEF 1 18000 257210
LINEAR TECHNOLOGY CORP COM 535678106 332 7900 SH DEF 5 5200 2700
LINENS N THINGS INC COM 535679104 29 955 SH DEF 12 955
LIONBRIDGE TECHNOLOGIES INC COM 536252109 1 76 SH DEF 12 76
LITHIA MTRS INC CL A 536797103 4329 171700 SH DEF 6 163200 8500
LITTELFUSE INC COM 537008104 697 24180 SH DEF 12 24180
LIVEPERSON INC COM 538146101 4 700 SH DEF 12 700
LIVEPERSON INC COM 538146101 101 20162 SH DEF 1 20162
LIZ CLAIBORNE INC COM 539320101 459 12954.66 SH DEF 12 12954.66
LIZ CLAIBORNE INC COM 539320101 19620 553290 SH DEF 6 553290
LIZ CLAIBORNE INC COM 539320101 267 7525 SH DEF 5 5975 1550
LL & E RTY TR UNIT BEN INT 502003106 15 3300 SH DEF 12 3300
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 5673 174300 SH DEF 10 174300
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1374 42200 SH DEF 8 42200
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 283 8695 SH DEF 6 545 8150
LNR PPTY CORP COM 501940100 35 700 SH DEF 12 700
LNR PPTY CORP COM 501940100 2 50 SH DEF 6 50
LOCAL FINL CORP COM 539553107 4851 233100 SH DEF 6 222900 10200
LOCKHEED MARTIN CORP COM 539830109 9 168 SH DEF 6 168
LOCKHEED MARTIN CORP COM 539830109 2491 48461.19 SH DEF 12 48461.19
LOCKHEED MARTIN CORP COM 539830109 7780 151360 SH DEF 1 5000 146360
LOCKHEED MARTIN CORP COM 539830109 584 11368 SH DEF 2 10116 1252
LOEWS CORP COM 540424108 1611 32575 SH DEF 2 32575
LOEWS CORP COM 540424108 20634 417285 SH DEF 6 417285
LOEWS CORP CAROLNA GP STK 540424207 13 500 SH DEF 12 500
LOEWS CORP NOTE 3.125% 9/1 540424AL2 36677 20670000 PRN DEF
LOEWS CORP COM 540424108 952 19250 SH DEF 12 19250
LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 9866 231870 SH DEF 6 226695 120 5055
LONE STAR STEAKHOUSE SALOON COM 542307103 24 1025 SH DEF 12 1025
LONE STAR STEAKHOUSE SALOON COM 542307103 27063 1165186 SH DEF 6 1149291 335 15560
LONE STAR TECHNOLOGIES INC COM 542312103 2 100 SH DEF 12 100
LONGS DRUG STORES CORP COM 543162101 16 630 SH DEF 12 630
LONGS DRUG STORES CORP COM 543162101 336 13600 SH DEF 3 11700 1900
LOOKSMART LTD COM 543442107 1 350 SH DEF 12 350
LOUISIANA PAC CORP COM 546347105 57 3170 SH DEF 2 3170
LOUISIANA PAC CORP COM 546347105 1 53 SH DEF 12 53
LOWES COS INC COM 548661107 4170 76180 SH DEF 11 56374 15340 4466
LOWES COS INC NOTE 2/1 548661CF2 275 3000 SH DEF 12 3000
LOWES COS INC COM 548661107 9292 167762 SH DEF 12 167762.89
LOWES COS INC COM 548661107 2320 41888 SH DEF 3 40788 1100
LOWES COS INC COM 548661107 1 15 SH DEF 6 15
LOWES COS INC COM 548661107 5893 106383 SH DEF 2 105889 494
LOWES COS INC COM 548661107 1007 18175 SH DEF 5 16575 1600
LOWES COS INC COM 548661107 161 2900 SH DEF 4 2900 0 0
LSB CORP COM 50215P100 17 1000 SH DEF 12 1000
LSI INDS INC COM 50216C108 11 815 SH DEF 12 815
LSI LOGIC CORP COM 502161102 523 50145 SH DEF 9 50145
LSI LOGIC CORP COM 502161102 12 1400 SH DEF 2 1400
LSI LOGIC CORP COM 502161102 184 20770 SH DEF 6 20770
LSI LOGIC CORP COM 502161102 87 9843 SH DEF 12 9843
LTC PPTYS INC COM 502175102 286 19400 SH DEF 12 19400
LTX CORP COM 502392103 13 1000 SH DEF 11 1000
LTX CORP COM 502392103 132 8770 SH DEF 12 8770
LUBRIZOL CORP COM 549271104 676 20800 SH DEF 3 20800
LUBRIZOL CORP COM 549271104 271 8325 SH DEF 5 6500 1825
LUBRIZOL CORP COM 549271104 15989 491670 SH DEF 6 478370 13300
LUBRIZOL CORP COM 549271104 491 15200 SH DEF 9 15200
LUBRIZOL CORP COM 549271104 978 30060 SH DEF 12 30060
LUBRIZOL CORP COM 549271104 11 340 SH DEF 11 340
LUCENT TECHNOLOGIES INC COM 549463107 37 13007 SH DEF 2 12007 1000
LUCENT TECHNOLOGIES INC COM 549463107 28 10000 SH DEF 10000
LUCENT TECHNOLOGIES INC COM 549463107 1755 617900 SH DEF 12 617900.45
LUCENT TECHNOLOGIES INC COM 549463107 2279 802312 SH DEF 6 781692 20620
LUCENT TECHNOLOGIES INC COM 549463107 34 13816 SH DEF 11 9994 3822
LUCENT TECHNOLOGIES INC COM 549463107 2 618 SH DEF 4 618 0 0
LUMENIS LTD SHS M6778Q105 3 2550 SH DEF 12 2550
LYDALL INC DEL COM 550819106 3 262 SH DEF 12 262
LYON WILLIAM HOMES COM 552074106 3 40 SH DEF 12 40
LYONDELL CHEMICAL CO COM 552078107 4170 246000 SH DEF 6 246000
LYONDELL CHEMICAL CO COM 552078107 324 19090 SH DEF 12 19090
M & T BK CORP COM 55261F104 1052 10700 SH DEF 3 5600 5100
M & T BK CORP COM 55261F104 2983 30345 SH DEF 5 12055 18290
M & T BK CORP COM 55261f104 19557 198955 SH DEF 4 198955 0 0
M & T BK CORP COM 55261F104 6589 67025 SH DEF 1 67025
M & T BK CORP COM 55261F104 809 8233.78 SH DEF 12 8233.78
M D C HLDGS INC COM 552676108 19578 303532 SH DEF 3 213062 90470
M D C HLDGS INC COM 552676108 42 650 SH DEF 12 650
M D C HLDGS INC COM 552676108 3582 55539 SH DEF 6 52984 2555
M SYS FLASH DISK PIONEERS LT ORD M7061C100 10 600 SH DEF 12 600
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 10149 259900 SH DEF 3 245950 13950
MACDERMID INC COM 554273102 25 725 SH DEF 12 725
MACERICH CO COM 554382101 56 1250 SH DEF 12 1250
MACERICH CO COM 554382101 33363 749720 SH DEF 3 596410 153310
MACK CALI RLTY CORP COM 554489104 1869 44915 SH DEF 2 42665 2250
MACK CALI RLTY CORP COM 554489104 42 1000 SH DEF 1 1000
MACK CALI RLTY CORP COM 554489104 696 16725.2 SH DEF 12 16725.2
MACROMEDIA INC COM 556100105 647 36245 SH DEF 12 36245
MACROVISION CORP COM 555904101 11906 527060 SH DEF 3 486810 40250
MADDEN STEVEN LTD COM 556269108 1518 74430 SH DEF 3 66230 8200
MADDEN STEVEN LTD COM 556269108 3170 155400 SH DEF 6 147600 7800
MAF BANCORP INC COM 55261R108 14393 343497 SH DEF 4 343497 0 0
MAF BANCORP INC COM 55261R108 4 100 SH DEF 12 100
MAF BANCORP INC COM 55261R108 16320 389489 SH DEF 6 373518 15971
MAF BANCORP INC COM 55261R108 4020 95950 SH DEF 5 49675 46275
MAF BANCORP INC COM 55261R108 96 2299 SH DEF 2 2299
MAF BANCORP INC COM 55261R108 202 4819 SH DEF 3 4819
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 5942 118835 SH DEF 12 118835.92
MAGELLAN PETE CORP COM 559091301 4 3000 SH DEF 12 3000
MAGNA ENTMT CORP CL A 559211107 2 240 SH DEF 7 240
MAGNA ENTMT CORP CL A 559211107 4618 914100 SH DEF 6 894945 475 18680
MAGNA ENTMT CORP CL A 559211107 5 1000 SH DEF 12 1000
MAGNA INTL INC CL A 559222401 478 5975 SH DEF 5 3750 2225
MAGNA INTL INC CL A 559222401 19646 188830 SH DEF 7 188830
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 2 250 SH DEF 12 250
MAGUIRE PPTYS INC COM 559775101 16 730 SH DEF 11 730
MAGUIRE PPTYS INC COM 559775101 538 22130 SH DEF 12 22130
MAGUIRE PPTYS INC COM 559775101 3700 152250 SH DEF 3 151700 550
MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 250000 13000 SH DEF 13000
MAIN STR BKS INC NEW COM 56034R102 16 586 SH DEF 2 586
MAINE & MARITIMES CORP COM 560377103 4 100 SH DEF 6 100
MAINSOURCE FINANCIAL GP INC COM 56062Y102 78 2546 SH DEF 12 2546
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1182 38545 SH DEF 6 37705 840
MAIR HOLDINGS INC COM 560635104 5495 751624 SH DEF 6 742328 385 8911
MAJOR AUTOMOTIVE COS INC COM 560775108 1 1000 SH DEF 12 1000
MANAGED HIGH INCOME PORTFOLI COM 56166C105 16 2300 SH DEF 12 2300
MANAGED HIGH YIELD PLUS FD I COM 561911108 84 14665 SH DEF 12 14665
MANAGED MUNS PORTFOLIO INC COM 561662107 43 3800 SH DEF 12 3800
MANATRON INC COM 562048108 79 10000 SH DEF 12 10000
MANDALAY RESORT GROUP COM 562567107 111800 2500000 SH DEF 10 2500000
MANDALAY RESORT GROUP COM 562567107 8009 179100 SH DEF 8 151100 28000
MANDALAY RESORT GROUP COM 562567107 8707 194700 SH DEF 3 125600 69100
MANDALAY RESORT GROUP COM 562567107 1029 23011.96 SH DEF 12 23011.96
MANITOWOC INC COM 563571108 22 700 SH DEF 2 700
MANITOWOC INC COM 563571108 8844 283235 SH DEF 6 277955 135 5145
MANITOWOC INC COM 563571108 5 150 SH DEF 12 150
MANITOWOC INC COM 563571108 179 6750 SH DEF 11 6750
MANNATECH INC COM 563771104 4 350 SH DEF 12 350
MANOR CARE INC NEW COM 564055101 149 4300 SH DEF 12 4300
MANOR CARE INC NEW COM 564055101 47 1350 SH DEF 2 1350
MANPOWER INC COM 56418H100 5367 114000 SH DEF 8 96500 17500
MANPOWER INC COM 56418H100 75375 1601000 SH DEF 10 1601000
MANPOWER INC COM 56418H100 167 3542 SH DEF 12 3542
MANPOWER INC DBCV 8/1 56418HAC4 833 12000 SH DEF 12 12000
MANTECH INTL CORP CL A 564563104 211 8468 SH DEF 12 8468
MANUFACTURED HOME CMNTYS INC COM 564682102 75 2000 SH DEF 1 2000
MANUFACTURED HOME CMNTYS INC COM 564682102 11 300 SH DEF 12 300
MANUGISTICS GROUP INC COM 565011103 24 3800 SH DEF 12 3800
MANULIFE FINL CORP COM 56501R106 81 2500 SH DEF 2 2500
MANULIFE FINL CORP COM 56501R106 73911 1766087 SH DEF 7 1766087
MANULIFE FINL CORP COM 56501R106 4240 131600 SH DEF 3 131600
MANULIFE FINL CORP COM 56501R106 158 4894 SH DEF 12 4894
MAPINFO CORP COM 565105103 70 6975 SH DEF 12 6975
MARATHON OIL CORP COM 565849106 17752 536470 SH DEF 3 526400 10070
MARATHON OIL CORP COM 565849106 107 3230 SH DEF 2 3230
MARATHON OIL CORP COM 565849106 62 2000 SH DEF 11 1000 1000
MARATHON OIL CORP COM 565849106 8763 264830 SH DEF 6 264830
MARATHON OIL CORP COM 565849106 3034 91685.72 SH DEF 12 91685.72
MARCUS CORP COM 566330106 31 1909 SH DEF 12 1909
MARIMBA INC COM 56781Q109 50 9000 SH DEF 12 9000
MARINE PRODS CORP COM 568427108 3 185 SH DEF 12 185
MARINEMAX INC COM 567908108 3663 188500 SH DEF 6 179400 9100
MARKEL CORP COM 570535104 152 600 SH DEF 12 600
MARKEL CORP COM 570535104 550 2114 SH DEF 11 2114
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 433 10645 SH DEF 12 10645
MARLTON TECHNOLOGIES INC COM 571263102 0 250 SH DEF 12 250
MARRIOTT INTL INC NEW CL A 571903202 1824 39480.4 SH DEF 12 39480.4
MARRIOTT INTL INC NEW CL A 571903202 9 200 SH DEF 11 200
MARSH & MCLENNAN COS INC COM 571748102 20194 421670 SH DEF 6 388870 32800
MARSH & MCLENNAN COS INC COM 571748102 1007 21030 SH DEF 2 21030
MARSH & MCLENNAN COS INC COM 571748102 4357 90972.43 SH DEF 12 90972.43
MARSH & MCLENNAN COS INC COM 571748102 556 11600 SH DEF 1 11600
MARSH & MCLENNAN COS INC COM 571748102 1077 22561 SH DEF 11 7210 11755 3596
MARSH & MCLENNAN COS INC COM 571748102 15 315 SH DEF 4 315 0 0
MARSH & MCLENNAN COS INC COM 571748102 3319 70477 SH DEF 9 70477
MARSH & MCLENNAN COS INC COM 571748102 3571 74560 SH DEF 3 73160 1400
MARSHALL & ILSLEY CORP COM 571834100 2027 53000 SH DEF 1 53000
MARSHALL & ILSLEY CORP COM 571834100 671 17550 SH DEF 2 15550 2000
MARSHALL & ILSLEY CORP COM 571834100 152 3980 SH DEF 6 3980
MARSHALL & ILSLEY CORP COM 571834100 178 4665 SH DEF 12 4665
MARSHALL & ILSLEY CORP COM 571834100 15266 399100 SH DEF 3 377100 22000
MARTEK BIOSCIENCES CORP COM 572901106 84 1300 SH DEF 12 1300
MARTEK BIOSCIENCES CORP COM 572901106 154 2622 SH DEF 11 2622
MARTEK BIOSCIENCES CORP COM 572901106 3704 56910 SH DEF 3 54210 2700
MARTEN TRANS LTD COM 573075108 79 5160 SH DEF 12 5160
MARTHA STEWART LIVING OMNIME CL A 573083102 54 5500 SH DEF 12 5500
MARTIN MARIETTA MATLS INC COM 573284106 36 1000 SH DEF 11 1000
MARTIN MARIETTA MATLS INC COM 573284106 95 2025 SH DEF 12 2025
MARTIN MARIETTA MATLS INC COM 573284106 168 3575 SH DEF 4 3575 0 0
MARTIN MARIETTA MATLS INC COM 573284106 12295 261760 SH DEF 6 261760
MARTIN MARIETTA MATLS INC COM 573284106 891 18963 SH DEF 2 17735 1228
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 24 800 SH DEF 12 800
MARVEL ENTERPRISES INC COM 57383M108 33 1150 SH DEF 12 1150
MARVEL ENTERPRISES INC COM 57383M108 1842 63270 SH DEF 3 62120 1150
MARVEL ENTERPRISES INC COM 57383M108 15 500 SH DEF 2 500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 347 9155 SH DEF 12 9155
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1620 42700 SH DEF 3 35500 7200
MASCO CORP COM 574599106 4 150 SH DEF 6 150
MASCO CORP COM 574599106 336 12271 SH DEF 2 12271
MASCO CORP COM 574599106 273 9950 SH DEF 5 6750 3200
MASCO CORP COM 574599106 124 4988 SH DEF 11 158 4230 600
MASCO CORP COM 574599106 20931 763630 SH DEF 3 739070 24560
MASCO CORP COM 574599106 2695 98318.19 SH DEF 12 98318.19
MASONITE INTL CORP COM 575384102 16874 487700 SH DEF 7 487700
MASSBANK CORP READ MASS COM 576152102 51 1200 SH DEF 1 1200
MASSBANK CORP READ MASS COM 576152102 26 600 SH DEF 12 600
MASSEY ENERGY CORP COM 576206106 -28 -1332 SH DEF 12 -1332
MASSMUTUAL CORPORATE INVS IN COM 576292106 474 20716.75 SH DEF 12 20716.75
MASSMUTUAL PARTN INVS SH BEN INT 576299101 84 7200 SH DEF 12 7200
MASTEC INC COM 576323109 38 2595 SH DEF 12 2595
MATRITECH INC COM 576818108 1 300 SH DEF 12 300
MATRIX BANCORP INC COM 576819106 586 63400 SH DEF 6 60700 2700
MATRIX SVC CO COM 576853105 2023 111680 SH DEF 3 109640 2040
MATRIXX INITIATIVES INC COM 57685L105 27 1500 SH DEF 12 1500
MATSUSHITA ELEC INDL ADR 576879209 44 3150 SH DEF 2 1250 1900
MATTEL INC COM 577081102 389 20163.3 SH DEF 12 20163.3
MATTEL INC COM 577081102 50 2596 SH DEF 2 2000 596
MATTEL INC COM 577081102 3358 174250 SH DEF 6 174250
MATTEL INC COM 577081102 57 3004 SH DEF 11 2792 212
MATTEL INC COM 577081102 2917 151400 SH DEF 8 127900 23500
MATTEL INC COM 577081102 40467 2100000 SH DEF 10 2100000
MATTEL INC COM 577081102 14 747 SH DEF 1 747
MATTSON TECHNOLOGY INC COM 577223100 37 3000 SH DEF 12 3000
MAVERICK TUBE CORP COM 577914104 4 200 SH DEF 12 200
MAX RE CAPITAL LTD HAMILTON SHS G6052F103 2071 92040 SH DEF 3 88660 3380
MAXIM INTEGRATED PRODS INC COM 57772K101 300 6050 SH DEF 5 4850 1200
MAXIM INTEGRATED PRODS INC COM 57772K101 28 630 SH DEF 11 315 315
MAXIM INTEGRATED PRODS INC COM 57772K101 202 4047.73 SH DEF 12 4047.73
MAXIMUS INC COM 577933104 59 1520 SH DEF 12 1520
MAXIMUS INC COM 577933104 2735 69900 SH DEF 3 49800 20100
MAXTOR CORP COM NEW 577729205 65 5830 SH DEF 4 5830 0 0
MAXTOR CORP COM NEW 577729205 11 1032 SH DEF 12 1032
MAXTOR CORP COM NEW 577729205 64 5500 SH DEF 11 5500
MAXTOR CORP COM NEW 577729205 22119 1992730 SH DEF 3 1645520 347210
MAXWELL SHOE INC CL A 577766108 2575 151850 SH DEF 6 146000 5850
MAXWELL TECHNOLOGIES INC COM 577767106 2 225 SH DEF 12 225
MAY DEPT STORES CO COM 577778103 377 12973 SH DEF 2 11473 1500
MAY DEPT STORES CO COM 577778103 1294 43701 SH DEF 9 43701
MAY DEPT STORES CO COM 577778103 4942 170000 SH DEF 10 170000
MAY DEPT STORES CO COM 577778103 20035 689183 SH DEF 6 689183
MAY DEPT STORES CO COM 577778103 436 14985 SH DEF 5 8985 6000
MAY DEPT STORES CO COM 577778103 74 2800 SH DEF 11 1750 1050
MAY DEPT STORES CO COM 577778103 1592 54772 SH DEF 12 54772
MAYTAG CORP COM 578592107 125 4480 SH DEF 2 4380 100
MAYTAG CORP COM 578592107 15297 549250 SH DEF 6 549250
MAYTAG CORP COM 578592107 4 150 SH DEF 4 150 0 0
MAYTAG CORP COM 578592107 259 9300 SH DEF 12 9300
MB FINANCIAL INC NEW COM 55264U108 12078 331825 SH DEF 3 292365 39460
MB FINANCIAL INC NEW COM 55264U108 164 4500 SH DEF 12 4500
MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 69 4501.45 SH DEF 12 4501.45
MBIA INC COM 55262C100 15 260 SH DEF 6 260
MBIA INC COM 55262C100 2230 44514 SH DEF 9 44514
MBIA INC COM 55262C100 121 2124 SH DEF 11 2124
MBIA INC COM 55262C100 430 7260 SH DEF 2 7260
MBIA INC COM 55262C100 495 8349 SH DEF 1 8349
MBIA INC COM 55262C100 317 5351 SH DEF 12 5351
MBNA CORP COM 55262L100 17078 687257 SH DEF 3 673427 13830
MBNA CORP COM 55262L100 2785 112053 SH DEF 2 112053
MBNA CORP COM 55262L100 789 31753 SH DEF 5 27803 3950
MBNA CORP COM 55262L100 967 40608 SH DEF 11 30064 4153 6391
MBNA CORP COM 55262L100 728 29300 SH DEF 6 29300
MBNA CORP COM 55262l100 37 1501 SH DEF 4 1501 0 0
MBNA CORP COM 55262L100 8764 352666 SH DEF 12 352666.97
MBNA CORP COM 55262L100 25 780 SH DEF 7 780
MCCLATCHY CO CL A 579489105 1006 14619 SH DEF 12 14619
MCCLATCHY CO CL A 579489105 69 1000 SH DEF 4 1000 0 0
MCCLATCHY CO CL A 579489105 26 400 SH DEF 11 400
MCCLATCHY CO CL A 579489105 220 3200 SH DEF 5 3200
MCCORMICK & CO INC COM NON VTG 579780206 967 32641 SH DEF 9 32641
MCCORMICK & CO INC COM NON VTG 579780206 493 17092 SH DEF 11 10142 2350 4600
MCCORMICK & CO INC COM NON VTG 579780206 21644 719056 SH DEF 2 698906 20150
MCCORMICK & CO INC COM NON VTG 579780206 5386 178932 SH DEF 12 178932.04
MCCORMICK & CO INC COM VTG 579780107 748 25072 SH DEF 12 25072
MCCORMICK & CO INC COM NON VTG 579780206 10265 341025 SH DEF 1 234125 106900
MCDATA CORP CL A 580031201 10 1022 SH DEF 12 1022
MCDATA CORP CL A 580031201 0 5 SH DEF 2 5
MCDATA CORP CL B 580031102 48 5000 SH DEF 12 5000
MCDERMOTT INTL INC COM 580037109 4 300 SH DEF 12 300
MCDONALDS CORP COM 580135101 1275 50681 SH DEF 9 50681
MCDONALDS CORP COM 580135101 7850 316142 SH DEF 12 316142.42
MCDONALDS CORP COM 580135101 13 400 SH DEF 7 400
MCDONALDS CORP COM 580135101 8980 361643 SH DEF 2 335693 25950
MCDONALDS CORP COM 580135101 10 420 SH DEF 4 420 0 0
MCDONALDS CORP COM 580135101 236 9490 SH DEF 5 820 8670
MCDONALDS CORP COM 580135101 13589 547295 SH DEF 3 537395 9900
MCDONALDS CORP COM 580135101 26843 1081078 SH DEF 6 955353 125725
MCDONALDS CORP COM 580135101 1197 49121 SH DEF 11 26596 300 22225
MCG CAPITAL CORP COM 58047P107 59 3000 SH DEF 12 3000
MCG CAPITAL CORP COM 58047P107 293 15000 SH DEF 8 15000
MCGRATH RENTCORP COM 580589109 3862 141716 SH DEF 6 134716 7000
MCGRATH RENTCORP COM 580589109 46 1700 SH DEF 12 1700
MCGRAW HILL COS INC COM 580645109 127 1820 SH DEF 9 1820
MCGRAW HILL COS INC COM 580645109 210 3000 SH DEF 1 3000
MCGRAW HILL COS INC COM 580645109 614 8780.92 SH DEF 12 8780.92
MCGRAW HILL COS INC COM 580645109 56 800 SH DEF 4 800 0 0
MCGRAW HILL COS INC COM 580645109 7439 106386 SH DEF 3 106386
MCGRAW HILL COS INC COM 580645109 4085 58429 SH DEF 2 58429
MCKESSON CORP COM 58155Q103 5184 161186 SH DEF 12 161186.47
MCKESSON CORP COM 58155Q103 26498 823950 SH DEF 3 805070 18880
MCKESSON CORP COM 58155Q103 402 12300 SH DEF 11 5100 7200
MCKESSON CORP COM 58155Q103 510564 15875735 SH DEF 10 13821775 2053960
MCKESSON CORP COM 58155Q103 8 200 SH DEF 7 200
MCKESSON CORP COM 58155Q103 38 1190 SH DEF 2 1190
MCKESSON CORP COM 58155Q103 20145 626385 SH DEF 6 619440 6945
MCKESSON CORP COM 58155Q103 260644 8104600 SH DEF 8 4772400 3332200
MCLEODUSA INC CL A 582266706 89 60409 SH DEF 12 60409
MCMORAN EXPLORATION CO COM 582411104 44 2328 SH DEF 12 2328
MCRAE INDS INC CL A 582757209 4 400 SH DEF 12 400
MDS INC COM 55269P302 18558 928820 SH DEF 7 928820
MDU RES GROUP INC COM 552690109 64 2700 SH DEF 2 2700
MDU RES GROUP INC COM 552690109 289 12152.77 SH DEF 12 12152.77
MDU RES GROUP INC COM 552690109 94 3960 SH DEF 6 3960
MDU RES GROUP INC COM 552690109 6147 258155 SH DEF 3 239200 18955
MDU RES GROUP INC COM 552690109 35 1250 SH DEF 11 1250
MEADE INSTRUMENTS CORP COM 583062104 28 8100 SH DEF 12 8100
MEADWESTVACO CORP COM 583334107 2135 71750 SH DEF 6 61800 9950
MEADWESTVACO CORP COM 583334107 812 27292 SH DEF 2 27292
MEADWESTVACO CORP COM 583334107 929 31237 SH DEF 5 20544 10693
MEADWESTVACO CORP COM 583334107 188 6323 SH DEF 12 6323
MEASUREMENT SPECIALTIES INC COM 583421102 8968 438940 SH DEF 3 339540 99400
MECHANICAL TECHNOLOGY INC COM 583538103 179 32715 SH DEF 12 32715
MED-DESIGN CORP COM 583926100 11 2500 SH DEF 12 2500
MEDAMICUS INC COM 584027106 1 100 SH DEF 12 100
MEDAREX INC COM 583916101 62 9900 SH DEF 12 9900
MEDCATH CORP COM 58404W109 10 1000 SH DEF 12 1000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 944 21494 SH DEF 7 21494
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1 18 SH DEF 6 18
MEDCO HEALTH SOLUTIONS INC COM 58405u102 14554 428186 SH DEF 4 428186 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5928 174406 SH DEF 12 174406
MEDCO HEALTH SOLUTIONS INC COM 58405U102 796 23412 SH DEF 2 21446 1966
MEDCO HEALTH SOLUTIONS INC COM 58405U102 332 11164 SH DEF 11 7125 1948 2091
MEDCO HEALTH SOLUTIONS INC COM 58405U102 6421 188903 SH DEF 5 111979 76924
MEDCO HEALTH SOLUTIONS INC COM 58405U102 128 3768 SH DEF 1 3768
MEDCO HEALTH SOLUTIONS INC COM 58405U102 102 3000 SH DEF 3 3000
MEDIA GEN INC CL A 584404107 1745 26800 SH DEF 3 26800
MEDIA GEN INC CL A 584404107 79 1220 SH DEF 6 1220
MEDIA GEN INC CL A 584404107 27 430 SH DEF 11 430
MEDIA GEN INC CL A 584404107 33 500 SH DEF 4 500 0 0
MEDIA GEN INC CL A 584404107 142 2180 SH DEF 12 2180
MEDICAL STAFFING NETWK HLDGS COM 58463F104 5 500 SH DEF 12 500
MEDICAL TECHNOLOGY SYS INC COM PAR $.01NW 58462R802 3 400 SH DEF 12 400
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 570 7992 SH DEF 12 7992
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 26 400 SH DEF 11 400
MEDIMMUNE INC COM 584699102 86 2950 SH DEF 11 600 2350
MEDIMMUNE INC COM 584699102 1297 51080 SH DEF 12 51080
MEDIMMUNE INC COM 584699102 57 2250 SH DEF 4 2250 0 0
MEDIMMUNE INC COM 584699102 1683 66265 SH DEF 2 53875 12390
MEDIS TECHNOLOGIES LTD COM 58500P107 60 5630 SH DEF 12 5630
MEDQUIST INC COM 584949101 226 14101 SH DEF 6 14101
MEDSOURCE TECHNOLOGIES INC COM 58505Y103 113 25000 SH DEF 25000
MEDTRONIC INC COM 585055106 23887 491401 SH DEF 2 476451 14950
MEDTRONIC INC COM 585055106 34688 713599 SH DEF 1 118751 594848
MEDTRONIC INC COM 585055106 8341 171591 SH DEF 12 171591.72
MEDTRONIC INC COM 585055106 69 1410 SH DEF 4 1410 0 0
MEDTRONIC INC COM 585055106 1816 37355 SH DEF 5 33165 4190
MEDTRONIC INC COM 585055106 6514 136349 SH DEF 11 112691 17297 6361
MEDTRONIC INC COM 585055106 12811 263544 SH DEF 3 256944 6600
MELLON FINL CORP COM 58551A108 11600 361243 SH DEF 2 341993 19250
MELLON FINL CORP COM 58551A108 18 571 SH DEF 6 571
MELLON FINL CORP COM 58551A108 487 15156 SH DEF 4 15156 0 0
MELLON FINL CORP COM 58551A108 478 14875 SH DEF 5 13925 950
MELLON FINL CORP COM 58551A108 5893 178833 SH DEF 9 350 178483
MELLON FINL CORP COM 58551A108 764 24700 SH DEF 11 7650 9500 7550
MELLON FINL CORP COM 58551A108 414 12900 SH DEF 1 12900
MELLON FINL CORP COM 58551A108 1774 55245.17 SH DEF 12 55245.17
MEMBERWORKS INC COM 586002107 15587 573700 SH DEF 3 490740 82960
MENS WEARHOUSE INC COM 587118100 19603 783800 SH DEF 3 608600 175200
MENTOR CORP MINN COM 587188103 613 25479 SH DEF 12 25479
MENTOR GRAPHICS CORP COM 587200106 17429 1198720 SH DEF 3 1126270 72450
MENTOR GRAPHICS CORP COM 587200106 193 13253 SH DEF 12 13253
MERCANTILE BANK CORP COM 587376104 2039 55870 SH DEF 3 54880 990
MERCANTILE BANKSHARES CORP COM 587405101 574 12600 SH DEF 2 12600
MERCANTILE BANKSHARES CORP COM 587405101 4116 90300 SH DEF 1 90300
MERCANTILE BANKSHARES CORP COM 587405101 210 4900 SH DEF 11 4450 450
MERCANTILE BANKSHARES CORP COM 587405101 41 900 SH DEF 4 900 0 0
MERCANTILE BANKSHARES CORP COM 587405101 9685 212480 SH DEF 12 212480.27
MERCHANTS BANCSHARES COM 588448100 1542 50650 SH DEF 6 48100 2550
MERCK & CO INC COM 589331107 8903 192699 SH DEF 4 192699 0 0
MERCK & CO INC COM 589331107 6561 142000 SH DEF 1 33655 108345
MERCK & CO INC COM 589331107 27654 598564 SH DEF 6 563504 35060
MERCK & CO INC COM 589331107 2466 52314 SH DEF 9 200 52114
MERCK & CO INC COM 589331107 7460 161467 SH DEF 5 116469 44998
MERCK & CO INC COM 589331107 31022 671473 SH DEF 12 671473.66
MERCK & CO INC COM 589331107 4437 91294 SH DEF 11 54441 14773 22080
MERCK & CO INC COM 589331107 5683 123000 SH DEF 10 123000
MERCK & CO INC COM 589331107 19293 417602 SH DEF 2 396232 21370
MERCK & CO INC COM 589331107 10830 181380 SH DEF 7 181380
MERCK & CO INC COM 589331107 37918 820731 SH DEF 3 800551 20180
MERCURY COMPUTER SYS COM 589378108 15 600 SH DEF 12 600
MERCURY GENL CORP NEW COM 589400100 147 3150 SH DEF 12 3150
MERCURY INTERACTIVE CORP COM 589405109 962 19782 SH DEF 12 19782
MERCURY INTERACTIVE CORP COM 589405109 3979 81815 SH DEF 11 65170 16645
MEREDITH CORP COM 589433101 9725 199240 SH DEF 3 143190 56050
MEREDITH CORP COM 589433101 44 900 SH DEF 12 900
MERIDIAN BIOSCIENCE INC COM 589584101 23 2173 SH DEF 2 2173
MERIDIAN GOLD INC COM 589975101 75 5100 SH DEF 12 5100
MERIDIAN RESOURCE CORP COM 58977Q109 9384 1580240 SH DEF 6 1552175 765 27300
MERISEL INC COM PAR $.01 589849306 1 100 SH DEF 12 100
MERISTAR HOSPITALITY CORP COM 58984Y103 87 13378.5 SH DEF 12 13378.5
MERISTAR HOSPITALITY CORP COM 58984Y103 9 1400 SH DEF 2 1400
MERIT MED SYS INC COM 589889104 681 30615 SH DEF 12 30615
MERIT MED SYS INC COM 589889104 3635 163316 SH DEF 3 153938 9378
MERITAGE CORP COM 59001A102 13157 198410 SH DEF 3 184610 13800
MERRILL LYNCH & CO INC COM 590188108 28486 485697 SH DEF 6 485697
MERRILL LYNCH & CO INC COM 590188108 22 370 SH DEF 4 370 0 0
MERRILL LYNCH & CO INC COM 590188108 1176 20289 SH DEF 9 20289
MERRILL LYNCH & CO INC COM 590188108 543 9259 SH DEF 2 9259
MERRILL LYNCH & CO INC COM 590188108 2824 37250 SH DEF 7 37250
MERRILL LYNCH & CO INC COM 590188108 328 5845 SH DEF 11 5245 600
MERRILL LYNCH & CO INC COM 590188108 1596 27205 SH DEF 12 27205
MERRILL LYNCH & CO INC COM 590188108 24134 411490 SH DEF 3 403790 7700
MESA AIR GROUP INC COM 590479101 81 6500 SH DEF 2 6500
MESA AIR GROUP INC COM 590479101 764 60800 SH DEF 3 60800
MESA LABS INC COM 59064R109 255 25600 SH DEF 6 24100 1500
MESA RTY TR UNIT BEN INT 590660106 98 1750 SH DEF 12 1750
MET PRO CORP COM 590876306 35 2166 SH DEF 12 2166
METAL MGMT INC COM NEW 591097209 2984 80800 SH DEF 3 47150 33650
METALS USA INC COM NEW 591324207 11833 1175400 SH DEF 6 1156255 470 18675
METASOLV INC COM 59139P104 26 10500 SH DEF 5 10500
METASOLV INC COM 59139P104 1 447 SH DEF 12 447
METHODE ELECTRS INC CL A 591520200 62 5030 SH DEF 12 5030
METHODE ELECTRS INC CL A 591520200 2310 188870 SH DEF 3 159370 29500
METLIFE INC COM 59156R108 2617 77714 SH DEF 12 77714
METLIFE INC COM 59156R108 379 12262 SH DEF 11 11443 476 343
METLIFE INC COM 59156R108 19054 565900 SH DEF 3 557400 8500
METLIFE INC COM 59156R108 741 21999 SH DEF 5 14474 7525
METLIFE INC COM 59156R108 26659 791765 SH DEF 6 791765
METRO GOLDWYN MAYER INC COM 591610100 10 600 SH DEF 12 600
METRO GOLDWYN MAYER INC COM 591610100 6 330 SH DEF 6 330
METRO ONE TELECOMMUNICATIONS COM 59163F105 425 166628 SH DEF 6 166628
METROCORP BANCSHARES INC COM 591650106 47 3188 SH DEF 12 3188
METTLER TOLEDO INTERNATIONAL COM 592688105 595 10900 SH DEF 7 10900
METTLER TOLEDO INTERNATIONAL COM 592688105 6 150 SH DEF 2 150
METTLER TOLEDO INTERNATIONAL COM 592688105 23 540 SH DEF 12 540
METTLER TOLEDO INTERNATIONAL COM 592688105 6131 145332 SH DEF 6 142187 3145
MEXICO EQUITY & INCOME FD COM 592834105 50 4856.79 SH DEF 12 4856.79
MEXICO FD INC COM 592835102 25 1544 SH DEF 12 1544
MFA MTG INVTS INC COM 55272X102 1773 181819 SH DEF 12 181819
MFA MTG INVTS INC COM 55272X102 92 9600 SH DEF 11 3000 3300 3300
MFS CHARTER INCOME TR SH BEN INT 552727109 390 44172 SH DEF 12 44172
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 174 25617 SH DEF 12 25617
MFS INTER INCOME TR SH BEN INT 55273C107 771 112992 SH DEF 12 112992.49
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 130 20547 SH DEF 12 20547
MFS MUN INCOME TR SH BEN INT 552738106 450 58966.41 SH DEF 12 58966.41
MGE ENERGY INC COM 55277P104 28 900 SH DEF 11 900
MGI PHARMA INC COM 552880106 111 2700 SH DEF 12 2700
MGIC INVT CORP WIS COM 552848103 619575 10881193 SH DEF 10 9535760 1345433
MGIC INVT CORP WIS COM 552848103 626 8500 SH DEF 7 8500
MGIC INVT CORP WIS COM 552848103 15534 272820 SH DEF 6 272820
MGIC INVT CORP WIS COM 552848103 164 3000 SH DEF 11 1900 1100
MGIC INVT CORP WIS COM 552848103 51 900 SH DEF 2 900
MGIC INVT CORP WIS COM 552848103 1367 24013 SH DEF 12 24013
MGIC INVT CORP WIS COM 552848103 317879 5582700 SH DEF 8 3315800 2266900
MGM MIRAGE COM 552953101 750 19950 SH DEF 12 19950
MGM MIRAGE COM 552953101 357 9500 SH DEF 5 9500
MGM MIRAGE COM 552953101 5 100 SH DEF 7 100
MGM MIRAGE COM 552953101 8 200 SH DEF 6 200
MGM MIRAGE COM 552953101 79 2100 SH DEF 4 2100 0 0
MI DEVS INC CL A SUB VTG 55304X104 59 1650 SH DEF 7 1650
MICHAELS STORES INC COM 594087108 473 10700 SH DEF 3 5600 5100
MICHAELS STORES INC COM 594087108 198 4475 SH DEF 12 4475
MICRO THERAPEUTICS INC COM 59500W100 2 500 SH DEF 12 500
MICROCHIP TECHNOLOGY INC COM 595017104 5243 157125 SH DEF 1 10000 147125
MICROCHIP TECHNOLOGY INC COM 595017104 5 150 SH DEF 12 150
MICROCHIP TECHNOLOGY INC COM 595017104 25 750 SH DEF 2 750
MICROMUSE INC COM 595094103 15 2200 SH DEF 12 2200
MICRON TECHNOLOGY INC COM 595112103 135 10015 SH DEF 12 10015
MICRON TECHNOLOGY INC COM 595112103 3198 237400 SH DEF 6 237400
MICRON TECHNOLOGY INC COM 595112103 141 10475 SH DEF 4 10475 0 0
MICROS SYS INC COM 594901100 540 12450 SH DEF 12 12450
MICROS SYS INC COM 594901100 7288 168070 SH DEF 3 135120 32950
MICROSEMI CORP COM 595137100 2701 110200 SH DEF 3 43150 67050
MICROSEMI CORP COM 595137100 52 2100 SH DEF 12 2100
MICROSOFT CORP COM 594918104 22926 832470 SH DEF 10 832470
MICROSOFT CORP COM 594918104 36960 1350379 SH DEF 1 16400 1333979
MICROSOFT CORP COM 594918104 33770 1226233 SH DEF 12 1226233.15
MICROSOFT CORP COM 594918104 13352 379270 SH DEF 7 379270
MICROSOFT CORP COM 594918104 15603 570089 SH DEF 4 570089 0 0
MICROSOFT CORP COM 594918104 4097 148125 SH DEF 9 13100 135025
MICROSOFT CORP COM 594918104 37079 1346384 SH DEF 2 1307966 38418
MICROSOFT CORP COM 594918104 13420 490315 SH DEF 6 439940 50375
MICROSOFT CORP COM 594918104 65599 2396752 SH DEF 3 2345402 51350
MICROSOFT CORP COM 594918104 12294 449177 SH DEF 5 239703 209474
MICROSOFT CORP COM 594918104 11221 406676 SH DEF 11 287836 65550 53290
MICROSTRATEGY INC CL A NEW 594972408 3431 65380 SH DEF 3 59310 6070
MICROSTRATEGY INC CL A NEW 594972408 9 175 SH DEF 12 175
MICROSTRATEGY INC CL A NEW 594972408 26 500 SH DEF 2 500
MID ATLANTIC MED SVCS INC COM 59523C107 3452 53264.92 SH DEF 12 53264.92
MID ATLANTIC MED SVCS INC COM 59523C107 1665 25700 SH DEF 3 25700
MID PENN BANCORP INC COM 59540G107 223 9303.5 SH DEF 12 9303.5
MID-AMER APT CMNTYS INC COM 59522J103 1920 57164 SH DEF 12 57164
MID-AMER APT CMNTYS INC COM 59522J103 1785 53160 SH DEF 3 40600 12560
MID-STATE BANCSHARES COM 595440108 103 4050 SH DEF 1 4050
MIDAS GROUP INC COM 595626102 1 77 SH DEF 12 77
MIDCAP SPDR TR UNIT SER 1 595635103 41 300 SH DEF 7 300
MIDCAP SPDR TR UNIT SER 1 595635103 333 3350 SH DEF 11 1675 1675
MIDCAP SPDR TR UNIT SER 1 595635103 1168 11079 SH DEF 12 11079
MIDCAP SPDR TR UNIT SER 1 595635103 105 1000 SH DEF 2 1000
MIDDLEBURG FINANCIAL CORP COM 596094102 1071 26780 SH DEF 12 26780
MIDDLEBY CORP COM 596278101 12568 310550 SH DEF 3 245370 65180
MIDDLESEX WATER CO COM 596680108 234 11548 SH DEF 12 11548
MIDSOUTH BANCORP INC COM 598039105 48 1515 SH DEF 12 1515
MIDWAY GAMES INC COM 598148104 2 500 SH DEF 12 500
MILACRON INC COM 598709103 16 3800 SH DEF 12 3800
MILACRON INC COM 598709103 93 22401 SH DEF 2 21401 1000
MILLEA HOLDINGS INC ADR 60032R106 16414 243898 SH DEF 6 207078 36820
MILLENNIUM BANKSHARES CORP COM 60037B106 24 3000 SH DEF 12 3000
MILLENNIUM CELL INC COM 60038B105 296 127000 SH DEF 12 127000
MILLENNIUM CHEMICALS INC COM 599903101 0 14 SH DEF 1 14
MILLENNIUM CHEMICALS INC COM 599903101 64 5056 SH DEF 12 5056
MILLENNIUM PHARMACEUTICALS I COM 599902103 77 4100 SH DEF 2 4100
MILLENNIUM PHARMACEUTICALS I COM 599902103 110 5900 SH DEF 4 5900 0 0
MILLENNIUM PHARMACEUTICALS I COM 599902103 844 45186 SH DEF 12 45186
MILLER HERMAN INC COM 600544100 13 550 SH DEF 11 550
MILLER HERMAN INC COM 600544100 107 4400 SH DEF 2 4400
MILLER HERMAN INC COM 600544100 17 700 SH DEF 12 700
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 2 28 SH DEF 12 28
MILLIPORE CORP COM 601073109 95 2200 SH DEF 12 2200
MILLS CORP COM 601148109 22980 522280 SH DEF 3 447430 74850
MILLS CORP COM 601148109 125 3000 SH DEF 11 1500 1500
MILLS CORP COM 601148109 3318 75410.48 SH DEF 12 75410.48
MIM CORP COM 553044108 1981 281790 SH DEF 6 266790 15000
MIND C T I LTD ORD M70240102 3 500 SH DEF 12 500
MINDSPEED TECHNOLOGIES INC COM 602682106 14 1985 SH DEF 12 1985
MINE SAFETY APPLIANCES CO COM 602720104 3681 46290 SH DEF 3 45530 760
MINE SAFETY APPLIANCES CO COM 602720104 128 1605 SH DEF 12 1605
MINE SAFETY APPLIANCES CO COM 602720104 604 7600 SH DEF 6 7600
MIPS TECHNOLOGIES INC COM 604567107 0 35 SH DEF 12 35
MIRAMAR MINING CORP COM 60466E100 5 2000 SH DEF 12 2000
MISONIX INC COM 604871103 9 2000 SH DEF 12 2000
MISSION WEST PPTYS INC COM 605203108 23 1750 SH DEF 12 1750
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 606 77325 SH DEF 6 75750 1575
MITY ENTERPRISES INC COM 606850105 662 37850 SH DEF 6 35600 2250
MKS INSTRUMENT INC COM 55306N104 29 1001 SH DEF 12 1001
MOBILE MINI INC COM 60740F105 3235 164061 SH DEF 6 155661 8400
MOBILITY ELECTRONICS INC COM 60741U101 4 500 SH DEF 12 500
MOBIUS MGMT SYSTEMS INC COM 606925105 3 200 SH DEF 12 200
MODINE MFG CO COM 607828100 13 540 SH DEF 11 540
MOHAWK INDS INC COM 608190104 1639 23240 SH DEF 12 23240
MOHAWK INDS INC COM 608190104 157 2225 SH DEF 4 2225 0 0
MOHAWK INDS INC COM 608190104 3 40 SH DEF 11 40
MOLECULAR DEVICES CORP COM 60851C107 1098 57820 SH DEF 3 44070 13750
MOLEX INC CL A 608554200 81 2743 SH DEF 12 2743
MOLEX INC COM 608554101 443 12701 SH DEF 2 12701
MOLEX INC COM 608554101 80 2516 SH DEF 11 2516
MOLEX INC COM 608554101 42 1190 SH DEF 12 1190
MOLEX INC CL A 608554200 70 2616 SH DEF 11 2616
MOLEX INC CL A 608554200 361 12290 SH DEF 2 12290
MOLEX INC CL A 608554200 44 1500 SH DEF 1 1500
MONACO COACH CORP COM 60886R103 10 400 SH DEF 12 400
MONARCH CASINO & RESORT INC COM 609027107 1533 137529 SH DEF 6 130622 6907
MONARCH SERVICES INC COM 609176102 0 258 SH DEF 12 258
MONDAVI ROBERT CORP CL A 609200100 4 100 SH DEF 12 100
MONMOUTH REAL ESTATE INVT CO CL A 609720107 9 1000 SH DEF 12 1000
MONRO MUFFLER BRAKE INC COM 610236101 569 28493 SH DEF 6 28238 255
MONSANTO CO NEW COM 61166W101 410 14230 SH DEF 6 14230
MONSANTO CO NEW COM 61166W101 1578 54838.27 SH DEF 12 54838.27
MONSANTO CO NEW COM 61166W101 39 1346 SH DEF 2 1346
MONSANTO CO NEW COM 61166W101 6 170 SH DEF 7 170
MONSANTO CO NEW COM 61166W101 34125 1185720 SH DEF 3 1156220 29500
MONSANTO CO NEW COM 61166W101 4 154 SH DEF 11 2 152
MONSTER WORLDWIDE INC COM 611742107 7 317 SH DEF 2 0 317
MONSTER WORLDWIDE INC COM 611742107 13 600 SH DEF 12 600
MONTGOMERY STR INCOME SECS I COM 614115103 119 6400 SH DEF 12 6400
MONTPELIER RE HOLDINGS LTD SHS G62185106 1715 46730 SH DEF 12 46730
MONTPELIER RE HOLDINGS LTD SHS G62185106 18 500 SH DEF 11 500
MONY GROUP INC COM 615337102 4 113 SH DEF 12 113
MONY GROUP INC COM 615337102 3 100 SH DEF 6 100
MOODYS CORP COM 615369105 338 5577 SH DEF 12 5577
MOODYS CORP COM 615369105 85 1400 SH DEF 4 1400 0 0
MOODYS CORP COM 615369105 720 11892 SH DEF 2 11292 600
MOODYS CORP COM 615369105 5 75 SH DEF 11 75
MOOG INC CL A 615394202 6564 132880 SH DEF 6 128130 4750
MOOG INC CL A 615394202 20397 412890 SH DEF 3 393740 19150
MOORE WALLACE INC COM 615857109 20 1244 SH DEF 11 1244
MOORE WALLACE INC COM 615857109 34 1812 SH DEF 12 1812
MOORE WALLACE INC COM 615857109 17 700 SH DEF 7 700
MORGAN FOODS INC COM NEW 616900205 0 8 SH DEF 12 8
MORGAN STANLEY COM NEW 617446448 3322 57411.01 SH DEF 12 57411.01
MORGAN STANLEY COM NEW 617446448 1106 19106 SH DEF 5 16075 3031
MORGAN STANLEY COM NEW 617446448 99 1715 SH DEF 4 1715 0 0
MORGAN STANLEY COM NEW 617446448 120 1600 SH DEF 7 1600
MORGAN STANLEY COM NEW 617446448 15026 259649 SH DEF 3 254449 5200
MORGAN STANLEY COM NEW 617446448 25139 434397 SH DEF 6 434397
MORGAN STANLEY COM NEW 617446448 35 629 SH DEF 11 56 170 403
MORGAN STANLEY COM NEW 617446448 518 8954 SH DEF 2 8954
MORGAN STANLEY INSD MUN TR 61745P866 7 500 SH DEF 12 500
MORGAN STANLEY INCOME SEC INC 61745P874 5 295 SH DEF 12 295
MORGAN STANLEY QULTY MUN SECS 61745P585 7 500 SH DEF 12 500
MORGAN STANLEY QUALT MUN INCM 61745P734 33 2330 SH DEF 12 2330
MORGAN STANLEY INSD MUN SECS 61745P833 0 4 SH DEF 12 4
MORGAN STANLEY QLT MUN INV TR 61745P668 179 12470 SH DEF 12 12470
MORGAN STANLEY INSD MUN INCM 61745P791 118 7900 SH DEF 12 7900
MORGAN STANLEY MUN INCM OPPTN 61745P452 172 24000 SH DEF 12 24000
MORGAN STANLEY GOVT INCOME TR 61745P106 18 2000 SH DEF 12 2000
MORGAN STANLEY MUN PREM INCOM 61745P429 10 1000 SH DEF 12 1000
MORGAN STANLEY MUN INCOME III 61745P437 21 2500 SH DEF 12 2500
MORGAN STANLEY ASIA PAC FD I COM 61744U106 56 5147 SH DEF 12 5147
MORGAN STANLEY EMER MKTS DEB COM 61744H105 10 1050 SH DEF 12 1050
MORGAN STANLEY EMER MKTS FD COM 61744G107 4812 327140 SH DEF 5 326300 840
MORGAN STANLEY EMER MKTS FD COM 61744G107 546 37100 SH DEF 12 37100
MORGAN STANLEY HIGH YIELD FD COM 61744M104 13 1976.13 SH DEF 12 1976.13
MORGAN STANLEY INDIA INVS FD COM 61745C105 32 1200 SH DEF 12 1200
MOSSIMO INC COM 619696107 1 150 SH DEF 12 150
MOTHERS WK INC COM 619903107 343 14000 SH DEF 6 14000
MOTHERS WK INC COM 619903107 232 9495 SH DEF 12 9495
MOTOROLA INC EQTY UNIT 7% 620076208 76 1745 SH DEF 12 1745
MOTOROLA INC COM 620076109 33 1800 SH DEF 7 1800
MOTOROLA INC COM 620076109 186 14350 SH DEF 11 10275 1200 2875
MOTOROLA INC COM 620076109 4149 296340 SH DEF 3 290540 5800
MOTOROLA INC COM 620076109 1320 84015 SH DEF 9 84015
MOTOROLA INC COM 620076109 8 550 SH DEF 6 550
MOTOROLA INC COM 620076109 3735 265433 SH DEF 12 265433.62
MOTOROLA INC EQTY UNIT 7% 620076208 3031 54000 SH DEF 7 54000
MOTOROLA INC COM 620076109 449 31903 SH DEF 2 31400 503
MOTOROLA INC EQTY UNIT 7% 620076208 13 300 SH DEF 4 300 0 0
MOVADO GROUP INC COM 624580106 2947 104400 SH DEF 6 100100 4300
MOVIE GALLERY INC COM 624581104 6 300 SH DEF 12 300
MPS GROUP INC COM 553409103 15 1625 SH DEF 12 1625
MRO SOFTWARE INC COM 55347W105 3425 253880 SH DEF 3 166630 87250
MRV COMMUNICATIONS INC COM 553477100 3 700 SH DEF 12 700
MSC SOFTWARE CORP COM 553531104 621 65700 SH DEF 3 65700
MSC SOFTWARE CORP COM 553531104 5 500 SH DEF 12 500
MTC TECHNOLOGIES INC COM 55377A106 967 30000 SH DEF 30000
MTC TECHNOLOGIES INC COM 55377A106 11 350 SH DEF 12 350
MUELLER INDS INC COM 624756102 14 400 SH DEF 12 400
MULTI COLOR CORP COM 625383104 5 300 SH DEF 2 300
MULTI COLOR CORP COM 625383104 59 3375 SH DEF 12 3375
MULTIMEDIA GAMES INC COM 625453105 16510 401800 SH DEF 3 370910 30890
MULTIMEDIA GAMES INC COM 625453105 12 300 SH DEF 12 300
MUNI INTER DURATION FD INC COM 62618U107 96 7000 SH DEF 12 7000
MUNIASSETS FD INC COM 62618Q106 13 1159 SH DEF 12 1159
MUNICIPAL ADVANTAGE FD INC COM 626189104 63 4500 SH DEF 12 4500
MUNICIPAL HIGH INCOME FD INC COM 626214100 97 12600 SH DEF 12 12600
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 2864 115704 SH DEF 12 115704.97
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 45 1800 SH DEF 3 1800
MUNIENHANCED FD INC COM 626243109 474 43875 SH DEF 12 43875
MUNIHOLDINGS INSD FD II INC COM 62625A102 40 3000 SH DEF 12 3000
MUNIHOLDINGS INSD FD INC COM 625930102 27 2000 SH DEF 12 2000
MUNIHOLDINGS N J INSD FD INC COM 625936109 29 2000 SH DEF 12 2000
MUNIVEST FD INC COM 626295109 31 3420 SH DEF 12 3420
MUNIYIELD CALIF FD INC COM 626296107 68 4700 SH DEF 12 4700
MUNIYIELD CALIF INS FD COM 62629L104 7 483 SH DEF 12 483
MUNIYIELD FD INC COM 626299101 39 3000 SH DEF 12 3000
MUNIYIELD INSD FD INC COM 62630E107 13 915 SH DEF 12 915
MUNIYIELD N J FD INC COM 62630L101 15 1000 SH DEF 12 1000
MUNIYIELD PA INSD FD COM 62630V109 6 400 SH DEF 12 400
MUNIYIELD QUALITY FD II COM 62630T104 10 804 SH DEF 12 804
MUNIYIELD QUALITY FD INC COM 626302103 11 750 SH DEF 12 750
MURPHY OIL CORP COM 626717102 1510 23127.02 SH DEF 12 23127.02
MURPHY OIL CORP COM 626717102 62 996 SH DEF 11 996
MURPHY OIL CORP COM 626717102 13428 205610 SH DEF 6 205610
MYERS INDS INC COM 628464109 3787 312468 SH DEF 12 312468
MYKROLIS CORP COM 62852P103 17 1082 SH DEF 12 1082
MYKROLIS CORP COM 62852P103 812 50500 SH DEF 3 50500
MYLAN LABS INC COM 628530107 309 9450 SH DEF 7 9450
MYLAN LABS INC COM 628530107 1826 72303.31 SH DEF 12 72303.31
MYLAN LABS INC COM 628530107 715 28290 SH DEF 3 17800 10490
MYLAN LABS INC COM 628530107 94 3075 SH DEF 11 3075
MYLAN LABS INC COM 628530107 164 6500 SH DEF 4 6500 0 0
MYRIAD GENETICS INC COM 62855J104 206 16050 SH DEF 12 16050
MYRIAD GENETICS INC COM 62855J104 15 1200 SH DEF 2 1200
NABI BIOPHARMACEUTICALS COM 629519109 212 16700 SH DEF 12 16700
NABORS INDUSTRIES LTD SHS G6359F103 5547 133670 SH DEF 2 129765 3905
NABORS INDUSTRIES LTD SHS G6359F103 215 5190 SH DEF 12 5190
NABORS INDUSTRIES LTD SHS G6359F103 106 2700 SH DEF 11 2700
NACCO INDS INC CL A 629579103 36437 407058 SH DEF 6 402693 110 4255
NACCO INDS INC CL A 629579103 45 500 SH DEF 2 500
NAM TAI ELECTRS INC COM PAR $0.02 629865205 1276 45426 SH DEF 3 40716 4710
NAM TAI ELECTRS INC COM PAR $0.02 629865205 154 5495 SH DEF 12 5495
NANOGEN INC COM 630075109 36 4000 SH DEF 12 4000
NANOMETRICS INC COM 630077105 3 200 SH DEF 12 200
NANOPHASE TCHNOLOGIES CORP COM 630079101 19 2400 SH DEF 12 2400
NAPRO BIOTHERAPUTICS INC COM 630795102 2 1000 SH DEF 12 1000
NARA BANCORP INC COM 63080P105 418 15150 SH DEF 3 12400 2750
NASDAQ 100 TR UNIT SER 1 631100104 94 2000 SH DEF 7 2000
NASDAQ 100 TR UNIT SER 1 631100104 262 7181 SH DEF 2 6901 280
NASDAQ 100 TR UNIT SER 1 631100104 387 11402 SH DEF 11 4000 3116 4286
NASDAQ 100 TR UNIT SER 1 631100104 5 125 SH DEF 4 125 0 0
NASDAQ 100 TR UNIT SER 1 631100104 2327 63824.04 SH DEF 12 63824.04
NASH FINCH CO COM 631158102 1101 49300 SH DEF 3 45200 4100
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 501 4470 SH DEF 2 4170 300
NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 7 175 SH DEF 12 175
NATIONAL BANKSHARES INC VA COM 634865109 20 400 SH DEF 12 400
NATIONAL CITY CORP COM 635405103 51 1600 SH DEF 11 1600
NATIONAL CITY CORP COM 635405103 1184 34873 SH DEF 5 22725 12148
NATIONAL CITY CORP COM 635405103 5744 169238 SH DEF 2 160922 8316
NATIONAL CITY CORP COM 635405103 239 7056 SH DEF 1 7056
NATIONAL CITY CORP COM 635405103 2505 73815.88 SH DEF 12 73815.88
NATIONAL CITY CORP COM 635405103 10 300 SH DEF 6 300
NATIONAL COMMERCE FINL CORP COM 63545P104 86 3306 SH DEF 11 1653 1653
NATIONAL COMMERCE FINL CORP COM 63545P104 1479 54219 SH DEF 12 54219
NATIONAL COMMERCE FINL CORP COM 63545P104 1416 51889 SH DEF 2 51489 400
NATIONAL COMMERCE FINL CORP COM 63545P104 16270 596390 SH DEF 3 445890 150500
NATIONAL COMMERCE FINL CORP COM 63545P104 3182 116655 SH DEF 1 116655
NATIONAL DENTEX CORP COM 63563H109 828 34500 SH DEF 6 32300 2200
NATIONAL FINL PARTNERS CORP COM 63607P208 1076 39040 SH DEF 3 38040 1000
NATIONAL FUEL GAS CO N J COM 636180101 15448 632070 SH DEF 6 632070
NATIONAL FUEL GAS CO N J COM 636180101 213 8712 SH DEF 12 8712
NATIONAL HEALTH INVS INC COM 63633D104 177 7100 SH DEF 12 7100
NATIONAL HEALTH INVS INC COM 63633D104 61 3000 SH DEF 11 2000 1000
NATIONAL HEALTH INVS INC COM 63633D104 3856 155000 SH DEF 3 88050 66950
NATIONAL HEALTH REALTY INC COM 635905102 26 1335 SH DEF 12 1335
NATIONAL HOME HEALTH CARE CO COM 636380107 580 61100 SH DEF 6 57300 3800
NATIONAL INSTRS CORP COM 636518102 14 300 SH DEF 12 300
NATIONAL PENN BANCSHARES INC COM 637138108 43 1498 SH DEF 11 1498
NATIONAL PENN BANCSHARES INC COM 637138108 22 680 SH DEF 12 680
NATIONAL PRESTO INDS INC COM 637215104 132 3650 SH DEF 12 3650
NATIONAL PROCESSING INC COM 637229105 714 30300 SH DEF 3 8600 21700
NATIONAL RESEARCH CORP COM 637372103 8 500 SH DEF 12 500
NATIONAL SEMICONDUCTOR CORP COM 637640103 134 3395 SH DEF 12 3395
NATIONAL SEMICONDUCTOR CORP COM 637640103 22866 580220 SH DEF 3 565820 14400
NATIONAL WESTN LIFE INS CO CL A 638522102 6036 39000 SH DEF 6 37900 1100
NATIONAL WESTN LIFE INS CO CL A 638522102 10 67 SH DEF 12 67
NATIONAL-OILWELL INC COM 637071101 0 12 SH DEF 12 12
NATIONAL-OILWELL INC COM 637071101 105 4690 SH DEF 6 4690
NATIONS BALANCED TARGET MAT COM 63857K107 16 1700 SH DEF 12 1700
NATIONWIDE FINL SVCS INC CL A 638612101 65 1954 SH DEF 2 1954
NATIONWIDE FINL SVCS INC CL A 638612101 14974 452942 SH DEF 6 398002 54940
NATIONWIDE FINL SVCS INC CL A 638612101 46 1394.78 SH DEF 12 1394.78
NATIONWIDE HEALTH PPTYS INC COM 638620104 15 800 SH DEF 11 800
NATIONWIDE HEALTH PPTYS INC COM 638620104 224 11200 SH DEF 9 11200
NATIONWIDE HEALTH PPTYS INC COM 638620104 2614 133695 SH DEF 12 133695
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 75 1800 SH DEF 12 1800
NATUZZI S P A ADR 63905A101 1864 184453 SH DEF 6 180927 3526
NAUTILUS GROUP INC COM 63910B102 35 2485 SH DEF 12 2485
NAUTILUS GROUP INC COM 63910B102 16963 1207200 SH DEF 6 1179295 165 27740
NAVARRE CORP COM 639208107 4 660 SH DEF 12 660
NAVARRE CORP COM 639208107 516 84916 SH DEF 6 84916
NAVIGANT CONSULTING INC COM 63935N107 279 14800 SH DEF 5 13300 1500
NAVIGANT INTL INC COM 63935R108 2686 193931 SH DEF 6 184058 9873
NAVISITE INC COM NEW 63935M208 0 58 SH DEF 12 58
NAVISTAR INTL CORP NEW COM 63934E108 4 80 SH DEF 12 80
NBT BANCORP INC COM 628778102 1132 52810 SH DEF 3 51910 900
NCI BUILDING SYS INC COM 628852105 27325 1142859 SH DEF 6 1123549 370 18940
NCO GROUP INC COM 628858102 170 7500 SH DEF 3 7500
NCO GROUP INC COM 628858102 3 150 SH DEF 12 150
NCO GROUP INC COM 628858102 2542 111900 SH DEF 6 111900
NCO PORTFOLIO MANAGEMENT INC COM 62885J108 1051 127706 SH DEF 6 122506 5200
NCR CORP NEW COM 62886E108 5 130 SH DEF 6 130
NCR CORP NEW COM 62886E108 69 1784 SH DEF 2 1784
NCR CORP NEW COM 62886E108 1 18 SH DEF 1 18
NCR CORP NEW COM 62886E108 1072 27634 SH DEF 12 27634
NDCHEALTH CORP COM 639480102 1 54 SH DEF 12 54
NEIGHBORCARE INC COM 64015Y104 2257 114260 SH DEF 3 77760 36500
NEIMAN MARCUS GROUP INC CL A 640204202 55 1023 SH DEF 12 1023
NEIMAN MARCUS GROUP INC CL A 640204202 7941 147960 SH DEF 3 142670 5290
NEIMAN MARCUS GROUP INC CL B 640204301 310 6200 SH DEF 6 6200
NEIMAN MARCUS GROUP INC CL B 640204301 8 150 SH DEF 12 150
NEKTAR THERAPEUTICS COM 640268108 9 650 SH DEF 2 650
NEKTAR THERAPEUTICS COM 640268108 24 1830 SH DEF 11 1830
NELNET INC CL A 64031N108 4 185 SH DEF 12 185
NELSON THOMAS INC COM 640376109 302 15600 SH DEF 3 15600
NEOGEN CORP COM 640491106 5 220 SH DEF 12 220
NEOPHARM INC COM 640919106 0 0 SH DEF 12 0
NEORX CORP COM PAR $0.02 640520300 23 5520 SH DEF 12 5520
NEOWARE SYS INC COM 64065P102 297 21700 SH DEF 12 21700
NETBANK INC COM 640933107 40 3000 SH DEF 12 3000
NETBANK INC COM 640933107 8412 630087 SH DEF 6 610087 20000
NETEASE COM INC SPONSORED ADR 64110W102 55915 1514500 SH DEF 13 1514500
NETEGRITY INC COM 64110P107 16 1600 SH DEF 12 1600
NETFLIX COM INC COM 64110L106 997 18239 SH DEF 5 18239
NETFLIX COM INC COM 64110L106 68 1240 SH DEF 12 1240
NETIQ CORP COM 64115P102 7 500 SH DEF 12 500
NETMANAGE INC COM NEW 641144308 11 2072 SH DEF 12 2072
NETOPIA INC COM 64114K104 7 500 SH DEF 12 500
NETOPIA INC COM 64114K104 9647 661690 SH DEF 3 539600 122090
NETWORK APPLIANCE INC COM 64120L104 376 18309 SH DEF 12 18309
NETWORK APPLIANCE INC COM 64120L104 1115 54533 SH DEF 1 54533
NETWORK APPLIANCE INC COM 64120L104 29 1400 SH DEF 2 1400
NETWORK APPLIANCE INC COM 64120l104 0 19 SH DEF 4 19 0 0
NETWORK APPLIANCE INC COM 64120L104 7216 353050 SH DEF 3 352000 1050
NETWORK APPLIANCE INC COM 64120L104 3 100 SH DEF 7 100
NETWORKS ASSOCS INC COM 640938106 471 31325 SH DEF 12 31325
NEUBERGER BERMAN INCOME OPP COM SHS 64126L108 156 10412.95 SH DEF 12 10412.95
NEUBERGER BERMAN INTER MUNI COM 64124P101 12 919.22 SH DEF 12 919.22
NEUBERGER BERMAN RE ES SEC F COM 64190A103 313 21030 SH DEF 12 21030
NEUBERGER BERMAN REAL INCM F COM 64126D106 7 350 SH DEF 12 350
NEUBERGER BERMAN RLTY INC FD COM 64126G109 692 40600.45 SH DEF 12 40600.45
NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 6 1000 SH DEF 12 1000
NEUROCRINE BIOSCIENCES INC COM 64125C109 120 2200 SH DEF 12 2200
NEUROGEN CORP COM 64124E106 0 0 SH DEF 12 0
NEW AMER HIGH INCOME FD INC COM 641876107 17 7800 SH DEF 12 7800
NEW CENTURY FINANCIAL CORP COM 64352D101 56122 1414729 SH DEF 3 1138210 276519
NEW CENTURY FINANCIAL CORP COM 64352D101 13799 347850 SH DEF 6 334650 13200
NEW CENTURY FINANCIAL CORP COM 64352D101 48 1222 SH DEF 12 1222
NEW ENGLAND BUSINESS SVC INC COM 643872104 7472 253300 SH DEF 6 244400 8900
NEW ENGLAND BUSINESS SVC INC COM 643872104 5901 200017 SH DEF 5 200017
NEW ENGLAND BUSINESS SVC INC COM 643872104 59 2000 SH DEF 2 2000
NEW ENGLAND BUSINESS SVC INC COM 643872104 5330 180690 SH DEF 3 144490 36200
NEW ENGLAND BUSINESS SVC INC COM 643872104 44 1495 SH DEF 12 1495
NEW FRONTIER MEDIA INC COM 644398109 587 63470 SH DEF 3 24700 38770
NEW IRELAND FUND INC COM 645673104 22 1500 SH DEF 12 1500
NEW JERSEY RES COM 646025106 255 6614.34 SH DEF 12 6614.34
NEW JERSEY RES COM 646025106 30 771 SH DEF 4 771 0 0
NEW PLAN EXCEL RLTY TR INC COM 648053106 25 1000 SH DEF 2 1000
NEW PLAN EXCEL RLTY TR INC COM 648053106 10 400 SH DEF 1 400
NEW PLAN EXCEL RLTY TR INC COM 648053106 1359 55084.79 SH DEF 12 55084.79
NEW PLAN EXCEL RLTY TR INC COM 648053106 120 5000 SH DEF 11 2500 2500
NEW YORK CMNTY BANCORP INC COM 649445103 381 10000 SH DEF 6 10000
NEW YORK CMNTY BANCORP INC COM 649445103 202 5305 SH DEF 4 5305 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 29 768 SH DEF 12 768
NEW YORK TIMES CO CL A 650111107 1777 37180 SH DEF 12 37180
NEW YORK TIMES CO CL A 650111107 204 4490 SH DEF 11 4490
NEW YORK TIMES CO CL A 650111107 65 1350 SH DEF 2 1350
NEW YORK TIMES CO CL A 650111107 67 1400 SH DEF 4 1400 0 0
NEW YORK TIMES CO CL A 650111107 62 1000 SH DEF 7 1000
NEW YORK TIMES CO CL A 650111107 11305 236566 SH DEF 5 224333 12233
NEWELL RUBBERMAID INC COM 651229106 974 41750 SH DEF 9 41750
NEWELL RUBBERMAID INC COM 651229106 4641 203818 SH DEF 12 203818.91
NEWELL RUBBERMAID INC COM 651229106 318 14275 SH DEF 11 1675 450 12150
NEWELL RUBBERMAID INC COM 651229106 5027 220790 SH DEF 2 219990 800
NEWFIELD EXPL CO COM 651290108 60 1339 SH DEF 12 1339
NEWFIELD EXPL CO COM 651290108 53112 1192460 SH DEF 3 986910 205550
NEWFIELD EXPL CO COM 651290108 13763 309000 SH DEF 6 309000
NEWMONT MINING CORP COM 651639106 249 5121 SH DEF 2 5121
NEWMONT MINING CORP COM 651639106 135 2146 SH DEF 7 2146
NEWMONT MINING CORP COM 651639106 170 3500 SH DEF 4 3500 0 0
NEWMONT MINING CORP COM 651639106 2253 46348.11 SH DEF 12 46348.11
NEWMONT MINING CORP COM 651639106 79 2025 SH DEF 11 2025
NEWMONT MINING CORP COM 651639106 273 5623 SH DEF 5 5123 500
NEWPARK RES INC COM PAR $.01NEW 651718504 167 34932 SH DEF 2 34932
NEWPORT CORP COM 651824104 96 5795 SH DEF 12 5795
NEWS CORP LTD SP ADR PFD 652487802 11 363 SH DEF 11 363
NEWS CORP LTD ADR NEW 652487703 14 375 SH DEF 11 375
NEWS CORP LTD SP ADR PFD 652487802 32387 1070647 SH DEF 8 638454 432193
NEWS CORP LTD SP ADR PFD 652487802 74374 2458658 SH DEF 10 2158240 300418
NEWS CORP LTD SP ADR PFD 652487802 0 0 SH DEF 1
NEWS CORP LTD SP ADR PFD 652487802 2 58 SH DEF 2 58
NEXEN INC COM 65334H102 15821 337200 SH DEF 7 337200
NEXTEL COMMUNICATIONS INC CL A 65332V103 1219 43425 SH DEF 9 43425
NEXTEL COMMUNICATIONS INC CL A 65332V103 15131 539226.1 SH DEF 12 539226.1
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 6881 13242000 PRN DEF
NEXTEL COMMUNICATIONS INC CL A 65332V103 1885840 67207403 SH DEF 10 59646708 7560695
NEXTEL COMMUNICATIONS INC CL A 65332V103 1393 38400 SH DEF 7 38400
NEXTEL COMMUNICATIONS INC CL A 65332V103 795655 28355500 SH DEF 8 16470500 11885000
NEXTEL COMMUNICATIONS INC CL A 65332V103 15113 538590 SH DEF 3 526620 11970
NEXTEL COMMUNICATIONS INC CL A 65332v103 93 3300 SH DEF 4 3300 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 115 4110 SH DEF 2 3900 210
NEXTEL COMMUNICATIONS INC CL A 65332V103 4909 206665 SH DEF 11 178960 20105 7600
NEXTEL PARTNERS INC CL A 65333F107 5048 375280 SH DEF 12 375280
NIC INC COM 62914B100 74 9200 SH DEF 12 9200
NICHOLAS APPLEGATE CV&INC FD COM 65370G109 885 57377.04 SH DEF 12 57377.04
NICHOLAS-APPLEGATE CV & INC COM 65370F101 2628 158682 SH DEF 12 158682.49
NICOR INC COM 654086107 24638 723800 SH DEF 6 702800 21000
NICOR INC COM 654086107 848 24899 SH DEF 12 24899
NII HLDGS INC CL B NEW 62913F201 4858 65100 SH DEF 8 55000 10100
NII HLDGS INC CL B NEW 62913F201 89 1195 SH DEF 12 1195
NII HLDGS INC CL B NEW 62913F201 11916 159670 SH DEF 3 155760 3910
NII HLDGS INC CL B NEW 62913F201 97019 1300000 SH DEF 13 1300000
NII HLDGS INC CL B NEW 62913F201 67167 900000 SH DEF 10 900000
NIKE INC CL B 654106103 2654 30000 SH DEF 7 30000
NIKE INC CL B 654106103 7 100 SH DEF 1 100
NIKE INC CL B 654106103 19 280 SH DEF 3 280
NIKE INC CL B 654106103 3 50 SH DEF 6 50
NIKE INC CL B 654106103 330 4820 SH DEF 2 4820
NIKE INC CL B 654106103 5474 84660 SH DEF 11 69430 15230
NIKE INC CL B 654106103 745 10889.27 SH DEF 12 10889.27
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 75 3190 SH DEF 11 3190
NISOURCE INC COM 65473P105 24 1075 SH DEF 2 1075
NISOURCE INC COM 65473P105 211 9600 SH DEF 6 9600
NISOURCE INC COM 65473P105 1998 91070.18 SH DEF 12 91070.18
NN INC COM 629337106 181 14400 SH DEF 3 14400
NN INC COM 629337106 51 4000 SH DEF 11 2000 2000
NN INC COM 629337106 480 38150 SH DEF 12 38150
NOBLE CORPORATION SHS G65422100 8 231 SH DEF 6 231
NOBLE CORPORATION SHS G65422100 138 3852 SH DEF 12 3852
NOBLE CORPORATION SHS G65422100 329 9200 SH DEF 5 7200 2000
NOBLE ENERGY INC COM 655044105 470 10574 SH DEF 12 10574
NOBLE INTL LTD COM 655053106 2101 91800 SH DEF 6 86900 4900
NOBLE INTL LTD COM 655053106 11 500 SH DEF 12 500
NOKIA CORP SPONSORED ADR 654902204 6354 373789 SH DEF 2 364789 9000
NOKIA CORP SPONSORED ADR 654902204 7063 415440 SH DEF 6 344630 70810
NOKIA CORP SPONSORED ADR 654902204 42 2499 SH DEF 4 2499 0 0
NOKIA CORP SPONSORED ADR 654902204 385 22625 SH DEF 9 22625
NOKIA CORP SPONSORED ADR 654902204 306 18025 SH DEF 5 13425 4600
NOKIA CORP SPONSORED ADR 654902204 18003 1059000 SH DEF 10 1059000
NOKIA CORP SPONSORED ADR 654902204 137 6240 SH DEF 7 6240
NOKIA CORP SPONSORED ADR 654902204 155 9322 SH DEF 11 5800 3522
NOLAND CO COM 655286102 38 905 SH DEF 12 905
NOMURA HLDGS INC SPONSORED ADR 65535H208 11249 661995 SH DEF 6 628725 33270
NORANDA INC COM 655422103 8267 402300 SH DEF 7 402300
NORDIC AMERICAN TANKER SHIPP COM G65773106 5 300 SH DEF 12 300
NORDSON CORP COM 655663102 3897 112610 SH DEF 3 55290 57320
NORDSTROM INC COM 655664100 10 300 SH DEF 3 300
NORDSTROM INC COM 655664100 461 13450 SH DEF 12 13450
NORFOLK SOUTHERN CORP COM 655844108 151 7176 SH DEF 11 7176
NORFOLK SOUTHERN CORP COM 655844108 510 21550 SH DEF 6 21550
NORFOLK SOUTHERN CORP COM 655844108 32 1350 SH DEF 4 1350 0 0
NORFOLK SOUTHERN CORP COM 655844108 1479 62550 SH DEF 5 41550 21000
NORFOLK SOUTHERN CORP COM 655844108 3120 131906 SH DEF 12 131906.21
NORFOLK SOUTHERN CORP COM 655844108 3147 133066 SH DEF 2 131716 1350
NORSK HYDRO A S SPONSORED ADR 656531605 275 4450 SH DEF 2 4050 400
NORTEL NETWORKS CORP NEW COM 656568102 3701 874930 SH DEF 12 874930
NORTEL NETWORKS CORP NEW COM 656568102 89 21026 SH DEF 2 19426 1600
NORTEL NETWORKS CORP NEW COM 656568102 687 162320 SH DEF 5 103900 58420
NORTEL NETWORKS CORP NEW COM 656568102 30366 5531148 SH DEF 7 5531148
NORTH AMERN PALLADIUM LTD COM 656912102 561 70800 SH DEF 3 9800 61000
NORTH CENT BANCSHARES INC COM 658418108 402 10900 SH DEF 6 9900 1000
NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 51 2000 SH DEF 12 2000
NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 8 315 SH DEF 2 315
NORTH FORK BANCORPORATION NY COM 659424105 8696 214877 SH DEF 12 214877.97
NORTH FORK BANCORPORATION NY COM 659424105 11745 290212 SH DEF 1 212337 77875
NORTH FORK BANCORPORATION NY COM 659424105 109 2700 SH DEF 6 2700
NORTH FORK BANCORPORATION NY COM 659424105 1727 41700 SH DEF 9 41700
NORTH FORK BANCORPORATION NY COM 659424105 156 3850 SH DEF 2 2850 1000
NORTH FORK BANCORPORATION NY COM 659424105 202 5000 SH DEF 5 5000
NORTH PITTSBURGH SYS INC COM 661562108 1330 70348 SH DEF 12 70348
NORTH VALLEY BANCORP COM 66304M105 1113 72920 SH DEF 6 69020 3900
NORTHEAST PA FINL CORP COM 663905107 6 300 SH DEF 12 300
NORTHEAST UTILS COM 664397106 6377 316180 SH DEF 3 115980 200200
NORTHEAST UTILS COM 664397106 1 42 SH DEF 1 42
NORTHEAST UTILS COM 664397106 13867 687530 SH DEF 6 687530
NORTHEAST UTILS COM 664397106 57 2850 SH DEF 12 2850
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 673 17131 SH DEF 12 17131
NORTHERN TR CORP COM 665859104 111 2400 SH DEF 1 2400
NORTHERN TR CORP COM 665859104 2657 57234.02 SH DEF 12 57234.02
NORTHERN TR CORP COM 665859104 375 8100 SH DEF 5 6700 1400
NORTHERN TR CORP COM 665859104 200 4350 SH DEF 11 3925 425
NORTHERN TR CORP COM 665859104 1389 29928 SH DEF 2 29928
NORTHFIELD LABS INC COM 666135108 7 1000 SH DEF 12 1000
NORTHGATE EXPL LTD COM 666416102 27 10000 SH DEF 7 10000
NORTHRIM BANCORP INC COM 666762109 276 12000 SH DEF 1 12000
NORTHRIM BANCORP INC COM 666762109 1795 78048 SH DEF 6 75738 2310
NORTHROP GRUMMAN CORP COM 666807102 1284 13434.33 SH DEF 12 13434.33
NORTHROP GRUMMAN CORP COM 666807102 52 544 SH DEF 2 544
NORTHROP GRUMMAN CORP COM 666807102 27826 291073 SH DEF 6 256993 34080
NORTHROP GRUMMAN CORP COM 666807102 983 10143 SH DEF 9 10143
NORTHROP GRUMMAN CORP COM 666807102 29 335 SH DEF 11 335
NORTHWEST AIRLS CORP CL A 667280101 13 1000 SH DEF 12 1000
NORTHWEST BANCORP INC PA COM 667328108 11 504 SH DEF 12 504
NORTHWEST NAT GAS CO COM 667655104 18 600 SH DEF 12 600
NORTHWEST PIPE CO COM 667746101 380 28553 SH DEF 6 28553
NOVA CHEMICALS CORP COM 66977W109 31315 893700 SH DEF 7 893700
NOVADIGM INC COM 669937104 20 5200 SH DEF 12 5200
NOVARTIS A G SPONSORED ADR 66987V109 69 1500 SH DEF 1 1500
NOVARTIS A G SPONSORED ADR 66987V109 8743 190538 SH DEF 6 178028 12510
NOVARTIS A G SPONSORED ADR 66987V109 610 13300 SH DEF 2 12500 800
NOVASTAR FINL INC COM 669947400 36 830 SH DEF 12 830
NOVAVAX INC COM 670002104 62 10300 SH DEF 3 10300
NOVAVAX INC COM 670002104 16 2675 SH DEF 12 2675
NOVELL INC COM 670006105 103 9770 SH DEF 12 9770
NOVELL INC COM 670006105 5 500 SH DEF 6 500
NOVELL INC COM 670006105 11 1000 SH DEF 2 1000
NOVELLUS SYS INC COM 670008101 94 2225 SH DEF 12 2225
NOVO-NORDISK A S ADR 670100205 422 10300 SH DEF 2 10300
NPS PHARMACEUTICALS INC COM 62936P103 68 2200 SH DEF 12 2200
NSTAR COM 67019E107 38 800 SH DEF 11 800
NSTAR COM 67019E107 1143 23562.15 SH DEF 12 23562.15
NSTAR COM 67019E107 9613 198215 SH DEF 6 198215
NSTOR TECHNOLOGIES INC COM 67018N108 21 42000 SH DEF 12 42000
NTN COMMUNUNICATIONS INC COM NEW 629410309 28 7500 SH DEF 7500
NTT DOCOMO INC SPONS ADR 62942M201 1 50 SH DEF 6 50
NU SKIN ENTERPRISES INC CL A 67018T105 18649 1091240 SH DEF 3 828290 262950
NUANCE COMMUNICATIONS INC COM 669967101 362 47435 SH DEF 12 47435
NUCOR CORP COM 670346105 532 9500 SH DEF 3 9500
NUCOR CORP COM 670346105 31 600 SH DEF 11 300 300
NUCOR CORP COM 670346105 58 1042 SH DEF 2 822 220
NUCOR CORP COM 670346105 318 5670 SH DEF 6 5670
NUCOR CORP COM 670346105 1547 27621.55 SH DEF 12 27621.55
NUEVO ENERGY CO COM 670509108 15631 646730 SH DEF 3 581680 65050
NUEVO ENERGY CO COM 670509108 5900 244100 SH DEF 6 231100 13000
NUI CORP COM 629431107 21 1300 SH DEF 12 1300
NUTRACEUTICAL INTL CORP COM 67060Y101 289 26200 SH DEF 6 25600 600
NUVEEN ARIZ PREM INCOME MUN COM 67061W104 24 1500 SH DEF 12 1500
NUVEEN CALIF PERFORM PLUS MU COM 67062Q106 15 1000 SH DEF 12 1000
NUVEEN CALIF PREM INCOME MUN COM 6706L0102 14 1000 SH DEF 12 1000
NUVEEN CALIF QUALITY INCM MU COM 670985100 11 700 SH DEF 12 700
NUVEEN CT DIV ADV MUN FD 3 COM 67071Y108 210 15201 SH DEF 12 15201.66
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X101 3301 231159 SH DEF 12 231159.43
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 2880 188583 SH DEF 12 188583.66
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 544 34785 SH DEF 12 34785.33
NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 404 26091 SH DEF 12 26091
NUVEEN FLA INVT QUALITY MUN COM 670970102 83 5000 SH DEF 12 5000
NUVEEN FLA QUALITY INCOME MU COM 670978105 55 3375 SH DEF 12 3375
NUVEEN GA PREM INCOME MUN FD SH BEN INT 67060F102 14 800 SH DEF 12 800
NUVEEN INS FL TX FR ADV MUN COM 670655109 51 3300 SH DEF 12 3300
NUVEEN INSD DIVID ADVANTAGE COM 67071L106 343 22592 SH DEF 12 22597.2
NUVEEN INSD FLA PREM INCOME COM 67101V108 198 11537 SH DEF 12 11537
NUVEEN INSD MUN OPPORTUNITY COM 670984103 910 56283.29 SH DEF 12 56283.29
NUVEEN INSD NEW YORK DIVID COM 67071N102 5 367 SH DEF 12 367
NUVEEN INSD NY PREM INCOME F COM 67101R107 27 1700 SH DEF 12 1700
NUVEEN INSD PREM INCOME MUN COM 6706D8104 228 15599 SH DEF 12 15599
NUVEEN INSD QUALITY MUN FD I COM 67062N103 457 27407 SH DEF 12 27407
NUVEEN INVT QUALITY MUN FD I COM 67062E103 980 63779.95 SH DEF 12 63779.95
NUVEEN INVTS INC CL A 67090F106 3265 122450 SH DEF 3 61450 61000
NUVEEN INVTS INC CL A 67090F106 727 27266 SH DEF 12 27266
NUVEEN INVTS INC CL A 67090F106 41 1500 SH DEF 11 900 600
NUVEEN MASS DIVID ADVANTAG M COM SH BEN INT 67069P101 22 1344.83 SH DEF 12 1344.83
NUVEEN MD DIV ADV MUN FD 3 COM 67072A109 167 12366.56 SH DEF 12 12366.56
NUVEEN MD DIV ADV MUNI FD 2 COM SH BEN INT 67070V105 297 18749.58 SH DEF 12 18749.58
NUVEEN MD DIVID ADVANTAGE MU COM SH BEN INT 67069R107 834 49706.55 SH DEF 12 49706.55
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 629 38731.83 SH DEF 12 38731.83
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 2482 158579 SH DEF 12 158579.09
NUVEEN MUN HIGH INC OPP FD COM 670682103 524 34342 SH DEF 12 34342
NUVEEN MUN INCOME FD INC COM 67062J102 80 8337 SH DEF 12 8337
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 2361 163054 SH DEF 12 163054
NUVEEN MUN VALUE FD INC COM 670928100 878 94180.18 SH DEF 12 94180.18
NUVEEN N C DIV ADV FD 2 COM 67071D104 218 13800.95 SH DEF 12 13800.95
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P100 154 9010 SH DEF 12 9010
NUVEEN NC DIV ADV MUN FD 3 COM 67072D103 188 12409 SH DEF 12 12409
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N106 162 9725.14 SH DEF 12 9725.14
NUVEEN NEW JERSEY DIVID COM 67071T109 15 1000 SH DEF 12 1000
NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 38 2500 SH DEF 12 2500
NUVEEN NJ INVT QUALITY MUN F COM 670971100 129 8067 SH DEF 12 8067
NUVEEN NJ PREM INCOME MUN FD COM 67101N106 23 1401.06 SH DEF 12 1401.06
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 8 500 SH DEF 12 500
NUVEEN NY QUALITY INCM MUN F COM 670986108 90 5800 SH DEF 12 5800
NUVEEN NY SELECT QUALITY MUN COM 670976109 21 1340 SH DEF 12 1340
NUVEEN OH DIV ADV MUNI FD 2 COM SH BEN INT 67070R104 26 1650 SH DEF 12 1650
NUVEEN OH DIV ADVANTAGE MUN COM 67070C107 40 2502.31 SH DEF 12 2502.31
NUVEEN OHIO DIVID ADVANTAGE COM 67071V104 83 5215 SH DEF 12 5215
NUVEEN OHIO QUALITY INCOME M COM 670980101 220 12000 SH DEF 12 12000
NUVEEN PA DIV ADVANTAGE MUN COM 67070E103 87 5337.27 SH DEF 12 5337.27
NUVEEN PA DIVID ADVANTAGE MU COM 67071W102 42 2648.12 SH DEF 12 2648.12
NUVEEN PA INVT QUALITY MUN F COM 670972108 376 24007.99 SH DEF 12 24007.99
NUVEEN PA PREM INCOME MUN FD COM 67061F101 93 5898.57 SH DEF 12 5898.57
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 1747 116448 SH DEF 12 116448.02
NUVEEN PFD & CONV INC FD COM 67073B106 1596 101859.1 SH DEF 12 101859.1
NUVEEN PFD & CONV INCOME FD COM SHS 67073D102 880 60250.88 SH DEF 12 60250.88
NUVEEN PREM INCOME MUN FD COM 67062T100 3039 208976 SH DEF 12 208976.01
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 624 42917.33 SH DEF 12 42917.33
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 307 24130.15 SH DEF 12 24130.15
NUVEEN PREMIER INSD MUN INCO COM 670987106 66 4050 SH DEF 12 4050
NUVEEN PREMIER MUN INCOME FD COM 670988104 293 19886.12 SH DEF 12 19886.12
NUVEEN QUALITY INCOME MUN FD COM 670977107 533 36461.23 SH DEF 12 36461.23
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 174 11010 SH DEF 12 11010
NUVEEN QUALITY PFD INCOME FD COM 67072C105 160 10000 SH DEF 8 10000
NUVEEN QUALITY PFD INCOME FD COM 67072C105 1882 117914 SH DEF 12 117914.39
NUVEEN QUALITY PFD INCOME FD COM 67071S101 1157 73086.26 SH DEF 12 73086.26
NUVEEN REAL ESTATE INCOME FD COM 67071B108 1095 58568.85 SH DEF 12 58568.85
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T101 109 11400 SH DEF 12 11400
NUVEEN SELECT QUALITY MUN FD COM 670973106 2480 163704 SH DEF 12 163704.64
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 193 14170 SH DEF 12 14170
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 173 13015 SH DEF 12 13015
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X100 57 4300 SH DEF 12 4300
NUVEEN SR INCOME FD COM 67067Y104 336 35968.62 SH DEF 12 35968.62
NUVEEN TAX FREE ADV MUN FD COM 670657105 318 20774.39 SH DEF 12 20774.39
NUVEEN VA DIV ADV MUNI FD 2 COM 67071C106 289 16807.32 SH DEF 12 16807.32
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M108 789 46390.76 SH DEF 12 46390.76
NUVEEN VA PREM INCOME MUN FD COM 67064R102 323 18770.59 SH DEF 12 18770.59
NUVELO INC COM 67072M103 2 600 SH DEF 12 600
NUVELO INC COM 67072M103 6 1630 SH DEF 2 1630
NVE CORP COM NEW 629445206 829 16155 SH DEF 12 16155
NVIDIA CORP COM 67066G104 281 12100 SH DEF 5 11100 1000
NVIDIA CORP COM 67066G104 194 8350 SH DEF 12 8350
NVR INC COM 62944T105 22787 48900 SH DEF 3 37500 11400
NYMOX PHARMACEUTICAL CORP COM 67076P102 7 2000 SH DEF 12 2000
O CHARLEYS INC COM 670823103 3078 171500 SH DEF 6 162600 8900
O REILLY AUTOMOTIVE INC COM 686091109 4 104 SH DEF 12 104
OAKLEY INC COM 673662102 10 700 SH DEF 12 700
OCCIDENTAL PETE CORP DEL COM 674599105 94 2220 SH DEF 2 2000 220
OCCIDENTAL PETE CORP DEL COM 674599105 1050 24850 SH DEF 5 17200 7650
OCCIDENTAL PETE CORP DEL COM 674599105 39 1000 SH DEF 11 1000
OCCIDENTAL PETE CORP DEL COM 674599105 8 180 SH DEF 6 180
OCCIDENTAL PETE CORP DEL COM 674599105 968 22925.79 SH DEF 12 22925.79
OCEANEERING INTL INC COM 675232102 4422 157940 SH DEF 3 154140 3800
OCEANFIRST FINL CORP COM 675234108 37 1350 SH DEF 12 1350
OCTEL CORP COM 675727101 39 2000 SH DEF 12 2000
OCULAR SCIENCES INC COM 675744106 2165 75410 SH DEF 3 74120 1290
OCWEN FINL CORP COM 675746101 136 15360 SH DEF 2 15360
ODYSSEY RE HLDGS CORP COM 67612w108 279 12355 SH DEF 4 12355 0 0
ODYSSEY RE HLDGS CORP COM 67612W108 7322 324690 SH DEF 6 316490 8200
OFFICE DEPOT INC COM 676220106 810 48477 SH DEF 12 48477
OFFICE DEPOT INC COM 676220106 284 16980 SH DEF 6 16980
OFFSHORE LOGISTICS INC COM 676255102 530 21600 SH DEF 3 21600
OFFSHORE LOGISTICS INC COM 676255102 11282 460100 SH DEF 6 445000 15100
OFFSHORE LOGISTICS INC COM 676255102 15 690 SH DEF 11 690
OGE ENERGY CORP COM 670837103 17575 726540 SH DEF 6 711440 15100
OGE ENERGY CORP COM 670837103 37 1600 SH DEF 11 800 800
OGE ENERGY CORP COM 670837103 17 712 SH DEF 2 712
OGE ENERGY CORP COM 670837103 835 34533 SH DEF 12 34533
OHIO CAS CORP COM 677240103 89 5100 SH DEF 2 4000 1100
OHIO CAS CORP COM 677240103 763 43975 SH DEF 12 43975
OIL STS INTL INC COM 678026105 7986 572870 SH DEF 3 488270 84600
OIL STS INTL INC COM 678026105 12283 881100 SH DEF 6 851300 29800
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 118 1900 SH DEF 12 1900
OILGEAR CO COM 678042102 4 924 SH DEF 12 924
OLD DOMINION FGHT LINES INC COM 679580100 2668 78300 SH DEF 3 37200 41100
OLD DOMINION FGHT LINES INC COM 679580100 213 6247 SH DEF 12 6247
OLD NATL BANCORP IND COM 680033107 764 33427 SH DEF 6 32327 1100
OLD POINT FINL CORP COM 680194107 355 11185 SH DEF 12 11185
OLD REP INTL CORP COM 680223104 5697 224655 SH DEF 6 224655
OLD REP INTL CORP COM 680223104 39 1375 SH DEF 11 550 825
OLD REP INTL CORP COM 680223104 1248 49221 SH DEF 12 49221
OLD REP INTL CORP COM 680223104 20408 804720 SH DEF 3 768210 36510
OLD SECOND BANCORP INC ILL COM 680277100 60 1205 SH DEF 12 1205
OLIN CORP COM PAR $1 680665205 190 9456 SH DEF 12 9456
OMEGA FINL CORP COM 682092101 108 2800 SH DEF 12 2800
OMEGA HEALTHCARE INVS INC COM 681936100 8 881 SH DEF 12 881
OMEGA PROTEIN CORP COM 68210P107 8 1100 SH DEF 12 1100
OMI CORP NEW COM Y6476W104 21 2380 SH DEF 12 2380
OMI CORP NEW COM Y6476W104 8463 947730 SH DEF 3 800510 147220
OMNI ENERGY SERVICES COM NEW 68210T208 0 0 SH DEF 12 0
OMNICARE INC COM 681904108 284 7028 SH DEF 12 7028
OMNICARE INC COM 681904108 6 140 SH DEF 6 140
OMNICARE INC COM 681904108 11693 289500 SH DEF 8 145500 144000
OMNICARE INC COM 681904108 75731 1875000 SH DEF 13 1875000
OMNICARE INC COM 681904108 85 2100 SH DEF 4 2100 0 0
OMNICARE INC COM 681904108 1366 33830 SH DEF 3 17800 16030
OMNICELL INC COM 68213N109 73 4500 SH DEF 12 4500
OMNICOM GROUP INC COM 681919106 1281 14663.04 SH DEF 12 14663.04
OMNICOM GROUP INC COM 681919106 7589 86900 SH DEF 3 86200 700
OMNICOM GROUP INC COM 681919106 210 2400 SH DEF 6 2400
OMNICOM GROUP INC COM 681919106 1287 14736 SH DEF 5 12736 2000
OMNICOM GROUP INC COM 681919106 86 985 SH DEF 4 985 0 0
OMNOVA SOLUTIONS INC COM 682129101 2 475 SH DEF 12 475
ON ASSIGNMENT INC COM 682159108 21 4050 SH DEF 12 4050
ON SEMICONDUCTOR CORP COM 682189105 1 100 SH DEF 12 100
ON-SITE SOURCING INC COM 682195102 3 1000 SH DEF 12 1000
ONE LIBERTY PPTYS INC COM 682406103 119 5985 SH DEF 12 5985
ONEIDA LTD COM 682505102 0 16 SH DEF 12 16
ONEOK INC NEW COM 682680103 34662 1569840 SH DEF 6 1518740 51100
ONEOK INC NEW COM 682680103 110 5000 SH DEF 12 5000
ONVIA COM INC COM NEW 68338T403 0 30 SH DEF 12 30
ONYX ACCEP CORP COM 682914106 723 61300 SH DEF 6 58200 3100
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 345000 5000 SH DEF 5000
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 676 9200 SH DEF 3 9100 100
OPEN TEXT CORP COM 683715106 123 6400 SH DEF 3 6400
OPENWAVE SYS INC COM NEW 683718308 3 283 SH DEF 12 283
OPINION RESH CORP COM 683755102 110 17300 SH DEF 6 17300
OPNET TECHNOLOGIES INC COM 683757108 10 600 SH DEF 12 600
OPPENHEIMER MULTI-SECTOR INC SH BEN INT 683933105 216 25090 SH DEF 12 25090
OPSWARE INC COM 68383A101 15 2000 SH DEF 12 2000
OPTELECOM INC COM PAR $0.03 683818207 6 700 SH DEF 12 700
OPTI INC COM 683960108 3 2000 SH DEF 12 2000
OPTIBASE LTD ORD M7524R108 313 47950 SH DEF 3 35600 12350
OPTIMAL ROBOTICS CORP CL A NEW 68388R208 105 13100 SH DEF 12 13100
ORACLE CORP COM 68389X105 8737 660401 SH DEF 3 646901 13500
ORACLE CORP COM 68389X105 1017 71770 SH DEF 9 71770
ORACLE CORP COM 68389X105 26 1979 SH DEF 4 1979 0 0
ORACLE CORP COM 68389X105 34 2000 SH DEF 7 2000
ORACLE CORP COM 68389X105 536 40480 SH DEF 5 20000 20480
ORACLE CORP COM 68389X105 4983 377513 SH DEF 2 350813 26700
ORACLE CORP COM 68389X105 7833 593423 SH DEF 12 593423
ORACLE CORP COM 68389X105 5099 385393 SH DEF 1 7000 378393
ORACLE CORP COM 68389X105 3770 308119 SH DEF 11 265719 38756 3644
ORASURE TECHNOLOGIES INC COM 68554V108 80 10000 SH DEF 12 10000
ORBITAL SCIENCES CORP COM 685564106 902 75000 SH DEF 3 30600 44400
ORBITAL SCIENCES CORP COM 685564106 34 2850 SH DEF 12 2850
ORBOTECH LTD ORD M75253100 22 1000 SH DEF 11 1000
ORBOTECH LTD ORD M75253100 14190 593794 SH DEF 6 580432 13362
ORCHID BIOSCIENCES INC COM 68571P100 56 30232 SH DEF 12 30232
ORIENT-EXPRESS HOTELS LTD CL A G67743107 12 750 SH DEF 12 750
ORIENTAL FINL GROUP INC COM 68618W100 2311 89923 SH DEF 6 89923
ORIENTAL FINL GROUP INC COM 68618W100 4974 193548 SH DEF 3 179028 14520
ORIX CORP SPONSORED ADR 686330101 585 14330 SH DEF 6 14330
ORPHAN MED INC COM 687303107 62 6050 SH DEF 12 6050
ORTHODONTIC CTRS AMER INC COM 68750P103 5901 733100 SH DEF 6 698500 34600
ORTHODONTIC CTRS AMER INC COM 68750P103 12 1500 SH DEF 12 1500
OSHKOSH B GOSH INC CL A 688222207 8031 374075 SH DEF 6 363685 120 10270
OSHKOSH TRUCK CORP COM 688239201 102 2000 SH DEF 2 2000
OSHKOSH TRUCK CORP COM 688239201 27424 537400 SH DEF 3 484040 53360
OSI PHARMACEUTICALS INC COM 671040103 0 7 SH DEF 12 7
OSTEOTECH INC COM 688582105 610 69340 SH DEF 3 8840 60500
OTTER TAIL CORP COM 689648103 21 800 SH DEF 12 800
OUTBACK STEAKHOUSE INC COM 689899102 47 1150 SH DEF 11 275 600 275
OUTBACK STEAKHOUSE INC COM 689899102 906 20490 SH DEF 12 20490
OVERLAND STORAGE INC COM 690310107 2306 122700 SH DEF 3 121500 1200
OVERLAND STORAGE INC COM 690310107 9 500 SH DEF 12 500
OVERSEAS SHIPHOLDING GROUP I COM 690368105 11 330 SH DEF 3 330
OVERSEAS SHIPHOLDING GROUP I COM 690368105 357 10475 SH DEF 12 10475
OWENS & MINOR INC NEW COM 690732102 9432 430500 SH DEF 3 252140 178360
OWENS & MINOR INC NEW COM 690732102 1353 61763 SH DEF 12 61763
OWENS & MINOR INC NEW COM 690732102 10615 484500 SH DEF 6 468200 16300
OWENS & MINOR INC NEW COM 690732102 232 10600 SH DEF 9 10600
OWENS ILL INC PFD CONV $.01 690768502 159 5000 SH DEF 12 5000
OWENS ILL INC COM NEW 690768403 12 1000 SH DEF 12 1000
OXFORD HEALTH PLANS INC COM 691471106 5 110 SH DEF 6 110
OXFORD HEALTH PLANS INC COM 691471106 2 56 SH DEF 1 56
OXFORD HEALTH PLANS INC COM 691471106 109 2515 SH DEF 12 2515
P F CHANGS CHINA BISTRO INC COM 69333Y108 113 2215 SH DEF 12 2215
PAC-WEST TELECOM INC COM 69371Y101 0 80 SH DEF 12 80
PACCAR INC COM 693718108 70 878 SH DEF 11 878
PACCAR INC COM 693718108 294 3450 SH DEF 2 3450
PACCAR INC COM 693718108 12 139 SH DEF 12 139
PACER INTL INC TENN COM 69373H106 4070 201300 SH DEF 3 169750 31550
PACHOLDER HIGH YIELD FD INC COM 693742108 41 4500 SH DEF 12 4500
PACIFIC AMERN INCOME SHS INC COM 693796104 2454 159900 SH DEF 12 159900
PACIFIC CAP BANCORP NEW COM 69404P101 8565 232630 SH DEF 3 227760 4870
PACIFIC CAP BANCORP NEW COM 69404P101 4758 129236 SH DEF 1 129236
PACIFIC CREST CAP INC COM 694166109 690 26700 SH DEF 6 24100 2600
PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 658 22425 SH DEF 12 22425
PACIFIC INTERNET LTD ORD Y66183107 1 100 SH DEF 12 100
PACIFIC SUNWEAR CALIF INC COM 694873100 7243 343285 SH DEF 3 331960 11325
PACIFICARE HEALTH SYS DEL COM 695112102 8 115 SH DEF 11 115
PACIFICARE HEALTH SYS DEL COM 695112102 30904 456966 SH DEF 6 449411 140 7415
PACIFICARE HEALTH SYS DEL COM 695112102 3088 45683 SH DEF 12 45683
PACIFICARE HEALTH SYS DEL COM 695112102 3110 46010 SH DEF 3 41000 5010
PACKAGING CORP AMER COM 695156109 122 5600 SH DEF 12 5600
PACTIV CORP COM 695257105 76 3450 SH DEF 11 1725 1725
PACTIV CORP COM 695257105 5 200 SH DEF 6 200
PACTIV CORP COM 695257105 3346 140000 SH DEF 3 32600 107400
PACTIV CORP COM 695257105 955 39940 SH DEF 12 39940
PAIN THERAPEUTICS INC COM 69562K100 104 15000 SH DEF 12 15000
PALL CORP COM 696429307 1274 47471.22 SH DEF 12 47471.22
PALL CORP COM 696429307 4538 169140 SH DEF 3 59600 109540
PALL CORP COM 696429307 64 2400 SH DEF 2 2400
PALL CORP COM 696429307 5201 150000 SH DEF 7 150000
PALL CORP COM 696429307 10 400 SH DEF 11 200 200
PALL CORP COM 696429307 106 3955 SH DEF 4 3955 0 0
PALMONE INC COM 69713P107 9 737 SH DEF 12 737
PALMSOURCE INC COM 697154102 3 140 SH DEF 12 140
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 6 607 SH DEF 12 607
PAMRAPO BANCORP INC COM 697738102 20 800 SH DEF 12 800
PAN AMERICAN SILVER CORP COM 697900108 97 6800 SH DEF 12 6800
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 6249 131140 SH DEF 3 45600 85540
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 2 39 SH DEF 12 39
PANAMSAT CORP NEW COM 697933109 178 8260 SH DEF 6 8260
PANERA BREAD CO CL A 69840W108 237 5990 SH DEF 12 5990
PAPA JOHNS INTL INC COM 698813102 17157 514000 SH DEF 6 502000 12000
PARADIGM GENETICS INC COM 69900R106 3 1806 SH DEF 12 1806
PARAGON TECHNOLOGIES INC COM 69912T108 3 300 SH DEF 12 300
PARAMETRIC TECHNOLOGY CORP COM 699173100 16 4000 SH DEF 12 4000
PAREXEL INTL CORP COM 699462107 2176 133800 SH DEF 3 109800 24000
PARK NATL CORP COM 700658107 18 160 SH DEF 2 0 160
PARK NATL CORP COM 700658107 215 1900 SH DEF 3 1900
PARK NATL CORP COM 700658107 200 1765 SH DEF 12 1765
PARK PL ENTMT CORP COM 700690100 21 1940 SH DEF 12 1940
PARKER DRILLING CO COM 701081101 13 5000 SH DEF 5000
PARKER DRILLING CO COM 701081101 32 12700 SH DEF 12 12700
PARKER HANNIFIN CORP COM 701094104 4 60 SH DEF 6 60
PARKER HANNIFIN CORP COM 701094104 330 5550 SH DEF 5 3450 2100
PARKER HANNIFIN CORP COM 701094104 60 1012 SH DEF 2 1012
PARKER HANNIFIN CORP COM 701094104 607 10201 SH DEF 12 10201
PARKVALE FINL CORP COM 701492100 1763 65649 SH DEF 6 62049 3600
PARKVALE FINL CORP COM 701492100 583 21728 SH DEF 12 21728
PARLUX FRAGRANCES INC COM 701645103 447 86800 SH DEF 6 81800 5000
PARTNERRE LTD COM G6852T105 2732 47065 SH DEF 12 47065
PARTNERRE LTD COM G6852T105 290 5000 SH DEF 5 3175 1825
PARTNERRE LTD COM G6852T105 11068 190666 SH DEF 3 188386 2280
PARTNERS TRUST FINCL GROUP I COM 70213A103 26 755 SH DEF 12 755
PATINA OIL & GAS CORP COM 703224105 5755 117480 SH DEF 3 115340 2140
PATRIOT BANK CORP PA COM 70335P103 3 110 SH DEF 12 110
PATTERSON DENTAL CO COM 703412106 1006 15685 SH DEF 12 15685
PATTERSON DENTAL CO COM 703412106 8060 125625 SH DEF 1 125625
PATTERSON UTI ENERGY INC COM 703481101 0 2 SH DEF 12 2
PAXAR CORP COM 704227107 27 2000 SH DEF 12 2000
PAXSON COMMUNICATIONS CORP COM 704231109 44 11550 SH DEF 12 11550
PAYCHEX INC COM 704326107 1287 34595.67 SH DEF 12 34595.67
PAYCHEX INC COM 704326107 7 200 SH DEF 2 200
PAYCHEX INC COM 704326107 268 7477 SH DEF 9 7477
PAYCHEX INC COM 704326107 7715 207400 SH DEF 1 17000 190400
PAYLESS SHOESOURCE INC COM 704379106 3298 246100 SH DEF 6 232100 14000
PAYLESS SHOESOURCE INC COM 704379106 9 635 SH DEF 12 635
PDI INC COM 69329V100 12821 478200 SH DEF 3 358950 119250
PEABODY ENERGY CORP COM 704549104 119 2860 SH DEF 6 2860
PEABODY ENERGY CORP COM 704549104 1856 44500 SH DEF 12 44500
PEAPACK-GLADSTONE FINL CORP COM 704699107 16 519 SH DEF 12 519
PEAPACK-GLADSTONE FINL CORP COM 704699107 2382 76846 SH DEF 1 76846
PEARSON PLC SPONSORED ADR 705015105 6731 599910 SH DEF 6 510100 89810
PEC SOLUTIONS INC COM 705107100 0 0 SH DEF 12 0
PEDIATRIC SVCS OF AMERICA COM 705323103 659 68338 SH DEF 6 64038 4300
PEDIATRIX MED GROUP COM 705324101 27942 507210 SH DEF 3 392150 115060
PEETS COFFEE & TEA INC COM 705560100 73 4200 SH DEF 2 4200
PEGASYSTEMS INC COM 705573103 1753 202919 SH DEF 6 195919 7000
PENFORD CORP COM 707051108 4 300 SH DEF 12 300
PENGROWTH ENERGY TR COM 706902103 242 11400 SH DEF 7 11400
PENGROWTH ENERGY TR COM 706902103 742 45250 SH DEF 12 45250
PENN NATL GAMING INC COM 707569109 14 600 SH DEF 4 600 0 0
PENN NATL GAMING INC COM 707569109 8403 363470 SH DEF 3 251060 112410
PENN NATL GAMING INC COM 707569109 29 1250 SH DEF 12 1250
PENN VA RESOURCES PARTNERS L COM 707884102 1318 38435.6 SH DEF 12 38435.6
PENNEY J C INC COM 708160106 6384 242910 SH DEF 6 234510 8400
PENNEY J C INC COM 708160106 143 6000 SH DEF 11 6000
PENNEY J C INC COM 708160106 1025 39000 SH DEF 3 39000
PENNEY J C INC COM 708160106 576 21913.61 SH DEF 12 21913.61
PENNFED FINL SVCS INC COM 708167101 1286 38400 SH DEF 6 34900 3500
PENNFED FINL SVCS INC COM 708167101 34 1006 SH DEF 12 1006
PENNICHUCK CORP COM NEW 708254206 16 550 SH DEF 12 550
PENNS WOODS BANCORP INC COM 708430103 360 7700 SH DEF 12 7700
PENNSYLVANIA COMM BANCORP IN COM 708677109 842 16517 SH DEF 1 16517
PENNSYLVANIA COMM BANCORP IN COM 708677109 130 2549 SH DEF 12 2549
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 534 14799 SH DEF 9 14799
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1605 44222.95 SH DEF 12 44222.95
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2577 71000 SH DEF 3 59800 11200
PENTAIR INC COM 709631105 11190 244850 SH DEF 3 231750 13100
PENTAIR INC COM 709631105 1023 22380 SH DEF 6 22380
PENTAIR INC COM 709631105 2647 57920 SH DEF 2 57920
PENTAIR INC COM 709631105 21 500 SH DEF 11 250 250
PENTAIR INC COM 709631105 41130 900000 SH DEF 13 900000
PENTAIR INC COM 709631105 2790 61051.76 SH DEF 12 61051.76
PENWEST PHARMACEUTICALS CO COM 709754105 2 100 SH DEF 12 100
PEOPLES BANCORP INC COM 709789101 1916 64944 SH DEF 6 63689 1255
PEOPLES BANCORP INC COM 709789101 77 2623 SH DEF 12 2623
PEOPLES BANCORP N C INC COM 710577107 6 297 SH DEF 12 297
PEOPLES BK BRIDGEPORT CONN COM 710198102 18 566.72 SH DEF 12 566.72
PEOPLES ENERGY CORP COM 711030106 790 18800 SH DEF 3 18800
PEOPLES ENERGY CORP COM 711030106 46 1100 SH DEF 11 1100
PEOPLES ENERGY CORP COM 711030106 124 2946.55 SH DEF 12 2946.55
PEOPLES ENERGY CORP COM 711030106 30937 735900 SH DEF 6 712900 23000
PEOPLES ENERGY CORP COM 711030106 25 600 SH DEF 2 600
PEOPLESOFT INC COM 712713106 92 4600 SH DEF 11 3100 1500
PEOPLESOFT INC COM 712713106 4162 182612 SH DEF 6 182612
PEOPLESOFT INC COM 712713106 36 1600 SH DEF 4 1600 0 0
PEOPLESOFT INC COM 712713106 1901 83396 SH DEF 12 83396
PEP BOYS MANNY MOE & JACK COM 713278109 495 21660 SH DEF 12 21660
PEPCO HOLDINGS INC COM 713291102 1758 89961.82 SH DEF 12 89961.82
PEPCO HOLDINGS INC COM 713291102 121 6210 SH DEF 6 6210
PEPCO HOLDINGS INC COM 713291102 77 3921 SH DEF 2 3921
PEPCO HOLDINGS INC COM 713291102 39 2207 SH DEF 11 1575 166 466
PEPSI BOTTLING GROUP INC COM 713409100 3335 137940 SH DEF 12 137940
PEPSI BOTTLING GROUP INC COM 713409100 5530 228700 SH DEF 8 192500 36200
PEPSI BOTTLING GROUP INC COM 713409100 22 1000 SH DEF 11 500 500
PEPSI BOTTLING GROUP INC COM 713409100 10 420 SH DEF 6 420
PEPSI BOTTLING GROUP INC COM 713409100 80399 3325000 SH DEF 10 3325000
PEPSI BOTTLING GROUP INC COM 713409100 8492 351200 SH DEF 3 336400 14800
PEPSIAMERICAS INC COM 71343P200 134 7830 SH DEF 6 7830
PEPSIAMERICAS INC COM 71343P200 30 1767 SH DEF 2 1767
PEPSIAMERICAS INC COM 71343P200 4815 281250 SH DEF 3 230450 50800
PEPSIAMERICAS INC COM 71343P200 165 9613 SH DEF 12 9613
PEPSICO INC COM 713448108 23087 495212 SH DEF 2 480643 14569
PEPSICO INC COM 713448108 13433 288147 SH DEF 1 25600 262547
PEPSICO INC COM 713448108 16941 363381 SH DEF 12 363381.48
PEPSICO INC COM 713448108 1611 34550 SH DEF 5 23700 10850
PEPSICO INC COM 713448108 752 16120 SH DEF 6 16120
PEPSICO INC COM 713448108 137 2949 SH DEF 4 2949 0 0
PEPSICO INC COM 713448108 3251 71030 SH DEF 9 71030
PEPSICO INC COM 713448108 33368 721817 SH DEF 11 156808 553081 11928
PEPSICO INC COM 713448108 12294 263699 SH DEF 3 258949 4750
PEPSICO INC COM 713448108 4395 72950 SH DEF 7 72950
PER-SE TECHNOLOGIES INC COM NEW 713569309 0 24 SH DEF 12 24
PEREGRINE PHARMACEUTICALS IN COM 713661106 0 100 SH DEF 2 100
PEREGRINE PHARMACEUTICALS IN COM 713661106 4 2000 SH DEF 12 2000
PEREGRINE PHARMACEUTICALS IN COM 713661106 2 1000 SH DEF 1 1000
PERFORMANCE FOOD GROUP CO COM 713755106 312 8635 SH DEF 12 8635
PERINI CORP COM 713839108 1006 109900 SH DEF 6 107800 2100
PERKINELMER INC COM 714046109 34945 2047140 SH DEF 3 1808040 239100
PERKINELMER INC COM 714046109 3 176 SH DEF 2 176
PERKINELMER INC COM 714046109 58 3411.57 SH DEF 12 3411.57
PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 3 1000 SH DEF 12 1000
PEROT SYS CORP CL A 714265105 1707 73900 SH DEF 73900
PEROT SYS CORP CL A 714265105 1029 76370 SH DEF 12 76370
PERRIGO CO COM 714290103 313 19890 SH DEF 12 19890
PETRO-CDA COM 71644E102 27 550 SH DEF 3 550
PETRO-CDA COM 71644E102 51640 808005 SH DEF 7 808005
PETROFUND ENERGY TRUST TR UNIT 71648W108 366 25300 SH DEF 12 25300
PETROKAZAKHSTAN INC COM 71649P102 24 1087 SH DEF 12 1087
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 2 75 SH DEF 6 75
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 23266 872700 SH DEF 3 866840 5860
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7188 244112 SH DEF 6 238888 5224
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 44 1500 SH DEF 2 1500
PETROLEUM & RES CORP COM 716549100 81 3416.31 SH DEF 12 3416.31
PETROLEUM DEV CORP COM 716578109 4358 183900 SH DEF 6 176000 7900
PETROLEUM DEV CORP COM 716578109 5 200 SH DEF 12 200
PETROQUEST ENERGY INC COM 716748108 63 20000 SH DEF 20000
PETROQUEST ENERGY INC COM 716748108 61 19700 SH DEF 12 19700
PETSMART INC COM 716768106 36 1500 SH DEF 11 1500
PETSMART INC COM 716768106 295 12410 SH DEF 12 12410
PFF BANCORP INC COM 69331W104 14909 410930 SH DEF 3 373620 37310
PFF BANCORP INC COM 69331W104 9358 257940 SH DEF 6 248700 9240
PFIZER INC COM 717081103 4169 118000 SH DEF 10 118000
PFIZER INC COM 717081103 109536 3100355 SH DEF 3 3035800 64555
PFIZER INC COM 717081103 9492 287367 SH DEF 11 202167 48998 36202
PFIZER INC COM 717081103 14724 322475 SH DEF 7 322475
PFIZER INC COM 717081103 10844 306942 SH DEF 5 224030 82912
PFIZER INC COM 717081103 5879 163036 SH DEF 9 250 162786
PFIZER INC COM 717081103 33409 945624 SH DEF 6 941404 4220
PFIZER INC COM 717081103 60096 1701000 SH DEF 12 1701000.3
PFIZER INC COM 717081103 33896 959399 SH DEF 1 49775 909624
PFIZER INC COM 717081103 40665 1151007 SH DEF 2 1133818 17189
PG&E CORP COM 69331C108 13287 478451 SH DEF 6 478451
PG&E CORP COM 69331C108 806 29034 SH DEF 12 29034
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 239 3000 SH DEF 12 3000
PHARMACEUTICAL PROD DEV INC COM 717124101 438 16230 SH DEF 12 16230
PHARMACEUTICAL RES INC COM 717125108 2697 41390 SH DEF 3 37110 4280
PHARMACEUTICAL RES INC COM 717125108 622 9550 SH DEF 12 9550
PHARMACOPEIA INC COM 71713B104 677 39747 SH DEF 9 39747
PHARMACOPEIA INC COM 71713B104 106 7480 SH DEF 12 7480
PHARMANETICS INC COM 71713J107 9 5050 SH DEF 12 5050
PHARMOS CORP COM NEW 717139208 444 126900 SH DEF 3 90600 36300
PHELPS DODGE CORP COM 717265102 20880 274410 SH DEF 6 274410
PHELPS DODGE CORP PFD A CV 6.75% 717265508 1178 6960 SH DEF 12 6960
PHELPS DODGE CORP COM 717265102 19 252 SH DEF 2 157 95
PHELPS DODGE CORP COM 717265102 3 54 SH DEF 11 54
PHELPS DODGE CORP COM 717265102 93 1218 SH DEF 12 1218
PHILADELPHIA CONS HLDG CORP COM 717528103 6852 140333 SH DEF 1 140333
PHILADELPHIA CONS HLDG CORP COM 717528103 73 1500 SH DEF 12 1500
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 6 250 SH DEF 4 250 0 0
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 35 1562 SH DEF 2 1562
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 252 11407 SH DEF 12 11407
PHILLIPS VAN HEUSEN CORP COM 718592108 9998 563600 SH DEF 6 544900 18700
PHILLIPS VAN HEUSEN CORP COM 718592108 73 4100 SH DEF 12 4100
PHOENIX COS INC NEW COM 71902E109 22 1786 SH DEF 12 1786
PHOENIX COS INC NEW COM 71902E109 11 941 SH DEF 2 894 47
PHOENIX COS INC NEW COM 71902E109 0 36 SH DEF 11 36
PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 0 139 SH DEF 12 139
PHOTON DYNAMICS INC COM 719364101 30 870 SH DEF 11 870
PHOTON DYNAMICS INC COM 719364101 1115 27700 SH DEF 3 19000 8700
PHOTRONICS INC COM 719405102 5 250 SH DEF 11 250
PHOTRONICS INC COM 719405102 7 375 SH DEF 12 375
PIEDMONT NAT GAS INC COM 720186105 801 18441.45 SH DEF 12 18441.45
PIEDMONT NAT GAS INC COM 720186105 20 500 SH DEF 11 175 150 175
PIEDMONT NAT GAS INC COM 720186105 35 800 SH DEF 2 800
PIER 1 IMPORTS INC COM 720279108 103 4700 SH DEF 2 4700
PIER 1 IMPORTS INC COM 720279108 2451 112105 SH DEF 12 112105
PIER 1 IMPORTS INC COM 720279108 50 2444 SH DEF 11 2444
PIMCO CA MUNICIPAL INCOME FD COM 72200N106 27 2000 SH DEF 12 2000
PIMCO COML MTG SECS TR INC COM 693388100 191 13150 SH DEF 12 13150
PIMCO CORPORATE INCOME FD COM 72200U100 185 11715 SH DEF 12 11715
PIMCO CORPORATE OPP FD COM 72201B101 310 18000 SH DEF 8 18000
PIMCO CORPORATE OPP FD COM 72201B101 1938 112540 SH DEF 12 112540.75
PIMCO FLOATING RATE INCOME F COM 72201H108 174 8771.14 SH DEF 12 8771.14
PIMCO HIGH INCOME FD COM SHS 722014107 601 39984.52 SH DEF 12 39984.52
PIMCO MUN INCOME FD II COM 72200W106 3 200 SH DEF 12 200
PIMCO MUNICIPAL INCOME FD COM 72200R107 35 2500 SH DEF 12 2500
PIMCO STRATEGIC GBL GOV FD I COM 72200X104 874 70349 SH DEF 12 70349
PINNACLE AIRL CORP COM 723443107 28 2000 SH DEF 2000
PINNACLE ENTMT INC COM 723456109 16412 1760900 SH DEF 13 1760900
PINNACLE ENTMT INC COM 723456109 537 57652 SH DEF 12 57652
PINNACLE ENTMT INC COM 723456109 15 1800 SH DEF 11 900 900
PINNACLE FINL PARTNERS INC COM 72346Q104 28 1200 SH DEF 12 1200
PINNACLE WEST CAP CORP COM 723484101 133 3320 SH DEF 6 3320
PINNACLE WEST CAP CORP COM 723484101 20 520 SH DEF 11 270 250
PINNACLE WEST CAP CORP COM 723484101 186 4650 SH DEF 12 4650
PINNACOR INC COM 723487104 9 3700 SH DEF 12 3700
PIONEER HIGH INCOME TR COM 72369H106 79 4739.86 SH DEF 12 4739.86
PIONEER INTREST SHS COM 723703104 62 5400 SH DEF 12 5400
PIONEER NAT RES CO COM 723787107 7559 236725 SH DEF 1 236725
PIONEER NAT RES CO COM 723787107 121 3801 SH DEF 12 3801
PIONEER RAILCORP COM 723839106 2 1000 SH DEF 12 1000
PITNEY BOWES INC COM 724479100 16 400 SH DEF 1 400
PITNEY BOWES INC COM 724479100 1399 34448 SH DEF 12 34448
PITNEY BOWES INC COM 724479100 1666 41010 SH DEF 6 33230 7780
PITNEY BOWES INC COM 724479100 6588 125500 SH DEF 7 125500
PITNEY BOWES INC COM 724479100 1004 24712 SH DEF 2 24712
PITNEY BOWES INC COM 724479100 3477 85070 SH DEF 9 85070
PITTSBURGH & W VA RR SH BEN INT 724819107 9 1000 SH DEF 12 1000
PIXAR COM 725811103 1482 21389 SH DEF 12 21389
PIXAR COM 725811103 109 1600 SH DEF 11 1600
PLACER DOME INC COM 725906101 37 2042 SH DEF 2 2042
PLACER DOME INC COM 725906101 28117 1213500 SH DEF 7 1213500
PLACER DOME INC COM 725906101 354 19772 SH DEF 12 19772
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 329 10150 SH DEF 12 10150
PLAINS EXPL& PRODTN CO COM 726505100 437 28400 SH DEF 3 28400
PLAINS EXPL& PRODTN CO COM 726505100 0 10 SH DEF 12 10
PLAINS EXPL& PRODTN CO COM 726505100 369 24000 SH DEF 2 24000
PLAINS EXPL& PRODTN CO COM 726505100 1456 94591 SH DEF 6 91591 3000
PLAINS RES INC COM PAR $0.10 726540503 385 24000 SH DEF 2 24000
PLANAR SYS INC COM 726900103 2291 94260 SH DEF 3 79860 14400
PLANTRONICS INC NEW COM 727493108 8212 251520 SH DEF 3 249090 2430
PLANTRONICS INC NEW COM 727493108 5 150 SH DEF 12 150
PLATINUM UNDERWRITER HLDGS L COM G7127P100 22574 752259 SH DEF 6 708509 150 43600
PLATINUM UNDERWRITER HLDGS L COM G7127P100 6 200 SH DEF 12 200
PLAYTEX PRODS INC COM 72813P100 7580 980600 SH DEF 6 939300 41300
PLAYTEX PRODS INC COM 72813P100 16 2100 SH DEF 12 2100
PLUG POWER INC COM 72919P103 24 3362 SH DEF 12 3362
PLUM CREEK TIMBER CO INC COM 729251108 4058 133274 SH DEF 12 133274.06
PLUM CREEK TIMBER CO INC COM 729251108 22 708 SH DEF 1 708
PLUM CREEK TIMBER CO INC COM 729251108 524 17200 SH DEF 5 15700 1500
PLUM CREEK TIMBER CO INC COM 729251108 178 5830 SH DEF 2 5830
PLUM CREEK TIMBER CO INC COM 729251108 156 5600 SH DEF 11 2000 800 2800
PMC CAP INC COM 693430100 8 1400 SH DEF 2 1400
PMC COML TR SH BEN INT 693434102 8 495 SH DEF 12 495
PMC-SIERRA INC COM 69344F106 7 340 SH DEF 12 340
PMC-SIERRA INC COM 69344F106 6 275 SH DEF 2 275
PMI GROUP INC COM 69344M101 663 18676 SH DEF 11 76 18600
PMI GROUP INC COM 69344M101 10004 268713 SH DEF 6 237935 30778
PMI GROUP INC COM 69344M101 13062 350852 SH DEF 2 339352 11500
PMI GROUP INC COM 69344M101 717 19255 SH DEF 5 17390 1865
PMI GROUP INC COM 69344M101 188 5055 SH DEF 12 5055
PNC FINL SVCS GROUP INC COM 693475105 3729 68999 SH DEF 9 175 68824
PNC FINL SVCS GROUP INC COM 693475105 14159 258708 SH DEF 4 258708 0 0
PNC FINL SVCS GROUP INC COM 693475105 4868 88940.25 SH DEF 12 88940.25
PNC FINL SVCS GROUP INC COM 693475105 4751 86800 SH DEF 3 86800
PNC FINL SVCS GROUP INC COM 693475105 6689 122213 SH DEF 5 72265 49948
PNC FINL SVCS GROUP INC COM 693475105 182 3560 SH DEF 11 3560
PNC FINL SVCS GROUP INC PFD CV D $1.80 693475501 3 34 SH DEF 12 34
PNC FINL SVCS GROUP INC COM 693475105 3380 61762 SH DEF 2 61262 500
PNC FINL SVCS GROUP INC COM 693475105 8757 159990 SH DEF 6 152890 7100
PNM RES INC COM 69349H107 364 12950 SH DEF 3 10800 2150
PNM RES INC COM 69349H107 19687 700600 SH DEF 6 683800 16800
POCAHONTAS BANCORP INC COM 730234101 16 1000 SH DEF 12 1000
POGO PRODUCING CO COM 730448107 259 5352 SH DEF 12 5352
POGO PRODUCING CO COM 730448107 31796 658300 SH DEF 3 553790 104510
POINT 360 COM 730698107 226 50400 SH DEF 6 48800 1600
POLARIS INDS INC COM 731068102 19 230 SH DEF 11 230
POLARIS INDS INC COM 731068102 11285 127400 SH DEF 6 123900 3500
POLO RALPH LAUREN CORP CL A 731572103 4 130 SH DEF 6 130
POLO RALPH LAUREN CORP CL A 731572103 216 7500 SH DEF 12 7500
POLYCOM INC COM 73172K104 3028 155115 SH DEF 12 155115
POLYCOM INC COM 73172K104 1924 98570 SH DEF 3 97070 1500
POLYMEDICA CORP COM 731738100 11 400 SH DEF 2 0 400
POLYMEDICA CORP COM 731738100 389 14800 SH DEF 3 14800
POLYMEDICA CORP COM 731738100 5 200 SH DEF 12 200
POLYONE CORP COM 73179P106 1461 228750 SH DEF 6 195200 33550
POLYONE CORP COM 73179P106 249 39000 SH DEF 39000
POLYONE CORP COM 73179P106 13 2000 SH DEF 12 2000
POMEROY IT SOLUTIONS INC COM 731822102 9 585 SH DEF 2 585
POPE & TALBOT INC COM 732827100 31 1750 SH DEF 12 1750
POPULAR INC COM 733174106 8 180 SH DEF 6 180
POPULAR INC COM 733174106 3605 80214 SH DEF 12 80214
PORTAL SOFTWARE INC COM NEW 736126301 12 1804 SH DEF 12 1804
PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 5799 577276 SH DEF 6 546923 30353
POSCO SPONSORED ADR 693483109 791 23285 SH DEF 6 580 22705
POSCO SPONSORED ADR 693483109 2942 86600 SH DEF 3 86600
POSSIS MEDICAL INC COM 737407106 16 800 SH DEF 2 800
POST PPTYS INC COM 737464107 459 16440 SH DEF 2 16440
POST PPTYS INC COM 737464107 1148 41134 SH DEF 12 41134
POTASH CORP SASK INC COM 73755L107 90 800 SH DEF 7 800
POTASH CORP SASK INC COM 73755L107 122 1405 SH DEF 12 1405
POWELL INDS INC COM 739128106 2468 128874 SH DEF 6 122674 6200
POWER-ONE INC COM 739308104 17 1550 SH DEF 12 1550
POWERWAVE TECHNOLOGIES INC COM 739363109 77 10000 SH DEF 12 10000
POZEN INC COM 73941U102 153 15000 SH DEF 12 15000
PPG INDS INC COM 693506107 816 12752 SH DEF 2 12522 230
PPG INDS INC COM 693506107 26230 409721 SH DEF 6 409721
PPG INDS INC COM 693506107 64 1000 SH DEF 3 1000
PPG INDS INC COM 693506107 3029 47308.02 SH DEF 12 47308.02
PPG INDS INC COM 693506107 20 350 SH DEF 11 175 175
PPL CORP COM 69351T106 119 2801 SH DEF 11 2301 500
PPL CORP COM 69351T106 5 120 SH DEF 2 120
PPL CORP COM 69351T106 814 18600 SH DEF 5 12450 6150
PPL CORP COM 69351T106 514 11833 SH DEF 9 200 11633
PPL CORP COM 69351T106 2255 51537.51 SH DEF 12 51537.51
PPL CORP COM 69351T106 294 6718 SH DEF 6 6718
PRAECIS PHARMACEUTICALS INC COM 739421105 22 3400 SH DEF 2 3400
PRAECIS PHARMACEUTICALS INC COM 739421105 9 1375 SH DEF 12 1375
PRAXAIR INC COM 74005P104 4153 91085 SH DEF 11 75125 15960
PRAXAIR INC COM 74005P104 357 9350 SH DEF 12 9350
PRAXAIR INC COM 74005P104 27 700 SH DEF 2 700
PRAXAIR INC COM 74005P104 1939 50760 SH DEF 6 50760
PRAXAIR INC COM 74005P104 371 9700 SH DEF 5 9700
PRE PAID LEGAL SVCS INC COM 740065107 5564 213000 SH DEF 6 202700 10300
PRE PAID LEGAL SVCS INC COM 740065107 65 2495 SH DEF 12 2495
PRECISION CASTPARTS CORP COM 740189105 293 6446 SH DEF 12 6446
PRECISION CASTPARTS CORP COM 740189105 45157 994435 SH DEF 6 975580 145 18710
PRECISION CASTPARTS CORP COM 740189105 66 1700 SH DEF 11 1700
PRECISION CASTPARTS CORP COM 740189105 1351 29750 SH DEF 3 23600 6150
PRECISION DRILLING CORP COM 74022D100 83 1900 SH DEF 1900
PRECISION DRILLING CORP COM 74022D100 25560 450400 SH DEF 7 450400
PREFERRED & CORP INC STRATEG COM 74039B105 11 483.26 SH DEF 12 483.26
PREFERRED INCOME STRATEGIES COM 74038E100 10 410.9 SH DEF 12 410.9
PREMCOR INC COM 74045Q104 18 695 SH DEF 12 695
PREMCOR INC COM 74045Q104 3581 137740 SH DEF 6 137740
PRENTISS PPTYS TR SH BEN INT 740706106 16 500 SH DEF 12 500
PRESIDENTIAL LIFE CORP COM 740884101 4797 363810 SH DEF 6 356960 175 6675
PRESIDENTIAL LIFE CORP COM 740884101 33 2535 SH DEF 12 2535
PRESIDENTIAL RLTY CORP NEW CL B 741004204 1 100 SH DEF 12 100
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 2328 475017 SH DEF 6 450917 24100
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 242 49300 SH DEF 12 49300
PRICE T ROWE GROUP INC COM 74144T108 6315 133201 SH DEF 12 133201.55
PRICE T ROWE GROUP INC COM 74144T108 281 6100 SH DEF 11 3800 800 1500
PRICE T ROWE GROUP INC COM 74144T108 12 200 SH DEF 7 200
PRICE T ROWE GROUP INC COM 74144T108 9 195 SH DEF 2 195
PRICELINE COM INC COM NEW 741503403 46 2585 SH DEF 12 2585
PRIDE INTL INC DEL COM 74153Q102 103 5500 SH DEF 12 5500
PRIDE INTL INC DEL COM 74153Q102 136 7300 SH DEF 6 7300
PRIME MED SVCS INC NEW COM 74156D108 1119 238510 SH DEF 6 226110 12400
PRIMEWEST ENERGY TR TR UNIT NEW 741930309 138 5000 SH DEF 7 5000
PRIMEWEST ENERGY TR TR UNIT NEW 741930309 339 15920 SH DEF 12 15920
PRIMUS TELECOMMUNICATIONS GR COM 741929103 34807 3425920 SH DEF 3 2733820 692100
PRIMUS TELECOMMUNICATIONS GR COM 741929103 67 6600 SH DEF 12 6600
PRINCETON NATL BANCORP INC COM 742282106 9 300 SH DEF 12 300
PRINCETON REVIEW INC COM 742352107 22 2300 SH DEF 12 2300
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 585 17680 SH DEF 6 17680
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 256 7747 SH DEF 12 7747
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 36544 1105040 SH DEF 3 1094630 10410
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 454 14000 SH DEF 11 7600 6400
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 8159 246720 SH DEF 2 234395 12325
PRIORITY HEALTHCARE CORP CL B 74264T102 184 7611 SH DEF 12 7611
PRIORITY HEALTHCARE CORP CL B 74264T102 5208 216000 SH DEF 8 186600 29400
PRIORITY HEALTHCARE CORP CL B 74264T102 62686 2600000 SH DEF 10 2600000
PRO PHARMACEUTICALS INC COM 74267T109 14 3600 SH DEF 12 3600
PROASSURANCE CORP COM 74267C106 64 2002 SH DEF 12 2002
PROCTER & GAMBLE CO COM 742718109 16632 166519 SH DEF 5 160683 5836
PROCTER & GAMBLE CO COM 742718109 152 1521 SH DEF 4 1521 0 0
PROCTER & GAMBLE CO COM 742718109 282 2819 SH DEF 9 2819
PROCTER & GAMBLE CO COM 742718109 68229 683108 SH DEF 2 672203 10905
PROCTER & GAMBLE CO COM 742718109 32435 324736 SH DEF 12 324736.41
PROCTER & GAMBLE CO COM 742718109 16360 169845 SH DEF 11 120095 46974 2776
PROCTER & GAMBLE CO COM 742718109 555 4300 SH DEF 7 4300
PROCTER & GAMBLE CO COM 742718109 2853 28563 SH DEF 1 9590 18973
PROCTER & GAMBLE CO COM 742718109 17513 175343 SH DEF 3 171743 3600
PROGRESS ENERGY INC COM 743263105 247 5500 SH DEF 9 5500
PROGRESS ENERGY INC COM 743263105 7 150 SH DEF 4 150 0 0
PROGRESS ENERGY INC COM 743263105 6793 151321 SH DEF 11 127012 22772 1537
PROGRESS ENERGY INC COM 743263105 409 9037 SH DEF 6 9037
PROGRESS ENERGY INC COM 743263105 2585 57103.88 SH DEF 12 57103.88
PROGRESS ENERGY INC COM 743263105 624 13798 SH DEF 2 13798
PROGRESS SOFTWARE CORP COM 743312100 21 1000 SH DEF 11 1000
PROGRESS SOFTWARE CORP COM 743312100 9092 444400 SH DEF 3 365860 78540
PROGRESS SOFTWARE CORP COM 743312100 202 9871 SH DEF 12 9871
PROGRESSIVE CORP OHIO COM 743315103 5 65 SH DEF 2 65
PROGRESSIVE CORP OHIO COM 743315103 277 3312 SH DEF 12 3312
PROLOGIS SH BEN INT 743410102 218 6800 SH DEF 12 6800
PROLOGIS SH BEN INT 743410102 98 3050 SH DEF 2 3050
PROQUEST COMPANY COM 74346P102 6 200 SH DEF 12 200
PROSOFTTRAINING COM 743477101 0 650 SH DEF 12 650
PROSPERITY BANCSHARES INC COM 743606105 1341 59225 SH DEF 1 59225
PROTECTIVE LIFE CORP COM 743674103 16463 486510 SH DEF 6 486510
PROTECTIVE LIFE CORP COM 743674103 49 1450 SH DEF 12 1450
PROTEIN DESIGN LABS INC COM 74369L103 867 48415 SH DEF 12 48415
PROTEIN DESIGN LABS INC COM 74369L103 85 4725 SH DEF 4 4725 0 0
PROTERION CORP COM 74370Y102 2 5000 SH DEF 12 5000
PROVIDENT BANKSHARES CORP COM 743859100 12 414 SH DEF 4 414 0 0
PROVIDENT BANKSHARES CORP COM 743859100 1610 54673.73 SH DEF 12 54673.73
PROVIDENT ENERGY TR TR UNIT 74386K104 301 34000 SH DEF 12 34000
PROVIDENT FINL GROUP INC COM 743866105 10919 341753 SH DEF 6 331553 10200
PROVIDENT FINL GROUP INC COM 743866105 817 25565 SH DEF 4 25565 0 0
PROVIDENT FINL GROUP INC COM 743866105 142 4435 SH DEF 2 4435
PROVIDENT FINL GROUP INC COM 743866105 106 3325 SH DEF 12 3325
PROVIDENT FINL SVCS INC COM 74386t105 30 1600 SH DEF 4 1600 0 0
PROVIDENT FINL SVCS INC COM 74386T105 157 8282 SH DEF 12 8282
PROVIDIAN FINL CORP COM 74406A102 58 5000 SH DEF 5000
PROVIDIAN FINL CORP COM 74406A102 1798 154482 SH DEF 12 154482
PROVIDIAN FINL CORP COM 74406A102 159177 13675000 SH DEF 10 13675000
PROVIDIAN FINL CORP COM 74406A102 5 400 SH DEF 6 400
PROVIDIAN FINL CORP COM 74406A102 116400 10000000 SH DEF 13 10000000
PROVIDIAN FINL CORP COM 74406A102 21588 1854600 SH DEF 8 1252900 601700
PROVINCE HEALTHCARE CO COM 743977100 14 900 SH DEF 12 900
PROVINCE HEALTHCARE CO COM 743977100 187 11700 SH DEF 3 11700
PROXIM CORP CL A 744283102 8 5000 SH DEF 12 5000
PRUDENTIAL FINL INC COM 744320102 9 205 SH DEF 11 205
PRUDENTIAL FINL INC COM 744320102 1111 26597.63 SH DEF 12 26597.63
PRUDENTIAL FINL INC COM 744320102 5 130 SH DEF 1 130
PRUDENTIAL FINL INC COM 744320102 2 50 SH DEF 6 50
PRUDENTIAL FINL INC COM 744320102 11107 265920 SH DEF 3 259810 6110
PRUDENTIAL FINL INC COM 744320102 96 2287 SH DEF 2 2287
PRUDENTIAL FINL INC COM 744320102 81 1500 SH DEF 7 1500
PSS WORLD MED INC COM 69366A100 10 800 SH DEF 12 800
PTEK HLDGS INC COM 69366M104 517 58692 SH DEF 12 58692
PTEK HLDGS INC COM 69366M104 20441 2320190 SH DEF 3 1743750 576440
PUBLIC STORAGE INC COM A DP1/1000 74460D729 0 15 SH DEF 12 15
PUBLIC STORAGE INC COM 74460D109 75 1739 SH DEF 12 1739
PUBLIC STORAGE INC COM 74460D109 22 500 SH DEF 2 500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3797 86690.9 SH DEF 12 86690.9
PUBLIC SVC ENTERPRISE GROUP COM 744573106 20 450 SH DEF 2 450
PUBLIC SVC ENTERPRISE GROUP COM 744573106 365 8330 SH DEF 6 8330
PUBLIC SVC ENTERPRISE GROUP COM 744573106 224 5225 SH DEF 11 2750 700 1775
PUBLIC SVC ENTERPRISE GROUP COM 744573106 781 17753 SH DEF 9 200 17553
PUBLICIS S A NEW SPONSORED ADR 74463M106 10170 313770 SH DEF 6 254780 58990
PUGET ENERGY INC NEW COM 745310102 330 13900 SH DEF 12 13900
PUGET ENERGY INC NEW COM 745310102 6060 255113 SH DEF 6 248543 140 6430
PUGET ENERGY INC NEW COM 745310102 5 200 SH DEF 1 200
PULASKI FINL CORP COM 745548107 506 30000 SH DEF 12 30000
PULTE HOMES INC COM 745867101 99 1060 SH DEF 6 1060
PULTE HOMES INC COM 745867101 6 66 SH DEF 12 66
PUMATECH INC COM 745887109 0 100 SH DEF 12 100
PURE WORLD INC COM 74622C106 15 6017 SH DEF 12 6017
PUTNAM HIGH INCOME BOND FD SH BEN INT 746779107 5 600 SH DEF 12 600
PUTNAM HIGH INCOME OPP TR SH BEN INT 746479104 40 2200 SH DEF 12 2200
PUTNAM HIGH YIELD MUN TR SH BEN INT 746781103 6 940 SH DEF 12 940
PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 36 4200 SH DEF 12 4200
PUTNAM MANAGED MUN INCOM TR COM 746823103 45 6104 SH DEF 12 6104
PUTNAM MASTER INCOME TR SH BEN INT 74683K104 629 92061 SH DEF 12 92061
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 1526 231254 SH DEF 12 231254
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 143 11000 SH DEF 12 11000
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 981 148934 SH DEF 12 148934
PUTNAM TAX FREE HEALTH CARE SH BEN INT 746920107 146 11919.16 SH DEF 12 11919.16
PXRE GROUP LTD COM G73018106 14 600 SH DEF 3 600
Q E P INC COM 74727K102 269 23575 SH DEF 6 22200 1375
QAD INC COM 74727D108 374 30490 SH DEF 3 29800 690
QIAGEN N V ORD N72482107 322 26925 SH DEF 12 26925
QIAO XING UNIVERSAL TELEPHON ORD G7303A109 132 15000 SH DEF 12 15000
QIAO XING UNIVERSAL TELEPHON ORD G7303A109 263 30000 SH DEF 11 30000
QLOGIC CORP COM 747277101 89 1720 SH DEF 12 1720
QLOGIC CORP COM 747277101 1 20 SH DEF 2 20
QLOGIC CORP COM 747277101 83 1600 SH DEF 4 1600 0 0
QLT INC COM 746927102 23 1200 SH DEF 12 1200
QLT INC COM 746927102 30609 1623810 SH DEF 3 1483060 140750
QLT INC COM 746927102 11901 485750 SH DEF 7 485750
QUAKER CHEM CORP COM 747316107 22 700 SH DEF 12 700
QUAKER CITY BANCORP INC COM 74731K106 1023 22175 SH DEF 6 22175
QUALCOMM INC COM 747525103 367 7816 SH DEF 11 4966 2550 300
QUALCOMM INC COM 747525103 17062 316370 SH DEF 10 316370
QUALCOMM INC COM 747525103 219 4055 SH DEF 5 1075 2980
QUALCOMM INC COM 747525103 7 100 SH DEF 7 100
QUALCOMM INC COM 747525103 4387 81340 SH DEF 3 79340 2000
QUALCOMM INC COM 747525103 3868 71726.87 SH DEF 12 71726.87
QUALCOMM INC COM 747525103 902 16728 SH DEF 9 15255 1473
QUALCOMM INC COM 747525103 598 11084 SH DEF 2 8044 3040
QUALITY DISTR INC FLA COM 74756M102 14 700 SH DEF 12 700
QUALITY SYS INC COM 747582104 899 20152 SH DEF 12 20152
QUANEX CORP COM 747620102 14157 307100 SH DEF 6 297300 9800
QUANEX CORP COM 747620102 14 340 SH DEF 11 340
QUANEX CORP COM 747620102 5108 110800 SH DEF 3 108500 2300
QUANTUM CORP COM DSSG 747906204 311 99808 SH DEF 12 99808
QUANTUM CORP COM DSSG 747906204 4 1410 SH DEF 4 1410 0 0
QUANTUM CORP COM DSSG 747906204 52 16600 SH DEF 5 16600
QUEBECOR WORLD INC COM NON-VTG 748203106 16 600 SH DEF 7 600
QUEST DIAGNOSTICS INC COM 74834L100 201 2752 SH DEF 12 2752
QUEST DIAGNOSTICS INC COM 74834L100 7 100 SH DEF 2 100
QUEST DIAGNOSTICS INC COM 74834L100 621 8500 SH DEF 9 8500
QUEST SOFTWARE INC COM 74834T103 234 16500 SH DEF 12 16500
QUESTAR CORP COM 748356102 162 4493 SH DEF 9 4493
QUESTAR CORP COM 748356102 20 575 SH DEF 12 575
QUESTAR CORP COM 748356102 56 1600 SH DEF 2 1600
QUESTAR CORP COM 748356102 401 11400 SH DEF 5 5800 5600
QUESTAR CORP COM 748356102 11323 322120 SH DEF 3 222340 99780
QUESTAR CORP COM 748356102 185 5600 SH DEF 11 2400 3200
QUIDEL CORP COM 74838J101 1522 141290 SH DEF 3 94980 46310
QUIGLEY CORP COM NEW 74838L304 16 1500 SH DEF 12 1500
QUIKSILVER INC COM 74838C106 4 218 SH DEF 12 218
QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 3358 205400 SH DEF 3 202300 3100
QUOVADX INC COM 74913K106 10 2000 SH DEF 12 2000
QWEST COMMUNICATIONS INTL IN COM 749121109 74 17209 SH DEF 4 17209 0 0
QWEST COMMUNICATIONS INTL IN COM 749121109 431 99779 SH DEF 5 49200 50579
QWEST COMMUNICATIONS INTL IN COM 749121109 1 185 SH DEF 1 185
QWEST COMMUNICATIONS INTL IN COM 749121109 456188105599081 SH DEF 10 91776693 13822388
QWEST COMMUNICATIONS INTL IN COM 749121109 1591 368280 SH DEF 12 368280.52
QWEST COMMUNICATIONS INTL IN COM 749121109 95 25570 SH DEF 11 8860 7850 8860
QWEST COMMUNICATIONS INTL IN COM 749121109 234067 54182090 SH DEF 8 31802990 22379100
QWEST COMMUNICATIONS INTL IN COM 749121109 24 5596 SH DEF 2 5596
R & B INC COM 749124103 1108 71500 SH DEF 6 68200 3300
R & G FINANCIAL CORP CL B 749136107 42050 1056530 SH DEF 3 836370 220160
R H DONNELLEY CORP COM NEW 74955W307 75 1886 SH DEF 12 1886
R H DONNELLEY CORP COM NEW 74955W307 8717 218800 SH DEF 6 216000 2800
R H DONNELLEY CORP COM NEW 74955W307 89 2224 SH DEF 2 2224
R H DONNELLEY CORP COM NEW 74955W307 267 6500 SH DEF 9 6500
RADA ELECTR INDS LTD SHS NEW M81863108 1 360 SH DEF 12 360
RADIAN GROUP INC COM 750236101 63 1288 SH DEF 12 1288
RADIAN GROUP INC COM 750236101 5 110 SH DEF 11 110
RADIAN GROUP INC COM 750236101 2284 46852 SH DEF 6 46852
RADIAN GROUP INC COM 750236101 121875 2500000 SH DEF 10 2500000
RADIAN GROUP INC COM 750236101 75 1529 SH DEF 2 1529
RADIAN GROUP INC COM 750236101 15199 311774 SH DEF 8 217374 94400
RADIANT SYSTEMS INC COM 75025N102 7 800 SH DEF 12 800
RADIO ONE INC CL D NON VTG 75040P405 288 14900 SH DEF 5 13400 1500
RADIO ONE INC CL A 75040P108 20 1000 SH DEF 12 1000
RADIOLOGIX INC COM 75040K109 221 65200 SH DEF 6 65200
RADIOSHACK CORP COM 750438103 17669 575900 SH DEF 3 481480 94420
RADIOSHACK CORP COM 750438103 1697 55298 SH DEF 12 55298
RADIOSHACK CORP COM 750438103 227 7400 SH DEF 5 7400
RADISYS CORP COM 750459109 3555 210750 SH DEF 3 199050 11700
RADWARE LTD ORD M81873107 616 22600 SH DEF 3 22600
RAILAMERICA INC COM 750753105 59 5030 SH DEF 12 5030
RAINBOW TECHNOLOGIES INC COM 750862104 7958 706710 SH DEF 3 506860 199850
RAINDANCE COMM COM 75086X106 3 1000 SH DEF 12 1000
RAIT INVT TR COM 749227104 64 2500 SH DEF 12 2500
RALCORP HLDGS INC NEW COM 751028101 6262 199670 SH DEF 3 135370 64300
RAMBUS INC DEL COM 750917106 114 3700 SH DEF 2 1700 2000
RAMBUS INC DEL COM 750917106 92 3000 SH DEF 12 3000
RAMTRON INTL CORP COM NEW 751907304 1 400 SH DEF 2 400
RAMTRON INTL CORP COM NEW 751907304 0 100 SH DEF 12 100
RANGE RES CORP COM 75281A109 129 13700 SH DEF 3 10600 3100
RARE HOSPITALITY INTL INC COM 753820109 0 10 SH DEF 12 10
RAVEN INDS INC COM 754212108 133 4500 SH DEF 12 4500
RAYMOND JAMES FINANCIAL INC COM 754730109 123 3269 SH DEF 12 3269
RAYONIER INC COM 754907103 38 911 SH DEF 2 911
RAYONIER INC COM 754907103 1563 37644.7 SH DEF 12 37644.7
RAYONIER INC COM 754907103 7 178 SH DEF 1 178
RAYOVAC CORP COM 755081106 11319 540300 SH DEF 3 525920 14380
RAYOVAC CORP COM 755081106 19 900 SH DEF 12 900
RAYOVAC CORP COM 755081106 13494 644100 SH DEF 6 623000 21100
RAYTHEON CO COM NEW 755111507 32112 1068972 SH DEF 6 1002707 66265
RAYTHEON CO COM NEW 755111507 1311 42400 SH DEF 9 42400
RAYTHEON CO COM NEW 755111507 307 10211 SH DEF 2 9976 235
RAYTHEON CO COM NEW 755111507 47 1653 SH DEF 11 138 890 625
RAYTHEON CO COM NEW 755111507 0 8 SH DEF 1 8
RAYTHEON CO COM NEW 755111507 2081 69281.86 SH DEF 12 69281.86
RAYTHEON CO COM NEW 755111507 3 100 SH DEF 4 100 0 0
RC2 CORP COM 749388104 7230 347042 SH DEF 6 342662 100 4280
RCG COMPANIES INC COM 749328100 4 1858 SH DEF 12 1858
RCM TECHNOLOGIES INC COM NEW 749360400 861 116800 SH DEF 6 111700 5100
RCN CORP COM 749361101 29 42958 SH DEF 12 42958
RCN CORP COM 749361101 4 6536 SH DEF 4 6536 0 0
READERS DIGEST ASSN INC COM 755267101 124 8464 SH DEF 12 8464
READERS DIGEST ASSN INC COM 755267101 26926 1836700 SH DEF 6 1777100 59600
REAL ESTATE INCOME FUND INC COM 755881109 74 4223.4 SH DEF 12 4223.4
REALNETWORKS INC COM 75605L104 44 7640 SH DEF 12 7640
REALTY INCOME CORP COM 756109104 302 7550 SH DEF 12 7550
RECKSON ASSOCS RLTY CORP COM 75621K106 636 26157 SH DEF 12 26157
RECKSON ASSOCS RLTY CORP COM 75621K106 12 500 SH DEF 11 500
RED HAT INC COM 756577102 117 6240 SH DEF 12 6240
RED HAT INC COM 756577102 22 1150 SH DEF 2 400 750
REDBACK NETWORKS INC COM 757209101 0 1100 SH DEF 12 1100
REDWOOD TR INC COM 758075402 7904 155440 SH DEF 3 145100 10340
REDWOOD TR INC COM 758075402 218 4293 SH DEF 12 4293
REEBOK INTL LTD COM 758110100 20646 525080 SH DEF 3 496100 28980
REEBOK INTL LTD COM 758110100 377 9592 SH DEF 12 9592
REEBOK INTL LTD COM 758110100 276 7010 SH DEF 6 7010
REED ELSEVIER P L C SPONSORED ADR 758205108 12 359 SH DEF 6 359
REEDS JEWELERS INC COM 758341101 1 362 SH DEF 12 362
REGAL BELOIT CORP COM 758750103 31 1420 SH DEF 12 1420
REGAL ENTMT GROUP CL A 758766109 107 5200 SH DEF 12 5200
REGAL ENTMT GROUP CL A 758766109 550 26800 SH DEF 3 24400 2400
REGENCY CTRS CORP COM 758849103 24 600 SH DEF 12 600
REGENERATION TECH INC DEL COM 75886N100 68 6200 SH DEF 12 6200
REGENERON PHARMACEUTICALS COM 75886F107 10 700 SH DEF 12 700
REGENERON PHARMACEUTICALS COM 75886F107 7 500 SH DEF 2 500
REGIONS FINL CORP COM 758940100 183 5020 SH DEF 11 2420 2600
REGIONS FINL CORP COM 758940100 1431 38460 SH DEF 12 38460
REGIONS FINL CORP COM 758940100 261 7020 SH DEF 2 7020
REGIONS FINL CORP COM 758940100 454 12210 SH DEF 6 12210
REGIS CORP MINN COM 758932107 4146 104921 SH DEF 12 104921
REGIS CORP MINN COM 758932107 28804 728850 SH DEF 3 647810 81040
REGISTER COM INC COM 75914G101 6 1200 SH DEF 12 1200
REHABCARE GROUP INC COM 759148109 4220 198500 SH DEF 6 187700 10800
REINSURANCE GROUP AMER INC COM 759351109 13714 354830 SH DEF 6 354830
RELIANT RES INC COM 75952B105 78 10536 SH DEF 2 10536
RELIANT RES INC COM 75952B105 59 7952 SH DEF 12 7952
REMINGTON OIL & GAS CORP COM 759594302 20 1000 SH DEF 12 1000
RENAISSANCE LEARNING INC COM 75968L105 1776 73800 SH DEF 3 63100 10700
RENAISSANCE RE HLDGS LTD COM G7496G103 329 6700 SH DEF 5 4175 2525
RENAISSANCE RE HLDGS LTD COM G7496G103 6 125 SH DEF 11 125
RENAISSANCE RE HLDGS LTD COM G7496G103 17952 365990 SH DEF 6 365990
RENAISSANCE RE HLDGS LTD COM G7496G103 197 4018 SH DEF 12 4018
RENAISSANCE RE HLDGS LTD COM G7496G103 2045 41700 SH DEF 3 41700
RENAL CARE GROUP INC COM 759930100 220 5345 SH DEF 12 5345
RENT A CTR INC NEW COM 76009N100 18369 612310 SH DEF 3 503785 108525
RENT A CTR INC NEW COM 76009N100 6880 229325 SH DEF 6 229325
RENTECH INC COM 760112102 98 86000 SH DEF 12 86000
REPLIGEN CORP COM 759916109 1 200 SH DEF 12 200
REPSOL YPF S A SPONSORED ADR 76026T205 7460 380488 SH DEF 6 316088 64400
REPSOL YPF S A SPONSORED ADR 76026T205 338 17300 SH DEF 2 13800 3500
REPUBLIC BANCORP INC COM 760282103 8759 649308 SH DEF 6 645678 3630
REPUBLIC BANCORP INC COM 760282103 10 717 SH DEF 11 717
REPUBLIC BANCORP INC COM 760282103 29 2180 SH DEF 12 2180
REPUBLIC BANCORP KY CL A 760281204 389 19911 SH DEF 12 19911
REPUBLIC FIRST BANCORP INC COM 760416107 762 62500 SH DEF 6 60800 1700
REPUBLIC SVCS INC COM 760759100 133117 5193800 SH DEF 10 5193800
REPUBLIC SVCS INC COM 760759100 593 23119 SH DEF 12 23119
REPUBLIC SVCS INC COM 760759100 41013 1600200 SH DEF 13 1600200
REPUBLIC SVCS INC COM 760759100 14473 564700 SH DEF 8 385900 178800
RES-CARE INC COM 760943100 2457 303317 SH DEF 6 287317 16000
RESEARCH FRONTIERS INC COM 760911107 8 900 SH DEF 12 900
RESEARCH IN MOTION LTD COM 760975102 29806 343700 SH DEF 7 343700
RESEARCH IN MOTION LTD COM 760975102 66 990 SH DEF 12 990
RESOURCES BANKSHARES CORP COM 76121R104 140 4426.48 SH DEF 12 4426.48
RESPIRONICS INC COM 761230101 31251 691245 SH DEF 3 601575 89670
RESTORATION HARDWARE INC DEL COM 760981100 5 1000 SH DEF 12 1000
REUTERS GROUP PLC SPONSORED ADR 76132M102 2942 115748 SH DEF 6 97453 18295
REVLON INC CL A 761525500 1 300 SH DEF 12 300
REX STORES CORP COM 761624105 1952 137823 SH DEF 6 130623 7200
REXAM PLC SP ADR NEW2001 761655406 8130 208030 SH DEF 6 195435 12595
REYNOLDS & REYNOLDS CO CL A 761695105 226 7782 SH DEF 12 7782
REYNOLDS & REYNOLDS CO CL A 761695105 523 18000 SH DEF 5 15400 2600
REYNOLDS & REYNOLDS CO CL A 761695105 3 90 SH DEF 6 90
REYNOLDS & REYNOLDS CO CL A 761695105 25 875 SH DEF 2 875
REYNOLDS R J TOB HLDGS INC COM 76182K105 158 2723 SH DEF 12 2723
REYNOLDS R J TOB HLDGS INC COM 76182K105 6 100 SH DEF 6 100
REYNOLDS R J TOB HLDGS INC COM 76182K105 22 380 SH DEF 2 380
RF MICRODEVICES INC COM 749941100 869 86501 SH DEF 12 86501
RGC RES INC COM 74955L103 27 1200 SH DEF 12 1200
RHODIA SPONSORED ADR 762397107 3001 671254 SH DEF 6 640884 30370
RIGGS NATL CORP WASH DC COM 766570105 393 23749 SH DEF 12 23749
RIGHT MGMT CONSULTANTS INC COM 766573109 656 35150 SH DEF 3 35150
RIGHT MGMT CONSULTANTS INC COM 766573109 355 19000 SH DEF 6 19000
RIO TINTO PLC SPONSORED ADR 767204100 8022 71959 SH DEF 6 67326 4633
RIO TINTO PLC SPONSORED ADR 767204100 6995 62840 SH DEF 2 62210 630
RIO TINTO PLC SPONSORED ADR 767204100 487 4800 SH DEF 11 800 4000
RITE AID CORP COM 767754104 82 13500 SH DEF 2 3500 10000
RITE AID CORP COM 767754104 540 89472 SH DEF 12 89472
RIVIANA FOODS INC COM 769536103 59 2137 SH DEF 12 2137
RIVIANA FOODS INC COM 769536103 5 200 SH DEF 1 200
RLI CORP COM 749607107 67 1786 SH DEF 12 1786
RLI CORP COM 749607107 7057 188375 SH DEF 1 188375
RMK HIGH INCOME FD INC COM SHS 74963B105 700 43769.61 SH DEF 12 43769.61
ROANOKE ELEC STL CORP COM 769841107 11 800 SH DEF 12 800
ROBBINS & MYERS INC COM 770196103 44 2300 SH DEF 3 1400 900
ROBERT HALF INTL INC COM 770323103 286 12270 SH DEF 12 12270
ROCK-TENN CO CL A 772739207 86 5000 SH DEF 6 5000
ROCKFORD CORP COM 77316P101 72 13799 SH DEF 6 13799
ROCKWELL AUTOMATION INC COM 773903109 36 1000 SH DEF 2 1000
ROCKWELL AUTOMATION INC COM 773903109 24579 690430 SH DEF 3 675730 14700
ROCKWELL AUTOMATION INC COM 773903109 265 7439 SH DEF 12 7439
ROCKWELL AUTOMATION INC COM 773903109 2953 95500 SH DEF 11 86190 9310
ROCKWELL COLLINS INC COM 774341101 7 240 SH DEF 6 240
ROCKWELL COLLINS INC COM 774341101 1552 51676.59 SH DEF 12 51676.59
ROCKWELL COLLINS INC COM 774341101 42 1400 SH DEF 9 1400
ROCKWELL COLLINS INC COM 774341101 30 1000 SH DEF 2 1000
ROFIN SINAR TECHNOLOGIES INC COM 775043102 18364 531380 SH DEF 3 400020 131360
ROFIN SINAR TECHNOLOGIES INC COM 775043102 69 2000 SH DEF 2000
ROGERS COMMUNICATIONS INC CL B 775109200 875 53000 SH DEF 12 53000
ROGERS COMMUNICATIONS INC CL B 775109200 26294 1232150 SH DEF 7 1232150
ROHM & HAAS CO COM 775371107 270 6325 SH DEF 2 6325
ROHM & HAAS CO COM 775371107 69 1800 SH DEF 11 1800
ROHM & HAAS CO COM 775371107 126 2954 SH DEF 12 2954
ROLLINS INC COM 775711104 13421 595180 SH DEF 3 504200 90980
ROLLINS INC COM 775711104 9 384 SH DEF 12 384
ROSS STORES INC COM 778296103 35 1310 SH DEF 12 1310
ROSS SYS INC COM NEW 778303206 2 100 SH DEF 12 100
ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 3318 265200 SH DEF 3 262700 2500
ROTO ROOTER INC NEW COM 778787101 5 100 SH DEF 2 100
ROUSE CO COM 779273101 20 432 SH DEF 2 432
ROUSE CO COM 779273101 522 11102.4 SH DEF 12 11102.4
ROUSE CO COM 779273101 31 700 SH DEF 11 700
ROUSE CO PFD CONV SER B 779273309 92 1500 SH DEF 12 1500
ROUSE CO COM 779273101 155 3292 SH DEF 9 3292
ROWAN COS INC COM 779382100 3 136 SH DEF 12 136
ROWAN COS INC COM 779382100 38 1630 SH DEF 6 1630
ROWAN COS INC COM 779382100 1 46 SH DEF 2 46
ROWE COS COM 779528108 2 600 SH DEF 12 600
ROXIO INC COM 780008108 0 5 SH DEF 7 5
ROXIO INC COM 780008108 4 930 SH DEF 12 930
ROYAL BANCSHARES PA INC CL A 780081105 40 1559 SH DEF 6 1559
ROYAL BANCSHARES PA INC CL A 780081105 3 100 SH DEF 12 100
ROYAL BK CDA MONTREAL QUE COM 780087102 10 200 SH DEF 2 0 200
ROYAL BK CDA MONTREAL QUE COM 780087102 1697 35584 SH DEF 12 35584
ROYAL BK CDA MONTREAL QUE COM 780087102 106358 1721004 SH DEF 7 1721004
ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 112 4300 SH DEF 11 4300
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 110 4300 SH DEF 11 4300
ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 1194 25000 SH DEF 12 25000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 361 10373 SH DEF 12 10373
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5630 161679 SH DEF 6 159054 2625
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 1 10 SH DEF 6 10
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 1385 28496 SH DEF 9 300 28196
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 257 4910 SH DEF 4 4910 0 0
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 938 17897 SH DEF 1 4142 13755
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 484 7150 SH DEF 7 7150
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 9227 176123 SH DEF 12 176123
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 4001 76365 SH DEF 2 71265 5100
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 470 9918 SH DEF 11 2600 5418 1900
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 774 14780 SH DEF 5 13980 800
ROYAL GOLD INC COM 780287108 19 900 SH DEF 12 900
ROYAL KPN NV SPONSORED ADR 780641205 6628 857663 SH DEF 6 675133 182530
ROYCE FOCUS TR COM 78080N108 117 13765.52 SH DEF 12 13765.52
ROYCE MICRO-CAP TR INC COM 780915104 3195 254598 SH DEF 12 254598.24
ROYCE VALUE TR INC COM 780910105 5881 340130 SH DEF 12 340130.33
RPM INTL INC COM 749685103 260 15812 SH DEF 12 15812
RPM INTL INC COM 749685103 1247 75765 SH DEF 6 75765
RPM INTL INC COM 749685103 88 6000 SH DEF 11 1350 1700 2950
RPM INTL INC COM 749685103 6199 376640 SH DEF 3 263500 113140
RSA SEC INC COM 749719100 12272 861210 SH DEF 3 725960 135250
RUBY TUESDAY INC COM 781182100 7319 256900 SH DEF 3 114600 142300
RUBY TUESDAY INC COM 781182100 1377 48347 SH DEF 12 48347
RUBY TUESDAY INC COM 781182100 105 3680 SH DEF 2 0 3680
RUDDICK CORP COM 781258108 16881 943100 SH DEF 6 911700 31400
RUDDICK CORP COM 781258108 90 5000 SH DEF 12 5000
RUSH ENTERPISES INC CL A 781846209 341 34800 SH DEF 6 34800
RUSH ENTERPISES INC CL B 781846308 538 53250 SH DEF 6 51350 1900
RUSSELL CORP COM 782352108 11370 647480 SH DEF 6 628480 19000
RUSSELL CORP COM 782352108 191 10880 SH DEF 3 10880
RYANAIR HLDGS PLC SPONSORED ADR 783513104 19 377 SH DEF 2 0 377
RYANAIR HLDGS PLC SPONSORED ADR 783513104 1643 25100 SH DEF 7 25100
RYANAIR HLDGS PLC SPONSORED ADR 783513104 11400 224665 SH DEF 6 219875 4790
RYANS FAMILY STEAK HOUSE INC COM 783519101 84 5532 SH DEF 12 5532
RYANS FAMILY STEAK HOUSE INC COM 783519101 11450 757250 SH DEF 6 724250 33000
RYDER SYS INC COM 783549108 1306 38245 SH DEF 12 38245
RYDER SYS INC COM 783549108 1060 31050 SH DEF 6 31050
RYDER SYS INC COM 783549108 127 4000 SH DEF 11 2000 2000
RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 264 1950 SH DEF 12 1950
RYERSON TULL INC NEW COM 78375P107 269 23487 SH DEF 12 23487
RYLAND GROUP INC COM 783764103 73405 828130 SH DEF 3 687260 140870
RYLAND GROUP INC COM 783764103 61 683 SH DEF 12 683
S & T BANCORP INC COM 783859101 3625 121650 SH DEF 3 116250 5400
S & T BANCORP INC COM 783859101 12 400 SH DEF 12 400
S Y BANCORP INC COM 785060104 21 1000 SH DEF 12 1000
S&K FAMOUS BRANDS INC COM 783774102 364 21100 SH DEF 6 19300 1800
S1 CORPORATION COM 78463B101 13 1600 SH DEF 12 1600
SABINE ROYALTY TR UNIT BEN INT 785688102 87 3000 SH DEF 12 3000
SABRE HLDGS CORP CL A 785905100 3431 158900 SH DEF 8 143500 15400
SABRE HLDGS CORP CL A 785905100 27147 1257400 SH DEF 10 1257400
SABRE HLDGS CORP CL A 785905100 3279 151860 SH DEF 6 151860
SABRE HLDGS CORP CL A 785905100 13 620 SH DEF 11 620
SABRE HLDGS CORP CL A 785905100 863 39987 SH DEF 12 39987
SAFECO CORP COM 786429100 3028 77782 SH DEF 2 77782
SAFECO CORP COM 786429100 110 2900 SH DEF 11 700 2200
SAFECO CORP COM 786429100 199 5110 SH DEF 6 5110
SAFECO CORP COM 786429100 2395 61524 SH DEF 12 61524
SAFEGUARD SCIENTIFICS INC COM 786449108 949 234780 SH DEF 3 179180 55600
SAFEGUARD SCIENTIFICS INC COM 786449108 47 11640 SH DEF 12 11640
SAFENET INC COM 78645R107 0 14 SH DEF 12 14
SAFEWAY INC COM NEW 786514208 437 19966 SH DEF 12 19966
SAFEWAY INC COM NEW 786514208 693 31640 SH DEF 5 17415 14225
SAFEWAY INC COM NEW 786514208 2480 113179 SH DEF 2 100854 12325
SAFEWAY INC COM NEW 786514208 329 14636 SH DEF 11 1250 143 13243
SAFEWAY INC COM NEW 786514208 2528 115370 SH DEF 6 115370
SAFEWAY INC COM NEW 786514208 7 325 SH DEF 4 325 0 0
SAFEWAY INC COM NEW 786514208 2399 109500 SH DEF 8 109500
SAGA COMMUNICATIONS CL A 786598102 12 656 SH DEF 12 656
SAKS INC COM 79377W108 12 800 SH DEF 1 800
SAKS INC COM 79377W108 111 7400 SH DEF 6 7400
SAKS INC COM 79377W108 1011 67200 SH DEF 3 67200
SAKS INC COM 79377W108 802 53355 SH DEF 12 53355
SALISBURY BANCORP INC COM 795226109 18 450 SH DEF 12 450
SALIX PHARMACEUTICALS INC COM 795435106 113 5000 SH DEF 12 5000
SALOMON BR EMRG MKT FLT RTE COM 794912105 0 0 SH DEF 12 0
SALOMON BR EMRG MKTS INC II. COM 794910109 99 6000 SH DEF 12 6000
SALOMON BR GLBL PRTNRS INC F COM 794914101 25 1650 SH DEF 12 1650
SALOMON BROS 2008 WORLDWIDE COM 79548R103 252 22729 SH DEF 12 22729
SALOMON BROS EMERG MKT DEBT COM 79550E107 100 4940 SH DEF 12 4940
SALOMON BROS GLBL HIGH INC F COM 79550G102 52 3424.23 SH DEF 12 3424.23
SALOMON BROS HIGH INCOME FD COM 794907105 490 37280.79 SH DEF 12 37280.79
SALOMON BROS HIGH INCOME FD COM 79547Q106 143 12500 SH DEF 12 12500
SALOMON BROS WORLDWIDE INCOM COM 79548T109 418 25200 SH DEF 12 25200
SALOMON BROTHERS FD INC COM 795477108 151 12578 SH DEF 12 12578
SALTON INC COM 795757103 209 16000 SH DEF 6 16000
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 155 7150 SH DEF 12 7150
SAN PAOLO-IMI S P A SPONSORED ADR 799175104 277 10673 SH DEF 2 9776 897
SANCHEZ COMPUTER ASSOCS INC COM 799702105 120 29000 SH DEF 12 29000
SANDERSON FARMS INC COM 800013104 730 18110 SH DEF 3 17110 1000
SANDERSON FARMS INC COM 800013104 1205 29900 SH DEF 6 29900
SANDERSON FARMS INC COM 800013104 29 725 SH DEF 12 725
SANDISK CORP COM 80004c101 71 1165 SH DEF 4 1165 0 0
SANDISK CORP COM 80004C101 24 390 SH DEF 2 0 390
SANDISK CORP COM 80004C101 583 9520 SH DEF 3 5000 4520
SANDISK CORP COM 80004C101 898 14692 SH DEF 12 14692
SANDY SPRING BANCORP INC COM 800363103 4598 122950 SH DEF 1 122950
SANDY SPRING BANCORP INC COM 800363103 1337 35761 SH DEF 12 35761
SANFILIPPO JOHN B & SON INC COM 800422107 1536 30100 SH DEF 6 29000 1100
SANGAMO BIOSCIENCES INC COM 800677106 19 3400 SH DEF 12 3400
SANMINA SCI CORP COM 800907107 2314 183660 SH DEF 11 143190 40470
SANMINA SCI CORP COM 800907107 53 4200 SH DEF 3 4200
SANMINA SCI CORP COM 800907107 342 27150 SH DEF 5 15750 11400
SANMINA SCI CORP COM 800907107 253 20103 SH DEF 12 20103
SANMINA SCI CORP COM 800907107 73 5800 SH DEF 4 5800 0 0
SANOFI-SYNTHELABO SPONSORED ADR 80105N105 1 25 SH DEF 6 25
SANTOS LIMITED SPONSORED ADR 803021609 0 19 SH DEF 1 19
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1 20 SH DEF 6 20
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 53 1270 SH DEF 2 1270
SAPIENT CORP COM 803062108 3 600 SH DEF 12 600
SAPPI LTD SPON ADR NEW 803069202 33978 2485525 SH DEF 6 2424251 61274
SARA LEE CORP COM 803111103 721 33214 SH DEF 5 33014 200
SARA LEE CORP COM 803111103 5761 265369 SH DEF 12 265369.37
SARA LEE CORP COM 803111103 36894 1699388 SH DEF 6 1576568 122820
SARA LEE CORP COM 803111103 1531 71253 SH DEF 9 500 70753
SARA LEE CORP COM 803111103 4056 186810 SH DEF 3 186810
SARA LEE CORP COM 803111103 1986 91489 SH DEF 2 91489
SARA LEE CORP COM 803111103 168 8400 SH DEF 11 8400
SARA LEE CORP COM 803111103 14 500 SH DEF 7 500
SATCON TECHNOLOGY CORP COM 803893106 2 1000 SH DEF 12 1000
SAUL CTRS INC COM 804395101 604 21070 SH DEF 12 21070
SAUL CTRS INC COM 804395101 138 5000 SH DEF 11 2500 2500
SAVIENT PHARMACEUTICALS INC COM 80517Q100 3850 835140 SH DEF 3 691440 143700
SBA COMMUNICATIONS CORP COM 78388J106 123 32500 SH DEF 12 32500
SBC COMMUNICATIONS INC COM 78387G103 1634 67891 SH DEF 11 40850 5232 21809
SBC COMMUNICATIONS INC COM 78387G103 387 14769 SH DEF 9 400 14369
SBC COMMUNICATIONS INC COM 78387G103 12378 474781 SH DEF 3 467281 7500
SBC COMMUNICATIONS INC COM 78387G103 5054 150000 SH DEF 7 150000
SBC COMMUNICATIONS INC COM 78387G103 12929 495942 SH DEF 2 473396 22546
SBC COMMUNICATIONS INC COM 78387G103 670 25712 SH DEF 5 16064 9648
SBC COMMUNICATIONS INC COM 78387G103 21366 819585 SH DEF 6 808458 11127
SBC COMMUNICATIONS INC COM 78387g103 48 1846 SH DEF 4 1846 0 0
SBC COMMUNICATIONS INC COM 78387G103 674 25846 SH DEF 1 600 25246
SBC COMMUNICATIONS INC COM 78387G103 10926 419090.9 SH DEF 12 419090.9
SBS TECHNOLOGIES INC COM 78387P103 1 100 SH DEF 12 100
SCANA CORP NEW COM 80589M102 2121 61921.01 SH DEF 12 61921.01
SCANA CORP NEW COM 80589M102 17 510 SH DEF 2 510
SCANA CORP NEW COM 80589M102 138 4030 SH DEF 6 4030
SCANA CORP NEW COM 80589M102 247 7204 SH DEF 11 1126 1726 4352
SCANSOFT INC COM 80603P107 6 1200 SH DEF 12 1200
SCHEIN HENRY INC COM 806407102 81 1200 SH DEF 4 1200 0 0
SCHEIN HENRY INC COM 806407102 34 500 SH DEF 12 500
SCHERING A G SPONSORED ADR 806585204 7495 146558 SH DEF 6 138798 7760
SCHERING PLOUGH CORP COM 806605101 92 5300 SH DEF 4 5300 0 0
SCHERING PLOUGH CORP COM 806605101 13 758 SH DEF 6 758
SCHERING PLOUGH CORP COM 806605101 185 11360 SH DEF 11 8846 107 2407
SCHERING PLOUGH CORP COM 806605101 1225 70450 SH DEF 2 64186 6264
SCHERING PLOUGH CORP COM 806605101 3110 178824 SH DEF 3 175624 3200
SCHERING PLOUGH CORP COM 806605101 4 200 SH DEF 7 200
SCHERING PLOUGH CORP COM 806605101 6892 396299 SH DEF 12 396299.64
SCHLUMBERGER LTD COM 806857108 405 7400 SH DEF 1 7400
SCHLUMBERGER LTD COM 806857108 2447 44716 SH DEF 6 44716
SCHLUMBERGER LTD COM 806857108 5318 75200 SH DEF 7 75200
SCHLUMBERGER LTD COM 806857108 406 7415 SH DEF 5 6425 990
SCHLUMBERGER LTD COM 806857108 1573 29137 SH DEF 9 29137
SCHLUMBERGER LTD COM 806857108 587 10726 SH DEF 3 9426 1300
SCHLUMBERGER LTD COM 806857108 1199 23570 SH DEF 11 13430 8990 1150
SCHLUMBERGER LTD COM 806857108 3387 61904 SH DEF 2 55800 6104
SCHLUMBERGER LTD COM 806857108 5 100 SH DEF 4 100 0 0
SCHLUMBERGER LTD COM 806857108 5402 98727.41 SH DEF 12 98727.41
SCHNITZER STL INDS CL A 806882106 44640 737850 SH DEF 3 610200 127650
SCHOLASTIC CORP COM 807066105 2911 85505 SH DEF 6 85505
SCHOLASTIC CORP COM 807066105 38 1130 SH DEF 1 1130
SCHOLASTIC CORP COM 807066105 5 150 SH DEF 12 150
SCHOOL SPECIALTY INC COM 807863105 9802 288200 SH DEF 6 276300 11900
SCHULMAN A INC COM 808194104 422 19790 SH DEF 12 19790
SCHWAB CHARLES CORP NEW COM 808513105 293 24718.16 SH DEF 12 24718.16
SCHWAB CHARLES CORP NEW COM 808513105 883 71974 SH DEF 9 71974
SCHWAB CHARLES CORP NEW COM 808513105 2547 215103 SH DEF 2 215103
SCHWAB CHARLES CORP NEW COM 808513105 12 1000 SH DEF 11 1000
SCHWAB CHARLES CORP NEW COM 808513105 242 20400 SH DEF 4 20400 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2287 76800 SH DEF 3 76800
SCHWEITZER-MAUDUIT INTL INC COM 808541106 8130 273000 SH DEF 6 263400 9600
SCICLONE PHARMACEUTICALS INC COM 80862K104 2306 340124 SH DEF 3 334824 5300
SCICLONE PHARMACEUTICALS INC COM 80862K104 2881 424900 SH DEF 12 424900
SCIENTIFIC ATLANTA INC COM 808655104 1474 54010 SH DEF 6 54010
SCIENTIFIC ATLANTA INC COM 808655104 164 6000 SH DEF 2 1000 5000
SCIENTIFIC ATLANTA INC COM 808655104 369 13500 SH DEF 5 13500
SCIENTIFIC ATLANTA INC COM 808655104 27 1000 SH DEF 3 1000
SCIENTIFIC ATLANTA INC COM 808655104 66 2400 SH DEF 4 2400 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1406 51512.51 SH DEF 12 51512.51
SCIENTIFIC GAMES CORP CL A 80874P109 16818 991030 SH DEF 3 829530 161500
SCIENTIFIC GAMES CORP CL A 80874P109 189 11100 SH DEF 12 11100
SCITEX LTD ORD 809090103 25 4875 SH DEF 12 4875
SCO GROUP INC COM 78403A106 4942 290700 SH DEF 3 158500 132200
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 6 206 SH DEF 2 206
SCOTTS CO CL A 810186106 325 5500 SH DEF 2 5500
SCOTTS CO CL A 810186106 1 20 SH DEF 6 20
SCOTTS CO CL A 810186106 1074 18150 SH DEF 12 18150
SCP POOL CORP COM 784028102 49 1500 SH DEF 12 1500
SCP POOL CORP COM 784028102 2672 81755 SH DEF 3 80240 1515
SCRIPPS E W CO OHIO CL A 811054204 3 30 SH DEF 11 30
SCRIPPS E W CO OHIO CL A 811054204 289 3071 SH DEF 2 3071
SCRIPPS E W CO OHIO CL A 811054204 377 4000 SH DEF 5 3600 400
SCRIPPS E W CO OHIO CL A 811054204 22 232 SH DEF 12 232
SCS TRANSN INC COM 81111T102 4020 228650 SH DEF 3 222770 5880
SCUDDER GLOBAL HIGH INCOME F COM 81115E101 4 500 SH DEF 12 500
SCUDDER HIGH INCOME TR SH BEN INT 811153105 206 27590 SH DEF 12 27590
SCUDDER INTER GOVT TR SH BEN INT 811163104 73 10745 SH DEF 12 10745
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q101 99 11275 SH DEF 12 11275
SCUDDER RREEF REAL EST FD II COM 81119R108 390 25488.49 SH DEF 12 25488.49
SCUDDER RREEF REAL ESTATE FD COM 81119Q100 178 9266.27 SH DEF 12 9266.27
SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 811234103 74 5650 SH DEF 12 5650
SEA CONTAINERS LTD CL B 811371103 27 1496 SH DEF 12 1496
SEA CONTAINERS LTD CL A 811371707 52 2835 SH DEF 12 2835
SEABULK INTL INC COM 81169P101 1 174 SH DEF 12 174
SEACHANGE INTL INC COM 811699107 1878 121960 SH DEF 3 119710 2250
SEACOAST BKG CORP FLA COM 811707306 38 2200 SH DEF 11 1100 1100
SEACOAST BKG CORP FLA COM 811707306 103 5940 SH DEF 1 5940
SEACOAST BKG CORP FLA COM 811707306 1589 91536 SH DEF 12 91536
SEACOAST FINL SVCS CORP COM 81170Q106 216 7875 SH DEF 12 7875
SEAGATE TECHNOLOGY SHS G7945J104 662 35000 SH DEF 35000
SEAGATE TECHNOLOGY SHS G7945J104 2 100 SH DEF 11 100
SEAGATE TECHNOLOGY SHS G7945J104 113442 6002200 SH DEF 10 5218600 783600
SEAGATE TECHNOLOGY SHS G7945J104 10790 570905 SH DEF 6 460665 110240
SEAGATE TECHNOLOGY SHS G7945J104 951 50300 SH DEF 12 50300
SEAGATE TECHNOLOGY SHS G7945J104 60145 3182300 SH DEF 8 1872100 1310200
SEALED AIR CORP NEW COM 81211K100 433 8005 SH DEF 12 8005
SEALED AIR CORP NEW COM 81211K100 29 531 SH DEF 2 531
SEALED AIR CORP NEW COM 81211k100 98 1819 SH DEF 4 1819 0 0
SEARS ROEBUCK & CO COM 812387108 3328 73153 SH DEF 6 68303 4850
SEARS ROEBUCK & CO COM 812387108 88 1934 SH DEF 2 1552 382
SEARS ROEBUCK & CO COM 812387108 5627 123700 SH DEF 3 120900 2800
SEARS ROEBUCK & CO COM 812387108 888 19519 SH DEF 12 19519
SEARS ROEBUCK & CO COM 812387108 566 12450 SH DEF 5 7400 5050
SEATTLE GENETICS INC COM 812578102 517 702000 SH DEF 55000 7500
SEATTLE GENETICS INC COM 812578102 1234 143851 SH DEF 12 143851
SECOND BANCORP INC COM 813114105 2951 111763 SH DEF 6 105403 6360
SECURE COMPUTING CORP COM 813705100 22 1250 SH DEF 12 1250
SEI INVESTMENTS CO COM 784117103 812 26665 SH DEF 12 26665
SELECT COMFORT CORP COM 81616X103 4896 197720 SH DEF 3 194050 3670
SELECT MEDICAL CORP COM 816196109 16 1000 SH DEF 12 1000
SELECT MEDICAL CORP COM 816196109 7409 455070 SH DEF 3 427800 27270
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 76 2854 SH DEF 12 2854
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 140 6000 SH DEF 2 6000
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 436 21404 SH DEF 12 21404
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 32 1211 SH DEF 12 1211
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 173 6147 SH DEF 12 6147
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 54 1950 SH DEF 12 1950
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 14 439 SH DEF 12 439
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 19 864 SH DEF 12 864
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 155 5140 SH DEF 12 5140
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 336 14412 SH DEF 12 14412
SELECTIVE INS GROUP INC COM 816300107 1352 41790 SH DEF 3 26340 15450
SELECTIVE INS GROUP INC COM 816300107 10 300 SH DEF 12 300
SELECTIVE INS GROUP INC COM 816300107 34 1100 SH DEF 11 1100
SELIGMAN QUALITY MUN FD INC COM 816343107 2 135 SH DEF 12 135
SELIGMAN SELECT MUN FD INC COM 816344105 74 6700 SH DEF 12 6700
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 339 8200 SH DEF 12 8200
SEMITOOL INC COM 816909105 407 37800 SH DEF 3 36000 1800
SEMOTUS SOLUTIONS INC COM 81684P107 2 2600 SH DEF 12 2600
SEMPRA ENERGY COM 816851109 59 1980 SH DEF 11 1980
SEMPRA ENERGY COM 816851109 8477 282000 SH DEF 3 281700 300
SEMPRA ENERGY COM 816851109 500 16642 SH DEF 12 16642
SEMPRA ENERGY INCOME EQTY UT 816851208 6989 190000 SH DEF 7 190000
SEMPRA ENERGY COM 816851109 231 7680 SH DEF 6 7680
SENECA FOODS CORP NEW CL B 817070105 9 400 SH DEF 12 400
SENIOR HIGH INCOME PORTFOLIO COM 81721E107 156 24805 SH DEF 12 24805
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1977 114744 SH DEF 12 114744
SENSIENT TECHNOLOGIES CORP COM 81725T100 16374 828200 SH DEF 6 799600 28600
SENSIENT TECHNOLOGIES CORP COM 81725T100 1012 51205 SH DEF 12 51205
SENSIENT TECHNOLOGIES CORP COM 81725T100 28 1400 SH DEF 2 1400
SEPRACOR INC COM 817315104 8107 338800 SH DEF 8 169600 169200
SEPRACOR INC COM 817315104 69 2867 SH DEF 12 2867
SEQUA CORPORATION CL A 817320104 1 14 SH DEF 12 14
SEROLOGICALS CORP COM 817523103 12924 694840 SH DEF 3 655790 39050
SERVICE CORP INTL COM 817565104 3263 605350 SH DEF 3 519500 85850
SERVICE CORP INTL COM 817565104 40 7500 SH DEF 2 7500
SERVICE CORP INTL COM 817565104 796 147600 SH DEF 12 147600
SERVICE CORP INTL COM 817565104 20 3800 SH DEF 6 3800
SERVICEMASTER CO COM 81760N109 273 23451 SH DEF 2 23451
SERVICEMASTER CO COM 81760N109 2930 251480 SH DEF 12 251480
SERVICEMASTER CO COM 81760N109 356 30500 SH DEF 9 30500
SERVICEMASTER CO COM 81760N109 118 10756 SH DEF 11 10756
SFBC INTL INC COM 784121105 8339 313950 SH DEF 3 311350 2600
SHARPER IMAGE CORP COM 820013100 9885 303690 SH DEF 3 301920 1770
SHAW COMMUNICATIONS INC CL B CONV 82028K200 999 64360 SH DEF 6 1215 63145
SHAW COMMUNICATIONS INC CL B CONV 82028K200 11555 572900 SH DEF 7 572900
SHAW COMMUNICATIONS INC CL B CONV 82028K200 21 1370 SH DEF 3 1370
SHAW COMMUNICATIONS INC CL B CONV 82028K200 320 20600 SH DEF 12 20600
SHAW GROUP INC COM 820280105 10456 767700 SH DEF 6 740100 27600
SHAW GROUP INC COM 820280105 433 31815 SH DEF 12 31815
SHELBOURNE PPTYS I INC COM 821373107 0 12 SH DEF 12 12
SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 703 15612 SH DEF 2 15612
SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 912 20247 SH DEF 12 20247
SHENANDOAH TELECOMMUNICATION COM 82312B106 173 3380 SH DEF 12 3380
SHERWIN WILLIAMS CO COM 824348106 1719 49470 SH DEF 6 49470
SHERWIN WILLIAMS CO COM 824348106 489 14084 SH DEF 12 14084
SHERWIN WILLIAMS CO COM 824348106 347 10000 SH DEF 5 10000
SHERWIN WILLIAMS CO COM 824348106 12055 347020 SH DEF 3 346700 320
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106 11947 410971 SH DEF 6 358158 52813
SHOE CARNIVAL INC COM 824889109 519 29300 SH DEF 6 29300
SHOE CARNIVAL INC COM 824889109 9 500 SH DEF 12 500
SHOPKO STORES INC COM 824911101 155 10150 SH DEF 12 10150
SHOPKO STORES INC COM 824911101 8830 579045 SH DEF 6 559445 19600
SHOPKO STORES INC COM 824911101 6473 424450 SH DEF 3 304000 120450
SHORE BANCSHARES INC COM 825107105 261 6857 SH DEF 12 6857
SHUFFLE MASTER INC COM 825549108 2669 77080 SH DEF 12 77080
SHURGARD STORAGE CTRS INC COM 82567D104 90 2386 SH DEF 12 2386
SI INTL INC COM 78427V102 4267 218040 SH DEF 3 170620 47420
SI INTL INC COM 78427V102 11 585 SH DEF 12 585
SICOR INC COM 825846108 57 2105 SH DEF 4 2105 0 0
SICOR INC COM 825846108 9321 342690 SH DEF 3 190490 152200
SIEBEL SYS INC COM 826170102 3 250 SH DEF 2 250
SIEBEL SYS INC COM 826170102 83 6010 SH DEF 12 6010
SIEBEL SYS INC COM 826170102 19 1400 SH DEF 1 1400
SIEMENS A G SPONSORED ADR 826197501 4097 51208 SH DEF 6 50080 1128
SIERRA HEALTH SVCS INC COM 826322109 36690 1336600 SH DEF 3 1107270 229330
SIERRA HEALTH SVCS INC COM 826322109 8 292 SH DEF 12 292
SIERRA PAC RES NEW COM 826428104 328 44709 SH DEF 12 44709
SIERRA PAC RES NEW COM 826428104 22917 3121545 SH DEF 6 3032380 905 88260
SIGMA ALDRICH CORP COM 826552101 242 4424 SH DEF 11 2774 1650
SIGMA ALDRICH CORP COM 826552101 383 6700 SH DEF 5 6300 400
SIGMA ALDRICH CORP COM 826552101 126 2210 SH DEF 2 2210
SIGMA ALDRICH CORP COM 826552101 1186 20742 SH DEF 12 20742
SIGMA DESIGNS INC COM 826565103 45 6000 SH DEF 12 6000
SILGAN HOLDINGS INC COM 827048109 25080 590254 SH DEF 6 576029 105 14120
SILGAN HOLDINGS INC COM 827048109 16899 397620 SH DEF 3 334770 62850
SILICON GRAPHICS INC COM 827056102 0 254 SH DEF 12 254
SILICON LABORATORIES INC COM 826919102 86 2000 SH DEF 12 2000
SILICON STORAGE TECHNOLOGY I COM 827057100 4353 395700 SH DEF 3 395700
SILICON STORAGE TECHNOLOGY I COM 827057100 212 19300 SH DEF 12 19300
SILICONIX INC COM NEW 827079203 536 11725 SH DEF 3 11725
SILICONIX INC COM NEW 827079203 7 150 SH DEF 12 150
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2048 397600 SH DEF 3 375400 22200
SILVER STD RES INC COM 82823L106 50 4500 SH DEF 12 4500
SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 2751 99800 SH DEF 6 94400 5400
SIMON PPTY GROUP INC NEW COM 828806109 269 6000 SH DEF 11 3700 400 1900
SIMON PPTY GROUP INC NEW COM 828806109 93 2000 SH DEF 2 2000
SIMON PPTY GROUP INC NEW COM 828806109 1614 33493 SH DEF 9 33493
SIMON PPTY GROUP INC NEW COM 828806109 3602 77740.01 SH DEF 12 77740.01
SIMON PPTY GROUP INC NEW COM 828806109 438 8000 SH DEF 7 8000
SIMPLETECH INC COM 828823104 8 1300 SH DEF 3 1300
SIMPSON MANUFACTURING CO INC COM 829073105 2628 51670 SH DEF 3 50230 1440
SIMPSON MANUFACTURING CO INC COM 829073105 84 1650 SH DEF 12 1650
SINCLAIR BROADCAST GROUP INC CL A 829226109 235 15750 SH DEF 12 15750
SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 829226505 71 1445 SH DEF 12 1445
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 19 400 SH DEF 2 400
SIRIUS SATELLITE RADIO INC COM 82966U103 8 2500 SH DEF 1 2500
SIRIUS SATELLITE RADIO INC COM 82966U103 352 111295 SH DEF 12 111295
SIRNA THERAPEUTICS INC COM 829669100 3 664 SH DEF 12 664
SIX FLAGS INC COM 83001P109 8 1020 SH DEF 12 1020
SK TELECOM LTD SPONSORED ADR 78440P108 6104 327303 SH DEF 3 317300 10003
SK TELECOM LTD SPONSORED ADR 78440P108 52 2800 SH DEF 2 2800
SKIBO FINL CORP COM 830611109 127 7500 SH DEF 12 7500
SKY FINL GROUP INC COM 83080P103 420 16200 SH DEF 12 16200
SKY FINL GROUP INC COM 83080P103 3808 146788 SH DEF 6 146788
SKY FINL GROUP INC COM 83080P103 16 650 SH DEF 11 650
SKY FINL GROUP INC COM 83080P103 19429 748980 SH DEF 3 634440 114540
SKYLINE CORP COM 830830105 3 100 SH DEF 12 100
SKYWEST INC COM 830879102 8900 492528 SH DEF 6 467328 25200
SKYWORKS SOLUTIONS INC COM 83088M102 0 52 SH DEF 6 52
SKYWORKS SOLUTIONS INC COM 83088M102 1550 178167 SH DEF 12 178167
SL GREEN RLTY CORP COM 78440X101 12 300 SH DEF 12 300
SLM CORP COM 78442P106 312 8290 SH DEF 2 7200 1090
SLM CORP COM 78442p106 12 316 SH DEF 4 316 0 0
SLM CORP COM 78442P106 196 5124 SH DEF 11 4950 174
SLM CORP COM 78442P106 650 17239 SH DEF 12 17239
SM&A COM 78465D105 11 900 SH DEF 12 900
SMEDVIG A S SPON ADR REP A 83169H105 205 27490 SH DEF 6 775 26715
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 975 23268 SH DEF 6 9920 13348
SMITH & WOLLENSKY RESTAURANT COM 831758107 32 5000 SH DEF 12 5000
SMITH A O COM 831865209 1 30 SH DEF 12 30
SMITH A O COM 831865209 39 1100 SH DEF 2 1100
SMITH INTL INC COM 832110100 4037 104217 SH DEF 11 95017 9200
SMITH INTL INC COM 832110100 83 2000 SH DEF 12 2000
SMITHFIELD FOODS INC COM 832248108 92 4600 SH DEF 11 2300 2300
SMITHFIELD FOODS INC COM 832248108 83 3990 SH DEF 6 3990
SMITHFIELD FOODS INC COM 832248108 4089 197519 SH DEF 12 197519
SMUCKER J M CO COM NEW 832696405 1854 40947 SH DEF 2 40870 77
SMUCKER J M CO COM NEW 832696405 3 64 SH DEF 11 56 4 4
SMUCKER J M CO COM NEW 832696405 0 2 SH DEF 6 2
SMUCKER J M CO COM NEW 832696405 1435 31694.28 SH DEF 12 31694.28
SMUCKER J M CO COM NEW 832696405 9 204 SH DEF 1 204
SMUCKER J M CO COM NEW 832696405 1 12 SH DEF 4 12 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 251 13530 SH DEF 6 13530
SMURFIT-STONE CONTAINER CORP COM 832727101 745 40100 SH DEF 5 29300 10800
SMURFIT-STONE CONTAINER CORP COM 832727101 70 3785 SH DEF 12 3785
SNAP ON INC COM 833034101 6 200 SH DEF 2 200
SNAP ON INC COM 833034101 64 2125 SH DEF 11 950 1175
SNAP ON INC COM 833034101 727 22555 SH DEF 12 22555
SNAP ON INC COM 833034101 68 2100 SH DEF 6 2100
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 83 2000 SH DEF 2 2000
SOHU COM INC COM 83408W103 535 17900 SH DEF 3 17900
SOLA INTL INC COM 834092108 8499 452100 SH DEF 6 441600 10500
SOLECTRON CORP COM 834182107 14 2340 SH DEF 2 500 1840
SOLECTRON CORP COM 834182107 326 55200 SH DEF 4 55200 0 0
SOLECTRON CORP COM 834182107 477 80728 SH DEF 5 57125 23603
SOLECTRON CORP COM 834182107 1 200 SH DEF 6 200
SOLECTRON CORP COM 834182107 85 14465 SH DEF 12 14465
SOLUTIA INC COM 834376105 0 478 SH DEF 12 478
SOLUTIA INC COM 834376105 0 50 SH DEF 11 50
SONIC AUTOMOTIVE INC CL A 83545G102 2782 121400 SH DEF 6 117200 4200
SONIC AUTOMOTIVE INC CL A 83545G102 11 500 SH DEF 12 500
SONIC CORP COM 835451105 1693 55110 SH DEF 3 54090 1020
SONIC CORP COM 835451105 12 400 SH DEF 12 400
SONIC FDRY INC COM 83545R108 0 200 SH DEF 12 200
SONIC INNOVATIONS INC COM 83545M109 6 1000 SH DEF 12 1000
SONIC SOLUTIONS COM 835460106 11 750 SH DEF 12 750
SONICWALL INC COM 835470105 12 1600 SH DEF 12 1600
SONOCO PRODS CO COM 835495102 17 725 SH DEF 11 225 500
SONOCO PRODS CO COM 835495102 1209 49098 SH DEF 12 49098
SONOCO PRODS CO COM 835495102 21948 891550 SH DEF 6 879430 335 11785
SONOSITE INC COM 83568G104 133 6210 SH DEF 12 6210
SONUS NETWORKS INC COM 835916107 591 78380 SH DEF 3 76880 1500
SONUS NETWORKS INC COM 835916107 10 1350 SH DEF 12 1350
SONY CORP ADR NEW 835699307 940 27100 SH DEF 2 27100
SONY CORP ADR NEW 835699307 80 2300 SH DEF 11 1150 1150
SORRENTO NETWORKS CORP COM NEW 83586Q209 0 40 SH DEF 12 40
SOTHEBYS HLDGS INC CL A 835898107 21 1552 SH DEF 12 1552
SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q406 39 2500 SH DEF 12 2500
SOURCE INTERLINK COS INC COM NEW 836151209 1 100 SH DEF 12 100
SOURCE INTERLINK COS INC COM NEW 836151209 167 15700 SH DEF 3 15100 600
SOURCECORP COM 836167106 4839 190141 SH DEF 6 180631 9510
SOURCECORP COM 836167106 1985 78000 SH DEF 3 78000
SOUTH FINL GROUP INC COM 837841105 52 1856 SH DEF 12 1856
SOUTH FINL GROUP INC COM 837841105 25663 924780 SH DEF 3 750390 174390
SOUTH JERSEY INDS INC COM 838518108 4734 116900 SH DEF 6 113400 3500
SOUTH JERSEY INDS INC COM 838518108 12 300 SH DEF 12 300
SOUTHERN AFRICA FD INC COM 842157109 23 1400 SH DEF 12 1400
SOUTHERN CMNTY FINL CORP COM 842632101 232 21196 SH DEF 12 21196
SOUTHERN CO COM 842587107 9 300 SH DEF 6 300
SOUTHERN CO COM 842587107 4023 133003 SH DEF 12 133003.89
SOUTHERN CO COM 842587107 3287 108650 SH DEF 3 106950 1700
SOUTHERN CO COM 842587107 3671 93900 SH DEF 7 93900
SOUTHERN CO COM 842587107 1052 35248 SH DEF 9 300 34948
SOUTHERN CO COM 842587107 90 2974 SH DEF 2 2774 200
SOUTHERN CO COM 842587107 458 15380 SH DEF 11 12290 1200 1890
SOUTHERN FINL BANCORP INC COM 842870107 125 2904 SH DEF 12 2904
SOUTHERN FINL BANCORP INC COM 842870107 585 13585 SH DEF 1 13585
SOUTHERN PAC PETE NL SPONS ADR NEW 843581406 0 68 SH DEF 2 68
SOUTHERN PERU COPPER CORP COM 843611104 7322 155250 SH DEF 3 117110 38140
SOUTHERN UN CO NEW COM 844030106 43 2334.9 SH DEF 12 2334.9
SOUTHERN UN CO NEW COM 844030106 116 6315 SH DEF 4 6315 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 33 1800 SH DEF 12 1800
SOUTHTRUST CORP COM 844730101 39 1200 SH DEF 2 1200
SOUTHTRUST CORP COM 844730101 471 14400 SH DEF 5 9900 4500
SOUTHTRUST CORP COM 844730101 5 160 SH DEF 6 160
SOUTHTRUST CORP COM 844730101 2515 76848.56 SH DEF 12 76848.56
SOUTHTRUST CORP COM 844730101 199 6400 SH DEF 11 2400 4000
SOUTHWEST AIRLS CO COM 844741108 1279 79271.14 SH DEF 12 79271.14
SOUTHWEST AIRLS CO COM 844741108 60 3700 SH DEF 2 3700
SOUTHWEST AIRLS CO COM 844741108 99 5933 SH DEF 11 2175 2604 1154
SOUTHWEST BANCORP INC OKLA COM 844767103 1882 105600 SH DEF 6 101100 4500
SOUTHWEST BANCORPORATION TEX COM 84476R109 152 3910 SH DEF 12 3910
SOUTHWEST BANCORPORATION TEX COM 84476R109 2293 59025 SH DEF 1 59025
SOUTHWEST BANCORPORATION TEX COM 84476R109 31 830 SH DEF 11 415 415
SOUTHWEST GAS CORP COM 844895102 146 6492 SH DEF 12 6492
SOUTHWEST WTR CO COM 845331107 73 4563 SH DEF 12 4563
SOUTHWESTERN ENERGY CO COM 845467109 16866 705700 SH DEF 3 659310 46390
SOVEREIGN BANCORP INC COM 845905108 5654 238075 SH DEF 1 238075
SOVEREIGN BANCORP INC COM 845905108 33 1387 SH DEF 4 1387 0 0
SOVEREIGN BANCORP INC COM 845905108 2814 118468 SH DEF 12 118468.65
SOVEREIGN BANCORP INC COM 845905108 10162 427870 SH DEF 6 427870
SOVEREIGN BANCORP INC COM 845905108 127 6000 SH DEF 11 3000 3000
SOVEREIGN BANCORP INC COM 845905108 85500 3600000 SH DEF 10 3600000
SOVEREIGN BANCORP INC COM 845905108 6025 253700 SH DEF 8 213700 40000
SOVRAN SELF STORAGE INC COM 84610H108 27 740 SH DEF 12 740
SPARTAN MTRS INC COM 846819100 398 39400 SH DEF 6 39400
SPARTECH CORP COM NEW 847220209 5 200 SH DEF 12 200
SPDR TR UNIT SER 1 78462F103 1881 13088 SH DEF 7 13088
SPDR TR UNIT SER 1 78462F103 1828 16430 SH DEF 2 14930 1500
SPDR TR UNIT SER 1 78462F103 250 2250 SH DEF 5 2250
SPDR TR UNIT SER 1 78462F103 2624 23579.92 SH DEF 12 23579.92
SPDR TR UNIT SER 1 78462F103 245 2200 SH DEF 1 2200
SPECTRUM PHARMACEUTICALS INC COM 84763A108 6 769 SH DEF 12 769
SPECTRUM SIGNAL PROCESSING I COM 84763F107 54 43000 SH DEF 12 43000
SPEEDWAY MOTORSPORTS INC COM 847788106 13 435 SH DEF 12 435
SPHERION CORP COM 848420105 579 59092 SH DEF 12 59092
SPHERIX INC COM 84842R106 58 9330 SH DEF 12 9330
SPINNAKER EXPL CO COM 84855W109 19 592 SH DEF 12 592
SPINNAKER EXPL CO COM 84855W109 21125 654565 SH DEF 6 645035 180 9350
SPORTS AUTH INC NEW COM 84917U109 28 740 SH DEF 12 740
SPORTSMANS GUIDE INC COM NEW 848907200 5 302 SH DEF 12 302
SPRINT CORP PCS COM SER 1 852061506 374 66491 SH DEF 12 66491
SPRINT CORP PCS COM SER 1 852061506 230 41000 SH DEF 5 26200 14800
SPRINT CORP PCS COM SER 1 852061506 31 5522 SH DEF 2 5522
SPRINT CORP COM FON GROUP 852061100 4304 262111 SH DEF 12 262111
SPRINT CORP COM FON GROUP 852061100 142 9000 SH DEF 11 1600 7400
SPRINT CORP COM FON GROUP 852061100 758 46150 SH DEF 5 29850 16300
SPRINT CORP COM FON GROUP 852061100 5234 318748 SH DEF 6 308450 10298
SPRINT CORP COM FON GROUP 852061100 672 40898 SH DEF 2 40898
SPSS INC COM 78462K102 1683 94150 SH DEF 3 67900 26250
SPSS INC COM 78462K102 22 1250 SH DEF 12 1250
SPX CORP COM 784635104 785 13350 SH DEF 3 6800 6550
SPX CORP COM 784635104 12 200 SH DEF 2 200
SPX CORP COM 784635104 142 2409 SH DEF 12 2409
SPX CORP COM 784635104 230 2050 SH DEF 9 2050
SPX CORP COM 784635104 1409 23960 SH DEF 6 23960
SRA INTL INC CL A 78464R105 8 183 SH DEF 12 183
SS&C TECHNOLOGIES INC COM 85227Q100 11604 415180 SH DEF 3 395230 19950
ST JOE CO COM 790148100 82 2350 SH DEF 11 2350
ST JOE CO COM 790148100 1575 42225.66 SH DEF 12 42225.66
ST JUDE MED INC COM 790849103 618 10080 SH DEF 2 10080
ST JUDE MED INC COM 790849103 476 6000 SH DEF 7 6000
ST JUDE MED INC COM 790849103 501 8170 SH DEF 12 8170
ST MARY LD & EXPL CO COM 792228108 14 500 SH DEF 12 500
ST MARY LD & EXPL CO COM 792228108 7654 268210 SH DEF 6 260350 190 7670
ST MARY LD & EXPL CO COM 792228108 325 11400 SH DEF 2 11400
ST MARY LD & EXPL CO COM 792228108 1324 46440 SH DEF 3 45590 850
ST PAUL COS INC COM 792860108 73 1850 SH DEF 2 500 1350
ST PAUL COS INC COM 792860108 10876 274310 SH DEF 6 274310
ST PAUL COS INC COM 792860108 8 200 SH DEF 4 200 0 0
ST PAUL COS INC EQUITY UNIT 792860306 33 450 SH DEF 12 450
ST PAUL COS INC COM 792860108 419 10559 SH DEF 12 10559
ST PAUL COS INC COM 792860108 31 789 SH DEF 11 224 385 180
STAGE STORES INC COM NEW 85254C305 10017 359048 SH DEF 6 346848 12200
STANCORP FINL GROUP INC COM 852891100 19878 316130 SH DEF 3 245380 70750
STANCORP FINL GROUP INC COM 852891100 6960 110692 SH DEF 1 110692
STANCORP FINL GROUP INC COM 852891100 5835 92800 SH DEF 6 92800
STANCORP FINL GROUP INC COM 852891100 3 50 SH DEF 12 50
STANDARD COML CORP COM 853258101 2868 142900 SH DEF 6 136200 6700
STANDARD MANAGEMENT CORP COM 853612109 1 420 SH DEF 2 420
STANDARD MICROSYSTEMS CORP COM 853626109 22 880 SH DEF 4 880 0 0
STANDARD MICROSYSTEMS CORP COM 853626109 14293 564950 SH DEF 3 472600 92350
STANDARD MTR PRODS INC COM 853666105 9 750 SH DEF 12 750
STANDARD PAC CORP NEW COM 85375C101 218 4500 SH DEF 5 4500
STANDARD PAC CORP NEW COM 85375C101 10 200 SH DEF 12 200
STANDARD PAC CORP NEW COM 85375C101 5763 118700 SH DEF 3 88600 30100
STANDARD PAC CORP NEW COM 85375C101 21881 450695 SH DEF 6 438195 12500
STANDEX INTL CORP COM 854231107 173 6175 SH DEF 12 6175
STANDEX INTL CORP COM 854231107 3316 118435 SH DEF 6 113415 5020
STANLEY FURNITURE INC COM NEW 854305208 1 40 SH DEF 12 40
STANLEY FURNITURE INC COM NEW 854305208 2303 73100 SH DEF 6 68900 4200
STANLEY WKS COM 854616109 5 125 SH DEF 11 125
STANLEY WKS COM 854616109 1089 28500 SH DEF 9 28500
STANLEY WKS COM 854616109 3560 94000 SH DEF 6 94000
STANLEY WKS COM 854616109 974 25706.37 SH DEF 12 25706.37
STAPLES INC COM 855030102 14 572 SH DEF 11 100 236 236
STAPLES INC COM 855030102 3170 116125 SH DEF 1 116125
STAPLES INC COM 855030102 190 6950 SH DEF 2 6950
STAPLES INC COM 855030102 35699 1307650 SH DEF 3 1283070 24580
STAPLES INC COM 855030102 483 17675 SH DEF 12 17675
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 175 7160 SH DEF 12 7160
STAR SCIENTIFIC INC COM 85517P101 13 7000 SH DEF 12 7000
STARBUCKS CORP COM 855244109 839 25392 SH DEF 12 25392
STARBUCKS CORP COM 855244109 60 1800 SH DEF 2 1800
STARBUCKS CORP COM 855244109 43 1400 SH DEF 11 900 500
STARBUCKS CORP COM 855244109 76 2300 SH DEF 4 2300 0 0
STARTEK INC COM 85569C107 1961 48080 SH DEF 3 47190 890
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 5 100 SH DEF 7 100
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 74 2068 SH DEF 2 2068
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 -255 -7099.56 SH DEF 12 -7099.56
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 127 3540 SH DEF 6 3540
STATE AUTO FINL CORP COM 855707105 12 500 SH DEF 12 500
STATE FINL SVCS CORP CL A 856855101 13 500 SH DEF 12 500
STATE STR CORP UNIT 99/99/9999 857477202 4198 17278 SH DEF 2 16423 855
STATE STR CORP UNIT 99/99/9999 857477202 6 25 SH DEF 12 25
STATE STR CORP COM 857477103 37 704 SH DEF 4 704 0 0
STATE STR CORP COM 857477103 36193 694954 SH DEF 1 14000 680954
STATE STR CORP COM 857477103 3692 70887.45 SH DEF 12 70887.45
STATE STR CORP COM 857477103 89 1700 SH DEF 2 1700
STATE STR CORP COM 857477103 1724 33100 SH DEF 3 33100
STATE STR CORP COM 857477103 762 15774 SH DEF 11 8852 6922
STATE STR CORP COM 857477103 466 8950 SH DEF 5 3850 5100
STATEN IS BANCORP INC COM 857550107 36 1600 SH DEF 12 1600
STATEN IS BANCORP INC COM 857550107 1080 48000 SH DEF 3 48000
STATION CASINOS INC COM 857689103 12 400 SH DEF 12 400
STATION CASINOS INC COM 857689103 1060 34600 SH DEF 3 34600
STEAK N SHAKE CO COM 857873103 9 503 SH DEF 12 503
STEEL DYNAMICS INC COM 858119100 21356 928515 SH DEF 6 897715 30800
STEEL TECHNOLOGIES INC COM 858147101 2063 116600 SH DEF 6 110900 5700
STEELCASE INC CL A 858155203 19 1300 SH DEF 12 1300
STEELCASE INC CL A 858155203 117 8180 SH DEF 6 8180
STEIN MART INC COM 858375108 2 200 SH DEF 12 200
STEINER LEISURE LTD ORD P8744Y102 53 3700 SH DEF 12 3700
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 2601 105300 SH DEF 6 99900 5400
STELMAR SHIPPING LTD COM V8726M103 10 440 SH DEF 3 440
STEMCELLS INC COM 85857R105 6 3000 SH DEF 12 3000
STEPAN CO COM 858586100 1100 42900 SH DEF 6 39500 3400
STERICYCLE INC COM 858912108 86 1850 SH DEF 12 1850
STERIS CORP COM 859152100 1098 48600 SH DEF 3 46850 1750
STERIS CORP COM 859152100 59 2622 SH DEF 2 2622
STERIS CORP COM 859152100 286 12635 SH DEF 12 12635
STERIS CORP COM 859152100 34 1500 SH DEF 4 1500 0 0
STERLING BANCSHARES INC COM 858907108 112 8400 SH DEF 12 8400
STERLING FINL CORP COM 859317109 430 15500 SH DEF 3 15500
STERLING FINL CORP COM 859317109 211 7607 SH DEF 12 7607
STERLING FINL CORP WASH COM 859319105 5 138 SH DEF 12 138
STERLING FINL CORP WASH COM 859319105 4631 135338 SH DEF 6 128298 7040
STEWART & STEVENSON SVCS INC COM 860342104 936 66625 SH DEF 12 66625
STEWART ENTERPRISES INC CL A 860370105 11396 2006300 SH DEF 6 1938500 67800
STEWART ENTERPRISES INC CL A 860370105 59 10335.2 SH DEF 12 10335.2
STEWART INFORMATION SVCS COR COM 860372101 13090 322800 SH DEF 6 314100 8700
STILLWATER MNG CO COM 86074Q102 46 4800 SH DEF 12 4800
STILLWATER MNG CO COM 86074Q102 11 872 SH DEF 7 872
STMICROELECTRONICS N V NY REGISTRY 861012102 50 1857 SH DEF 12 1857
STONE ENERGY CORP COM 861642106 1582 37276 SH DEF 2 37276
STONE ENERGY CORP COM 861642106 5402 127250 SH DEF 3 116100 11150
STONE ENERGY CORP COM 861642106 19990 470900 SH DEF 6 455200 15700
STONE ENERGY CORP COM 861642106 1459 34360 SH DEF 12 34360
STONERIDGE INC COM 86183P102 160 10600 SH DEF 3 10600
STONERIDGE INC COM 86183P102 1517 100800 SH DEF 6 94900 5900
STORA ENSO CORP SPON ADR REP R 86210M106 8333 614537 SH DEF 6 562975 51562
STORA ENSO CORP SPON ADR REP R 86210M106 10705 789453 SH DEF 5 789453
STORAGE COMPUTER CORP COM 86211A101 12 34700 SH DEF 12 34700
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 239 9283 SH DEF 12 9283
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 3 100 SH DEF 6 100
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 489 19000 SH DEF 5 14200 4800
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 11423 443600 SH DEF 3 431000 12600
STRATEGIC DISTR INC COM NEW 862701307 0 3 SH DEF 12 3
STRATEX NETWORKS INC COM 86279T109 9 2000 SH DEF 12 2000
STRATTEC SEC CORP COM 863111100 2089 34300 SH DEF 6 32000 2300
STRATTEC SEC CORP COM 863111100 10 168 SH DEF 12 168
STRATUS PPTYS INC COM NEW 863167201 4 377 SH DEF 12 377
STRAYER ED INC COM 863236105 65 598 SH DEF 12 598
STREETTRACKS SER TR DJ SML CAP VAL 86330E406 573 3510 SH DEF 12 3510
STRIDE RITE CORP COM 863314100 3 250 SH DEF 2 250
STRIDE RITE CORP COM 863314100 195 17150 SH DEF 12 17150
STRIDE RITE CORP COM 863314100 10 900 SH DEF 1 900
STRYKER CORP COM 863667101 7361 91753 SH DEF 11 76861 13540 1352
STRYKER CORP COM 863667101 1611 18956 SH DEF 12 18956
STRYKER CORP COM 863667101 119 1400 SH DEF 2 1400
STRYKER CORP COM 863667101 21588 253942 SH DEF 1 8548 245394
STRYKER CORP COM 863667101 85 1000 SH DEF 4 1000 0 0
STUDENT LN CORP COM 863902102 305 2090 SH DEF 12 2090
STURGIS BANCORP INC COM 864087101 16 1100 SH DEF 12 1100
STURM RUGER & CO INC COM 864159108 24 2131.17 SH DEF 12 2131.17
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 0 1 SH DEF 7 1
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 548 17162.93 SH DEF 12 17162.93
SUEZ SPONSORED ADR 864686100 12 600 SH DEF 2 600
SUFFOLK BANCORP COM 864739107 0 4.06 SH DEF 12 4.06
SUMMA INDS COM 86562T105 467 52900 SH DEF 6 51100 1800
SUMMIT AMER TELEVISION INC COM 86600T109 2 500 SH DEF 12 500
SUMMIT PPTYS INC COM 866239106 1640 69950 SH DEF 9 69950
SUMMIT PPTYS INC COM 866239106 185 7721 SH DEF 12 7721
SUMMIT PPTYS INC COM 866239106 143 6125 SH DEF 11 1375 1825 2925
SUN BANCORP INC COM 866634108 7 368 SH DEF 12 368
SUN BANCORP INC COM 86663B102 3309 125350 SH DEF 1 125350
SUN COMMUNITIES INC COM 866674104 51 1300 SH DEF 11 1300
SUN COMMUNITIES INC COM 866674104 25 650 SH DEF 2 650
SUN HYDRAULICS CORP COM 866942105 1 200 SH DEF 12 200
SUN LIFE FINL INC COM 866796105 15 606 SH DEF 12 606
SUN LIFE FINL INC COM 866796105 23784 736355 SH DEF 7 736355
SUN LIFE FINL INC COM 866796105 4312 172350 SH DEF 3 171350 1000
SUN MICROSYSTEMS INC COM 866810104 2 400 SH DEF 7 400
SUN MICROSYSTEMS INC COM 866810104 156 35000 SH DEF 35000
SUN MICROSYSTEMS INC COM 866810104 12493 2794754 SH DEF 4 2794754 0 0
SUN MICROSYSTEMS INC COM 866810104 276 51946 SH DEF 9 51946
SUN MICROSYSTEMS INC COM 866810104 5943 1329431 SH DEF 5 769375 560056
SUN MICROSYSTEMS INC COM 866810104 162 41906 SH DEF 11 10444 6718 24744
SUN MICROSYSTEMS INC COM 866810104 2 400 SH DEF 6 400
SUN MICROSYSTEMS INC COM 866810104 982 218670 SH DEF 2 187370 31300
SUN MICROSYSTEMS INC COM 866810104 2157 480323.6 SH DEF 12 480323.6
SUNCOR ENERGY INC COM 867229106 135 5394 SH DEF 12 5394
SUNCOR ENERGY INC COM 867229106 57681 1774800 SH DEF 7 1774800
SUNGARD DATA SYS INC COM 867363103 3587 129444 SH DEF 2 129444
SUNGARD DATA SYS INC COM 867363103 4 160 SH DEF 6 160
SUNGARD DATA SYS INC COM 867363103 33 1200 SH DEF 4 1200 0 0
SUNGARD DATA SYS INC COM 867363103 37 1350 SH DEF 11 575 775
SUNGARD DATA SYS INC COM 867363103 1778 64175 SH DEF 12 64175
SUNOCO INC COM 86764P109 46 1000 SH DEF 11 500 500
SUNOCO INC COM 86764P109 324 6342 SH DEF 12 6342
SUNOCO INC COM 86764P109 142 2780 SH DEF 6 2780
SUNOCO INC COM 86764P109 3258 63700 SH DEF 3 62700 1000
SUNOCO INC COM 86764P109 12 228 SH DEF 2 0 228
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 107 2909 SH DEF 12 2909
SUNOPTA INC COM 8676EP108 23 2500 SH DEF 12 2500
SUNRISE SENIOR LIVING INC COM 86768K106 16592 428300 SH DEF 6 415500 12800
SUNRISE SENIOR LIVING INC COM 86768K106 8046 207686 SH DEF 12 207686.67
SUNRISE SENIOR LIVING INC COM 86768K106 2090 55000 SH DEF 55000
SUNTRUST BKS INC COM 867914103 5926 82877 SH DEF 1 82877
SUNTRUST BKS INC COM 867914103 11818 165280 SH DEF 12 165280.05
SUNTRUST BKS INC COM 867914103 78 1222 SH DEF 11 1222
SUNTRUST BKS INC COM 867914103 1945 27200 SH DEF 3 27200
SUNTRUST BKS INC COM 867914103 510 7136 SH DEF 6 7136
SUNTRUST BKS INC COM 867914103 372 5200 SH DEF 5 4750 450
SUNTRUST BKS INC COM 867914103 580 8109 SH DEF 2 8109
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 6 1100 SH DEF 12 1100
SUPERGEN INC COM 868059106 33 3000 SH DEF 12 3000
SUPERIOR ENERGY SVCS INC COM 868157108 5219 555160 SH DEF 3 536210 18950
SUPERIOR ENERGY SVCS INC COM 868157108 21 2250 SH DEF 12 2250
SUPERIOR INDS INTL INC COM 868168105 108 2493 SH DEF 12 2493
SUPERIOR UNIFORM GP INC COM 868358102 206 12500 SH DEF 12 12500
SUPERVALU INC COM 868536103 8 300 SH DEF 11 150 150
SUPERVALU INC COM 868536103 3102 108485 SH DEF 12 108485.38
SUPERVALU INC COM 868536103 33665 1177485 SH DEF 6 1116430 61055
SUPERVALU INC COM 868536103 341 11930 SH DEF 5 8030 3900
SUPERVALU INC COM 868536103 33869 1184640 SH DEF 3 1026440 158200
SUPPORTSOFT INC COM 868587106 162 12300 SH DEF 3 12300
SUPREME INDS INC CL A 868607102 9 1470 SH DEF 12 1470
SURMODICS INC COM 868873100 19 800 SH DEF 2 800
SUSQUEHANNA BANCSHARES INC P COM 869099101 46 1800 SH DEF 11 150 825 825
SUSQUEHANNA BANCSHARES INC P COM 869099101 335 13399 SH DEF 12 13399
SWIFT ENERGY CO COM 870738101 10600 628750 SH DEF 6 617740 280 10730
SWIFT ENERGY CO COM 870738101 118 7025 SH DEF 12 7025
SWIFT TRANSN CO COM 870756103 6339 301580 SH DEF 6 301580
SWIFT TRANSN CO COM 870756103 358 17013 SH DEF 12 17013
SWIFT TRANSN CO COM 870756103 10208 485650 SH DEF 3 375930 109720
SWISS HELVETIA FD INC COM 870875101 55 4269.1 SH DEF 12 4269.1
SWS GROUP INC COM 78503N107 8 440 SH DEF 12 440
SYBASE INC COM 871130100 35 1700 SH DEF 4 1700 0 0
SYBASE INC COM 871130100 28 1500 SH DEF 11 1500
SYBASE INC COM 871130100 60882 2958330 SH DEF 3 2422820 535510
SYBASE INC COM 871130100 2921 141939 SH DEF 12 141939
SYBASE INC COM 871130100 7629 370700 SH DEF 8 313200 57500
SYBASE INC COM 871130100 106590 5179300 SH DEF 10 5179300
SYBRON DENTAL SPECIALTIES IN COM 871142105 959 34130 SH DEF 12 34130
SYBRON DENTAL SPECIALTIES IN COM 871142105 35369 1258690 SH DEF 3 1095270 163420
SYBRON DENTAL SPECIALTIES IN COM 871142105 65 2430 SH DEF 11 1215 1215
SYCAMORE NETWORKS INC COM 871206108 5 925 SH DEF 12 925
SYKES ENTERPRISES INC COM 871237103 127 14800 SH DEF 3 14800
SYLVAN INC COM 871371100 194 16046 SH DEF 12 16046
SYLVAN INC COM 871371100 514 42000 SH DEF 6 39200 2800
SYLVAN LEARNING SYS INC COM 871399101 51 1800 SH DEF 11 1800
SYLVAN LEARNING SYS INC COM 871399101 388 13485 SH DEF 12 13485
SYMANTEC CORP COM 871503108 35 1004 SH DEF 1 1004
SYMANTEC CORP COM 871503108 3326 96000 SH DEF 8 79600 16400
SYMANTEC CORP COM 871503108 21 600 SH DEF 2 600
SYMANTEC CORP COM 871503108 147 3327 SH DEF 11 2474 105 748
SYMANTEC CORP COM 871503108 48510 1400000 SH DEF 10 1400000
SYMANTEC CORP COM 871503108 2812 81164 SH DEF 12 81164
SYMBOL TECHNOLOGIES INC COM 871508107 181 10700 SH DEF 1 10700
SYMBOL TECHNOLOGIES INC COM 871508107 978 57927 SH DEF 12 57927
SYMBOL TECHNOLOGIES INC COM 871508107 22 1282 SH DEF 2 1282
SYMYX TECHNOLOGIES COM 87155S108 84 4100 SH DEF 12 4100
SYNAGRO TECHNOLOGIES INC COM NEW 871562203 0 26 SH DEF 12 26
SYNAPTICS INC COM 87157D109 137 9120 SH DEF 3 7920 1200
SYNGENTA AG SPONSORED ADR 87160A100 15 1145 SH DEF 6 1145
SYNOPSYS INC COM 871607107 97 2870 SH DEF 12 2870
SYNOPSYS INC COM 871607107 11362 335558 SH DEF 6 335558
SYNOPSYS INC COM 871607107 448 13240 SH DEF 3 6900 6340
SYNOPSYS INC COM 871607107 237 7000 SH DEF 1 7000
SYNOVUS FINL CORP COM 87161C105 34 1192 SH DEF 2 1192
SYNOVUS FINL CORP COM 87161C105 1 50 SH DEF 6 50
SYNOVUS FINL CORP COM 87161C105 2015 69659.91 SH DEF 12 69659.91
SYPRIS SOLUTIONS INC COM 871655106 765 45500 SH DEF 12 45500
SYSCO CORP COM 871829107 809 22898 SH DEF 11 19050 3050 798
SYSCO CORP COM 871829107 6351 170600 SH DEF 1 170600
SYSCO CORP COM 871829107 24605 660904 SH DEF 2 649854 11050
SYSCO CORP COM 871829107 208 5580 SH DEF 5 2200 3380
SYSCO CORP COM 871829107 2466 66231.66 SH DEF 12 66231.66
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 23 1437 SH DEF 2 1437
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 668 40800 SH DEF 3 13300 27500
T-NETIX INC COM 872597109 16 4000 SH DEF 12 4000
TAIWAN FD INC COM 874036106 65 5500 SH DEF 12 5500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2214 216200 SH DEF 3 191200 25000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 107 10433 SH DEF 2 10433
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 223 21770 SH DEF 6 14662 7108
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 157 15300 SH DEF 5 13800 1500
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 26073 904700 SH DEF 3 737850 166850
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 24 770 SH DEF 11 770
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 39 1350 SH DEF 12 1350
TALBOTS INC COM 874161102 64 2070 SH DEF 12 2070
TALBOTS INC COM 874161102 1 30 SH DEF 6 30
TALISMAN ENERGY INC COM 87425E103 5 90 SH DEF 1 90
TALISMAN ENERGY INC COM 87425E103 48 853 SH DEF 12 853
TALISMAN ENERGY INC COM 87425E103 9205 125200 SH DEF 7 125200
TALK AMERICA HLDGS INC COM NEW 87426R202 1864 161800 SH DEF 3 160100 1700
TALK AMERICA HLDGS INC COM NEW 87426R202 102 8811 SH DEF 12 8811
TALX CORP COM 874918105 9 400 SH DEF 12 400
TANDY BRANDS ACCESSORIES INC COM 875378101 971 63700 SH DEF 6 60300 3400
TANGER FACTORY OUTLET CTRS I COM 875465106 6560 161170 SH DEF 3 148870 12300
TANGER FACTORY OUTLET CTRS I COM 875465106 199 4900 SH DEF 1 4900
TANGER FACTORY OUTLET CTRS I COM 875465106 800 19654.83 SH DEF 12 19654.83
TANOX INC COM 87588Q109 19 1300 SH DEF 2 1300
TANOX INC COM 87588Q109 2082 140190 SH DEF 3 66090 74100
TARGET CORP COM 87612E106 9064 236052 SH DEF 1 15000 221052
TARGET CORP COM 87612E106 321 8350 SH DEF 5 5300 3050
TARGET CORP COM 87612E106 4561 119260 SH DEF 11 81047 22155 16058
TARGET CORP COM 87612E106 2643 53250 SH DEF 7 53250
TARGET CORP COM 87612E106 4189 109079 SH DEF 12 109079.79
TARGET CORP COM 87612e106 42 1088 SH DEF 4 1088 0 0
TARGET CORP COM 87612E106 4137 107739 SH DEF 3 105639 2100
TARGET CORP COM 87612e106 1714 46270 SH DEF 9 46270
TARGET CORP COM 87612E106 28396 739475 SH DEF 2 715550 23925
TARGET CORP COM 87612E106 15470 402857 SH DEF 6 402857
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 186 2884 SH DEF 12 2884
TASER INTL INC COM 87651B104 10 120 SH DEF 12 120
TASTY BAKING CO COM 876553306 360 35577 SH DEF 12 35577
TAUBMAN CTRS INC COM 876664103 62 3000 SH DEF 2 3000
TAUBMAN CTRS INC COM 876664103 52 2500 SH DEF 12 2500
TBC CORP COM 872180104 250 9687 SH DEF 12 9687
TBC CORP COM 872180104 395 15300 SH DEF 3 13600 1700
TC PIPELINES LP UT COM LTD PRT 87233Q108 517 15765 SH DEF 12 15765
TCF FINL CORP COM 872275102 215 4190 SH DEF 12 4190
TCF FINL CORP COM 872275102 4898 95375 SH DEF 1 95375
TCW CONV SECS FD INC COM 872340104 124 25000 SH DEF 8 25000
TCW CONV SECS FD INC COM 872340104 138 27800 SH DEF 12 27800
TDK CORP AMERN DEP SH 872351408 6632 92258 SH DEF 6 71998 20260
TEAMSTAFF INC COM NEW 87815U204 1 285 SH DEF 12 285
TECH DATA CORP COM 878237106 203 5125 SH DEF 5 3275 1850
TECH DATA CORP COM 878237106 2001 50428 SH DEF 12 50428
TECH DATA CORP COM 878237106 7000 176376 SH DEF 6 163276 13100
TECHNE CORP COM 878377100 47 1255 SH DEF 12 1255
TECHNE CORP COM 878377100 1928 50940 SH DEF 3 49140 1800
TECHNIP NEW SPONSORED ADR 878546209 13198 487658 SH DEF 6 445869 41789
TECHNITROL INC COM 878555101 79 3797 SH DEF 12 3797
TECHNITROL INC COM 878555101 9018 434806 SH DEF 4 434806 0 0
TECHNITROL INC COM 878555101 5888 283885 SH DEF 5 166660 117225
TECHNOLOGY INVT CAP CORP COM 878717305 2715 174600 SH DEF 12 174600
TECHNOLOGY INVT CAP CORP COM 878717305 31 2000 SH DEF 11 2000
TECO ENERGY INC COM 872375100 1811 125667 SH DEF 12 125667.38
TECO ENERGY INC COM 872375100 17 1200 SH DEF 11 900 300
TECO ENERGY INC COM 872375100 6420 445520 SH DEF 6 445520
TECUMSEH PRODS CO CL A 878895200 114 2355 SH DEF 12 2355
TECUMSEH PRODS CO CL A 878895200 12783 263940 SH DEF 6 254940 9000
TECUMSEH PRODS CO CL A 878895200 19 450 SH DEF 11 50 175 225
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 268 4700 SH DEF 12 4700
TEJON RANCH CO DEL COM 879080109 23 562 SH DEF 12 562
TEKELEC COM 879101103 25 1578 SH DEF 12 1578
TEKTRONIX INC COM 879131100 3 110 SH DEF 6 110
TEKTRONIX INC COM 879131100 2128 67332 SH DEF 2 67332
TEKTRONIX INC COM 879131100 165 5237 SH DEF 12 5237
TELE CENTRO OESTE CELULAR S SPON ADR PFD 87923P105 4484 455200 SH DEF 3 451100 4100
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 32 1200 SH DEF 11 1200
TELECOMM ARGENTINA STET-FRAN SPON ADR REP B 879273209 3371 393400 SH DEF 3 388700 4700
TELECOMMUNICATION SYS INC CL A 87929J103 1 200 SH DEF 12 200
TELEDYNE TECHNOLOGIES INC COM 879360105 13818 733040 SH DEF 3 625000 108040
TELEDYNE TECHNOLOGIES INC COM 879360105 13 714 SH DEF 12 714
TELEFLEX INC COM 879369106 7156 148062 SH DEF 12 148062
TELEFLEX INC COM 879369106 27 588 SH DEF 11 100 244 244
TELEFLEX INC COM 879369106 48 1000 SH DEF 2 0 1000
TELEFLEX INC COM 879369106 6243 129225 SH DEF 6 126570 65 2590
TELEFONICA S A SPONSORED ADR 879382208 14242 321096 SH DEF 6 285956 35140
TELEFONICA S A SPONSORED ADR 879382208 748 16927 SH DEF 2 16927
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 13920 421348 SH DEF 6 412996 8352
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 7 225 SH DEF 11 225
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1643 38400 SH DEF 7 38400
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 125 3774 SH DEF 2 3774
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 54 1620 SH DEF 3 1620
TELEPHONE & DATA SYS INC COM 879433100 1562 24975 SH DEF 12 24975
TELEPHONE & DATA SYS INC COM 879433100 317 5065 SH DEF 2 5065
TELEPHONE & DATA SYS INC COM 879433100 6987 111700 SH DEF 6 111700
TELEPHONE & DATA SYS INC COM 879433100 2414 38600 SH DEF 3 38600
TELESYSTEM INTL WIRELESS INC COM NEW 879946606 0 2 SH DEF 7 2
TELESYSTEM INTL WIRELESS INC COM NEW 879946606 6034 721810 SH DEF 3 670720 51090
TELIK INC COM 87959M109 1357 59000 SH DEF 3 57890 1110
TELIK INC COM 87959M109 1598 69450 SH DEF 12 69450
TELLABS INC COM 879664100 556 66160 SH DEF 6 66160
TELLABS INC COM 879664100 407 48221 SH DEF 12 48221
TELLABS INC COM 879664100 74 8800 SH DEF 9 8800
TELLABS INC COM 879664100 8 1000 SH DEF 2 1000
TELLABS INC COM 879664100 311 36950 SH DEF 5 26550 10400
TELUS CORP NON-VTG SHS 87971M202 44 1830 SH DEF 7 1830
TEMPLE INLAND INC COM 879868107 216 3448 SH DEF 12 3448
TEMPLE INLAND INC COM 879868107 54 950 SH DEF 11 800 150
TEMPLE INLAND INC COM 879868107 150 2400 SH DEF 2 2400
TEMPLE INLAND INC COM 879868107 1946 31050 SH DEF 6 31050
TEMPLETON DRAGON FD INC COM 88018T101 90 5000 SH DEF 12 5000
TEMPLETON EMERG MKTS INCOME COM 880192109 3158 234979 SH DEF 12 234979.27
TEMPLETON EMERG MKTS INCOME COM 880192109 134 10000 SH DEF 8 10000
TEMPLETON EMERGING MKTS FD I COM 880191101 147 10200 SH DEF 12 10200
TEMPLETON GLOBAL INCOME FD I COM 880198106 2406 252690.8 SH DEF 12 252690.8
TENET HEALTHCARE CORP COM 88033G100 48 3000 SH DEF 3000
TENET HEALTHCARE CORP COM 88033G100 1661 103498 SH DEF 12 103498
TENET HEALTHCARE CORP COM 88033G100 165187 10292000 SH DEF 8 6024200 4267800
TENET HEALTHCARE CORP COM 88033G100 14077 877076 SH DEF 6 827231 49845
TENET HEALTHCARE CORP COM 88033G100 311 15000 SH DEF 7 15000
TENET HEALTHCARE CORP COM 88033G100 1058 65900 SH DEF 3 65900
TENET HEALTHCARE CORP COM 88033G100 46 3000 SH DEF 11 1500 1500
TENET HEALTHCARE CORP COM 88033G100 362147 22563679 SH DEF 10 19996103 2567576
TENGASCO INC COM NEW 88033R205 8 10000 SH DEF 12 10000
TENNANT CO COM 880345103 39 900 SH DEF 2 900
TENNECO AUTOMOTIVE INC COM 880349105 0 30 SH DEF 11 30
TENNECO AUTOMOTIVE INC COM 880349105 2 261 SH DEF 12 261
TEPPCO PARTNERS L P UT LTD PARTNER 872384102 1984 49219.45 SH DEF 12 49219.45
TERADYNE INC COM 880770102 619 24315 SH DEF 12 24315
TERAYON COMMUNICATION SYS COM 880775101 24 5320 SH DEF 12 5320
TEREX CORP NEW COM 880779103 6 200 SH DEF 12 200
TEREX CORP NEW COM 880779103 2671 93800 SH DEF 6 90800 3000
TEREX CORP NEW COM 880779103 16409 576170 SH DEF 3 391920 184250
TESORO PETE CORP COM 881609101 12686 870680 SH DEF 3 778470 92210
TESSCO TECHNOLOGIES INC COM 872386107 36 2575 SH DEF 12 2575
TETRA TECH INC NEW COM 88162G103 3272 131610 SH DEF 3 128800 2810
TETRA TECH INC NEW COM 88162G103 64 2590 SH DEF 12 2590
TETRA TECHNOLOGIES INC DEL COM 88162F105 16 650 SH DEF 12 650
TETRA TECHNOLOGIES INC DEL COM 88162F105 36 1500 SH DEF 3 1500
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 21221 374200 SH DEF 3 371300 2900
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 74 1300 SH DEF 2 1300
TEXAS GENCO HLDGS INC COM 882443104 4 118 SH DEF 12 118
TEXAS GENCO HLDGS INC COM 882443104 948 29160 SH DEF 3 23660 5500
TEXAS INDS INC COM 882491103 49 1330 SH DEF 12 1330
TEXAS INSTRS INC COM 882508104 184 6248 SH DEF 9 6248
TEXAS INSTRS INC COM 882508104 8041 273692 SH DEF 12 273692.12
TEXAS INSTRS INC COM 882508104 1169 39800 SH DEF 5 38500 1300
TEXAS INSTRS INC COM 882508104 6663 226775 SH DEF 3 222575 4200
TEXAS INSTRS INC COM 882508104 601 23798 SH DEF 11 2150 546 21102
TEXAS INSTRS INC COM 882508104 3761 128009 SH DEF 2 116259 11750
TEXAS INSTRS INC COM 882508104 111 3771 SH DEF 4 3771 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 20 350 SH DEF 12 350
TEXAS REGL BANCSHARES INC CL A VTG 882673106 2120 57300 SH DEF 3 57300
TEXAS REGL BANCSHARES INC CL A VTG 882673106 104 2815 SH DEF 12 2815
TEXAS REGL BANCSHARES INC CL A VTG 882673106 6697 181011 SH DEF 1 181011
TEXTRON INC COM 883203101 655 11300 SH DEF 9 11300
TEXTRON INC COM 883203101 6537 114562 SH DEF 12 114562.11
TEXTRON INC COM 883203101 42145 738609 SH DEF 6 738609
TEXTRON INC COM 883203101 154 2700 SH DEF 2 2700
TEXTRON INC COM 883203101 844 14800 SH DEF 5 10350 4450
TEXTRON INC COM 883203101 171 3960 SH DEF 11 1025 2110 825
THAI CAP FD INC COM NEW 882905201 3 350 SH DEF 12 350
THERAGENICS CORP COM 883375107 8 1500 SH DEF 12 1500
THERASENSE INC COM 883381105 13 650 SH DEF 12 650
THERMO ELECTRON CORP COM 883556102 66 2826 SH DEF 11 2826
THERMO ELECTRON CORP COM 883556102 41 1635 SH DEF 2 1635
THERMO ELECTRON CORP COM 883556102 224 8900 SH DEF 6 8900
THERMO ELECTRON CORP COM 883556102 49 1962 SH DEF 12 1962
THOMAS & BETTS CORP COM 884315102 32 1400 SH DEF 12 1400
THOMAS INDS INC COM 884425109 42 1225 SH DEF 12 1225
THOMAS INDS INC COM 884425109 6700 193300 SH DEF 6 186000 7300
THOMAS INDS INC COM 884425109 860 24800 SH DEF 3 24800
THOMSON CORP COM 884903105 45234 960797 SH DEF 7 960797
THOMSON CORP COM 884903105 58 1600 SH DEF 12 1600
THOR INDS INC COM 885160101 1071 19050 SH DEF 12 19050
THOR INDS INC COM 885160101 78 1425 SH DEF 11 675 225 525
THORATEC CORP COM NEW 885175307 286 21975 SH DEF 12 21975
THORATEC CORP COM NEW 885175307 18 1400 SH DEF 2 1400
THORNBURG MTG INC COM 885218107 102 3750 SH DEF 12 3750
THORNBURG MTG INC COM 885218107 34847 1281155 SH DEF 3 1012455 268700
THORNBURG MTG INC COM 885218107 27 1000 SH DEF 2 1000
THQ INC COM NEW 872443403 313 18530 SH DEF 12 18530
THREE FIVE SYS INC COM 88554L108 3 500 SH DEF 12 500
TIBCO SOFTWARE INC COM 88632Q103 25 3670 SH DEF 6 3670
TIDEWATER INC COM 886423102 1575 52706 SH DEF 12 52706
TIDEWATER INC COM 886423102 37030 1239534 SH DEF 6 1151979 175 87380
TIDEWATER INC COM 886423102 17 600 SH DEF 11 600
TIER TECHNOLOGIES INC CL B 88650Q100 1 100 SH DEF 12 100
TIFFANY & CO NEW COM 886547108 14 300 SH DEF 11 300
TIFFANY & CO NEW COM 886547108 -30 -661 SH DEF 12 -661
TIFFANY & CO NEW COM 886547108 24 527 SH DEF 2 0 527
TIFFANY & CO NEW COM 886547108 416 9200 SH DEF 5 8400 800
TIMBERLAND BANCORP INC COM 887098101 958 42200 SH DEF 6 40500 1700
TIMBERLAND BANCORP INC COM 887098101 22 950 SH DEF 12 950
TIMBERLAND CO CL A 887100105 25 530 SH DEF 11 530
TIMBERLAND CO CL A 887100105 9424 180980 SH DEF 3 173780 7200
TIMBERLAND CO CL A 887100105 855 16415 SH DEF 12 16415
TIME WARNER INC COM 887317105 591 32849 SH DEF 11 16000 1780 15069
TIME WARNER INC COM 887317105 492333 27367048 SH DEF 10 23919277 3447771
TIME WARNER INC COM 887317105 3482 193567 SH DEF 6 193567
TIME WARNER INC COM 887317105 2244 121981 SH DEF 9 15255 106726
TIME WARNER INC COM 887317105 17719 984961 SH DEF 12 984961
TIME WARNER INC COM 887317105 11135 618964 SH DEF 3 607764 11200
TIME WARNER INC COM 887317105 647 35961 SH DEF 1 600 35361
TIME WARNER INC COM 887317105 9 500 SH DEF 4 500 0 0
TIME WARNER INC COM 887317105 241159 13405150 SH DEF 8 7823250 5581900
TIME WARNER INC COM 887317105 8894 494385 SH DEF 2 485075 9310
TIMKEN CO COM 887389104 28 1400 SH DEF 6 1400
TIMKEN CO COM 887389104 100 5000 SH DEF 5000
TIMKEN CO COM 887389104 300 14977.27 SH DEF 12 14977.27
TIPPERARY CORP COM PAR $0.02 888002300 58 19000 SH DEF 12 19000
TITAN CORP COM 888266103 14 630 SH DEF 12 630
TITAN PHARMACEUTICALS INC DE COM 888314101 10 3500 SH DEF 12 3500
TIVO INC COM 888706108 30 4100 SH DEF 12 4100
TJX COS INC NEW COM 872540109 316 15202 SH DEF 11 12850 676 1676
TJX COS INC NEW COM 872540109 141 6400 SH DEF 4 6400 0 0
TJX COS INC NEW COM 872540109 3911 177366 SH DEF 6 177366
TJX COS INC NEW COM 872540109 16538 750000 SH DEF 10 750000
TJX COS INC NEW COM 872540109 4818 218500 SH DEF 12 218500
TLC VISION CORP COM 872549100 20 3000 SH DEF 12 3000
TLC VISION CORP COM 872549100 81 12265 SH DEF 6 3685 8580
TLC VISION CORP COM 872549100 1059 124500 SH DEF 7 124500
TMBR/SHARP DRILLING INC COM 87257P101 6 292 SH DEF 12 292
TODHUNTER INTL INC DEL COM 889050100 231 20100 SH DEF 6 17800 2300
TOFUTTI BRANDS INC COM 88906B105 2 500 SH DEF 1 500
TOLL BROTHERS INC COM 889478103 16 400 SH DEF 2 400
TOLL BROTHERS INC COM 889478103 94 2370 SH DEF 12 2370
TOLL BROTHERS INC COM 889478103 4489 112910 SH DEF 3 16400 96510
TOMKINS PLC SPONSORED ADR 890030208 44 2300 SH DEF 2 2300
TOO INC COM 890333107 16650 986870 SH DEF 6 958875 240 27755
TOO INC COM 890333107 1 49 SH DEF 12 49
TOOTSIE ROLL INDS INC COM 890516107 44 1304 SH DEF 11 654 650
TOOTSIE ROLL INDS INC COM 890516107 78 2176 SH DEF 4 2176 0 0
TOOTSIE ROLL INDS INC COM 890516107 850 23604 SH DEF 2 23604
TOOTSIE ROLL INDS INC COM 890516107 745 20699.32 SH DEF 12 20699.32
TOPPS INC COM 890786106 60 5807 SH DEF 12 5807
TOR MINERALS INTL INC COM 890878101 0 0 SH DEF 12 0
TORCHMARK CORP COM 891027104 11199 245905 SH DEF 6 245905
TORCHMARK CORP COM 891027104 61 1350 SH DEF 12 1350
TOREADOR RES CORP COM 891050106 0 1 SH DEF 2 1
TORO CO COM 891092108 806 17365 SH DEF 12 17365
TORO CO COM 891092108 9507 204900 SH DEF 6 197000 7900
TORO CO COM 891092108 31806 685480 SH DEF 3 545370 140110
TORONTO DOMINION BK ONT COM NEW 891160509 98649 2278786 SH DEF 7 2278786
TOTAL S A SPONSORED ADR 89151E109 688 7431 SH DEF 6 7431
TOTAL S A SPONSORED ADR 89151E109 9797 105907 SH DEF 2 102507 3400
TOTAL S A SPONSORED ADR 89151E109 353 4200 SH DEF 11 4200
TOTAL S A SPONSORED ADR 89151e109 7 80 SH DEF 4 80 0 0
TOTAL SYS SVCS INC COM 891906109 328 10527 SH DEF 12 10527
TOWER AUTOMOTIVE INC COM 891707101 5134 751700 SH DEF 6 715000 36700
TOWER AUTOMOTIVE INC COM 891707101 15 2250 SH DEF 12 2250
TOWN & CTRY TR SH BEN INT 892081100 422 16650 SH DEF 12 16650
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 23290 338708 SH DEF 6 300863 37845
TOYS R US INC COM 892335100 1127 92248 SH DEF 9 92248
TOYS R US INC COM 892335100 5513 436120 SH DEF 6 436120
TOYS R US INC COM 892335100 624 49365 SH DEF 12 49365
TRACK DATA CORP COM 891918104 53 37720 SH DEF 12 37720
TRACTOR SUPPLY CO COM 892356106 185 4752 SH DEF 12 4752
TRAFFIX INC COM 892721101 16 3000 SH DEF 12 3000
TRANSACTION SYS ARCHITECTS CL A 893416107 31 1050 SH DEF 7 1050
TRANSACTION SYS ARCHITECTS CL A 893416107 16194 727146 SH DEF 3 497126 230020
TRANSACTION SYS ARCHITECTS CL A 893416107 70 3100 SH DEF 12 3100
TRANSALTA CORP COM 89346D107 1932 104237 SH DEF 7 104237
TRANSAMERICA INCOME SHS INC COM 893506105 137 5800 SH DEF 12 5800
TRANSATLANTIC HLDGS INC COM 893521104 -222 -2753 SH DEF 12 -2753
TRANSATLANTIC HLDGS INC COM 893521104 91 1127 SH DEF 1 1127
TRANSATLANTIC HLDGS INC COM 893521104 149 1840 SH DEF 6 1840
TRANSCANADA CORP COM 89353D107 61391 2201981 SH DEF 7 2201981
TRANSCANADA CORP COM 89353D107 64 2975 SH DEF 12 2975
TRANSKARYOTIC THERAPIES INC COM 893735100 52 3320 SH DEF 12 3320
TRANSMETA CORP DEL COM 89376R109 2 600 SH DEF 12 600
TRANSMONTAIGNE INC COM 893934109 4 600 SH DEF 12 600
TRANSOCEAN INC ORD G90078109 138 5755 SH DEF 2 5755
TRANSOCEAN INC ORD G90078109 528 21989 SH DEF 12 21989
TRANSOCEAN INC ORD G90078109 7803 325000 SH DEF 10 325000
TRANSOCEAN INC ORD G90078109 7638 318082 SH DEF 6 258132 59950
TRANSWITCH CORP COM 894065101 8 3550 SH DEF 12 3550
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 0 8 SH DEF 7 8
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 7 402 SH DEF 1 402
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 253 14905.17 SH DEF 12 14905.17
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 57 3383 SH DEF 2 3295 88
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 6 346 SH DEF 11 2 172 172
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 3241 190985 SH DEF 6 190985
TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 12 480 SH DEF 12 480
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 568 33837.81 SH DEF 12 33837.81
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 1736 103447 SH DEF 6 103447
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 6 394 SH DEF 11 1 310 83
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 3 194 SH DEF 1 194
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 663 39510 SH DEF 5 26636 12874
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 4387 200017 SH DEF 7 200017
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 40 2412 SH DEF 2 1599 813
TRAVIS BOATS & MTRS INC COM 894363100 81 108500 SH DEF 75000
TREDEGAR CORP COM 894650100 21 1350 SH DEF 12 1350
TREX INC COM 89531P105 320 8420 SH DEF 12 8420
TRI CONTL CORP COM 895436103 437 26626.7 SH DEF 12 26626.7
TRIAD GTY INC COM 895925105 12405 246366 SH DEF 6 237566 8800
TRIAD GTY INC COM 895925105 40 800 SH DEF 12 800
TRIAD HOSPITALS INC COM 89579K109 2 69 SH DEF 2 0 69
TRIAD HOSPITALS INC COM 89579K109 30 893 SH DEF 12 893
TRIARC COS INC CL A 895927101 288 24400 SH DEF 12 24400
TRIARC COS INC CL B SER 1 895927309 526 48830 SH DEF 12 48830
TRIBUNE CO NEW COM 896047107 515 9971 SH DEF 12 9971
TRIBUNE CO NEW COM 896047107 4318 88375 SH DEF 11 77175 11200
TRIBUNE CO NEW COM 896047107 3081 59701 SH DEF 5 35215 24486
TRIBUNE CO NEW COM 896047107 67 1000 SH DEF 7 1000
TRIBUNE CO NEW COM 896047107 8 155 SH DEF 2 155
TRIBUNE CO NEW COM 896047107 4611 89368 SH DEF 4 89368 0 0
TRIBUNE CO NEW COM 896047107 11 218 SH DEF 6 218
TRICO BANCSHARES COM 896095106 1439 45600 SH DEF 6 43300 2300
TRICO BANCSHARES COM 896095106 773 24500 SH DEF 12 24500
TRIKON TECHNOLOGIES INC COM NEW 896187408 0 10 SH DEF 12 10
TRIMBLE NAVIGATION LTD COM 896239100 11 300 SH DEF 2 300
TRIMBLE NAVIGATION LTD COM 896239100 34618 929580 SH DEF 3 859700 69880
TRIMERIS INC COM 896263100 6 300 SH DEF 12 300
TRINITY INDS INC COM 896522109 15 500 SH DEF 12 500
TRIPATH IMAGING INC COM 896942109 1 100 SH DEF 12 100
TRIPATH TECHNOLOGY INC COM 89672P104 2 333 SH DEF 12 333
TRIQUINT SEMICONDUCTOR INC COM 89674K103 185 26158 SH DEF 12 26158
TRIUMPH GROUP INC NEW COM 896818101 11204 307800 SH DEF 6 298700 9100
TRIUMPH GROUP INC NEW COM 896818101 19 535 SH DEF 12 535
TRIZEC PROPERTIES INC COM 89687P107 1311 82593 SH DEF 9 82593
TRIZEC PROPERTIES INC COM 89687P107 1158 75167 SH DEF 12 75167
TROVER SOLUTIONS INC COM 897249108 791 119300 SH DEF 6 113600 5700
TROVER SOLUTIONS INC COM 897249108 13 2000 SH DEF 12 2000
TRUST CO NJ JERSEY CITY NEW COM 898304100 355 8947 SH DEF 6 8947
TRUST CO NJ JERSEY CITY NEW COM 898304100 146 3680 SH DEF 12 3680
TRUSTCO BK CORP N Y COM 898349105 1291 98174.08 SH DEF 12 98174.08
TRUSTCO BK CORP N Y COM 898349105 71 5550 SH DEF 11 1975 800 2775
TRUSTMARK CORP COM 898402102 1357 46348 SH DEF 12 46348
TRUSTMARK CORP COM 898402102 10989 375424 SH DEF 6 368824 6600
TRUSTMARK CORP COM 898402102 4025 137500 SH DEF 3 134000 3500
TSR INC COM 872885108 405 52600 SH DEF 6 49800 2800
TTM TECHNOLOGIES INC COM 87305R109 2482 147030 SH DEF 3 144310 2720
TUESDAY MORNING CORP COM NEW 899035505 1191 39380 SH DEF 3 38630 750
TULARIK INC COM 899165104 16 1000 SH DEF 12 1000
TUPPERWARE CORP COM 899896104 2561 147700 SH DEF 6 146000 1700
TUPPERWARE CORP COM 899896104 248 14300 SH DEF 12 14300
TXU CORP COM 873168108 5747 242304 SH DEF 6 212964 29340
TXU CORP COM 873168108 55 2350 SH DEF 11 1975 375
TXU CORP COM 873168108 728 30697.55 SH DEF 12 30697.55
TXU CORP COM 873168108 0 17 SH DEF 1 17
TXU CORP COM 873168108 2 100 SH DEF 2 100
TXU CORP COM 873168108 658 27750 SH DEF 3 15750 12000
TYCO INTL LTD NEW COM 902124106 13543 511047 SH DEF 3 495247 15800
TYCO INTL LTD NEW COM 902124106 21835 823974 SH DEF 4 823974 0 0
TYCO INTL LTD NEW COM 902124106 1307 38150 SH DEF 7 38150
TYCO INTL LTD NEW COM 902124106 238500 9000000 SH DEF 13 9000000
TYCO INTL LTD NEW COM 902124106 7492 282702 SH DEF 6 282702
TYCO INTL LTD NEW COM 902124106 4117 155354 SH DEF 2 146554 8800
TYCO INTL LTD NEW COM 902124106 1126 42490 SH DEF 9 38050 4440
TYCO INTL LTD NEW COM 902124106 21283 803133 SH DEF 12 803133.03
TYCO INTL LTD NEW COM 902124106 1273923 48072558 SH DEF 10 42226467 5846091
TYCO INTL LTD NEW COM 902124106 569 24665 SH DEF 11 10010 4140 10515
TYCO INTL LTD NEW COM 902124106 10839 409034 SH DEF 5 240442 168592
TYCO INTL LTD NEW NOTE 11/1 902124AC0 1161 15000 SH DEF 12 15000
TYCO INTL LTD NEW COM 902124106 613401 23147200 SH DEF 8 13563900 9583300
TYLER TECHNOLOGIES INC COM 902252105 6392 663810 SH DEF 3 652410 11400
TYSON FOODS INC CL A 902494103 5084 384000 SH DEF 3 290700 93300
TYSON FOODS INC CL A 902494103 169 12730 SH DEF 6 12730
TYSON FOODS INC CL A 902494103 159 12000 SH DEF 4 12000 0 0
TYSON FOODS INC CL A 902494103 6 475 SH DEF 12 475
TYSON FOODS INC CL A 902494103 15 1169 SH DEF 2 1169
U S B HLDG INC COM 902910108 3143 162115 SH DEF 6 152855 9260
U S ENERGY SYS INC COM 902951102 0 0 SH DEF 12 0
U S RESTAURANT PPTYS INC COM 902971100 6792 398570 SH DEF 3 383000 15570
U S RESTAURANT PPTYS INC COM 902971100 3 150 SH DEF 12 150
UBS AG NAMEN AKT H8920M855 592 8706 SH DEF 6 8706
UBS AG NAMEN AKT H8920M855 19 280 SH DEF 3 280
UBS AG NAMEN AKT H8920M855 365 5372 SH DEF 12 5372
UCBH HOLDINGS INC COM 90262T308 24 614 SH DEF 12 614
UCBH HOLDINGS INC COM 90262T308 9708 249108 SH DEF 1 249108
UGI CORP NEW COM 902681105 44679 1317964 SH DEF 3 1049624 268340
UGI CORP NEW COM 902681105 4 130 SH DEF 12 130
UGI CORP NEW COM 902681105 0 1 SH DEF 7 1
UICI COM 902737105 11563 870730 SH DEF 6 839430 31300
UIL HLDG CORP COM 902748102 519 11504 SH DEF 12 11504
UIL HLDG CORP COM 902748102 2444 54200 SH DEF 6 51100 3100
UIL HLDG CORP COM 902748102 22 550 SH DEF 11 275 275
ULTRALIFE BATTERIES INC COM 903899102 537 43350 SH DEF 12 43350
ULTRATECH INC COM 904034105 6 190 SH DEF 11 190
UMB FINL CORP COM 902788108 15 323 SH DEF 12 323
UMB FINL CORP COM 902788108 19 400 SH DEF 4 400 0 0
UMB FINL CORP COM 902788108 138 2900 SH DEF 3 2900
UMPQUA HLDGS CORP COM 904214103 5 252 SH DEF 1 252
UMPQUA HLDGS CORP COM 904214103 1383 66500 SH DEF 3 66500
UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 16899 677300 SH DEF 3 672200 5100
UNIFAB INTERNATIONAL INC COM NEW 90467L209 0 130 SH DEF 12 130
UNIFI INC COM 904677101 44 6755 SH DEF 12 6755
UNIFIRST CORP MASS COM 904708104 424 17900 SH DEF 3 9700 8200
UNILEVER N V N Y SHS NEW 904784709 243 3896 SH DEF 11 300 3596
UNILEVER N V N Y SHS NEW 904784709 273 4205 SH DEF 1 4205
UNILEVER N V N Y SHS NEW 904784709 512 7887 SH DEF 12 7887
UNILEVER PLC SPON ADR NEW 904767704 7 200 SH DEF 11 100 100
UNILEVER PLC SPON ADR NEW 904767704 121 2500 SH DEF 7 2500
UNILEVER PLC SPON ADR NEW 904767704 51 1360 SH DEF 2 1360
UNION BANKSHARES CORP COM 905399101 12 400 SH DEF 12 400
UNION PAC CORP COM 907818108 1338 19256 SH DEF 12 19256
UNION PAC CORP COM 907818108 25 354 SH DEF 6 354
UNION PAC CORP COM 907818108 7393 106400 SH DEF 3 104600 1800
UNION PAC CORP COM 907818108 434 6250 SH DEF 5 6250
UNION PAC CORP COM 907818108 8587 123585 SH DEF 2 122285 1300
UNION PAC CORP COM 907818108 638 10070 SH DEF 11 8470 500 1100
UNION PLANTERS CORP COM 908068109 356 11837 SH DEF 9 11837
UNION PLANTERS CORP COM 908068109 92 2924 SH DEF 11 1874 1050
UNION PLANTERS CORP COM 908068109 21 662 SH DEF 2 662
UNION PLANTERS CORP COM 908068109 338 10725 SH DEF 6 10725
UNION PLANTERS CORP COM 908068109 4766 151350 SH DEF 12 151350.72
UNIONBANCAL CORP COM 908906100 31726 551380 SH DEF 3 529980 21400
UNIONBANCAL CORP COM 908906100 34996 608200 SH DEF 10 608200
UNIONBANCAL CORP COM 908906100 2509 43600 SH DEF 8 36300 7300
UNISOURCE ENERGY CORP COM 909205106 3982 161460 SH DEF 3 136460 25000
UNISOURCE ENERGY CORP COM 909205106 27 1087 SH DEF 12 1087
UNISYS CORP COM 909214108 917 61754 SH DEF 12 61754
UNISYS CORP COM 909214108 16 1085 SH DEF 2 200 885
UNISYS CORP COM 909214108 223 15000 SH DEF 15000
UNISYS CORP COM 909214108 271 18250 SH DEF 6 18250
UNISYS CORP COM 909214108 51 3580 SH DEF 11 3580
UNISYS CORP COM 909214108 57915 3900000 SH DEF 13 3900000
UNISYS CORP COM 909214108 6003 404260 SH DEF 5 226785 177475
UNISYS CORP COM 909214108 509 34118 SH DEF 9 34118
UNISYS CORP COM 909214108 10096 679849 SH DEF 4 679849 0 0
UNITED AUTO GROUP INC COM 909440109 18508 591300 SH DEF 6 571100 20200
UNITED AUTO GROUP INC COM 909440109 77 2470 SH DEF 12 2470
UNITED BANKSHARES INC WEST V COM 909907107 284 9104 SH DEF 12 9104
UNITED BANKSHARES INC WEST V COM 909907107 78 2500 SH DEF 4 2500 0 0
UNITED BANKSHARES INC WEST V COM 909907107 2008 64378 SH DEF 6 62878 1500
UNITED CMNTY FINL CORP OHIO COM 909839102 6 525 SH DEF 6 525
UNITED DEFENSE INDS INC COM 91018B104 21240 666250 SH DEF 3 548700 117550
UNITED DEFENSE INDS INC COM 91018B104 26684 837020 SH DEF 6 809320 27700
UNITED DEFENSE INDS INC COM 91018B104 209 6560 SH DEF 12 6560
UNITED DEFENSE INDS INC COM 91018B104 27 900 SH DEF 11 900
UNITED DOMINION REALTY TR IN COM 910197102 943 49104.03 SH DEF 12 49104.03
UNITED DOMINION REALTY TR IN COM 910197102 146 7798 SH DEF 11 3348 1250 3200
UNITED DOMINION REALTY TR IN COM 910197102 1142 60400 SH DEF 9 60400
UNITED DOMINION REALTY TR IN COM 910197102 184 9600 SH DEF 2 9600
UNITED INDL CORP COM 910671106 2204 122100 SH DEF 6 115600 6500
UNITED INDL CORP COM 910671106 19 1045 SH DEF 12 1045
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 5817 1175081 SH DEF 3 1049969 125112
UNITED MOBILE HOMES INC COM 911024107 682 40115 SH DEF 12 40115
UNITED NAT FOODS INC COM 911163103 11 300 SH DEF 12 300
UNITED NATL BANCORP N J COM 910909100 7 200 SH DEF 12 200
UNITED ONLINE INC COM 911268100 34062 2028728 SH DEF 3 1689714 339014
UNITED ONLINE INC COM 911268100 2 106 SH DEF 12 106
UNITED PARCEL SERVICE INC CL B 911312106 2072 27796 SH DEF 5 650 27146
UNITED PARCEL SERVICE INC CL B 911312106 14920 200140 SH DEF 3 196540 3600
UNITED PARCEL SERVICE INC CL B 911312106 360 4824 SH DEF 2 4824
UNITED PARCEL SERVICE INC CL B 911312106 39 400 SH DEF 7 400
UNITED PARCEL SERVICE INC CL B 911312106 17489 234590 SH DEF 1 5500 229090
UNITED PARCEL SERVICE INC CL B 911312106 4775 64054.61 SH DEF 12 64054.61
UNITED PARCEL SERVICE INC CL B 911312106 636 9266 SH DEF 11 7955 1311
UNITED RENTALS INC COM 911363109 1211 62900 SH DEF 6 62900
UNITED RENTALS INC COM 911363109 1396 72470 SH DEF 12 72470
UNITED RENTALS INC COM 911363109 74 4160 SH DEF 11 2080 2080
UNITED STATES CELLULAR CORP COM 911684108 279 7865 SH DEF 12 7865
UNITED STATES CELLULAR CORP COM 911684108 111 3140 SH DEF 6 3140
UNITED STATES LIME & MINERAL COM 911922102 1394 206522 SH DEF 12 206522.12
UNITED STATES STL CORP NEW COM 912909108 16195 462445 SH DEF 6 462445
UNITED STATES STL CORP NEW COM 912909108 763 21800 SH DEF 5 19800 2000
UNITED STATES STL CORP NEW COM 912909108 41 1174.64 SH DEF 12 1174.64
UNITED STATIONERS INC COM 913004107 28093 686540 SH DEF 3 502040 184500
UNITED STATIONERS INC COM 913004107 8 200 SH DEF 12 200
UNITED SURGICAL PARTNERS INT COM 913016309 5 142 SH DEF 12 142
UNITED TECHNOLOGIES CORP COM 913017109 4085 43108.64 SH DEF 12 43108.64
UNITED TECHNOLOGIES CORP COM 913017109 451 4762 SH DEF 1 3767 995
UNITED TECHNOLOGIES CORP COM 913017109 5108 53904 SH DEF 2 53609 295
UNITED TECHNOLOGIES CORP COM 913017109 1652 19127 SH DEF 11 15593 1534 2000
UNITED TECHNOLOGIES CORP COM 913017109 1326 13997 SH DEF 5 12097 1900
UNITED TECHNOLOGIES CORP COM 913017109 864 7055 SH DEF 7 7055
UNITED TECHNOLOGIES CORP COM 913017109 20535 216683 SH DEF 3 212483 4200
UNITED TECHNOLOGIES CORP COM 913017109 32704 345083 SH DEF 6 345083
UNITED TECHNOLOGIES CORP COM 913017109 9 100 SH DEF 4 100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 5 200 SH DEF 12 200
UNITEDGLOBALCOM CL A 913247508 1909 225110 SH DEF 3 210400 14710
UNITEDGLOBALCOM CL A 913247508 4890 576700 SH DEF 6 576700
UNITEDHEALTH GROUP INC COM 91324P102 805 10700 SH DEF 7 10700
UNITEDHEALTH GROUP INC COM 91324P102 489527 8414000 SH DEF 8 4887700 3526300
UNITEDHEALTH GROUP INC COM 91324P102 7753 133266 SH DEF 12 133266.89
UNITEDHEALTH GROUP INC COM 91324P102 215 3704 SH DEF 2 2728 976
UNITEDHEALTH GROUP INC COM 91324P102 270 5004 SH DEF 11 4300 704
UNITEDHEALTH GROUP INC COM 91324P102 17890 307490 SH DEF 3 302290 5200
UNITEDHEALTH GROUP INC COM 91324P102 992319 17056014 SH DEF 10 14884700 2171314
UNITEDHEALTH GROUP INC COM 91324p102 304 5225 SH DEF 4 5225 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6557 112700 SH DEF 1 112700
UNITEDHEALTH GROUP INC COM 91324P102 569 9775 SH DEF 5 8975 800
UNITIL CORP COM 913259107 555 21500 SH DEF 12 21500
UNITRIN INC COM 913275103 504 12176 SH DEF 12 12176
UNIVERSAL ACCESS GLOBAL HLDG COM NEW 91336M204 1 290 SH DEF 12 290
UNIVERSAL AMERN FINL CORP COM 913377107 2362 238600 SH DEF 6 232700 5900
UNIVERSAL AMERN FINL CORP COM 913377107 1648 166500 SH DEF 3 163460 3040
UNIVERSAL CORP VA COM 913456109 20323 460100 SH DEF 6 444100 16000
UNIVERSAL FST PRODS INC COM 913543104 19202 592660 SH DEF 3 503600 89060
UNIVERSAL FST PRODS INC COM 913543104 11063 341440 SH DEF 6 329640 11800
UNIVERSAL FST PRODS INC COM 913543104 201 6200 SH DEF 5 6200
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 12 400 SH DEF 12 400
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 18 613 SH DEF 2 613
UNIVERSAL HLTH SVCS INC CL B 913903100 371 6900 SH DEF 5 6900
UNIVERSAL HLTH SVCS INC CL B 913903100 38 700 SH DEF 4 700 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2906 54090 SH DEF 6 54090
UNIVERSAL HLTH SVCS INC CL B 913903100 736 13706 SH DEF 12 13706
UNIVEST CORP PA COM 915271100 5 125 SH DEF 12 125
UNIVISION COMMUNICATIONS INC CL A 914906102 14 350 SH DEF 12 350
UNIVISION COMMUNICATIONS INC CL A 914906102 461 11600 SH DEF 5 10100 1500
UNIZAN FINANCIAL CORP COM 91528W101 7424 366617 SH DEF 6 354161 12456
UNIZAN FINANCIAL CORP COM 91528W101 293 14475 SH DEF 12 14475
UNOCAL CORP COM 915289102 540 14667 SH DEF 6 14667
UNOCAL CORP COM 915289102 428 11627 SH DEF 12 11627
UNOCAL CORP COM 915289102 144 4200 SH DEF 11 2100 2100
UNOCAL CORP COM 915289102 787 21360 SH DEF 2 21360
UNOVA INC COM 91529B106 693 30200 SH DEF 3 30200
UNOVA INC COM 91529B106 11 500 SH DEF 12 500
UNUMPROVIDENT CORP COM 91529Y106 69388 4400000 SH DEF 10 4400000
UNUMPROVIDENT CORP COM 91529Y106 2 100 SH DEF 1 100
UNUMPROVIDENT CORP COM 91529Y106 414 26243 SH DEF 12 26243
UNUMPROVIDENT CORP COM 91529Y106 2 115 SH DEF 2 115
UNUMPROVIDENT CORP COM 91529Y106 537 34079 SH DEF 6 34079
UNUMPROVIDENT CORP COM 91529Y106 52041 3300000 SH DEF 13 3300000
UNUMPROVIDENT CORP COM 91529y106 8 500 SH DEF 4 500 0 0
UNUMPROVIDENT CORP COM 91529Y106 5199 329700 SH DEF 8 281200 48500
UNUMPROVIDENT CORP COM 91529Y106 413 26355 SH DEF 9 26355
UPM KYMMENE CORP SPONSORED ADR 915436109 77 4000 SH DEF 2 4000
UPM KYMMENE CORP SPONSORED ADR 915436109 8477 439935 SH DEF 6 437705 2230
URBAN OUTFITTERS INC COM 917047102 20 550 SH DEF 12 550
URS CORP NEW COM 903236107 69 2761 SH DEF 12 2761
URS CORP NEW COM 903236107 13258 530100 SH DEF 6 509000 21100
URSTADT BIDDLE PPTYS INS CL A 917286205 51 3600 SH DEF 12 3600
URSTADT BIDDLE PPTYS INS COM 917286106 202 14870 SH DEF 12 14870
US AIRWAYS GROUP INC CL A 911905503 2630 422828 SH DEF 6 422303 525
US BANCORP DEL COM NEW 902973304 6470 217271 SH DEF 12 217271.05
US BANCORP DEL COM NEW 902973304 508 17054 SH DEF 1 17054
US BANCORP DEL COM NEW 902973304 35042 1176689 SH DEF 6 1164625 12064
US BANCORP DEL COM NEW 902973304 24832 833838 SH DEF 2 824528 9310
US BANCORP DEL COM NEW 902973304 572 21143 SH DEF 11 10610 6523 4010
US BANCORP DEL COM NEW 902973304 118 3962 SH DEF 4 3962 0 0
US BANCORP DEL COM NEW 902973304 26122 877161 SH DEF 3 859792 17369
US ONCOLOGY INC COM 90338W103 32285 3000420 SH DEF 3 2803220 197200
USF CORP COM 91729Q101 8171 238980 SH DEF 6 238980
USF CORP COM 91729Q101 3 100 SH DEF 12 100
UST INC COM 902911106 1707 47820 SH DEF 6 47820
UST INC COM 902911106 344 9640 SH DEF 12 9640
UST INC COM 902911106 567 16000 SH DEF 11 16000
UTAH MED PRODS INC COM 917488108 38 1461 SH DEF 6 1461
UTSTARCOM INC COM 918076100 2272 61280 SH DEF 12 61280
UTSTARCOM INC COM 918076100 41 1100 SH DEF 11 1100
UTSTARCOM INC COM 918076100 334 9000 SH DEF 9 9000
UTSTARCOM INC COM 918076100 12628 340650 SH DEF 10 340650
V F CORP COM 918204108 600 13877 SH DEF 12 13877
V F CORP COM 918204108 69 1600 SH DEF 2 0 1600
V F CORP COM 918204108 520 12025 SH DEF 5 7975 4050
V F CORP COM 918204108 257 5950 SH DEF 6 5950
VA SOFTWARE CORP COM 91819B105 0 100 SH DEF 2 100
VA SOFTWARE CORP COM 91819B105 5 1355 SH DEF 12 1355
VAIL BANKS INC COM 918779109 609 51000 SH DEF 6 51000
VAIL RESORTS INC COM 91879Q109 1 50 SH DEF 12 50
VAIL RESORTS INC COM 91879Q109 13074 768885 SH DEF 6 758500 260 10125
VALASSIS COMMUNICATIONS INC NOTE 6/0 918866AH7 178 3000 SH DEF 12 3000
VALASSIS COMMUNICATIONS INC COM 918866104 31419 1070490 SH DEF 6 1035390 35100
VALEANT PHARMACEUTICALS INTL COM 91911X104 531 21121.6 SH DEF 12 21121.6
VALEANT PHARMACEUTICALS INTL COM 91911X104 3 100 SH DEF 6 100
VALERO ENERGY CORP NEW COM 91913Y100 343 7400 SH DEF 6 7400
VALERO ENERGY CORP NEW COM 91913Y100 438 9450 SH DEF 5 6325 3125
VALERO ENERGY CORP NEW COM 91913Y100 587 12670 SH DEF 3 6300 6370
VALERO ENERGY CORP NEW COM 91913Y100 1472 31757 SH DEF 12 31757
VALERO L P COM UT LTD PRT 91913W104 2761 55468.31 SH DEF 12 55468.31
VALLEY NATL BANCORP COM 919794107 324 11106 SH DEF 12 11106
VALMONT INDS INC COM 920253101 23 1000 SH DEF 2 1000
VALSPAR CORP COM 920355104 7389 149513 SH DEF 12 149513
VALSPAR CORP COM 920355104 29 612 SH DEF 11 306 306
VALSPAR CORP COM 920355104 7913 160110 SH DEF 2 157660 2450
VALUEVISION MEDIA INC CL A 92047K107 50 3000 SH DEF 12 3000
VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 38 2500 SH DEF 12 2500
VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 921124103 90 5463 SH DEF 12 5463
VAN KAMPEN ADVANTAGE PA MUN SH BEN INT 920937109 13 800 SH DEF 12 800
VAN KAMPEN BD FD COM 920955101 191 10600 SH DEF 12 10600
VAN KAMPEN FLA QUALITY MUN T COM 920921103 55 3600 SH DEF 12 3600
VAN KAMPEN HIGH INCOME TR SH BEN INT 920911104 9 2280 SH DEF 12 2280
VAN KAMPEN HIGH INCOME TR II SH BEN INT 920913100 10 2000 SH DEF 12 2000
VAN KAMPEN INCOME TR SH BEN INT 920957107 24 4175 SH DEF 12 4175
VAN KAMPEN INVT GRADE MUN TR COM 920915105 39 4200 SH DEF 12 4200
VAN KAMPEN MUN INCOME TR COM 920909108 297 31333 SH DEF 12 31333
VAN KAMPEN MUN OPPORTUNITY T COM 920935103 82 4911 SH DEF 12 4911
VAN KAMPEN MUN TR SH BEN INT 920919107 203 13751.36 SH DEF 12 13751.36
VAN KAMPEN OHIO QUALITY MUN COM 920923109 66 4050 SH DEF 12 4050
VAN KAMPEN OHIO VALUE MUN IN COM SH BEN INT 92112W101 10 650 SH DEF 12 650
VAN KAMPEN PA QUALITY MUN TR COM 920924107 17 1000 SH DEF 12 1000
VAN KAMPEN PA VALUE MUN INCO COM 92112T108 81 5000 SH DEF 12 5000
VAN KAMPEN SENIOR INCOME TR COM 920961109 171 19823 SH DEF 12 19823
VAN KAMPEN STRATEGIC SECTOR COM 920943107 61 4338 SH DEF 12 4338
VAN KAMPEN TR INSD MUNS COM 920928108 14 800 SH DEF 12 800
VAN KAMPEN TR INVT GRADE MUN COM 920929106 196 12415 SH DEF 12 12415
VAN KAMPEN TR INVT GRADE N J COM 920933108 34 2000 SH DEF 12 2000
VAN KAMPEN TR INVT GRADE N Y COM 920931102 29 1700 SH DEF 12 1700
VAN KAMPEN TR INVT GRADE PA COM 920934106 75 4666 SH DEF 12 4666
VAN KAMPEN VALUE MUN INCOME COM 921132106 10 700 SH DEF 12 700
VANS INC COM 921930103 2613 228990 SH DEF 3 201160 27830
VARCO INTL INC DEL COM 922122106 2 100 SH DEF 12 100
VARCO INTL INC DEL COM 922122106 26315 1275560 SH DEF 3 1077080 198480
VARCO INTL INC DEL COM 922122106 73 3550 SH DEF 6 3550
VARIAN INC COM 922206107 25 600 SH DEF 2 600
VARIAN INC COM 922206107 21 500 SH DEF 12 500
VARIAN MED SYS INC COM 92220P105 83 1200 SH DEF 2 1200
VARIAN MED SYS INC COM 92220P105 2746 39740 SH DEF 12 39740
VARIAN MED SYS INC COM 92220P105 491 7100 SH DEF 5 5800 1300
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 26 600 SH DEF 2 600
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 22 500 SH DEF 12 500
VASOGEN INC COM 92232F103 4 500 SH DEF 12 500
VASOMEDICAL INC COM 922321104 11 10067 SH DEF 12 10067
VASOMEDICAL INC COM 922321104 11 10000 SH DEF 2 10000
VAXGEN INC COM NEW 922390208 14 1790 SH DEF 12 1790
VCA ANTECH INC COM 918194101 2394 77270 SH DEF 3 75820 1450
VCA ANTECH INC COM 918194101 982 31700 SH DEF 12 31700
VECTOR GROUP LTD COM 92240M108 1 67.63 SH DEF 12 67.63
VECTOR GROUP LTD COM 92240M108 6 363 SH DEF 1 363
VECTREN CORP COM 92240G101 116 4726 SH DEF 12 4726
VECTREN CORP COM 92240G101 160 6482 SH DEF 2 6482
VECTREN CORP COM 92240G101 11615 471180 SH DEF 6 464580 6600
VEECO INSTRS INC DEL COM 922417100 6 200 SH DEF 12 200
VEECO INSTRS INC DEL COM 922417100 3816 135500 SH DEF 3 108700 26800
VENTANA MED SYS INC COM 92276H106 39 1000 SH DEF 12 1000
VENTAS INC COM 92276F100 28 1262 SH DEF 12 1262
VENTAS INC COM 92276F100 10960 498180 SH DEF 3 331780 166400
VENTAS INC COM 92276f100 31 1400 SH DEF 4 1400 0 0
VENTAS INC COM 92276F100 232 10547 SH DEF 2 0 10547
VENTIV HEALTH INC COM 922793104 0 33 SH DEF 12 33
VERINT SYS INC COM 92343X100 9 400 SH DEF 12 400
VERISIGN INC COM 92343E102 2730 167500 SH DEF 3 167500
VERISIGN INC COM 92343E102 5087 312079 SH DEF 12 312079
VERISIGN INC COM 92343E102 81500 5000000 SH DEF 13 5000000
VERISIGN INC COM 92343E102 2 100 SH DEF 6 100
VERISIGN INC COM 92343E102 3 200 SH DEF 11 100 100
VERISIGN INC COM 92343E102 8 500 SH DEF 2 500
VERITAS DGC INC COM 92343P107 172 16400 SH DEF 6 16400
VERITAS SOFTWARE CO COM 923436109 641 18700 SH DEF 11 9700 9000
VERITAS SOFTWARE CO COM 923436109 67 1800 SH DEF 4 1800 0 0
VERITAS SOFTWARE CO COM 923436109 427 11480 SH DEF 12 11480
VERIZON COMMUNICATIONS COM 92343V104 3904 108322 SH DEF 9 300 108022
VERIZON COMMUNICATIONS COM 92343V104 8497 242232 SH DEF 1 600 241632
VERIZON COMMUNICATIONS COM 92343V104 18908 539004 SH DEF 6 530787 8217
VERIZON COMMUNICATIONS COM 92343V104 3589 79266 SH DEF 7 79266
VERIZON COMMUNICATIONS COM 92343V104 13422 382597 SH DEF 3 375797 6800
VERIZON COMMUNICATIONS COM 92343V104 5688 168392 SH DEF 11 120855 33844 13693
VERIZON COMMUNICATIONS COM 92343v104 155 4415 SH DEF 4 4415 0 0
VERIZON COMMUNICATIONS COM 92343V104 1120 31928 SH DEF 5 17845 14083
VERIZON COMMUNICATIONS COM 92343V104 15286 435759 SH DEF 12 435759.96
VERIZON COMMUNICATIONS COM 92343V104 10064 286897 SH DEF 2 275787 11110
VERMONT PURE HLDGS LTD NEW COM 924237100 13 4300 SH DEF 12 4300
VERMONT TEDDY BEAR INC COM 92427X109 2 429 SH DEF 12 429
VERTEX PHARMACEUTICALS INC COM 92532F100 17 1700 SH DEF 12 1700
VERTICALNET INC COM NEW 92532L206 1 434 SH DEF 12 434
VESTA INS GROUP INC COM 925391104 10 2700 SH DEF 12 2700
VESTA INS GROUP INC COM 925391104 23 6000 SH DEF 6000
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VIACOM INC CL B 925524308 283 6381 SH DEF 2 4963 1418
VIACOM INC CL A 925524100 17 400 SH DEF 11 200 200
VIACOM INC CL A 925524100 2 40 SH DEF 2 40
VIACOM INC CL A 925524100 2266 51186 SH DEF 12 51186
VIACOM INC CL B 925524308 40 905 SH DEF 6 905
VIACOM INC CL B 925524308 1371 30896 SH DEF 5 22975 7921
VIACOM INC CL B 925524308 12002 270434 SH DEF 3 263834 6600
VIACOM INC CL B 925524308 764 17223 SH DEF 1 17223
VIACOM INC CL B 925524308 3234 72874.75 SH DEF 12 72874.75
VIACOM INC CL B 925524308 720 17400 SH DEF 11 14265 2060 1075
VIAD CORP COM 92552R109 3 100 SH DEF 6 100
VIAD CORP COM 92552R109 137 5473 SH DEF 12 5473
VIAD CORP COM 92552R109 1783 71300 SH DEF 3 71300
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VIASYS HEALTHCARE INC COM NEW 92553Q209 3 146 SH DEF 1 146
VIASYS HEALTHCARE INC COM NEW 92553Q209 5 262 SH DEF 12 262
VIASYS HEALTHCARE INC COM NEW 92553Q209 1 56 SH DEF 2 56
VICAL INC COM 925602104 1 300 SH DEF 12 300
VICOR CORP COM 925815102 26 2300 SH DEF 12 2300
VICURON PHARMACEUTICALS INC COM 926471103 442 23675 SH DEF 12 23675
VIGNETTE CORP COM 926734104 1 540 SH DEF 12 540
VIISAGE TECHNOLOGY INC COM 92675K106 5 1500 SH DEF 12 1500
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VION PHARMACEUTICALS INC COM 927624106 50 31850 SH DEF 12 31850
VIRAGEN INC COM 927638106 2 8333 SH DEF 12 8333
VIRGINIA COMM BANCORP INC COM 92778Q109 220 6871 SH DEF 12 6871
VIRGINIA FINL CORP COM 927810101 72 2038 SH DEF 12 2038
VIROPHARMA INC COM 928241108 1 500 SH DEF 12 500
VISHAY INTERTECHNOLOGY INC COM 928298108 5 220 SH DEF 6 220
VISHAY INTERTECHNOLOGY INC COM 928298108 24 1032 SH DEF 2 1032
VISHAY INTERTECHNOLOGY INC COM 928298108 176 7676 SH DEF 12 7676
VISTEON CORP COM 92839U107 528 50735.86 SH DEF 12 50735.86
VISUAL NETWORKS INC COM 928444108 19 8572 SH DEF 12 8572
VISX INC DEL COM 92844S105 2025 87480 SH DEF 3 86280 1200
VISX INC DEL COM 92844S105 19 830 SH DEF 12 830
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VITESSE SEMICONDUCTOR CORP COM 928497106 18 3000 SH DEF 2 0 3000
VITRAN INC COM 92850E107 3 200 SH DEF 12 200
VITRAN INC COM 92850E107 85 6000 SH DEF 3 6000
VITRIA TECHNOLOGY COM NEW 92849Q401 2 337 SH DEF 12 337
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 544 22400 SH DEF 6 22400
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 255 9800 SH DEF 9 9800
VIVUS INC COM 928551100 0 11 SH DEF 2 11
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 724 28920 SH DEF 5 23050 5870
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 231 9619 SH DEF 6 6794 2825
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 5066 223516 SH DEF 11 182262 40012 1242
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 14531 580300 SH DEF 10 580300
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 280 11188 SH DEF 2 11188
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 7591 303154 SH DEF 1 21500 281654
VODAFONE GROUP PLC NEW SPONSORED ADR 92857w100 623 24900 SH DEF 9 24900
VOLT INFORMATION SCIENCES IN COM 928703107 5 200 SH DEF 12 200
VORNADO RLTY TR SH BEN INT 929042109 7392 135010 SH DEF 2 133610 1400
VORNADO RLTY TR SH BEN INT 929042109 551 10067 SH DEF 12 10067
VORNADO RLTY TR SH BEN INT 929042109 969 18116 SH DEF 9 18116
VULCAN MATLS CO COM 929160109 260 5475 SH DEF 12 5475
VULCAN MATLS CO COM 929160109 5 100 SH DEF 6 100
VULCAN MATLS CO COM 929160109 58 1320 SH DEF 11 1320
W HLDG CO INC COM 929251106 48527 2607584 SH DEF 3 2129815 477770
W HLDG CO INC COM 929251106 42 2250 SH DEF 12 2250
W P CAREY & CO LLC COM 92930Y107 32 1000 SH DEF 11 1000
W P CAREY & CO LLC COM 92930Y107 980 32106 SH DEF 12 32106
WABTEC CORP COM 929740108 0 17 SH DEF 12 17
WACHOVIA CORP 2ND NEW COM 929903102 463 9818 SH DEF 9 9818
WACHOVIA CORP 2ND NEW COM 929903102 47563 1020876 SH DEF 6 988106 32770
WACHOVIA CORP 2ND NEW COM 929903102 331 5500 SH DEF 7 5500
WACHOVIA CORP 2ND NEW COM 929903102 19619 421096 SH DEF 4 421096 0 0
WACHOVIA CORP 2ND NEW COM 929903102 107 2300 SH DEF 1 2300
WACHOVIA CORP 2ND NEW COM 929903102 11809 253467 SH DEF 5 157587 95880
WACHOVIA CORP 2ND NEW COM 929903102 20554 441159 SH DEF 12 441159.14
WACHOVIA CORP 2ND NEW COM 929903102 537 11530 SH DEF 2 11250 280
WACHOVIA CORP 2ND NEW COM 929903102 1331 30302 SH DEF 11 26702 3000 600
WACHOVIA CORP 2ND NEW COM 929903102 8446 181293 SH DEF 3 173223 8070
WACKENHUT CORRECTIONS CORP COM 929798106 433 19000 SH DEF 3 19000
WADDELL & REED FINL INC CL A 930059100 12 490 SH DEF 11 490
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WAL MART STORES INC COM 931142103 1871 35698 SH DEF 9 250 35448
WAL MART STORES INC COM 931142103 1639 30895 SH DEF 5 25370 5525
WAL MART STORES INC COM 931142103 4249 80091 SH DEF 2 67297 12794
WAL MART STORES INC COM 931142103 5698 83105 SH DEF 7 83105
WAL MART STORES INC COM 931142103 1857 35000 SH DEF 10 35000
WAL MART STORES INC COM 931142103 55 1042 SH DEF 4 1042 0 0
WAL MART STORES INC COM 931142103 7268 131960 SH DEF 11 109785 18279 3896
WALGREEN CO COM 931422109 1372 37725 SH DEF 5 35400 2325
WALGREEN CO COM 931422109 4090 112427 SH DEF 3 110227 2200
WALGREEN CO COM 931422109 21 450 SH DEF 7 450
WALGREEN CO COM 931422109 99 2711 SH DEF 4 2711 0 0
WALGREEN CO COM 931422109 3484 95773.57 SH DEF 12 95773.57
WALGREEN CO COM 931422109 22384 615283 SH DEF 1 208731 406552
WALGREEN CO COM 931422109 4439 122014 SH DEF 2 121114 900
WALGREEN CO COM 931422109 487 14394 SH DEF 11 10250 4144
WALTER INDS INC COM 93317Q105 12019 900300 SH DEF 6 871600 28700
WARNACO GROUP INC COM NEW 934390402 6 365 SH DEF 12 365
WASHINGTON BKG CO OAK HBR WA COM 937303105 506 31080 SH DEF 6 29580 1500
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WASHINGTON FED INC COM 938824109 272 9585 SH DEF 12 9585
WASHINGTON FED INC COM 938824109 1213 42751 SH DEF 4 42751 0 0
WASHINGTON FED INC COM 938824109 33 1232 SH DEF 11 1232
WASHINGTON FED INC COM 938824109 49772 1754442 SH DEF 6 1742154 328 11960
WASHINGTON GROUP INTL INC COM NEW 938862208 27399 806560 SH DEF 3 600560 206000
WASHINGTON GROUP INTL INC COM NEW 938862208 1139 33516 SH DEF 33516
WASHINGTON MUT INC COM 939322103 8024 200000 SH DEF 13 200000
WASHINGTON MUT INC COM 939322103 15702 391377 SH DEF 12 391377.29
WASHINGTON MUT INC COM 939322103 2350 58574 SH DEF 4 58574 0 0
WASHINGTON MUT INC COM 939322103 633155 15781538 SH DEF 10 13848800 1932738
WASHINGTON MUT INC COM 939322103 201 5000 SH DEF 1 5000
WASHINGTON MUT INC COM 939322103 1512 37615 SH DEF 9 200 37415
WASHINGTON MUT INC COM 939322103 16883 420816 SH DEF 6 420816
WASHINGTON MUT INC COM 939322103 420 10470 SH DEF 2 10470
WASHINGTON MUT INC COM 939322103 306051 7628400 SH DEF 8 4437900 3190500
WASHINGTON MUT INC COM 939322103 17663 440250 SH DEF 3 432050 8200
WASHINGTON MUT INC COM 939322103 1199 23400 SH DEF 7 23400
WASHINGTON MUT INC COM 939322103 1825 45487 SH DEF 5 34437 11050
WASHINGTON MUT INC COM 939322103 3815 95959 SH DEF 11 79860 11599 4500
WASHINGTON POST CO CL B 939640108 845 1068 SH DEF 12 1068
WASHINGTON POST CO CL B 939640108 146 200 SH DEF 11 200
WASHINGTON POST CO CL B 939640108 51 50 SH DEF 7 50
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 254 8700 SH DEF 2 8700
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1444 49452.22 SH DEF 12 49452.22
WASHINGTON TR BANCORP COM 940610108 42 1589 SH DEF 12 1589
WASTE INDUSTRIES USA INC COM 941057101 3 225 SH DEF 12 225
WASTE INDUSTRIES USA INC COM 941057101 1686 146907 SH DEF 6 139007 7900
WASTE MGMT INC DEL COM 94106L109 8595 290386 SH DEF 5 170622 119764
WASTE MGMT INC DEL COM 94106l109 15023 507521 SH DEF 4 507521 0 0
WASTE MGMT INC DEL COM 94106L109 3075 103900 SH DEF 3 102200 1700
WASTE MGMT INC DEL COM 94106L109 796 20800 SH DEF 7 20800
WASTE MGMT INC DEL COM 94106L109 607416 20520802 SH DEF 10 17850228 2670574
WASTE MGMT INC DEL COM 94106L109 300280 10144600 SH DEF 8 5995100 4149500
WASTE MGMT INC DEL COM 94106L109 7194 243024 SH DEF 12 243024.24
WASTE MGMT INC DEL COM 94106L109 216 7593 SH DEF 9 7593
WASTE MGMT INC DEL COM 94106L109 62 2200 SH DEF 11 1000 1200
WATER PIK TECHNOLOGIES INC COM 94113U100 3 250 SH DEF 12 250
WATER PIK TECHNOLOGIES INC COM 94113U100 1897 154600 SH DEF 6 146600 8000
WATERS CORP COM 941848103 362 10910 SH DEF 12 10910
WATERSIDE CAP CORP COM 941872103 28 7839 SH DEF 12 7839
WATSCO INC COM 942622200 130 5700 SH DEF 6 5700
WATSCO INC COM 942622200 13833 608590 SH DEF 3 504680 103910
WATSON PHARMACEUTICALS INC COM 942683103 70 1600 SH DEF 11 1600
WATSON PHARMACEUTICALS INC COM 942683103 28750 625000 SH DEF 3 553200 71800
WATSON PHARMACEUTICALS INC COM 942683103 308 6700 SH DEF 5 6700
WATSON PHARMACEUTICALS INC COM 942683103 18 390 SH DEF 2 0 390
WATSON PHARMACEUTICALS INC COM 942683103 7334 159440 SH DEF 6 159440
WATSON PHARMACEUTICALS INC COM 942683103 1779 38679 SH DEF 12 38679
WATSON WYATT & CO HLDGS CL A 942712100 1 50 SH DEF 12 50
WATSON WYATT & CO HLDGS CL A 942712100 1546 64000 SH DEF 3 37700 26300
WATTS WATER TECHNOLOGIES INC CL A 942749102 22 1000 SH DEF 12 1000
WATTS WATER TECHNOLOGIES INC CL A 942749102 5582 251435 SH DEF 6 243135 8300
WATTS WATER TECHNOLOGIES INC CL A 942749102 519 23400 SH DEF 3 23400
WAUSAU-MOSINEE PAPER CORP COM 943315101 613 45360 SH DEF 12 45360
WAUSAU-MOSINEE PAPER CORP COM 943315101 719 53200 SH DEF 3 53200
WAVE SYSTEMS CORP CL A 943526103 29 17800 SH DEF 12 17800
WAYNE BANCORP INC OHIO COM 944293109 29 1068 SH DEF 12 1068
WAYPOINT FINL CORP COM 946756103 30 1365 SH DEF 4 1365 0 0
WAYPOINT FINL CORP COM 946756103 258 11898 SH DEF 12 11898
WCI CMNTYS INC COM 92923C104 2339 113500 SH DEF 3 79200 34300
WD-40 CO COM 929236107 2083 58920 SH DEF 3 56870 2050
WD-40 CO COM 929236107 451 12756 SH DEF 12 12755.79
WEATHERFORD INTERNATIONAL LT COM G95089101 294 8174 SH DEF 12 8174
WEATHERFORD INTERNATIONAL LT COM G95089101 277 7700 SH DEF 5 7000 700
WEATHERFORD INTERNATIONAL LT COM G95089101 196 5450 SH DEF 4 5450 0 0
WEBCO INDS INC COM 947621108 199 48500 SH DEF 6 48500
WEBEX COMMUNICATIONS INC COM 94767L109 22 1105 SH DEF 12 1105
WEBMD CORP COM 94769M105 26833 2984800 SH DEF 13 2984800
WEBMD CORP COM 94769M105 6960 774154 SH DEF 12 774154
WEBMD CORP COM 94769M105 27 3000 SH DEF 1 3000
WEBMD CORP COM 94769M105 135 15000 SH DEF 15000
WEBMETHODS INC COM 94768C108 32 3500 SH DEF 12 3500
WEBSENSE INC COM 947684106 45 1530 SH DEF 12 1530
WEBSENSE INC COM 947684106 17 690 SH DEF 11 690
WEBSTER FINL CORP CONN COM 947890109 46 1000 SH DEF 4 1000 0 0
WEBSTER FINL CORP CONN COM 947890109 32 750 SH DEF 11 750
WEBSTER FINL CORP CONN COM 947890109 15846 345520 SH DEF 6 345520
WEBSTER FINL CORP CONN COM 947890109 206 4486 SH DEF 5 2686 1800
WEBSTER FINL CORP CONN COM 947890109 3953 86201.4 SH DEF 12 86201.4
WEIGHT WATCHERS INTL INC NEW COM 948626106 61 1600 SH DEF 12 1600
WEINGARTEN RLTY INVS SH BEN INT 948741103 1629 36720.16 SH DEF 12 36720.16
WEINGARTEN RLTY INVS SH BEN INT 948741103 30 670 SH DEF 11 670
WEINGARTEN RLTY INVS SH BEN INT 948741103 2787 60595 SH DEF 9 60595
WEINGARTEN RLTY INVS SH BEN INT 948741103 79 1774 SH DEF 2 1774
WEIS MKTS INC COM 948849104 16 435 SH DEF 2 435
WEIS MKTS INC COM 948849104 1225 33738 SH DEF 12 33738.27
WELLCHOICE INC COM 949475107 1375 39850 SH DEF 3 27100 12750
WELLMAN INC COM 949702104 15 1500 SH DEF 12 1500
WELLMAN INC COM 949702104 1010 98970 SH DEF 6 80950 18020
WELLMAN INC COM 949702104 153 15000 SH DEF 15000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 526 6040 SH DEF 11 6000 40
WELLPOINT HEALTH NETWORK NEW COM 94973H108 13811 142400 SH DEF 3 139200 3200
WELLPOINT HEALTH NETWORK NEW COM 94973H108 32477 334850 SH DEF 8 189150 145700
WELLPOINT HEALTH NETWORK NEW COM 94973H108 175018 1804500 SH DEF 10 1804500
WELLPOINT HEALTH NETWORK NEW COM 94973H108 73 750 SH DEF 1 750
WELLPOINT HEALTH NETWORK NEW COM 94973H108 316 3257 SH DEF 12 3257
WELLS FARGO & CO NEW COM 949746101 483 8200 SH DEF 6 8200
WELLS FARGO & CO NEW COM 949746101 733 12443 SH DEF 1 4393 8050
WELLS FARGO & CO NEW COM 949746101 40828 693286 SH DEF 3 680136 13150
WELLS FARGO & CO NEW COM 949746101 11380 193237 SH DEF 12 193237.46
WELLS FARGO & CO NEW COM 949746101 5767 97935 SH DEF 2 97935
WELLS FARGO & CO NEW COM 949746101 2776 47135 SH DEF 5 43600 3535
WELLS FARGO & CO NEW COM 949746101 1491 26630 SH DEF 11 11620 4785 10225
WELLS FARGO & CO NEW COM 949746101 153 2591 SH DEF 9 2591
WELLS FARGO & CO NEW COM 949746101 400 5250 SH DEF 7 5250
WELLS FARGO & CO NEW COM 949746101 3306 56146 SH DEF 4 56146 0 0
WELLS FINL CORP COM 949759104 53 1750 SH DEF 12 1750
WELLSFORD REAL PPTYS INC COM NEW 950240200 2203 118335 SH DEF 6 114980 3355
WENDYS INTL INC COM 950590109 7607 150000 SH DEF 7 150000
WENDYS INTL INC COM 950590109 642 16350 SH DEF 5 14050 2300
WENDYS INTL INC COM 950590109 590 15046.68 SH DEF 12 15046.68
WERNER ENTERPRISES INC COM 950755108 484 24815 SH DEF 12 24815
WERNER ENTERPRISES INC COM 950755108 33 1700 SH DEF 11 1700
WESBANCO INC COM 950810101 58 2275 SH DEF 11 1200 1075
WESBANCO INC COM 950810101 135 4875 SH DEF 12 4875
WESCO FINL CORP COM 950817106 35 100 SH DEF 12 100
WESCO INTL INC COM 95082P105 4913 555100 SH DEF 6 532000 23100
WEST COAST BANCORP ORE NEW COM 952145100 1660 78060 SH DEF 6 74860 3200
WEST CORP COM 952355105 518 22300 SH DEF 3 19400 2900
WEST PHARMACEUTICAL SVSC INC COM 955306105 296 8730 SH DEF 3 8730
WEST PHARMACEUTICAL SVSC INC COM 955306105 295 8708 SH DEF 12 8708
WESTAMERICA BANCORPORATION COM 957090103 296 5950 SH DEF 3 3300 2650
WESTAMERICA BANCORPORATION COM 957090103 10 200 SH DEF 12 200
WESTAR ENERGY INC COM 95709T100 544 26867 SH DEF 12 26867
WESTAR ENERGY INC COM 95709T100 16 811 SH DEF 2 811
WESTCORP INC COM 957907108 27902 763622 SH DEF 6 752542 100 10980
WESTELL TECHNOLOGIES INC CL A 957541105 6 1000 SH DEF 12 1000
WESTELL TECHNOLOGIES INC CL A 957541105 19524 3094090 SH DEF 3 2521940 572150
WESTERN ASSET CLAYMORE US TR COM SH BEN INT 95766Q106 5295 350637 SH DEF 12 350637.37
WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 6136 387132 SH DEF 12 387132.69
WESTERN DIGITAL CORP COM 958102105 455 38600 SH DEF 6 38600
WESTERN DIGITAL CORP COM 958102105 266 22555 SH DEF 12 22555
WESTERN SIERRA BANCORP COM 959522103 5104 108600 SH DEF 1 108600
WESTPORT RES CORP NEW COM 961418100 72 2410 SH DEF 6 2410
WESTWOOD HLDGS GROUP INC COM 961765104 2 110 SH DEF 12 110
WESTWOOD ONE INC COM 961815107 284 8300 SH DEF 5 7300 1000
WESTWOOD ONE INC COM 961815107 89 2600 SH DEF 12 2600
WESTWOOD ONE INC COM 961815107 342 10000 SH DEF 1 10000
WEYERHAEUSER CO COM 962166104 6 100 SH DEF 6 100
WEYERHAEUSER CO COM 962166104 306 4774 SH DEF 2 4554 220
WEYERHAEUSER CO COM 962166104 23 280 SH DEF 7 280
WEYERHAEUSER CO COM 962166104 1030 16096 SH DEF 12 16096
WEYERHAEUSER CO COM 962166104 134 2196 SH DEF 11 2066 130
WFS FINL INC COM 92923B106 8 180 SH DEF 3 180
WFS FINL INC COM 92923B106 317 7465 SH DEF 6 7465
WGL HLDGS INC COM 92924F106 1233 44363 SH DEF 12 44363
WGL HLDGS INC COM 92924F106 22946 825700 SH DEF 6 798300 27400
WGL HLDGS INC COM 92924F106 86 3100 SH DEF 11 2050 1050
WHEATON RIV MINERALS LTD COM 962902102 39 10000 SH DEF 7 10000
WHIRLPOOL CORP COM 963320106 2259 31090 SH DEF 6 31090
WHIRLPOOL CORP COM 963320106 605 8325 SH DEF 5 5450 2875
WHIRLPOOL CORP COM 963320106 103 1424 SH DEF 12 1424
WHITE ELECTR DESIGNS CORP COM 963801105 35 4000 SH DEF 12 4000
WHITE MTNS INS GROUP LTD COM G9618E107 1004 2182 SH DEF 12 2182
WHITNEY HLDG CORP COM 966612103 988 24100 SH DEF 3 18000 6100
WHITNEY HLDG CORP COM 966612103 254 6206 SH DEF 12 6206
WHOLE FOODS MKT INC COM 966837106 134 2000 SH DEF 1 2000
WHOLE FOODS MKT INC COM 966837106 729 10865 SH DEF 12 10865
WHX CORP PFD CV SER A 929248201 2 500 SH DEF 12 500
WILD OATS MARKETS INC COM 96808B107 5 350 SH DEF 2 350
WILD OATS MARKETS INC COM 96808B107 1 100 SH DEF 12 100
WILEY JOHN & SONS INC CL A 968223206 104 4000 SH DEF 11 4000
WILEY JOHN & SONS INC CL A 968223206 2638 101340 SH DEF 12 101340
WILEY JOHN & SONS INC CL A 968223206 273 10500 SH DEF 3 8100 2400
WILEY JOHN & SONS INC CL B 968223305 84 3200 SH DEF 12 3200
WILEY JOHN & SONS INC CL A 968223206 39 1500 SH DEF 4 1500 0 0
WILLIAMS COS INC DEL COM 969457100 2 175 SH DEF 4 175 0 0
WILLIAMS COS INC DEL COM 969457100 39 3964 SH DEF 2 3964
WILLIAMS COS INC DEL COM 969457100 10604 1079840 SH DEF 3 1047540 32300
WILLIAMS COS INC DEL COM 969457100 23514 2394525 SH DEF 6 2208900 185625
WILLIAMS COS INC DEL COM 969457100 2048 208561 SH DEF 12 208561.52
WILLIAMS SONOMA INC COM 969904101 451 12966 SH DEF 2 12866 100
WILLIAMS SONOMA INC COM 969904101 196 5640 SH DEF 12 5640
WILLIS GROUP HOLDINGS LTD SHS G96655108 56 1640 SH DEF 12 1640
WILMINGTON TRUST CORP COM 971807102 216 6000 SH DEF 2 6000
WILMINGTON TRUST CORP COM 971807102 330 9900 SH DEF 11 9900
WILMINGTON TRUST CORP COM 971807102 905 25150 SH DEF 4 25150 0 0
WILMINGTON TRUST CORP COM 971807102 2965 82352.07 SH DEF 12 82352.07
WIND RIVER SYSTEMS INC COM 973149107 46 5210 SH DEF 12 5210
WINN DIXIE STORES INC COM 974280109 27901 2804130 SH DEF 6 2713030 91100
WINN DIXIE STORES INC COM 974280109 453 45559 SH DEF 12 45559
WINNEBAGO INDS INC COM 974637100 2 32 SH DEF 12 32
WINSTON HOTELS INC COM 97563A102 53 5200 SH DEF 12 5200
WINTON FINL CORP COM 976446104 55 4211 SH DEF 12 4211
WINTON FINL CORP COM 976446104 7 500 SH DEF 2 500
WIPRO LTD SPON ADR 1 SH 97651M109 159 3300 SH DEF 3 3300
WIRELESS FACILITIES INC COM 97653A103 10 700 SH DEF 12 700
WIRELESS TELECOM GROUP INC COM 976524108 2 600 SH DEF 12 600
WISCONSIN ENERGY CORP COM 976657106 85 2650 SH DEF 11 2200 225 225
WISCONSIN ENERGY CORP COM 976657106 143 4280 SH DEF 6 4280
WISCONSIN ENERGY CORP COM 976657106 22278 666000 SH DEF 3 545300 120700
WISCONSIN ENERGY CORP COM 976657106 381 11400 SH DEF 5 9650 1750
WISCONSIN ENERGY CORP COM 976657106 694 20755.31 SH DEF 12 20755.31
WISER OIL CO DEL COM 977284108 8 1000 SH DEF 12 1000
WITNESS SYS INC COM 977424100 98 10600 SH DEF 3 3900 6700
WMS INDS INC COM 929297109 49 1885 SH DEF 12 1885
WOLVERINE TUBE INC COM 978093102 93 14700 SH DEF 6 14700
WOLVERINE WORLD WIDE INC COM 978097103 1909 93670 SH DEF 3 91970 1700
WOLVERINE WORLD WIDE INC COM 978097103 22 1100 SH DEF 12 1100
WORKFLOW MGMT INC COM 98137N109 6 1000 SH DEF 12 1000
WORKFLOW MGMT INC COM 98137N109 915 157200 SH DEF 6 149600 7600
WORLD ACCEP CORP DEL COM 981419104 4266 214500 SH DEF 6 203300 11200
WORLD ACCEP CORP DEL COM 981419104 2722 136840 SH DEF 3 107480 29360
WORLD FUEL SVCS CORP COM 981475106 3816 112400 SH DEF 6 106200 6200
WORLD FUEL SVCS CORP COM 981475106 9459 278610 SH DEF 3 257930 20680
WORLD WRESTLING ENTMT INC CL A 98156Q108 4552 347245 SH DEF 6 339020 170 8055
WORLDGATE COMMUNICATIONS INC COM 98156L307 8 7865 SH DEF 12 7865
WORLDWIDE RESTRNT CONCEPTS I COM 98160A107 280 100000 SH DEF 6 95100 4900
WORTHINGTON INDS INC COM 981811102 9 500 SH DEF 11 500
WORTHINGTON INDS INC COM 981811102 12822 711430 SH DEF 6 697495 365 13570
WORTHINGTON INDS INC COM 981811102 2810 155875.4 SH DEF 12 155875.4
WORTHINGTON INDS INC COM 981811102 97 5400 SH DEF 2 5400
WPP GROUP PLC SPON ADR NEW 929309300 66 1450 SH DEF 11 725 725
WPP GROUP PLC SPON ADR NEW 929309300 525366 52333363 SH DEF 10 46487405 5845958
WPP GROUP PLC SPON ADR NEW 929309300 10653 215934 SH DEF 6 204957 10977
WPP GROUP PLC SPON ADR NEW 929309300 158516 3225143 SH DEF 8 2107523 1117620
WPP GROUP PLC SPON ADR NEW 929309300 460 9360 SH DEF 9 9360
WPS RESOURCES CORP COM 92931B106 172 3780 SH DEF 9 3780
WPS RESOURCES CORP COM 92931B106 8645 187000 SH DEF 6 186300 700
WPS RESOURCES CORP COM 92931B106 655 14167.54 SH DEF 12 14167.54
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