UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional 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: Timothy C. Scheve
Title: Sr. Ex. Vice President
Phone: 410-454-3232
Signature, Place, and Date of Signing:
Timothy C. Scheve Baltimore, MD November 14, 2003
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: 15
Form13F Information Table Entry Total: 7,925
Form13F Information Table Value Total: $49,680,184 (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 28-1701 Legg Mason Capital Management, Inc.
8 28-6485 Legg Mason Focus Capital, Inc.
9 28-6395 Legg Mason Funds Management, Inc.
10 28-6397 Legg Mason Trust, fsb
11 28-5474 Legg Mason Wood Walker, Incorporated
12 28-6399 LMM, LLC
13 28-7412 Legg Mason Canada Inc.
14 28-10245 Western Asset Management Company
15 28-6659 Legg Mason Investments (Europe) Ltd
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 11 1400
1838 BD-DEB TRADING FD COM 282520105 22 1151 SH DEF 11 1151
1ST SOURCE CORP COM 336901103 42 2181 SH DEF 2 2181
21ST CENTY INS GROUP COM 90130N103 185 13400 SH DEF 3 13400
3COM CORP COM 885535104 9 1450 SH DEF 10 1450
3COM CORP COM 885535104 30 5000 SH DEF 5000
3COM CORP COM 885535104 378 64000 SH DEF 6 64000
3COM CORP COM 885535104 89 12390 SH DEF 11 12390
3M CO COM 88579Y101 1130 16362 SH DEF 1 3000 13362
3M CO COM 88579Y101 6067 87834 SH DEF 3 85834 2000
3M CO COM 88579Y101 7844 99460 SH DEF 11 99460
3M CO COM 88579Y101 1589 23008 SH DEF 5 19108 3900
3M CO COM 88579Y101 1042 15088 SH DEF 10 9226 5534 328
3M CO COM 88579Y101 217 2330 SH DEF 13 2330
3M CO COM 88579Y101 3102 44907 SH DEF 2 43755 1152
3M CO COM 88579Y101 47 684 SH DEF 4 684
4 KIDS ENTMT INC COM 350865101 605 28660 SH DEF 3 27850 810
7-ELEVEN INC COM NEW 817826209 11 700 SH DEF 11 700
7-ELEVEN INC COM NEW 817826209 1761 128240 SH DEF 3 104140 24100
7-ELEVEN INC COM NEW 817826209 2824 205700 SH DEF 6 198200 7500
A C MOORE ARTS & CRAFTS INC COM 00086T103 23 1000 SH DEF 11 1000
A D C TELECOMMUNICATIONS COM 000886101 95 40900 SH DEF 5 37900 3000
A D C TELECOMMUNICATIONS COM 000886101 4 1852 SH DEF 2 0 1852
A D C TELECOMMUNICATIONS COM 000886101 77 30185 SH DEF 11 30185
AAR CORP COM 000361105 6840 831112 SH DEF 6 819942 195 10975
AARON RENTS INC COM 002535201 1522 72655 SH DEF 3 51405 21250
ABB LTD SPONSORED ADR 000375204 55 10000 SH DEF 10000
ABBEY NATL PLC GDR 002920809 86 3203 SH DEF 11 3203
ABBOTT LABS COM 002824100 725 17045 SH DEF 10 11554 991 4500
ABBOTT LABS COM 002824100 11317 265974 SH DEF 3 258974 7000
ABBOTT LABS COM 002824100 359 6240 SH DEF 13 6240
ABBOTT LABS COM 002824100 6388 150120 SH DEF 1 150120
ABBOTT LABS COM 002824100 10136 238217 SH DEF 4 238217
ABBOTT LABS COM 002824100 18995 445674 SH DEF 11 445674
ABBOTT LABS COM 002824100 7535 177088 SH DEF 5 115858 61230
ABBOTT LABS COM 002824100 21647 508743 SH DEF 2 484268 24475
ABBOTT LABS COM 002824100 991 23300 SH DEF 6 23300
ABBOTT LABS COM 002824100 295 6928 SH DEF 8 140 6788
ABC BANCORP COM 000400101 1293 82900 SH DEF 6 79700 3200
ABER DIAMOND CORP COM 002893105 110 4000 SH DEF 13 4000
ABERCROMBIE & FITCH CO CL A 002896207 122 4292 SH DEF 11 4292
ABERCROMBIE & FITCH CO CL A 002896207 28772 1038310 SH DEF 6 1038310
ABERCROMBIE & FITCH CO CL A 002896207 17272 623324 SH DEF 3 506724 116600
ABERCROMBIE & FITCH CO CL A 002896207 21 740 SH DEF 10 500 240
ABERDEEN ASIA PACIFIC INCOM COM 003009107 7255 1203126 SH DEF 11 1203126
ABERDEEN GLOBAL INCOME FD IN COM 003013109 1363 100050 SH DEF 11 100050
ABGENIX INC COM 00339B107 433 35315 SH DEF 11 35315
ABIGAIL ADAMS NATL BANCORP I COM 003390101 414 23299 SH DEF 11 23299
ABIGAIL ADAMS NATL BANCORP I COM 003390101 28 1650 SH DEF 10 1650
ABIOMED INC COM 003654100 119 13400 SH DEF 11 13400
ABITIBI-CONSOLIDATED INC COM 003924107 18972 2732990 SH DEF 13 2732990
ABITIBI-CONSOLIDATED INC COM 003924107 158 23510 SH DEF 11 23510
ABLE LABORATORIES INC COM NEW 00371N407 16 833 SH DEF 11 833
ABM INDS INC COM 000957100 19 1200 SH DEF 11 1200
ACACIA RESH CORP ACACIA TCH COM 003881307 5 863 SH DEF 11 863
ACACIA RESH CORP COMBIMTRX COM 003881208 2 481 SH DEF 11 481
ACADIA RLTY TR COM SH BEN INT 004239109 93 8500 SH DEF 2 8500
ACCENTURE LTD BERMUDA CL A G1150G111 13243 592790 SH DEF 3 566240 26550
ACCENTURE LTD BERMUDA CL A G1150G111 71204 3187300 SH DEF 9 3187300
ACCENTURE LTD BERMUDA CL A G1150G111 11 500 SH DEF 2 500
ACCENTURE LTD BERMUDA CL A G1150G111 4421 197900 SH DEF 7 165200 32700
ACCENTURE LTD BERMUDA CL A G1150G111 298 13325 SH DEF 8 13325
ACCENTURE LTD BERMUDA CL A G1150G111 283 12085 SH DEF 11 12085
ACCESS PHARMACEUTICALS INC COM NEW 00431M209 656 154333 SH DEF 5 15000 139333
ACCESS PHARMACEUTICALS INC COM NEW 00431M209 42 10000 SH DEF 11 10000
ACCREDITED HOME LENDRS HLDG COM 00437P107 57 2000 SH DEF 11 2000
ACCREDO HEALTH INC COM 00437V104 15 525 SH DEF 2 525
ACCREDO HEALTH INC COM 00437V104 30 936 SH DEF 11 936
ACE CASH EXPRESS INC COM 004403101 1544 105400 SH DEF 6 101500 3900
ACE LTD ORD G0070K103 651 18088 SH DEF 11 18088
ACE LTD ORD G0070K103 417 12600 SH DEF 3 12600
ACE LTD ORD G0070K103 1105 33400 SH DEF 5 33400
ACE LTD ORD G0070K103 24057 727050 SH DEF 6 720250 6800
ACETO CORP COM 004446100 25 1800 SH DEF 2 1800
ACM GOVT OPPORTUNITY FD INC COM 000918102 12 1375 SH DEF 11 1375
ACM INCOME FUND INC COM 000912105 1677 202760 SH DEF 11 202760
ACM MANAGED DLR INCOME FD COM 000949107 8 1000 SH DEF 11 1000
ACM MANAGED INCOME FD INC COM 000919100 2 500 SH DEF 11 500
ACM MUN SECS INCOME FD INC COM 000942102 59 5106 SH DEF 11 5106
ACRES GAMING INC COM 004936100 180 15700 SH DEF 3 15700
ACTEL CORP COM 004934105 2009 83810 SH DEF 3 82610 1200
ACTION PRODS INTL INC COM 004920104 20 6000 SH DEF 11 6000
ACTIVISION INC NEW COM NEW 004930202 9210 764250 SH DEF 6 753961 245 10044
ACTIVISION INC NEW COM NEW 004930202 5 385 SH DEF 10 385
ACTIVISION INC NEW COM NEW 004930202 51 3361 SH DEF 11 3361
ACTUANT CORP CL A NEW 00508X203 9259 164900 SH DEF 3 132400 32500
ACUITY BRANDS INC COM 00508Y102 6884 381200 SH DEF 6 367800 13400
ACUITY BRANDS INC COM 00508Y102 16597 918970 SH DEF 3 710070 208900
ACUITY BRANDS INC COM 00508Y102 9 475 SH DEF 10 475
ACUITY BRANDS INC COM 00508Y102 152 7075 SH DEF 11 7075
ACUITY BRANDS INC COM 00508Y102 14 800 SH DEF 2 800
ACXIOM CORP COM 005125109 450 28600 SH DEF 3 15000 13600
ACXIOM CORP COM 005125109 63040 4000000 SH DEF 9 4000000
ACXIOM CORP COM 005125109 47280 3000000 SH DEF 12 3000000
ACXIOM CORP COM 005125109 887 55770 SH DEF 11 55770
ACXIOM CORP COM 005125109 11024 699500 SH DEF 7 406800 292700
ADAMS EXPRESS CO COM 006212104 316 25445 SH DEF 11 25445
ADAPTEC INC COM 00651F108 19 2250 SH DEF 11 2250
ADAPTEC INC COM 00651F108 130 17200 SH DEF 3 12500 4700
ADE CORP MASS COM 00089C107 1277 72680 SH DEF 3 70700 1980
ADECCO SA SPONSORED ADR 006754105 617 49120 SH DEF 6 1810 47310
ADMINISTAFF INC COM 007094105 959 107840 SH DEF 3 104660 3180
ADOBE SYS INC COM 00724F101 295 6720 SH DEF 11 6720
ADOBE SYS INC COM 00724F101 63 1600 SH DEF 2 1600
ADVANCED AUTO PARTS INC COM 00751Y106 23 300 SH DEF 11 300
ADVANCED AUTO PARTS INC COM 00751Y106 7213 101740 SH DEF 3 100140 1600
ADVANCED DIGITAL INFORMATION COM 007525108 5 300 SH DEF 11 300
ADVANCED DIGITAL INFORMATION COM 007525108 5445 387570 SH DEF 3 328040 59530
ADVANCED ENERGY INDS COM 007973100 7 300 SH DEF 11 300
ADVANCED FIBRE COMMUNICATION COM 00754A105 2 100 SH DEF 11 100
ADVANCED FIBRE COMMUNICATION COM 00754A105 438 20900 SH DEF 3 10800 10100
ADVANCED FIBRE COMMUNICATION COM 00754A105 900 42960 SH DEF 6 42960
ADVANCED MEDICAL OPTICS INC COM 00763M108 4 208 SH DEF 11 208
ADVANCED MEDICAL OPTICS INC COM 00763M108 2 SH DEF 1 2
ADVANCED MEDICAL OPTICS INC COM 00763M108 16454 916160 SH DEF 3 842910 73250
ADVANCED MEDICAL OPTICS INC COM 00763M108 13 711 SH DEF 2 711
ADVANCED MICRO DEVICES INC COM 007903107 1059 95300 SH DEF 6 15200 80100
ADVANCED MICRO DEVICES INC COM 007903107 243 16000 SH DEF 11 16000
ADVANCED MICRO DEVICES INC COM 007903107 784 70600 SH DEF 2 70600
ADVANCED NEUROMODULATION SYS COM 00757t101 349 8750 SH DEF 8 8750
ADVANCED NEUROMODULATION SYS COM 00757T101 15 375 SH DEF 11 375
ADVANCED PHOTONIX INC CL A 00754E107 7 3450 SH DEF 11 3450
ADVANCEPCS COM 00790K109 44 850 SH DEF 11 850
ADVANCEPCS COM 00790K109 5258 115380 SH DEF 3 99180 16200
ADVANTA CORP CL A 007942105 10 895 SH DEF 11 895
ADVANTA CORP CL A 007942105 1409 128340 SH DEF 6 119340 9000
ADVENT CLAYMORE CV SECS & IN COM 00764C109 440 17618 SH DEF 11 17618
ADVENT SOFTWARE INC COM 007974108 57 3520 SH DEF 4 3520
ADVO INC COM 007585102 21734 522080 SH DEF 3 502680 19400
AEGON N V ORD AMER REG 007924103 68 5824 SH DEF 2 5824
AEGON N V ORD AMER REG 007924103 80 6880 SH DEF 10 3631 3249
AEROPOSTALE COM 007865108 37 1190 SH DEF 11 1190
AEROPOSTALE COM 007865108 3684 136200 SH DEF 3 125680 10520
AES CORP COM 00130H105 5 650 SH DEF 10 650
AES CORP COM 00130H105 4970 568002 SH DEF 11 568002
AES CORP COM 00130H105 3 300 SH DEF 13 300
AES CORP COM 00130H105 273 36836 SH DEF 5 36836
AES CORP COM 00130H105 1491 201000 SH DEF 201000
AES CORP COM 00130H105 59360 8000000 SH DEF 12 8000000
AES CORP COM 00130H105 254392 34284600 SH DEF 7 20463600 13821000
AES CORP COM 00130H105 23 3077 SH DEF 2 3077 0
AES CORP COM 00130H105 490391 66090398 SH DEF 9 58427507 7662891
AES TR III PFD CV 6.75% 00808N202 50 1350 SH DEF 10 1350
AES TR III PFD CV 6.75% 00808N202 1114 29900 SH DEF 11 29900
AETHER SYS INC COM 00808V105 94 19616 SH DEF 11 19616
AETHER SYS INC COM 00808v105 206 44970 SH DEF 4 44970
AETNA INC NEW COM 00817Y108 34 550 SH DEF 10 350 200
AETNA INC NEW COM 00817Y108 6 100 SH DEF 3 100
AETNA INC NEW COM 00817Y108 92 1510 SH DEF 6 1510
AETNA INC NEW COM 00817Y108 412 7168 SH DEF 11 7168
AETNA INC NEW COM 00817y108 79 1300 SH DEF 4 1300
AEW REAL ESTATE INCOME FD COM 00104H107 76 4500 SH DEF 11 4500
AFFILIATED COMPUTER SERVICES CL A 008190100 15 300 SH DEF 4 300
AFFILIATED COMPUTER SERVICES CL A 008190100 223 4560 SH DEF 11 4560
AFFILIATED MANAGERS GROUP COM 008252108 57 900 SH DEF 3 900
AFFYMETRIX INC COM 00826T108 61 2900 SH DEF 2 2900
AFFYMETRIX INC COM 00826T108 789 37580 SH DEF 3 35170 2410
AFFYMETRIX INC COM 00826T108 86 3340 SH DEF 11 3340
AFLAC INC COM 001055102 2786 86261 SH DEF 2 86261
AFLAC INC COM 001055102 113 3497 SH DEF 8 3497
AFLAC INC COM 001055102 25 760 SH DEF 10 600 160
AFLAC INC COM 001055102 4576 141680 SH DEF 3 141680
AFLAC INC COM 001055102 2348 64358 SH DEF 11 64358
AFTERMARKET TECHNOLOGY CORP COM 008318107 4141 362970 SH DEF 6 347370 15600
AG SVCS AMER INC COM 001250109 290 49000 SH DEF 6 47500 1500
AGCO CORP COM 001084102 1013 56300 SH DEF 11 56300
AGCO CORP COM 001084102 60 3500 SH DEF 10 3500
AGERE SYS INC CL A 00845V100 47 13634 SH DEF 11 13634
AGERE SYS INC CL A 00845V100 8 SH DEF 1 8
AGERE SYS INC CL B 00845V209 116 34145 SH DEF 11 34145
AGERE SYS INC CL B 00845V209 2 754 SH DEF 2 754
AGERE SYS INC CL B 00845V209 1 223 SH DEF 1 223
AGERE SYS INC CL A 00845V100 6172 2010369 SH DEF 6 2010369
AGERE SYS INC CL A 00845V100 0 28 SH DEF 2 28
AGILE SOFTWARE CORP DEL COM 00846X105 11 1000 SH DEF 11 1000
AGILENT TECHNOLOGIES INC COM 00846U101 9760 441152 SH DEF 6 433474 7678
AGILENT TECHNOLOGIES INC COM 00846U101 1836 73674 SH DEF 11 73674
AGILENT TECHNOLOGIES INC COM 00846U101 1234 55820 SH DEF 2 55592 228
AGILENT TECHNOLOGIES INC COM 00846U101 34 1540 SH DEF 10 1540
AGILENT TECHNOLOGIES INC COM 00846U101 8 380 SH DEF 1 380
AGL RES INC COM 001204106 11958 424480 SH DEF 3 308630 115850
AGL RES INC COM 001204106 22026 781900 SH DEF 6 767400 14500
AGL RES INC COM 001204106 1446 51371 SH DEF 11 51371
AGL RES INC COM 001204106 56 1975 SH DEF 10 925 1050
AGNICO EAGLE MINES LTD COM 008474108 1435 115500 SH DEF 13 115500
AGNICO EAGLE MINES LTD COM 008474108 11 1000 SH DEF 11 1000
AGREE REALTY CORP COM 008492100 23 900 SH DEF 11 900
AGRIUM INC COM 008916108 2831 225410 SH DEF 3 159810 65600
AGRIUM INC COM 008916108 13550 1084000 SH DEF 13 1084000
AIM SELECT REAL ESTATE INCM SHS 00888R107 210 13641 SH DEF 11 13641
AIR PRODS & CHEMS INC COM 009158106 132 2925 SH DEF 2 2925
AIR PRODS & CHEMS INC COM 009158106 11861 262907 SH DEF 6 258257 4650
AIR PRODS & CHEMS INC COM 009158106 662 14675 SH DEF 5 11775 2900
AIR PRODS & CHEMS INC COM 009158106 122 2700 SH DEF 4 2700
AIR PRODS & CHEMS INC COM 009158106 242 5375 SH DEF 10 5375
AIR PRODS & CHEMS INC COM 009158106 1322 29121 SH DEF 11 29121
AIR T INC COM 009207101 1 200 SH DEF 11 200
AIRGAS INC COM 009363102 13 700 SH DEF 11 700
AIRNET COMMUNICATIONS CORP COM 00941P106 0 500 SH DEF 11 500
AIRNET SYS INC COM 009417106 178 44400 SH DEF 6 44400
AIRTRAN HLDGS INC COM 00949P108 38 2375 SH DEF 11 2375
AK STL HLDG CORP COM 001547108 5 1931 SH DEF 11 1931
AKAMAI TECHNOLOGIES INC COM 00971T101 100 SH DEF 1 100
AKAMAI TECHNOLOGIES INC COM 00971T101 17 2190 SH DEF 11 2190
AKSYS LTD COM 010196103 2 300 SH DEF 11 300
AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 010198208 81 1850 SH DEF 2 1850 0
AKZO NOBEL NV SPONSORED ADR 010199305 4721 151275 SH DEF 6 143670 7605
AKZO NOBEL NV SPONSORED ADR 010199305 76 2410 SH DEF 2 2410
ALABAMA NATL BANCORP DELA COM 010317105 409 8603 SH DEF 2 8603
ALABAMA NATL BANCORP DELA COM 010317105 770 16200 SH DEF 3 10000 6200
ALARIS MEDICAL SYSTEMS INC COM 011637105 6742 406160 SH DEF 3 402080 4080
ALBANY INTL CORP CL A 012348108 2666 86452 SH DEF 6 86452
ALBANY INTL CORP CL A 012348108 27054 877230 SH DEF 3 673030 204200
ALBANY MOLECULAR RESH INC COM 012423109 7612 514000 SH DEF 6 494700 19300
ALBANY MOLECULAR RESH INC COM 012423109 1 50 SH DEF 11 50
ALBEMARLE CORP COM 012653101 38 1371 SH DEF 10 996 375
ALBERTO CULVER CO CL A 013068200 1282 20225 SH DEF 11 20225
ALBERTO CULVER CO CL B CONV 013068101 69 1180 SH DEF 10 1180
ALBERTO CULVER CO CL B CONV 013068101 19 300 SH DEF 11 300
ALBERTO CULVER CO CL A 013068200 22 386 SH DEF 10 386
ALBERTSONS INC COM 013104104 434680 21131721 SH DEF 9 18736113 2395608
ALBERTSONS INC COM 013104104 212869 10348495 SH DEF 7 6216095 4132400
ALBERTSONS INC COM 013104104 14 700 SH DEF 2 700
ALBERTSONS INC COM 013104104 615 29910 SH DEF 6 29910
ALBERTSONS INC COM 013104104 133 6481 SH DEF 10 6025 456
ALBERTSONS INC COM 013104104 4344 214077 SH DEF 11 214077
ALBERTSONS INC COM 013104104 342 12700 SH DEF 13 12700
ALCAN INC COM 013716105 35593 930065 SH DEF 13 930065
ALCAN INC COM 013716105 15 375 SH DEF 11 375
ALCATEL SPONSORED ADR 013904305 32 2700 SH DEF 10 2700
ALCATEL SPONSORED ADR 013904305 232 19585 SH DEF 2 19585
ALCOA INC COM 013817101 4 145 SH DEF 4 145
ALCOA INC COM 013817101 155 5926 SH DEF 2 4500 1426
ALCOA INC COM 013817101 4857 137500 SH DEF 13 137500
ALCOA INC COM 013817101 92 3500 SH DEF 10 2900 600
ALCOA INC COM 013817101 24628 939287 SH DEF 6 875997 63290
ALCOA INC COM 013817101 3129 119600 SH DEF 3 76000 43600
ALCOA INC COM 013817101 2452 77671 SH DEF 11 77671
ALCON INC COM SHS H01301102 25 450 SH DEF 11 450
ALEXANDER & BALDWIN INC COM 014482103 1140 40200 SH DEF 3 40200
ALEXANDER & BALDWIN INC COM 014482103 41 1325 SH DEF 11 1325
ALEXANDER & BALDWIN INC COM 014482103 19185 673442 SH DEF 6 665232 160 8050
ALEXION PHARMACEUTICALS INC COM 015351109 17 1000 SH DEF 2 1000
ALEXION PHARMACEUTICALS INC COM 015351109 4 200 SH DEF 11 200
ALFA CORP COM 015385107 622 49277 SH DEF 6 48718 559
ALIGN TECHNOLOGY INC COM 016255101 34 2200 SH DEF 11 2200
ALKERMES INC COM 01642T108 13 1000 SH DEF 11 1000
ALKERMES INC COM 01642t108 12 850 SH DEF 4 850
ALKERMES INC COM 01642T108 2 130 SH DEF 2 130
ALL AMERICAN SEMICONDUCTOR I COM NEW 016557407 3 700 SH DEF 11 700
ALLEGHANY CORP DEL COM 017175100 6661 34045 SH DEF 6 33445 600
ALLEGHENY ENERGY INC COM 017361106 246 23259 SH DEF 11 23259
ALLEGHENY ENERGY INC COM 017361106 15727 1715358 SH DEF 6 1593463 121895
ALLEGHENY ENERGY INC COM 017361106 2 200 SH DEF 10 200
ALLEGHENY ENERGY INC COM 017361106 5 555 SH DEF 2 555
ALLEGHENY TECHNOLOGIES INC COM 01741R102 13 2000 SH DEF 2 2000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 114 14926 SH DEF 11 14926
ALLEGIANT BANCORP INC COM 017476102 1889 93500 SH DEF 6 89500 4000
ALLEGIANT BANCORP INC COM 017476102 11 500 SH DEF 11 500
ALLERGAN INC COM 018490102 104 1325 SH DEF 10 1325
ALLERGAN INC COM 018490102 104 1379 SH DEF 11 1379
ALLERGAN INC COM 018490102 2309 29325 SH DEF 1 29325
ALLERGAN INC COM 018490102 252 3200 SH DEF 2 3200
ALLETE INC COM 018522102 22 810 SH DEF 6 810
ALLETE INC COM 018522102 88 3200 SH DEF 3 3200
ALLETE INC COM 018522102 234 8539 SH DEF 10 439 8100
ALLETE INC COM 018522102 254 8400 SH DEF 11 8400
ALLETE INC COM 018522102 22 800 SH DEF 2 800
ALLIANCE BANCORP NEW ENG INC COM 01852Q109 4 100 SH DEF 11 100
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 4745 141671 SH DEF 6 141671
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 1941 57947 SH DEF 8 4700 53247
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 2130 63448 SH DEF 11 63448
ALLIANCE DATA SYSTEMS CORP COM 018581108 1544 58500 SH DEF 3 58500
ALLIANCE DATA SYSTEMS CORP COM 018581108 132 5000 SH DEF 10 5000
ALLIANCE FINANCIAL CORP NY COM 019205103 15 550 SH DEF 2 550
ALLIANCE GAMING CORP COM NEW 01859P609 954 39320 SH DEF 11 39320
ALLIANCE IMAGING INC COM NEW 018606202 2052 596500 SH DEF 6 567400 29100
ALLIANCE NATL MUN INCOME FD COM 01864U106 151 10982 SH DEF 11 10982
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 341 11640 SH DEF 11 11640
ALLIANCE WORLD DLR GV FD II COM 01879R106 428 34000 SH DEF 11 34000
ALLIANCE WORLD DLR GV FD INC COM 018796102 166 13034 SH DEF 11 13034
ALLIANT ENERGY CORP COM 018802108 9064 412010 SH DEF 6 412010
ALLIANT ENERGY CORP COM 018802108 3168 131653 SH DEF 11 131653
ALLIANT ENERGY CORP COM 018802108 103 4700 SH DEF 3 4700
ALLIANT ENERGY CORP COM 018802108 40 1825 SH DEF 10 1825
ALLIANT ENERGY CORP COM 018802108 22 1000 SH DEF 1000
ALLIANT TECHSYSTEMS INC COM 018804104 107 2233 SH DEF 2 2200 33
ALLIANT TECHSYSTEMS INC COM 018804104 119 2292 SH DEF 11 2292
ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 9588 1070176 SH DEF 6 968671 101505
ALLIED CAP CORP NEW COM 01903Q108 43 1750 SH DEF 10 1750
ALLIED CAP CORP NEW COM 01903Q108 48 2000 SH DEF 2000
ALLIED CAP CORP NEW COM 01903Q108 3792 152583 SH DEF 11 152583
ALLIED CAP CORP NEW COM 01903Q108 27 1090 SH DEF 6 1090
ALLIED DEFENSE GROUP INC COM 019118108 1138 53900 SH DEF 6 51000 2900
ALLIED DEFENSE GROUP INC COM 019118108 4 200 SH DEF 11 200
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 2 53 SH DEF 10 53
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 1413 47435 SH DEF 6 1470 45965
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 98 3300 SH DEF 2 3300
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 10451 967680 SH DEF 6 967680
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 14 1250 SH DEF 11 1250
ALLMERICA FINL CORP COM 019754100 -51 -1920 SH DEF 11 -1920
ALLMERICA SECS TR SH BEN INT 019921105 220 23135 SH DEF 11 23135
ALLOS THERAPEUTICS INC COM 019777101 3 1000 SH DEF 11 1000
ALLOY INC COM 019855105 7 1500 SH DEF 11 1500
ALLOY INC COM 019855105 1756 313559 SH DEF 6 295659 17900
ALLSTATE CORP COM 020002101 142 3875 SH DEF 10 3075 800
ALLSTATE CORP COM 020002101 757 20724 SH DEF 8 970 19754
ALLSTATE CORP COM 020002101 1438 39361 SH DEF 6 39361
ALLSTATE CORP COM 020002101 5314 134528 SH DEF 11 134528
ALLSTATE CORP COM 020002101 11229 307390 SH DEF 3 300890 6500
ALLSTATE CORP COM 020002101 268 7332 SH DEF 2 7332 0
ALLTEL CORP COM 020039103 4649 100330 SH DEF 3 88030 12300
ALLTEL CORP COM 020039103 11898 256760 SH DEF 4 256760
ALLTEL CORP COM 020039103 382 8240 SH DEF 2 8240
ALLTEL CORP CORP UNT 7.75% 020039822 2311 35000 SH DEF 13 35000
ALLTEL CORP COM 020039103 649 14000 SH DEF 7 14000
ALLTEL CORP COM 020039103 8805 190000 SH DEF 9 190000
ALLTEL CORP CORP UNT 7.75% 020039822 1439 29375 SH DEF 11 29375
ALLTEL CORP COM 020039103 14465 306000 SH DEF 11 306000
ALLTEL CORP COM 020039103 55 1181 SH DEF 10 985 196
ALLTEL CORP COM 020039103 6169 133115 SH DEF 5 67350 65765
ALLTEL CORP COM 020039103 2 50 SH DEF 6 50
ALMOST FAMILY INC COM 020409108 49 6000 SH DEF 11 6000
ALPHARMA INC CL A 020813101 15896 854630 SH DEF 3 780530 74100
ALPHARMA INC CL A 020813101 25 1350 SH DEF 11 1350
ALTAIR NANOTECHNOLOGIES INC COM 021373105 6 5500 SH DEF 11 5500
ALTERA CORP COM 021441100 152 7500 SH DEF 11 7500
ALTERA CORP COM 021441100 6 300 SH DEF 2 300
ALTIRIS INC COM 02148M100 15 450 SH DEF 11 450
ALTRIA GROUP INC COM 02209S103 8931 151000 SH DEF 13 151000
ALTRIA GROUP INC COM 02209S103 18396 420000 SH DEF 9 420000
ALTRIA GROUP INC COM 02209S103 291 6650 SH DEF 10 3900 2750
ALTRIA GROUP INC COM 02209S103 874 19950 SH DEF 5 14200 5750
ALTRIA GROUP INC COM 02209S103 1750 39943 SH DEF 2 36649 3294
ALTRIA GROUP INC COM 02209S103 8855 202180 SH DEF 6 202180
ALTRIA GROUP INC COM 02209S103 34592 789776 SH DEF 3 716926 72850
ALTRIA GROUP INC COM 02209S103 12308 264688 SH DEF 11 264688
AMAZON COM INC COM 023135106 13168 241965 SH DEF 11 241965
AMAZON COM INC COM 023135106 241800 5000000 SH DEF 12 5000000
AMAZON COM INC COM 023135106 1718313 35531709 SH DEF 9 32059699 3472010
AMAZON COM INC COM 023135106 39 800 SH DEF 2 800
AMAZON COM INC COM 023135106 69 1050 SH DEF 13 1050
AMAZON COM INC COM 023135106 720554 14899800 SH DEF 7 9264700 5635100
AMAZON COM INC COM 023135106 1507 31125 SH DEF 8 31125
AMAZON COM INC COM 023135106 395 8148 SH DEF 10 5700 2448
AMB PROPERTY CORP COM 00163T109 24 800 SH DEF 11 800
AMB PROPERTY CORP COM 00163T109 18 600 SH DEF 2 600
AMBAC FINL GROUP INC COM 023139108 359 5077 SH DEF 11 5077
AMBAC FINL GROUP INC COM 023139108 240 3755 SH DEF 6 3755
AMBAC FINL GROUP INC COM 023139108 22 350 SH DEF 2 350
AMBAC FINL GROUP INC COM 023139108 84 1315 SH DEF 10 1315
AMBAC FINL GROUP INC COM 023139108 28 325 SH DEF 13 325
AMBASSADORS GROUP INC COM 023177108 395 23216 SH DEF 6 20316 2900
AMC ENTMT INC COM 001669100 2322 173260 SH DEF 3 153960 19300
AMCOL INTL CORP COM 02341W103 33 2700 SH DEF 6 2700
AMCOL INTL CORP COM 02341W103 205 16550 SH DEF 3 16550
AMCOR LTD ADR NEW 02341R302 57 2400 SH DEF 2 2400
AMCORE FINL INC COM 023912108 82 3250 SH DEF 3 3250
AMDOCS LTD ORD G02602103 71835 3806114 SH DEF 6 3692573 320 113221
AMDOCS LTD ORD G02602103 30336 1613600 SH DEF 9 1613600
AMDOCS LTD ORD G02602103 2417 128584 SH DEF 7 98084 30500
AMDOCS LTD ORD G02602103 31748 1688730 SH DEF 3 1507680 181050
AMDOCS LTD ORD G02602103 259 12059 SH DEF 11 12059
AMEN PPTYS INC COM NEW 023477201 0 75 SH DEF 11 75
AMERADA HESS CORP COM 023551104 590 11780 SH DEF 6 11780
AMERADA HESS CORP COM 023551104 205 3978 SH DEF 11 3978
AMERADA HESS CORP COM 023551104 106 2106 SH DEF 8 2106
AMERADA HESS CORP COM 023551104 2 SH DEF 1 2
AMERCO COM 023586100 4 200 SH DEF 11 200
AMEREN CORP COM 023608102 1481 33162 SH DEF 11 33162
AMEREN CORP COM 023608102 13 300 SH DEF 2 300
AMEREN CORP COM 023608102 2268 52850 SH DEF 8 1700 51150
AMEREN CORP COM 023608102 68 1580 SH DEF 6 1580
AMERIANA BANCORP COM 023613102 11 700 SH DEF 11 700
AMERICA FIRST APT INV INC COM 02363X104 206 20000 SH DEF 11 20000
AMERICA FIRST REAL ESTATE IN UNIT LTD PARTN 02364Y101 12 1468 SH DEF 11 1468
AMERICA FIRST TAX EX IVS L P BEN UNIT CTF 02364V107 273 37650 SH DEF 11 37650
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 118 5124 SH DEF 2 5124
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 1373 44000 SH DEF 13 44000
AMERICA WEST HLDG CORP CL B 023657208 2234 229550 SH DEF 3 81636 147914
AMERICAN AXLE & MFG HLDGS IN COM 024061103 14769 499300 SH DEF 6 480600 18700
AMERICAN AXLE & MFG HLDGS IN COM 024061103 17315 585350 SH DEF 3 458170 127180
AMERICAN CAPITAL STRATEGIES COM 024937104 3001 111137 SH DEF 11 111137
AMERICAN CMNTY PPTYS TR COM 02520N106 2 250 SH DEF 11 250
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 45 2815 SH DEF 11 2815
AMERICAN ECOLOGY CORP COM NEW 025533407 16 3000 SH DEF 11 3000
AMERICAN ELEC PWR INC COM 025537101 1108 39311 SH DEF 11 39311
AMERICAN ELEC PWR INC COM 025537101 459 15300 SH DEF 3 15300
AMERICAN ELEC PWR INC COM 025537101 86 2864 SH DEF 2 2864
AMERICAN ELEC PWR INC COM 025537101 9 300 SH DEF 10 300
AMERICAN ELEC PWR INC COM 025537101 938 31250 SH DEF 5 21950 9300
AMERICAN ELEC PWR INC COM 025537101 11778 392610 SH DEF 6 392610
AMERICAN EXPRESS CO COM 025816109 3535 58100 SH DEF 13 58100
AMERICAN EXPRESS CO COM 025816109 1017 22560 SH DEF 4 22560
AMERICAN EXPRESS CO COM 025816109 400 8875 SH DEF 10 7376 1499
AMERICAN EXPRESS CO COM 025816109 10593 235092 SH DEF 6 235092
AMERICAN EXPRESS CO COM 025816109 8367 185678 SH DEF 3 134278 51400
AMERICAN EXPRESS CO COM 025816109 23 500 SH DEF 8 500
AMERICAN EXPRESS CO COM 025816109 2622 58192 SH DEF 2 54717 3475
AMERICAN EXPRESS CO COM 025816109 10570 225230 SH DEF 11 225230
AMERICAN EXPRESS CO COM 025816109 640 14200 SH DEF 1 14200
AMERICAN FINL GROUP INC OHIO COM 025932104 79 3639 SH DEF 10 3639
AMERICAN FINL GROUP INC OHIO COM 025932104 12723 584950 SH DEF 6 576650 8300
AMERICAN FINL GROUP INC OHIO COM 025932104 25 1125 SH DEF 11 1125
AMERICAN FINL GROUP INC OHIO COM 025932104 27 1250 SH DEF 2 1250
AMERICAN FINL RLTY TR COM 02607P305 682 44899 SH DEF 11 44899
AMERICAN GREETINGS CORP CL A 026375105 11821 608375 SH DEF 6 594475 13900
AMERICAN GREETINGS CORP CL A 026375105 6 300 SH DEF 2 300
AMERICAN GREETINGS CORP CL A 026375105 11 500 SH DEF 11 500
AMERICAN GREETINGS CORP CL A 026375105 1053 54200 SH DEF 3 54200
AMERICAN HOME MTG HLDGS INC COM 02660M108 1659 94400 SH DEF 6 89500 4900
AMERICAN INDEPENDENCE CORP COM NEW 026760405 121 10070 SH DEF 11 10070
AMERICAN INTL GROUP INC COM 026874107 5023 64462 SH DEF 13 64462
AMERICAN INTL GROUP INC COM 026874107 33333 577699 SH DEF 3 540316 37383
AMERICAN INTL GROUP INC COM 026874107 6353 110108 SH DEF 5 75437 34671
AMERICAN INTL GROUP INC COM 026874107 2812 48730 SH DEF 8 3544 45186
AMERICAN INTL GROUP INC COM 026874107 6691 115967 SH DEF 2 112969 2998
AMERICAN INTL GROUP INC COM 026874107 925 16030 SH DEF 10 7745 7243 1042
AMERICAN INTL GROUP INC COM 026874107 26473 458802 SH DEF 1 10000 448802
AMERICAN INTL GROUP INC COM 026874107 8559 148333 SH DEF 4 148333
AMERICAN INTL GROUP INC COM 026874107 15593 256332 SH DEF 11 256332
AMERICAN INTL GROUP INC COM 026874107 21099 365514 SH DEF 6 361713 3801
AMERICAN ITALIAN PASTA CO CL A 027070101 85 2200 SH DEF 10 2200
AMERICAN ITALIAN PASTA CO CL A 027070101 42 1098 SH DEF 11 1098
AMERICAN ITALIAN PASTA CO CL A 027070101 6755 174600 SH DEF 1 174600
AMERICAN MED SEC GROUP INC COM 02744P101 2 100 SH DEF 11 100
AMERICAN MED SEC GROUP INC COM 02744P101 10256 504960 SH DEF 3 369610 135350
AMERICAN MED SYS HLDGS INC COM 02744M108 4 179 SH DEF 11 179
AMERICAN MGMT SYS INC COM 027352103 22 1705 SH DEF 10 1705
AMERICAN MGMT SYS INC COM 027352103 201 13555 SH DEF 11 13555
AMERICAN MTG ACCEP CO SH BEN INT 027568104 33 2000 SH DEF 11 2000
AMERICAN NATL BANKSHARES INC COM 027745108 100 4000 SH DEF 11 4000
AMERICAN NATL INS CO COM 028591105 14 160 SH DEF 6 160
AMERICAN PAC CORP COM 028740108 16 1750 SH DEF 11 1750
AMERICAN PHARMACEUTICALS PTN COM 02886P109 12 475 SH DEF 11 475
AMERICAN PHYSICIANS CAPITAL COM 028884104 11968 430750 SH DEF 6 423020 190 7540
AMERICAN PWR CONVERSION CORP COM 029066107 55 3200 SH DEF 2 3200
AMERICAN PWR CONVERSION CORP COM 029066107 669 33060 SH DEF 11 33060
AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 029169109 29 2467 SH DEF 11 2467
AMERICAN RETIREMENT CORP COM 028913101 0 100 SH DEF 11 100
AMERICAN STD COS INC DEL COM 029712106 306 3196 SH DEF 11 3196
AMERICAN STD COS INC DEL COM 029712106 8 100 SH DEF 6 100
AMERICAN STRATEGIC INCM PTFL COM 030098107 5 420 SH DEF 11 420
AMERICAN STS WTR CO COM 029899101 27 1162 SH DEF 10 1162
AMERICAN STS WTR CO COM 029899101 326 13312 SH DEF 11 13312
AMERICAN SUPERCONDUCTOR CORP COM 030111108 5 450 SH DEF 1 450
AMERICAN SUPERCONDUCTOR CORP COM 030111108 138 14300 SH DEF 11 14300
AMERICAN TECHNOLOGY CORP COM NEW 030145205 2 500 SH DEF 11 500
AMERICAN TOWER CORP CL A 029912201 276 23775 SH DEF 11 23775
AMERICAN TOWER CORP CL A 029912201 130 12800 SH DEF 5 11200 1600
AMERICAN WOODMARK CORP COM 030506109 10 215 SH DEF 10 215
AMERICAN WOODMARK CORP COM 030506109 3988 89100 SH DEF 3 51750 37350
AMERICANWEST BANCORPORATION COM 03058P109 573 31331 SH DEF 6 31330 1
AMERICREDIT CORP COM 03060R101 118450 11500000 SH DEF 12 11500000
AMERICREDIT CORP COM 03060R101 733 54680 SH DEF 11 54680
AMERICREDIT CORP COM 03060R101 41200 4000000 SH DEF 9 4000000
AMERICREDIT CORP COM 03060R101 7836 760800 SH DEF 7 521800 239000
AMERIGAS PARTNERS L P UNIT L P INT 030975106 245 9035 SH DEF 11 9035
AMERIGAS PARTNERS L P UNIT L P INT 030975106 199 7938 SH DEF 8 7938
AMERIGROUP CORP COM 03073T102 25918 580730 SH DEF 3 503550 77180
AMERIGROUP CORP COM 03073T102 4 95 SH DEF 11 95
AMERISERV FINL INC COM 03074A102 2 400 SH DEF 11 400
AMERISOURCEBERGEN CORP COM 03073E105 85 1502 SH DEF 11 1502
AMERISOURCEBERGEN CORP COM 03073E105 9 164 SH DEF 2 0 164
AMERISTAR CASINOS INC COM 03070Q101 1942 77600 SH DEF 3 40200 37400
AMERITRADE HLDG CORP NEW COM 03074K100 34 2500 SH DEF 11 2500
AMERN STRATEGIC INCOME PTFL COM 030099105 24 1841 SH DEF 11 1841
AMERON INTL INC COM 030710107 3235 98000 SH DEF 6 94000 4000
AMERON INTL INC COM 030710107 1261 38385 SH DEF 11 38385
AMERUS GROUP CO COM 03072M108 1 39 SH DEF 11 39
AMERUS GROUP CO COM 03072M108 26572 781536 SH DEF 6 756274 25262
AMERUS GROUP CO COM 03072M108 4949 145550 SH DEF 3 59700 85850
AMETEK INC NEW COM 031100100 49 1050 SH DEF 11 1050
AMETEK INC NEW COM 031100100 92 2150 SH DEF 3 2150
AMGEN INC COM 031162100 1466 22720 SH DEF 5 18830 3890
AMGEN INC COM 031162100 9392 145571 SH DEF 3 142271 3300
AMGEN INC COM 031162100 19845 321319 SH DEF 11 321319
AMGEN INC COM 031162100 3043 47171 SH DEF 10 40482 5999 690
AMGEN INC COM 031162100 1066 12250 SH DEF 13 12250
AMGEN INC COM 031162100 3643 56421 SH DEF 2 55510 911
AMGEN INC COM 031162100 321 4972 SH DEF 4 4972
AMGEN INC COM 031162100 18708 289955 SH DEF 1 14352 275603
AMKOR TECHNOLOGY INC COM 031652100 6 300 SH DEF 11 300
AMKOR TECHNOLOGY INC COM 031652100 6882 484340 SH DEF 3 360000 124340
AMN HEALTHCARE SERVICES INC COM 001744101 12096 744800 SH DEF 6 719900 24900
AMPAL AMERN ISRAEL CORP PFD CV 6.50% 032015307 2 204 SH DEF 11 204
AMPAL AMERN ISRAEL CORP PFD CV 6.50% 032015307 20 2228 SH DEF 2 2228
AMPCO-PITTSBURGH CORP COM 032037103 1 100 SH DEF 11 100
AMPEX CORP DEL CL A NEW 032092306 0 100 SH DEF 11 100
AMPHENOL CORP NEW CL A 032095101 1431 24360 SH DEF 11 24360
AMPHENOL CORP NEW CL A 032095101 20152 387160 SH DEF 3 352180 34980
AMR CORP COM 001765106 42 3170 SH DEF 11 3170
AMREP CORP NEW COM 032159105 1 54 SH DEF 2 54
AMSOUTH BANCORPORATION COM 032165102 436 20542 SH DEF 6 20542
AMSOUTH BANCORPORATION COM 032165102 1212 57100 SH DEF 8 7200 49900
AMSOUTH BANCORPORATION COM 032165102 8 385 SH DEF 10 385
AMSOUTH BANCORPORATION COM 032165102 6 300 SH DEF 4 300
AMSOUTH BANCORPORATION COM 032165102 3159 133726 SH DEF 11 133726
AMTECH SYS INC COM PAR $0.01N 032332504 1 200 SH DEF 11 200
AMYLIN PHARMACEUTICALS INC COM 032346108 34 1200 SH DEF 2 1200
ANADARKO PETE CORP COM 032511107 1396 32010 SH DEF 11 32010
ANADARKO PETE CORP COM 032511107 12319 295006 SH DEF 1 12000 283006
ANADARKO PETE CORP COM 032511107 1034 24761 SH DEF 2 24761
ANADARKO PETE CORP COM 032511107 4009 96000 SH DEF 9 96000
ANADARKO PETE CORP COM 032511107 8827 211259 SH DEF 6 178616 32643
ANADARKO PETE CORP COM 032511107 51 1216 SH DEF 10 1066 150
ANADIGICS INC COM 032515108 0 90 SH DEF 11 90
ANALEX CORP COM 032653107 3 1000 SH DEF 11 1000
ANALOG DEVICES INC COM 032654105 232 6105 SH DEF 10 6050 55
ANALOG DEVICES INC COM 032654105 1104 24905 SH DEF 11 24905
ANALOG DEVICES INC COM 032654105 160 4198 SH DEF 2 4198
ANALOGIC CORP COM PAR $0.05 032657207 2888 60100 SH DEF 3 45550 14550
ANALOGIC CORP COM PAR $0.05 032657207 19 435 SH DEF 11 435
ANCHOR BANCORP WIS INC COM 032839102 6497 276720 SH DEF 3 237620 39100
ANCHOR BANCORP WIS INC COM 032839102 10449 444999 SH DEF 6 430599 14400
ANDERSONS INC COM 034164103 1193 78300 SH DEF 6 75800 2500
ANDREW CORP COM 034425108 52 4008 SH DEF 11 4008
ANDREW CORP COM 034425108 22 1775 SH DEF 2 1775
ANDREW CORP COM 034425108 1318 109117 SH DEF 3 99156 9961
ANDRX CORP DEL ANDRX GROUP 034553107 2604 139550 SH DEF 3 43900 95650
ANDRX CORP DEL ANDRX GROUP 034553107 79 3953 SH DEF 11 3953
ANGEION CORP COM 03462H404 0 1 SH DEF 11 1
ANGELICA CORP COM 034663104 5616 295580 SH DEF 3 224880 70700
ANGELICA CORP COM 034663104 33 1750 SH DEF 2 1750
ANGLO AMERN PLC ADR 03485P102 3819 206810 SH DEF 6 195970 10840
ANGLOGOLD LTD SPONSORED ADR 035128206 38 1000 SH DEF 2 1000
ANHEUSER BUSCH COS INC COM 035229103 33 500 SH DEF 13 500
ANHEUSER BUSCH COS INC COM 035229103 26131 529611 SH DEF 2 519536 10075
ANHEUSER BUSCH COS INC COM 035229103 3052 61850 SH DEF 10 52667 9114 69
ANHEUSER BUSCH COS INC COM 035229103 1838 37247 SH DEF 5 29977 7270
ANHEUSER BUSCH COS INC COM 035229103 4552 92260 SH DEF 3 90060 2200
ANHEUSER BUSCH COS INC COM 035229103 8472 171988 SH DEF 11 171988
ANIXTER INTL INC COM 035290105 32 1400 SH DEF 2 1400
ANIXTER INTL INC COM 035290105 7454 327340 SH DEF 3 140340 187000
ANIXTER INTL INC COM 035290105 3 114 SH DEF 11 114
ANNALY MTG MGMT INC COM 035710409 2793 170936 SH DEF 11 170936
ANNALY MTG MGMT INC COM 035710409 68 4150 SH DEF 10 4150
ANNALY MTG MGMT INC COM 035710409 103 6250 SH DEF 2 6250
ANNTAYLOR STORES CORP COM 036115103 30237 940800 SH DEF 3 811850 128950
ANNTAYLOR STORES CORP COM 036115103 17 525 SH DEF 10 525
ANNTAYLOR STORES CORP COM 036115103 27 760 SH DEF 11 760
ANSOFT CORP COM 036384105 4 300 SH DEF 11 300
ANSWERTHINK INC COM 036916104 4 800 SH DEF 11 800
ANSYS INC COM 03662Q105 2157 60700 SH DEF 3 60120 580
ANTEON INTL CORP COM 03674E108 345 10110 SH DEF 11 10110
ANTHEM INC COM 03674B104 205 2124 SH DEF 13 2124
ANTHEM INC COM 03674B104 15939 223460 SH DEF 3 220760 2700
ANTHEM INC COM 03674B104 8991 126050 SH DEF 7 63950 62100
ANTHEM INC COM 03674B104 50 706 SH DEF 2 706
ANTHEM INC COM 03674B104 877 12818 SH DEF 11 12818
ANTHEM INC COM 03674B104 44938 630000 SH DEF 9 630000
ANTHRACITE CAP INC COM 037023108 348 34175 SH DEF 11 34175
ANTIGENICS INC DEL COM 037032109 30 2711 SH DEF 11 2711
ANWORTH MORTGAGE ASSET CP COM 037347101 38 2700 SH DEF 11 2700
AOL TIME WARNER INC COM 00184A105 205698 13613400 SH DEF 7 8160300 5453100
AOL TIME WARNER INC COM 00184A105 7516 497391 SH DEF 2 489881 7510
AOL TIME WARNER INC COM 00184A105 551 36461 SH DEF 1 600 35861
AOL TIME WARNER INC COM 00184A105 2697 132200 SH DEF 13 132200
AOL TIME WARNER INC COM 00184a105 8 500 SH DEF 4 500
AOL TIME WARNER INC COM 00184A105 15100 999314 SH DEF 3 984864 14450
AOL TIME WARNER INC COM 00184A105 2065 136646 SH DEF 8 28470 108176
AOL TIME WARNER INC COM 00184A105 717 47444 SH DEF 10 30059 8475 8910
AOL TIME WARNER INC COM 00184A105 2930 193920 SH DEF 6 193920
AOL TIME WARNER INC COM 00184A105 407978 27000498 SH DEF 9 24008927 2991571
AON CORP COM 037389103 1913 87373 SH DEF 11 87373
AON CORP COM 037389103 13553 650000 SH DEF 12 650000
AON CORP COM 037389103 736 35298 SH DEF 10 34998 300
AON CORP COM 037389103 62 2970 SH DEF 6 2970
AP PHARMA INC COM 00202j104 4 1580 SH DEF 4 1580
APAC CUSTOMER SERVICES INC COM 00185E106 671 268544 SH DEF 6 251644 16900
APACHE CORP COM 037411105 593 8548 SH DEF 1 2625 5923
APACHE CORP COM 037411105 715 10308 SH DEF 2 10308
APACHE CORP COM 037411105 5891 84500 SH DEF 11 84500
APACHE CORP COM 037411105 1522 21955 SH DEF 3 18345 3610
APACHE CORP COM 037411105 562 8108 SH DEF 5 8108
APACHE CORP COM 037411105 1281 18434 SH DEF 6 14914 3520
APACHE CORP COM 037411105 18 262 SH DEF 10 262
APACHE CORP COM 037411105 5339 77000 SH DEF 9 77000
APARTMENT INVT & MGMT CO PFD CV P $.01 03748R861 40 1573 SH DEF 11 1573
APARTMENT INVT & MGMT CO CL A 03748R101 79 2000 SH DEF 2 2000
APARTMENT INVT & MGMT CO CL A 03748R101 521 12729 SH DEF 11 12729
APEX MORTGAGE CAPITAL COM 037564101 117 19800 SH DEF 11 19800
APEX MUN FD INC COM 037580107 30 3587 SH DEF 11 3587
APEX SILVER MINES LTD ORD G04074103 555 41292 SH DEF 11 41292
APOGEE ENTERPRISES INC COM 037598109 10366 1000461 SH DEF 6 980931 470 19060
APOGENT TECHNOLOGIES INC COM 03760A101 2324 111400 SH DEF 3 104200 7200
APOGENT TECHNOLOGIES INC COM 03760A101 1919 87440 SH DEF 11 87440
APOGENT TECHNOLOGIES INC COM 03760A101 87 4150 SH DEF 10 4150
APOGENT TECHNOLOGIES INC COM 03760A101 2 100 SH DEF 6 100
APOLLO GROUP INC COM UNV PHOENX 037604204 3 50 SH DEF 11 50
APOLLO GROUP INC CL A 037604105 1008 15863 SH DEF 11 15863
APOLLO GROUP INC CL A 037604105 45 500 SH DEF 13 500
APOLLO GROUP INC COM UNV PHOENX 037604204 27109 406620 SH DEF 3 392000 14620
APOLLO GROUP INC CL A 037604105 79 1200 SH DEF 4 1200
APPLE COMPUTER INC COM 037833100 37 1800 SH DEF 2 1800
APPLE COMPUTER INC COM 037833100 66 3200 SH DEF 6 3200
APPLE COMPUTER INC COM 037833100 1955 85390 SH DEF 11 85390
APPLE COMPUTER INC COM 037833100 305 14700 SH DEF 5 14700
APPLE COMPUTER INC COM 037833100 369 13500 SH DEF 13 13500
APPLEBEES INTL INC COM 037899101 353 9400 SH DEF 11 9400
APPLERA CORP COM CE GEN GRP 038020202 110 8214 SH DEF 11 8214
APPLERA CORP COM CE GEN GRP 038020202 2 200 SH DEF 2 0 200
APPLERA CORP COM CE GEN GRP 038020202 2642 226000 SH DEF 6 226000
APPLERA CORP COM AP BIO GRP 038020103 21 960 SH DEF 10 960
APPLERA CORP COM AP BIO GRP 038020103 18 800 SH DEF 2 0 800
APPLERA CORP COM AP BIO GRP 038020103 97 4210 SH DEF 11 4210
APPLIED DIGITAL SOLUTIONS COM 038188108 1 3700 SH DEF 11 3700
APPLIED EXTRUSION TECHNOLOGI COM 038196101 12 5000 SH DEF 11 5000
APPLIED FILMS CORP COM 038197109 431 14450 SH DEF 3 14450
APPLIED INDL TECHNOLOGIES IN COM 03820C105 3730 187700 SH DEF 3 150900 36800
APPLIED INDL TECHNOLOGIES IN COM 03820C105 11 500 SH DEF 11 500
APPLIED MATLS INC COM 038222105 456 25176 SH DEF 10 11000 376 13800
APPLIED MATLS INC COM 038222105 238 13150 SH DEF 5 6100 7050
APPLIED MATLS INC COM 038222105 5772 246975 SH DEF 11 246975
APPLIED MATLS INC COM 038222105 7704 424692 SH DEF 2 411392 13300
APPLIED MATLS INC COM 038222105 3064 169020 SH DEF 3 165020 4000
APPLIED MICRO CIRCUITS CORP COM 03822W109 3 600 SH DEF 11 600
APPLIED MICRO CIRCUITS CORP COM 03822W109 314 64700 SH DEF 6 64700
APPLIED MOLECULAR EVOLUTION COM 03823E108 342 27550 SH DEF 11 27550
APPLIED MOLECULAR EVOLUTION COM 03823E108 19 2200 SH DEF 2 2200
APRIA HEALTHCARE GROUP INC COM 037933108 328 11299 SH DEF 11 11299
APRIA HEALTHCARE GROUP INC COM 037933108 1233 45020 SH DEF 3 43700 1320
APRIA HEALTHCARE GROUP INC COM 037933108 55 2000 SH DEF 10 2000
APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R105 45 21400 SH DEF 2 16400 5000
APTARGROUP INC COM 038336103 327 9128 SH DEF 11 9128
APTARGROUP INC COM 038336103 6876 187410 SH DEF 3 134010 53400
AQUACELL TECHNOLOGIES INC COM 03840N107 69 45000 SH DEF 11 45000
AQUILA INC COM 03840P102 65 16519 SH DEF 11 16519
ARADIGM CORP COM 038505103 1 525 SH DEF 13 525
ARAMARK CORP CL B 038521100 11 400 SH DEF 11 400
ARAMARK CORP CL B 038521100 398 15900 SH DEF 3 15900
ARBITRON INC COM 03875Q108 75 1898 SH DEF 11 1898
ARBITRON INC COM 03875Q108 45 1282 SH DEF 6 1282
ARCADIS N V NY REGISTRY SH 03923E107 262 28034 SH DEF 6 0 28034
ARCH CAP GROUP LTD ORD G0450A105 8019 242500 SH DEF 3 200900 41600
ARCH CHEMICALS INC COM 03937R102 7615 366095 SH DEF 6 366095
ARCH CHEMICALS INC COM 03937R102 9 393 SH DEF 11 393
ARCH COAL INC COM 039380100 5 246 SH DEF 4 246
ARCH COAL INC COM 039380100 7274 325180 SH DEF 6 275720 49460
ARCH COAL INC PFD CV 5% PERP 039380209 158 2300 SH DEF 11 2300
ARCHER DANIELS MIDLAND CO COM 039483102 86 6536 SH DEF 6 6536
ARCHER DANIELS MIDLAND CO COM 039483102 88 6731 SH DEF 8 1184 5547
ARCHER DANIELS MIDLAND CO COM 039483102 32 2440 SH DEF 2 2440
ARCHER DANIELS MIDLAND CO COM 039483102 1247 86894 SH DEF 11 86894
ARCHSTONE SMITH TR COM 039583109 1743 65281 SH DEF 11 65281
ARCHSTONE SMITH TR COM 039583109 5 197 SH DEF 10 197
ARCHSTONE SMITH TR COM 039583109 9 334 SH DEF 1 334
ARCTIC CAT INC COM 039670104 540 28319 SH DEF 6 25419 2900
ARDEN RLTY INC COM 039793104 22 800 SH DEF 11 800
ARGONAUT GROUP INC COM 040157109 31 1921 SH DEF 11 1921
ARGOSY GAMING CO COM 040228108 5 200 SH DEF 11 200
ARGOSY GAMING CO COM 040228108 56 2300 SH DEF 3 2300
ARIAD PHARMACEUTICALS INC COM 04033A100 16 2300 SH DEF 11 2300
ARIBA INC COM 04033v104 1 200 SH DEF 4 200
ARIBA INC COM 04033V104 7 2250 SH DEF 11 2250
ARISTOTLE CORP COM NEW 040448201 5 1030 SH DEF 11 1030
ARKANSAS BEST CORP DEL COM 040790107 33 1000 SH DEF 11 1000
ARQULE INC COM 04269E107 23 4500 SH DEF 11 4500
ARRAY BIOPHARMA INC COM 04269X105 362 62373 SH DEF 11 62373
ARROW ELECTRS INC COM 042735100 217 11800 SH DEF 5 8200 3600
ARROW ELECTRS INC COM 042735100 236 11050 SH DEF 11 11050
ARROW ELECTRS INC COM 042735100 17 950 SH DEF 6 950
ARROW FINL CORP COM 042744102 0 0 SH DEF 11 0
ARROW FINL CORP COM 042744102 294 11299 SH DEF 6 11299
ARROW INTL INC COM 042764100 55 2100 SH DEF 11 2100
ARTESYN TECHNOLOGIES INC COM 043127109 140 18500 SH DEF 3 18500
ARTISOFT INC COM NEW 04314L205 0 103 SH DEF 11 103
ARVINMERITOR INC COM 043353101 5 300 SH DEF 10 300
ARVINMERITOR INC COM 043353101 31158 1749490 SH DEF 6 1703290 46200
ARVINMERITOR INC COM 043353101 40 2359 SH DEF 11 2359
ARVINMERITOR INC COM 043353101 2387 134000 SH DEF 3 134000
ASA LTD COM 002050102 599 13760 SH DEF 11 13760
ASBURY AUTOMOTIVE GROUP INC COM 043436104 155 9300 SH DEF 3 9300
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2922 175500 SH DEF 6 168700 6800
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 170 9200 SH DEF 6 9200
ASCENTIAL SOFTWARE CORP COM NEW 04362P207 8 342 SH DEF 11 342
ASE TEST LTD ORD Y02516105 27362 3148625 SH DEF 3 2926525 222100
ASHFORD HOSPITALITY TR INC COM SHS 044103109 633 69200 SH DEF 11 69200
ASHLAND INC COM 044204105 33 1000 SH DEF 4 1000
ASHLAND INC COM 044204105 77 2060 SH DEF 11 2060
ASHLAND INC COM 044204105 21 640 SH DEF 6 640
ASIA PAC FD INC COM 044901106 54 3785 SH DEF 11 3785
ASK JEEVES INC COM 045174109 5482 315260 SH DEF 3 294700 20560
ASPECT COMMUNICATIONS CORP COM 04523Q102 27 2000 SH DEF 11 2000
ASPECT COMMUNICATIONS CORP COM 04523Q102 5987 718740 SH DEF 3 481240 237500
ASPECT MED SYS INC COM 045235108 3 300 SH DEF 11 300
ASSOCIATED BANC CORP COM 045487105 4 100 SH DEF 6 100
ASSOCIATED BANC CORP COM 045487105 244 5917 SH DEF 11 5917
ASSOCIATED ESTATES RLTY CORP COM 045604105 10 1500 SH DEF 10 1500
ASSOCIATED ESTATES RLTY CORP COM 045604105 32 4950 SH DEF 11 4950
ASTEC INDS INC COM 046224101 10 800 SH DEF 11 800
ASTORIA FINL CORP COM 046265104 8 233 SH DEF 11 233
ASTORIA FINL CORP COM 046265104 62 2000 SH DEF 2 2000
ASTORIA FINL CORP COM 046265104 22 710 SH DEF 6 710
ASTORIA FINL CORP COM 046265104 12 400 SH DEF 10 400
ASTRONICS CORP COM 046433108 256 64100 SH DEF 6 61300 2800
AT&T CORP COM NEW 001957505 36 1664 SH DEF 10 1664
AT&T CORP COM NEW 001957505 20 SH DEF 1 20
AT&T CORP COM NEW 001957505 27 940 SH DEF 13 940
AT&T CORP COM NEW 001957505 1082 58201 SH DEF 11 58201
AT&T CORP COM NEW 001957505 1179 54700 SH DEF 3 54700
AT&T CORP COM NEW 001957505 1024 47527 SH DEF 6 47527
AT&T CORP COM NEW 001957505 526 24417 SH DEF 2 24417
AT&T WIRELESS SVCS INC COM 00209A106 1369 188815 SH DEF 11 188815
AT&T WIRELESS SVCS INC COM 00209A106 41 5000 SH DEF 5000
AT&T WIRELESS SVCS INC COM 00209A106 407 49781 SH DEF 2 49781
AT&T WIRELESS SVCS INC COM 00209A106 32 SH DEF 1 32
AT&T WIRELESS SVCS INC COM 00209A106 27 3251 SH DEF 10 2976 275
AT&T WIRELESS SVCS INC COM 00209A106 4851 593007 SH DEF 5 356782 236225
AT&T WIRELESS SVCS INC COM 00209a106 9288 1135458 SH DEF 4 1135458
AT&T WIRELESS SVCS INC COM 00209A106 1 64 SH DEF 13 64
ATARI INC COM 04651M105 29 7000 SH DEF 7000
ATC HEALTHCARE INC CL A 00209C102 5 7500 SH DEF 11 7500
ATHEROGENICS INC COM 047439104 1323 80240 SH DEF 11 80240
ATHEROGENICS INC COM 047439104 1172 70000 SH DEF 70000
ATI TECHNOLOGIES INC COM 001941103 3305 222420 SH DEF 3 222420
ATI TECHNOLOGIES INC COM 001941103 32 2250 SH DEF 11 2250
ATI TECHNOLOGIES INC COM 001941103 10461 711400 SH DEF 13 711400
ATLANTIC COAST AIRLINES HLDG COM 048396105 21 1920 SH DEF 11 1920
ATLANTIC COAST AIRLINES HLDG COM 048396105 7234 850000 SH DEF 6 823000 27000
ATLANTIC RLTY TR SH BEN INT 048798102 12 1000 SH DEF 11 1000
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 2191 60871 SH DEF 11 60871
ATMEL CORP COM 049513104 130 23070 SH DEF 11 23070
ATMEL CORP SDCV 5/2 049513AE4 248 6000 SH DEF 11 6000
ATMOS ENERGY CORP COM 049560105 66 2764 SH DEF 2 2764
ATMOS ENERGY CORP COM 049560105 482 19692 SH DEF 11 19692
ATWOOD OCEANICS INC COM 050095108 5 200 SH DEF 10 200
AU OPTRONICS CORP SPONSORED ADR 002255107 1548 121345 SH DEF 3 50260 71085
AUDIOVOX CORP CL A 050757103 387 30800 SH DEF 3 23000 7800
AUDIOVOX CORP CL A 050757103 60 5000 SH DEF 11 5000
AUTODESK INC COM 052769106 88 5175 SH DEF 4 5175
AUTODESK INC COM 052769106 4766 280050 SH DEF 3 265150 14900
AUTODESK INC COM 052769106 1588 93150 SH DEF 6 79800 13350
AUTODESK INC COM 052769106 1335 69329 SH DEF 11 69329
AUTODESK INC COM 052769106 62 3625 SH DEF 10 3300 325
AUTOIMMUNE INC COM 052776101 10 6000 SH DEF 11 6000
AUTOLIV INC COM 052800109 499 15070 SH DEF 11 15070
AUTOLIV INC COM 052800109 10 318 SH DEF 10 318
AUTOLIV INC COM 052800109 23241 770350 SH DEF 3 668150 102200
AUTOLIV INC COM 052800109 18 613 SH DEF 2 613
AUTOMATIC DATA PROCESSING IN COM 053015103 632 17640 SH DEF 10 15009 1281 1350
AUTOMATIC DATA PROCESSING IN COM 053015103 9262 258366 SH DEF 3 244566 13800
AUTOMATIC DATA PROCESSING IN COM 053015103 12501 331231 SH DEF 11 331231
AUTOMATIC DATA PROCESSING IN COM 053015103 18707 521808 SH DEF 1 13000 508808
AUTOMATIC DATA PROCESSING IN COM 053015103 1133 31607 SH DEF 8 850 30757
AUTOMATIC DATA PROCESSING IN COM 053015103 14582 406744 SH DEF 2 402244 4500
AUTOMATIC DATA PROCESSING IN COM 053015103 13176 367541 SH DEF 4 367541
AUTOMATIC DATA PROCESSING IN COM 053015103 5463 152372 SH DEF 5 76447 75925
AUTONATION INC COM 05329W102 45 2560 SH DEF 6 2560
AUTONATION INC COM 05329W102 144 8200 SH DEF 3 7900 300
AUTONATION INC COM 05329W102 2 100 SH DEF 11 100
AUTOZONE INC COM 053332102 3887 40445 SH DEF 11 40445
AUTOZONE INC COM 053332102 11621 129800 SH DEF 3 126300 3500
AVALONBAY CMNTYS INC COM 053484101 193 4228 SH DEF 11 4228
AVALONBAY CMNTYS INC COM 053484101 16 350 SH DEF 2 350
AVALONBAY CMNTYS INC COM 053484101 589 12590 SH DEF 5 12590
AVANEX CORP COM 05348W109 94 18150 SH DEF 11 18150
AVANIR PHARMACEUTICALS CL A 05348P104 1 500 SH DEF 11 500
AVANT IMMUNOTHERAPEUTICS INC COM 053491106 5 2075 SH DEF 11 2075
AVATAR HLDGS INC COM 053494100 95 2900 SH DEF 11 2900
AVAYA INC COM 053499109 289 22322 SH DEF 11 22322
AVAYA INC COM 053499109 24 2204 SH DEF 2 2204
AVAYA INC COM 053499109 11612 1065350 SH DEF 3 868540 196810
AVAYA INC COM 053499109 33 SH DEF 1 33
AVENTIS SPONSORED ADR 053561106 3428 64850 SH DEF 6 61665 3185
AVENTIS SPONSORED ADR 053561106 54 1030 SH DEF 2 1030
AVERY DENNISON CORP COM 053611109 595 11317 SH DEF 11 11317
AVERY DENNISON CORP COM 053611109 96 1897 SH DEF 10 1897
AVERY DENNISON CORP COM 053611109 47 935 SH DEF 2 800 135
AVI BIOPHARMA INC COM 002346104 303 62545 SH DEF 11 62545
AVIALL INC NEW COM 05366B102 3053 246600 SH DEF 6 234400 12200
AVICI SYS INC COM NEW 05367L802 1 81 SH DEF 11 81
AVID TECHNOLOGY INC COM 05367P100 33029 623190 SH DEF 3 497820 125370
AVIGEN INC COM 053690103 11 2100 SH DEF 2100
AVISTA CORP COM 05379B107 57 3350 SH DEF 11 3350
AVISTA CORP COM 05379B107 788 50600 SH DEF 6 50600
AVITAR INC NEW COM 053801106 0 1000 SH DEF 11 1000
AVITAR INC NEW COM 053801106 4 20000 SH DEF 5 20000
AVNET INC COM 053807103 357 18395 SH DEF 11 18395
AVNET INC COM 053807103 191 11575 SH DEF 5 7925 3650
AVNET INC COM 053807103 18 1110 SH DEF 6 1110
AVOCENT CORP COM 053893103 340 9000 SH DEF 11 9000
AVOCENT CORP COM 053893103 9884 326315 SH DEF 3 245665 80650
AVON PRODS INC COM 054303102 1937 30000 SH DEF 9 30000
AVON PRODS INC COM 054303102 367 5685 SH DEF 10 5685
AVON PRODS INC COM 054303102 2137 31439 SH DEF 11 31439
AVON PRODS INC COM 054303102 71 1100 SH DEF 2 1100
AVX CORP NEW COM 002444107 3 230 SH DEF 6 230
AVX CORP NEW COM 002444107 15 1100 SH DEF 2 1100
AVX CORP NEW COM 002444107 17 1175 SH DEF 11 1175
AWARE INC MASS COM 05453N100 1 200 SH DEF 11 200
AXA SPONSORED ADR 054536107 285 16766 SH DEF 2 16766
AXA SPONSORED ADR 054536107 4 236 SH DEF 10 236
AXA SPONSORED ADR 054536107 6240 359794 SH DEF 6 342232 17562
AXCAN PHARMA INC COM 054923107 10 775 SH DEF 11 775
AXCELIS TECHNOLOGIES INC COM 054540109 23 2827 SH DEF 2 2827
AXCELIS TECHNOLOGIES INC COM 054540109 17 1642 SH DEF 11 1642
AXEDA SYSTEMS INC COM 054959101 8 4901 SH DEF 11 4901
AXIS CAPITAL HOLDINGS SHS G0692U109 486 19480 SH DEF 3 18890 590
AXIS CAPITAL HOLDINGS SHS G0692U109 12309 493785 SH DEF 6 445035 48750
AXSYS TECHNOLOGIES INC COM 054615109 4 300 SH DEF 11 300
AZTAR CORP COM 054802103 1548 87400 SH DEF 3 87400
AZTAR CORP COM 054802103 39520 2231498 SH DEF 6 2192768 515 38215
AZTAR CORP COM 054802103 56 2700 SH DEF 11 2700
AZZ INC COM 002474104 743 67900 SH DEF 6 64600 3300
B A S F A G SPONSORED ADR 055262505 2667 59858 SH DEF 6 56372 3486
B2B INTERNET HOLDRS TR DEPOSTRY RCPT 056033103 0 100 SH DEF 11 100
BACK YD BURGERS INC COM 05635W101 6 1000 SH DEF 2 1000
BACK YD BURGERS INC COM 05635W101 39 5330 SH DEF 11 5330
BADGER METER INC COM 056525108 15 400 SH DEF 11 400
BAIRNCO CORP COM 057097107 586 84100 SH DEF 6 79300 4800
BAKER HUGHES INC COM 057224107 337 11927 SH DEF 11 11927
BAKER HUGHES INC COM 057224107 1029 34760 SH DEF 10 31050 3710
BAKER MICHAEL CORP COM 057149106 90 9500 SH DEF 6 9500
BALDOR ELEC CO COM 057741100 173 8125 SH DEF 11 8125
BALDOR ELEC CO COM 057741100 21 1000 SH DEF 2 1000
BALL CORP COM 058498106 60 1065 SH DEF 11 1065
BALL CORP COM 058498106 28880 533900 SH DEF 6 500800 33100
BALLARD PWR SYS INC COM 05858H104 64 4950 SH DEF 11 4950
BALLY TOTAL FITNESS HLDG COR COM 05873K108 5842 675400 SH DEF 6 654800 20600
BALLY TOTAL FITNESS HLDG COR COM 05873K108 0 50 SH DEF 11 50
BANCFIRST CORP COM 05945F103 1060 20000 SH DEF 6 20000
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 501 47445 SH DEF 6 0 47445
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 14561 398399 SH DEF 6 389904 8495
BANCO LATINOAMERICANO DE EXP CL E P16994132 2 115 SH DEF 11 115
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3915 169500 SH DEF 3 168100 1400
BANCORP RHODE ISLAND INC COM 059690107 1404 49500 SH DEF 1 49500
BANCORPSOUTH INC COM 059692103 16393 748550 SH DEF 3 549290 199260
BANCORPSOUTH INC COM 059692103 238 10124 SH DEF 11 10124
BANDAG INC CL A 059815308 3990 130600 SH DEF 6 125100 5500
BANDAG INC COM 059815100 6 175 SH DEF 11 175
BANDAG INC COM 059815100 7190 213170 SH DEF 3 197670 15500
BANK HAWAII CORP COM 062540109 79 2004 SH DEF 11 2004
BANK HAWAII CORP COM 062540109 10469 311750 SH DEF 3 216400 95350
BANK HAWAII CORP COM 062540109 4774 142170 SH DEF 6 142170
BANK MONTREAL QUE COM 063671101 58317 1705370 SH DEF 13 1705370
BANK MONTREAL QUE COM 063671101 64 1700 SH DEF 11 1700
BANK NEW YORK INC COM 064057102 283 9725 SH DEF 4 9725
BANK NEW YORK INC COM 064057102 196 6723 SH DEF 2 5947 776
BANK NEW YORK INC COM 064057102 1518 48665 SH DEF 11 48665
BANK NEW YORK INC COM 064057102 221 7600 SH DEF 10 6600 860 140
BANK NEW YORK INC COM 064057102 2568 88200 SH DEF 3 88200
BANK NEW YORK INC COM 064057102 351 12050 SH DEF 5 2000 10050
BANK NEW YORK INC COM 064057102 509 17500 SH DEF 1 17500
BANK NEW YORK INC COM 064057102 2109 72451 SH DEF 8 905 71546
BANK NOVA SCOTIA HALIFAX COM 064149107 10 200 SH DEF 11 200
BANK NOVA SCOTIA HALIFAX COM 064149107 62647 1355807 SH DEF 13 1355807
BANK OF AMERICA CORPORATION COM 060505104 827 10602 SH DEF 2 10377 225
BANK OF AMERICA CORPORATION COM 060505104 432 5532 SH DEF 8 1210 4322
BANK OF AMERICA CORPORATION COM 060505104 2535 32478 SH DEF 5 19228 13250
BANK OF AMERICA CORPORATION COM 060505104 23951 306905 SH DEF 3 292105 14800
BANK OF AMERICA CORPORATION COM 060505104 4514 57845 SH DEF 10 52269 4886 690
BANK OF AMERICA CORPORATION COM 060505104 13399 171700 SH DEF 9 171700
BANK OF AMERICA CORPORATION COM 060505104 26770 353495 SH DEF 11 353495
BANK OF AMERICA CORPORATION COM 060505104 9 120 SH DEF 4 120
BANK OF AMERICA CORPORATION COM 060505104 779 9974 SH DEF 1 3340 6634
BANK OF AMERICA CORPORATION COM 060505104 598 5675 SH DEF 13 5675
BANK OF AMERICA CORPORATION COM 060505104 47698 611128 SH DEF 6 610248 880
BANK OF BERMUDA LTD SHS G07644100 24 628 SH DEF 2 90 538
BANK OF GRANITE CORP COM 062401104 13 585 SH DEF 11 585
BANK OF THE OZARKS INC COM 063904106 894 20080 SH DEF 3 19510 570
BANK ONE CORP COM 06423A103 1221 31582 SH DEF 10 31582
BANK ONE CORP COM 06423A103 13 349 SH DEF 8 349
BANK ONE CORP COM 06423A103 457360 11833367 SH DEF 9 10549381 1283986
BANK ONE CORP COM 06423A103 8652 203815 SH DEF 11 203815
BANK ONE CORP COM 06423A103 4737 122571 SH DEF 6 122571
BANK ONE CORP COM 06423A103 238565 6172440 SH DEF 7 3715540 2456900
BANK ONE CORP COM 06423A103 1135 22000 SH DEF 13 22000
BANK ONE CORP COM 06423A103 275 7128 SH DEF 2 7028 100
BANK ONE CORP COM 06423A103 5326 137810 SH DEF 3 134760 3050
BANK ONE CORP COM 06423a103 15 400 SH DEF 4 400
BANK UTD CORP LITIGATN CONT RIGHT 99/99/9999 065416117 0 500 SH DEF 11 500
BANKNORTH GROUP INC NEW COM 06646R107 1948 62198 SH DEF 11 62198
BANKNORTH GROUP INC NEW COM 06646R107 5378 190575 SH DEF 1 190575
BANKNORTH GROUP INC NEW COM 06646R107 3015 106841 SH DEF 7 86941 19900
BANKNORTH GROUP INC NEW COM 06646R107 19 690 SH DEF 10 690
BANKNORTH GROUP INC NEW COM 06646R107 150 5300 SH DEF 3 5300
BANKNORTH GROUP INC NEW COM 06646R107 42 1500 SH DEF 6 1500
BANKNORTH GROUP INC NEW COM 06646R107 45152 1600000 SH DEF 9 1600000
BANNER CORP COM 06652V109 8 370 SH DEF 3 370
BARD C R INC COM 067383109 4332 61020 SH DEF 3 60520 500
BARD C R INC COM 067383109 1526 19060 SH DEF 11 19060
BARNES & NOBLE INC COM 067774109 1695 56880 SH DEF 11 56880
BARNES & NOBLE INC COM 067774109 8760 344750 SH DEF 3 253900 90850
BARNES & NOBLE INC COM 067774109 28746 1131295 SH DEF 6 1098095 33200
BARNES & NOBLE INC COM 067774109 5 215 SH DEF 10 215
BARNES GROUP INC COM 067806109 47 1800 SH DEF 10 1800
BARNESANDNOBLE COM INC CL A 067846105 6 2500 SH DEF 11 2500
BARR LABS INC COM 068306109 550 7164 SH DEF 11 7164
BARR LABS INC COM 068306109 24 350 SH DEF 4 350
BARRA INC COM 068313105 104 2760 SH DEF 3 2760
BARRICK GOLD CORP COM 067901108 66 3498 SH DEF 10 198 3300
BARRICK GOLD CORP COM 067901108 83 4400 SH DEF 4400
BARRICK GOLD CORP COM 067901108 40158 2156340 SH DEF 13 2156340
BARRICK GOLD CORP COM 067901108 1777 91292 SH DEF 11 91292
BARRY R G CORP OHIO COM 068798107 7 1312 SH DEF 11 1312
BAUSCH & LOMB INC COM 071707103 180 4070 SH DEF 2 4070
BAUSCH & LOMB INC COM 071707103 5 110 SH DEF 6 110
BAUSCH & LOMB INC COM 071707103 161 3346 SH DEF 11 3346
BAUSCH & LOMB INC COM 071707103 27261 617460 SH DEF 3 541960 75500
BAUSCH & LOMB INC COM 071707103 517 11702 SH DEF 8 11702
BAXTER INTL INC COM 071813109 145832 5018300 SH DEF 7 3025500 1992800
BAXTER INTL INC COM 071813109 8298 285545 SH DEF 2 280827 4718
BAXTER INTL INC COM 071813109 782 26900 SH DEF 6 26900
BAXTER INTL INC CORP UNITS 7% 071813406 2340 33000 SH DEF 13 33000
BAXTER INTL INC COM 071813109 271225 9333281 SH DEF 9 8258661 1074620
BAXTER INTL INC COM 071813109 19 644 SH DEF 4 644
BAXTER INTL INC COM 071813109 416 14306 SH DEF 10 4806 2600 6900
BAXTER INTL INC COM 071813109 9107 342638 SH DEF 11 342638
BAXTER INTL INC CORP UNITS 7% 071813406 866 17518 SH DEF 11 17518
BAXTER INTL INC COM 071813109 690 23745 SH DEF 5 17990 5755
BAXTER INTL INC COM 071813109 8319 212000 SH DEF 13 212000
BAXTER INTL INC COM 071813109 1402 48236 SH DEF 8 3818 44418
BAXTER INTL INC COM 071813109 430 14804 SH DEF 3 14804
BAY VIEW CAP CORP DEL COM 07262L101 63 10400 SH DEF 11 10400
BAYCORP HLDGS CORP COM 072728108 67 4801 SH DEF 6 4567 234
BAYER A G SPONSORED ADR 072730302 96 4470 SH DEF 2 4470
BB&T CORP COM 054937107 1560 43442 SH DEF 2 43442
BB&T CORP COM 054937107 17502 452589 SH DEF 11 452589
BB&T CORP COM 054937107 2 50 SH DEF 6 50
BB&T CORP COM 054937107 92 2569 SH DEF 10 369 2200
BB&T CORP COM 054937107 54 1500 SH DEF 1 1500
BCE INC COM 05534B109 1049 48150 SH DEF 6 38550 9600
BCE INC COM 05534B109 160 7325 SH DEF 2 7325
BCE INC COM 05534B109 56626 2652356 SH DEF 13 2652356
BCE INC COM 05534B109 48 2141 SH DEF 11 2141
BCSB BANKCORP INC COM 054948104 10 600 SH DEF 11 600
BE AEROSPACE INC COM 073302101 1 100 SH DEF 11 100
BEA SYS INC COM 073325102 913 65715 SH DEF 11 65715
BEA SYS INC COM 073325102 42 3500 SH DEF 10 3500
BEACON POWER CORP COM 073677106 0 347 SH DEF 11 347
BEAR STEARNS COS INC COM 073902108 10 100 SH DEF 13 100
BEAR STEARNS COS INC COM 073902108 700 9364 SH DEF 5 9364
BEAR STEARNS COS INC COM 073902108 873 11450 SH DEF 11 11450
BEAR STEARNS COS INC COM 073902108 24 321 SH DEF 10 321
BEAR STEARNS COS INC COM 073902108 19459 260080 SH DEF 6 257080 3000
BEAR STEARNS COS INC COM 073902108 447 5975 SH DEF 2 5975 0
BEARINGPOINT INC COM 074002106 682 72575 SH DEF 11 72575
BEARINGPOINT INC COM 074002106 2102 263379 SH DEF 6 263379
BEAZER HOMES USA INC COM 07556Q105 2452 24645 SH DEF 11 24645
BEAZER HOMES USA INC COM 07556Q105 4728 56021 SH DEF 6 54221 1800
BEAZER HOMES USA INC COM 07556Q105 8839 104730 SH DEF 3 69530 35200
BECKMAN COULTER INC COM 075811109 397 8710 SH DEF 3 4410 4300
BECKMAN COULTER INC COM 075811109 169 3705 SH DEF 10 875 2830
BECKMAN COULTER INC COM 075811109 2 50 SH DEF 6 50
BECKMAN COULTER INC COM 075811109 2257 45457 SH DEF 11 45457
BECTON DICKINSON & CO COM 075887109 558 15450 SH DEF 6 15450
BECTON DICKINSON & CO COM 075887109 585 16200 SH DEF 5 16200
BECTON DICKINSON & CO COM 075887109 36 1000 SH DEF 2 500 500
BECTON DICKINSON & CO COM 075887109 3241 88647 SH DEF 11 88647
BECTON DICKINSON & CO COM 075887109 9812 271640 SH DEF 3 263490 8150
BED BATH & BEYOND INC COM 075896100 21 400 SH DEF 13 400
BED BATH & BEYOND INC COM 075896100 38 1000 SH DEF 4 1000
BED BATH & BEYOND INC COM 075896100 19 500 SH DEF 1 500
BED BATH & BEYOND INC COM 075896100 1239 29323 SH DEF 11 29323
BED BATH & BEYOND INC COM 075896100 5 135 SH DEF 10 135
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 3689 142160 SH DEF 3 108760 33400
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 1862 71743 SH DEF 8 71743
BEI TECHNOLOGIES INC COM 05538P104 7 465 SH DEF 10 465
BEL FUSE INC CL B 077347300 4 150 SH DEF 11 150
BELLSOUTH CORP COM 079860102 11 484 SH DEF 4 484
BELLSOUTH CORP COM 079860102 3204 135321 SH DEF 2 135321
BELLSOUTH CORP COM 079860102 175 7381 SH DEF 8 310 7071
BELLSOUTH CORP COM 079860102 531 22402 SH DEF 1 540 21862
BELLSOUTH CORP COM 079860102 377 15914 SH DEF 5 10350 5564
BELLSOUTH CORP COM 079860102 8154 309937 SH DEF 11 309937
BELLSOUTH CORP COM 079860102 451 19039 SH DEF 10 17839 1200
BELLSOUTH CORP COM 079860102 8419 355548 SH DEF 3 347848 7700
BELLSOUTH CORP COM 079860102 508 21469 SH DEF 6 21469
BELLSOUTH CORP COM 079860102 32 1000 SH DEF 13 1000
BELMONT BANCORP COM 080162100 16 2808 SH DEF 11 2808
BELMONT BANCORP COM 080162100 22 4183 SH DEF 10 4183
BELO CORP COM SER A 080555105 1840 75860 SH DEF 2 75860
BELO CORP COM SER A 080555105 994 36458 SH DEF 11 36458
BELO CORP COM SER A 080555105 26 1060 SH DEF 6 1060
BEMIS INC COM 081437105 94 2025 SH DEF 11 2025
BEMIS INC COM 081437105 764 17239 SH DEF 5 3239 14000
BEMIS INC COM 081437105 2 50 SH DEF 6 50
BENCHMARK ELECTRS INC COM 08160H101 39913 944240 SH DEF 3 749350 194890
BENIHANA INC CL A 082047200 736 67830 SH DEF 6 64180 3650
BERKLEY W R CORP COM 084423102 19 562 SH DEF 11 562
BERKLEY W R CORP COM 084423102 72 2100 SH DEF 4 2100
BERKLEY W R CORP COM 084423102 1028 30020 SH DEF 3 30020
BERKSHIRE HATHAWAY INC DEL CL B 084670207 9238 3701 SH DEF 6 3701
BERKSHIRE HATHAWAY INC DEL CL B 084670207 18588 7170 SH DEF 11 7170
BERKSHIRE HATHAWAY INC DEL CL A 084670108 4950 66 SH DEF 10 66
BERKSHIRE HATHAWAY INC DEL CL B 084670207 3205 1284 SH DEF 5 1165 119
BERKSHIRE HATHAWAY INC DEL CL B 084670207 559 224 SH DEF 10 191 33
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2490 32 SH DEF 11 32
BERKSHIRE HATHAWAY INC DEL CL B 084670207 427 171 SH DEF 1 171
BERKSHIRE HATHAWAY INC DEL CL A 084670108 30150 402 SH DEF 2 402
BERKSHIRE HATHAWAY INC DEL CL B 084670207 15261 6114 SH DEF 7 2384 3730
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1156 463 SH DEF 2 448 15
BERKSHIRE HATHAWAY INC DEL CL B 084670207 2269 909 SH DEF 4 909
BERKSHIRE HATHAWAY INC DEL CL A 084670108 300 4 SH DEF 4 4
BERRY PETE CO CL A 085789105 6054 331200 SH DEF 6 319600 11600
BEST BUY INC COM 086516101 10 200 SH DEF 2 0 200
BEST BUY INC COM 086516101 8 160 SH DEF 3 160
BEST BUY INC COM 086516101 3209 50000 SH DEF 13 50000
BEST BUY INC COM 086516101 2470 42355 SH DEF 11 42355
BEVERLY ENTERPRISES INC COM NEW 087851309 3224 544600 SH DEF 6 531500 13100
BEVERLY ENTERPRISES INC COM NEW 087851309 2238 378000 SH DEF 3 378000
BEVERLY ENTERPRISES INC COM NEW 087851309 21 3500 SH DEF 11 3500
BEVERLY ENTERPRISES INC COM NEW 087851309 109 18387 SH DEF 8 18387
BG PLC ADR FIN INST N 055434203 444 19935 SH DEF 6 880 19055
BHP BILLITON LTD SPONSORED ADR 088606108 5892 413273 SH DEF 6 386201 27072
BIG 5 SPORTING GOODS CORP COM 08915P101 701 45900 SH DEF 3 45900
BIG LOTS INC COM 089302103 3 200 SH DEF 2 200
BIG LOTS INC COM 089302103 3764 238050 SH DEF 7 197050 41000
BIG LOTS INC COM 089302103 53359 3375000 SH DEF 9 3375000
BINDVIEW DEV CORP COM 090327107 7 3000 SH DEF 11 3000
BIO RAD LABS INC CL A 090572207 31 600 SH DEF 4 600
BIO RAD LABS INC CL A 090572207 77 1500 SH DEF 3 1500
BIO RAD LABS INC CL A 090572207 961 18385 SH DEF 11 18385
BIOENVISION INC COM 09059N100 10 2000 SH DEF 11 2000
BIOGEN INC COM 090597105 705 18500 SH DEF 3 13500 5000
BIOGEN INC COM 090597105 764 18887 SH DEF 11 18887
BIOGEN INC COM 090597105 948 24869 SH DEF 8 24869
BIOJECT MED TECH INC COM NEW 09059T206 1 200 SH DEF 11 200
BIOLASE TECHNOLOGY INC COM 090911108 28 2100 SH DEF 11 2100
BIOMET INC COM 090613100 808 24125 SH DEF 5 24050 75
BIOMET INC COM 090613100 5920 176125 SH DEF 1 176125
BIOMET INC COM 090613100 18062 537387 SH DEF 2 530087 7300
BIOMET INC COM 090613100 93 2787 SH DEF 10 537 2250
BIOMET INC COM 090613100 7106 198152 SH DEF 11 198152
BIOPURE CORP CL A 09065H105 31 9100 SH DEF 11 9100
BIORELIANCE CORP COM 090951104 5 140 SH DEF 11 140
BIOSITE INC COM 090945106 26 1000 SH DEF 11 1000
BIOSPHERE MEDICAL INC COM 09066V103 2 700 SH DEF 11 700
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 387 3000 SH DEF 2 2800 200
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 39 300 SH DEF 11 300
BIOTIME INC COM 09066L105 0 100 SH DEF 11 100
BIOVAIL CORP COM 09067J109 108 4470 SH DEF 11 4470
BIOVAIL CORP COM 09067J109 5 147 SH DEF 2 0 147
BIOVAIL CORP COM 09067J109 13556 369000 SH DEF 13 369000
BIOVAIL CORP COM 09067J109 171 4600 SH DEF 6 4600
BISYS GROUP INC COM 055472104 4 300 SH DEF 10 300
BISYS GROUP INC COM 055472104 6590 501120 SH DEF 6 486020 15100
BISYS GROUP INC COM 055472104 233 16275 SH DEF 11 16275
BJ SVCS CO COM 055482103 89 2720 SH DEF 11 2720
BJS WHOLESALE CLUB INC COM 05548J106 1281 49862 SH DEF 11 49862
BJS WHOLESALE CLUB INC COM 05548J106 242 12480 SH DEF 5 11880 600
BJS WHOLESALE CLUB INC COM 05548J106 52631 2708145 SH DEF 6 2648705 400 59040
BLACK & DECKER CORP COM 091797100 1082 26677 SH DEF 8 26677
BLACK & DECKER CORP COM 091797100 138 3400 SH DEF 3 3400
BLACK & DECKER CORP COM 091797100 12 300 SH DEF 4 300
BLACK & DECKER CORP COM 091797100 2536 53052 SH DEF 11 53052
BLACK & DECKER CORP COM 091797100 31 760 SH DEF 6 760
BLACK & DECKER CORP COM 091797100 47 1150 SH DEF 10 1150
BLACK & DECKER CORP COM 091797100 3092 76252 SH DEF 2 75652 600
BLACK BOX CORP DEL COM 091826107 78 1800 SH DEF 11 1800
BLACK BOX CORP DEL COM 091826107 7497 188331 SH DEF 6 178431 9900
BLACK HILLS CORP COM 092113109 2 50 SH DEF 10 50
BLACK HILLS CORP COM 092113109 19574 634300 SH DEF 6 615400 18900
BLACK HILLS CORP COM 092113109 718 22306 SH DEF 11 22306
BLACK HILLS CORP COM 092113109 191 6200 SH DEF 3 6200
BLACKROCK BROAD INVT GRD 200 COM 09247Q106 11 675 SH DEF 11 675
BLACKROCK CORE BD TR SHS BEN INT 09249E101 216 15954 SH DEF 11 15954
BLACKROCK FL INS MUN INC TR COM 09250G102 49 3500 SH DEF 11 3500
BLACKROCK FL INSD MUN 2008 T COM 09247H106 142 8866 SH DEF 11 8866
BLACKROCK FLA INVT QUALITY M COM 09247B109 33 2250 SH DEF 11 2250
BLACKROCK FLA MUN INCOME TR SH BEN INT 09248H105 88 6594 SH DEF 11 6594
BLACKROCK HIGH YIELD TR SH BEN INT 09248N102 92 8966 SH DEF 11 8966
BLACKROCK INC CL A 09247X101 172 3500 SH DEF 3 3500
BLACKROCK INCOME OPP TRUST I COM 092475102 637 58215 SH DEF 11 58215
BLACKROCK INCOME TR INC COM 09247F100 305 39575 SH DEF 11 39575
BLACKROCK INSD MUN 2008 TRM COM 09247K109 53 3081 SH DEF 11 3081
BLACKROCK INSD MUN INCOME TR COM 092479104 647 47403 SH DEF 11 47403
BLACKROCK INSD MUN TERM TR I COM 092474105 82 7450 SH DEF 11 7450
BLACKROCK INVT QUALITY MUN T COM 09247D105 36 2500 SH DEF 11 2500
BLACKROCK LTD DURATION INC T COM SHS 09249W101 273 14504 SH DEF 11 14504
BLACKROCK MD MUNICIPAL BOND COM 09249L105 64 4457 SH DEF 11 4457
BLACKROCK MUN INCOME TR SH BEN INT 09248F109 547 39897 SH DEF 11 39897
BLACKROCK MUN TARGET TERM TR COM 09247M105 151 13718 SH DEF 11 13718
BLACKROCK MUNI 2018 TERM TR COM 09248C106 19 1301 SH DEF 11 1301
BLACKROCK MUNI INCOME TR II COM 09249N101 159 11620 SH DEF 11 11620
BLACKROCK MUNICIPAL BOND TR COM 09249H104 61 4250 SH DEF 11 4250
BLACKROCK N J MUN INCOME TR SH BEN INT 09248J101 32 2245 SH DEF 11 2245
BLACKROCK NJ INVT QUALITY MU COM 09247C107 31 2105 SH DEF 11 2105
BLACKROCK NY INSD MUN 2008 T COM 09247L107 201 12132 SH DEF 11 12132
BLACKROCK PFD OPPORTUNITY TR COM SHS 09249V103 313 12750 SH DEF 11 12750
BLACKROCK STRATEGIC MUN TR COM 09248T109 29 2000 SH DEF 11 2000
BLACKROCK VA MUNICIPAL BOND COM 092481100 15 1000 SH DEF 11 1000
BLAIR CORP COM 092828102 7 300 SH DEF 11 300
BLAIR CORP COM 092828102 1874 90100 SH DEF 6 86500 3600
BLOCK H & R INC COM 093671105 20995 486560 SH DEF 3 479510 7050
BLOCK H & R INC COM 093671105 136 3142 SH DEF 8 3142
BLOCK H & R INC COM 093671105 43 1000 SH DEF 6 1000
BLOCK H & R INC COM 093671105 678 14400 SH DEF 11 14400
BLOCK H & R INC COM 093671105 1182 27404 SH DEF 2 27404
BLOCK H & R INC COM 093671105 9 200 SH DEF 10 200
BLOCKBUSTER INC CL A 093679108 18327 872720 SH DEF 3 681170 191550
BLOCKBUSTER INC CL A 093679108 137 7100 SH DEF 11 7100
BLOCKBUSTER INC CL A 093679108 252 12000 SH DEF 8 12000
BLUE CHIP VALUE FD INC COM 095333100 15 2440 SH DEF 11 2440
BLUE COAT SYSTEMS INC COM NEW 09534T508 15 910 SH DEF 11 910
BLUE RHINO CORP COM 095811105 1 50 SH DEF 11 50
BLUEGREEN CORP COM 096231105 1539 265400 SH DEF 6 253000 12400
BLYTH INC COM 09643P108 19922 737060 SH DEF 6 728225 210 8625
BLYTH INC COM 09643P108 3638 134830 SH DEF 3 45030 89800
BMC SOFTWARE INC COM 055921100 284 20400 SH DEF 3 20400
BMC SOFTWARE INC COM 055921100 166 9544 SH DEF 11 9544
BMC SOFTWARE INC COM 055921100 4 300 SH DEF 2 300
BNP RESIDENTIAL PPTYS INC COM 05564T103 50 4495 SH DEF 11 4495
BOARDWALK EQUITIES INC COM 096613104 24 2150 SH DEF 13 2150
BOB EVANS FARMS INC COM 096761101 3 100 SH DEF 2 100
BOB EVANS FARMS INC COM 096761101 38 1284 SH DEF 11 1284
BOB EVANS FARMS INC COM 096761101 14387 538640 SH DEF 6 522390 16250
BOEING CO COM 097023105 71 2065 SH DEF 10 1612 453
BOEING CO COM 097023105 34917 1016159 SH DEF 6 993399 22760
BOEING CO COM 097023105 3796 98621 SH DEF 11 98621
BOEING CO COM 097023105 2841 82768 SH DEF 3 80668 2100
BOEING CO COM 097023105 218 6360 SH DEF 5 4160 2200
BOEING CO COM 097023105 979 28524 SH DEF 2 28524
BOEING CO COM 097023105 2074 60411 SH DEF 8 3635 56776
BOISE CASCADE CORP COM 097383103 150 5358 SH DEF 11 5358
BOISE CASCADE CORP COM 097383103 16 590 SH DEF 6 590
BOISE CASCADE CORP COM 097383103 527 19100 SH DEF 3 18100 1000
BOISE CASCADE CORP COM 097383103 32 1170 SH DEF 10 1000 170
BOK FINL CORP COM NEW 05561Q201 19 500 SH DEF 11 500
BOK FINL CORP COM NEW 05561Q201 310 8162 SH DEF 3 8162
BOLT TECHNOLOGY CORP COM 097698104 28 6540 SH DEF 11 6540
BOMBAY CO INC COM 097924104 7 550 SH DEF 11 550
BON-TON STORES INC COM 09776J101 1432 143800 SH DEF 6 136500 7300
BORDERS GROUP INC COM 099709107 22924 1211620 SH DEF 6 1177420 34200
BORDERS GROUP INC COM 099709107 541 28600 SH DEF 8 28600
BORDERS GROUP INC COM 099709107 2756 121657 SH DEF 11 121657
BORDERS GROUP INC COM 099709107 12823 677730 SH DEF 3 608630 69100
BORDERS GROUP INC COM 099709107 305 16100 SH DEF 2 16100
BORG WARNER INC COM 099724106 31026 457270 SH DEF 6 449570 7700
BORG WARNER INC COM 099724106 39 485 SH DEF 11 485
BORG WARNER INC COM 099724106 14576 214820 SH DEF 3 190060 24760
BOSTON ACOUSTICS INC COM 100534106 9 825 SH DEF 11 825
BOSTON BEER INC CL A 100557107 5 300 SH DEF 4 300
BOSTON BEER INC CL A 100557107 0 18 SH DEF 11 18
BOSTON COMMUNICATIONS GROUP COM 100582105 9087 908740 SH DEF 3 755410 153330
BOSTON LIFE SCIENCES INC COM NEW 100843408 0 200 SH DEF 11 200
BOSTON PROPERTIES INC COM 101121101 3570 82130 SH DEF 2 79680 2450
BOSTON PROPERTIES INC COM 101121101 4 100 SH DEF 3 100
BOSTON PROPERTIES INC COM 101121101 884 20347 SH DEF 8 20347
BOSTON PROPERTIES INC COM 101121101 85 1910 SH DEF 11 1910
BOSTON SCIENTIFIC CORP COM 101137107 313 4900 SH DEF 5 4900
BOSTON SCIENTIFIC CORP COM 101137107 1479 23175 SH DEF 2 23175
BOSTON SCIENTIFIC CORP COM 101137107 1374 20285 SH DEF 11 20285
BOSTONFED BANCORP INC COM 101178101 10 300 SH DEF 11 300
BOTTOMLINE TECH DEL INC COM 101388106 5 700 SH DEF 11 700
BOULDER TOTAL RETURN FD INC COM 101541100 7 500 SH DEF 11 500
BOWATER INC COM 102183100 4 100 SH DEF 2 100
BOWATER INC COM 102183100 89 2185 SH DEF 11 2185
BOWATER INC COM 102183100 3783 89370 SH DEF 6 86925 2445
BOWNE & CO INC COM 103043105 29 1900 SH DEF 11 1900
BOWNE & CO INC COM 103043105 28 1900 SH DEF 3 1900
BOYD GAMING CORP COM 103304101 259 16967 SH DEF 11 16967
BOYDS COLLECTION LTD COM 103354106 4765 1056500 SH DEF 6 1020600 35900
BOYKIN LODGING CO COM 103430104 5446 656384 SH DEF 6 639734 335 16315
BP PLC SPONSORED ADR 055622104 1113 26435 SH DEF 10 19822 3363 3250
BP PLC SPONSORED ADR 055622104 12715 301614 SH DEF 6 254277 47337
BP PLC SPONSORED ADR 055622104 14546 345521 SH DEF 5 331741 13780
BP PLC SPONSORED ADR 055622104 20966 498015 SH DEF 2 490332 7683
BP PLC SPONSORED ADR 055622104 15962 379151 SH DEF 1 20882 358269
BP PLC SPONSORED ADR 055622104 135 2640 SH DEF 13 2640
BP PLC SPONSORED ADR 055622104 5 125 SH DEF 4 125
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 99 5000 SH DEF 10 5000
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 77 3700 SH DEF 11 3700
BRADLEY PHARMACEUTICALS INC COM 104576103 12943 474960 SH DEF 3 415260 59700
BRADY CORP CL A 104674106 3 100 SH DEF 1 100
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 18 700 SH DEF 3 700
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 26 1000 SH DEF 10 1000
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2549 100607 SH DEF 11 100607
BRANTLEY CAP CORP COM 105494108 80 8378 SH DEF 11 8378
BRASCAN CORP CL A LTD VT SH 10549P606 766 28920 SH DEF 6 1030 27890
BRASCAN CORP CL A LTD VT SH 10549P606 10407 411650 SH DEF 13 411650
BRASCAN CORP CL A LTD VT SH 10549P606 54 1900 SH DEF 11 1900
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 7182 187522 SH DEF 3 185622 1900
BRASS EAGLE INC COM 10553F106 722 86400 SH DEF 6 82300 4100
BRAZIL FD INC COM 105759104 30 1500 SH DEF 11 1500
BRE PROPERTIES INC CL A 05564E106 26 800 SH DEF 1 800
BRE PROPERTIES INC CL A 05564E106 1801 54600 SH DEF 8 54600
BRE PROPERTIES INC CL A 05564E106 16 500 SH DEF 2 500
BRE PROPERTIES INC CL A 05564E106 394 12179 SH DEF 11 12179
BRIDGFORD FOODS CORP COM 108763103 59 8100 SH DEF 11 8100
BRIGGS & STRATTON CORP COM 109043109 144 2215 SH DEF 11 2215
BRIGGS & STRATTON CORP COM 109043109 793 13500 SH DEF 3 13100 400
BRIGHTPOINT INC COM NEW 109473405 11905 363190 SH DEF 3 352665 10525
BRIGHTPOINT INC COM NEW 109473405 12 413 SH DEF 11 413
BRILLIANCE CHINA AUTO HLDG L SPONSORED ADR 10949Q105 645 18800 SH DEF 3 11300 7500
BRINKER INTL INC COM 109641100 7 202 SH DEF 10 202
BRINKER INTL INC COM 109641100 8562 256660 SH DEF 3 246510 10150
BRINKER INTL INC COM 109641100 253 7951 SH DEF 11 7951
BRINKS CO COM 109696104 6444 371200 SH DEF 6 354800 16400
BRISTOL MYERS SQUIBB CO COM 110122108 17742 691438 SH DEF 3 638338 53100
BRISTOL MYERS SQUIBB CO COM 110122108 1750 68200 SH DEF 7 68200
BRISTOL MYERS SQUIBB CO COM 110122108 2192 85438 SH DEF 8 3585 81853
BRISTOL MYERS SQUIBB CO COM 110122108 7033 274080 SH DEF 4 274080
BRISTOL MYERS SQUIBB CO COM 110122108 33499 1304120 SH DEF 6 1224545 79575
BRISTOL MYERS SQUIBB CO COM 110122108 651 25356 SH DEF 10 15430 9526 400
BRISTOL MYERS SQUIBB CO COM 110122108 4798 186990 SH DEF 5 112945 74045
BRISTOL MYERS SQUIBB CO COM 110122108 17678 696824 SH DEF 11 696824
BRISTOL MYERS SQUIBB CO COM 110122108 620 17900 SH DEF 13 17900
BRISTOL MYERS SQUIBB CO COM 110122108 5087 198258 SH DEF 2 195758 2500
BRISTOL MYERS SQUIBB CO COM 110122108 13856 540000 SH DEF 9 540000
BRISTOL MYERS SQUIBB CO COM 110122108 734 28600 SH DEF 1 400 28200
BRITESMILE INC COM NEW 110415205 1 41 SH DEF 11 41
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 25 900 SH DEF 6 900
BROADBAND HOLDRS TR DEPOSITRY RCPT 11130P104 37 2800 SH DEF 11 2800
BROADCOM CORP CL A 111320107 57 1775 SH DEF 11 1775
BROADVISION INC COM NEW 111412607 10 2084 SH DEF 11 2084
BROCADE COMMUNICATIONS SYS I COM 111621108 20 3090 SH DEF 11 3090
BROCADE COMMUNICATIONS SYS I COM 111621108 2 400 SH DEF 2 400
BROOKFIELD PPTYS CORP COM 112900105 1121 47700 SH DEF 3 28500 19200
BROOKLINE BANCORP INC DEL COM 11373M107 178 12024 SH DEF 11 12024
BROOKLINE BANCORP INC DEL COM 11373M107 3761 255502 SH DEF 1 255502
BROOKS AUTOMATION INC COM 114340102 5 200 SH DEF 11 200
BROOKSTONE INC COM 114537103 496 25200 SH DEF 3 25200
BROWN & BROWN INC COM 115236101 80 2625 SH DEF 11 2625
BROWN & BROWN INC COM 115236101 4318 140276 SH DEF 1 140276
BROWN FORMAN CORP CL A 115637100 198 1800 SH DEF 13 1800
BROWN FORMAN CORP CL B 115637209 518 6141 SH DEF 11 6141
BROWN FORMAN CORP CL B 115637209 411 5191 SH DEF 2 5191
BROWN FORMAN CORP CL A 115637100 111 1371 SH DEF 2 1371
BROWN SHOE INC NEW COM 115736100 8645 272700 SH DEF 6 262500 10200
BROWN SHOE INC NEW COM 115736100 29 848 SH DEF 11 848
BROWN SHOE INC NEW COM 115736100 11806 372420 SH DEF 3 327870 44550
BROWN TOM INC COM NEW 115660201 21 761 SH DEF 11 761
BRUNSWICK CORP COM 117043109 74 2490 SH DEF 11 2490
BRYN MAWR BK CORP COM 117665109 67 2800 SH DEF 11 2800
BSB BANCORP COM 055652101 55 2000 SH DEF 4 2000
BT GROUP PLC ADR 05577E101 36 1180 SH DEF 2 1180
BUCA INC COM 117769109 8 1500 SH DEF 11 1500
BUCA INC COM 117769109 200 38200 SH DEF 6 38200
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 546 12626 SH DEF 11 12626
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 16 400 SH DEF 4 400
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 24 600 SH DEF 2 0 600
BUCKLE INC COM 118440106 7477 388200 SH DEF 6 377500 10700
BUILDING MATLS HLDG CORP COM 120113105 2340 178600 SH DEF 6 170000 8600
BUNGE LIMITED COM G16962105 11 420 SH DEF 11 420
BURLINGTON COAT FACTORY COM 121579106 15798 844800 SH DEF 6 815600 29200
BURLINGTON COAT FACTORY COM 121579106 7 400 SH DEF 3 400
BURLINGTON NORTHN SANTA FE C COM 12189T104 19 660 SH DEF 10 100 560
BURLINGTON NORTHN SANTA FE C COM 12189T104 35105 1215954 SH DEF 6 1215954
BURLINGTON NORTHN SANTA FE C COM 12189T104 708 24511 SH DEF 2 23311 1200
BURLINGTON NORTHN SANTA FE C COM 12189T104 1200 41574 SH DEF 5 28074 13500
BURLINGTON NORTHN SANTA FE C COM 12189T104 1189 41084 SH DEF 11 41084
BURLINGTON NORTHN SANTA FE C COM 12189T104 1250 43300 SH DEF 3 43300
BURLINGTON RES INC COM 122014103 94 1950 SH DEF 6 1950
BURLINGTON RES INC COM 122014103 1854 38121 SH DEF 11 38121
BURLINGTON RES INC COM 122014103 5 112 SH DEF 1 112
BURLINGTON RES INC COM 122014103 209 4337 SH DEF 2 3640 697
BURLINGTON RES INC COM 122014103 24 500 SH DEF 10 500
BUTLER MFG CO DEL COM 123655102 6 350 SH DEF 11 350
C & F FINL CORP COM 12466Q104 45 1000 SH DEF 11 1000
C COR NET CORP COM 125010108 9 1400 SH DEF 4 1400
C COR NET CORP COM 125010108 16 1600 SH DEF 11 1600
C D I CORP COM 125071100 75 2300 SH DEF 11 2300
C&D TECHNOLOGIES INC COM 124661109 2534 133950 SH DEF 3 95740 38210
CABLE DESIGN TECHNOLOGIES CO COM 126924109 989 123600 SH DEF 3 8300 115300
CABLE DESIGN TECHNOLOGIES CO COM 126924109 180 18625 SH DEF 11 18625
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 53 2632 SH DEF 11 2632
CABLEVISION SYS CORP CL A NY CABLVS 12686c109 121 6660 SH DEF 4 6660
CABOT CORP COM 127055101 15 540 SH DEF 6 540
CABOT CORP COM 127055101 133 4750 SH DEF 11 4750
CABOT MICROELECTRONICS CORP COM 12709p103 9 160 SH DEF 4 160
CABOT MICROELECTRONICS CORP COM 12709P103 4 77 SH DEF 11 77
CABOT OIL & GAS CORP COM 127097103 10 397 SH DEF 11 397
CABOT OIL & GAS CORP COM 127097103 208 8000 SH DEF 2 8000
CABOT OIL & GAS CORP COM 127097103 25310 973460 SH DEF 3 749210 224250
CACHE INC COM NEW 127150308 5 200 SH DEF 11 200
CACI INTL INC CL A 127190304 188 3804 SH DEF 11 3804
CACI INTL INC CL A 127190304 6752 157575 SH DEF 1 157575
CACI INTL INC CL A 127190304 23466 547630 SH DEF 3 507430 40200
CADBURY SCHWEPPES PLC ADR 127209302 757 30110 SH DEF 6 1225 28885
CADBURY SCHWEPPES PLC ADR 127209302 615 24520 SH DEF 2 23620 900
CADBURY SCHWEPPES PLC ADR 127209302 5 200 SH DEF 10 200
CADENCE DESIGN SYSTEM INC COM 127387108 5 350 SH DEF 6 350
CADENCE DESIGN SYSTEM INC COM 127387108 246 16000 SH DEF 11 16000
CAE INC COM 124765108 3 668 SH DEF 11 668
CAE INC COM 124765108 601 160000 SH DEF 13 160000
CAL DIVE INTL INC COM 127914109 21 1000 SH DEF 11 1000
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 3126 195346 SH DEF 11 195346
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 28 1500 SH DEF 10 1500
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 1104 56323 SH DEF 11 56323
CALGON CARBON CORP COM 129603106 8 1300 SH DEF 11 1300
CALIFORNIA AMPLIFIER INC COM 129900106 93 18150 SH DEF 6 18150
CALIFORNIA FIRST NTNL BANCOR COM 130222102 35 3000 SH DEF 11 3000
CALIFORNIA FIRST NTNL BANCOR COM 130222102 1320 115109 SH DEF 6 109609 5500
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 56 3000 SH DEF 11 3000
CALIFORNIA WTR SVC GROUP COM 130788102 71 2600 SH DEF 11 2600
CALLAWAY GOLF CO COM 131193104 146 10200 SH DEF 3 10200
CALLAWAY GOLF CO COM 131193104 268 16478 SH DEF 11 16478
CALLAWAY GOLF CO COM 131193104 6309 442100 SH DEF 6 434000 8100
CALPINE CORP COM 131347106 82 16700 SH DEF 5 16700
CALPINE CORP COM 131347106 743 161189 SH DEF 11 161189
CALPINE CORP COM 131347106 34 7000 SH DEF 10 7000
CALPINE CORP COM 131347106 3805 778018 SH DEF 6 766118 11900
CALPINE CORP COM 131347106 3 529 SH DEF 2 529
CALPINE CORP COM 131347106 48 8500 SH DEF 13 8500
CAMBREX CORP COM 132011107 720 31700 SH DEF 8 3800 27900
CAMCO FINL CORP COM 132618109 1022 60142 SH DEF 6 60142
CAMCO FINL CORP COM 132618109 2 122 SH DEF 2 122
CAMDEN NATL CORP COM 133034108 1154 39100 SH DEF 6 39100
CAMDEN NATL CORP COM 133034108 36 1200 SH DEF 11 1200
CAMDEN PPTY TR SH BEN INT 133131102 2005 52166 SH DEF 8 500 51666
CAMDEN PPTY TR SH BEN INT 133131102 51 1325 SH DEF 10 325 1000
CAMDEN PPTY TR SH BEN INT 133131102 1829 46198 SH DEF 11 46198
CAMECO CORP COM 13321L108 879 25250 SH DEF 13 25250
CAMPBELL SOUP CO COM 134429109 176 6791 SH DEF 11 6791
CAMPBELL SOUP CO COM 134429109 3 100 SH DEF 6 100
CANADA SOUTHN PETE LTD LTD VTG SH 135231108 13 2888 SH DEF 11 2888
CANADIAN NAT RES LTD COM 136385101 3 78 SH DEF 11 78
CANADIAN NAT RES LTD COM 136385101 70 1700 SH DEF 3 1300 400
CANADIAN NAT RES LTD COM 136385101 21560 528330 SH DEF 13 528330
CANADIAN NAT RES LTD COM 136385101 82 2000 SH DEF 10 2000
CANADIAN NATL RY CO COM 136375102 52 1000 SH DEF 2 1000
CANADIAN NATL RY CO COM 136375102 624 12000 SH DEF 3 10500 1500
CANADIAN NATL RY CO COM 136375102 34625 676775 SH DEF 13 676775
CANADIAN NATL RY CO COM 136375102 439 7288 SH DEF 11 7288
CANADIAN PAC RY LTD COM 13645T100 47 1697 SH DEF 11 1697
CANADIAN PAC RY LTD COM 13645T100 7 300 SH DEF 10 300
CANADIAN PAC RY LTD COM 13645T100 10832 457240 SH DEF 13 457240
CANADIAN SUPERIOR ENERGY INC COM 136644101 1 385 SH DEF 11 385
CANDELA CORP COM 136907102 3748 293010 SH DEF 3 170910 122100
CANON INC ADR 138006309 730 14975 SH DEF 2 14475 500
CANON INC ADR 138006309 14 220 SH DEF 13 220
CANON INC ADR 138006309 8397 171368 SH DEF 6 137393 33975
CANWEST GLOBAL COMMUNICATION SHS NON VTG 138906300 1 200 SH DEF 13 200
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 21389 705200 SH DEF 3 612820 92380
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 359 11550 SH DEF 11 11550
CAPITAL BK CORP COM 139793103 8 500 SH DEF 11 500
CAPITAL CITY BK GROUP INC COM 139674105 37 946 SH DEF 11 946
CAPITAL CORP OF THE WEST COM 140065103 693 21606 SH DEF 6 21606
CAPITAL CROSSING BK COM 140071101 9 250 SH DEF 11 250
CAPITAL CROSSING BK COM 140071101 1664 46800 SH DEF 6 45100 1700
CAPITAL ONE FINL CORP COM 14040H105 3617 59496 SH DEF 11 59496
CAPITAL ONE FINL CORP COM 14040H105 21111 370100 SH DEF 3 334600 35500
CAPITAL ONE FINL CORP COM 14040H105 350907 6151950 SH DEF 9 5473603 678347
CAPITAL ONE FINL CORP COM 14040H105 182294 3195900 SH DEF 7 1919000 1276900
CAPITAL ONE FINL CORP COM 14040H105 94 1647 SH DEF 2 1400 247
CAPITAL ONE FINL CORP COM 14040H105 18 310 SH DEF 6 310
CAPITAL ONE FINL CORP COM 14040H105 959 16806 SH DEF 10 16506 300
CAPITAL ONE FINL CORP COM 14040H105 1711 30000 SH DEF 30000
CAPITAL TRUST INC MD CL A NEW 14052H506 5 250 SH DEF 11 250
CAPITOL BANCORP LTD COM 14056D105 2525 94400 SH DEF 6 91400 3000
CAPITOL BANCORP LTD COM 14056D105 348 13000 SH DEF 3 10100 2900
CAPITOL FED FINL COM 14057C106 37 1000 SH DEF 11 1000
CAPSTEAD MTG CORP COM NO PAR 14067E506 7 550 SH DEF 11 550
CAPSTONE TURBINE CORP COM 14067D102 3 1450 SH DEF 11 1450
CAPTARIS INC COM 14071N104 62 11700 SH DEF 3 11700
CAPTARIS INC COM 14071N104 6 1000 SH DEF 11 1000
CAPTIVA SOFTWARE CORP DEL COM 14073T109 105 14000 SH DEF 3 9100 4900
CARACO PHARMACEUTICAL LABS L COM 14075T107 60 6000 SH DEF 11 6000
CARAUSTAR INDS INC COM 140909102 4 400 SH DEF 11 400
CARDIAC SCIENCE INC COM NEW 141410209 14 3450 SH DEF 11 3450
CARDIAC SCIENCE INC COM NEW 141410209 458 110300 SH DEF 3 110300
CARDINAL FINL CORP COM 14149F109 6 794 SH DEF 11 794
CARDINAL HEALTH INC COM 14149Y108 231 3949 SH DEF 10 1120 1764 1065
CARDINAL HEALTH INC COM 14149Y108 3593 60543 SH DEF 11 60543
CARDINAL HEALTH INC COM 14149Y108 304 5200 SH DEF 5 5000 200
CARDINAL HEALTH INC COM 14149Y108 3603 61700 SH DEF 3 58100 3600
CARDINAL HEALTH INC COM 14149Y108 35 600 SH DEF 1 600
CARDINAL HEALTH INC COM 14149Y108 9771 167335 SH DEF 2 162594 4741
CAREER EDUCATION CORP COM 141665109 544 12010 SH DEF 3 6200 5810
CAREER EDUCATION CORP COM 141665109 162 3028 SH DEF 11 3028
CAREMARK RX INC COM 141705103 14 600 SH DEF 10 600
CAREMARK RX INC COM 141705103 5268 233100 SH DEF 7 189500 43600
CAREMARK RX INC COM 141705103 10 461 SH DEF 2 0 461
CAREMARK RX INC COM 141705103 92660 4100000 SH DEF 9 4100000
CAREMARK RX INC COM 141705103 437 17437 SH DEF 11 17437
CARLISLE COS INC COM 142339100 16095 368980 SH DEF 3 239580 129400
CARLISLE COS INC COM 142339100 11 200 SH DEF 11 200
CARMAX INC COM 143130102 8534 270844 SH DEF 11 270844
CARMAX INC COM 143130102 31 941 SH DEF 10 941
CARMAX INC COM 143130102 1960 60000 SH DEF 60000
CARNIVAL CORP PAIRED CTF 143658300 14639 442746 SH DEF 6 392061 50685
CARNIVAL CORP PAIRED CTF 143658300 26 800 SH DEF 2 800
CARNIVAL CORP PAIRED CTF 143658300 170 5160 SH DEF 10 4565 595
CARNIVAL CORP PAIRED CTF 143658300 6701 191954 SH DEF 11 191954
CARPENTER TECHNOLOGY CORP COM 144285103 9425 433395 SH DEF 6 424290 225 8880
CARRAMERICA RLTY CORP COM 144418100 5754 191339 SH DEF 11 191339
CARRAMERICA RLTY CORP COM 144418100 36 1200 SH DEF 3 1200
CARRAMERICA RLTY CORP COM 144418100 57 1900 SH DEF 10 500 1400
CARREKER CORP COM 144433109 20 2100 SH DEF 11 2100
CARRIAGE SVCS INC COM 143905107 764 226100 SH DEF 6 215500 10600
CARRIER ACCESS CORP COM 144460102 2 425 SH DEF 2 425
CARRINGTON LABS INC COM 144525102 15 3500 SH DEF 2 3500
CARRINGTON LABS INC COM 144525102 0 12 SH DEF 11 12
CARRIZO OIL & CO INC COM 144577103 26 3600 SH DEF 6 3600
CARROLLTON BANCORP COM 145282109 11 630 SH DEF 10 630
CARROLLTON BANCORP COM 145282109 239 13382 SH DEF 11 13382
CASCADE BANCORP COM 147154108 4762 280135 SH DEF 1 280135
CASCADE CORP COM 147195101 3153 143000 SH DEF 6 136100 6900
CASCADE CORP COM 147195101 3050 138340 SH DEF 3 82640 55700
CASCADE FINL CORP COM 147272108 445 23800 SH DEF 1 23800
CASCADE NAT GAS CORP COM 147339105 10 526 SH DEF 2 526
CASH AMER INTL INC COM 14754D100 15711 957960 SH DEF 3 856960 101000
CASTLE CONV FD INC COM 148443104 10 450 SH DEF 11 450
CASTLE ENERGY CORP COM PAR$0.50N 148449309 45 7500 SH DEF 11 7500
CATELLUS DEV CORP COM 149111106 28 1150 SH DEF 2 1150
CATERPILLAR INC DEL COM 149123101 34 500 SH DEF 10 100 400
CATERPILLAR INC DEL COM 149123101 30000 435800 SH DEF 6 435800
CATERPILLAR INC DEL COM 149123101 4348 59331 SH DEF 11 59331
CATERPILLAR INC DEL COM 149123101 270 2900 SH DEF 13 2900
CATERPILLAR INC DEL COM 149123101 190 2755 SH DEF 2 2700 55
CATO CORP NEW CL A 149205106 2285 109655 SH DEF 6 103680 135 5840
CATO CORP NEW CL A 149205106 2 100 SH DEF 11 100
CAVALIER HOMES INC COM 149507105 0 100 SH DEF 11 100
CB BANCSHARES INC HAWAII COM 124785106 49 800 SH DEF 4 800
CBL & ASSOC PPTYS INC COM 124830100 20712 415080 SH DEF 3 399580 15500
CBL & ASSOC PPTYS INC COM 124830100 341 6390 SH DEF 11 6390
CBL & ASSOC PPTYS INC COM 124830100 14 285 SH DEF 10 285
CBRL GROUP INC COM 12489V106 212 5474 SH DEF 11 5474
CBRL GROUP INC COM 12489V106 1714 48200 SH DEF 3 47100 1100
CCBT FINL COS INC COM 12500Q102 5 200 SH DEF 11 200
CCC INFORMATION SVCS GROUP I COM 12487Q109 13 780 SH DEF 11 780
CCC INFORMATION SVCS GROUP I COM 12487q109 102 6079 SH DEF 4 6079
CDN IMPERIAL BK OF COMMERCE COM 136069101 42793 1052483 SH DEF 13 1052483
CE FRANKLIN LTD COM 125151100 1077 489500 SH DEF 489500
CEC ENTMT INC COM 125137109 11 225 SH DEF 11 225
CEC ENTMT INC COM 125137109 49786 1269385 SH DEF 6 1248975 250 20160
CEDAR FAIR L P DEPOSITRY UNIT 150185106 45 1600 SH DEF 2 1600
CEDAR FAIR L P DEPOSITRY UNIT 150185106 411 14467 SH DEF 11 14467
CEDAR FAIR L P DEPOSITRY UNIT 150185106 221 7900 SH DEF 5 7900
CELANESE AG ORD D1497A101 4319 130770 SH DEF 3 89670 41100
CELANESE AG ORD D1497A101 3572 107619 SH DEF 6 102094 5525
CELANESE AG ORD D1497A101 0 10 SH DEF 11 10
CELESTICA INC SUB VTG SHS 15101q108 341 21500 SH DEF 4 21500
CELESTICA INC SUB VTG SHS 15101Q108 57 4000 SH DEF 11 4000
CELESTICA INC SUB VTG SHS 15101Q108 17 1100 SH DEF 13 1100
CELGENE CORP COM 151020104 19 450 SH DEF 11 450
CELL GENESYS INC COM 150921104 1707 135700 SH DEF 7 112400 23300
CELL GENESYS INC COM 150921104 3 275 SH DEF 10 275
CELL GENESYS INC COM 150921104 8281 644936 SH DEF 11 644936
CELL GENESYS INC COM 150921104 26418 2100000 SH DEF 9 2100000
CELL GENESYS INC COM 150921104 15 1200 SH DEF 2 1200
CELLSTAR CORP COM NEW 150925204 19 1580 SH DEF 11 1580
CELSION CORPORATION COM 15117N107 5 5500 SH DEF 11 5500
CEMEX S A SPON ADR 5 ORD 151290889 25 1000 SH DEF 10 1000
CENDANT CORP COM 151313103 53 2850 SH DEF 10 2850
CENDANT CORP COM 151313103 10365 554596 SH DEF 4 554596
CENDANT CORP COM 151313103 7633 408380 SH DEF 3 319080 89300
CENDANT CORP COM 151313103 7791 381338 SH DEF 11 381338
CENDANT CORP COM 151313103 5644 302002 SH DEF 5 170975 131027
CENDANT CORP COM 151313103 69153 3700000 SH DEF 12 3700000
CENDANT CORP COM 151313103 30 1586 SH DEF 2 1586
CENDANT CORP COM 151313103 10730 574100 SH DEF 7 215000 359100
CENDANT CORP COM 151313103 5632 301334 SH DEF 6 301334
CENTENE CORP DEL COM 15135B101 4 137 SH DEF 11 137
CENTERPOINT ENERGY INC COM 15189T107 196 19978 SH DEF 11 19978
CENTERPOINT ENERGY INC COM 15189T107 3 300 SH DEF 2 300
CENTERPOINT ENERGY INC COM 15189T107 26 2840 SH DEF 6 2840
CENTERPOINT PPTYS TR COM 151895109 68 1000 SH DEF 2 1000
CENTERPOINT PPTYS TR COM 151895109 41 600 SH DEF 11 600
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 5740 128500 SH DEF 6 122200 6300
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 5 100 SH DEF 11 100
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 634 14200 SH DEF 3 10050 4150
CENTEX CORP COM 152312104 33 340 SH DEF 11 340
CENTEX CORP COM 152312104 78 1000 SH DEF 4 1000
CENTEX CORP COM 152312104 55 700 SH DEF 3 700
CENTRAL FD CDA LTD CL A 153501101 15 3000 SH DEF 11 3000
CENTRAL GARDEN & PET CO COM 153527106 4285 164500 SH DEF 6 159400 5100
CENTRAL PKG CORP COM 154785109 1 80 SH DEF 2 80
CENTRAL PKG CORP COM 154785109 56 4618 SH DEF 11 4618
CENTRAL SECS CORP COM 155123102 6 300 SH DEF 11 300
CENTRAL VA BANKSHARES INC COM 155792104 35 1325 SH DEF 11 1325
CENTRAL VT PUB SVC CORP COM 155771108 2384 107500 SH DEF 6 102700 4800
CENTRAL VT PUB SVC CORP COM 155771108 55 2400 SH DEF 11 2400
CENTRAL VT PUB SVC CORP COM 155771108 27 1200 SH DEF 2 600 600
CENTURY ALUM CO COM 156431108 13822 1267352 SH DEF 6 1245477 600 21275
CENTURY BUSINESS SVCS INC COM 156490104 243 58591 SH DEF 11 58591
CENTURYTEL INC COM 156700106 9780 288580 SH DEF 6 288580
CENTURYTEL INC COM 156700106 5083 142172 SH DEF 11 142172
CENTURYTEL INC COM 156700106 31 900 SH DEF 10 775 125
CENTURYTEL INC COM 156700106 29758 878090 SH DEF 3 865040 13050
CENTURYTEL INC COM 156700106 27 800 SH DEF 2 200 600
CEPHALON INC COM 156708109 143 3053 SH DEF 11 3053
CEPHEID COM 15670R107 37 7100 SH DEF 11 7100
CERADYNE INC COM 156710105 4 100 SH DEF 11 100
CERES GROUP INC COM 156772105 1864 466100 SH DEF 6 444000 22100
CERIDIAN CORP NEW COM 156779100 18 950 SH DEF 10 950
CERIDIAN CORP NEW COM 156779100 55860 3000000 SH DEF 9 3000000
CERIDIAN CORP NEW COM 156779100 82 4410 SH DEF 6 4410
CERIDIAN CORP NEW COM 156779100 3639 195436 SH DEF 7 159136 36300
CERIDIAN CORP NEW COM 156779100 273 12978 SH DEF 11 12978
CERNER CORP COM 156782104 123 4000 SH DEF 2 4000
CERNER CORP COM 156782104 73 1725 SH DEF 11 1725
CERNER CORP COM 156782104 2 50 SH DEF 6 50
CERTEGY INC COM 156880106 2 50 SH DEF 6 50
CERTEGY INC COM 156880106 1962 58279 SH DEF 11 58279
CERTEGY INC COM 156880106 26 800 SH DEF 10 800
CERTEGY INC COM 156880106 3877 120748 SH DEF 1 11000 109748
CERUS CORP COM 157085101 3 600 SH DEF 11 600
CERUS CORP COM 157085101 1 250 SH DEF 2 250
CH ENERGY GROUP INC COM 12541M102 644 14708 SH DEF 11 14708
CHALONE WINE GROUP LTD COM 157639105 4 517 SH DEF 11 517
CHAMPION ENTERPRISES INC COM 158496109 2392 376700 SH DEF 3 273500 103200
CHAMPS ENTMT INC DEL COM 158787101 6 700 SH DEF 11 700
CHARLES & COLVARD LTD COM 159765106 15 3050 SH DEF 11 3050
CHARLES RIV LABS INTL INC COM 159864107 7 241 SH DEF 2 0 241
CHARLES RIV LABS INTL INC COM 159864107 64 2000 SH DEF 11 2000
CHARLES RIV LABS INTL INC COM 159864107 16508 537910 SH DEF 3 510120 27790
CHARLOTTE RUSSE HLDG INC COM 161048103 40 3000 SH DEF 11 3000
CHARMING SHOPPES INC COM 161133103 87 15255 SH DEF 4 15255
CHARTER COMMUNICATIONS INC D CL A 16117M107 66 15342 SH DEF 11 15342
CHARTER COMMUNICATIONS INC D CL A 16117M107 4 1000 SH DEF 2 0 1000
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 916 47749 SH DEF 11 47749
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 99 5406 SH DEF 8 5406
CHARTER ONE FINL INC COM 160903100 338 11047 SH DEF 10 259 10788
CHARTER ONE FINL INC COM 160903100 9074 296552 SH DEF 4 296552
CHARTER ONE FINL INC COM 160903100 2745 85886 SH DEF 11 85886
CHARTER ONE FINL INC COM 160903100 21391 699059 SH DEF 2 687139 11920
CHARTER ONE FINL INC COM 160903100 66 2160 SH DEF 6 2160
CHARTER ONE FINL INC COM 160903100 5068 165632 SH DEF 5 110151 55481
CHARTWELL DIVD & INCOME FD I COM 16139P104 59 6246 SH DEF 11 6246
CHATEAU CMNTYS INC COM 161726104 362 12162 SH DEF 2 12102 60
CHATTEM INC COM 162456107 8233 598405 SH DEF 6 586605 280 11520
CHECK POINT SOFTWARE TECH LT ORD M22465104 8 500 SH DEF 2 500
CHECK POINT SOFTWARE TECH LT ORD M22465104 156 9202 SH DEF 11 9202
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 1168 126980 SH DEF 3 116080 10900
CHECKERS DRIVE-IN RESTAURANT COM NEW 162809305 1 83 SH DEF 11 83
CHECKFREE CORP NEW COM 162813109 1006 50040 SH DEF 3 48210 1830
CHECKFREE CORP NEW COM 162813109 1222 44385 SH DEF 11 44385
CHECKFREE CORP NEW COM 162813109 10 520 SH DEF 6 520
CHECKPOINT SYS INC COM 162825103 17109 1082860 SH DEF 3 824310 258550
CHECKPOINT SYS INC COM 162825103 147 7800 SH DEF 11 7800
CHEESECAKE FACTORY INC COM 163072101 79 1990 SH DEF 11 1990
CHELSEA PPTY GROUP INC COM 163421100 35228 735450 SH DEF 3 584570 150880
CHELSEA PPTY GROUP INC COM 163421100 27 550 SH DEF 11 550
CHEMICAL FINL CORP COM 163731102 8377 270666 SH DEF 6 261889 8777
CHEMICAL FINL CORP COM 163731102 15 500 SH DEF 3 500
CHEROKEE INC DEL NEW COM 16444H102 1806 85200 SH DEF 6 81800 3400
CHESAPEAKE CORP COM 165159104 73 3008 SH DEF 11 3008
CHESAPEAKE CORP COM 165159104 3754 166550 SH DEF 3 151650 14900
CHESAPEAKE ENERGY CORP PFD CONV 6.75% 165167503 224 2700 SH DEF 11 2700
CHESAPEAKE ENERGY CORP COM 165167107 700 64900 SH DEF 6 64900
CHESAPEAKE ENERGY CORP COM 165167107 4927 413034 SH DEF 11 413034
CHESAPEAKE ENERGY CORP COM 165167107 64 5954 SH DEF 10 5954
CHESAPEAKE UTILS CORP COM 165303108 30 1225 SH DEF 11 1225
CHEVRONTEXACO CORP COM 166764100 42136 589655 SH DEF 6 589655
CHEVRONTEXACO CORP COM 166764100 12 165 SH DEF 4 165
CHEVRONTEXACO CORP COM 166764100 1027 14373 SH DEF 10 8703 2393 3277
CHEVRONTEXACO CORP COM 166764100 5283 73934 SH DEF 5 71288 2646
CHEVRONTEXACO CORP COM 166764100 19810 266622 SH DEF 11 266622
CHEVRONTEXACO CORP COM 166764100 478 4959 SH DEF 13 4959
CHEVRONTEXACO CORP COM 166764100 2009 28110 SH DEF 1 7595 20515
CHEVRONTEXACO CORP COM 166764100 21230 297124 SH DEF 3 258806 38318
CHEVRONTEXACO CORP COM 166764100 18571 259917 SH DEF 2 254394 5523
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 43 1600 SH DEF 3 1600
CHICAGO MERCANTILE HLDGS INC CL A 167760107 92 1350 SH DEF 11 1350
CHICOS FAS INC COM 168615102 4602 150200 SH DEF 1 150200
CHICOS FAS INC COM 168615102 95 3100 SH DEF 2 3000 100
CHICOS FAS INC COM 168615102 377 12300 SH DEF 5 12300
CHICOS FAS INC COM 168615102 422 11235 SH DEF 11 11235
CHILE FD INC COM 168834109 6 391 SH DEF 11 391
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 91 7000 SH DEF 3 7000
CHINA YUCHAI INTL LTD COM G21082105 1001 56500 SH DEF 3 56500
CHINA YUCHAI INTL LTD COM G21082105 0 0 SH DEF 11 0
CHINADOTCOM CORP CL A G2108N109 0 0 SH DEF 11 0
CHIPPAC INC CL A 169657103 8 1000 SH DEF 11 1000
CHIPPAC INC CL A 169657103 13652 2317780 SH DEF 3 1881280 436500
CHIQUITA BRANDS INTL INC COM 170032809 1791 101200 SH DEF 3 100300 900
CHIQUITA BRANDS INTL INC COM 170032809 1 29 SH DEF 2 29
CHIQUITA BRANDS INTL INC COM 170032809 8 407 SH DEF 11 407
CHIQUITA BRANDS INTL INC *W EXP 01/01/200 170032114 27 5704 SH DEF 11 5704
CHIRON CORP COM 170040109 243 4685 SH DEF 4 4685
CHIRON CORP COM 170040109 1 16 SH DEF 2 16
CHIRON CORP COM 170040109 5135 99100 SH DEF 3 99100
CHIRON CORP COM 170040109 203 3711 SH DEF 11 3711
CHITTENDEN CORP COM 170228100 7 209 SH DEF 11 209
CHITTENDEN CORP COM 170228100 9002 302580 SH DEF 3 242780 59800
CHOICE HOTELS INTL INC COM 169905106 39 1350 SH DEF 2 1350
CHOICE HOTELS INTL INC COM 169905106 9019 310775 SH DEF 3 237725 73050
CHOICE HOTELS INTL INC COM 169905106 96 2900 SH DEF 11 2900
CHOICEPOINT INC COM 170388102 35 1050 SH DEF 10 1050
CHOICEPOINT INC COM 170388102 395 11271 SH DEF 11 11271
CHORDIANT SOFTWARE INC COM 170404107 10 2180 SH DEF 11 2180
CHROMAVISION MED SYS INC COM 17111P104 9 8500 SH DEF 11 8500
CHROMCRAFT REVINGTON INC COM 171117104 981 79400 SH DEF 6 75600 3800
CHRONIMED INC COM 171164106 3 375 SH DEF 11 375
CHUBB CORP CORP UNIT % 171232309 21 750 SH DEF 11 750
CHUBB CORP COM 171232101 1108 16988 SH DEF 6 13480 3508
CHUBB CORP COM 171232101 590 9100 SH DEF 1 9100
CHUBB CORP COM 171232101 2903 43450 SH DEF 11 43450
CHUBB CORP CORP UNIT % 171232309 3956 106000 SH DEF 13 106000
CHUBB CORP COM 171232101 1416 21820 SH DEF 5 15970 5850
CHUBB CORP COM 171232101 209 3225 SH DEF 10 250 2475 500
CHUBB CORP COM 171232101 130 2000 SH DEF 8 2000
CHUBB CORP COM 171232101 1768 27251 SH DEF 2 25501 1750
CHUBB CORP COM 171232101 1213 18700 SH DEF 3 18700
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 5025 358700 SH DEF 6 358700
CHURCH & DWIGHT INC COM 171340102 19 500 SH DEF 11 500
CHURCHILL DOWNS INC COM 171484108 8 200 SH DEF 11 200
CIBER INC COM 17163B102 213 23112 SH DEF 11 23112
CIBER INC COM 17163B102 16876 2220520 SH DEF 3 1900570 319950
CIENA CORP COM 171779101 4 630 SH DEF 6 630
CIENA CORP COM 171779101 424 66090 SH DEF 11 66090
CIGNA CORP COM 125509109 56 1250 SH DEF 10 1250
CIGNA CORP COM 125509109 700 12262 SH DEF 11 12262
CIGNA CORP COM 125509109 453 10152 SH DEF 5 7677 2475
CIGNA CORP COM 125509109 647 14500 SH DEF 3 14500
CIGNA CORP COM 125509109 201 4500 SH DEF 2 4500
CIGNA CORP COM 125509109 29645 664098 SH DEF 6 621823 42275
CIGNA HIGH INCOME SHS SH BEN INT 12551D109 16 5700 SH DEF 11 5700
CIGNA INVTS SECS INC COM 17179X106 30 1775 SH DEF 11 1775
CIM HIGH YIELD SECS SH BEN INT 125527101 5 1000 SH DEF 11 1000
CIMA LABS INC COM 171796105 263 8380 SH DEF 11 8380
CIMAREX ENERGY CO COM 171798101 7669 389780 SH DEF 6 383574 143 6063
CIMAREX ENERGY CO COM 171798101 4 212 SH DEF 11 212
CIMAREX ENERGY CO COM 171798101 50 2549 SH DEF 2 2549
CIMAREX ENERGY CO COM 171798101 13 683 SH DEF 10 500 183
CINCINNATI BELL INC NEW COM 171871106 5 1000 SH DEF 10 1000
CINCINNATI BELL INC NEW COM 171871106 8748 1718728 SH DEF 7 1079928 638800
CINCINNATI BELL INC NEW COM 171871106 671 131810 SH DEF 2 128910 2900
CINCINNATI BELL INC NEW COM 171871106 76065 14944000 SH DEF 12 14944000
CINCINNATI BELL INC NEW COM 171871106 61813 12144000 SH DEF 9 12144000
CINCINNATI BELL INC NEW COM 171871106 143 28069 SH DEF 11 28069
CINCINNATI BELL INC NEW COM 171871106 11180 2196400 SH DEF 3 1506050 690350
CINCINNATI BELL INC NEW COM 171871106 208 40704 SH DEF 14 40704
CINCINNATI FINL CORP COM 172062101 139 3466 SH DEF 10 3466
CINCINNATI FINL CORP COM 172062101 40 1007 SH DEF 6 1007
CINCINNATI FINL CORP COM 172062101 17981 449975 SH DEF 2 446534 3441
CINCINNATI FINL CORP COM 172062101 2498 61050 SH DEF 11 61050
CINERGY CORP COM 172474108 1047 28527 SH DEF 2 28527
CINERGY CORP COM 172474108 1596 43948 SH DEF 11 43948
CINERGY CORP COM 172474108 12 330 SH DEF 6 330
CINERGY CORP COM 172474108 102 2775 SH DEF 10 2650 125
CINTAS CORP COM 172908105 20679 561307 SH DEF 2 549114 12193
CINTAS CORP COM 172908105 12 240 SH DEF 13 240
CINTAS CORP COM 172908105 535 12531 SH DEF 11 12531
CINTAS CORP COM 172908105 158 4275 SH DEF 10 4275
CIRCOR INTL INC COM 17273K109 10 500 SH DEF 11 500
CIRCUIT CITY STORE INC COM 172737108 3131 328165 SH DEF 11 328165
CIRCUIT CITY STORE INC COM 172737108 2 200 SH DEF 6 200
CIRCUIT CITY STORE INC COM 172737108 29 3000 SH DEF 10 3000
CIRRUS LOGIC INC COM 172755100 5 895 SH DEF 4 895
CISCO SYS INC COM 17275R102 49310 2517125 SH DEF 3 2462775 54350
CISCO SYS INC COM 17275R102 825 42104 SH DEF 10 26848 12783 2473
CISCO SYS INC COM 17275R102 4846 247395 SH DEF 6 247395
CISCO SYS INC COM 17275R102 7961 406400 SH DEF 5 219295 187105
CISCO SYS INC COM 17275R102 17756 846326 SH DEF 11 846326
CISCO SYS INC COM 17275R102 390 19901 SH DEF 8 2890 17011
CISCO SYS INC COM 17275R102 8672 330295 SH DEF 13 330295
CISCO SYS INC COM 17275R102 12678 647164 SH DEF 4 647164
CISCO SYS INC COM 17275R102 5912 302556 SH DEF 2 281114 21442
CISCO SYS INC COM 17275R102 33682 1719347 SH DEF 1 31900 1687447
CIT GROUP INC COM 125581108 66 2300 SH DEF 7 2300
CIT GROUP INC COM 125581108 43140 1500000 SH DEF 12 1500000
CIT GROUP INC COM 125581108 996 29635 SH DEF 11 29635
CIT GROUP INC COM 125581108 23903 831130 SH DEF 3 806380 24750
CITIBANK WEST FSB SAN FRAN C CONT LITIG REC 17306J202 0 16 SH DEF 11 16
CITIBANK WEST FSB SAN FRAN C 2ND CONT LITIG 17306J301 0 5 SH DEF 11 5
CITIGROUP INC COM 172967101 6470 142170 SH DEF 5 101338 40832
CITIGROUP INC COM 172967101 56 1227 SH DEF 4 1227
CITIGROUP INC COM 172967101 3538 77740 SH DEF 10 58041 11990 7709
CITIGROUP INC COM 172967101 4717 103644 SH DEF 1 4000 99644
CITIGROUP INC COM 172967101 6538 143664 SH DEF 8 22086 121578
CITIGROUP INC COM 172967101 43894 926035 SH DEF 11 926035
CITIGROUP INC COM 172967101 71607 1573059 SH DEF 6 1531439 41620
CITIGROUP INC COM 172967101 502303 11037194 SH DEF 9 9838464 1198730
CITIGROUP INC COM 172967101 28894 634896 SH DEF 2 617242 17654
CITIGROUP INC COM 172967101 263007 5779105 SH DEF 7 3508724 2270381
CITIGROUP INC COM 172967101 6168 100825 SH DEF 13 100825
CITIGROUP INC COM 172967101 62747 1378746 SH DEF 3 1348714 30032
CITIGROUP INVTS LN FD INC COM 17307C107 140 9350 SH DEF 11 9350
CITIZENS BKG CORP MICH COM 174420109 40 1369 SH DEF 11 1369
CITIZENS COMMUNICATIONS CO COM 17453B101 59 5303 SH DEF 2 5303
CITIZENS COMMUNICATIONS CO COM 17453B101 243 19506 SH DEF 11 19506
CITIZENS FIRST BANCORP INC D COM 17461R106 7 300 SH DEF 11 300
CITIZENS SOUTH BKG CP DEL COM 176682102 1159 78675 SH DEF 1 78675
CITIZENS SOUTH BKG CP DEL COM 176682102 6 389 SH DEF 11 389
CITRIX SYS INC COM 177376100 55 2500 SH DEF 2 2500
CITRIX SYS INC COM 177376100 39055 1764780 SH DEF 3 1583830 180950
CITRIX SYS INC COM 177376100 72 2850 SH DEF 11 2850
CITRIX SYS INC COM 177376100 4253 192200 SH DEF 6 192200
CITY HLDG CO COM 177835105 12826 386660 SH DEF 3 307810 78850
CITY HLDG CO COM 177835105 51 1500 SH DEF 11 1500
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 1 500 SH DEF 2 500
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 2 788 SH DEF 11 788
CITY NATL CORP COM 178566105 8707 170850 SH DEF 6 170850
CITY NATL CORP COM 178566105 5249 103000 SH DEF 3 69100 33900
CITY NATL CORP COM 178566105 64 1060 SH DEF 11 1060
CLAIRES STORES INC COM 179584107 12 300 SH DEF 11 300
CLAIRES STORES INC COM 179584107 32903 983360 SH DEF 3 814360 169000
CLARCOR INC COM 179895107 86 2200 SH DEF 2 1500 700
CLARCOR INC COM 179895107 78 2000 SH DEF 10 2000
CLARCOR INC COM 179895107 674 16581 SH DEF 11 16581
CLARK INC COM 181457102 1401 105000 SH DEF 6 97400 7600
CLARUS CORP COM 182707109 2 200 SH DEF 11 200
CLEAR CHANNEL COMMUNICATIONS COM 184502102 7086 185010 SH DEF 3 180910 4100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1127 27616 SH DEF 11 27616
CLEAR CHANNEL COMMUNICATIONS COM 184502102 170 4450 SH DEF 10 4450
CLEAR CHANNEL COMMUNICATIONS COM 184502102 115 2994 SH DEF 2 2239 755
CLECO CORP NEW COM 12561W105 16 1000 SH DEF 1 1000
CLECO CORP NEW COM 12561W105 28 1700 SH DEF 10 1700
CLECO CORP NEW COM 12561W105 2865 171059 SH DEF 11 171059
CLECO CORP NEW COM 12561W105 15552 951800 SH DEF 6 922600 29200
CLEVELAND CLIFFS INC COM 185896107 57 1916 SH DEF 11 1916
CLOROX CO DEL COM 189054109 64 1400 SH DEF 10 1400
CLOROX CO DEL COM 189054109 5 100 SH DEF 4 100
CLOROX CO DEL COM 189054109 411 8970 SH DEF 8 8970
CLOROX CO DEL COM 189054109 383 8350 SH DEF 5 7350 1000
CLOROX CO DEL COM 189054109 3242 71564 SH DEF 11 71564
CLOROX CO DEL COM 189054109 64 1400 SH DEF 2 400 1000
CLOSURE MED CORP COM 189093107 5 150 SH DEF 11 150
CMGI INC COM 125750109 31 16570 SH DEF 11 16570
CMS ENERGY CORP COM 125896100 74 10000 SH DEF 10000
CMS ENERGY CORP COM 125896100 1386 170629 SH DEF 11 170629
CNA FINL CORP COM 126117100 44 2090 SH DEF 6 2090
CNA FINL CORP COM 126117100 65 3000 SH DEF 11 3000
CNET NETWORKS INC COM 12613R104 45 5500 SH DEF 11 5500
CNET NETWORKS INC COM 12613R104 92040 13000000 SH DEF 9 13000000
CNET NETWORKS INC COM 12613R104 6399 903800 SH DEF 7 743800 160000
CNF INC COM 12612W104 12 345 SH DEF 11 345
CNF INC COM 12612W104 5003 156100 SH DEF 6 156100
CNH GLOBAL N V SHS NEW N20935206 95 7111 SH DEF 11 7111
CNH GLOBAL N V SHS NEW N20935206 0 30 SH DEF 10 30
COACH INC COM 189754104 30 856 SH DEF 11 856
COACH INC COM 189754104 33 600 SH DEF 2 600
COACH INC COM 189754104 431 7900 SH DEF 3 4000 3900
COACH INC COM 189754104 38 700 SH DEF 4 700
COASTAL BANCORP INC COM 19041P105 1864 58700 SH DEF 6 55700 3000
COBIZ INC COM 190897108 1439 89800 SH DEF 1 89800
COBIZ INC COM 190897108 12 700 SH DEF 11 700
COCA COLA BOTTLING CO CONS COM 191098102 13 253 SH DEF 11 253
COCA COLA CO COM 191216100 477 11095 SH DEF 10 6345 905 3845
COCA COLA CO COM 191216100 1672 38910 SH DEF 1 5300 33610
COCA COLA CO COM 191216100 20136 433964 SH DEF 11 433964
COCA COLA CO COM 191216100 582 13554 SH DEF 5 8972 4582
COCA COLA CO COM 191216100 10586 246421 SH DEF 3 240271 6150
COCA COLA CO COM 191216100 8368 194786 SH DEF 2 187441 7345
COCA COLA CO COM 191216100 4825 83170 SH DEF 13 83170
COCA COLA CO COM 191216100 47 1066 SH DEF 6 0 1066
COCA COLA CO COM 191216100 333 7757 SH DEF 4 7757
COCA COLA ENTERPRISES INC COM 191219104 3 150 SH DEF 6 150
COCA COLA ENTERPRISES INC COM 191219104 1064 52778 SH DEF 11 52778
COCA COLA ENTERPRISES INC COM 191219104 57 3000 SH DEF 10 3000
COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 8009 375951 SH DEF 6 365846 10105
COEUR D ALENE MINES CORP IDA COM 192108108 42 12100 SH DEF 11 12100
COEUR D ALENE MINES CORP IDA COM 192108108 47 15000 SH DEF 15000
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 88 2400 SH DEF 2 2400
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 49 1081 SH DEF 11 1081
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 36 1000 SH DEF 4 1000
COGNOS INC COM 19244C109 5153 168225 SH DEF 13 168225
COGNOS INC COM 19244C109 22 650 SH DEF 11 650
COHEN & STEERS ADV INC RLTY COM 19247W102 1419 81492 SH DEF 11 81492
COHEN & STEERS PREM INC RLTY COM 19247V104 1557 89532 SH DEF 11 89532
COHEN & STEERS QUALITY RLTY COM 19247L106 2581 154190 SH DEF 11 154190
COHEN & STEERS REIT & PFD IN COM 19247X100 2122 85291 SH DEF 11 85291
COHEN & STEERS TOTAL RETURN COM 19247R103 217 12922 SH DEF 11 12922
COHERENT INC COM 192479103 28 1200 SH DEF 11 1200
COHU INC COM 192576106 9 450 SH DEF 10 450
COHU INC COM 192576106 2101 107400 SH DEF 3 58950 48450
COINSTAR INC COM 19259P300 3 200 SH DEF 2 200
COINSTAR INC COM 19259P300 4 275 SH DEF 11 275
COINSTAR INC COM 19259P300 5854 434710 SH DEF 6 420285 150 14275
COLE KENNETH PRODTNS INC CL A 193294105 10082 386150 SH DEF 3 386150
COLGATE PALMOLIVE CO COM 194162103 16661 298100 SH DEF 1 20000 278100
COLGATE PALMOLIVE CO COM 194162103 9592 171621 SH DEF 2 167496 4125
COLGATE PALMOLIVE CO COM 194162103 363 6500 SH DEF 5 6100 400
COLGATE PALMOLIVE CO COM 194162103 3357 60058 SH DEF 3 58858 1200
COLGATE PALMOLIVE CO COM 194162103 4245 79817 SH DEF 11 79817
COLGATE PALMOLIVE CO COM 194162103 2278 40752 SH DEF 10 32716 7890 146
COLGATE PALMOLIVE CO COM 194162103 214 3828 SH DEF 8 1885 1943
COLGATE PALMOLIVE CO COM 194162103 59 1047 SH DEF 4 1047
COLLAGENEX PHARMACEUTICALS I COM 19419B100 770 71600 SH DEF 3 2200 69400
COLLAGENEX PHARMACEUTICALS I COM 19419B100 10 1000 SH DEF 11 1000
COLLEGIATE PACIFIC INC COM NEW 194589206 0 4 SH DEF 11 4
COLLEGIATE PACIFIC INC *W EXP 05/26/200 194589115 0 4 SH DEF 11 4
COLLINS & AIKMAN CORP NEW COM NEW 194830204 2 500 SH DEF 11 500
COLLINS INDS INC COM 194858106 96 25200 SH DEF 6 25200
COLONIAL BANCGROUP INC COM 195493309 13 875 SH DEF 10 875
COLONIAL BANCGROUP INC COM 195493309 331 21082 SH DEF 11 21082
COLONIAL BANCGROUP INC COM 195493309 12132 840160 SH DEF 6 840160
COLONIAL HIGH INCOME MUN TR SH BEN INT 195743109 45 6997 SH DEF 11 6997
COLONIAL INTER HIGH INCOME F SH BEN INT 195763107 144 39500 SH DEF 11 39500
COLONIAL INTERMARKET INCM TR SH BEN INT 195762109 26 3000 SH DEF 11 3000
COLONIAL INVT GRADE MUN TR SH BEN INT 195768106 58 5600 SH DEF 11 5600
COLONIAL MUN INCOME TR SH BEN INT 195799101 44 7909 SH DEF 11 7909
COLONIAL PPTYS TR COM SH BEN INT 195872106 357 9637 SH DEF 11 9637
COLONIAL PPTYS TR COM SH BEN INT 195872106 101 2800 SH DEF 10 2800
COLONIAL PPTYS TR COM SH BEN INT 195872106 341 9464 SH DEF 8 164 9300
COLUMBIA BANCORP COM 197227101 975 35056 SH DEF 11 35056
COLUMBIA BANCORP COM 197227101 2698 100675 SH DEF 1 100675
COLUMBIA BKG SYS INC COM 197236102 1320 74820 SH DEF 3 68270 6550
COLUMBIA BKG SYS INC COM 197236102 2364 134030 SH DEF 6 129330 4700
COLUMBIA LABS INC COM 197779101 1 50 SH DEF 11 50
COLUMBIA SPORTSWEAR CO COM 198516106 15 282 SH DEF 10 282
COMCAST CORP NEW CL A 20030N101 680 16306 SH DEF 13 16306
COMCAST CORP NEW CL A SPL 20030N200 171 5760 SH DEF 4 5760
COMCAST CORP NEW CL A 20030N101 91 2944 SH DEF 6 2944
COMCAST CORP NEW CL A SPL 20030N200 1663 56100 SH DEF 5 42150 13950
COMCAST CORP NEW CL A SPL 20030N200 2 58 SH DEF 6 58
COMCAST CORP NEW CL A 20030N101 162 5256 SH DEF 10 5256
COMCAST CORP NEW CL A 20030N101 6745 218856 SH DEF 3 215856 3000
COMCAST CORP NEW CL A 20030N101 50 1617 SH DEF 1617
COMCAST CORP NEW CL A SPL 20030N200 158 5329 SH DEF 10 3025 1779 525
COMCAST CORP NEW CL A 20030n101 9 291 SH DEF 4 291
COMCAST CORP NEW CL A 20030N101 4760 140325 SH DEF 11 140325
COMCAST CORP NEW CL A SPL 20030N200 251 8472 SH DEF 2 8472
COMCAST CORP NEW CL A 20030N101 1 32 SH DEF 1 32
COMCAST CORP NEW CL A SPL 20030N200 7511 230270 SH DEF 11 230270
COMCAST CORP NEW CL A SPL 20030N200 148 5010 SH DEF 8 1040 3970
COMCAST CORP NEW CL A 20030N101 2333 75710 SH DEF 8 7237 68473
COMCAST CORP NEW CL A 20030N101 189661 6141879 SH DEF 7 3683779 2458100
COMCAST CORP NEW CL A 20030N101 340931 11040501 SH DEF 9 9771370 1269131
COMCAST CORP NEW CL A 20030N101 2445 79178 SH DEF 2 78767 411
COMCAST CORP NEW CL A 20030N101 9971 323508 SH DEF 6 323508
COMERICA INC COM 200340107 96 2058 SH DEF 2 2058
COMERICA INC COM 200340107 459 8908 SH DEF 11 8908
COMERICA INC COM 200340107 10033 215291 SH DEF 6 215291
COMERICA INC COM 200340107 1132 24300 SH DEF 3 24300
COMERICA INC COM 200340107 77 1656 SH DEF 10 1426 230
COMFORCE CORP COM 20038K109 0 3 SH DEF 11 3
COMFORT SYS USA INC COM 199908104 95 25000 SH DEF 6 25000
COMFORT SYS USA INC COM 199908104 24 5900 SH DEF 11 5900
COMMERCE BANCORP INC NJ COM 200519106 14 300 SH DEF 4 300
COMMERCE BANCORP INC NJ COM 200519106 28134 587230 SH DEF 3 484830 102400
COMMERCE BANCORP INC NJ COM 200519106 413 8537 SH DEF 11 8537
COMMERCE BANCSHARES INC COM 200525103 5809 132779 SH DEF 1 132779
COMMERCE BANCSHARES INC COM 200525103 198 4136 SH DEF 11 4136
COMMERCE BANCSHARES INC COM 200525103 2 52 SH DEF 6 52
COMMERCE GROUP INC MASS COM 200641108 24895 655810 SH DEF 6 636110 19700
COMMERCE ONE INC DEL COM NEW 200693208 8 3810 SH DEF 11 3810
COMMERCIAL FEDERAL CORPORATI COM 201647104 40 1550 SH DEF 11 1550
COMMERCIAL FEDERAL CORPORATI COM 201647104 23120 949500 SH DEF 6 920400 29100
COMMERCIAL NET LEASE RLTY IN COM 202218103 130 7626 SH DEF 10 7306 320
COMMERCIAL NET LEASE RLTY IN COM 202218103 1900 110459 SH DEF 11 110459
COMMONWEALTH TEL ENTERPRISES COM 203349105 5346 133255 SH DEF 5 76435 56820
COMMONWEALTH TEL ENTERPRISES COM 203349105 1575 39260 SH DEF 3 38130 1130
COMMONWEALTH TEL ENTERPRISES COM 203349105 624 15314 SH DEF 11 15314
COMMONWEALTH TEL ENTERPRISES COM 203349105 14843 369966 SH DEF 4 369966
COMMSCOPE INC COM 203372107 508 32803 SH DEF 11 32803
COMMUNITY BK NORTHN VA COM 203566104 60 3614 SH DEF 11 3614
COMMUNITY BK SYS INC COM 203607106 15528 352065 SH DEF 6 345095 95 6875
COMMUNITY BKS INC MILLERSBUR COM 203628102 91 2609 SH DEF 11 2609
COMMUNITY FIRST BANKSHARES I COM 203902101 2686 100900 SH DEF 6 97200 3700
COMMUNITY HEALTH SYS INC NEW COM 203668108 20 920 SH DEF 6 920
COMMUNITY INVS BANCORP INC COM 203719109 424 30000 SH DEF 11 30000
COMMUNITY TR BANCORP INC COM 204149108 3470 119356 SH DEF 6 115286 4070
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 16923 465800 SH DEF 3 462500 3300
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 0 0 SH DEF 2 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 5544 140100 SH DEF 3 138900 1200
COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 3469 272100 SH DEF 3 267400 4700
COMPASS BANCSHARES INC COM 20449H109 179 5150 SH DEF 10 5150
COMPASS BANCSHARES INC COM 20449H109 2759 73022 SH DEF 11 73022
COMPASS BANCSHARES INC COM 20449H109 41 1180 SH DEF 6 1180
COMPEX TECHNOLOGIES INC COM 204513105 970 126800 SH DEF 6 120400 6400
COMPUCOM SYS INC COM 204780100 2 300 SH DEF 11 300
COMPUCOM SYS INC COM 204780100 2116 499109 SH DEF 6 466729 32380
COMPUCREDIT CORP COM 20478N100 12999 742800 SH DEF 3 715130 27670
COMPUGEN LTD ORD M25722105 237 50700 SH DEF 11 50700
COMPUTER ASSOC INTL INC COM 204912109 17184 657977 SH DEF 6 580961 77016
COMPUTER ASSOC INTL INC COM 204912109 7833 300000 SH DEF 9 300000
COMPUTER ASSOC INTL INC COM 204912109 52220 2000000 SH DEF 12 2000000
COMPUTER ASSOC INTL INC COM 204912109 10836 460722 SH DEF 11 460722
COMPUTER ASSOC INTL INC COM 204912109 15533 594900 SH DEF 3 584200 10700
COMPUTER ASSOC INTL INC COM 204912109 8344 319580 SH DEF 5 164755 154825
COMPUTER ASSOC INTL INC COM 204912109 95 3625 SH DEF 10 3625
COMPUTER ASSOC INTL INC COM 204912109 524 20055 SH DEF 8 20055
COMPUTER ASSOC INTL INC COM 204912109 18152 695226 SH DEF 4 695226
COMPUTER NETWORK TECHNOLOGY COM 204925101 11595 1335800 SH DEF 3 1222650 113150
COMPUTER SCIENCES CORP COM 205363104 9876 262862 SH DEF 1 14000 248862
COMPUTER SCIENCES CORP COM 205363104 3133 79081 SH DEF 11 79081
COMPUTER SCIENCES CORP COM 205363104 37 975 SH DEF 10 825 150
COMPUTER SCIENCES CORP COM 205363104 25521 679290 SH DEF 6 679290
COMPUTER SCIENCES CORP COM 205363104 15 400 SH DEF 3 300 100
COMPUWARE CORP COM 205638109 189 33691 SH DEF 11 33691
COMPUWARE CORP COM 205638109 75 14000 SH DEF 5 14000
COMPUWARE CORP COM 205638109 2 400 SH DEF 3 400
COMPUWARE CORP COM 205638109 14 2600 SH DEF 6 2600
COMSTOCK RES INC COM NEW 205768203 6283 470300 SH DEF 3 406500 63800
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2661 111350 SH DEF 3 107420 3930
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2 100 SH DEF 13 100
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2359 130784 SH DEF 11 130784
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 8636 576920 SH DEF 6 576920
CONAGRA FOODS INC COM 205887102 8981 421439 SH DEF 6 417129 4310
CONAGRA FOODS INC COM 205887102 1555 73190 SH DEF 8 4245 68945
CONAGRA FOODS INC COM 205887102 49 2325 SH DEF 10 925 1400
CONAGRA FOODS INC COM 205887102 3216 134919 SH DEF 11 134919
CONAGRA FOODS INC COM 205887102 4 200 SH DEF 3 200
CONAGRA FOODS INC COM 205887102 198 9300 SH DEF 2 9300
CONAGRA FOODS INC COM 205887102 64 3000 SH DEF 1 3000
CONCORD COMMUNICATIONS INC COM 206186108 857 65750 SH DEF 3 64520 1230
CONCORD EFS INC COM 206197105 5 400 SH DEF 1 400
CONCORD EFS INC COM 206197105 4 300 SH DEF 3 300
CONCORD EFS INC COM 206197105 311 29075 SH DEF 11 29075
CONCORD EFS INC COM 206197105 4 270 SH DEF 6 270
CONCORD EFS INC COM 206197105 109 8000 SH DEF 10 8000
CONCORDE CAREER COLLEGES INC COM NEW 20651H201 106 4000 SH DEF 11 4000
CONCUR TECHNOLOGIES INC COM 206708109 19 1700 SH DEF 11 1700
CONCURRENT COMPUTER CORP NEW COM 206710204 1 300 SH DEF 11 300
CONEXANT SYSTEMS INC COM 207142100 13014 2299360 SH DEF 3 1810840 488520
CONEXANT SYSTEMS INC COM 207142100 44 7554 SH DEF 11 7554
CONMED CORP COM 207410101 8528 413160 SH DEF 3 303710 109450
CONMED CORP COM 207410101 825 39972 SH DEF 6 34272 5700
CONMED CORP COM 207410101 351 17000 SH DEF 8 17000
CONNECTICUT WTR SVC INC COM 207797101 15 519 SH DEF 11 519
CONNETICS CORP COM 208192104 7 400 SH DEF 11 400
CONOCOPHILLIPS COM 20825C104 51334 936899 SH DEF 6 927926 8973
CONOCOPHILLIPS COM 20825C104 2982 52182 SH DEF 11 52182
CONOCOPHILLIPS COM 20825C104 2576 47052 SH DEF 2 47052
CONOCOPHILLIPS COM 20825C104 66 1202 SH DEF 10 662 375 165
CONOCOPHILLIPS COM 20825C104 2145 39178 SH DEF 5 28484 10694
CONOCOPHILLIPS COM 20825C104 2473 45170 SH DEF 3 44070 1100
CONOLOG CORP COM PAR.01 NEW 208254805 0 25 SH DEF 11 25
CONSECO INC *W EXP 09/10/200 208464123 0 46 SH DEF 11 46
CONSECO INC COM NEW 208464883 392 19230 SH DEF 11 19230
CONSECO INC COM NEW 208464883 3542 194395 SH DEF 6 181100 13295
CONSECO STRATEGIC INCOME FD SH BEN INT 20847A102 37 3477 SH DEF 11 3477
CONSOL ENERGY INC COM 20854P109 -320 -14740 SH DEF 11 -14740
CONSOLIDATED EDISON INC COM 209115104 33 808 SH DEF 10 358 450
CONSOLIDATED EDISON INC COM 209115104 882 21797 SH DEF 11 21797
CONSOLIDATED EDISON INC COM 209115104 90 2200 SH DEF 6 2200
CONSOLIDATED EDISON INC COM 209115104 16 400 SH DEF 2 400
CONSOLIDATED GRAPHICS INC COM 209341106 3456 135890 SH DEF 3 119190 16700
CONSOLIDATED TOMOKA LD CO COM 210226106 101 3410 SH DEF 11 3410
CONSTELLATION BRANDS INC CL A 21036P108 34 1100 SH DEF 1100
CONSTELLATION BRANDS INC CL B 21036P207 473 15500 SH DEF 8 15500
CONSTELLATION BRANDS INC CL A 21036P108 628 20030 SH DEF 11 20030
CONSTELLATION ENERGY GROUP I COM 210371100 435 12160 SH DEF 5 8660 3500
CONSTELLATION ENERGY GROUP I COM 210371100 90 2528 SH DEF 10 1828 700
CONSTELLATION ENERGY GROUP I COM 210371100 27 750 SH DEF 2 750
CONSTELLATION ENERGY GROUP I COM 210371100 9244 258350 SH DEF 3 241500 16850
CONSTELLATION ENERGY GROUP I COM 210371100 160 4480 SH DEF 8 140 4340
CONSTELLATION ENERGY GROUP I COM 210371100 2670 73947 SH DEF 6 71897 2050
CONSTELLATION ENERGY GROUP I COM 210371100 3345 91975 SH DEF 11 91975
CONSUMER PORTFOLIO SVCS INC COM 210502100 3 1000 SH DEF 11 1000
CONTINENTAL AIRLS INC CL B 210795308 18 940 SH DEF 11 940
CONVERA CORP CL A 211919105 6 1500 SH DEF 11 1500
CONVERGYS CORP COM 212485106 14122 770025 SH DEF 2 751114 18911
CONVERGYS CORP COM 212485106 197 12236 SH DEF 11 12236
CONVERGYS CORP COM 212485106 4 200 SH DEF 3 200
CONVERGYS CORP COM 212485106 324 17690 SH DEF 6 17690
CONVERGYS CORP COM 212485106 150 8200 SH DEF 10 7800 400
COOPER CAMERON CORP COM 216640102 9 200 SH DEF 10 200
COOPER CAMERON CORP COM 216640102 227 5300 SH DEF 11 5300
COOPER COS INC COM NEW 216648402 6 150 SH DEF 2 150
COOPER COS INC COM NEW 216648402 4414 108310 SH DEF 3 102530 5780
COOPER COS INC COM NEW 216648402 20 459 SH DEF 11 459
COOPER INDS LTD CL A G24182100 560 11650 SH DEF 5 8475 3175
COOPER INDS LTD CL A G24182100 352 7150 SH DEF 6 0 7150
COOPER INDS LTD CL A G24182100 41 850 SH DEF 10 850
COOPER INDS LTD CL A G24182100 2088 39475 SH DEF 11 39475
COOPER INDS LTD CL A G24182100 86 1800 SH DEF 2 1800
COOPER INDS LTD CL A G24182100 6152 127900 SH DEF 6 127900
COOPER TIRE & RUBR CO COM 216831107 342 17395 SH DEF 11 17395
COOPER TIRE & RUBR CO COM 216831107 19644 1237800 SH DEF 6 1189500 48300
COOPERATIVE BANKSHARES INC COM 216844100 14 600 SH DEF 11 600
COORS ADOLPH CO CL B 217016104 6434 119680 SH DEF 3 105080 14600
COORS ADOLPH CO CL B 217016104 192 3431 SH DEF 11 3431
COORS ADOLPH CO CL B 217016104 6 120 SH DEF 10 120
COORS ADOLPH CO CL B 217016104 9368 174250 SH DEF 6 174250
COPPER MTN NETWORKS INC COM NEW 217510205 6 775 SH DEF 11 775
CORE LABORATORIES N V COM N22717107 70 5000 SH DEF 5000
CORE LABORATORIES N V COM N22717107 6 400 SH DEF 4 400
CORINTHIAN COLLEGES INC COM 218868107 37 600 SH DEF 11 600
CORIXA CORP COM 21887F100 32 5280 SH DEF 11 5280
CORN PRODS INTL INC COM 219023108 4 134 SH DEF 10 134
CORN PRODS INTL INC COM 219023108 72 2276 SH DEF 2 2276
CORN PRODS INTL INC COM 219023108 13929 437340 SH DEF 3 340340 97000
CORN PRODS INTL INC COM 219023108 137 4034 SH DEF 11 4034
CORNERSTONE BANCORP INC COM 218925105 182 8286 SH DEF 8 8286
CORNERSTONE RLTY INCOME TR I COM 21922V102 3 316 SH DEF 11 316
CORNERSTONE STRATEGIC VALUE COM 21924B104 8 1000 SH DEF 11 1000
CORNERSTONE TOTAL RTRN FD IN COM 21924U102 238 14925 SH DEF 11 14925
CORNING INC COM 219350105 107 11400 SH DEF 1 11400
CORNING INC COM 219350105 689 73120 SH DEF 2 65920 7200
CORNING INC COM 219350105 3419 311403 SH DEF 11 311403
CORNING INC COM 219350105 43 4538 SH DEF 10 500 4038
CORNING INC COM 219350105 1144 121410 SH DEF 5 84310 37100
CORNING INC COM 219350105 10218 1085866 SH DEF 6 897951 187915
CORPORATE EXECUTIVE BRD CO COM 21988R102 40 775 SH DEF 11 775
CORPORATE HIGH YIELD FD INC COM 219914108 67 7187 SH DEF 11 7187
CORPORATE HIGH YIELD FD V IN COM 219931102 6 400 SH DEF 11 400
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 847 43795 SH DEF 11 43795
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 352 19000 SH DEF 10 19000
CORRECTIONAL SVCS CORP COM 219921103 238 103200 SH DEF 6 98700 4500
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 47 1900 SH DEF 3 1900
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 4 173 SH DEF 11 173
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 30755 1239329 SH DEF 6 1224654 350 14325
CORTEX PHARMACEUTICALS INC COM NEW 220524300 47 13810 SH DEF 11 13810
CORUS BANKSHARES INC COM 220873103 38320 715231 SH DEF 6 702446 195 12590
CORUS ENTERTAINMENT INC COM CL B NON VTG 220874101 1640 94200 SH DEF 13 94200
CORVIS CORP COM 221009103 48 33535 SH DEF 11 33535
COST PLUS INC CALIF COM 221485105 311 8400 SH DEF 5 8400
COSTCO WHSL CORP NEW COM 22160K105 4402 124459 SH DEF 11 124459
COSTCO WHSL CORP NEW COM 22160K105 384 12365 SH DEF 2 10865 1500
COSTCO WHSL CORP NEW COM 22160K105 137 4400 SH DEF 10 3525 875
COSTCO WHSL CORP NEW COM 22160K105 178 5743 SH DEF 8 2209 3534
COSTCO WHSL CORP NEW COM 22160K105 642 20600 SH DEF 5 20600
COTT CORP QUE COM 22163N106 58525 2500000 SH DEF 12 2500000
COTT CORP QUE COM 22163N106 1196 45898 SH DEF 11 45898
COTTON STS LIFE INS CO COM 221774102 451 44837 SH DEF 6 42237 2600
COUNTRYWIDE FINANCIAL CORP COM 222372104 261 3340 SH DEF 6 3340
COUNTRYWIDE FINANCIAL CORP COM 222372104 235 3000 SH DEF 10 3000
COUNTRYWIDE FINANCIAL CORP COM 222372104 1150 10943 SH DEF 11 10943
COUNTRYWIDE FINANCIAL CORP COM 222372104 24899 318070 SH DEF 3 306370 11700
COUNTRYWIDE FINANCIAL CORP COM 222372104 63 800 SH DEF 4 800
COUNTRYWIDE FINANCIAL CORP COM 222372104 250 3200 SH DEF 5 3200
COURIER CORP COM 222660102 263 4800 SH DEF 11 4800
COUSINS PPTYS INC COM 222795106 19 700 SH DEF 2 700
COVANCE INC COM 222816100 69 2650 SH DEF 11 2650
COVANSYS CORP COM 22281W103 161 16620 SH DEF 11 16620
COVANSYS CORP COM 22281W103 291 46950 SH DEF 46950
COVENTRY HEALTH CARE INC COM 222862104 11878 225220 SH DEF 3 214700 10520
COVENTRY HEALTH CARE INC COM 222862104 223 4078 SH DEF 11 4078
COX COMMUNICATIONS INC NEW CL A 224044107 462 13560 SH DEF 11 13560
COX COMMUNICATIONS INC NEW CL A 224044107 6 200 SH DEF 2 200
COX COMMUNICATIONS INC NEW CL A 224044107 2 72 SH DEF 6 72
COX COMMUNICATIONS INC NEW CL A 224044107 71 2250 SH DEF 10 2250
CP SHIPS LTD COM 22409V102 47 2499 SH DEF 11 2499
CP SHIPS LTD COM 22409V102 37 1768 SH DEF 13 1768
CPAC INC COM 126145101 342 56100 SH DEF 6 52900 3200
CPI AEROSTRUCTURES INC COM NEW 125919308 133 11980 SH DEF 11 11980
CPI CORP COM 125902106 55 3000 SH DEF 6 3000
CRANE CO COM 224399105 29 1015 SH DEF 11 1015
CRANE CO COM 224399105 4708 201120 SH DEF 6 201120
CRAWFORD & CO CL A 224633206 997 143075 SH DEF 6 133275 9800
CREATIVE TECHNOLOGY LTD ORD Y1775U107 13 1200 SH DEF 11 1200
CREDENCE SYS CORP COM 225302108 4 242 SH DEF 11 242
CREDIT ACCEP CORP MICH COM 225310101 545 48200 SH DEF 6 48200
CREDIT SUISSE ASSET MGMT INC COM 224916106 59 13148 SH DEF 11 13148
CREDIT SUISSE GROUP SPONSORED ADR 225401108 8850 268800 SH DEF 6 241009 27791
CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 72 15099 SH DEF 11 15099
CREE INC COM 225447101 55 3082 SH DEF 11 3082
CREE INC COM 225447101 58 3140 SH DEF 4 3140
CRESCENT REAL ESTATE EQUITIE COM 225756105 5460 374565 SH DEF 6 367475 170 6920
CRESCENT REAL ESTATE EQUITIE COM 225756105 256 16655 SH DEF 11 16655
CRIIMI MAE INC COM NEW 226603504 6 536 SH DEF 11 536
CRITICAL PATH INC COM NEW 22674V506 3 828 SH DEF 11 828
CROMPTON CORP COM 227116100 5 800 SH DEF 10 800
CROMPTON CORP COM 227116100 4 800 SH DEF 11 800
CROSS A T CO CL A 227478104 20 3300 SH DEF 11 3300
CROSS CTRY HEALTHCARE INC COM 227483104 4648 331979 SH DEF 6 315879 16100
CROSS TIMBERS RTY TR TR UNIT 22757R109 34 1357 SH DEF 11 1357
CROSS TIMBERS RTY TR TR UNIT 22757R109 48 2265 SH DEF 1 2265
CROSSROADS SYS INC COM 22765D100 0 75 SH DEF 11 75
CROSSTEX ENERGY L P COM 22765U102 84 2000 SH DEF 11 2000
CROWN CASTLE INTL CORP COM 228227104 56 4415 SH DEF 11 4415
CROWN HOLDINGS INC COM 228368106 190 24050 SH DEF 11 24050
CROWN HOLDINGS INC COM 228368106 31644 4642750 SH DEF 6 4485285 1415 156050
CROWN MEDIA HLDGS INC CL A 228411104 21 2400 SH DEF 11 2400
CSG SYS INTL INC COM 126349109 15595 1053000 SH DEF 6 1019100 33900
CSK AUTO CORP COM 125965103 14619 948040 SH DEF 3 737440 210600
CSP INC COM 126389105 5 933 SH DEF 11 933
CSS INDS INC COM 125906107 149 5800 SH DEF 6 5800
CSX CORP COM 126408103 16403 560790 SH DEF 6 560790
CSX CORP COM 126408103 9 300 SH DEF 3 300
CSX CORP COM 126408103 1545 48546 SH DEF 11 48546
CSX CORP COM 126408103 133 4556 SH DEF 10 1216 3340
CSX CORP COM 126408103 758 25930 SH DEF 2 25930
CSX CORP COM 126408103 555 18975 SH DEF 5 14325 4650
CT COMMUNICATIONS INC COM NEW 126426402 8 600 SH DEF 11 600
CTS CORP COM 126501105 18 1660 SH DEF 11 1660
CTS CORP COM 126501105 1405 114100 SH DEF 3 40300 73800
CTS CORP COM 126501105 1 100 SH DEF 2 100
CUBIC CORP COM 229669106 10 355 SH DEF 11 355
CUBIST PHARMACEUTICALS INC COM 229678107 7 600 SH DEF 11 600
CULLEN FROST BANKERS INC COM 229899109 36938 992150 SH DEF 3 766850 225300
CULLEN FROST BANKERS INC COM 229899109 2164 58125 SH DEF 1 58125
CULLEN FROST BANKERS INC COM 229899109 74 1975 SH DEF 10 1975
CULLEN FROST BANKERS INC COM 229899109 672 17328 SH DEF 11 17328
CULP INC COM 230215105 1212 131700 SH DEF 6 125000 6700
CUMMINS INC COM 231021106 5842 131480 SH DEF 6 131480
CUMMINS INC COM 231021106 753 15890 SH DEF 11 15890
CUNO INC COM 126583103 1 20 SH DEF 11 20
CURAGEN CORP COM 23126R101 11 1870 SH DEF 11 1870
CURATIVE HEALTH SRVCS INC COM 23126W100 1 75 SH DEF 11 75
CURATIVE HEALTH SRVCS INC COM 23126W100 2672 150200 SH DEF 6 143200 7000
CURIS INC COM 231269101 0 15 SH DEF 4 15
CURIS INC COM 231269101 0 35 SH DEF 11 35
CURTISS WRIGHT CORP COM 231561101 1 12 SH DEF 3 12
CURTISS WRIGHT CORP COM 231561101 15 200 SH DEF 11 200
CURTISS WRIGHT CORP CL B 231561408 85 1151 SH DEF 11 1151
CUTTER & BUCK INC COM 232217109 11 1500 SH DEF 11 1500
CV THERAPEUTICS INC COM 126667104 13 600 SH DEF 2 600
CVB FINL CORP COM 126600105 0 0 SH DEF 11 0
CVF TECHNOLOGIES CORP COM 12660F102 3 9000 SH DEF 11 9000
CVS CORP COM 126650100 5799 186700 SH DEF 3 178700 8000
CVS CORP COM 126650100 51 1640 SH DEF 10 720 920
CVS CORP COM 126650100 2937 94556 SH DEF 2 94556
CVS CORP COM 126650100 5453 130000 SH DEF 13 130000
CVS CORP COM 126650100 1810 58290 SH DEF 5 53105 5185
CVS CORP COM 126650100 5185 147394 SH DEF 11 147394
CVS CORP COM 126650100 2324 74837 SH DEF 8 3995 70842
CVS CORP COM 126650100 5 150 SH DEF 6 150
CYANOTECH CORP COM NEW 232437202 2 3100 SH DEF 11 3100
CYBERGUARD CORP COM 231910100 5 520 SH DEF 3 520
CYBERGUARD CORP COM 231910100 580 67000 SH DEF 11 67000
CYBERONICS INC COM 23251P102 42 1350 SH DEF 2 1350
CYBERONICS INC COM 23251P102 8 300 SH DEF 11 300
CYMER INC COM 232572107 46 1000 SH DEF 11 1000
CYPRESS SEMICONDUCTOR CORP COM 232806109 115 5360 SH DEF 11 5360
CYPRESS SEMICONDUCTOR CORP COM 232806109 2 100 SH DEF 2 100
CYSIVE INC COM 23281T108 0 150 SH DEF 11 150
CYTEC INDS INC COM 232820100 57 1619 SH DEF 11 1619
CYTEC INDS INC COM 232820100 84 2300 SH DEF 6 2300
CYTOGEN CORP COM NEW 232824300 6 550 SH DEF 11 550
CYTRX CORP COM NEW 232828301 11 5000 SH DEF 11 5000
CYTYC CORP COM 232946103 323 24977 SH DEF 11 24977
CYTYC CORP COM 232946103 2526 168270 SH DEF 3 168270
D & E COMMUNICATIONS INC COM 232860106 11 800 SH DEF 11 800
D & K HEALTHCARE RES INC COM 232861104 2044 145367 SH DEF 6 136067 9300
D R HORTON INC COM 23331A109 370 11300 SH DEF 5 11300
D R HORTON INC COM 23331A109 62 1551 SH DEF 11 1551
D R HORTON INC COM 23331A109 9783 299170 SH DEF 3 299170
DADE BEHRING HLDGS INC COM 23342J206 2544 90060 SH DEF 3 35530 54530
DAIMLERCHRYSLER AG ORD D1668R123 550 14887 SH DEF 11 14887
DAIMLERCHRYSLER AG ORD D1668R123 126 3600 SH DEF 2 3600
DAIMLERCHRYSLER AG ORD D1668R123 368 10490 SH DEF 8 174 10316
DAKTRONICS INC COM 234264109 4643 290190 SH DEF 3 283270 6920
DAN RIV INC GA CL A 235774106 224 113000 SH DEF 6 113000
DANA CORP COM 235811106 10741 696100 SH DEF 6 694300 1800
DANA CORP COM 235811106 94 5750 SH DEF 11 5750
DANA CORP COM 235811106 30 1950 SH DEF 3 1950
DANAHER CORP DEL COM 235851102 81 1095 SH DEF 10 850 170 75
DANAHER CORP DEL COM 235851102 1415 17075 SH DEF 11 17075
DANAHER CORP DEL COM 235851102 1034 14000 SH DEF 3 14000
DANAHER CORP DEL COM 235851102 30 400 SH DEF 4 400
DARDEN RESTAURANTS INC COM 237194105 4 200 SH DEF 6 200
DARDEN RESTAURANTS INC COM 237194105 54 2583 SH DEF 11 2583
DARDEN RESTAURANTS INC COM 237194105 76 4002 SH DEF 2 4002
DATAMIRROR CORP COM 237926100 634 60100 SH DEF 13 60100
DATASCOPE CORP COM 238113104 11 350 SH DEF 10 350
DATASCOPE CORP COM 238113104 290 8700 SH DEF 11 8700
DATASTREAM SYS INC COM 238124101 4 500 SH DEF 11 500
DATAWATCH CORP COM NEW 237917208 9 1170 SH DEF 1 1170
DAVE & BUSTERS INC COM 23833N104 24 2304 SH DEF 2 2304
DAVE & BUSTERS INC COM 23833N104 1958 190110 SH DEF 3 178810 11300
DAVITA INC COM 23918K108 5 150 SH DEF 11 150
DEAN FOODS CO NEW COM 242370104 768 24750 SH DEF 8 2700 22050
DEAN FOODS CO NEW COM 242370104 145 4797 SH DEF 11 4797
DEB SHOPS INC COM 242728103 9313 505949 SH DEF 6 492545 280 13124
DEBT STRATEGIES FD INC NEW COM 24276Q109 67 9750 SH DEF 11 9750
DECKERS OUTDOOR CORP COM 243537107 438 43750 SH DEF 6 41850 1900
DEERE & CO COM 244199105 1777 29308 SH DEF 11 29308
DEERE & CO COM 244199105 1880 35073 SH DEF 6 30623 4450
DEERE & CO COM 244199105 375 7028 SH DEF 2 7028
DEERE & CO COM 244199105 11 200 SH DEF 10 200
DEL MONTE FOODS CO COM 24522p103 3 357 SH DEF 4 357
DEL MONTE FOODS CO COM 24522P103 4 448 SH DEF 10 448
DEL MONTE FOODS CO COM 24522P103 1240 130344 SH DEF 11 130344
DEL MONTE FOODS CO COM 24522P103 56460 6456330 SH DEF 6 6110787 815 344728
DEL MONTE FOODS CO COM 24522P103 182 20916 SH DEF 2 20358 558
DELAWARE INV GLBL DIV & INC COM 245916101 13 1136 SH DEF 11 1136
DELAWARE INVTS DIV & INCOME COM 245915103 388 33313 SH DEF 11 33313
DELCATH SYS INC COM 24661P104 6 5600 SH DEF 11 5600
DELL INC COM 24702R101 9390 280966 SH DEF 3 273766 7200
DELL INC COM 24702r101 93 2786 SH DEF 4 2786
DELL INC COM 24702R101 1028 30770 SH DEF 10 17481 6450 6839
DELL INC COM 24702R101 21339 639096 SH DEF 2 620462 18634
DELL INC COM 24702R101 11062 306261 SH DEF 11 306261
DELL INC COM 24702R101 5 100 SH DEF 13 100
DELL INC COM 24702R101 8348 250000 SH DEF 9 250000
DELL INC COM 24702R101 1133 33912 SH DEF 8 3850 30062
DELPHI CORP COM 247126105 6 682 SH DEF 2 682
DELPHI CORP COM 247126105 50 5499 SH DEF 6 5499
DELPHI CORP COM 247126105 4 424 SH DEF 10 424
DELPHI CORP COM 247126105 5 500 SH DEF 3 500
DELPHI CORP COM 247126105 854 96008 SH DEF 11 96008
DELPHI FINL GROUP INC CL A 247131105 5 90 SH DEF 11 90
DELPHI FINL GROUP INC CL A 247131105 9929 213433 SH DEF 3 162933 50500
DELPHI FINL GROUP INC CL A 247131105 3554 76400 SH DEF 6 74300 2100
DELTA & PINE LD CO COM 247357106 13283 574892 SH DEF 6 566987 225 7680
DELTA AIR LINES INC DEL COM 247361108 73 5602 SH DEF 11 5602
DELTA AIR LINES INC DEL COM 247361108 5622 422425 SH DEF 6 336960 85465
DELTA AIR LINES INC DEL COM 247361108 27 2018 SH DEF 2 2018
DELTA FINANCIAL CORP COM 247918105 97 15100 SH DEF 2 15100
DELTA NAT GAS INC COM 247748106 7 300 SH DEF 11 300
DELTATHREE INC COM 24783N102 4 2200 SH DEF 11 2200
DELTIC TIMBER CORP COM 247850100 30 1044 SH DEF 11 1044
DELUXE CORP COM 248019101 44 1085 SH DEF 11 1085
DELUXE CORP COM 248019101 1670 41600 SH DEF 6 41600
DENBURY RES INC COM NEW 247916208 28 2300 SH DEF 2300
DENBURY RES INC COM NEW 247916208 2509 203030 SH DEF 3 174030 29000
DENDREON CORP COM 24823Q107 35 4000 SH DEF 2 4000
DENDREON CORP COM 24823Q107 179 21200 SH DEF 11 21200
DENDRITE INTL INC COM 248239105 3761 247770 SH DEF 3 223870 23900
DENISON INTERNATIONAL PLC SPONSORED ADR 248335101 63 3000 SH DEF 3000
DENTSPLY INTL INC NEW COM 249030107 53 1200 SH DEF 11 1200
DEPARTMENT 56 INC COM 249509100 2101 165400 SH DEF 6 157400 8000
DEPARTMENT 56 INC COM 249509100 116 9100 SH DEF 3 5400 3700
DESCARTES SYS GROUP INC COM 249906108 1 200 SH DEF 13 200
DEUTSCHE BANK AG NAMEN ORD D18190898 13 200 SH DEF 11 200
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 9 650 SH DEF 2 650
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 38 2586 SH DEF 6 2586
DEVELOPERS DIVERSIFIED RLTY COM 251591103 30 1000 SH DEF 10 1000
DEVELOPERS DIVERSIFIED RLTY COM 251591103 3741 125230 SH DEF 3 42630 82600
DEVELOPERS DIVERSIFIED RLTY COM 251591103 59 2057 SH DEF 11 2057
DEVELOPERS DIVERSIFIED RLTY COM 251591103 21 700 SH DEF 2 700
DEVELOPERS DIVERSIFIED RLTY COM 251591103 12331 412825 SH DEF 1 7000 405825
DEVON ENERGY CORP NEW COM 25179M103 10 200 SH DEF 3 200
DEVON ENERGY CORP NEW COM 25179M103 40 828 SH DEF 828
DEVON ENERGY CORP NEW COM 25179M103 6988 145000 SH DEF 9 145000
DEVON ENERGY CORP NEW COM 25179M103 56 1164 SH DEF 10 914 175 75
DEVON ENERGY CORP NEW COM 25179M103 27976 580530 SH DEF 6 577908 2622
DEVON ENERGY CORP NEW COM 25179M103 5773 119800 SH DEF 1 119800
DEVON ENERGY CORP NEW COM 25179M103 1420 29274 SH DEF 11 29274
DEVON ENERGY CORP NEW COM 25179M103 5 96 SH DEF 2 96
DEVRY INC DEL COM 251893103 22 950 SH DEF 10 950
DEVRY INC DEL COM 251893103 2050 86650 SH DEF 3 66250 20400
DEVRY INC DEL COM 251893103 1092 45000 SH DEF 11 45000
DEVRY INC DEL COM 251893103 43250 1828000 SH DEF 9 1828000
DEVRY INC DEL COM 251893103 12 500 SH DEF 2 500
DEVRY INC DEL COM 251893103 2856 120700 SH DEF 7 99400 21300
DIAGEO P L C SPON ADR NEW 25243Q205 22 500 SH DEF 10 500
DIAGNOSTIC PRODS CORP COM 252450101 73 1800 SH DEF 11 1800
DIAL CORP NEW COM 25247D101 77 3207 SH DEF 11 3207
DIAL CORP NEW COM 25247D101 26 1200 SH DEF 3 1200
DIAL CORP NEW COM 25247D101 3850 178126 SH DEF 6 173646 4480
DIAMOND OFFSHORE DRILLING IN COM 25271C102 335 18166 SH DEF 11 18166
DIAMOND OFFSHORE DRILLING IN COM 25271C102 23 1220 SH DEF 6 1220
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4 200 SH DEF 10 200
DIAMONDCLUSTER INTL INC CL A 25278P106 257 28850 SH DEF 11 28850
DIAMONDS TR UNIT SER 1 252787106 1063 10855 SH DEF 11 10855
DICKS SPORTING GOODS INC COM 253393102 9 200 SH DEF 11 200
DIEBOLD INC COM 253651103 3 50 SH DEF 6 50
DIEBOLD INC COM 253651103 101 2000 SH DEF 8 2000
DIEBOLD INC COM 253651103 86 1700 SH DEF 10 1525 175
DIEBOLD INC COM 253651103 3239 56757 SH DEF 11 56757
DIEBOLD INC COM 253651103 5772 113957 SH DEF 1 113957
DIEBOLD INC COM 253651103 428 8450 SH DEF 2 8450
DIGENE CORP COM 253752109 12 350 SH DEF 11 350
DIGITAL ANGEL CORP COM 253830103 0 150 SH DEF 11 150
DIGITAL INSIGHT CORP COM 25385P106 10791 542280 SH DEF 3 521980 20300
DIGITAL INSIGHT CORP COM 25385P106 16 770 SH DEF 11 770
DIGITAL RIV INC COM 25388B104 27458 1003230 SH DEF 3 951970 51260
DILLARDS INC CL A 254067101 13969 999220 SH DEF 6 952720 46500
DILLARDS INC CL A 254067101 2 100 SH DEF 11 100
DIME BANCORP INC NEW *W EXP 99/99/999 25429Q110 0 2575 SH DEF 11 2575
DIME CMNTY BANCSHARES COM 253922108 13822 600960 SH DEF 3 495260 105700
DIMON INC COM 254394109 12 1650 SH DEF 11 1650
DIMON INC COM 254394109 5401 782700 SH DEF 6 752600 30100
DIODES INC COM 254543101 4092 198760 SH DEF 3 187710 11050
DIONEX CORP COM 254546104 17 400 SH DEF 11 400
DIONEX CORP COM 254546104 530 13460 SH DEF 3 13060 400
DIRECT GEN CORP COM 25456W204 9 300 SH DEF 11 300
DIRECT INSITE CORP COM NEW 25457C207 0 1 SH DEF 11 1
DIRECT INSITE CORP COM NEW 25457C207 0 240 SH DEF 2 240
DISNEY WALT CO COM DISNEY 254687106 8420 417437 SH DEF 4 417437
DISNEY WALT CO COM DISNEY 254687106 4330 159400 SH DEF 13 159400
DISNEY WALT CO COM DISNEY 254687106 5109 253295 SH DEF 3 248695 4600
DISNEY WALT CO COM DISNEY 254687106 5966 295764 SH DEF 5 188010 107754
DISNEY WALT CO COM DISNEY 254687106 23800 1174489 SH DEF 6 1082369 92120
DISNEY WALT CO COM DISNEY 254687106 7126 353296 SH DEF 2 346096 0 7200
DISNEY WALT CO COM DISNEY 254687106 2325 115276 SH DEF 8 3961 111315
DISNEY WALT CO COM DISNEY 254687106 2464 122188 SH DEF 1 200 121988
DISNEY WALT CO COM DISNEY 254687106 465 23044 SH DEF 10 5753 6391 10900
DISNEY WALT CO COM DISNEY 254687106 16529 730078 SH DEF 11 730078
DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 254753106 4128 243100 SH DEF 3 239500 3600
DITECH COMMUNICATIONS CORP COM 25500M103 1809 206470 SH DEF 3 82470 124000
DITECH COMMUNICATIONS CORP COM 25500M103 7 850 SH DEF 10 850
DJ ORTHOPEDICS INC COM 23325G104 442 31700 SH DEF 3 29500 2200
DNP SELECT INCOME FD COM 23325P104 1252 122381 SH DEF 11 122381
DOCUCORP INTL INC COM 255911109 1 100 SH DEF 11 100
DOCUMENTUM INC COM 256159104 6 200 SH DEF 11 200
DOLLAR GEN CORP COM 256669102 3401 170050 SH DEF 3 170050
DOLLAR GEN CORP COM 256669102 114 5725 SH DEF 10 5725
DOLLAR GEN CORP COM 256669102 3009 133909 SH DEF 11 133909
DOLLAR TREE STORES INC COM 256747106 60 1800 SH DEF 4 1800
DOLLAR TREE STORES INC COM 256747106 744 19495 SH DEF 11 19495
DOMINION HOMES INC COM 257386102 1091 42000 SH DEF 6 39200 2800
DOMINION HOMES INC COM 257386102 213 8200 SH DEF 3 8200
DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 54 1900 SH DEF 11 1900
DOMINION RES INC VA NEW COM 25746U109 7 121 SH DEF 6 121
DOMINION RES INC VA NEW COM 25746U109 2223 35910 SH DEF 10 29870 6040
DOMINION RES INC VA NEW COM 25746U109 129 2090 SH DEF 2 1920 170
DOMINION RES INC VA NEW COM 25746U109 4519 73361 SH DEF 11 73361
DOMINION RES INC VA NEW COM 25746U109 218 3518 SH DEF 1 3518
DOMINION RES INC VA NEW COM 25746U109 546 8813 SH DEF 5 8813
DOMTAR INC COM 257561100 4267 379600 SH DEF 6 379600
DOMTAR INC COM 257561100 10641 960200 SH DEF 13 960200
DONALDSON INC COM 257651109 1403 24515 SH DEF 11 24515
DONALDSON INC COM 257651109 992 18400 SH DEF 2 18400
DONALDSON INC COM 257651109 120 2225 SH DEF 10 2225
DONEGAL GROUP INC CL A 257701201 871 56978 SH DEF 6 54490 2488
DONEGAL GROUP INC CL B 257701300 322 22480 SH DEF 6 21236 1244
DONNELLEY R R & SONS CO COM 257867101 236 9500 SH DEF 2 9500
DONNELLEY R R & SONS CO COM 257867101 9244 371695 SH DEF 6 371695
DONNELLEY R R & SONS CO COM 257867101 4880 187705 SH DEF 11 187705
DONNELLEY R R & SONS CO COM 257867101 52 2100 SH DEF 10 2100
DORAL FINL CORP COM 25811P100 16278 346350 SH DEF 3 271600 74750
DORCHESTER MINERALS LP COM UNIT 25820R105 3 162 SH DEF 11 162
DOREL INDS INC CL B SUB VTG 25822C205 526 18200 SH DEF 13 18200
DOT HILL SYS CORP COM 25848T109 519 37700 SH DEF 3 36750 950
DOUBLECLICK INC COM 258609304 13 1549 SH DEF 11 1549
DOVER CORP COM 260003108 506 14300 SH DEF 10 7200 400 6700
DOVER CORP COM 260003108 10441 295186 SH DEF 2 286186 9000
DOVER CORP COM 260003108 2392 61297 SH DEF 11 61297
DOVER CORP COM 260003108 895 25300 SH DEF 5 25300
DOVER DOWNS GAMING & ENTMT I COM 260095104 1400 170300 SH DEF 6 161900 8400
DOVER DOWNS GAMING & ENTMT I COM 260095104 11 1174 SH DEF 11 1174
DOVER MOTORSPORTS INC COM 260174107 5 1378 SH DEF 11 1378
DOW CHEM CO COM 260543103 4096 125868 SH DEF 3 89668 36200
DOW CHEM CO COM 260543103 284 8740 SH DEF 10 8290 450
DOW CHEM CO COM 260543103 1521 46753 SH DEF 2 46753
DOW CHEM CO COM 260543103 6929 212930 SH DEF 6 212930
DOW CHEM CO COM 260543103 7151 189720 SH DEF 11 189720
DOW CHEM CO COM 260543103 361 11082 SH DEF 5 9232 1850
DOW CHEM CO COM 260543103 3410 77600 SH DEF 13 77600
DOW JONES & CO INC COM 260561105 68 1430 SH DEF 2 1430
DOW JONES & CO INC COM 260561105 330 6359 SH DEF 11 6359
DOW JONES & CO INC COM 260561105 1349 28500 SH DEF 8 700 27800
DOWNEY FINL CORP COM 261018105 24608 526600 SH DEF 6 512000 14600
DOWNEY FINL CORP COM 261018105 1061 22700 SH DEF 3 22700
DPL INC COM 233293109 13986 815500 SH DEF 6 815500
DPL INC COM 233293109 66 3850 SH DEF 10 900 2950
DPL INC COM 233293109 349 19156 SH DEF 11 19156
DPL INC COM 233293109 7 400 SH DEF 3 400
DPL INC COM 233293109 1051 61291 SH DEF 2 55941 5350
DPL INC COM 233293109 1400 81605 SH DEF 8 4059 77546
DRESS BARN INC COM 261570105 8405 610700 SH DEF 6 607605 145 2950
DREW INDS INC COM NEW 26168L205 376 20300 SH DEF 6 20300
DREXLER TECHNOLOGY CORP COM 261876106 9 600 SH DEF 11 600
DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 26 333 SH DEF 11 333
DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 288 55511 SH DEF 11 55511
DREYFUS MUN INCOME INC COM 26201R102 56 5850 SH DEF 11 5850
DREYFUS STRATEGIC MUN BD FD COM 26202F107 209 23917 SH DEF 11 23917
DREYFUS STRATEGIC MUNS INC COM 261932107 422 44076 SH DEF 11 44076
DRIL-QUIP INC COM 262037104 60 4000 SH DEF 11 4000
DRS TECHNOLOGIES INC COM 23330X100 24 1000 SH DEF 2 1000
DRS TECHNOLOGIES INC COM 23330X100 4 175 SH DEF 10 175
DSP GROUP INC COM 23332B106 7 300 SH DEF 10 300
DSP GROUP INC COM 23332B106 3608 144800 SH DEF 3 116200 28600
DSP GROUP INC COM 23332B106 7 300 SH DEF 11 300
DST SYS INC DEL COM 233326107 6 160 SH DEF 6 160
DST SYS INC DEL COM 233326107 1205 31860 SH DEF 11 31860
DTE ENERGY CO COM 233331107 18 500 SH DEF 10 500
DTE ENERGY CO COM 233331107 61 1650 SH DEF 6 1650
DTE ENERGY CO COM 233331107 238 6464 SH DEF 11 6464
DTE ENERGY CO COM 233331107 137 3705 SH DEF 2 3705
DU PONT E I DE NEMOURS & CO COM 263534109 13871 346700 SH DEF 6 346700
DU PONT E I DE NEMOURS & CO COM 263534109 1494 37360 SH DEF 1 1160 36200
DU PONT E I DE NEMOURS & CO COM 263534109 499 12483 SH DEF 10 8905 1878 1700
DU PONT E I DE NEMOURS & CO COM 263534109 8108 200696 SH DEF 11 200696
DU PONT E I DE NEMOURS & CO COM 263534109 3455 63955 SH DEF 13 63955
DU PONT E I DE NEMOURS & CO COM 263534109 4756 118871 SH DEF 5 81038 37833
DU PONT E I DE NEMOURS & CO COM 263534109 1159 28963 SH DEF 2 28963
DU PONT E I DE NEMOURS & CO COM 263534109 1637 40920 SH DEF 8 2550 38370
DU PONT E I DE NEMOURS & CO COM 263534109 6953 173789 SH DEF 4 173789
DU PONT E I DE NEMOURS & CO COM 263534109 4626 115619 SH DEF 3 113319 2300
DUANE READE INC COM 263578106 3 175 SH DEF 10 175
DUANE READE INC COM 263578106 614 38500 SH DEF 6 38500
DUANE READE INC COM 263578106 21 1500 SH DEF 11 1500
DUCKWALL-ALCO STORES INC NEW COM 264142100 641 44800 SH DEF 6 42700 2100
DUCOMMUN INC DEL COM 264147109 2003 122900 SH DEF 6 117100 5800
DUFF & PHELPS UTIL CORP BD T COM 26432K108 574 39257 SH DEF 11 39257
DUKE ENERGY CORP COM 264399106 1362 76500 SH DEF 3 76500
DUKE ENERGY CORP COM 264399106 3384 190000 SH DEF 9 190000
DUKE ENERGY CORP COM 264399106 2187 122802 SH DEF 2 122802
DUKE ENERGY CORP COM 264399106 355 19911 SH DEF 8 760 19151
DUKE ENERGY CORP COM 264399106 4655 256468 SH DEF 11 256468
DUKE ENERGY CORP COM 264399106 3952 221901 SH DEF 6 221901
DUKE ENERGY CORP COM 264399106 437 24525 SH DEF 4 24525
DUKE ENERGY CORP COM 264399106 24 1332 SH DEF 10 1332
DUKE REALTY CORP COM NEW 264411505 2341 79963 SH DEF 11 79963
DUKE REALTY CORP COM NEW 264411505 2032 69600 SH DEF 2 69500 100
DUKE REALTY CORP COM NEW 264411505 80 2750 SH DEF 10 2150 600
DUN & BRADSTREET CORP DEL NE COM 26483E100 54 1159 SH DEF 11 1159
DUN & BRADSTREET CORP DEL NE COM 26483E100 31 750 SH DEF 10 750
DUN & BRADSTREET CORP DEL NE COM 26483E100 32976 793830 SH DEF 3 697380 96450
DUN & BRADSTREET CORP DEL NE COM 26483E100 160 3863 SH DEF 2 3563 300
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 1903 199928 SH DEF 6 188828 11100
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 2635 276770 SH DEF 3 267920 8850
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 10 1000 SH DEF 11 1000
DURATEK INC COM 26658Q102 221 25603 SH DEF 6 25603
DURATEK INC COM 26658Q102 8 900 SH DEF 11 900
DURECT CORP COM 266605104 13 6000 SH DEF 11 6000
DUSA PHARMACEUTICALS INC COM 266898105 2 400 SH DEF 2 400
DUSA PHARMACEUTICALS INC COM 266898105 2 300 SH DEF 11 300
DYAX CORP COM 26746E103 2 500 SH DEF 11 500
DYCOM INDS INC COM 267475101 39355 1918772 SH DEF 6 1899887 455 18430
DYCOM INDS INC COM 267475101 8 400 SH DEF 10 400
DYCOM INDS INC COM 267475101 6 300 SH DEF 11 300
DYNEGY INC NEW CL A 26816Q101 111 27663 SH DEF 11 27663
DYNEGY INC NEW CL A 26816Q101 679 188500 SH DEF 6 188500
DYNEX CAP INC PFD CV C 9.73% 26817Q407 47 1500 SH DEF 2 1500
DYNEX CAP INC COM NEW 26817Q506 13 2475 SH DEF 11 2475
E M C CORP MASS COM 268648102 763 60435 SH DEF 5 48205 12230
E M C CORP MASS COM 268648102 70 5555 SH DEF 10 1625 3070 860
E M C CORP MASS COM 268648102 89 7050 SH DEF 4 7050
E M C CORP MASS COM 268648102 4390 317165 SH DEF 11 317165
E M C CORP MASS COM 268648102 276 21825 SH DEF 2 20525 0 1300
E M C CORP MASS COM 268648102 4685 370930 SH DEF 3 362430 8500
E M C CORP MASS COM 268648102 101 4999 SH DEF 8 1780 3219
E TRADE GROUP INC COM 269246104 10147 1095800 SH DEF 9 1095800
E TRADE GROUP INC COM 269246104 31094 3339159 SH DEF 6 3307779 745 30635
E TRADE GROUP INC COM 269246104 1887 203800 SH DEF 7 182900 20900
E TRADE GROUP INC COM 269246104 773 83500 SH DEF 3 44700 38800
E TRADE GROUP INC COM 269246104 604 58685 SH DEF 11 58685
EAGLE BANCORP INC MD COM 268948106 477 27450 SH DEF 11 27450
EARTHLINK INC COM 270321102 532 64700 SH DEF 3 38500 26200
EARTHLINK INC COM 270321102 1 100 SH DEF 1 100
EARTHLINK INC COM 270321102 84 9189 SH DEF 11 9189
EAST WEST BANCORP INC COM 27579R104 2212 51740 SH DEF 3 50230 1510
EAST WEST BANCORP INC COM 27579R104 6054 141625 SH DEF 1 141625
EASTERN AMERN NAT GAS TR SPERS RCT UNIT 276217106 891 37485 SH DEF 11 37485
EASTERN CO COM 276317104 557 38000 SH DEF 6 36350 1650
EASTERN VA BANKSHARES INC COM 277196101 4100 128616 SH DEF 11 128616
EASTGROUP PPTY INC COM 277276101 74 2550 SH DEF 11 2550
EASTMAN CHEM CO COM 277432100 8218 245307 SH DEF 6 245307
EASTMAN CHEM CO COM 277432100 7 216 SH DEF 4 216
EASTMAN CHEM CO COM 277432100 551 16988 SH DEF 11 16988
EASTMAN CHEM CO COM 277432100 9 267 SH DEF 2 267 0
EASTMAN CHEM CO COM 277432100 1 30 SH DEF 1 30
EASTMAN KODAK CO COM 277461109 3 120 SH DEF 1 120
EASTMAN KODAK CO COM 277461109 616 21800 SH DEF 13 21800
EASTMAN KODAK CO COM 277461109 737 35177 SH DEF 2 35177 0
EASTMAN KODAK CO COM 277461109 7788 371900 SH DEF 6 371900
EASTMAN KODAK CO COM 277461109 192787 9206650 SH DEF 7 5611550 3595100
EASTMAN KODAK CO COM 277461109 392860 18761225 SH DEF 9 16648711 2112514
EASTMAN KODAK CO COM 277461109 132 6284 SH DEF 10 6075 209
EASTMAN KODAK CO COM 277461109 245 11709 SH DEF 8 11709
EASTMAN KODAK CO COM 277461109 6954 284638 SH DEF 11 284638
EATON CORP COM 278058102 3 30 SH DEF 6 30
EATON CORP COM 278058102 272 2711 SH DEF 11 2711
EATON CORP COM 278058102 4715 53200 SH DEF 3 53200
EATON CORP COM 278058102 244 2750 SH DEF 2 2750 0
EATON VANCE CORP COM NON VTG 278265103 827 23700 SH DEF 11 23700
EATON VANCE FL MUNI INCOME T SH BEN INT 27826B100 51 3400 SH DEF 11 3400
EATON VANCE INS MUN BD FD COM 27827X101 386 28109 SH DEF 11 28109
EATON VANCE INS PA MUN BD FD COM 27828W102 33 2200 SH DEF 11 2200
EATON VANCE LTD DUR INCOME F COM 27828H105 964 51291 SH DEF 11 51291
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 42 2730 SH DEF 11 2730
EATON VANCE NJ MUNI INCOME T SH BEN INT 27826V106 27 1800 SH DEF 11 1800
EATON VANCE SR INCOME TR SH BEN INT 27826S103 84 9203 SH DEF 11 9203
EBAY INC COM 278642103 1244 22246 SH DEF 11 22246
EBAY INC COM 278642103 99143 1852790 SH DEF 9 1645632 207158
EBAY INC COM 278642103 50546 944600 SH DEF 7 564100 380500
EBAY INC COM 278642103 32 600 SH DEF 1 600
EBAY INC COM 278642103 7 100 SH DEF 13 100
EBAY INC COM 278642103 260 4850 SH DEF 5 3860 990
EBAY INC COM 278642103 287 5350 SH DEF 8 5350
EBAY INC COM 278642103 75 1400 SH DEF 4 1400
EBAY INC COM 278642103 43 800 SH DEF 10 800
ECHELON CORP COM 27874N105 282 21700 SH DEF 11 21700
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 372 9700 SH DEF 3 8400 1300
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 240 6268 SH DEF 11 6268
ECI TELECOM LTD ORD 268258100 1 200 SH DEF 11 200
ECLIPSYS CORP COM 278856109 113 9527 SH DEF 11 9527
ECOLAB INC COM 278865100 1568 58298 SH DEF 11 58298
ECOLAB INC COM 278865100 17 500 SH DEF 13 500
ECOLAB INC COM 278865100 10 400 SH DEF 2 0 0 400
ECOLAB INC COM 278865100 165 6540 SH DEF 10 6540
EDELBROCK CORP COM 279434104 262 23750 SH DEF 6 23750
EDGAR ONLINE INC COM 279765101 2 1000 SH DEF 11 1000
EDISON INTL COM 281020107 7642 400085 SH DEF 6 400085
EDISON INTL COM 281020107 95 4812 SH DEF 11 4812
EDISON INTL COM 281020107 11403 597000 SH DEF 3 586700 10300
EDISON INTL COM 281020107 145 7600 SH DEF 8 200 7400
EDO CORP COM 281347104 78 3500 SH DEF 11 3500
EDUCATION MGMT CORP COM 28139t101 64 1100 SH DEF 4 1100
EDWARDS AG INC COM 281760108 27 710 SH DEF 6 710
EDWARDS AG INC COM 281760108 293 7238 SH DEF 11 7238
EDWARDS LIFESCIENCES CORP COM 28176E108 4 160 SH DEF 10 160
EDWARDS LIFESCIENCES CORP COM 28176E108 -393 -13549 SH DEF 11 -13549
EDWARDS LIFESCIENCES CORP COM 28176E108 45 1660 SH DEF 3 1660
EGAIN COMMUNICATIONS COM NEW 28225C806 0 10 SH DEF 11 10
EL PASO CORP DBCV 2/2 28336LAC3 85785199500000 PRN DEF 14
EL PASO CORP COM 28336L109 20 SH DEF 1 20
EL PASO CORP COM 28336L109 486 66550 SH DEF 2 66550 0
EL PASO CORP COM 28336L109 585 79686 SH DEF 11 79686
EL PASO CORP COM 28336L109 8963 1228279 SH DEF 6 1142744 85535
EL PASO ELEC CO COM NEW 283677854 9569 825433 SH DEF 6 814653 285 10495
EL PASO ELEC CO COM NEW 283677854 738 60818 SH DEF 11 60818
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 3 100 SH DEF 11 100
ELAN PLC ADR 284131208 5 1000 SH DEF 10 1000
ELBIT SYS LTD ORD M3760D101 5 300 SH DEF 10 300
ELBIT SYS LTD ORD M3760D101 4 200 SH DEF 11 200
ELDORADO GOLD CORP NEW COM 284902103 896 342900 SH DEF 13 342900
ELECTRO SCIENTIFIC INDS COM 285229100 229 9325 SH DEF 11 9325
ELECTROGLAS INC COM 285324109 2 500 SH DEF 11 500
ELECTRONIC ARTS INC COM 285512109 46 500 SH DEF 4 500
ELECTRONIC ARTS INC COM 285512109 1514 16425 SH DEF 1 5500 10925
ELECTRONIC ARTS INC COM 285512109 4610 50011 SH DEF 10 43736 6275
ELECTRONIC ARTS INC COM 285512109 322 3255 SH DEF 11 3255
ELECTRONIC ARTS INC COM 285512109 28 300 SH DEF 2 300 0
ELECTRONIC DATA SYS NEW COM 285661104 6570 306282 SH DEF 11 306282
ELECTRONIC DATA SYS NEW COM 285661104 16 810 SH DEF 2 810 0
ELECTRONIC DATA SYS NEW COM 285661104 6526 322380 SH DEF 6 272120 50260
ELECTRONIC DATA SYS NEW COM 285661104 582 28800 SH DEF 3 28800
ELECTRONIC DATA SYS NEW COM 285661104 70 3490 SH DEF 10 200 3290
ELECTRONIC DATA SYS NEW COM 285661104 16 SH DEF 1 16
ELECTRONIC DATA SYS NEW COM 285661104 8080 400000 SH DEF 9 400000
ELECTRONIC DATA SYS NEW COM 285661104 2576 127500 SH DEF 7 127500
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 10 350 SH DEF 10 350
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 3 119 SH DEF 11 119
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 10593 370760 SH DEF 3 240160 130600
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 5080 177800 SH DEF 6 172500 5300
ELECTRONICS FOR IMAGING INC COM 286082102 25840 1105238 SH DEF 6 1079223 200 25815
ELECTRONICS FOR IMAGING INC COM 286082102 4301 184350 SH DEF 3 175430 8920
ELECTRONICS FOR IMAGING INC COM 286082102 59 2195 SH DEF 11 2195
ELKCORP COM 287456107 864 36690 SH DEF 3 27890 8800
ELLIS PERRY INTL INC COM 288853104 1 27 SH DEF 11 27
ELLSWORTH CONV GROWTH & INCO COM 289074106 26 3265 SH DEF 11 3265
ELSCINT LTD NEW ORD M40168102 1 160 SH DEF 11 160
EMBARCADERO TECHNOLOGIES INC COM 290787100 17 1300 SH DEF 11 1300
EMBREX INC COM 290817105 403 40600 SH DEF 6 38900 1700
EMCOR GROUP INC COM 29084Q100 485 11400 SH DEF 6 11400
EMERGE INTERACTIVE INC CL A 29088W103 21 20420 SH DEF 11 20420
EMERSON ELEC CO COM 291011104 827 15700 SH DEF 1 15700
EMERSON ELEC CO COM 291011104 3683 51800 SH DEF 13 51800
EMERSON ELEC CO COM 291011104 12963 246207 SH DEF 2 239269 0 6938
EMERSON ELEC CO COM 291011104 14174 249759 SH DEF 11 249759
EMERSON ELEC CO COM 291011104 25617 486557 SH DEF 6 486557
EMERSON ELEC CO COM 291011104 953 18102 SH DEF 10 7623 9129 1350
EMERSON ELEC CO COM 291011104 9352 177620 SH DEF 3 161620 16000
EMERSON ELEC CO COM 291011104 696 13214 SH DEF 5 9828 3386
EMERSON RADIO CORP COM NEW 291087203 6 1500 SH DEF 11 1500
EMISPHERE TECHNOLOGIES INC COM 291345106 13 2000 SH DEF 11 2000
EMPIRE DIST ELEC CO COM 291641108 123 5815 SH DEF 11 5815
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 1212 112200 SH DEF 3 111300 900
EMS TECHNOLOGIES INC COM 26873N108 6 350 SH DEF 11 350
EMULEX CORP COM NEW 292475209 36 1260 SH DEF 11 1260
EN POINTE TECHNOLOGIES INC COM 29247F108 4 3000 SH DEF 11 3000
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 2169 47784 SH DEF 11 47784
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 954 19378 SH DEF 11 19378
ENBRIDGE INC COM 29250N105 7388 207210 SH DEF 13 207210
ENCANA CORP COM 292505104 39813 1110018 SH DEF 13 1110018
ENCANA CORP COM 292505104 1352 37150 SH DEF 3 32550 4600
ENCANA CORP COM 292505104 2820 82058 SH DEF 11 82058
ENCANA CORP COM 292505104 156 4300 SH DEF 10 4300
ENCORE ACQUISITION CO COM 29255W100 2461 114200 SH DEF 6 111900 2300
ENCORE MED CORP COM 29256E109 3188 468700 SH DEF 3 389250 79450
ENCORE MED CORP COM 29256E109 102 15000 SH DEF 5 15000
ENDESA S A SPONSORED ADR 29258N107 122 7850 SH DEF 2 7850 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 10506 513750 SH DEF 3 348020 165730
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 15 900 SH DEF 11 900
ENDOCARDIAL SOLUTIONS INC COM 292962107 3 400 SH DEF 11 400
ENDOLOGIX INC COM 29266S106 1 200 SH DEF 11 200
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 14156 484800 SH DEF 3 362770 122030
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 7895 270219 SH DEF 6 269609 610
ENERGEN CORP COM 29265N108 4000 110570 SH DEF 6 110570
ENERGEN CORP COM 29265N108 45 1220 SH DEF 11 1220
ENERGEN CORP COM 29265N108 28866 797850 SH DEF 3 680000 117850
ENERGIZER HLDGS INC COM 29266R108 3569 97050 SH DEF 3 90800 6250
ENERGIZER HLDGS INC COM 29266R108 4 100 SH DEF 11 100
ENERGY EAST CORP COM 29266M109 6850 305394 SH DEF 6 305394
ENERGY EAST CORP COM 29266M109 747 33272 SH DEF 11 33272
ENERGY EAST CORP COM 29266M109 377 16820 SH DEF 3 8800 8020
ENERGY EAST CORP COM 29266M109 101 4500 SH DEF 10 4500
ENERGYSOUTH INC COM 292970100 15 400 SH DEF 11 400
ENERPLUS RES FD UNIT TR G NEW 29274D604 93 3450 SH DEF 11 3450
ENERPLUS RES FD UNIT TR G NEW 29274D604 4 135 SH DEF 13 135
ENERSIS S A SPONSORED ADR 29274F104 10554 1825900 SH DEF 3 1809000 16900
ENGELHARD CORP COM 292845104 22 800 SH DEF 1 800
ENGELHARD CORP COM 292845104 36 1300 SH DEF 10 1300
ENGELHARD CORP COM 292845104 2 70 SH DEF 11 70
ENGINEERED SUPPORT SYS INC COM 292866100 2379 39290 SH DEF 3 38150 1140
ENGINEERED SUPPORT SYS INC COM 292866100 51 750 SH DEF 11 750
ENNIS BUSINESS FORMS INC COM 293389102 2533 188900 SH DEF 6 180200 8700
ENNIS BUSINESS FORMS INC COM 293389102 272 20250 SH DEF 2 20250 0
ENPRO INDS INC COM 29355X107 5 536 SH DEF 11 536
ENSCO INTL INC COM 26874Q100 5 200 SH DEF 6 200
ENSCO INTL INC COM 26874Q100 1118 42446 SH DEF 11 42446
ENSCO INTL INC COM 26874Q100 103 3854 SH DEF 1 3854
ENSCO INTL INC COM 26874Q100 451 16800 SH DEF 2 16800 0
ENTERASYS NETWORKS INC COM 293637104 146 37329 SH DEF 11 37329
ENTERASYS NETWORKS INC COM 293637104 544 135950 SH DEF 3 127400 8550
ENTERASYS NETWORKS INC COM 293637104 3 675 SH DEF 10 675
ENTERGY CORP NEW COM 29364G103 6 110 SH DEF 6 110
ENTERGY CORP NEW COM 29364G103 869 16050 SH DEF 5 11200 4850
ENTERGY CORP NEW COM 29364G103 15 275 SH DEF 10 245 30
ENTERGY CORP NEW COM 29364G103 809 15003 SH DEF 11 15003
ENTERPRISE PRODS PARTNERS L COM 293792107 2826 130670 SH DEF 11 130670
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 112 3475 SH DEF 11 3475
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1198 39940 SH DEF 3 35140 4800
ENTREMED INC COM 29382F103 1 300 SH DEF 11 300
ENTRUST INC COM 293848107 10 2200 SH DEF 11 2200
ENVIRONMENTAL ELEMENTS CORP COM 293940102 2 7629 SH DEF 11 7629
ENVIRONMENTAL TECTONICS CORP COM 294092101 85 10600 SH DEF 11 10600
ENVOY COMMUNICATIONS GROUP I COM 293986105 0 140 SH DEF 11 140
ENZO BIOCHEM INC COM 294100102 727 39272 SH DEF 11 39272
ENZON PHARMACEUTICALS INC COM 293904108 9780 840200 SH DEF 6 813400 26800
ENZON PHARMACEUTICALS INC COM 293904108 8 730 SH DEF 11 730
EOG RES INC COM 26875P101 650 15428 SH DEF 11 15428
EOG RES INC COM 26875P101 3615 86600 SH DEF 3 86600
EOG RES INC COM 26875P101 42 1000 SH DEF 2 1000 0
EON LABS INC COM 29412E100 6 150 SH DEF 11 150
EPICOR SOFTWARE CORP COM 29426L108 1693 187880 SH DEF 3 184820 3060
EPICOR SOFTWARE CORP COM 29426L108 20 2000 SH DEF 11 2000
EPLUS INC COM 294268107 1905 122100 SH DEF 6 116900 5200
EQUIDYNE CORP COM 29442R105 0 200 SH DEF 11 200
EQUIFAX INC COM 294429105 2349 96099 SH DEF 11 96099
EQUIFAX INC COM 294429105 2334 104797 SH DEF 1 104797
EQUIFAX INC COM 294429105 4 200 SH DEF 6 200
EQUIFAX INC COM 294429105 21 950 SH DEF 10 750 200
EQUIFAX INC COM 294429105 4171 187300 SH DEF 3 181200 6100
EQUITABLE RES INC COM 294549100 139 3370 SH DEF 3 3370
EQUITABLE RES INC COM 294549100 16 400 SH DEF 10 400
EQUITABLE RES INC COM 294549100 513 12461 SH DEF 11 12461
EQUITABLE RES INC COM 294549100 25 600 SH DEF 2 600 0
EQUITABLE RES INC COM 294549100 10423 253600 SH DEF 6 253600
EQUITY INCOME FD UT 1 EX SR-ATT 294700703 20 257 SH DEF 11 257
EQUITY INNS INC COM 294703103 4 500 SH DEF 11 500
EQUITY MARKETING INC COM 294724109 47 3625 SH DEF 11 3625
EQUITY OFFICE PROPERTIES TRU COM 294741103 361 12894 SH DEF 11 12894
EQUITY OFFICE PROPERTIES TRU COM 294741103 92 3325 SH DEF 10 1525 1800
EQUITY OFFICE PROPERTIES TRU COM 294741103 1597 58015 SH DEF 2 58015 0
EQUITY OFFICE PROPERTIES TRU PFD CV B 5.25% 294741509 8 155 SH DEF 2 155 0
EQUITY OFFICE PROPERTIES TRU COM 294741103 174 5200 SH DEF 13 5200
EQUITY ONE COM 294752100 262 15400 SH DEF 3 5500 9900
EQUITY ONE COM 294752100 288 17174 SH DEF 11 17174
EQUITY RESIDENTIAL SH BEN INT 29476L107 1546 52788 SH DEF 8 52788
EQUITY RESIDENTIAL SH BEN INT 29476L107 25 850 SH DEF 10 850
EQUITY RESIDENTIAL SH BEN INT 29476L107 295 10078 SH DEF 11 10078
EQUITY RESIDENTIAL SH BEN INT 29476L107 18362 627115 SH DEF 1 14000 613115
EQUITY RESIDENTIAL PFD CONV E 7% 29476L883 68 2100 SH DEF 2 2100 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1307 44650 SH DEF 2 44650 0
ERESOURCE CAP GROUP INC COM NEW 26883W205 4 1858 SH DEF 11 1858
ERICSSON L M TEL CO ADR B SEK 10 294821608 21 1400 SH DEF 2 1400 0
ERICSSON L M TEL CO ADR B SEK 10 294821608 12 800 SH DEF 10 800
ERIE INDTY CO CL A 29530P102 134 3345 SH DEF 11 3345
ESB FINL CORP COM 26884F102 6 403 SH DEF 11 403
ESCALADE INC COM 296056104 4 150 SH DEF 11 150
ESCO TECHNOLOGIES INC COM 296315104 11 250 SH DEF 11 250
ESPEED INC CL A 296643109 851 31240 SH DEF 11 31240
ESS TECHNOLOGY INC COM 269151106 404 37503 SH DEF 6 37503
ESS TECHNOLOGY INC COM 269151106 14 1000 SH DEF 11 1000
ESSEX CORP COM 296744105 9 1000 SH DEF 11 1000
ETHAN ALLEN INTERIORS INC COM 297602104 13 350 SH DEF 10 350
ETHAN ALLEN INTERIORS INC COM 297602104 9009 250258 SH DEF 4 250258
ETHAN ALLEN INTERIORS INC COM 297602104 4 101 SH DEF 2 101 0
ETHAN ALLEN INTERIORS INC COM 297602104 1683 45725 SH DEF 11 45725
ETHAN ALLEN INTERIORS INC COM 297602104 6055 168200 SH DEF 5 95990 72210
ETHYL CORP COM NEW 297659609 6 499 SH DEF 10 499
ETHYL CORP COM NEW 297659609 0 20 SH DEF 11 20
EUROPE FD INC COM 29874M103 32 3275 SH DEF 11 3275
EUROPEAN WT FD INC COM 298792102 26 12595 SH DEF 11 12595
EVERCEL INC COM 299759100 0 400 SH DEF 11 400
EVEREST RE GROUP LTD COM G3223R108 3623 48200 SH DEF 3 48200
EVEREST RE GROUP LTD COM G3223R108 38 500 SH DEF 4 500
EVEREST RE GROUP LTD COM G3223R108 22284 295606 SH DEF 6 292531 60 3015
EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y105 185 12309 SH DEF 11 12309
EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 27 1500 SH DEF 11 1500
EVOLVING SYS INC COM 30049R100 2143 181500 SH DEF 3 181500
EVOLVING SYS INC COM 30049R100 18 1200 SH DEF 11 1200
EXACTECH INC COM 30064E109 52 3200 SH DEF 11 3200
EXCEL TECHNOLOGY INC COM 30067T103 200 8000 SH DEF 10 8000
EXCEL TECHNOLOGY INC COM 30067t103 30 1200 SH DEF 4 1200
EXCEL TECHNOLOGY INC COM 30067T103 4 130 SH DEF 11 130
EXELON CORP COM 30161N101 9 148 SH DEF 6 148
EXELON CORP COM 30161N101 7463 117525 SH DEF 3 108525 9000
EXELON CORP COM 30161N101 368 5792 SH DEF 8 1364 4428
EXELON CORP COM 30161N101 44 700 SH DEF 10 500 200
EXELON CORP COM 30161N101 1453 22894 SH DEF 11 22894
EXELON CORP COM 30161N101 267 4201 SH DEF 5 2500 1701
EXPEDITORS INTL WASH INC COM 302130109 15 400 SH DEF 11 400
EXPONENT INC COM 30214U102 1337 76900 SH DEF 6 73100 3800
EXPRESS SCRIPTS INC COM 302182100 67 1100 SH DEF 4 1100
EXPRESS SCRIPTS INC COM 302182100 192 3495 SH DEF 11 3495
EXPRESSJET HOLDINGS INC CL A 30218U108 7 500 SH DEF 2 500 0
EXPRESSJET HOLDINGS INC CL A 30218U108 28284 2049570 SH DEF 3 1712630 336940
EXPRESSJET HOLDINGS INC CL A 30218U108 3 180 SH DEF 11 180
EXTENDED STAY AMER INC COM 30224P101 13 880 SH DEF 6 880
EXTREME NETWORKS INC COM 30226D106 3 400 SH DEF 11 400
EXXON MOBIL CORP COM 30231G102 38641 1055767 SH DEF 5 1026414 29353
EXXON MOBIL CORP COM 30231G102 42755 1168156 SH DEF 2 1133422 0 34734
EXXON MOBIL CORP COM 30231G102 460 9300 SH DEF 13 9300
EXXON MOBIL CORP COM 30231G102 34249 935763 SH DEF 1 40770 894993
EXXON MOBIL CORP COM 30231G102 68661 1875991 SH DEF 3 1759621 116370
EXXON MOBIL CORP COM 30231G102 4608 125905 SH DEF 8 6325 119580
EXXON MOBIL CORP COM 30231G102 47784 1306292 SH DEF 11 1306292
EXXON MOBIL CORP COM 30231G102 6445 176080 SH DEF 10 144676 21204 10200
EXXON MOBIL CORP COM 30231G102 3266 88920 SH DEF 6 88920
EXXON MOBIL CORP COM 30231g102 228 6234 SH DEF 4 6234
F A O INC COM NEW 30240S600 1 200 SH DEF 11 200
F M C CORP COM NEW 302491303 17446 692300 SH DEF 6 669200 23100
F M C CORP COM NEW 302491303 3944 156500 SH DEF 3 83100 73400
F M C CORP COM NEW 302491303 9 330 SH DEF 11 330
F N B CORP VA COM 302930102 56 2032 SH DEF 11 2032
F&C CLAYMORE PFD SECS INC FD COM SHS 30236V104 2100 80792 SH DEF 11 80792
F5 NETWORKS INC COM 315616102 35 1400 SH DEF 11 1400
FACTSET RESH SYS INC COM 303075105 108 2470 SH DEF 11 2470
FAIR ISAAC CORP COM 303250104 462 7237 SH DEF 11 7237
FAIR ISAAC CORP COM 303250104 13 225 SH DEF 10 225
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 4807 289950 SH DEF 3 289950
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 41 1800 SH DEF 11 1800
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 17 1000 SH DEF 6 1000
FAIRMONT HOTELS RESORTS INC COM 305204109 105 4072 SH DEF 11 4072
FAIRMONT HOTELS RESORTS INC COM 305204109 3 100 SH DEF 10 100
FAIRMONT HOTELS RESORTS INC COM 305204109 39 1500 SH DEF 2 1500 0
FALCONSTOR SOFTWARE INC COM 306137100 3 400 SH DEF 11 400
FALMOUTH BANCORP INC COM 306754102 3 100 SH DEF 11 100
FAMILY DLR STORES INC COM 307000109 56 1400 SH DEF 4 1400
FAMILY DLR STORES INC COM 307000109 100 2500 SH DEF 10 2500
FAMILY DLR STORES INC COM 307000109 937 21485 SH DEF 11 21485
FAMILY DLR STORES INC COM 307000109 239 6000 SH DEF 2 0 0 6000
FARMER BROS CO COM 307675108 48 150 SH DEF 2 150 0
FARO TECHNOLOGIES INC COM 311642102 653 51900 SH DEF 3 51900
FBL FINL GROUP INC CL A 30239F106 12957 525860 SH DEF 6 510160 15700
FEDDERS CORP COM NEW 313135501 2013 347070 SH DEF 3 306970 40100
FEDDERS CORP COM NEW 313135501 572 98700 SH DEF 6 90200 8500
FEDERAL HOME LN MTG CORP COM 313400301 5837 111506 SH DEF 3 75606 35900
FEDERAL HOME LN MTG CORP COM 313400301 268 5120 SH DEF 10 5120
FEDERAL HOME LN MTG CORP COM 313400301 4010 76600 SH DEF 7 39000 37600
FEDERAL HOME LN MTG CORP COM 313400301 3484 62064 SH DEF 11 62064
FEDERAL HOME LN MTG CORP COM 313400301 8725 166669 SH DEF 4 166669
FEDERAL HOME LN MTG CORP COM 313400301 5670 108300 SH DEF 5 64865 43435
FEDERAL HOME LN MTG CORP COM 313400301 11424 218228 SH DEF 2 215599 0 2629
FEDERAL HOME LN MTG CORP COM 313400301 20 390 SH DEF 8 390
FEDERAL HOME LN MTG CORP COM 313400301 2314 44200 SH DEF 6 44200
FEDERAL NATL MTG ASSN COM 313586109 405656 5778580 SH DEF 9 5120268 658312
FEDERAL NATL MTG ASSN COM 313586109 18028 251471 SH DEF 11 251471
FEDERAL NATL MTG ASSN COM 313586109 34980 498214 SH DEF 6 475714 22500
FEDERAL NATL MTG ASSN COM 313586109 5793 82515 SH DEF 4 82515
FEDERAL NATL MTG ASSN COM 313586109 3145 44794 SH DEF 5 34945 9849
FEDERAL NATL MTG ASSN COM 313586109 213460 3040740 SH DEF 7 1867640 1173100
FEDERAL NATL MTG ASSN COM 313586109 5885 83826 SH DEF 1 83826
FEDERAL NATL MTG ASSN COM 313586109 25520 363537 SH DEF 3 338837 24700
FEDERAL NATL MTG ASSN COM 313586109 10450 148865 SH DEF 8 5532 143333
FEDERAL NATL MTG ASSN COM 313586109 1649 23491 SH DEF 10 17316 1375 4800
FEDERAL NATL MTG ASSN COM 313586109 25408 361930 SH DEF 2 348705 0 13225
FEDERAL NATL MTG ASSN COM 313586109 7783 82100 SH DEF 13 82100
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 45 1225 SH DEF 2 1225 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1332 36150 SH DEF 8 36150
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 115 3125 SH DEF 10 1750 1375
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1970 51903 SH DEF 11 51903
FEDERAL SIGNAL CORP COM 313855108 477 31980 SH DEF 8 3190 28790
FEDERAL SIGNAL CORP COM 313855108 152 10216 SH DEF 2 10216 0
FEDERAL SIGNAL CORP COM 313855108 17 1150 SH DEF 10 1150
FEDERAL SIGNAL CORP COM 313855108 657 44437 SH DEF 11 44437
FEDERATED DEPT STORES INC DE COM 31410H101 758 18100 SH DEF 5 14025 4075
FEDERATED DEPT STORES INC DE COM 31410H101 88 2100 SH DEF 2 2100 0
FEDERATED DEPT STORES INC DE COM 31410H101 25628 611640 SH DEF 6 611640
FEDERATED DEPT STORES INC DE COM 31410H101 454 9538 SH DEF 11 9538
FEDERATED DEPT STORES INC DE COM 31410H101 306 7300 SH DEF 3 7300
FEDERATED INVS INC PA CL B 314211103 1128 40805 SH DEF 11 40805
FEDERATED PREM INTR MUN INC COM 31423M105 90 6500 SH DEF 11 6500
FEDERATED PREM MUN INC FD COM 31423P108 86 6042 SH DEF 11 6042
FEDEX CORP COM 31428X106 238 3695 SH DEF 2 3695 0
FEDEX CORP COM 31428X106 2424 37620 SH DEF 10 30695 6925
FEDEX CORP COM 31428X106 2039 26913 SH DEF 11 26913
FEDEX CORP COM 31428X106 9294 144250 SH DEF 6 144250
FEDEX CORP COM 31428X106 2068 32100 SH DEF 3 32100
FEI CO COM 30241L109 24 1000 SH DEF 11 1000
FEI CO COM 30241L109 16660 713800 SH DEF 3 600250 113550
FELCOR LODGING TR INC COM 31430F101 12 1200 SH DEF 2 1200 0
FELCOR LODGING TR INC COM 31430F101 222 21775 SH DEF 11 21775
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 157 6650 SH DEF 11 6650
FERRO CORP COM 315405100 9 415 SH DEF 10 415
FERRO CORP COM 315405100 1107 51825 SH DEF 2 51825 0
FERRO CORP COM 315405100 37 1800 SH DEF 11 1800
FFD FINL CORP COM 30243C107 30 2000 SH DEF 11 2000
FIBERNET TELECOM GRP INC COM NEW 315653303 1 833 SH DEF 11 833
FIDELITY BANKSHARES INC NEW COM 31604Q107 3493 133025 SH DEF 1 133025
FIDELITY NATIONAL SOLTNS INC COM 31620P109 4264 171600 SH DEF 3 167900 3700
FIDELITY NATL FINL INC COM 316326107 5 180 SH DEF 6 180
FIDELITY NATL FINL INC COM 316326107 34 1093 SH DEF 11 1093
FIFTH THIRD BANCORP COM 316773100 3983 71812 SH DEF 1 71812
FIFTH THIRD BANCORP COM 316773100 98 1768 SH DEF 10 1350 418
FIFTH THIRD BANCORP COM 316773100 2170 37446 SH DEF 11 37446
FIFTH THIRD BANCORP COM 316773100 3135 56440 SH DEF 3 55040 1400
FIFTH THIRD BANCORP COM 316773100 57006 1027699 SH DEF 2 1023805 0 3894
FILENET CORP COM 316869106 1 30 SH DEF 11 30
FINANCIAL FED CORP COM 317492106 3243 106300 SH DEF 6 104400 1900
FINANCIAL INSTNS INC COM 317585404 2097 95656 SH DEF 6 89256 6400
FINISH LINE INC CL A 317923100 3143 119500 SH DEF 3 119500
FINLAY ENTERPRISES INC COM NEW 317884203 1731 119200 SH DEF 6 113200 6000
FIREPOND INC COM NEW 318224201 0 100 SH DEF 11 100
FIRST AMERN CORP CALIF COM 318522307 13739 551750 SH DEF 3 535910 15840
FIRST AMERN CORP CALIF COM 318522307 13454 540320 SH DEF 6 540320
FIRST AMERN CORP CALIF COM 318522307 32 1116 SH DEF 11 1116
FIRST BANCORP N C COM 318910106 37 1246 SH DEF 11 1246
FIRST BANCORP P R COM 318672102 15623 508050 SH DEF 3 413930 94120
FIRST CASH FINL SVCS INC COM 31942D107 4 166 SH DEF 11 166
FIRST CASH FINL SVCS INC COM 31942D107 1816 89700 SH DEF 6 86100 3600
FIRST CHARTER CORP COM 319439105 114 5584 SH DEF 11 5584
FIRST CMNTY BANCORP CALIF COM 31983B101 102 2920 SH DEF 11 2920
FIRST CMNTY BANCORP CALIF COM 31983B101 2656 79300 SH DEF 1 79300
FIRST CMNTY BANCORP CALIF COM 31983B101 295 8800 SH DEF 3 7600 1200
FIRST CMNTY BANCORP CALIF COM 31983B101 98 2920 SH DEF 2 2920 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 47 1333 SH DEF 11 1333
FIRST COMWLTH FINL CORP PA COM 319829107 118 8527 SH DEF 11 8527
FIRST COMWLTH FINL CORP PA COM 319829107 132 10000 SH DEF 1 10000
FIRST CONSULTING GROUP INC COM 31986R103 4167 835515 SH DEF 6 818775 395 16345
FIRST CTZNS BANCSHARES INC N CL A 31946M103 280 2455 SH DEF 11 2455
FIRST CTZNS BANCSHARES INC N CL A 31946M103 12980 122800 SH DEF 6 117500 5300
FIRST DATA CORP COM 319963104 3991 111779 SH DEF 11 111779
FIRST DATA CORP COM 319963104 22039 551536 SH DEF 1 18000 533536
FIRST DATA CORP COM 319963104 3365 84217 SH DEF 3 82467 1750
FIRST DATA CORP COM 319963104 4536 113520 SH DEF 10 94865 17640 1015
FIRST DATA CORP COM 319963104 36 900 SH DEF 4 900
FIRST DATA CORP COM 319963104 1309 32759 SH DEF 2 31294 0 1465
FIRST ESSEX BANCORP INC COM 320103104 1330 26125 SH DEF 1 26125
FIRST ESSEX BANCORP INC COM 320103104 56 1035 SH DEF 11 1035
FIRST FED CAP CORP COM 319960100 7268 353656 SH DEF 6 342256 11400
FIRST FED CAP CORP COM 319960100 259 12600 SH DEF 3 12600
FIRST FINL BANCORP OH COM 320209109 13 800 SH DEF 11 800
FIRST FINL BANKSHARES COM 32020R109 866 23440 SH DEF 3 22845 595
FIRST FINL CORP IND COM 320218100 17 566 SH DEF 11 566
FIRST FINL HLDGS INC COM 320239106 60 2000 SH DEF 11 2000
FIRST FINL HLDGS INC COM 320239106 9 300 SH DEF 10 300
FIRST HEALTH GROUP CORP COM 320960107 3 100 SH DEF 1 100
FIRST HEALTH GROUP CORP COM 320960107 321 13146 SH DEF 11 13146
FIRST IND CORP COM 32054R108 18 971 SH DEF 11 971
FIRST IND CORP COM 32054R108 2856 154300 SH DEF 6 149225 5075
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 484 14997 SH DEF 11 14997
FIRST MARINER BANCORP COM 320795107 158 10050 SH DEF 11 10050
FIRST MERCHANTS CORP COM 320817109 34 1322 SH DEF 6 1322
FIRST MERCHANTS CORP COM 320817109 42 1590 SH DEF 11 1590
FIRST MERCHANTS CORP COM 320817109 555 21703 SH DEF 3 20979 724
FIRST MUTUAL BANCSHARES INC COM 32190E102 674 34623 SH DEF 6 34623
FIRST NIAGARA FINL GP INC COM 33582V108 155 10877 SH DEF 11 10877
FIRST NIAGARA FINL GP INC COM 33582V108 3340 221166 SH DEF 1 221166
FIRST NIAGARA FINL GP INC COM 33582V108 40 2644 SH DEF 2 2644 0
FIRST PL FINL CORP COM 33610T109 470 26470 SH DEF 6 26470
FIRST REP BK SAN FRANCISCO COM 336158100 7421 240700 SH DEF 6 233600 7100
FIRST SENTINEL BANCORP INC COM 33640T103 66 3545 SH DEF 11 3545
FIRST ST BANCORPORATION COM 336453105 2612 88225 SH DEF 1 88225
FIRST TENN NATL CORP COM 337162101 52 1230 SH DEF 6 1230
FIRST TENN NATL CORP COM 337162101 14057 331060 SH DEF 3 320860 10200
FIRST TENN NATL CORP COM 337162101 1877 44200 SH DEF 2 42404 0 1796
FIRST TENN NATL CORP COM 337162101 17 400 SH DEF 10 400
FIRST TENN NATL CORP COM 337162101 1157 25515 SH DEF 11 25515
FIRST TR VALUE LINE 100 FD COM SHS 33735D104 133 8850 SH DEF 11 8850
FIRST TR VALUE LINE DIV FD COM SHS 33735A100 293 20800 SH DEF 11 20800
FIRST UTD CORP COM 33741H107 7 292 SH DEF 11 292
FIRST W VA BANCORP INC COM 337493100 27 1300 SH DEF 10 1300
FIRST W VA BANCORP INC COM 337493100 39 1703 SH DEF 11 1703
FIRST YRS INC COM 337610109 500 38140 SH DEF 6 36040 2100
FIRST YRS INC COM 337610109 12 900 SH DEF 10 900
FIRSTBANK CORP MICH COM 33761G104 514 16200 SH DEF 6 15200 1000
FIRSTBANK NW CORP COM 33762X106 79 2700 SH DEF 11 2700
FIRSTENERGY CORP COM 337932107 532 16689 SH DEF 6 16689
FIRSTENERGY CORP COM 337932107 54 1686 SH DEF 2 1686 0
FIRSTENERGY CORP COM 337932107 10 300 SH DEF 10 300
FIRSTENERGY CORP COM 337932107 1653 48056 SH DEF 11 48056
FIRSTFED AMER BANCORP INC COM 337929103 2961 133968 SH DEF 6 130048 3920
FIRSTFED FINL CORP COM 337907109 115 2920 SH DEF 3 2920
FIRSTFED FINL CORP COM 337907109 141 3124 SH DEF 11 3124
FIRSTFED FINL CORP COM 337907109 11214 283900 SH DEF 6 276100 7800
FIRSTMERIT CORP COM 337915102 1155 44807 SH DEF 11 44807
FIRSTMERIT CORP COM 337915102 8872 358610 SH DEF 6 358610
FIRSTMERIT CORP COM 337915102 10 400 SH DEF 2 400 0
FISERV INC COM 337738108 30 842 SH DEF 11 842
FISERV INC COM 337738108 11 300 SH DEF 4 300
FISERV INC COM 337738108 5606 154735 SH DEF 1 154735
FISHER SCIENTIFIC INTL INC COM NEW 338032204 6863 172910 SH DEF 3 172910
FIVE STAR QUALITY CARE INC COM 33832D106 3 1028 SH DEF 11 1028
FLAGSTAR BANCORP INC COM 337930101 4 181 SH DEF 11 181
FLAGSTAR BANCORP INC COM 337930101 13005 566650 SH DEF 6 546400 20250
FLAGSTAR BANCORP INC COM 337930101 32708 1425170 SH DEF 3 1216020 209150
FLAHERTY & CRMRN CLYMRE T R COM 338479108 53 2100 SH DEF 11 2100
FLANDERS CORP COM 338494107 184 37000 SH DEF 11 37000
FLEETBOSTON FINL CORP COM 339030108 11892 394442 SH DEF 3 388042 6400
FLEETBOSTON FINL CORP COM 339030108 7713 190967 SH DEF 11 190967
FLEETBOSTON FINL CORP COM 339030108 43552 1441771 SH DEF 6 1389527 52244
FLEETBOSTON FINL CORP COM 339030108 248 6100 SH DEF 13 6100
FLEETBOSTON FINL CORP COM 339030108 693 23000 SH DEF 7 23000
FLEETBOSTON FINL CORP COM 339030108 265 8786 SH DEF 2 8786 0
FLEETBOSTON FINL CORP COM 339030108 170 5645 SH DEF 10 585 5060
FLEETBOSTON FINL CORP COM 339030108 3106 103016 SH DEF 5 80568 22448
FLEETBOSTON FINL CORP COM 339030108 2685 89044 SH DEF 8 5626 83418
FLEETBOSTON FINL CORP COM 339030108 344 11403 SH DEF 4 11403
FLEETWOOD ENTERPRISES INC COM 339099103 20 2000 SH DEF 11 2000
FLEETWOOD ENTERPRISES INC COM 339099103 1023 110400 SH DEF 3 110400
FLEETWOOD ENTERPRISES INC COM 339099103 5 500 SH DEF 2 500 0
FLEXSTEEL INDS INC COM 339382103 30 1500 SH DEF 11 1500
FLEXTRONICS INTL LTD ORD Y2573F102 15719 1110566 SH DEF 6 1075349 35217
FLEXTRONICS INTL LTD ORD Y2573F102 13957 996930 SH DEF 11 996930
FLEXTRONICS INTL LTD ORD Y2573F102 140 9846 SH DEF 2 6500 0 3346
FLEXTRONICS INTL LTD ORD Y2573F102 63 4400 SH DEF 10 4400
FLEXTRONICS INTL LTD ORD Y2573F102 1773 125000 SH DEF 125000
FLEXTRONICS INTL LTD ORD Y2573F102 4954 348400 SH DEF 3 347800 600
FLIR SYS INC COM 302445101 42 1350 SH DEF 11 1350
FLORIDA BANKS INC COM 340560101 13 1100 SH DEF 2 1100 0
FLORIDA EAST COAST INDS CL A 340632108 926 31145 SH DEF 11 31145
FLORIDA PUB UTILS CO COM 341135101 3 200 SH DEF 11 200
FLORIDA ROCK INDS INC COM 341140101 3481 60807 SH DEF 11 60807
FLOWERS FOODS INC COM 343498101 465 19607 SH DEF 11 19607
FLOWERS FOODS INC COM 343498101 6 275 SH DEF 10 275
FLOWSERVE CORP COM 34354P105 20763 1022800 SH DEF 6 994000 28800
FLOWSERVE CORP COM 34354P105 6722 331150 SH DEF 3 315050 16100
FLOWSERVE CORP COM 34354P105 19 905 SH DEF 11 905
FLUOR CORP NEW COM 343412102 4 110 SH DEF 6 110
FLUOR CORP NEW COM 343412102 253 6834 SH DEF 11 6834
FLUSHING FINL CORP COM 343873105 3410 163651 SH DEF 6 156251 7400
FMC TECHNOLOGIES INC COM 30249U101 1111 51880 SH DEF 3 41430 10450
FNB CORP PA COM 302520101 142 4300 SH DEF 11 4300
FNB FINANCIAL SERVICES CORP COM 302526108 800 36523 SH DEF 6 35523 1000
FONAR CORP COM 344437108 0 131 SH DEF 11 131
FOOT LOCKER INC COM 344849104 16059 991290 SH DEF 6 991290
FOOT LOCKER INC COM 344849104 57 3166 SH DEF 11 3166
FOOT LOCKER INC COM 344849104 9 535 SH DEF 10 535
FOOT LOCKER INC COM 344849104 149 9200 SH DEF 3 9200
FOOTSTAR INC COM 344912100 0 28 SH DEF 11 28
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 5026 115950 SH DEF 6 111300 4650
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 170 3935 SH DEF 10 3935
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 15 350 PRN DEF 14
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 65 1500 SH DEF 1 1500
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 1775 38215 SH DEF 11 38215
FORD MTR CO DEL COM PAR $0.01 345370860 1737 161310 SH DEF 3 160810 500
FORD MTR CO DEL COM PAR $0.01 345370860 121 11262 SH DEF 10 3496 2699 5067
FORD MTR CO DEL COM PAR $0.01 345370860 5582 460218 SH DEF 11 460218
FORD MTR CO DEL COM PAR $0.01 345370860 370 34312 SH DEF 2 32914 0 1398
FORD MTR CO DEL COM PAR $0.01 345370860 15 1000 SH DEF 13 1000
FORD MTR CO DEL COM PAR $0.01 345370860 1127 104666 SH DEF 6 104666
FORDING CDN COAL TR TR UNIT 345425102 22 995 SH DEF 2 995 0
FORDING CDN COAL TR TR UNIT 345425102 73 2816 SH DEF 11 2816
FOREST CITY ENTERPRISES INC CL A 345550107 129 2904 SH DEF 11 2904
FOREST CITY ENTERPRISES INC CL B CONV 345550305 38 860 SH DEF 11 860
FOREST LABS INC COM 345838106 5 100 SH DEF 3 100
FOREST LABS INC COM 345838106 462 9245 SH DEF 11 9245
FOREST LABS INC COM 345838106 82 1600 SH DEF 10 1600
FOREST LABS INC COM 345838106 250 4850 SH DEF 4 4850
FOREST OIL CORP COM PAR $0.01 346091705 590 25155 SH DEF 11 25155
FORGENT NETWORKS INC COM 34629U103 5 1500 SH DEF 11 1500
FORRESTER RESH INC COM 346563109 4 250 SH DEF 10 250
FORT DEARBORN INCOME SECS IN COM 347200107 20 1360 SH DEF 11 1360
FORTUNE BRANDS INC COM 349631101 14904 262620 SH DEF 6 262620
FORTUNE BRANDS INC COM 349631101 108 1900 SH DEF 10 1500 400
FORTUNE BRANDS INC COM 349631101 2068 31744 SH DEF 11 31744
FORTUNE BRANDS INC COM 349631101 358 6300 SH DEF 5 5000 1300
FORTUNE BRANDS INC COM 349631101 1112 19600 SH DEF 3 19600
FORTUNE BRANDS INC COM 349631101 57 1000 SH DEF 4 1000
FORTUNE BRANDS INC COM 349631101 251 4430 SH DEF 2 4430 0
FORWARD AIR CORP COM 349853101 0 0 SH DEF 11 0
FOSSIL INC COM 349882100 14 525 SH DEF 11 525
FOSTER WHEELER LTD SHS G36535105 0 200 SH DEF 11 200
FOSTER WHEELER LTD SHS G36535105 11 10000 SH DEF 10000
FOUNDRY NETWORKS INC COM 35063R100 87 3725 SH DEF 11 3725
FOUNDRY NETWORKS INC COM 35063R100 13 600 SH DEF 2 600 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 11 200 SH DEF 11 200
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 696 13960 SH DEF 13 13960
FOX ENTMT GROUP INC CL A 35138T107 5808 207500 SH DEF 3 197300 10200
FOX ENTMT GROUP INC CL A 35138T107 1016 36668 SH DEF 11 36668
FPIC INS GROUP INC COM 302563101 170 11300 SH DEF 6 11300
FPL GROUP INC COM 302571104 204 3232 SH DEF 2 3232 0
FPL GROUP INC COM 302571104 1976 31258 SH DEF 8 31258
FPL GROUP INC COM 302571104 449 7100 SH DEF 3 7100
FPL GROUP INC COM 302571104 2847 44668 SH DEF 11 44668
FPL GROUP INC COM 302571104 3414 40000 SH DEF 13 40000
FPL GROUP INC COM 302571104 5 80 SH DEF 6 80
FPL GROUP INC COM 302571104 197 3110 SH DEF 10 1500 1610
FRANKLIN ELEC INC COM 353514102 7229 118504 SH DEF 11 118504
FRANKLIN ELEC INC COM 353514102 15 268 SH DEF 10 268
FRANKLIN FINL CORP TENN COM NEW 353523202 12 400 SH DEF 11 400
FRANKLIN MULTI-INCOME FD SH BEN INT 354021107 19 2650 SH DEF 11 2650
FRANKLIN RES INC COM 354613101 82 1850 SH DEF 1 1850
FRANKLIN RES INC COM 354613101 11 250 SH DEF 10 250
FRANKLIN RES INC COM 354613101 502 10576 SH DEF 11 10576
FRANKLIN TEMPLETON LTD DUR I COM 35472T101 62 4200 SH DEF 11 4200
FRANKLIN UNVL TR SH BEN INT 355145103 1 200 SH DEF 11 200
FREEMARKETS INC COM 356602102 184 29425 SH DEF 11 29425
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 30059 908140 SH DEF 3 786990 121150
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 639 16491 SH DEF 11 16491
FREMONT GEN CORP COM 357288109 14435 1135700 SH DEF 6 1096400 39300
FREMONT GEN CORP COM 357288109 19884 1564470 SH DEF 3 1164120 400350
FREMONT GEN CORP COM 357288109 6 360 SH DEF 11 360
FRESENIUS MED CARE AG SPONSORED ADR 358029106 7377 373433 SH DEF 6 365728 7705
FRESH BRANDS INC COM 35803U108 663 48200 SH DEF 6 46500 1700
FRESH BRANDS INC COM 35803U108 8 600 SH DEF 11 600
FRESH DEL MONTE PRODUCE INC ORD G36738105 33 1300 SH DEF 11 1300
FRESH DEL MONTE PRODUCE INC ORD G36738105 4164 169280 SH DEF 3 83580 85700
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 52 3000 SH DEF 2 3000 0
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 40 2300 SH DEF 3 2300
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 652 37800 SH DEF 6 36200 1600
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 5705 330705 SH DEF 7 167610 163095
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 4539 227844 SH DEF 11 227844
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 64173 3720200 SH DEF 12 3720200
FRIEDMANS INC CL A 358438109 3105 222600 SH DEF 6 211100 11500
FRIENDLY ICE CREAM CORP NEW COM 358497105 512 64200 SH DEF 6 60700 3500
FRISCHS RESTAURANTS INC COM 358748101 1275 52500 SH DEF 6 49300 3200
FRISCO BAY INDS LTD COM 358751105 9 1000 SH DEF 11 1000
FRONTIER AIRLINES INC NEW COM 359065109 16 950 SH DEF 950
FRONTIER AIRLINES INC NEW COM 359065109 1486 90400 SH DEF 3 7700 82700
FRONTIER FINL CORP WASH COM 35907K105 410 13700 SH DEF 3 13700
FRONTIER OIL CORP COM 35914P105 64 4000 SH DEF 11 4000
FROZEN FOOD EXPRESS INDS INC COM 359360104 27 4700 SH DEF 11 4700
FTD INC CL A 30265Q109 11 500 SH DEF 2 500 0
FTI CONSULTING INC COM 302941109 1574 79075 SH DEF 11 79075
FTI CONSULTING INC COM 302941109 694 40000 SH DEF 40000
FTI CONSULTING INC COM 302941109 100 5740 SH DEF 3 5740
FTI CONSULTING INC COM 302941109 121 6985 SH DEF 10 6750 235
FUELCELL ENERGY INC COM 35952H106 274 17985 SH DEF 11 17985
FULLER H B CO COM 359694106 9775 402700 SH DEF 6 395750 6950
FULLER H B CO COM 359694106 19789 815380 SH DEF 3 722080 93300
FULTON FINL CORP PA COM 360271100 673 32594 SH DEF 11 32594
FULTON FINL CORP PA COM 360271100 8 420 SH DEF 10 420
FURNITURE BRANDS INTL INC COM 360921100 24089 999557 SH DEF 6 969857 29700
FURNITURE BRANDS INTL INC COM 360921100 19 787 SH DEF 11 787
FX ENERGY INC COM 302695101 16 5000 SH DEF 5000
GABELLI ASSET MGMT INC CL A 36239Y102 10215 286450 SH DEF 6 286450
GABELLI ASSET MGMT INC CL A 36239Y102 4064 113785 SH DEF 6 107770 145 5870
GABELLI CONV & INCOME SECS F CONV SECS FD 36240B109 107 10482 SH DEF 11 10482
GABELLI EQUITY TR INC COM 362397101 484 63955 SH DEF 11 63955
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 20 2363 SH DEF 11 2363
GABELLI UTIL TR COM 36240A101 290 32208 SH DEF 11 32208
GABLES RESIDENTIAL TR SH BEN INT 362418105 968 30079 SH DEF 11 30079
GALAXY NUTRITIONAL FOODS INC COM 36317Q104 3 715 SH DEF 11 715
GALLAGHER ARTHUR J & CO COM 363576109 6 200 SH DEF 10 200
GALLAGHER ARTHUR J & CO COM 363576109 1200 41115 SH DEF 11 41115
GALLAHER GROUP PLC SPONSORED ADR 363595109 15732 419400 SH DEF 6 419400
GALLAHER GROUP PLC SPONSORED ADR 363595109 61 1615 SH DEF 10 1015 600
GALLAHER GROUP PLC SPONSORED ADR 363595109 60 1590 SH DEF 2 1590 0
GALYANS TRADING INC COM 36458R101 115 11266 SH DEF 6 11266
GAMESTOP CORP CL A 36466R101 15859 997410 SH DEF 3 878910 118500
GAMESTOP CORP CL A 36466R101 461 27400 SH DEF 11 27400
GAMETECH INTERNATIONAL INC COM 36466D102 127 42486 SH DEF 6 36786 5700
GANNETT INC COM 364730101 171 2200 SH DEF 4 2200
GANNETT INC COM 364730101 6797 87630 SH DEF 2 86630 0 1000
GANNETT INC COM 364730101 4611 54826 SH DEF 11 54826
GANNETT INC COM 364730101 13 125 SH DEF 13 125
GANNETT INC COM 364730101 124 1601 SH DEF 10 700 830 71
GANNETT INC COM 364730101 510 6575 SH DEF 5 3275 3300
GANNETT INC COM 364730101 8 100 SH DEF 6 100
GAP INC DEL COM 364760108 1391 72924 SH DEF 11 72924
GAP INC DEL COM 364760108 8025 468740 SH DEF 3 452840 15900
GAP INC DEL COM 364760108 1848 107925 SH DEF 10 85870 22055
GARDEN FRESH RESTAURANT CORP COM 365235100 2 100 SH DEF 11 100
GARDEN FRESH RESTAURANT CORP COM 365235100 1031 64807 SH DEF 6 61507 3300
GARDNER DENVER INC COM 365558105 1722 81940 SH DEF 3 63640 18300
GARMIN LTD ORD G37260109 320 6390 SH DEF 11 6390
GARTNER INC CL B 366651206 74 6800 SH DEF 3 6800
GARTNER INC CL B 366651206 6 500 SH DEF 11 500
GATEWAY FINL HLDGS INC COM 368140109 1 103 SH DEF 11 103
GATEWAY INC COM 367626108 156 27587 SH DEF 8 27587
GATEWAY INC COM 367626108 293 58058 SH DEF 11 58058
GATEWAY INC COM 367626108 2 440 SH DEF 6 440
GATEWAY INC COM 367626108 11 2000 SH DEF 10 2000
GATX CORP COM 361448103 2 100 SH DEF 6 100
GATX CORP COM 361448103 411 18285 SH DEF 11 18285
GAYLORD ENTMT CO NEW COM 367905106 0 0 SH DEF 11 0
GEMSTAR-TV GUIDE INTL INC COM 36866W106 27601 5818748 SH DEF 6 5763218 1460 54070
GEMSTAR-TV GUIDE INTL INC COM 36866W106 6821 1442100 SH DEF 7 960900 481200
GEMSTAR-TV GUIDE INTL INC COM 36866W106 28075 5935500 SH DEF 12 5935500
GEMSTAR-TV GUIDE INTL INC COM 36866W106 35 7490 SH DEF 11 7490
GEMSTAR-TV GUIDE INTL INC COM 36866W106 26728 5650800 SH DEF 9 5650800
GEN-PROBE INC NEW COM 36866T103 17772 328070 SH DEF 3 231380 96690
GENAISSANCE PHARMACEUTICALS COM 36867W105 171 90000 SH DEF 90000
GENAISSANCE PHARMACEUTICALS COM 36867W105 3397 1171270 SH DEF 11 1171270
GENCORP INC COM 368682100 7197 804100 SH DEF 6 781600 22500
GENCORP INC COM 368682100 21 2225 SH DEF 11 2225
GENE LOGIC INC COM 368689105 8 1600 SH DEF 11 1600
GENELABS TECHNOLOGIES INC COM 368706107 20 11900 SH DEF 11 11900
GENENCOR INTL INC COM 368709101 318 20400 SH DEF 3 11500 8900
GENENTECH INC COM NEW 368710406 64 800 SH DEF 10 800
GENENTECH INC COM NEW 368710406 436 5314 SH DEF 11 5314
GENENTECH INC COM NEW 368710406 30807 384420 SH DEF 1 7800 376620
GENENTECH INC COM NEW 368710406 24 300 SH DEF 4 300
GENERAL AMERN INVS INC COM 368802104 59 2052 SH DEF 11 2052
GENERAL CABLE CORP DEL NEW COM 369300108 2607 327450 SH DEF 3 294460 32990
GENERAL DYNAMICS CORP COM 369550108 210 2690 SH DEF 2 2690 0
GENERAL DYNAMICS CORP COM 369550108 4796 45500 SH DEF 13 45500
GENERAL DYNAMICS CORP COM 369550108 53221 681800 SH DEF 7 374700 307100
GENERAL DYNAMICS CORP COM 369550108 82947 1062612 SH DEF 9 957008 105604
GENERAL DYNAMICS CORP COM 369550108 12321 157842 SH DEF 1 6500 151342
GENERAL DYNAMICS CORP COM 369550108 3858 46097 SH DEF 11 46097
GENERAL DYNAMICS CORP COM 369550108 8 100 SH DEF 6 100
GENERAL DYNAMICS CORP COM 369550108 183 2340 SH DEF 10 1900 300 140
GENERAL DYNAMICS CORP COM 369550108 843 10800 SH DEF 8 400 10400
GENERAL ELEC CO COM 369604103 8122 272457 SH DEF 10 201495 52194 18768
GENERAL ELEC CO COM 369604103 8270 277409 SH DEF 8 22294 255115
GENERAL ELEC CO COM 369604103 16576 416021 SH DEF 13 416021
GENERAL ELEC CO COM 369604103 22861 766877 SH DEF 1 34907 731970
GENERAL ELEC CO COM 369604103 51646 1732508 SH DEF 2 1691211 0 41297
GENERAL ELEC CO COM 369604103 10135 340000 SH DEF 9 340000
GENERAL ELEC CO COM 369604103 70534 2431378 SH DEF 11 2431378
GENERAL ELEC CO COM 369604103 289 9700 SH DEF 6 9700
GENERAL ELEC CO COM 369604103 3486 116946 SH DEF 4 116946
GENERAL ELEC CO COM 369604103 100560 3373359 SH DEF 3 3256543 116816
GENERAL ELEC CO COM 369604103 12069 397404 SH DEF 5 342906 54498
GENERAL GROWTH PPTYS INC COM 370021107 23 325 SH DEF 2 325 0
GENERAL GROWTH PPTYS INC COM 370021107 556 7750 SH DEF 5 7750
GENERAL GROWTH PPTYS INC COM 370021107 29306 408730 SH DEF 3 350950 57780
GENERAL GROWTH PPTYS INC COM 370021107 62 808 SH DEF 11 808
GENERAL MARITIME CORP SHS Y2692M103 146 12800 SH DEF 3 12800
GENERAL MLS INC COM 370334104 4010 85200 SH DEF 3 85200
GENERAL MLS INC COM 370334104 360 7655 SH DEF 2 7381 0 274
GENERAL MLS INC COM 370334104 1703 37980 SH DEF 11 37980
GENERAL MLS INC COM 370334104 317 6734 SH DEF 10 5409 925 400
GENERAL MLS INC COM 370334104 217 4600 SH DEF 8 200 4400
GENERAL MLS INC COM 370334104 3814 60000 SH DEF 13 60000
GENERAL MTRS CORP CL H NEW 370442832 4110 250127 SH DEF 11 250127
GENERAL MTRS CORP CL H NEW 370442832 116844 8165200 SH DEF 7 4836000 3329200
GENERAL MTRS CORP CL H NEW 370442832 4 SH DEF 1 4
GENERAL MTRS CORP COM 370442105 1405 34336 SH DEF 2 31686 0 2650
GENERAL MTRS CORP CL H NEW 370442832 236766 16545473 SH DEF 9 14640100 1905373
GENERAL MTRS CORP COM 370442105 2161 52791 SH DEF 3 51491 1300
GENERAL MTRS CORP COM 370442105 4 100 SH DEF 1 100
GENERAL MTRS CORP CL H NEW 370442832 21 1500 SH DEF 2 1500 0
GENERAL MTRS CORP DEB SR CONV B 370442733 72 3100 SH DEF 11 3100
GENERAL MTRS CORP COM 370442105 8417 197263 SH DEF 11 197263
GENERAL MTRS CORP CL H NEW 370442832 1280 89477 SH DEF 6 89477
GENERAL MTRS CORP COM 370442105 282 6892 SH DEF 10 4192 300 2400
GENERAL MTRS CORP CL H NEW 370442832 2744 142000 SH DEF 13 142000
GENERAL MTRS CORP COM 370442105 25 600 SH DEF 4 600
GENERAL MTRS CORP COM 370442105 12 300 SH DEF 6 300
GENERAL MTRS CORP CL H NEW 370442832 44 3050 SH DEF 10 3050
GENERAL MTRS CORP COM 370442105 3369 60950 SH DEF 13 60950
GENESCO INC COM 371532102 1667 103800 SH DEF 3 103800
GENESCO INC COM 371532102 6149 382900 SH DEF 6 368300 14600
GENESEE & WYO INC CL A 371559105 2739 115525 SH DEF 6 110350 5175
GENESEE & WYO INC CL A 371559105 9 350 SH DEF 11 350
GENESEE CORP CL B 371601204 0 52 SH DEF 11 52
GENESIS HEALTH VENTURE INC N COM 37183F107 8034 331853 SH DEF 6 314953 16900
GENESIS MICROCHIP INC DEL COM 37184C103 37 2206 SH DEF 11 2206
GENLYTE GROUP INC COM 372302109 11639 261140 SH DEF 3 215650 45490
GENLYTE GROUP INC COM 372302109 7529 168930 SH DEF 6 161030 7900
GENLYTE GROUP INC COM 372302109 401 8500 SH DEF 11 8500
GENTA INC COM NEW 37245M207 1251 116930 SH DEF 11 116930
GENTA INC COM NEW 37245M207 380 30000 SH DEF 30000
GENTEX CORP COM 371901109 1053 26975 SH DEF 11 26975
GENTIVA HEALTH SERVICES INC COM 37247A102 288 25000 SH DEF 3 25000
GENTIVA HEALTH SERVICES INC COM 37247A102 4 375 SH DEF 11 375
GENUINE PARTS CO COM 372460105 3413 106725 SH DEF 6 106725
GENUINE PARTS CO COM 372460105 211 6600 SH DEF 5 4450 2150
GENUINE PARTS CO COM 372460105 4084 128340 SH DEF 11 128340
GENUINE PARTS CO COM 372460105 173 5400 SH DEF 10 4025 1375
GENUINE PARTS CO COM 372460105 1175 36755 SH DEF 2 36755 0
GENVEC INC COM 37246C109 170 50000 SH DEF 11 50000
GENZYME CORP COM GENL DIV 372917104 235 5071 SH DEF 4 5071
GENZYME CORP COM GENL DIV 372917104 3364 73300 SH DEF 11 73300
GENZYME CORP COM GENL DIV 372917104 185 4000 SH DEF 10 4000
GENZYME CORP COM GENL DIV 372917104 19 400 SH DEF 3 400
GENZYME CORP COM GENL DIV 372917104 55 1184 SH DEF 2 1184 0
GEORGIA GULF CORP COM PAR $0.01 373200203 6 275 SH DEF 10 275
GEORGIA PAC CORP COM 373298108 5 200 SH DEF 3 200
GEORGIA PAC CORP COM 373298108 177 6741 SH DEF 11 6741
GEORGIA PAC CORP COM 373298108 35 1452 SH DEF 6 1452
GERON CORP COM 374163103 18 1400 SH DEF 11 1400
GETTY IMAGES INC COM 374276103 112 2500 SH DEF 11 2500
GETTY RLTY CORP NEW COM 374297109 681 27500 SH DEF 11 27500
GEVITY HR INC COM 374393106 618 41930 SH DEF 3 40690 1240
GEVITY HR INC COM 374393106 14 900 SH DEF 11 900
GIBRALTAR STL CORP COM 37476F103 181 8325 SH DEF 6 8325
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 0 2 SH DEF 11 2
GILEAD SCIENCES INC COM 375558103 20 350 SH DEF 1 350
GILEAD SCIENCES INC COM 375558103 959 17120 SH DEF 3 9000 8120
GILEAD SCIENCES INC COM 375558103 1084 19860 SH DEF 11 19860
GILEAD SCIENCES INC COM 375558103 78 1400 SH DEF 4 1400
GILLETTE CO COM 375766102 1806 56484 SH DEF 1 200 56284
GILLETTE CO COM 375766102 268 8369 SH DEF 2 8369 0
GILLETTE CO COM 375766102 12099 378322 SH DEF 3 370022 8300
GILLETTE CO COM 375766102 240 7509 SH DEF 5 5060 2449
GILLETTE CO COM 375766102 6424 201379 SH DEF 11 201379
GILLETTE CO COM 375766102 311 9711 SH DEF 10 6161 350 3200
GILLETTE CO COM 375766102 17 530 SH DEF 4 530
GILLETTE CO COM 375766102 1549 48447 SH DEF 8 48447
GIVEN IMAGING ORD SHS M52020100 15 1100 SH DEF 11 1100
GLACIER BANCORP INC NEW COM 37637Q105 3408 124248 SH DEF 3 109423 14825
GLACIER BANCORP INC NEW COM 37637Q105 131 4252 SH DEF 11 4252
GLACIER BANCORP INC NEW COM 37637Q105 4606 165782 SH DEF 6 162355 88 3339
GLACIER BANCORP INC NEW COM 37637Q105 4634 168928 SH DEF 1 168928
GLACIER BANCORP INC NEW COM 37637Q105 262 9544 SH DEF 2 9544 0
GLAMIS GOLD LTD COM 376775102 202 14490 SH DEF 11 14490
GLATFELTER COM 377316104 149 11700 SH DEF 11 11700
GLATFELTER COM 377316104 9 775 SH DEF 10 775
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1175 27716 SH DEF 5 19790 7926
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 317 7465 SH DEF 8 633 6832
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 13 300 SH DEF 13 300
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 23 541 SH DEF 1 541
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4675 109514 SH DEF 6 89478 20036
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 368 8679 SH DEF 2 8679 0
GLEN BURNIE BANCORP COM 377407101 10 400 SH DEF 11 400
GLENAYRE TECHNOLOGIES INC COM 377899109 10 3400 SH DEF 11 3400
GLENBOROUGH RLTY TR INC COM 37803P105 18 906 SH DEF 11 906
GLIMCHER RLTY TR SH BEN INT 379302102 123 5830 SH DEF 11 5830
GLOBAL HIGH INCOME DLR FD IN COM 37933G108 85 5000 SH DEF 11 5000
GLOBAL IMAGING SYSTEMS COM 37934A100 2515 102200 SH DEF 6 94600 7600
GLOBAL IMAGING SYSTEMS COM 37934A100 25954 1054630 SH DEF 3 793390 261240
GLOBAL IMAGING SYSTEMS COM 37934A100 17 600 SH DEF 11 600
GLOBAL INDS LTD COM 379336100 481 105540 SH DEF 3 105540
GLOBAL INDS LTD COM 379336100 11 2300 SH DEF 11 2300
GLOBAL PMTS INC COM 37940X102 223 6200 SH DEF 3 5600 600
GLOBAL POWER EQUIPMENT INC COM 37941P108 3095 587300 SH DEF 6 560100 27200
GLOBALSANTAFE CORP SHS G3930E101 12 500 SH DEF 2 500 0
GLOBALSANTAFE CORP SHS G3930E101 254 11302 SH DEF 11 11302
GLOBALSANTAFE CORP SHS G3930E101 1451 60512 SH DEF 6 50509 10003
GLOBALSANTAFE CORP SHS G3930E101 11 465 SH DEF 10 465
GLOBESPANVIRATA INC COM 37957V106 122 19851 SH DEF 11 19851
GLOBESPANVIRATA INC COM 37957V106 15 2142 SH DEF 10 2142
GLOBESPANVIRATA INC COM 37957V106 11748 1627116 SH DEF 3 1226040 401076
GOAMERICA INC COM 38020R106 1 3500 SH DEF 11 3500
GOLD BANC CORP INC COM 379907108 5201 428434 SH DEF 6 411234 17200
GOLD BANC CORP INC COM 379907108 677 55750 SH DEF 3 55750
GOLDCORP INC NEW COM 380956409 695 44279 SH DEF 11 44279
GOLDCORP INC NEW COM 380956409 42 3000 SH DEF 13 3000
GOLDCORP INC NEW COM 380956409 42 3000 SH DEF 2 3000 0
GOLDEN TELECOM INC COM 38122G107 41 1500 SH DEF 3 1500
GOLDEN WEST FINL CORP DEL COM 381317106 7 80 SH DEF 6 80
GOLDEN WEST FINL CORP DEL COM 381317106 727 8125 SH DEF 5 5650 2475
GOLDEN WEST FINL CORP DEL COM 381317106 197 1960 SH DEF 11 1960
GOLDEN WEST FINL CORP DEL COM 381317106 2 25 SH DEF 10 25
GOLDEN WEST FINL CORP DEL COM 381317106 168 1880 SH DEF 2 1880 0
GOLDMAN SACHS GROUP INC COM 38141g104 67 800 SH DEF 4 800
GOLDMAN SACHS GROUP INC COM 38141G104 775 9240 SH DEF 5 7190 2050
GOLDMAN SACHS GROUP INC COM 38141G104 17822 212416 SH DEF 1 7000 205416
GOLDMAN SACHS GROUP INC COM 38141G104 23188 275665 SH DEF 6 273775 1890
GOLDMAN SACHS GROUP INC COM 38141G104 1871 22300 SH DEF 3 21200 1100
GOLDMAN SACHS GROUP INC COM 38141G104 1567 18680 SH DEF 10 16241 1950 489
GOLDMAN SACHS GROUP INC COM 38141G104 1308 13934 SH DEF 11 13934
GOLDMAN SACHS GROUP INC COM 38141G104 101 1203 SH DEF 2 1203 0
GOLF TR AMER INC COM 38168B103 0 150 SH DEF 11 150
GOODRICH CORP COM 382388106 24 1000 SH DEF 6 1000
GOODRICH CORP COM 382388106 48 2000 SH DEF 10 2000
GOODRICH CORP COM 382388106 5471 198064 SH DEF 11 198064
GOODYEAR TIRE & RUBR CO COM 382550101 200 29120 SH DEF 11 29120
GOODYEAR TIRE & RUBR CO COM 382550101 11 1607 SH DEF 10 1607
GOODYEAR TIRE & RUBR CO COM 382550101 11 1640 SH DEF 6 1640
GORMAN RUPP CO COM 383082104 57 2400 SH DEF 11 2400
GRACE W R & CO DEL NEW COM 38388F108 11 3486 SH DEF 11 3486
GRACO INC COM 384109104 778 20415 SH DEF 11 20415
GRACO INC COM 384109104 849 22600 SH DEF 3 21940 660
GRAFTECH INTL LTD COM 384313102 50 4840 SH DEF 11 4840
GRAFTECH INTL LTD COM 384313102 1 100 SH DEF 2 100 0
GRAINGER W W INC COM 384802104 121 2550 SH DEF 10 2550
GRAINGER W W INC COM 384802104 86 1800 SH DEF 2 1800 0
GRAINGER W W INC COM 384802104 2 40 SH DEF 6 40
GRAINGER W W INC COM 384802104 1096 23946 SH DEF 11 23946
GRANITE CONSTR INC COM 387328107 44 2200 SH DEF 11 2200
GRANITE CONSTR INC COM 387328107 6752 360285 SH DEF 6 354215 170 5900
GRANT PRIDECO INC COM 38821g101 66 6495 SH DEF 4 6495
GRANT PRIDECO INC COM 38821G101 135 11909 SH DEF 11 11909
GREAT ATLANTIC & PAC TEA INC COM 390064103 11 1000 SH DEF 13 1000
GREAT LAKES CHEM CORP COM 390568103 23 1060 SH DEF 11 1060
GREAT LAKES REIT INC COM 390752103 51 3210 SH DEF 11 3210
GREAT PLAINS ENERGY INC COM 391164100 15032 495780 SH DEF 6 495780
GREAT PLAINS ENERGY INC COM 391164100 20 650 SH DEF 2 650 0
GREAT PLAINS ENERGY INC COM 391164100 495 15519 SH DEF 11 15519
GREATER ATLANTIC FINANCIAL COM 391601101 520 66679 SH DEF 11 66679
GREATER BAY BANCORP COM 391648102 21646 1039650 SH DEF 6 1006300 33350
GREATER BAY BANCORP COM 391648102 6 300 SH DEF 10 300
GREATER BAY BANCORP COM 391648102 358 13287 SH DEF 11 13287
GREATER CHINA FD INC COM 39167B102 319 18599 SH DEF 11 18599
GREEN MOUNTAIN PWR CORP COM 393154109 9 400 SH DEF 2 400 0
GREENBRIER COS INC COM 393657101 2954 215754 SH DEF 6 208444 205 7105
GREENPOINT FINL CORP COM 395384100 31 1050 SH DEF 4 1050
GREENPOINT FINL CORP COM 395384100 2814 94255 SH DEF 3 82355 11900
GREENPOINT FINL CORP COM 395384100 39 1290 SH DEF 6 1290
GREY WOLF INC COM 397888108 18 5600 SH DEF 11 5600
GRIC COMMUNICATIONS INC COM 398081109 7 1000 SH DEF 11 1000
GRIFFON CORP COM 398433102 4533 252390 SH DEF 3 240090 12300
GRIFFON CORP COM 398433102 157 8135 SH DEF 11 8135
GROUP 1 SOFTWARE INC NEW COM 39943Y103 6395 355690 SH DEF 3 345720 9970
GROUP 1 SOFTWARE INC NEW COM 39943Y103 2841 157380 SH DEF 11 157380
GROUPE CGI INC CL A SUB VTG 39945C109 176 30336 SH DEF 13 30336
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 9980 272750 SH DEF 3 270630 2120
GTC BIOTHERAPEUTICS INC COM 36238T104 10 3100 SH DEF 11 3100
GTECH HLDGS CORP COM 400518106 86 2000 SH DEF 4 2000
GTECH HLDGS CORP COM 400518106 8 180 SH DEF 11 180
GTECH HLDGS CORP COM 400518106 31796 742030 SH DEF 3 583510 158520
GTSI CORP COM 36238K103 478 46200 SH DEF 6 45200 1000
GTSI CORP COM 36238K103 11 1000 SH DEF 11 1000
GUIDANT CORP COM 401698105 13 200 SH DEF 13 200
GUIDANT CORP COM 401698105 659 12912 SH DEF 11 12912
GUIDANT CORP COM 401698105 1 21 SH DEF 6 21
GUIDANT CORP COM 401698105 5559 118650 SH DEF 3 118650
GUIDANT CORP COM 401698105 150 3200 SH DEF 2 3200 0
GUIDANT CORP COM 401698105 341 7280 SH DEF 10 7225 55
GUILFORD PHARMACEUTICALS INC COM 401829106 239 32400 SH DEF 11 32400
GUILFORD PHARMACEUTICALS INC COM 401829106 14 2300 SH DEF 2 2300 0
GUITAR CTR MGMT INC COM 402040109 1051 32300 SH DEF 11 32300
GUITAR CTR MGMT INC COM 402040109 1033 32090 SH DEF 3 31150 940
GULFMARK OFFSHORE INC COM 402629109 13 900 SH DEF 11 900
GULFMARK OFFSHORE INC COM 402629109 254 17922 SH DEF 6 17922
GULFTERRA ENERGY PARTNERS LP COM 40274U108 2369 60718 SH DEF 11 60718
GULFTERRA ENERGY PARTNERS LP COM 40274U108 24 600 SH DEF 10 600
H & Q HEALTHCARE FD SH BEN INT 404052102 161 8813 SH DEF 11 8813
H & Q LIFE SCIENCES INVS SH BEN INT 404053100 2103 130969 SH DEF 11 130969
HAIN CELESTIAL GROUP INC COM 405217100 465 25650 SH DEF 2 25650 0
HALLIBURTON CO COM 406216101 257 10613 SH DEF 2 10013 0 600
HALLIBURTON CO COM 406216101 393 16200 SH DEF 3 1400 14800
HALLIBURTON CO COM 406216101 2352 97000 SH DEF 6 44400 52600
HALLIBURTON CO COM 406216101 1432 59965 SH DEF 11 59965
HANCOCK HLDG CO COM 410120109 86 1500 SH DEF 11 1500
HANCOCK JOHN FINL SVCS INC COM 41014S106 288 8528 SH DEF 5 8528
HANCOCK JOHN FINL SVCS INC COM 41014S106 27 804 SH DEF 2 543 0 261
HANCOCK JOHN FINL SVCS INC COM 41014S106 5394 159600 SH DEF 3 159600
HANCOCK JOHN FINL SVCS INC COM 41014S106 269 7609 SH DEF 11 7609
HANCOCK JOHN FINL SVCS INC COM 41014S106 16721 494700 SH DEF 6 494700
HANCOCK JOHN FINL TRENDS FD COM 41014X105 23 1450 SH DEF 11 1450
HANCOCK JOHN INCOME SECS TR COM 410123103 236 15605 SH DEF 11 15605
HANCOCK JOHN INVS TR COM 410142103 253 12430 SH DEF 11 12430
HANCOCK JOHN PATRIOT GLOBL D COM 41013G103 38 3100 SH DEF 11 3100
HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 102 8000 SH DEF 11 8000
HANCOCK JOHN PATRIOT PREM DI COM 41013Q101 15 1600 SH DEF 11 1600
HANCOCK JOHN PATRIOT SELCT D COM 41013U102 73 5050 SH DEF 11 5050
HANCOCK JOHN PFD INCOME FD SH BEN INT 41013W108 763 30037 SH DEF 11 30037
HANCOCK JOHN PFD INCOME FD I COM 41021P103 252 10375 SH DEF 11 10375
HANDLEMAN CO DEL COM 410252100 7846 464800 SH DEF 6 448800 16000
HANDLEMAN CO DEL COM 410252100 46 2585 SH DEF 11 2585
HANDSPRING INC COM 410293104 5 3000 SH DEF 11 3000
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 2956 192590 SH DEF 3 155340 37250
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 40 2350 SH DEF 11 2350
HANOVER CAP MTG HLDGS INC COM 410761100 9 700 SH DEF 11 700
HANSON PLC SPON ADR NEW 411352404 6 187 SH DEF 2 187 0
HARBOR FLA BANCSHARES INC COM 411901101 5636 211418 SH DEF 1 211418
HARBOR FLA BANCSHARES INC COM 411901101 43 1590 SH DEF 11 1590
HARKEN ENERGY CORP COM NEW 412552309 337 510679 SH DEF 11 510679
HARLAND JOHN H CO COM 412693103 26938 1017695 SH DEF 3 799095 218600
HARLAND JOHN H CO COM 412693103 14201 536500 SH DEF 6 520200 16300
HARLEY DAVIDSON INC COM 412822108 993 20600 SH DEF 8 700 19900
HARLEY DAVIDSON INC COM 412822108 319 6615 SH DEF 2 6265 0 350
HARLEY DAVIDSON INC COM 412822108 6109 128852 SH DEF 11 128852
HARLEY DAVIDSON INC COM 412822108 258 5350 SH DEF 10 5250 100
HARLEYSVILLE GROUP INC COM 412824104 50 2260 SH DEF 11 2260
HARLEYSVILLE NATL CORP PA COM 412850109 15 500 SH DEF 11 500
HARMAN INTL INDS INC COM 413086109 230 2256 SH DEF 6 0 2256
HARMAN INTL INDS INC COM 413086109 8 60 SH DEF 11 60
HARMONIC INC COM 413160102 1 183 SH DEF 11 183
HARRAHS ENTMT INC COM 413619107 9006 213860 SH DEF 3 205960 7900
HARRAHS ENTMT INC COM 413619107 391 8997 SH DEF 11 8997
HARRAHS ENTMT INC COM 413619107 46 1100 SH DEF 4 1100
HARRIS & HARRIS GROUP INC COM 413833104 1 130 SH DEF 11 130
HARRIS CORP DEL COM 413875105 108 2901 SH DEF 11 2901
HARRIS CORP DEL COM 413875105 35411 989410 SH DEF 3 833860 155550
HARRIS CORP DEL COM 413875105 5 130 SH DEF 6 130
HARRIS CORP DEL COM 413875105 12 345 SH DEF 10 345
HARSCO CORP COM 415864107 968 25150 SH DEF 3 11000 14150
HARSCO CORP COM 415864107 38 1000 SH DEF 4 1000
HARSCO CORP COM 415864107 14368 372380 SH DEF 6 369255 75 3050
HARTE-HANKS INC COM 416196103 31 1700 SH DEF 10 1700
HARTE-HANKS INC COM 416196103 455 24675 SH DEF 3 24675
HARTFORD FINL SVCS GROUP INC COM 416515104 2120 38625 SH DEF 11 38625
HARTFORD FINL SVCS GROUP INC COM 416515104 11 200 SH DEF 4 200
HARTFORD FINL SVCS GROUP INC COM 416515104 76 1443 SH DEF 10 343 1100
HARTFORD FINL SVCS GROUP INC COM 416515104 587 11150 SH DEF 2 10550 0 600
HARTFORD FINL SVCS GROUP INC COM 416515104 435 8263 SH DEF 8 8263
HARTFORD FINL SVCS GROUP INC COM 416515104 8400 159604 SH DEF 3 131604 28000
HARTFORD FINL SVCS GROUP INC COM 416515104 10127 192192 SH DEF 6 170572 21620
HARTFORD FINL SVCS GROUP INC COM 416515104 830 15773 SH DEF 5 11705 4068
HARTFORD FINL SVCS GROUP INC COM 416515104 9 174 SH DEF 1 174
HARTFORD INCOME SHS FD INC COM 416537108 6 800 SH DEF 11 800
HARVEST NATURAL RESOURCES IN COM 41754V103 3 500 SH DEF 11 500
HASBRO INC COM 418056107 50 2690 SH DEF 10 2690
HASBRO INC COM 418056107 3573 191265 SH DEF 6 191265
HASBRO INC COM 418056107 117 5378 SH DEF 11 5378
HASBRO INC COM 418056107 50 2687 SH DEF 2 2687 0
HATTERAS INCOME SECS INC COM 419025101 89 6793 SH DEF 11 6793
HAVAS SPONSORED ADR 419313101 53 11700 SH DEF 6 0 11700
HAVERTY FURNITURE INC COM 419596101 227 10920 SH DEF 11 10920
HAWAIIAN ELEC INDUSTRIES COM 419870100 119 2608 SH DEF 11 2608
HAWAIIAN ELEC INDUSTRIES COM 419870100 87 2000 SH DEF 2 2000 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 7071 162450 SH DEF 6 162450
HAWKINS INC COM 420261109 640 49929 SH DEF 6 49729 200
HAWTHORNE FINL CORP COM 420542102 1214 30200 SH DEF 6 30200
HCA INC COM 404119109 20 550 SH DEF 10 550
HCA INC COM 404119109 3348 87535 SH DEF 11 87535
HCA INC COM 404119109 291 7900 SH DEF 6 7900
HCA INC COM 404119109 4480 90000 SH DEF 13 90000
HCA INC COM 404119109 62 1670 SH DEF 2 1398 0 272
HCA INC COM 404119109 55 1500 SH DEF 4 1500
HCC INS HLDGS INC COM 404132102 2613 89850 SH DEF 3 83000 6850
HCC INS HLDGS INC COM 404132102 103 3535 SH DEF 11 3535
HEADWATERS INC COM 42210P102 133 7100 SH DEF 11 7100
HEALTH CARE PPTY INVS INC COM 421915109 75 1602 SH DEF 10 1602
HEALTH CARE PPTY INVS INC COM 421915109 19 400 SH DEF 2 400 0
HEALTH CARE PPTY INVS INC COM 421915109 3931 84169 SH DEF 8 2800 81369
HEALTH CARE PPTY INVS INC COM 421915109 650 13943 SH DEF 11 13943
HEALTH CARE REIT INC COM 42217K106 107 3475 SH DEF 10 3300 175
HEALTH CARE REIT INC COM 42217K106 355 11500 SH DEF 8 11500
HEALTH CARE REIT INC COM 42217K106 545 16450 SH DEF 11 16450
HEALTH MGMT ASSOC INC NEW CL A 421933102 176 8050 SH DEF 2 8050 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 585 26410 SH DEF 11 26410
HEALTH NET INC COM 42222G108 34 800 SH DEF 13 800
HEALTH NET INC COM 42222G108 156098 4928896 SH DEF 7 2941049 1987847
HEALTH NET INC COM 42222G108 348729 11011342 SH DEF 9 9836564 1174778
HEALTH NET INC COM 42222G108 1906 60329 SH DEF 11 60329
HEALTH NET INC COM 42222G108 57 1800 SH DEF 10 1800
HEALTH NET INC COM 42222G108 30355 958475 SH DEF 3 839875 118600
HEALTH NET INC COM 42222G108 21 660 SH DEF 6 660
HEALTHCARE RLTY TR COM 421946104 1434 42483 SH DEF 11 42483
HEALTHEXTRAS INC COM 422211102 1320 153350 SH DEF 3 147800 5550
HEALTHEXTRAS INC COM 422211102 35 3000 SH DEF 11 3000
HEALTHTRONICS SURGICAL SVS I COM 42222L107 64 12100 SH DEF 3 12100
HEARST-ARGYLE TELEVISION INC COM 422317107 5 190 SH DEF 10 190
HEARST-ARGYLE TELEVISION INC COM 422317107 7 300 SH DEF 11 300
HEARST-ARGYLE TELEVISION INC COM 422317107 13 520 SH DEF 6 520
HEARTLAND EXPRESS INC COM 422347104 7 300 SH DEF 11 300
HEARTLAND EXPRESS INC COM 422347104 336 14000 SH DEF 5 14000
HEARUSA INC COM NEW 422360305 0 50 SH DEF 11 50
HECLA MNG CO COM 422704106 6 1100 SH DEF 11 1100
HECLA MNG CO PFD CV SER B 422704205 150 3250 SH DEF 11 3250
HECTOR COMMUNICATIONS CORP COM 422730101 401 30700 SH DEF 6 29600 1100
HEIDRICK & STRUGGLES INTL IN COM 422819102 41 2100 SH DEF 11 2100
HEINZ H J CO COM 423074103 69 2010 SH DEF 10 1460 550
HEINZ H J CO COM 423074103 2964 86467 SH DEF 8 8500 77967
HEINZ H J CO COM 423074103 7 212 SH DEF 6 212
HEINZ H J CO COM 423074103 8795 248939 SH DEF 11 248939
HEINZ H J CO COM 423074103 27 800 SH DEF 4 800
HEINZ H J CO COM 423074103 1819 53065 SH DEF 2 51815 0 1250
HEINZ H J CO COM 423074103 261 7600 SH DEF 1 7600
HELEN OF TROY CORP LTD COM G4388N106 6 250 SH DEF 11 250
HELIX TECHNOLOGY CORP COM 423319102 624 38100 SH DEF 2 38100 0
HELIX TECHNOLOGY CORP COM 423319102 5 300 SH DEF 11 300
HELMERICH & PAYNE INC COM 423452101 9 345 SH DEF 10 345
HELMERICH & PAYNE INC COM 423452101 29 1100 SH DEF 11 1100
HELMERICH & PAYNE INC COM 423452101 15539 592199 SH DEF 6 585859 160 6180
HELMERICH & PAYNE INC COM 423452101 264 10100 SH DEF 2 10100 0
HEMISPHERX BIOPHARMA INC COM 42366C103 2 1000 SH DEF 11 1000
HENRY JACK & ASSOC INC COM 426281101 15 770 SH DEF 11 770
HERCULES INC COM 427056106 114 10890 SH DEF 11 10890
HERCULES INC COM 427056106 8597 758800 SH DEF 6 758800
HERITAGE PPTY INVT TR INC COM 42725M107 87 3100 SH DEF 11 3100
HERITAGE PROPANE PARTNERS L UNIT LTD PARTN 426918108 89 2580 SH DEF 11 2580
HERLEY INDS INC DEL COM 427398102 118 6265 SH DEF 11 6265
HERSHEY FOODS CORP COM 427866108 7539 103726 SH DEF 1 103726
HERSHEY FOODS CORP COM 427866108 526 7240 SH DEF 2 7240 0
HERSHEY FOODS CORP COM 427866108 2130 27622 SH DEF 11 27622
HERSHEY FOODS CORP COM 427866108 113 1551 SH DEF 10 1051 500
HEWITT ASSOCS INC COM 42822Q100 58 2400 SH DEF 3 2400
HEWLETT PACKARD CO COM 428236103 218 11247 SH DEF 10 6096 4266 885
HEWLETT PACKARD CO COM 428236103 3942 150800 SH DEF 13 150800
HEWLETT PACKARD CO COM 428236103 2540 131201 SH DEF 2 128501 0 2700
HEWLETT PACKARD CO COM 428236103 1 63 SH DEF 1 63
HEWLETT PACKARD CO COM 428236103 591 30510 SH DEF 4 30510
HEWLETT PACKARD CO COM 428236103 210 10832 SH DEF 8 10832
HEWLETT PACKARD CO COM 428236103 34235 1768327 SH DEF 6 1768327
HEWLETT PACKARD CO COM 428236103 3329 171945 SH DEF 5 143224 28721
HEWLETT PACKARD CO COM 428236103 11460 591960 SH DEF 3 578305 13655
HEWLETT PACKARD CO COM 428236103 11881 532552 SH DEF 11 532552
HEXCEL CORP NEW COM 428291108 30 5000 SH DEF 5000
HEXCEL CORP NEW COM 428291108 102 15000 SH DEF 11 15000
HIBBETT SPORTING GOODS INC COM 428565105 115 4212 SH DEF 11 4212
HIBBETT SPORTING GOODS INC COM 428565105 1675 69805 SH DEF 3 54115 15690
HIBERNIA CORP CL A 428656102 30010 1481255 SH DEF 3 1263055 218200
HIBERNIA CORP CL A 428656102 26 1300 SH DEF 10 1300
HIBERNIA CORP CL A 428656102 30 1460 SH DEF 6 1460
HIBERNIA CORP CL A 428656102 1234 54604 SH DEF 11 54604
HIGH INCOME OPPORTUNITY FD I COM 42967Q105 128 17830 SH DEF 11 17830
HIGH YIELD PLUS FD INC COM 429906100 1 200 SH DEF 11 200
HIGHWOODS PPTYS INC COM 431284108 2356 95016 SH DEF 11 95016
HIGHWOODS PPTYS INC COM 431284108 112 4700 SH DEF 2 4700 0
HILB ROGAL & HAMILTON CO COM 431294107 278 9260 SH DEF 11 9260
HILB ROGAL & HAMILTON CO COM 431294107 9 300 SH DEF 4 300
HILFIGER TOMMY CORP ORD G8915Z102 18 1200 SH DEF 11 1200
HILFIGER TOMMY CORP ORD G8915Z102 12 1000 SH DEF 10 1000
HILFIGER TOMMY CORP ORD G8915Z102 26395 2207637 SH DEF 6 2180397 675 26565
HILFIGER TOMMY CORP ORD G8915Z102 85 7100 SH DEF 3 7100
HILLENBRAND INDS INC COM 431573104 6 100 SH DEF 6 100
HILLENBRAND INDS INC COM 431573104 708 12553 SH DEF 2 10903 0 1650
HILLENBRAND INDS INC COM 431573104 50798 853315 SH DEF 11 853315
HILLENBRAND INDS INC COM 431573104 13055 231390 SH DEF 3 188240 43150
HILTON HOTELS CORP COM 432848109 505 31893 SH DEF 11 31893
HILTON HOTELS CORP COM 432848109 16 1000 SH DEF 10 1000
HILTON HOTELS CORP COM 432848109 32 2000 SH DEF 2 2000 0
HITACHI LIMITED ADR 10 COM 433578507 16 300 SH DEF 10 300
HMN FINL INC COM 40424G108 624 29000 SH DEF 6 27500 1500
HOLLINGER INTL INC CL A 435569108 360 26800 SH DEF 11 26800
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 144 8000 SH DEF 11 8000
HOLLY CORP COM PAR $0.01 435758305 14 556 SH DEF 11 556
HOLLY CORP COM PAR $0.01 435758305 0 16 SH DEF 2 16 0
HOLLYWOOD ENTMT CORP COM 436141105 13632 801890 SH DEF 3 605290 196600
HOLOGIC INC COM 436440101 0 25 SH DEF 11 25
HOLOGIC INC COM 436440101 1164 85600 SH DEF 3 44900 40700
HOME DEPOT INC COM 437076102 103 3232 SH DEF 4 3232
HOME DEPOT INC COM 437076102 18525 581642 SH DEF 3 565942 15700
HOME DEPOT INC COM 437076102 283 8890 SH DEF 5 8090 800
HOME DEPOT INC COM 437076102 14218 444035 SH DEF 6 415110 28925
HOME DEPOT INC COM 437076102 5804 135275 SH DEF 13 135275
HOME DEPOT INC COM 437076102 1410 44271 SH DEF 8 3530 40741
HOME DEPOT INC COM 437076102 243 7632 SH DEF 1 150 7482
HOME DEPOT INC COM 437076102 33280 897766 SH DEF 11 897766
HOME DEPOT INC COM 437076102 1689 53038 SH DEF 10 48034 4704 300
HOME DEPOT INC COM 437076102 18322 575258 SH DEF 2 551480 0 23778
HOME DEPOT INC COM 437076102 209871 6589350 SH DEF 7 3944150 2645200
HOME DEPOT INC COM 437076102 401340 12600950 SH DEF 9 11197510 1403440
HOME FED BANCORP COM 436926109 6 213 SH DEF 4 213
HOME PPTYS N Y INC COM 437306103 97 2527 SH DEF 11 2527
HOMESTORE INC COM 437852106 70 20000 SH DEF 11 20000
HON INDS INC COM 438092108 44 1200 SH DEF 10 750 450
HON INDS INC COM 438092108 1304 31799 SH DEF 11 31799
HONDA MOTOR LTD AMERN SHS 438128308 30 1500 SH DEF 2 1500 0
HONDA MOTOR LTD AMERN SHS 438128308 1517 74895 SH DEF 6 69495 5400
HONEYWELL INTL INC COM 438516106 8886 337240 SH DEF 3 300040 37200
HONEYWELL INTL INC COM 438516106 38165 1446796 SH DEF 6 1392916 53880
HONEYWELL INTL INC COM 438516106 6504 246831 SH DEF 5 141460 105371
HONEYWELL INTL INC COM 438516106 8368 273389 SH DEF 11 273389
HONEYWELL INTL INC COM 438516106 249 9468 SH DEF 10 2993 375 6100
HONEYWELL INTL INC COM 438516106 3594 101000 SH DEF 13 101000
HONEYWELL INTL INC COM 438516106 5683 215666 SH DEF 2 207751 0 7915
HONEYWELL INTL INC COM 438516106 1117 42400 SH DEF 7 42400
HONEYWELL INTL INC COM 438516106 1890 71727 SH DEF 8 1425 70302
HONEYWELL INTL INC COM 438516106 11921 452423 SH DEF 4 452423
HOOPER HOLMES INC COM 439104100 5 800 SH DEF 10 800
HOOPER HOLMES INC COM 439104100 30 5800 SH DEF 11 5800
HOOPER HOLMES INC COM 439104100 245 36800 SH DEF 1 36800
HORACE MANN EDUCATORS CORP N COM 440327104 28 2150 SH DEF 11 2150
HORIZON GROUP PPTYS INC COM 44041U102 1 311 SH DEF 11 311
HORIZON HEALTH CORP COM 44041Y104 29 1338 SH DEF 11 1338
HORIZON HEALTH CORP COM 44041Y104 1055 53700 SH DEF 6 51100 2600
HORIZON ORGANIC HOLDING COM 44043T103 36 1500 SH DEF 11 1500
HORMEL FOODS CORP COM 440452100 150 6078 SH DEF 11 6078
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 42 1200 SH DEF 10 200 1000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 475 13550 SH DEF 8 13550
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1465 39944 SH DEF 11 39944
HOST MARRIOTT CORP NEW COM 44107P104 814 77852 SH DEF 11 77852
HOST MARRIOTT CORP NEW COM 44107P104 21 2000 SH DEF 2 2000 0
HOST MARRIOTT CORP NEW COM 44107P104 218 20293 SH DEF 8 20293
HOST MARRIOTT CORP NEW COM 44107P104 6911 644040 SH DEF 6 644040
HOT TOPIC INC COM 441339108 22 750 SH DEF 11 750
HOT TOPIC INC COM 441339108 1515 67225 SH DEF 3 65215 2010
HOUSTON EXPL CO COM 442120101 21418 610200 SH DEF 6 590200 20000
HOUSTON EXPL CO COM 442120101 23079 657510 SH DEF 3 517300 140210
HOUSTON EXPL CO COM 442120101 7 200 SH DEF 11 200
HOVNANIAN ENTERPRISES INC CL A 442487203 74 1150 SH DEF 3 1150
HOVNANIAN ENTERPRISES INC CL A 442487203 8 100 SH DEF 11 100
HPSC INC COM 404264103 9 1000 SH DEF 11 1000
HRPT PPTYS TR COM SH BEN INT 40426W101 20 2200 SH DEF 2 2200 0
HRPT PPTYS TR COM SH BEN INT 40426W101 397 42450 SH DEF 11 42450
HRPT PPTYS TR COM SH BEN INT 40426W101 13 1375 SH DEF 10 1375
HSBC HLDGS PLC SPON ADR NEW 404280406 43 655 SH DEF 10 655
HSBC HLDGS PLC SPON ADR NEW 404280406 93 1413 SH DEF 2 1413 0
HSBC HLDGS PLC SPON ADR NEW 404280406 461 6777 SH DEF 6 5743 1034
HUBBELL INC CL B 443510201 128 3500 SH DEF 2 3500 0
HUBBELL INC CL B 443510201 85 2321 SH DEF 10 1996 325
HUBBELL INC CL B 443510201 223 6100 SH DEF 5 6100
HUBBELL INC CL B 443510201 192 4476 SH DEF 11 4476
HUDSON RIV BANCORP INC COM 444128102 80 2500 SH DEF 3 2500
HUDSON UNITED BANCORP COM 444165104 192 5458 SH DEF 8 5458
HUDSON UNITED BANCORP COM 444165104 51 1400 SH DEF 11 1400
HUDSON UNITED BANCORP COM 444165104 49067 1395125 SH DEF 3 1116785 278340
HUFFY CORP COM 444356109 7 1200 SH DEF 2 1200 0
HUGHES SUPPLY INC COM 444482103 27 700 SH DEF 11 700
HUGHES SUPPLY INC COM 444482103 12738 392550 SH DEF 6 376850 15700
HUGOTON RTY TR TEX UNIT BEN INT 444717102 8086 431480 SH DEF 3 329830 101650
HUGOTON RTY TR TEX UNIT BEN INT 444717102 622 30871 SH DEF 11 30871
HUMAN GENOME SCIENCES INC COM 444903108 41 3010 SH DEF 4 3010
HUMAN GENOME SCIENCES INC COM 444903108 576 41395 SH DEF 11 41395
HUMAN GENOME SCIENCES INC COM 444903108 45 3300 SH DEF 2 3300 0
HUMANA INC COM 444859102 23 1136 SH DEF 11 1136
HUMANA INC COM 444859102 25846 1431550 SH DEF 6 1420680 10870
HUMANA INC COM 444859102 11952 662140 SH DEF 3 477440 184700
HUMANA INC COM 444859102 3 150 SH DEF 2 150 0
HUMBOLDT BANCORP COM 445069107 351 22700 SH DEF 1 22700
HUMBOLDT BANCORP COM 445069107 174 11260 SH DEF 6 10780 480
HUNT J B TRANS SVCS INC COM 445658107 16865 643960 SH DEF 6 643960
HUNT J B TRANS SVCS INC COM 445658107 985 38820 SH DEF 11 38820
HUNT J B TRANS SVCS INC COM 445658107 568 21700 SH DEF 3 11200 10500
HUNT J B TRANS SVCS INC COM 445658107 8 300 SH DEF 2 300 0
HUNTINGTON BANCSHARES INC COM 446150104 4690 236965 SH DEF 2 236965 0
HUNTINGTON BANCSHARES INC COM 446150104 4681 235800 SH DEF 3 56900 178900
HUNTINGTON BANCSHARES INC COM 446150104 1060 48937 SH DEF 11 48937
HUNTINGTON BANCSHARES INC COM 446150104 22 1132 SH DEF 6 1132
HUTCHINSON TECHNOLOGY INC COM 448407106 35199 1069240 SH DEF 3 1001490 67750
HYDROGENICS CORP COM 448882100 10 1500 SH DEF 11 1500
HYPERCOM CORP COM 44913M105 1633 302900 SH DEF 3 59500 243400
HYPERION 2005 INVT GRADE OPP COM 448918102 6 600 SH DEF 11 600
HYPERION STRATEGIC MTG INC F COM 44915C105 50 3500 SH DEF 11 3500
HYPERION TOTAL RETURN & INCO COM 449145101 90 8874 SH DEF 11 8874
I-STAT CORP COM 450312103 3 260 SH DEF 11 260
IBERIABANK CORP COM 450828108 232 4400 SH DEF 3 2900 1500
IBERIABANK CORP COM 450828108 4632 88025 SH DEF 1 88025
IBERIABANK CORP COM 450828108 2915 55400 SH DEF 6 53200 2200
IBERIABANK CORP COM 450828108 148 2875 SH DEF 11 2875
IBIS TECHNOLOGY CORP COM 450909106 219 18920 SH DEF 11 18920
ICN PHARMACEUTICALS INC NEW COM 448924100 393 20331 SH DEF 11 20331
ICN PHARMACEUTICALS INC NEW COM 448924100 2 100 SH DEF 6 100
ICOS CORP COM 449295104 98 2100 SH DEF 11 2100
ICOS CORP COM 449295104 11 300 SH DEF 2 300 0
ICU MED INC COM 44930G107 126 3725 SH DEF 11 3725
ID BIOMEDICAL CORP COM 44936D108 21 1615 SH DEF 11 1615
IDACORP INC COM 451107106 1527 59600 SH DEF 6 47600 12000
IDACORP INC COM 451107106 409 15050 SH DEF 11 15050
IDACORP INC COM 451107106 19 750 SH DEF 10 750
IDEC PHARMACEUTICALS CORP COM 449370105 181 5435 SH DEF 4 5435
IDEC PHARMACEUTICALS CORP COM 449370105 12 350 SH DEF 2 350 0
IDEC PHARMACEUTICALS CORP COM 449370105 174 4959 SH DEF 11 4959
IDENTIX INC COM 451906101 8 1313 SH DEF 11 1313
IDENTIX INC COM 451906101 2 300 SH DEF 2 300 0
IDEX CORP COM 45167R104 7 200 SH DEF 11 200
IDEXX LABS INC COM 45168D104 55244 1298340 SH DEF 3 1023370 274970
IDEXX LABS INC COM 45168D104 216 4562 SH DEF 11 4562
IDINE REWARDS NETWORK INC COM 45168A100 226 13900 SH DEF 3 13900
IGATE CORP COM 45169U105 23 4300 SH DEF 11 4300
IGEN INC COM 449536101 2903 50090 SH DEF 11 50090
IGEN INC COM 449536101 1942 33600 SH DEF
IHOP CORP COM 449623107 19 500 SH DEF 11 500
IHOP CORP COM 449623107 164 5000 SH DEF 8 5000
II VI INC COM 902104108 952 47610 SH DEF 3 46620 990
IKON OFFICE SOLUTIONS INC COM 451713101 10 1197 SH DEF 11 1197
IKON OFFICE SOLUTIONS INC COM 451713101 223 30500 SH DEF 30500
IKON OFFICE SOLUTIONS INC COM 451713101 20874 2855570 SH DEF 6 2765370 90200
ILLINOIS TOOL WKS INC COM 452308109 1451 21900 SH DEF 3 21900
ILLINOIS TOOL WKS INC COM 452308109 70 1050 SH DEF 4 1050
ILLINOIS TOOL WKS INC COM 452308109 621 9369 SH DEF 10 4201 4468 700
ILLINOIS TOOL WKS INC COM 452308109 2134 29019 SH DEF 11 29019
ILLINOIS TOOL WKS INC COM 452308109 18 200 SH DEF 13 200
ILLINOIS TOOL WKS INC COM 452308109 212 3200 SH DEF 1 3200
ILLINOIS TOOL WKS INC COM 452308109 9758 147263 SH DEF 2 141676 0 5587
ILLUMINA INC COM 452327109 25 4175 SH DEF 11 4175
ILX RESORTS INC COM NEW 449661503 3 500 SH DEF 11 500
IMAGE ENTMT INC COM NEW 452439201 4 1000 SH DEF 11 1000
IMAGISTICS INTERNATIONAL INC COM 45247T104 14 480 SH DEF 2 480 0
IMAGISTICS INTERNATIONAL INC COM 45247T104 64 2001 SH DEF 11 2001
IMATION CORP COM 45245A107 98 3000 SH DEF 3 3000
IMATION CORP COM 45245A107 245 7209 SH DEF 11 7209
IMAX CORP COM 45245E109 19 2130 SH DEF 11 2130
IMC GLOBAL INC COM 449669100 23 3319 SH DEF 11 3319
IMC GLOBAL INC COM 449669100 0 29 SH DEF 2 29 0
IMC GLOBAL INC COM 449669100 9492 1479855 SH DEF 6 1456905 22950
IMCLONE SYS INC COM 45245W109 19 500 SH DEF 2 500 0
IMCLONE SYS INC COM 45245W109 199 5715 SH DEF 11 5715
IMCO RECYCLING INC COM 449681105 248 40300 SH DEF 6 39300 1000
IMMTECH INTL INC COM 452519101 11 500 SH DEF 11 500
IMMUCOR INC COM 452526106 115 3903 SH DEF 11 3903
IMMUNE RESPONSE CORP DEL COM NEW 45252T205 0 20 SH DEF 11 20
IMMUNOGEN INC COM 45253H101 5 1125 SH DEF 11 1125
IMMUNOMEDICS INC COM 452907108 137 16130 SH DEF 11 16130
IMPAC MED SYS INC COM 45255A104 216 12100 SH DEF 3 8100 4000
IMPAC MTG HLDGS INC COM 45254P102 143 9500 SH DEF 11 9500
IMPAX LABORATORIES INC COM 45256B101 35 2800 SH DEF 3 2800
IMPAX LABORATORIES INC COM 45256B101 3 250 SH DEF 11 250
IMPERIAL CHEM INDS PLC ADR NEW 452704505 3 300 SH DEF 10 300
IMPERIAL CHEM INDS PLC ADR NEW 452704505 14379 1289600 SH DEF 6 1289600
IMPERIAL OIL LTD COM NEW 453038408 8212 218300 SH DEF 13 218300
IMPERIAL OIL LTD COM NEW 453038408 149 4000 SH DEF 10 4000
IMPERIAL OIL LTD COM NEW 453038408 127 3200 SH DEF 11 3200
IMPERIAL SUGAR CO NEW COM NEW 453096208 1 107 SH DEF 11 107
IMS HEALTH INC COM 449934108 429 20354 SH DEF 2 20354 0
IMS HEALTH INC COM 449934108 399 16956 SH DEF 11 16956
INAMED CORP COM 453235103 2600 35390 SH DEF 3 34360 1030
INCO LTD COM 453258402 17513 638075 SH DEF 13 638075
INDEPENDENCE CMNTY BK CORP COM 453414104 243 6625 SH DEF 11 6625
INDEPENDENCE CMNTY BK CORP COM 453414104 2 50 SH DEF 6 50
INDEPENDENT BANK CORP MASS COM 453836108 1131 38702 SH DEF 11 38702
INDEPENDENT BANK CORP MASS COM 453836108 46 1800 SH DEF 10 1800
INDEPENDENT BANK CORP MICH COM 453838104 2296 78400 SH DEF 3 78400
INDEVUS PHARMACEUTICALS INC COM 454072109 112 20545 SH DEF 11 20545
INDYMAC BANCORP INC COM 456607100 59 2000 SH DEF 11 2000
INDYMAC BANCORP INC COM 456607100 25806 1113750 SH DEF 6 1080050 33700
INERGY L P UNIT LTD PTNR 456615103 7 150 SH DEF 11 150
INET TECHNOLOGIES INC COM 45662V105 192 15000 SH DEF 3 15000
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 1096 85000 SH DEF 3 84400 600
INFORMATICA CORP COM 45666Q102 1813 243700 SH DEF 3 236620 7080
INFORMATICA CORP COM 45666Q102 29 2700 SH DEF 11 2700
INFORTE CORP COM 45677R107 62 6500 SH DEF 11 6500
INFOSPACE INC COM NEW 45678T201 5 202 SH DEF 11 202
INFOSPACE INC COM NEW 45678T201 69 3400 SH DEF 3 3400
INFOUSA INC NEW COM 456818301 3358 447190 SH DEF 3 231990 215200
INFOUSA INC NEW COM 456818301 3477 460665 SH DEF 6 453100 190 7375
ING GROUP N V SPONSORED ADR 456837103 6119 322957 SH DEF 6 238485 84472
ING GROUP N V SPONSORED ADR 456837103 395 21343 SH DEF 2 21343 0
ING PRIME RATE TR SH BEN INT 44977W106 110 14683 SH DEF 11 14683
INGERSOLL-RAND COMPANY LTD CL A G4776G101 112 2099 SH DEF 10 2039 60
INGERSOLL-RAND COMPANY LTD CL A G4776G101 4029 66708 SH DEF 11 66708
INGERSOLL-RAND COMPANY LTD CL A G4776G101 754 14100 SH DEF 3 14100
INGLES MKTS INC CL A 457030104 22 2211 SH DEF 11 2211
INGRAM MICRO INC CL A 457153104 304 23300 SH DEF 3 23300
INGRAM MICRO INC CL A 457153104 209 16050 SH DEF 5 11050 5000
INGRAM MICRO INC CL A 457153104 18 1410 SH DEF 6 1410
INGRAM MICRO INC CL A 457153104 374 25295 SH DEF 11 25295
INKINE PHARMACEUTICALS INC COM 457214104 29 5500 SH DEF 11 5500
INKINE PHARMACEUTICALS INC COM 457214104 623 150075 SH DEF 8 150075
INNKEEPERS USA TR PFD CV A 8.625 4576J0302 25 1000 SH DEF 11 1000
INNKEEPERS USA TR COM 4576J0104 959 110179 SH DEF 11 110179
INNKEEPERS USA TR COM 4576J0104 17 2000 SH DEF 2 2000 0
INNKEEPERS USA TR COM 4576J0104 348 39993 SH DEF 8 39993
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 32 3059 SH DEF 11 3059
INNOVO GROUP INC COM PAR $0.01 457954600 0 33 SH DEF 11 33
INSIGHT ENTERPRISES INC COM 45765U103 13 750 SH DEF 11 750
INSIGHT ENTERPRISES INC COM 45765U103 174 11400 SH DEF 3 11400
INSIGHT ENTERPRISES INC COM 45765U103 5139 337669 SH DEF 6 327069 10600
INSITUFORM TECHNOLOGIES INC CL A 457667103 274 19160 SH DEF 11 19160
INSMED INC COM NEW 457669208 6 2100 SH DEF 11 2100
INSPIRE PHARMACEUTICALS INC COM 457733103 16 879 SH DEF 11 879
INSTINET GROUP INC COM 457750107 3 470 SH DEF 11 470
INSURED MUN INCOME FD COM 45809F104 37 2620 SH DEF 11 2620
INTEGRA BK CORP COM 45814P105 261 12500 SH DEF 11 12500
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 7 200 SH DEF 11 200
INTEGRAMED AMER INC COM NEW 45810N302 84 12202 SH DEF 6 11500 702
INTEGRATED DEVICE TECHNOLOGY COM 458118106 33 2125 SH DEF 11 2125
INTEGRATED ELECTRICAL SVC COM 45811E103 161 23300 SH DEF 3 23300
INTEGRATED ELECTRICAL SVC COM 45811E103 3318 480800 SH DEF 6 458800 22000
INTEGRATED SILICON SOLUTION COM 45812P107 3 200 SH DEF 11 200
INTEGRITY FINL CORP COM 45820M104 2 117 SH DEF 11 117
INTEL CORP COM 458140100 6936 252052 SH DEF 8 8868 243184
INTEL CORP COM 458140100 43737 1589260 SH DEF 1 21602 1567658
INTEL CORP COM 458140100 1089 30965 SH DEF 13 30965
INTEL CORP COM 458140100 42011 1527127 SH DEF 2 1488648 0 38479
INTEL CORP COM 458140100 57770 2099209 SH DEF 3 2047509 51700
INTEL CORP COM 458140100 2408 87514 SH DEF 5 63059 24455
INTEL CORP COM 458140100 258 9390 SH DEF 4 9390
INTEL CORP COM 458140100 34940 1057184 SH DEF 11 1057184
INTEL CORP COM 458140100 3387 123060 SH DEF 10 91039 15204 16817
INTELIDATA TECHNOLOGIES CORP COM 45814T107 1 300 SH DEF 11 300
INTELLI-CHECK INC COM 45817G102 59 8100 SH DEF 11 8100
INTER TEL INC COM 458372109 21523 876690 SH DEF 3 669790 206900
INTERACTIVE INTELLIGENCE INC COM 45839M103 1 200 SH DEF 11 200
INTERACTIVECORP COM 45840Q101 14 438 SH DEF 1 438
INTERACTIVECORP COM 45840Q101 504 15200 SH DEF 8 15200
INTERACTIVECORP COM 45840Q101 793928 24022033 SH DEF 9 21765538 2256495
INTERACTIVECORP COM 45840Q101 9683 291695 SH DEF 6 291695
INTERACTIVECORP COM 45840q101 19 575 SH DEF 4 575
INTERACTIVECORP COM 45840Q101 103 3100 SH DEF 10 3100
INTERACTIVECORP COM 45840Q101 335 10100 SH DEF 5 10100
INTERACTIVECORP COM 45840Q101 81 2450 SH DEF 2 2450 0
INTERACTIVECORP COM 45840Q101 358107 10835300 SH0 DEF 7 6619700 4215600
INTERACTIVECORP COM 45840Q101 11908 324384 SH DEF 11 324384
INTERACTIVECORP COM 45840Q101 803 18000 SH DEF 13 18000
INTERACTIVECORP *W EXP 02/04/200 45840Q127 17 350 SH DEF 11 350
INTERCEPT INC COM 45845L107 162 11860 SH DEF 6 11860
INTERCHANGE FINL SVCS S B N COM 458447109 60 2900 SH DEF 6 2900
INTERDIGITAL COMMUNICATIONS COM 45866A105 404 23780 SH DEF 11 23780
INTERFACE INC CL A 458665106 11 2000 SH DEF 11 2000
INTERGRAPH CORP COM 458683109 16483 700515 SH DEF 6 689275 280 10960
INTERGRAPH CORP COM 458683109 31 1200 SH DEF 11 1200
INTERMAGNETICS GEN CORP COM 458771102 608 27200 SH DEF 3 21700 5500
INTERMET CORP COM 45881K104 84 19600 SH DEF 6 19600
INTERMUNE INC COM 45884X103 10 500 SH DEF 11 500
INTERNAP NETWORK SVCS CORP COM 45885A102 24 21515 SH DEF 11 21515
INTERNATIONAL ALUM CORP COM 458884103 141 5570 SH DEF 11 5570
INTERNATIONAL ASSETS HLDG CO COM 459028106 11 2515 SH DEF 11 2515
INTERNATIONAL BANCSHARES COR COM 459044103 3541 85129 SH DEF 6 83029 2100
INTERNATIONAL BUSINESS MACHS COM 459200101 953 10793 SH DEF 4 10793
INTERNATIONAL BUSINESS MACHS COM 459200101 45583 515256 SH DEF 6 494432 20824
INTERNATIONAL BUSINESS MACHS COM 459200101 2899 32819 SH DEF 8 4660 28159
INTERNATIONAL BUSINESS MACHS COM 459200101 2261 25600 SH DEF 5 23000 2600
INTERNATIONAL BUSINESS MACHS COM 459200101 184313 2086637 SH DEF 7 1253845 832792
INTERNATIONAL BUSINESS MACHS COM 459200101 343803 3892252 SH DEF 9 3461343 430909
INTERNATIONAL BUSINESS MACHS COM 459200101 6584 74536 SH DEF 10 66937 4711 2888
INTERNATIONAL BUSINESS MACHS COM 459200101 45498 515095 SH DEF 3 487045 28050
INTERNATIONAL BUSINESS MACHS COM 459200101 4459 37381 SH DEF 13 37381
INTERNATIONAL BUSINESS MACHS COM 459200101 2817 31883 SH DEF 1 1750 30133
INTERNATIONAL BUSINESS MACHS COM 459200101 50415 563418 SH DEF 11 563418
INTERNATIONAL BUSINESS MACHS COM 459200101 20156 228195 SH DEF 2 221746 0 6449
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 20 600 SH DEF 2 600 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 477 14421 SH DEF 11 14421
INTERNATIONAL GAME TECHNOLOG COM 459902102 90 3200 SH DEF 4 3200
INTERNATIONAL GAME TECHNOLOG COM 459902102 3975 121380 SH DEF 11 121380
INTERNATIONAL GAME TECHNOLOG COM 459902102 487 17300 SH DEF 5 17300
INTERNATIONAL GAME TECHNOLOG COM 459902102 2 68 SH DEF 10 68
INTERNATIONAL RECTIFIER CORP COM 460254105 277 5800 SH DEF 11 5800
INTERNATIONAL RECTIFIER CORP COM 460254105 2 50 SH DEF 6 50
INTERNATIONAL RECTIFIER CORP COM 460254105 32117 857830 SH DEF 3 722460 135370
INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 81 8100 SH DEF 11 8100
INTERNATIONAL SPEEDWAY CORP CL A 460335201 50 1175 SH DEF 11 1175
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2211 50370 SH DEF 3 50370
INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 3 100 SH DEF 2 100 0
INTERNET CAP GROUP INC COM 46059C106 55 116280 SH DEF 11 116280
INTERNET PICTURES CORP COM NEW 46059S200 3 1175 SH DEF 11 1175
INTERNET SEC SYS INC COM 46060X107 11145 885905 SH DEF 6 873135 305 12465
INTERNET SEC SYS INC COM 46060X107 3 211 SH DEF 2 211 0
INTERNET SEC SYS INC COM 46060X107 36 2185 SH DEF 11 2185
INTERPOOL INC COM 46062R108 2 150 SH DEF 1 150
INTERPOOL INC COM 46062R108 6335 398150 SH DEF 6 385400 12750
INTERPORE INTL COM 46062W107 4 325 SH DEF 11 325
INTERPORE INTL COM 46062W107 345 22450 SH DEF 3 22450
INTERPUBLIC GROUP COS INC COM 460690100 10514 744600 SH DEF 7 433400 311200
INTERPUBLIC GROUP COS INC COM 460690100 439 31091 SH DEF 4 31091
INTERPUBLIC GROUP COS INC COM 460690100 49420 3500000 SH DEF 12 3500000
INTERPUBLIC GROUP COS INC COM 460690100 3677 260420 SH DEF 6 260420
INTERPUBLIC GROUP COS INC COM 460690100 6 400 SH DEF 2 400 0
INTERPUBLIC GROUP COS INC COM 460690100 546 36682 SH DEF 11 36682
INTERPUBLIC GROUP COS INC COM 460690100 71997 5098965 SH DEF 9 5098965
INTERSIL CORP CL A 46069S109 176 6840 SH DEF 11 6840
INTERSTATE BAKERIES CORP DEL COM 46072H108 10974 731600 SH DEF 6 706600 25000
INTERSTATE BAKERIES CORP DEL COM 46072H108 235 16010 SH DEF 11 16010
INTERSTATE BAKERIES CORP DEL COM 46072H108 7 450 SH DEF 10 450
INTERSTATE BAKERIES CORP DEL COM 46072H108 701 46700 SH DEF 3 17200 29500
INTERSTATE HOTELS & RESRTS I COM 46088S106 320 52458 SH DEF 11 52458
INTERTAN INC COM 461120107 8 789 SH DEF 11 789
INTERTAPE POLYMER GROUP INC COM 460919103 13 1850 SH DEF 13 1850
INTERVIDEO INC COM 46114Y101 285 13280 SH DEF 3 12890 390
INTERVOICE INC NEW COM 461142101 3 271 SH DEF 11 271
INTERVOICE INC NEW COM 461142101 1388 155930 SH DEF 3 111030 44900
INTERWOVEN INC COM 46114T102 30 8000 SH DEF 11 8000
INTERWOVEN INC COM 46114T102 40 15000 SH DEF 15000
INTL PAPER CO COM 460146103 164 4200 SH DEF 10 600 3600
INTL PAPER CO COM 460146103 1809 46362 SH DEF 6 46362
INTL PAPER CO COM 460146103 2635 50000 SH DEF 13 50000
INTL PAPER CO COM 460146103 534 13680 SH DEF 5 11980 1700
INTL PAPER CO COM 460146103 1154 29315 SH DEF 11 29315
INTL PAPER CO COM 460146103 7295 186947 SH DEF 2 186947 0
INTRABIOTICS PHARMACEUTICALS COM NEW 46116T506 5 347 SH DEF 11 347
INTRADO INC COM 46117A100 338 18680 SH DEF 11 18680
INTRAWEST CORPORATION COM NEW 460915200 3 200 SH DEF 11 200
INTRAWEST CORPORATION COM NEW 460915200 95 6800 SH DEF 13 6800
INTUIT COM 461202103 260 5400 SH DEF 8 5400
INTUIT COM 461202103 578 8875 SH DEF 13 8875
INTUIT COM 461202103 641 12824 SH DEF 11 12824
INTUIT COM 461202103 19 400 SH DEF 10 400
INTUIT COM 461202103 274648 5693368 SH DEF 9 5055668 637700
INTUIT COM 461202103 139129 2884100 SH DEF 7 1745100 1139000
INTUITIVE SURGICAL INC COM NEW 46120E602 8 500 SH DEF 2 500 0
INVACARE CORP COM 461203101 749 18253 SH DEF 11 18253
INVACARE CORP COM 461203101 301 8000 SH DEF 2 8000 0
INVERESK RESH GROUP INC COM 461238107 856 43100 SH DEF 3 41000 2100
INVESTMENT GRADE MUN INCOME COM 461368102 15 1000 SH DEF 11 1000
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 32 1600 SH DEF 11 1600
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 11761 613200 SH DEF 6 581400 31800
INVESTORS FINL SERVICES CORP COM 461915100 4 100 SH DEF 11 100
INVISION TECHNOLOGIES INC COM 461851107 24 900 SH DEF 11 900
INVITROGEN CORP COM 46185R100 350 5503 SH DEF 11 5503
INVITROGEN CORP COM 46185R100 9897 170810 SH DEF 3 104740 66070
INVITROGEN CORP COM 46185R100 3 50 SH DEF 10 50
IOMEGA CORP COM NEW 462030305 5 935 SH DEF 11 935
IONICS INC COM 462218108 6 200 SH DEF 11 200
IPASS INC COM 46261V108 1383 74500 SH DEF 11 74500
IPAYMENT INC COM 46262E105 68 3000 SH DEF 3 3000
IPC HLDGS LTD ORD G4933P101 13789 393530 SH DEF 3 333890 59640
IPSCO INC COM 462622101 9978 839900 SH DEF 13 839900
IRON MTN INC PA COM 462846106 27 700 SH DEF 11 700
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 867 83340 SH DEF 11 83340
IRVINE SENSORS CORP COM NEW 463664508 0 60 SH DEF 11 60
IRWIN FINL CORP COM 464119106 11807 485900 SH DEF 6 469000 16900
IRWIN FINL CORP COM 464119106 29 1200 SH DEF 2 1200 0
IRWIN FINL CORP COM 464119106 15689 645630 SH DEF 3 586030 59600
ISCO INTL INC COM 46426P103 0 2500 SH DEF 11 2500
ISHARES INC MSCI EMU INDEX 464286608 560 8200 SH DEF 13 8200
ISHARES INC MSCI JAPAN 464286848 632 53400 SH DEF 13 53400
ISHARES INC MSCI AUSTRALIA 464286103 53 3350 SH DEF 13 3350
ISHARES INC MSCI SWEDEN 464286756 20 1150 SH DEF 13 1150
ISHARES INC MSCI SWITZERLD 464286749 28 1600 SH DEF 13 1600
ISHARES INC MSCI HONG KONG 464286871 16 1250 SH DEF 13 1250
ISHARES INC MSCI S KOREA 464286772 0 0 SH DEF 11 0
ISHARES INC MSCI JAPAN 464286848 2691 291250 SH DEF 11 291250
ISHARES INC MSCI HONG KONG 464286871 76 7517 SH DEF 11 7517
ISHARES INC MSCI SINGAPORE 464286673 12 1600 SH DEF 13 1600
ISHARES INC MSCI UTD KINGD 464286699 192 10600 SH DEF 13 10600
ISHARES INC MSCI TAIWAN 464286731 47 4000 SH DEF 11 4000
ISHARES TR 20+ YR TRS BD 464287432 301 3535 SH DEF 11 3535
ISHARES TR DJ US UTILS 464287697 1297 23849 SH DEF 11 23849
ISHARES TR DJ US TOTL MKT 464287846 30 601 SH DEF 11 601
ISHARES TR S&P SMLCP GROW 464287887 646 7560 SH DEF 11 7560
ISHARES TR RUSSELL 2000 464287655 785 7441 SH DEF 11 7441
ISHARES TR S&P MIDCP GROW 464287606 23 200 SH DEF 11 200
ISHARES TR S&P MIDCP VALU 464287705 679 6605 SH DEF 11 6605
ISHARES TR MSCI EMERG MKT 464287234 15 100 SH DEF 11 100
ISHARES TR COHEN&ST RLTY 464287564 572 5725 SH DEF 11 5725
ISHARES TR RUSSELL1000GRW 464287614 16 350 SH DEF 11 350
ISHARES TR DJ US TECH SEC 464287721 239 5050 SH DEF 11 5050
ISHARES TR GS NAT RES IDX 464287374 77 825 SH DEF 11 825
ISHARES TR S&P SMLCAP 600 464287804 873 6844 SH DEF 11 6844
ISHARES TR RUSSELL MIDCAP 464287499 529 8320 SH DEF 11 8320
ISHARES TR S&P 500 INDEX 464287200 28 276 SH DEF 4 276
ISHARES TR GLDM SACHS TEC 464287549 16 350 SH DEF 11 350
ISHARES TR S&P SMLCP VALU 464287879 862 9150 SH DEF 11 9150
ISHARES TR DJ US TELECOMM 464287713 554 27532 SH DEF 11 27532
ISHARES TR S&P 100 IDX FD 464287101 131 2500 SH DEF 11 2500
ISHARES TR MSCI EAFE IDX 464287465 217 1745 SH DEF 11 1745
ISHARES TR RUSSELL MCP GR 464287481 14 200 SH DEF 11 200
ISHARES TR 7-10 YR TRS BD 464287440 113 1340 SH DEF 11 1340
ISHARES TR NASDQ BIO INDX 464287556 377 5310 SH DEF 11 5310
ISHARES TR S&P MIDCAP 400 464287507 685 6226 SH DEF 11 6226
ISHARES TR RUSL 3000 VALU 464287663 11 150 SH DEF 11 150
ISHARES TR RUSL 2000 VALU 464287630 837 5573 SH DEF 11 5573
ISHARES TR DJ US ENERGY 464287796 601 13828 SH DEF 11 13828
ISHARES TR GS CORP BD FD 464287242 110 1000 SH DEF 11 1000
ISHARES TR RUSL 2000 GROW 464287648 74 1300 SH DEF 11 1300
ISHARES TR MSCI EAFE IDX 464287465 1176 7446 SH DEF 13 7446
ISHARES TR S&P EURO PLUS 464287861 51 700 SH DEF 13 700
ISHARES TR GLDM SACHS TEC 464287549 20 370 SH DEF 13 370
ISHARES TR RUSSELL 1000 464287622 28 500 SH DEF 11 500
ISHARES TR DJ US BAS MATL 464287838 110 2725 SH DEF 11 2725
ISHARES TR DJ US HEALTHCR 464287762 569 10667 SH DEF 11 10667
ISHARES TR DJ US FINL SVC 464287770 8 80 SH DEF 11 80
ISHARES TR DJ US CON CYCL 464287580 95 1757 SH DEF 11 1757
ISHARES TR DJ CON NON CYCL 464287812 187 4098 SH DEF 11 4098
ISHARES TR DJ US FINL SEC 464287788 279 3282 SH DEF 11 3282
ISHARES TR DJ US INDUSTRL 464287754 12 259 SH DEF 11 259
ISHARES TR 1-3 YR TRS BD 464287457 156 1900 SH DEF 11 1900
ISIS PHARMACEUTICALS INC COM 464330109 4 690 SH DEF 4 690
ISIS PHARMACEUTICALS INC COM 464330109 24 3675 SH DEF 11 3675
ISLE OF CAPRI CASINOS INC COM 464592104 169 8550 SH DEF 3 8550
ISLE OF CAPRI CASINOS INC COM 464592104 4364 220300 SH DEF 6 212500 7800
ISLE OF CAPRI CASINOS INC COM 464592104 446 21410 SH DEF 11 21410
ISOLAGEN INC COM 46488N103 14 2000 SH DEF 11 2000
ISPAT INTL N V NY REG SH CL A 464899103 3 500 SH DEF 11 500
ISTAR FINL INC COM 45031U101 915 24040 SH DEF 11 24040
ITLA CAP CORP COM 450565106 2878 67500 SH DEF 6 63700 3800
ITT EDUCATIONAL SERVICES INC COM 45068B109 73 1460 SH DEF 11 1460
ITT EDUCATIONAL SERVICES INC COM 45068B109 1619 33790 SH DEF 3 31790 2000
ITT INDS INC IND COM 450911102 2 40 SH DEF 6 40
ITT INDS INC IND COM 450911102 510 7508 SH DEF 11 7508
ITT INDS INC IND COM 450911102 3232 40000 SH DEF 13 40000
ITT INDS INC IND COM 450911102 180 3000 SH DEF 2 3000 0
ITXC CORP COM 45069F109 94 27350 SH DEF 11 27350
IVAX CORP COM 465823102 3371 175007 SH DEF 11 175007
IVAX CORP COM 465823102 3900 199000 SH DEF 2 193100 0 5900
IVAX CORP COM 465823102 12 600 SH DEF 10 600
IVILLAGE INC COM 46588H105 4 1250 SH DEF 11 1250
IXYS CORP COM 46600W106 4 445 SH DEF 11 445
IXYS CORP COM 46600W106 159 16900 SH DEF 3 16900
J & J SNACK FOODS CORP COM 466032109 7 200 SH DEF 2 200 0
J & J SNACK FOODS CORP COM 466032109 13952 384793 SH DEF 6 377268 185 7340
J & J SNACK FOODS CORP COM 466032109 13 375 SH DEF 10 375
J ALEXANDER CORP COM 466096104 1 100 SH DEF 11 100
J P MORGAN CHASE & CO COM 46625H100 705 15200 SH DEF 13 15200
J P MORGAN CHASE & CO COM 46625H100 3306 96313 SH DEF 5 67100 29213
J P MORGAN CHASE & CO COM 46625H100 696 20263 SH DEF 1 20263
J P MORGAN CHASE & CO COM 46625H100 861 25094 SH DEF 10 15224 7860 2010
J P MORGAN CHASE & CO COM 46625h100 193 5617 SH DEF 4 5617
J P MORGAN CHASE & CO COM 46625H100 2920 85071 SH DEF 8 2133 82938
J P MORGAN CHASE & CO COM 46625H100 23769 662098 SH DEF 11 662098
J P MORGAN CHASE & CO COM 46625H100 34861 1015199 SH DEF 6 975529 39670
J P MORGAN CHASE & CO COM 46625H100 512954 14941844 SH DEF 9 13263913 1677931
J P MORGAN CHASE & CO COM 46625H100 267413 7789470 SH DEF 7 4712820 3076650
J P MORGAN CHASE & CO COM 46625H100 27203 792384 SH DEF 3 745023 47361
J P MORGAN CHASE & CO COM 46625H100 15434 449567 SH DEF 2 427741 0 21826
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 22080 583670 SH DEF 3 537270 46400
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 17 600 SH DEF 11 600
JABIL CIRCUIT INC COM 466313103 102 3650 SH DEF 11 3650
JABIL CIRCUIT INC COM 466313103 1 55 SH DEF 10 55
JACK IN THE BOX INC COM 466367109 25773 1446633 SH DEF 6 1412988 220 33425
JACK IN THE BOX INC COM 466367109 7 400 SH DEF 10 400
JACKSONVILLE BANCORP INC COM 469248108 581 15600 SH DEF 6 14500 1100
JACOBS ENGR GROUP INC DEL COM 469814107 127 2733 SH DEF 11 2733
JACUZZI BRANDS INC COM 469865109 3293 531070 SH DEF 3 523770 7300
JACUZZI BRANDS INC COM 469865109 626 88850 SH DEF 11 88850
JAKKS PAC INC COM 47012E106 5469 445000 SH DEF 6 428900 16100
JANUS CAP GROUP INC COM 47102X105 89 6400 SH DEF 10 6400
JANUS CAP GROUP INC COM 47102X105 779 55739 SH DEF 8 55739
JANUS CAP GROUP INC COM 47102X105 13970 1000000 SH DEF 12 1000000
JANUS CAP GROUP INC COM 47102X105 81 5800 SH DEF 3 5800
JANUS CAP GROUP INC COM 47102X105 1906 136452 SH DEF 2 127952 0 8500
JANUS CAP GROUP INC COM 47102X105 1319 93293 SH DEF 11 93293
JANUS CAP GROUP INC COM 47102X105 1404 100520 SH DEF 6 100520
JAPAN EQUITY FD INC COM 471057109 322 45000 SH DEF 11 45000
JDS UNIPHASE CORP COM 46612J101 350 97100 SH DEF 6 97100
JDS UNIPHASE CORP COM 46612J101 37 10170 SH DEF 2 10170 0
JDS UNIPHASE CORP COM 46612J101 149 41500 SH DEF 5 41500
JDS UNIPHASE CORP COM 46612J101 36 10000 SH DEF 10000
JDS UNIPHASE CORP COM 46612J101 415 117002 SH DEF 11 117002
JEFFERIES GROUP INC NEW COM 472319102 84 2700 SH DEF 11 2700
JEFFERSON PILOT CORP COM 475070108 62 1390 SH DEF 6 1390
JEFFERSON PILOT CORP COM 475070108 205 4625 SH DEF 10 4625
JEFFERSON PILOT CORP COM 475070108 6787 142170 SH DEF 11 142170
JEFFERSON PILOT CORP COM 475070108 6193 139534 SH DEF 2 139334 0 200
JEFFERSON PILOT CORP COM 475070108 341 7688 SH DEF 8 7688
JETBLUE AWYS CORP COM 477143101 569 9350 SH DEF 8 9350
JETBLUE AWYS CORP COM 477143101 14 250 SH DEF 11 250
JETBLUE AWYS CORP COM 477143101 12194 200000 SH DEF 9 200000
JETBLUE AWYS CORP COM 477143101 73896 1212000 SH DEF 12 1212000
JETBLUE AWYS CORP COM 477143101 5109 83800 SH DEF 7 33900 49900
JLG INDS INC COM 466210101 131 11010 SH DEF 11 11010
JLG INDS INC COM 466210101 1 100 SH DEF 2 100 0
JO-ANN STORES INC CL A 47758P109 14604 523430 SH DEF 3 369180 154250
JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 297 30797 SH DEF 11 30797
JOHN HANCOCK PREFERRED INC F COM 41013X106 378 15105 SH DEF 11 15105
JOHNSON & JOHNSON COM 478160104 3165 63923 SH DEF 10 49460 10062 4401
JOHNSON & JOHNSON COM 478160104 8739 176473 SH DEF 4 176473
JOHNSON & JOHNSON COM 478160104 3310 66833 SH DEF 8 4740 62093
JOHNSON & JOHNSON COM 478160104 44527 899176 SH DEF 3 879508 19668
JOHNSON & JOHNSON COM 478160104 3 56 SH DEF 6 56
JOHNSON & JOHNSON COM 478160104 8592 173510 SH DEF 5 106546 66964
JOHNSON & JOHNSON COM 478160104 25533 515615 SH DEF 2 505693 0 9922
JOHNSON & JOHNSON COM 478160104 14686 296552 SH DEF 1 18048 278504
JOHNSON & JOHNSON COM 478160104 30103 598103 SH DEF 11 598103
JOHNSON & JOHNSON COM 478160104 9183 137370 SH DEF 13 137370
JOHNSON & JOHNSON COM 478160104 5843 118000 SH DEF 9 118000
JOHNSON CTLS INC COM 478366107 7067 74700 SH DEF 3 72600 2100
JOHNSON CTLS INC COM 478366107 319 2500 SH DEF 13 2500
JOHNSON CTLS INC COM 478366107 657 6950 SH DEF 2 6950 0
JOHNSON CTLS INC COM 478366107 538 4999 SH DEF 11 4999
JOHNSON CTLS INC COM 478366107 20 214 SH DEF 10 114 100
JOHNSON CTLS INC COM 478366107 83 880 SH DEF 6 880
JOHNSON OUTDOORS INC CL A 479167108 1084 83600 SH DEF 6 79600 4000
JOHNSON OUTDOORS INC CL A 479167108 1097 73650 SH DEF 11 73650
JONES APPAREL GROUP INC COM 480074103 6 200 SH DEF 2 200 0
JONES APPAREL GROUP INC COM 480074103 529 17680 SH DEF 6 17680
JONES APPAREL GROUP INC COM 480074103 135 3925 SH DEF 11 3925
JOS A BANK CLOTHIERS INC COM 480838101 22 500 SH DEF 11 500
JOULE INC COM 481109106 8 5300 SH DEF 11 5300
JOURNAL REGISTER CO COM 481138105 457 22814 SH DEF 11 22814
JOURNAL REGISTER CO COM 481138105 30 1600 SH DEF 4 1600
JOY GLOBAL INC COM 481165108 1818 95389 SH DEF 11 95389
JUNIPER NETWORKS INC COM 48203R104 10 650 SH DEF 2 650 0
JUNIPER NETWORKS INC COM 48203R104 45 3000 SH DEF 3000
JUNIPER NETWORKS INC COM 48203R104 1169 64970 SH DEF 11 64970
K V PHARMACEUTICAL CO CL A 482740206 49 2059 SH DEF 11 2059
K-SWISS INC CL A 482686102 112 2550 SH DEF 11 2550
K-SWISS INC CL A 482686102 7 185 SH DEF 10 185
K-SWISS INC CL A 482686102 1044 29020 SH DEF 3 28090 930
KADANT INC COM 48282T104 1412 73670 SH DEF 3 61270 12400
KADANT INC COM 48282T104 2 91 SH DEF 11 91
KADANT INC COM 48282T104 2 79 SH DEF 1 79
KAMAN CORP CL A 483548103 4356 336100 SH DEF 6 321800 14300
KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 480 10312 SH DEF 11 10312
KANEB SERVICES LLC COM 484173109 584 21900 SH DEF 3 20000 1900
KANSAS CITY LIFE INS CO COM 484836101 146 3110 SH DEF 11 3110
KANSAS CITY SOUTHERN COM NEW 485170302 311 28098 SH DEF 10 7098 21000
KANSAS CITY SOUTHERN COM NEW 485170302 11473 1036404 SH DEF 2 1007477 0 28927
KANSAS CITY SOUTHERN COM NEW 485170302 1264 95520 SH DEF 11 95520
KAYDON CORP COM 486587108 480 20200 SH DEF 2 20200 0
KAYDON CORP COM 486587108 74 3110 SH DEF 11 3110
KB HOME COM 48666K109 250 3643 SH DEF 11 3643
KB HOME COM 48666K109 17 290 SH DEF 6 290
KB HOME COM 48666K109 9022 151220 SH DEF 3 139920 11300
KCS ENERGY INC COM 482434206 35 4350 SH DEF 11 4350
KEANE INC COM 486665102 21915 1714790 SH DEF 3 1426190 288600
KEANE INC COM 486665102 6030 471840 SH DEF 6 471840
KEANE INC COM 486665102 33 2500 SH DEF 11 2500
KEITH COMPANIES INC COM 487539108 1070 86810 SH DEF 6 82410 4400
KELLOGG CO COM 487836108 875 26419 SH DEF 11 26419
KELLOGG CO COM 487836108 4 128 SH DEF 6 128
KELLOGG CO COM 487836108 198 4400 SH DEF 13 4400
KELLOGG CO COM 487836108 61 1840 SH DEF 2 1840 0
KELLOGG CO COM 487836108 49 1459 SH DEF 10 1125 334
KELLWOOD CO COM 488044108 30 800 SH DEF 11 800
KELLWOOD CO COM 488044108 23439 700710 SH DEF 3 541160 159550
KELLY SVCS INC CL A 488152208 49 2000 SH DEF 11 2000
KEMET CORP COM 488360108 10 810 SH DEF 6 810
KEMET CORP COM 488360108 100 7550 SH DEF 11 7550
KENDLE INTERNATIONAL INC COM 48880L107 7 1000 SH DEF 11 1000
KENDLE INTERNATIONAL INC COM 48880L107 8 1541 SH DEF 2 1541 0
KENNEDY-WILSON INC COM NEW 489399204 1 100 SH DEF 11 100
KERR MCGEE CORP COM 492386107 16403 367440 SH DEF 6 367440
KERR MCGEE CORP COM 492386107 920 22178 SH DEF 11 22178
KERR MCGEE CORP COM 492386107 303 6790 SH DEF 2 6790 0
KERZNER INTERNATIONAL LTD SHS P6065Y107 12 329 SH DEF 11 329
KEY ENERGY SVCS INC COM 492914106 181 20742 SH DEF 11 20742
KEYCORP NEW COM 493267108 1215 47500 SH DEF 8 3500 44000
KEYCORP NEW COM 493267108 24982 977000 SH DEF 6 977000
KEYCORP NEW COM 493267108 632 24718 SH DEF 2 24718 0
KEYCORP NEW COM 493267108 300 11730 SH DEF 5 6910 4820
KEYCORP NEW COM 493267108 137 5339 SH DEF 10 4000 1339
KEYCORP NEW COM 493267108 1260 44599 SH DEF 11 44599
KEYSPAN CORP COM 49337W100 141 4009 SH DEF 2 4009 0
KEYSPAN CORP COM 49337W100 374 10648 SH DEF 8 10648
KEYSPAN CORP COM 49337W100 56 1589 SH DEF 6 1589
KEYSPAN CORP COM 49337W100 360 10283 SH DEF 11 10283
KEYSPAN CORP COM 49337w100 7 200 SH DEF 4 200
KFX INC COM 48245L107 1481 247300 SH DEF 11 247300
KILROY RLTY CORP COM 49427F108 1497 52430 SH DEF 3 50330 2100
KIMBALL INTL INC CL B 494274103 11 700 SH DEF 11 700
KIMBERLY CLARK CORP COM 494368103 10478 204164 SH DEF 2 202264 0 1900
KIMBERLY CLARK CORP COM 494368103 2885 56211 SH DEF 8 2865 53346
KIMBERLY CLARK CORP COM 494368103 17 336 SH DEF 6 336
KIMBERLY CLARK CORP COM 494368103 10 200 SH DEF 4 200
KIMBERLY CLARK CORP COM 494368103 222 3200 SH DEF 13 3200
KIMBERLY CLARK CORP COM 494368103 1283 25000 SH DEF 9 25000
KIMBERLY CLARK CORP COM 494368103 458 8915 SH DEF 5 6855 2060
KIMBERLY CLARK CORP COM 494368103 6522 127094 SH DEF 3 107694 19400
KIMBERLY CLARK CORP COM 494368103 6893 130528 SH DEF 11 130528
KIMBERLY CLARK CORP COM 494368103 353 6873 SH DEF 10 2448 525 3900
KIMCO REALTY CORP COM 49446R109 1059 25850 SH DEF 3 14050 11800
KIMCO REALTY CORP COM 49446R109 220 5280 SH DEF 11 5280
KIMCO REALTY CORP COM 49446R109 113 2750 SH DEF 2 2750 0
KIMCO REALTY CORP COM 49446R109 184 4500 SH DEF 1 4500
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1044 24404 SH DEF 8 75 24329
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1415 33056 SH DEF 2 33056 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 43 1015 SH DEF 10 1015
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 9939 232005 SH DEF 11 232005
KINDER MORGAN INC KANS COM 49455P101 52 961 SH DEF 10 480 481
KINDER MORGAN INC KANS COM 49455P101 2345 43788 SH DEF 11 43788
KINDER MORGAN INC KANS COM 49455P101 8 157 SH DEF 2 0 0 157
KINDER MORGAN INC KANS COM 49455p101 54 1000 SH DEF 4 1000
KINDRED HEALTHCARE INC COM 494580103 10008 267300 SH DEF 3 231800 35500
KINDRED HEALTHCARE INC COM 494580103 2 55 SH DEF 2 0 0 55
KING PHARMACEUTICALS INC COM 495582108 5 300 SH DEF 6 300
KING PHARMACEUTICALS INC COM 495582108 8314 548785 SH DEF 4 548785
KING PHARMACEUTICALS INC COM 495582108 17670 1166350 SH DEF 3 987500 178850
KING PHARMACEUTICALS INC COM 495582108 4073 268825 SH DEF 5 156550 112275
KING PHARMACEUTICALS INC COM 495582108 482 35950 SH DEF 11 35950
KINGSWAY FINL SVCS INC COM 496904103 3 307 SH DEF 11 307
KINROSS GOLD CORP COM NEW 496902206 162 19760 SH DEF 11 19760
KIRBY CORP COM 497266106 2534 88300 SH DEF 3 85700 2600
KIRKLANDS INC COM 497498105 55 2500 SH DEF 11 2500
KIRKLANDS INC COM 497498105 37 2300 SH DEF 3 2300
KLA-TENCOR CORP COM 482480100 276 4808 SH DEF 11 4808
KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 5 300 SH DEF 11 300
KMART HLDG CORPORATION COM 498780105 15 515 SH DEF 11 515
KNAPE & VOGT MFG CO COM 498782101 101 9200 SH DEF 6 9200
KNIGHT RIDDER INC COM 499040103 3 52 SH DEF 6 52
KNIGHT RIDDER INC COM 499040103 227 3400 SH DEF 5 3400
KNIGHT RIDDER INC COM 499040103 2759 37633 SH DEF 11 37633
KNIGHT RIDDER INC COM 499040103 60 900 SH DEF 4 900
KNIGHT RIDDER INC COM 499040103 119 1790 SH DEF 10 1590 200
KNIGHT TRADING GROUP INC COM 499063105 94 6805 SH DEF 11 6805
KNIGHT TRADING GROUP INC COM 499063105 139 12180 SH DEF 3 1180 11000
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 4 500 SH DEF 11 500
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 1394 152400 SH DEF 3 112500 39900
KOGER EQUITY INC COM 500228101 39 2000 SH DEF 11 2000
KOHLS CORP COM 500255104 848 15845 SH DEF 5 11550 4295
KOHLS CORP COM 500255104 9 172 SH DEF 2 0 0 172
KOHLS CORP COM 500255104 41 758 SH DEF 10 25 733
KOHLS CORP COM 500255104 16 220 SH DEF 13 220
KOHLS CORP COM 500255104 13662 255367 SH DEF 1 9000 246367
KOHLS CORP COM 500255104 239 4268 SH DEF 11 4268
KOMAG INC COM NEW 500453204 4388 250450 SH DEF 3 218750 31700
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 136 5953 SH DEF 10 5953
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 28706 1251713 SH DEF 6 1174609 77104
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 47 2058 SH DEF 2 2058 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 2132 93000 SH DEF 9 93000
KOOKMIN BK NEW SPONSORED ADR 50049M109 10547 318716 SH DEF 6 278475 40241
KOOKMIN BK NEW SPONSORED ADR 50049M109 3504 106530 SH DEF 3 98100 8430
KOPIN CORP COM 500600101 26 3550 SH DEF 11 3550
KOREA ELECTRIC PWR SPONSORED ADR 500631106 29 2800 SH DEF 2 2800 0
KOREA EQUITY FD INC COM 50063B104 14 3000 SH DEF 11 3000
KOREA FD COM 500634100 74 4300 SH DEF 11 4300
KOS PHARMACEUTICALS INC COM 500648100 3530 102280 SH DEF 3 100810 1470
KOS PHARMACEUTICALS INC COM 500648100 40 1000 SH DEF 11 1000
KOSAN BIOSCIENCES INC COM 50064W107 40 5000 SH DEF 5000
KOSS CORP COM 500692108 336 18692 SH DEF 6 15692 3000
KRAFT FOODS INC CL A 50075n104 7 225 SH DEF 4 225
KRAFT FOODS INC CL A 50075N104 3723 126200 SH DEF 6 126200
KRAFT FOODS INC CL A 50075N104 1118 37900 SH DEF 3 37900
KRAFT FOODS INC CL A 50075N104 27 900 SH DEF 10 700 200
KRAFT FOODS INC CL A 50075N104 10 350 SH DEF 2 350 0
KRAFT FOODS INC CL A 50075N104 3296 113273 SH DEF 11 113273
KRAMONT RLTY TR COM SH BEN INT 50075Q107 198 11700 SH DEF 8 11700
KRAMONT RLTY TR COM SH BEN INT 50075Q107 45 2600 SH DEF 11 2600
KRISPY KREME DOUGHNUTS INC COM 501014104 365 8426 SH DEF 11 8426
KRISPY KREME DOUGHNUTS INC COM 501014104 10 250 SH DEF 2 0 0 250
KROGER CO COM 501044101 3673 152200 SH DEF 13 152200
KROGER CO COM 501044101 62 3480 SH DEF 3 3480
KROGER CO COM 501044101 2 100 SH DEF 6 100
KROGER CO COM 501044101 128 7175 SH DEF 10 4050 3125
KROGER CO COM 501044101 4201 240170 SH DEF 11 240170
KROGER CO COM 501044101 5176 289660 SH DEF 2 284940 0 4720
KROGER CO COM 501044101 389828 21814671 SH DEF 9 19347898 2466773
KROGER CO COM 501044101 208804 11684600 SH DEF 7 7210300 4474300
KROLL INC COM 501049100 3246 174502 SH DEF 3 159357 15145
KROLL INC COM 501049100 57 2432 SH DEF 11 2432
KRONOS INC COM 501052104 117 1950 SH DEF 11 1950
KRONOS INC COM 501052104 1284 24270 SH DEF 3 23550 720
KT CORP SPONSORED ADR 48268K101 1080 53380 SH DEF 6 28075 25305
KT CORP SPONSORED ADR 48268K101 10504 527300 SH DEF 3 513300 14000
KULICKE & SOFFA INDS INC COM 501242101 37 2550 SH DEF 11 2550
KYOCERA CORP ADR 501556203 13 225 SH DEF 10 150 75
KYPHON INC COM 501577100 28 1000 SH DEF 11 1000
L S B BANCSHARES N C COM 502158108 33 1767 SH DEF 11 1767
L-3 COMMUNICATIONS HLDGS INC COM 502424104 9970 230524 SH DEF 1 8000 222524
L-3 COMMUNICATIONS HLDGS INC COM 502424104 28 650 SH DEF 2 650 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2082 48145 SH DEF 10 39960 7435 750
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1054 22550 SH DEF 11 22550
L-3 COMMUNICATIONS HLDGS INC COM 502424104 120 2775 SH DEF 4 2775
LA BARGE INC COM 502470107 15 2400 SH DEF 11 2400
LA QUINTA CORP PAIRED CTF 50419U202 11 1801 SH DEF 11 1801
LA QUINTA CORP PAIRED CTF 50419U202 29631 4742052 SH DEF 6 4689332 970 51750
LA Z BOY INC COM 505336107 6 250 SH DEF 10 250
LA Z BOY INC COM 505336107 14488 652600 SH DEF 6 618900 33700
LABONE INC NEW COM 50540L105 5 166 SH DEF 11 166
LABOR READY INC COM NEW 505401208 1644 163600 SH DEF 3 163600
LABORATORY CORP AMER HLDGS COM NEW 50540R409 201 7000 SH DEF 6 7000
LABORATORY CORP AMER HLDGS COM NEW 50540R409 582 16407 SH DEF 11 16407
LABORATORY CORP AMER HLDGS COM NEW 50540R409 99 3450 SH DEF 10 2000 1450
LABRANCHE & CO INC COM 505447102 1 50 SH DEF 6 50
LABRANCHE & CO INC COM 505447102 7 450 SH DEF 10 450
LACLEDE GROUP INC COM 505597104 34 1188 SH DEF 11 1188
LACLEDE GROUP INC COM 505597104 54 2000 SH DEF 2 2000 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 0 17 SH DEF 11 17
LADENBURG THALMAN FIN SVCS I COM 50575Q102 115 SH DEF 1 115
LAFARGE COPPEE S A SPON ADR NEW 505861401 3387 201583 SH DEF 6 197173 4410
LAFARGE NORTH AMERICA INC COM 505862102 7 215 SH DEF 10 215
LAFARGE NORTH AMERICA INC COM 505862102 933 26800 SH DEF 8 1000 25800
LAFARGE NORTH AMERICA INC COM 505862102 86 2379 SH DEF 11 2379
LAFARGE NORTH AMERICA INC COM 505862102 15058 432700 SH DEF 6 432700
LAKELAND FINL CORP COM 511656100 68 2000 SH DEF 6 2000
LAKELAND INDS INC COM 511795106 65 5500 SH DEF 11 5500
LAM RESEARCH CORP COM 512807108 4952 222750 SH DEF 3 205900 16850
LAM RESEARCH CORP COM 512807108 429 14925 SH DEF 11 14925
LAM RESEARCH CORP COM 512807108 456 20500 SH DEF 5 15200 5300
LAMAR ADVERTISING CO CL A 512815101 1399 46175 SH DEF 11 46175
LAMSON & SESSIONS CO COM 513696104 947 171500 SH DEF 6 162500 9000
LANCASTER COLONY CORP COM 513847103 543 13650 SH DEF 2 13650 0
LANCASTER COLONY CORP COM 513847103 55 1387 SH DEF 11 1387
LANCASTER COLONY CORP COM 513847103 5 120 SH DEF 10 120
LANCE INC COM 514606102 50 3825 SH DEF 11 3825
LANCE INC COM 514606102 44 4400 SH DEF 3 4400
LANDAMERICA FINL GROUP INC COM 514936103 16828 367100 SH DEF 6 355900 11200
LANDAMERICA FINL GROUP INC COM 514936103 9436 205840 SH DEF 3 201840 4000
LANDAMERICA FINL GROUP INC COM 514936103 40 800 SH DEF 11 800
LANDAUER INC COM 51476K103 4 100 SH DEF 11 100
LANDAUER INC COM 51476K103 1091 30800 SH DEF 8 400 30400
LANDEC CORP COM 514766104 1 200 SH DEF 11 200
LANDSTAR SYS INC COM 515098101 484 6622 SH DEF 11 6622
LANDSTAR SYS INC COM 515098101 12392 201790 SH DEF 3 169910 31880
LANOPTICS LTD ORD M6706C103 258 28651 SH DEF 11 28651
LANTRONIX INC COM 516548104 0 300 SH DEF 11 300
LARGE SCALE BIOLOGY CORP COM 517053104 2 1000 SH DEF 11 1000
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 413 24505 SH DEF 11 24505
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 35 2000 SH DEF 2 2000 0
LASERSCOPE COM 518081104 1 100 SH DEF 11 100
LATIN AMER EQUITY FD INC NEW COM 51827Q106 40 2944 SH DEF 11 2944
LATITUDE COMMUNICATIONS INC COM 518292107 10 3450 SH DEF 11 3450
LATTICE SEMICONDUCTOR CORP COM 518415104 24 3131 SH DEF 11 3131
LAUDER ESTEE COS INC CL A 518439104 55 1600 SH DEF 2 1600 0
LAUDER ESTEE COS INC CL A 518439104 463 12373 SH DEF 11 12373
LAUDER ESTEE COS INC CL A 518439104 6 164 SH DEF 10 164
LAUDER ESTEE COS INC CL A 518439104 3 100 SH DEF 3 100
LAUREL CAP GROUP INC COM 518629100 143 6950 SH DEF 11 6950
LAZARE KAPLAN INTL INC COM 521078105 57 8100 SH DEF 11 8100
LCA-VISION INC COM PAR $.001 501803308 7 500 SH DEF 2 500 0
LCA-VISION INC COM PAR $.001 501803308 1 45 SH DEF 11 45
LCA-VISION INC COM PAR $.001 501803308 1107 81210 SH DEF 3 73070 8140
LEAPFROG ENTERPRISES INC CL A 52186N106 48 1375 SH DEF 11 1375
LEAPFROG ENTERPRISES INC CL A 52186N106 15 400 SH DEF 2 400 0
LEAR CORP COM 521865105 597 11350 SH DEF 5 9100 2250
LEAR CORP COM 521865105 21 400 SH DEF 2 0 0 400
LEAR CORP COM 521865105 34563 656595 SH DEF 3 579645 76950
LEAR CORP COM 521865105 23 430 SH DEF 6 430
LEAR CORP COM 521865105 209 3595 SH DEF 11 3595
LEARNING TREE INTL INC COM 522015106 9284 551415 SH DEF 6 541280 270 9865
LEE ENTERPRISES INC COM 523768109 3433 81428 SH DEF 11 81428
LEE ENTERPRISES INC COM 523768109 90 2325 SH DEF 10 2325
LEE ENTERPRISES INC COM 523768109 31 800 SH DEF 4 800
LEESPORT FINANCIAL CORP COM 524477106 5 210 SH DEF 11 210
LEGG MASON INC COM 524901105 4267 59100 SH DEF 2 59100 0
LEGG MASON INC COM 524901105 1717 23775 SH DEF 1 23775
LEGG MASON INC COM 524901105 29602 355577 SH DEF 11 355577
LEGG MASON INC COM 524901105 10091 139771 SH DEF 10 37444 102327
LEGGETT & PLATT INC COM 524660107 109 5200 SH DEF 11 5200
LEGGETT & PLATT INC COM 524660107 612 28300 SH DEF 2 28300 0
LEGGETT & PLATT INC COM 524660107 5692 263170 SH DEF 5 168125 95045
LEGGETT & PLATT INC COM 524660107 2 90 SH DEF 6 90
LEGGETT & PLATT INC COM 524660107 10862 502180 SH DEF 4 502180
LEHMAN BROS HLDGS INC COM 524908100 217 3148 SH DEF 2 3148 0
LEHMAN BROS HLDGS INC COM 524908100 6784 98200 SH DEF 3 94900 3300
LEHMAN BROS HLDGS INC COM 524908100 1001 14490 SH DEF 5 10225 4265
LEHMAN BROS HLDGS INC COM 524908100 163 2355 SH DEF 4 2355
LEHMAN BROS HLDGS INC COM 524908100 1784 25820 SH DEF 6 25820
LEHMAN BROS HLDGS INC COM 524908100 546 7580 SH DEF 11 7580
LENNAR CORP CL A 526057104 263 2500 SH DEF 13 2500
LENNAR CORP CL B 526057302 25 250 SH DEF 13 250
LENNAR CORP CL A 526057104 40792 524390 SH DEF 3 509350 15040
LENNAR CORP CL A 526057104 287 3126 SH DEF 11 3126
LENNAR CORP CL B 526057302 35 402 SH DEF 11 402
LENNAR CORP CL A 526057104 78 1000 SH DEF 4 1000
LENNOX INTL INC COM 526107107 7995 547200 SH DEF 6 532800 14400
LENNOX INTL INC COM 526107107 5 375 SH DEF 10 375
LENNOX INTL INC COM 526107107 11862 811900 SH DEF 3 571210 240690
LEUCADIA NATL CORP COM 527288104 23 600 SH DEF 6 600
LEUCADIA NATL CORP COM 527288104 1145 27255 SH DEF 11 27255
LEUCADIA NATL CORP COM 527288104 102 2700 SH DEF 4 2700
LEUCADIA NATL CORP COM 527288104 4 100 SH DEF 2 100 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 189288 34923900 SH DEF 12 34923900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1680 311649 SH DEF 11 311649
LEVEL 3 COMMUNICATIONS INC COM 52729N100 175196 32323900 SH DEF 9 32323900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 15 2000 SH DEF 13 2000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 17800 3284100 SH DEF 7 2305900 978200
LEVEL 3 COMMUNICATIONS INC COM 52729N100 5 1000 SH DEF 2 1000 0
LEXAR MEDIA INC COM 52886P104 2 100 SH DEF 11 100
LEXINGTON CORP PPTYS TR COM 529043101 27 1415 SH DEF 2 1415 0
LEXINGTON CORP PPTYS TR COM 529043101 0 0 SH DEF 11 0
LEXMARK INTL NEW CL A 529771107 476 7550 SH DEF 5 5050 2500
LEXMARK INTL NEW CL A 529771107 116 1580 SH DEF 11 1580
LEXMARK INTL NEW CL A 529771107 7265 115300 SH DEF 9 115300
LEXMARK INTL NEW CL A 529771107 6 100 SH DEF 2 100 0
LIBBEY INC COM 529898108 7308 262800 SH DEF 6 254000 8800
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 807 85434 SH DEF 11 85434
LIBERTY ALL-STAR GROWTH FD I COM 529900102 148 22066 SH DEF 11 22066
LIBERTY CORP S C COM 530370105 9 200 SH DEF 11 200
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 47920 76240000 PRN DEF 14
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 15666 22950000 PRN DEF 14
LIBERTY MEDIA CORP NEW COM SER A 530718105 5749 569723 SH DEF 11 569723
LIBERTY MEDIA CORP NEW COM SER A 530718105 159 15995 SH DEF 4 15995
LIBERTY MEDIA CORP NEW COM SER A 530718105 79 7887 SH DEF 2 7172 0 715
LIBERTY MEDIA CORP NEW COM SER A 530718105 101 10103 SH DEF 10 10103
LIBERTY MEDIA CORP NEW COM SER A 530718105 1392 139570 SH DEF 8 44801 94769
LIBERTY MEDIA CORP NEW COM SER A 530718105 26670 2675000 SH DEF 9 2675000
LIBERTY MEDIA CORP NEW COM SER A 530718105 5910 592819 SH DEF 1 52516 540303
LIBERTY MEDIA CORP NEW COM SER A 530718105 6076 609461 SH DEF 6 609461
LIBERTY PPTY TR SH BEN INT 531172104 319 8765 SH DEF 11 8765
LIBERTY PPTY TR SH BEN INT 531172104 67 1800 SH DEF 10 700 1100
LIBERTY PPTY TR SH BEN INT 531172104 464 12547 SH DEF 8 2200 10347
LIFECORE BIOMEDICAL INC COM 532187101 4 500 SH DEF 11 500
LIFELINE SYS INC COM 532192101 4 126 SH DEF 11 126
LIFEPOINT HOSPITALS INC COM 53219L109 5 200 SH DEF 10 200
LIFEPOINT HOSPITALS INC COM 53219L109 78 3028 SH DEF 11 3028
LIFEPOINT HOSPITALS INC COM 53219L109 27381 1138500 SH DEF 12 1138500
LIFEPOINT HOSPITALS INC COM 53219L109 2 66 SH DEF 2 66 0
LIFEPOINT HOSPITALS INC COM 53219L109 3803 158148 SH DEF 7 49900 108248
LIFEPOINT HOSPITALS INC COM 53219L109 145 6000 SH DEF 8 6000
LIGAND PHARMACEUTICALS INC CL B 53220K207 8 600 SH DEF 11 600
LILLY ELI & CO COM 532457108 1537 25870 SH DEF 2 23833 0 2037
LILLY ELI & CO COM 532457108 1796 30233 SH DEF 8 1410 28823
LILLY ELI & CO COM 532457108 30 500 SH DEF 4 500
LILLY ELI & CO COM 532457108 6492 109287 SH DEF 3 106587 2700
LILLY ELI & CO COM 532457108 765 12875 SH DEF 5 10475 2400
LILLY ELI & CO COM 532457108 402 6767 SH DEF 10 6541 226
LILLY ELI & CO COM 532457108 9448 141818 SH DEF 11 141818
LILLY ELI & CO COM 532457108 9557 160896 SH DEF 1 10300 150596
LILLY ELI & CO COM 532457108 16 200 SH DEF 13 200
LIMITED BRANDS INC COM 532716107 508 33700 SH DEF 2 33700 0
LIMITED BRANDS INC COM 532716107 542 30805 SH DEF 11 30805
LIMITED BRANDS INC COM 532716107 75 5005 SH DEF 6 5005
LINCARE HLDGS INC COM 532791100 2526 64862 SH DEF 11 64862
LINCOLN ELEC HLDGS INC COM 533900106 22 900 SH DEF 11 900
LINCOLN ELEC HLDGS INC COM 533900106 15642 703969 SH DEF 6 678658 25311
LINCOLN NATL CONV SECS FD IN COM 534183108 75 5700 SH DEF 11 5700
LINCOLN NATL CORP IND COM 534187109 130 3679 SH DEF 10 1979 1700
LINCOLN NATL CORP IND COM 534187109 1910 47845 SH DEF 11 47845
LINCOLN NATL CORP IND COM 534187109 62 1750 SH DEF 6 1750
LINCOLN NATL CORP IND COM 534187109 4719 133370 SH DEF 2 128070 0 5300
LINCOLN NATL INCOME FD COM 534217104 43 3000 SH DEF 11 3000
LINEAR TECHNOLOGY CORP COM 535678106 8984 250040 SH DEF 1 17300 232740
LINEAR TECHNOLOGY CORP COM 535678106 8 215 SH DEF 2 0 0 215
LINEAR TECHNOLOGY CORP COM 535678106 284 7900 SH DEF 5 5200 2700
LINEAR TECHNOLOGY CORP COM 535678106 18 500 SH DEF 10 500
LINEAR TECHNOLOGY CORP COM 535678106 1387 32549 SH DEF 11 32549
LINENS N THINGS INC COM 535679104 50 1705 SH DEF 11 1705
LIONBRIDGE TECHNOLOGIES INC COM 536252109 914 122060 SH DEF 3 118430 3630
LIONBRIDGE TECHNOLOGIES INC COM 536252109 1 76 SH DEF 11 76
LITHIA MTRS INC CL A 536797103 3433 171900 SH DEF 6 163400 8500
LITTELFUSE INC COM 537008104 696 26180 SH DEF 11 26180
LIVEPERSON INC COM 538146101 4 700 SH DEF 11 700
LIVEPERSON INC COM 538146101 82 20162 SH DEF 1 20162
LIZ CLAIBORNE INC COM 539320101 462 12524 SH DEF 11 12524
LIZ CLAIBORNE INC COM 539320101 12626 370820 SH DEF 6 370820
LIZ CLAIBORNE INC COM 539320101 248 7275 SH DEF 5 6575 700
LL & E RTY TR UNIT BEN INT 502003106 13 3300 SH DEF 11 3300
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 4819 174300 SH DEF 9 174300
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 254 8695 SH DEF 6 545 8150
LNR PPTY CORP COM 501940100 2 50 SH DEF 6 50
LNR PPTY CORP COM 501940100 29 700 SH DEF 11 700
LOCAL FINL CORP COM 539553107 4227 236300 SH DEF 6 226100 10200
LOCKHEED MARTIN CORP COM 539830109 13203 286091 SH DEF 1 6500 279591
LOCKHEED MARTIN CORP COM 539830109 1900 40990 SH DEF 11 40990
LOCKHEED MARTIN CORP COM 539830109 534 11567 SH DEF 2 10116 0 1451
LOEWS CORP NOTE 3.125% 9/1 540424AL2 34692 37600000 PRN DEF 14
LOEWS CORP CAROLNA GP STK 540424207 15 580 SH DEF 11 580
LOEWS CORP COM 540424108 842 19590 SH DEF 11 19590
LOEWS CORP COM 540424108 19746 487869 SH DEF 6 485019 2850
LOEWS CORP COM 540424108 1118 27695 SH DEF 2 27695 0
LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 8134 260620 SH DEF 6 255275 120 5225
LONE STAR STEAKHOUSE SALOON COM 542307103 22 1025 SH DEF 11 1025
LONE STAR STEAKHOUSE SALOON COM 542307103 24522 1167676 SH DEF 6 1151281 335 16060
LONE STAR TECHNOLOGIES INC COM 542312103 6 400 SH DEF 11 400
LONGS DRUG STORES CORP COM 543162101 12 550 SH DEF 11 550
LOOKSMART LTD COM 543442107 1 350 SH DEF 11 350
LOUISIANA PAC CORP COM 546347105 44 3170 SH DEF 2 3170 0
LOWES COS INC COM 548661107 5577 107460 SH DEF 2 107460 0
LOWES COS INC COM 548661107 737 14192 SH DEF 10 10814 2995 383
LOWES COS INC COM 548661107 9824 166702 SH DEF 11 166702
LOWES COS INC COM 548661107 1177 22675 SH DEF 5 18150 4525
LOWES COS INC NOTE 2/1 548661CF2 291 3000 SH DEF 11 3000
LOWES COS INC COM 548661107 1728 33288 SH DEF 3 32688 600
LOWES COS INC COM 548661107 47 900 SH DEF 4 900
LSB CORP COM 50215P100 18 1000 SH DEF 11 1000
LSI INDS INC COM 50216C108 11 652 SH DEF 11 652
LSI LOGIC CORP COM 502161102 443 49245 SH DEF 8 49245
LSI LOGIC CORP COM 502161102 83 8943 SH DEF 11 8943
LSI LOGIC CORP COM 502161102 7 800 SH DEF 2 800 0
LSI LOGIC CORP COM 502161102 5 510 SH DEF 6 510
LTC PPTYS INC COM 502175102 257 21700 SH DEF 11 21700
LTX CORP COM 502392103 125 8770 SH DEF 11 8770
LTX CORP COM 502392103 6 500 SH DEF 10 500
LUBRIZOL CORP COM 549271104 16276 501580 SH DEF 3 364630 136950
LUBRIZOL CORP COM 549271104 402 12400 SH DEF 8 12400
LUBRIZOL CORP COM 549271104 278 8575 SH DEF 5 7400 1175
LUBRIZOL CORP COM 549271104 252 8310 SH DEF 11 8310
LUBRIZOL CORP COM 549271104 11 340 SH DEF 10 340
LUBRIZOL CORP COM 549271104 2160 66560 SH DEF 6 66560
LUBYS INC COM 549282101 3 1000 SH DEF 11 1000
LUCENT TECHNOLOGIES INC COM 549463107 22 10000 SH DEF 10000
LUCENT TECHNOLOGIES INC COM 549463107 27 12313 SH DEF 2 12313 0
LUCENT TECHNOLOGIES INC COM 549463107 2054 641807 SH DEF 11 641807
LUCENT TECHNOLOGIES INC COM 549463107 1727 799720 SH DEF 6 779100 20620
LUCENT TECHNOLOGIES INC COM 549463107 15 7050 SH DEF 10 7050
LUMENIS LTD SHS M6778Q105 9 4170 SH DEF 11 4170
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 14 1000 SH DEF 2 1000 0
LYDALL INC DEL COM 550819106 3 262 SH DEF 11 262
LYON WILLIAM HOMES COM 552074106 3 40 SH DEF 11 40
LYONDELL CHEMICAL CO COM 552078107 220 15365 SH DEF 11 15365
LYONDELL CHEMICAL CO COM 552078107 2288 179000 SH DEF 6 179000
M & T BK CORP COM 55261f104 16763 192017 SH DEF 4 192017
M & T BK CORP COM 55261F104 6273 71850 SH DEF 1 71850
M & T BK CORP COM 55261F104 2014 23065 SH DEF 5 7200 15865
M & T BK CORP COM 55261F104 270 2873 SH DEF 11 2873
M D C HLDGS INC COM 552676108 2999 55539 SH DEF 6 52984 2555
M D C HLDGS INC COM 552676108 9164 169712 SH DEF 3 104912 64800
M D C HLDGS INC COM 552676108 44 650 SH DEF 11 650
M SYS FLASH DISK PIONEERS LT ORD M7061C100 12 600 SH DEF 11 600
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 21811 549820 SH DEF 3 464770 85050
MACDERMID INC COM 554273102 22 725 SH DEF 11 725
MACERICH CO COM 554382101 50 1250 SH DEF 11 1250
MACERICH CO COM 554382101 39999 1059570 SH DEF 3 866760 192810
MACK CALI RLTY CORP COM 554489104 110 2800 SH DEF 3 2800
MACK CALI RLTY CORP COM 554489104 651 17275 SH DEF 11 17275
MACK CALI RLTY CORP COM 554489104 1394 35560 SH DEF 2 35560 0
MACK CALI RLTY CORP COM 554489104 39 1000 SH DEF 1 1000
MACROMEDIA INC COM 556100105 1 52 SH DEF 11 52
MACROMEDIA INC COM 556100105 27 1100 SH DEF 3 1100
MACROVISION CORP COM 555904101 7747 418750 SH DEF 3 383350 35400
MADDEN STEVEN LTD COM 556269108 2978 157000 SH DEF 6 149200 7800
MADDEN STEVEN LTD COM 556269108 2749 144930 SH DEF 3 131230 13700
MAF BANCORP INC COM 55261R108 4 100 SH DEF 11 100
MAF BANCORP INC COM 55261R108 12603 329911 SH DEF 4 329911
MAF BANCORP INC COM 55261R108 8909 233216 SH DEF 6 228516 4700
MAF BANCORP INC COM 55261R108 3094 81000 SH DEF 5 39675 41325
MAF BANCORP INC COM 55261R108 88 2299 SH DEF 2 2299 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 5474 113904 SH DEF 11 113904
MAGELLAN PETE CORP COM 559091301 3 3000 SH DEF 11 3000
MAGNA ENTMT CORP CL A 559211107 0 40 SH DEF 13 40
MAGNA ENTMT CORP CL A 559211107 1758 427800 SH DEF 6 427800
MAGNA ENTMT CORP CL A 559211107 1209 288710 SH DEF 6 272330 475 15905
MAGNA ENTMT CORP CL A 559211107 4 1000 SH DEF 11 1000
MAGNA INTL INC CL A 559222401 6 75 SH DEF 11 75
MAGNA INTL INC CL A 559222401 14565 204330 SH DEF 13 204330
MAGNA INTL INC CL A 559222401 417 5775 SH DEF 5 4500 1275
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 695 87000 SH DEF 3 87000
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 6 728 SH DEF 11 728
MAGUIRE PPTYS INC COM 559775101 1255 61200 SH DEF 3 56000 5200
MAGUIRE PPTYS INC COM 559775101 650 29800 SH DEF 11 29800
MAGUIRE PPTYS INC COM 559775101 7 365 SH DEF 10 365
MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 2429 13000 SH DEF 15 13000
MAIL-WELL INC COM 560321200 200 48458 SH DEF 11 48458
MAIN STR BKS INC NEW COM 56034R102 15 586 SH DEF 2 586 0
MAINE & MARITIMES CORP COM 560377103 295 8200 SH DEF 6 8200
MAINSOURCE FINANCIAL GP INC COM 56062Y102 71 2546 SH DEF 11 2546
MAINSOURCE FINANCIAL GP INC COM 56062Y102 399 15385 SH DEF 6 15285 100
MAIR HOLDINGS INC COM 560635104 6275 917579 SH DEF 6 906948 385 10246
MAJOR AUTOMOTIVE COS INC COM 560775108 1 1000 SH DEF 11 1000
MANAGED HIGH INCOME PORTFOLI COM 56166C105 23 3300 SH DEF 11 3300
MANAGED HIGH YIELD PLUS FD I COM 561911108 277 52906 SH DEF 11 52906
MANAGED MUNS PORTFOLIO INC COM 561662107 42 3800 SH DEF 11 3800
MANATRON INC COM 562048108 78 10000 SH DEF 11 10000
MANDALAY RESORT GROUP COM 562567107 8144 205600 SH DEF 3 135200 70400
MANDALAY RESORT GROUP COM 562567107 6 150 SH DEF 2 150 0
MANDALAY RESORT GROUP COM 562567107 6508 164300 SH DEF 7 134200 30100
MANDALAY RESORT GROUP COM 562567107 390 9937 SH DEF 11 9937
MANDALAY RESORT GROUP COM 562567107 99025 2500000 SH DEF 9 2500000
MANITOWOC INC COM 563571108 8170 374050 SH DEF 6 367360 135 6555
MANITOWOC INC COM 563571108 73 3375 SH DEF 10 3375
MANITOWOC INC COM 563571108 15 700 SH DEF 2 700 0
MANNATECH INC COM 563771104 1 200 SH DEF 11 200
MANOR CARE INC NEW COM 564055101 41 1350 SH DEF 2 1350 0
MANOR CARE INC NEW COM 564055101 200 6000 SH DEF 11 6000
MANPOWER INC COM 56418H100 197 4252 SH DEF 11 4252
MANPOWER INC COM 56418H100 3992 107600 SH DEF 7 88100 19500
MANPOWER INC COM 56418H100 59397 1601000 SH DEF 9 1601000
MANTECH INTL CORP CL A 564563104 210 8568 SH DEF 11 8568
MANUFACTURED HOME CMNTYS INC COM 564682102 11 300 SH DEF 11 300
MANUFACTURED HOME CMNTYS INC COM 564682102 78 2000 SH DEF 1 2000
MANUGISTICS GROUP INC COM 565011103 28 3800 SH DEF 11 3800
MANULIFE FINL CORP COM 56501R106 72 2500 SH DEF 2 2500 0
MANULIFE FINL CORP COM 56501R106 148 4894 SH DEF 11 4894
MANULIFE FINL CORP COM 56501R106 51679 1807937 SH DEF 13 1807937
MANULIFE FINL CORP COM 56501R106 526 18190 SH DEF 3 17990 200
MAPICS INC COM 564910107 1 60 SH DEF 11 60
MAPINFO CORP COM 565105103 64 6975 SH DEF 11 6975
MARATHON OIL CORP COM 565849106 7534 264350 SH DEF 6 264350
MARATHON OIL CORP COM 565849106 91 3200 SH DEF 2 3200 0
MARATHON OIL CORP COM 565849106 2713 91762 SH DEF 11 91762
MARATHON OIL CORP COM 565849106 14184 497700 SH DEF 3 488400 9300
MARATHON OIL CORP COM 565849106 28 1000 SH DEF 10 1000
MARCUS CORP COM 566330106 26 1769 SH DEF 11 1769
MARIMBA INC COM 56781Q109 43 9000 SH DEF 11 9000
MARINEMAX INC COM 567908108 2774 191200 SH DEF 6 182100 9100
MARKEL CORP COM 570535104 282 1057 SH DEF 10 1057
MARKEL CORP COM 570535104 151 600 SH DEF 11 600
MARKET 2000+ HOLDRS TR DEPOSITARY RCT 57059Y204 137 2700 SH DEF 11 2700
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 261 7025 SH DEF 11 7025
MARLTON TECHNOLOGIES INC COM 571263102 0 250 SH DEF 11 250
MARRIOTT INTL INC NEW CL A 571903202 9 200 SH DEF 10 200
MARRIOTT INTL INC NEW CL A 571903202 1698 39299 SH DEF 11 39299
MARSH & MCLENNAN COS INC COM 571748102 647 13600 SH DEF 1 2000 11600
MARSH & MCLENNAN COS INC COM 571748102 5178 108760 SH DEF 3 107360 1400
MARSH & MCLENNAN COS INC COM 571748102 2210 46409 SH DEF 8 2189 44220
MARSH & MCLENNAN COS INC COM 571748102 370 7772 SH DEF 2 7570 0 202
MARSH & MCLENNAN COS INC COM 571748102 3261 76282 SH DEF 11 76282
MARSH & MCLENNAN COS INC COM 571748102 565 11873 SH DEF 10 4560 6840 473
MARSH & MCLENNAN COS INC COM 571748102 15 315 SH DEF 4 315
MARSHALL & ILSLEY CORP COM 571834100 181 5065 SH DEF 11 5065
MARSHALL & ILSLEY CORP COM 571834100 1692 53675 SH DEF 1 53675
MARSHALL & ILSLEY CORP COM 571834100 68 2170 SH DEF 6 2170
MARSHALL & ILSLEY CORP COM 571834100 559 17750 SH DEF 2 15750 0 2000
MARTEK BIOSCIENCES CORP COM 572901106 63 1300 SH DEF 11 1300
MARTEK BIOSCIENCES CORP COM 572901106 9912 188330 SH DEF 3 177040 11290
MARTEK BIOSCIENCES CORP COM 572901106 69 1311 SH DEF 10 1311
MARTEN TRANS LTD COM 573075108 105 4040 SH DEF 11 4040
MARTHA STEWART LIVING OMNIME CL A 573083102 2 200 SH DEF 11 200
MARTHA STEWART LIVING OMNIME CL A 573083102 9 1000 SH DEF 2 1000 0
MARTIN MARIETTA MATLS INC COM 573284106 130 3575 SH DEF 4 3575
MARTIN MARIETTA MATLS INC COM 573284106 431 10525 SH DEF 11 10525
MARTIN MARIETTA MATLS INC COM 573284106 36 1000 SH DEF 10 1000
MARTIN MARIETTA MATLS INC COM 573284106 9779 268280 SH DEF 6 268280
MARTIN MARIETTA MATLS INC COM 573284106 567 15565 SH DEF 2 15137 0 428
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 26 900 SH DEF 11 900
MARVEL ENTERPRISES INC COM 57383M108 34 1150 SH DEF 11 1150
MARVEL ENTERPRISES INC COM 57383M108 883 39680 SH DEF 3 38530 1150
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 285 6505 SH DEF 11 6505
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 10793 285670 SH DEF 3 273270 12400
MASCO CORP COM 574599106 105 4309 SH DEF 10 79 4230
MASCO CORP COM 574599106 16793 685970 SH DEF 3 662570 23400
MASCO CORP COM 574599106 2481 90203 SH DEF 11 90203
MASCO CORP COM 574599106 4 150 SH DEF 6 150
MASCO CORP COM 574599106 286 11684 SH DEF 2 11684 0
MASONITE INTL CORP COM 575384102 13891 597400 SH DEF 13 597400
MASSBANK CORP READ MASS COM 576152102 24 600 SH DEF 11 600
MASSBANK CORP READ MASS COM 576152102 44 1200 SH DEF 1 1200
MASSEY ENERGY CORP COM 576206106 720 51768 SH DEF 11 51768
MASSMUTUAL CORPORATE INVS IN COM 576292106 426 18542 SH DEF 11 18542
MASSMUTUAL PARTN INVS SH BEN INT 576299101 68 6400 SH DEF 11 6400
MASTEC INC COM 576323109 33 2595 SH DEF 11 2595
MATRIA HEALTHCARE INC COM NEW 576817209 0 0 SH DEF 11 0
MATRITECH INC COM 576818108 1 300 SH DEF 11 300
MATRIX BANCORP INC COM 576819106 577 63600 SH DEF 6 60900 2700
MATRIXX INITIATIVES INC COM 57685L105 34 2400 SH DEF 11 2400
MATSUSHITA ELEC INDL ADR 576879209 38 3150 SH DEF 2 1250 0 1900
MATTEL INC COM 577081102 379 19583 SH DEF 11 19583
MATTEL INC COM 577081102 49 2596 SH DEF 2 2000 0 596
MATTEL INC COM 577081102 42 2212 SH DEF 10 2212
MATTEL INC COM 577081102 14 747 SH DEF 1 747
MATTSON TECHNOLOGY INC COM 577223100 43 3000 SH DEF 11 3000
MAVERICK TUBE CORP COM 577914104 51 3000 SH DEF 11 3000
MAVERICK TUBE CORP COM 577914104 228 10900 SH DEF 13 10900
MAX RE CAPITAL LTD HAMILTON SHS G6052F103 1193 70100 SH DEF 3 67300 2800
MAXIM INTEGRATED PRODS INC COM 57772K101 219 5550 SH DEF 5 4550 1000
MAXIM INTEGRATED PRODS INC COM 57772K101 265 5336 SH DEF 11 5336
MAXIM INTEGRATED PRODS INC COM 57772K101 12 315 SH DEF 10 315
MAXIMUS INC COM 577933104 1557 45200 SH DEF 3 25100 20100
MAXIMUS INC COM 577933104 88 2520 SH DEF 11 2520
MAXIMUS INC COM 577933104 62 1800 SH DEF 6 1800
MAXTOR CORP COM NEW 577729205 14 1032 SH DEF 11 1032
MAXTOR CORP COM NEW 577729205 9140 751050 SH DEF 3 416550 334500
MAXTOR CORP COM NEW 577729205 33 2750 SH DEF 10 2750
MAXTOR CORP COM NEW 577729205 71 5830 SH DEF 4 5830
MAXWELL SHOE INC CL A 577766108 2186 152350 SH DEF 6 146500 5850
MAXWELL TECHNOLOGIES INC COM 577767106 2 225 SH DEF 11 225
MAY DEPT STORES CO COM 577778103 413 16785 SH DEF 5 10785 6000
MAY DEPT STORES CO COM 577778103 1806 64582 SH DEF 11 64582
MAY DEPT STORES CO COM 577778103 43 1750 SH DEF 10 1750
MAY DEPT STORES CO COM 577778103 17489 710083 SH DEF 6 710083
MAY DEPT STORES CO COM 577778103 299 12143 SH DEF 2 12143 0
MAY DEPT STORES CO COM 577778103 1143 46414 SH DEF 8 2113 44301
MAY DEPT STORES CO COM 577778103 4537 184200 SH DEF 9 184200
MAYTAG CORP COM 578592107 12693 508340 SH DEF 6 508340
MAYTAG CORP COM 578592107 287 11310 SH DEF 11 11310
MAYTAG CORP COM 578592107 124 4980 SH DEF 2 4980 0
MB FINANCIAL INC NEW COM 55264U108 8288 186660 SH DEF 3 156810 29850
MB FINANCIAL INC NEW COM 55264U108 189 4000 SH DEF 11 4000
MBIA CAP CLAYMORE MNG DUR IN COM 55266X100 27 1800 SH DEF 11 1800
MBIA INC COM 55262C100 399 7260 SH DEF 2 7260 0
MBIA INC COM 55262C100 459 8349 SH DEF 1 8349
MBIA INC COM 55262C100 2576 54206 SH DEF 8 7136 47070
MBIA INC COM 55262C100 362 6071 SH DEF 11 6071
MBIA INC COM 55262C100 58 1062 SH DEF 10 1062
MBIA INC COM 55262C100 14 260 SH DEF 6 260
MBNA CORP COM 55262L100 736 32300 SH DEF 6 32300
MBNA CORP COM 55262L100 10547 462580 SH DEF 3 451180 11400
MBNA CORP COM 55262L100 474 20784 SH DEF 10 16732 2813 1239
MBNA CORP COM 55262L100 1115 48903 SH DEF 5 37253 11650
MBNA CORP COM 55262L100 9206 371961 SH DEF 11 371961
MBNA CORP COM 55262L100 24 780 SH DEF 13 780
MBNA CORP COM 55262L100 2608 114367 SH DEF 2 112548 0 1819
MBNA CORP COM 55262l100 34 1501 SH DEF 4 1501
MBT FINL CORP COM 578877102 1232 78997 SH DEF 6 73897 5100
MCCLATCHY CO CL A 579489105 906 14010 SH DEF 11 14010
MCCLATCHY CO CL A 579489105 1718 28890 SH DEF 3 28590 300
MCCLATCHY CO CL A 579489105 12 200 SH DEF 10 200
MCCLATCHY CO CL A 579489105 59 1000 SH DEF 4 1000
MCCORMICK & CO INC COM NON VTG 579780206 5302 178877 SH DEF 11 178877
MCCORMICK & CO INC COM NON VTG 579780206 225 8196 SH DEF 10 4896 1000 2300
MCCORMICK & CO INC COM VTG 579780107 744 25072 SH DEF 11 25072
MCCORMICK & CO INC COM NON VTG 579780206 977 35641 SH DEF 8 1500 34141
MCCORMICK & CO INC COM NON VTG 579780206 19392 707204 SH DEF 2 696454 0 10750
MCCORMICK & CO INC COM NON VTG 579780206 8029 292800 SH DEF 1 244300 48500
MCDATA CORP CL A 580031201 12 1134 SH DEF 11 1134
MCDATA CORP CL B 580031102 51 5000 SH DEF 11 5000
MCDATA CORP CL A 580031201 0 5 SH DEF 2 5 0
MCDERMOTT INTL INC COM 580037109 2 300 SH DEF 11 300
MCDERMOTT INTL INC COM 580037109 791 138450 SH DEF 3 5150 133300
MCDONALDS CORP COM 580135101 263 11190 SH DEF 5 2020 9170
MCDONALDS CORP COM 580135101 3380 143595 SH DEF 3 140695 2900
MCDONALDS CORP COM 580135101 8246 329691 SH DEF 11 329691
MCDONALDS CORP COM 580135101 420 17824 SH DEF 10 7974 300 9550
MCDONALDS CORP COM 580135101 22795 964160 SH DEF 6 853755 110405
MCDONALDS CORP COM 580135101 8342 354367 SH DEF 2 338622 0 15745
MCDONALDS CORP COM 580135101 13 400 SH DEF 13 400
MCDONALDS CORP COM 580135101 14 600 SH DEF 4 600
MCDONALDS CORP COM 580135101 1732 73571 SH DEF 8 3510 70061
MCG CAPITAL CORP COM 58047P107 193 11000 SH DEF 11 11000
MCGRATH RENTCORP COM 580589109 1520 54300 SH DEF 6 51700 2600
MCGRATH RENTCORP COM 580589109 48 1700 SH DEF 11 1700
MCGRAW HILL COS INC COM 580645109 1534 24686 SH DEF 3 400 24286
MCGRAW HILL COS INC COM 580645109 554 8272 SH DEF 11 8272
MCGRAW HILL COS INC COM 580645109 50 800 SH DEF 4 800
MCGRAW HILL COS INC COM 580645109 3486 56112 SH DEF 2 56112 0
MCGRAW HILL COS INC COM 580645109 186 3000 SH DEF 1 3000
MCGRAW HILL COS INC COM 580645109 350 5640 SH DEF 8 820 4820
MCKESSON CORP COM 58155Q103 236838 7114400 SH DEF 7 4316900 2797500
MCKESSON CORP COM 58155Q103 203 6100 SH DEF 10 5100 1000
MCKESSON CORP COM 58155Q103 21491 645570 SH DEF 3 629670 15900
MCKESSON CORP COM 58155Q103 4536 149843 SH DEF 11 149843
MCKESSON CORP COM 58155Q103 9 200 SH DEF 13 200
MCKESSON CORP COM 58155Q103 429882 12913235 SH DEF 9 11415575 1497660
MCKESSON CORP COM 58155Q103 174 5240 SH DEF 6 5240
MCKESSON CORP COM 58155Q103 43 1288 SH DEF 2 1000 0 288
MCLEODUSA INC CL A 582266706 24 20469 SH DEF 11 20469
MCMORAN EXPLORATION CO COM 582411104 35 2328 SH DEF 11 2328
MCRAE INDS INC CL A 582757209 4 400 SH DEF 11 400
MDS INC COM 55269P302 13209 988620 SH DEF 13 988620
MDU RES GROUP INC COM 552690109 61 1800 SH DEF 2 1800 0
MDU RES GROUP INC COM 552690109 17 500 SH DEF 10 500
MDU RES GROUP INC COM 552690109 272 12028 SH DEF 11 12028
MDU RES GROUP INC COM 552690109 4493 133000 SH DEF 3 127600 5400
MEADE INSTRUMENTS CORP COM 583062104 75 20100 SH DEF 11 20100
MEADWESTVACO CORP COM 583334107 1644 64330 SH DEF 6 54180 10150
MEADWESTVACO CORP COM 583334107 144 5550 SH DEF 11 5550
MEADWESTVACO CORP COM 583334107 719 28192 SH DEF 2 28192 0
MEADWESTVACO CORP COM 583334107 858 33657 SH DEF 5 24814 8843
MEASUREMENT SPECIALTIES INC COM 583421102 14 1000 SH DEF 2 1000 0
MEASUREMENT SPECIALTIES INC COM 583421102 2373 175800 SH DEF 3 140750 35050
MECHANICAL TECHNOLOGY INC COM 583538103 220 33715 SH DEF 11 33715
MED-DESIGN CORP COM 583926100 10 2650 SH DEF 11 2650
MEDAMICUS INC COM 584027106 3 200 SH DEF 11 200
MEDAREX INC COM 583916101 71 9900 SH DEF 11 9900
MEDCATH CORP COM 58404W109 11 1000 SH DEF 11 1000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 154 5925 SH DEF 10 4009 1616 300
MEDCO HEALTH SOLUTIONS INC COM 58405U102 7642 294734 SH DEF 3 288931 5803
MEDCO HEALTH SOLUTIONS INC COM 58405U102 112 4302 SH DEF 1 4302
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1239 47796 SH DEF 6 44565 3231
MEDCO HEALTH SOLUTIONS INC COM 58405u102 10498 404873 SH DEF 4 404873
MEDCO HEALTH SOLUTIONS INC COM 58405U102 783 30201 SH DEF 2 28397 0 1804
MEDCO HEALTH SOLUTIONS INC COM 58405U102 4077 157212 SH DEF 5 87816 69396
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5748 173123 SH DEF 11 173123
MEDIA GEN INC CL A 584404107 13 215 SH DEF 10 215
MEDIA GEN INC CL A 584404107 2340 38300 SH DEF 3 38300
MEDIA GEN INC CL A 584404107 1698 25715 SH DEF 11 25715
MEDIA GEN INC CL A 584404107 49 800 SH DEF 2 800 0
MEDICAL STAFFING NETWK HLDGS COM 58463F104 270 34700 SH DEF 11 34700
MEDICAL TECHNOLOGY SYS INC COM PAR $.01NW 58462R802 2 400 SH DEF 11 400
MEDICINES CO COM 584688105 2271 87530 SH DEF 3 82730 4800
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 402 6342 SH DEF 11 6342
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 12 200 SH DEF 10 200
MEDIFAST INC COM 58470H101 8 500 SH DEF 11 500
MEDIMMUNE INC COM 584699102 2175 65890 SH DEF 2 58700 0 7190
MEDIMMUNE INC COM 584699102 49 1475 SH DEF 10 300 1175
MEDIMMUNE INC COM 584699102 1453 54485 SH DEF 11 54485
MEDIMMUNE INC COM 584699102 45 1350 SH DEF 4 1350
MEDIS TECHNOLOGIES LTD COM 58500P107 23 2430 SH DEF 11 2430
MEDQUIST INC COM 584949101 5877 302235 SH DEF 6 295230 190 6815
MEDTRONIC INC COM 585055106 1 20 SH DEF 6 20
MEDTRONIC INC COM 585055106 33799 720349 SH DEF 1 118776 601573
MEDTRONIC INC COM 585055106 1973 42056 SH DEF 5 38841 3215
MEDTRONIC INC COM 585055106 6876 146544 SH DEF 3 142544 4000
MEDTRONIC INC COM 585055106 3165 67464 SH DEF 10 56635 8717 2112
MEDTRONIC INC COM 585055106 7515 164912 SH DEF 11 164912
MEDTRONIC INC COM 585055106 61 1310 SH DEF 4 1310
MEDTRONIC INC COM 585055106 21544 459172 SH DEF 2 447929 0 11243
MELLON FINL CORP COM 58551A108 4 134 SH DEF 6 134
MELLON FINL CORP COM 58551A108 5748 190694 SH DEF 8 12467 178227
MELLON FINL CORP COM 58551A108 11065 367104 SH DEF 2 354559 0 12545
MELLON FINL CORP COM 58551A108 380 12600 SH DEF 1 12600
MELLON FINL CORP COM 58551A108 466 15450 SH DEF 5 14500 950
MELLON FINL CORP COM 58551A108 452 15000 SH DEF 10 6150 6450 2400
MELLON FINL CORP COM 58551A108 457 15156 SH DEF 4 15156
MELLON FINL CORP COM 58551A108 1878 62857 SH DEF 11 62857
MEMBERWORKS INC COM 586002107 11723 369940 SH DEF 3 298140 71800
MENS WEARHOUSE INC COM 587118100 18036 703140 SH DEF 3 530640 172500
MENTOR CORP MINN COM 587188103 310 15295 SH DEF 11 15295
MENTOR GRAPHICS CORP COM 587200106 21377 1215280 SH DEF 3 932880 282400
MENTOR GRAPHICS CORP COM 587200106 238 14183 SH DEF 11 14183
MERCANTILE BANK CORP COM 587376104 1742 52470 SH DEF 3 42730 9740
MERCANTILE BANKSHARES CORP COM 587405101 9178 216620 SH DEF 11 216620
MERCANTILE BANKSHARES CORP COM 587405101 98 2450 SH DEF 10 2450
MERCANTILE BANKSHARES CORP COM 587405101 144 3600 SH DEF 2 3600 0
MERCANTILE BANKSHARES CORP COM 587405101 3679 91975 SH DEF 1 91975
MERCHANTS BANCSHARES COM 588448100 1444 51050 SH DEF 6 48500 2550
MERCK & CO INC COM 589331107 33435 660501 SH DEF 3 641601 18900
MERCK & CO INC COM 589331107 9355 184804 SH DEF 4 184804
MERCK & CO INC COM 589331107 27087 534435 SH DEF 6 498285 36150
MERCK & CO INC COM 589331107 2507 49527 SH DEF 10 31292 11835 6400
MERCK & CO INC COM 589331107 7969 157436 SH DEF 5 113763 43673
MERCK & CO INC COM 589331107 6226 123000 SH DEF 9 123000
MERCK & CO INC COM 589331107 2263 44702 SH DEF 8 4438 40264
MERCK & CO INC COM 589331107 12303 179980 SH DEF 13 179980
MERCK & CO INC COM 589331107 22607 446596 SH DEF 2 427710 0 18886
MERCK & CO INC COM 589331107 8919 176200 SH DEF 1 35700 140500
MERCK & CO INC COM 589331107 29458 665718 SH DEF 11 665718
MERCURY COMPUTER SYS COM 589378108 24 1100 SH DEF 11 1100
MERCURY GENL CORP NEW COM 589400100 119 2500 SH DEF 11 2500
MERCURY INTERACTIVE CORP COM 589405109 877 18887 SH DEF 11 18887
MEREDITH CORP COM 589433101 44 900 SH DEF 11 900
MEREDITH CORP COM 589433101 9799 212240 SH DEF 3 158090 54150
MERIDIAN BIOSCIENCE INC COM 589584101 22 2173 SH DEF 2 2173 0
MERIDIAN BIOSCIENCE INC COM 589584101 2 166 SH DEF 11 166
MERIDIAN GOLD INC COM 589975101 29 2300 SH DEF 11 2300
MERIDIAN RESOURCE CORP COM 58977Q109 28 7000 SH DEF 11 7000
MERISEL INC COM PAR $.01 589849306 1 100 SH DEF 11 100
MERISTAR HOSPITALITY CORP COM 58984Y103 10 1400 SH DEF 2 1400 0
MERISTAR HOSPITALITY CORP COM 58984Y103 134 19547 SH DEF 11 19547
MERIT MED SYS INC COM 589889104 1788 80909 SH DEF 3 73456 7453
MERITAGE CORP COM 59001A102 9179 194260 SH DEF 3 181010 13250
MERRILL LYNCH & CO INC COM 590188108 7467 139490 SH DEF 3 111790 27700
MERRILL LYNCH & CO INC COM 590188108 20 370 SH DEF 4 370
MERRILL LYNCH & CO INC COM 590188108 25402 474539 SH DEF 6 474539
MERRILL LYNCH & CO INC COM 590188108 1872 31620 SH DEF 11 31620
MERRILL LYNCH & CO INC COM 590188108 1692 31617 SH DEF 8 31617
MERRILL LYNCH & CO INC COM 590188108 529 9890 SH DEF 2 8780 0 1110
MERRILL LYNCH & CO INC COM 590188108 155 2900 SH DEF 10 2600 300
MERRILL LYNCH & CO INC COM 590188108 2693 37250 SH DEF 13 37250
MESA AIR GROUP INC COM 590479101 11794 1060570 SH DEF 3 769570 291000
MESA AIR GROUP INC COM 590479101 72 6500 SH DEF 2 6500 0
MESA LABS INC COM 59064R109 238 26400 SH DEF 6 24900 1500
MESA RTY TR UNIT BEN INT 590660106 93 1750 SH DEF 11 1750
MET PRO CORP COM 590876306 31 2132 SH DEF 11 2132
METASOLV INC COM 59139P104 23 10500 SH DEF 5 10500
METASOLV INC COM 59139P104 1 447 SH DEF 11 447
METHODE ELECTRS INC CL A 591520200 3903 331350 SH DEF 3 293900 37450
METHODE ELECTRS INC CL A 591520200 60 5030 SH DEF 11 5030
METLIFE INC COM 59156R108 14879 530450 SH DEF 3 522250 8200
METLIFE INC COM 59156R108 167 5943 SH DEF 10 5943
METLIFE INC COM 59156R108 574 20474 SH DEF 5 14799 5675
METLIFE INC COM 59156R108 2409 76708 SH DEF 11 76708
METLIFE INC COM 59156R108 21365 761685 SH DEF 6 761685
METRIS COS INC COM 591598107 4 900 SH DEF 11 900
METRO GOLDWYN MAYER INC COM 591610100 10 600 SH DEF 11 600
METRO GOLDWYN MAYER INC COM 591610100 5 330 SH DEF 6 330
METRO ONE TELECOMMUNICATIONS COM 59163f105 52 15000 SH DEF 4 15000
METRO ONE TELECOMMUNICATIONS COM 59163F105 1041 298300 SH DEF 6 282400 15900
METROCORP BANCSHARES INC COM 591650106 46 3507 SH DEF 11 3507
METROLOGIC INSTRS INC COM 591676101 139 5950 SH DEF 11 5950
METROLOGIC INSTRS INC COM 591676101 5594 155380 SH DEF 3 146155 9225
METRON TECHNOLOGY N V ORD N5665B105 2 500 SH DEF 11 500
METTLER TOLEDO INTERNATIONAL COM 592688105 5 150 SH DEF 2 150 0
METTLER TOLEDO INTERNATIONAL COM 592688105 21 540 SH DEF 11 540
METTLER TOLEDO INTERNATIONAL COM 592688105 4131 114362 SH DEF 6 111602 2760
MEXICO EQUITY & INCOME FD COM 592834105 10 1055 SH DEF 11 1055
MEXICO FD INC COM 592835102 24 1544 SH DEF 11 1544
MFA MTG INVTS INC COM 55272X102 1895 197979 SH DEF 11 197979
MFA MTG INVTS INC COM 55272X102 60 6300 SH DEF 10 3000 3300
MFS CHARTER INCOME TR SH BEN INT 552727109 383 44172 SH DEF 11 44172
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 193 28642 SH DEF 11 28642
MFS INTER INCOME TR SH BEN INT 55273C107 733 106374 SH DEF 11 106374
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 135 21133 SH DEF 11 21133
MFS MUN INCOME TR SH BEN INT 552738106 414 55331 SH DEF 11 55331
MGE ENERGY INC COM 55277P104 14 450 SH DEF 10 450
MGI PHARMA INC COM 552880106 101 2700 SH DEF 11 2700
MGI PHARMA INC COM 552880106 4489 116270 SH DEF 3 95970 20300
MGIC INVT CORP WIS COM 552848103 598 8500 SH DEF 13 8500
MGIC INVT CORP WIS COM 552848103 1388 27054 SH DEF 11 27054
MGIC INVT CORP WIS COM 552848103 557242 10701793 SH DEF 9 9529660 1172133
MGIC INVT CORP WIS COM 552848103 47 900 SH DEF 2 900 0
MGIC INVT CORP WIS COM 552848103 288989 5550000 SH DEF 7 3404100 2145900
MGIC INVT CORP WIS COM 552848103 14271 274070 SH DEF 6 274070
MGIC INVT CORP WIS COM 552848103 78 1500 SH DEF 10 1500
MGM MIRAGE COM 552953101 5 100 SH DEF 13 100
MGM MIRAGE COM 552953101 7 200 SH DEF 6 200
MGM MIRAGE COM 552953101 586 16513 SH DEF 11 16513
MGM MIRAGE COM 552953101 245 6700 SH DEF 5 6700
MGM MIRAGE COM 552953101 29 800 SH DEF 4 800
MI DEVS INC CL A SUB VTG 55304X104 1 37 SH DEF 11 37
MICHAELS STORES INC COM 594087108 198 4175 SH DEF 11 4175
MICRO THERAPEUTICS INC COM 59500W100 2 500 SH DEF 11 500
MICROCHIP TECHNOLOGY INC COM 595017104 21 650 SH DEF 11 650
MICROCHIP TECHNOLOGY INC COM 595017104 26 1088 SH DEF 2 750 0 338
MICROMUSE INC COM 595094103 18 2200 SH DEF 11 2200
MICROMUSE INC COM 595094103 1981 242180 SH DEF 3 234730 7450
MICRON TECHNOLOGY INC COM 595112103 95 7095 SH DEF 4 7095
MICRON TECHNOLOGY INC COM 595112103 179 12448 SH DEF 11 12448
MICRON TECHNOLOGY INC COM 595112103 3164 235760 SH DEF 6 235760
MICROS SYS INC COM 594901100 12047 355170 SH DEF 3 275570 79600
MICROS SYS INC COM 594901100 508 12550 SH DEF 11 12550
MICROSEMI CORP COM 595137100 64 3100 SH DEF 11 3100
MICROSOFT CORP COM 594918104 37424 1346661 SH DEF 2 1312035 0 34626
MICROSOFT CORP COM 594918104 18729 673714 SH DEF 4 673714
MICROSOFT CORP COM 594918104 13440 482786 SH DEF 6 432411 50375
MICROSOFT CORP COM 594918104 5854 210585 SH DEF 10 151025 39950 19610
MICROSOFT CORP COM 594918104 12880 463309 SH DEF 5 284678 178631
MICROSOFT CORP COM 594918104 31244 1194805 SH DEF 11 1194805
MICROSOFT CORP COM 594918104 23205 835000 SH DEF 9 835000
MICROSOFT CORP COM 594918104 38495 1384702 SH DEF 1 16800 1367902
MICROSOFT CORP COM 594918104 4232 152219 SH DEF 8 23398 128821
MICROSOFT CORP COM 594918104 11398 305470 SH DEF 13 305470
MICROSOFT CORP COM 594918104 74491 2679522 SH DEF 3 2625822 53700
MICROSTRATEGY INC CL A NEW 594972408 37 800 SH DEF 2 800 0
MICROSTRATEGY INC CL A NEW 594972408 10 175 SH DEF 11 175
MICROSTRATEGY INC CL A NEW 594972408 1462 31800 SH DEF 3 26450 5350
MID ATLANTIC MED SVCS INC COM 59523C107 22384 435230 SH DEF 3 328290 106940
MID ATLANTIC MED SVCS INC COM 59523C107 3119 53408 SH DEF 11 53408
MID PENN BANCORP INC COM 59540G107 230 9504 SH DEF 11 9504
MID-AMER APT CMNTYS INC COM 59522J103 1954 62214 SH DEF 11 62214
MID-AMER APT CMNTYS INC COM 59522J103 2879 95400 SH DEF 3 82000 13400
MID-ATLANTIC RLTY TR SH BEN INT 595232109 654 31132 SH DEF 10 28611 2521
MID-STATE BANCSHARES COM 595440108 90 4000 SH DEF 3 4000
MID-STATE BANCSHARES COM 595440108 70 3100 SH DEF 1 3100
MIDAS GROUP INC COM 595626102 1 77 SH DEF 11 77
MIDCAP SPDR TR UNIT SER 1 595635103 38 300 SH DEF 13 300
MIDCAP SPDR TR UNIT SER 1 595635103 1110 11045 SH DEF 11 11045
MIDCAP SPDR TR UNIT SER 1 595635103 110 1175 SH DEF 2 1000 0 175
MIDCAP SPDR TR UNIT SER 1 595635103 156 1675 SH DEF 10 1675
MIDDLEBURG FINANCIAL CORP COM 596094102 1142 28380 SH DEF 11 28380
MIDDLESEX WATER CO COM 596680108 235 9037 SH DEF 11 9037
MIDLAND CO COM 597486109 176 8300 SH DEF 6 8300
MIDSOUTH BANCORP INC COM 598039105 49 1515 SH DEF 11 1515
MIDWAY GAMES INC COM 598148104 1 500 SH DEF 11 500
MILACRON INC COM 598709103 52 22401 SH DEF 2 21401 0 1000
MILACRON INC COM 598709103 1 300 SH DEF 11 300
MILLEA HOLDINGS INC ADR 60032R106 11733 206456 SH DEF 6 170646 35810
MILLENNIUM BANKSHARES CORP COM 60037B106 36 5000 SH DEF 11 5000
MILLENNIUM CELL INC COM 60038B105 423 127000 SH DEF 11 127000
MILLENNIUM CHEMICALS INC COM 599903101 66 6612 SH DEF 11 6612
MILLENNIUM CHEMICALS INC COM 599903101 14 SH DEF 1 14
MILLENNIUM PHARMACEUTICALS I COM 599902103 91 5900 SH DEF 4 5900
MILLENNIUM PHARMACEUTICALS I COM 599902103 63 4100 SH DEF 2 4100 0
MILLENNIUM PHARMACEUTICALS I COM 599902103 767 48192 SH DEF 11 48192
MILLER HERMAN INC COM 600544100 16 700 SH DEF 11 700
MILLER HERMAN INC COM 600544100 6 275 SH DEF 10 275
MILLER HERMAN INC COM 600544100 100 4400 SH DEF 2 4400 0
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 2 28 SH DEF 11 28
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 2523 56000 SH DEF 3 3300 52700
MILLIPORE CORP COM 601073109 96 2200 SH DEF 11 2200
MILLS CORP COM 601148109 59 1500 SH DEF 10 1500
MILLS CORP COM 601148109 2992 73345 SH DEF 11 73345
MILLS CORP COM 601148109 25792 655440 SH DEF 3 502390 153050
MIM CORP COM 553044108 1994 265890 SH DEF 6 252890 13000
MINDSPEED TECHNOLOGIES INC COM 602682106 11 2054 SH DEF 11 2054
MINE SAFETY APPLIANCES CO COM 602720104 224 4100 SH DEF 3 4100
MINE SAFETY APPLIANCES CO COM 602720104 91 1605 SH DEF 11 1605
MINE SAFETY APPLIANCES CO COM 602720104 2043 37400 SH DEF 6 37400
MINERALS TECHNOLOGIES INC COM 603158106 1421 27910 SH DEF 3 27110 800
MIPS TECHNOLOGIES INC CL B 604567206 0 35 SH DEF 11 35
MIRAMAR MINING CORP COM 60466E100 4 2000 SH DEF 11 2000
MISONIX INC COM 604871103 14 3000 SH DEF 11 3000
MISSION WEST PPTYS INC COM 605203108 22 1750 SH DEF 11 1750
MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 606816106 486 65370 SH DEF 6 63795 1575
MITY ENTERPRISES INC COM 606850105 486 37850 SH DEF 6 35600 2250
MKS INSTRUMENT INC COM 55306N104 26 1001 SH DEF 11 1001
MOBILE MINI INC COM 60740F105 3202 164461 SH DEF 6 156061 8400
MOBILITY ELECTRONICS INC COM 60741U101 53 5500 SH DEF 11 5500
MOBIUS MGMT SYSTEMS INC COM 606925105 3 200 SH DEF 11 200
MODINE MFG CO COM 607828100 6 270 SH DEF 10 270
MODINE MFG CO COM 607828100 3166 132290 SH DEF 3 97990 34300
MOHAWK INDS INC COM 608190104 1739 23465 SH DEF 11 23465
MOHAWK INDS INC COM 608190104 159 2225 SH DEF 4 2225
MOLECULAR DEVICES CORP COM 60851C107 239 13700 SH DEF 3 13700
MOLEX INC CL A 608554200 37 1500 SH DEF 1 1500
MOLEX INC CL A 608554200 301 12290 SH DEF 2 12290 0
MOLEX INC COM 608554101 363 12701 SH DEF 2 12701 0
MOLEX INC CL A 608554200 81 3053 SH DEF 11 3053
MOLEX INC CL A 608554200 32 1308 SH DEF 10 1308
MOLEX INC COM 608554101 36 1258 SH DEF 10 1258
MOLEX INC COM 608554101 42 1340 SH DEF 11 1340
MONACO COACH CORP COM 60886R103 213 12900 SH DEF 6 12900
MONACO COACH CORP COM 60886R103 10 400 SH DEF 11 400
MONARCH CASINO & RESORT INC COM 609027107 1381 122129 SH DEF 6 115922 6207
MONARCH SERVICES INC COM 609176102 0 258 SH DEF 11 258
MONDAVI ROBERT CORP CL A 609200100 4 100 SH DEF 11 100
MONMOUTH REAL ESTATE INVT CO CL A 609720107 9 1000 SH DEF 11 1000
MONRO MUFFLER BRAKE INC COM 610236101 560 18996 SH DEF 6 18826 170
MONSANTO CO NEW COM 61166W101 294 11735 SH DEF 11 11735
MONSANTO CO NEW COM 61166W101 37 1555 SH DEF 2 1555 0
MONSANTO CO NEW COM 61166W101 28942 1208920 SH DEF 3 1182220 26700
MONSANTO CO NEW COM 61166W101 29 1200 SH DEF 6 1200
MONSANTO CO NEW COM 61166W101 0 2 SH DEF 10 2
MONSTER WORLDWIDE INC COM 611742107 15 600 SH DEF 11 600
MONTGOMERY STR INCOME SECS I COM 614115103 116 6400 SH DEF 11 6400
MONTPELIER RE HOLDINGS LTD SHS G62185106 37 1125 SH DEF 11 1125
MONTPELIER RE HOLDINGS LTD SHS G62185106 1154 38280 SH DEF 3 35380 2900
MONY GROUP INC COM 615337102 3 100 SH DEF 6 100
MONY GROUP INC COM 615337102 4 129 SH DEF 11 129
MOODYS CORP COM 615369105 645 11727 SH DEF 2 11127 0 600
MOODYS CORP COM 615369105 77 1400 SH DEF 4 1400
MOODYS CORP COM 615369105 317 5477 SH DEF 11 5477
MOOG INC CL A 615394202 8911 227330 SH DEF 3 217080 10250
MOOG INC CL A 615394202 5193 132480 SH DEF 6 127730 4750
MOORE WALLACE INC COM 615857109 120 8380 SH DEF 11 8380
MOORE WALLACE INC COM 615857109 10 700 SH DEF 13 700
MOORE WALLACE INC COM 615857109 9 622 SH DEF 10 622
MORGAN STANLEY COM NEW 617446448 3101 56524 SH DEF 11 56524
MORGAN STANLEY MUN INC OPP II 61745P445 13 1700 SH DEF 11 1700
MORGAN STANLEY MUN PREM INCOM 61745P429 9 1000 SH DEF 11 1000
MORGAN STANLEY COM NEW 617446448 21213 420397 SH DEF 6 420397
MORGAN STANLEY INSD MUN TR 61745P866 55 3833 SH DEF 11 3833
MORGAN STANLEY MUN INCM OPPTN 61745P452 142 19500 SH DEF 11 19500
MORGAN STANLEY COM NEW 617446448 1002 19850 SH DEF 5 16525 3325
MORGAN STANLEY COM NEW 617446448 452 8954 SH DEF 2 8954 0
MORGAN STANLEY COM NEW 617446448 11 227 SH DEF 10 28 85 114
MORGAN STANLEY COM NEW 617446448 87 1715 SH DEF 4 1715
MORGAN STANLEY COM NEW 617446448 20738 410974 SH DEF 3 377349 33625
MORGAN STANLEY INSD MUN INCM 61745P791 116 7900 SH DEF 11 7900
MORGAN STANLEY MUN INCOME III 61745P437 22 2500 SH DEF 11 2500
MORGAN STANLEY GOVT INCOME TR 61745P106 18 2000 SH DEF 11 2000
MORGAN STANLEY QLT MUN INV TR 61745P668 177 12470 SH DEF 11 12470
MORGAN STANLEY QUALT MUN INCM 61745P734 93 6390 SH DEF 11 6390
MORGAN STANLEY QULTY MUN SECS 61745P585 21 1500 SH DEF 11 1500
MORGAN STANLEY INSD MUN SECS 61745P833 0 4 SH DEF 11 4
MORGAN STANLEY INCOME SEC INC 61745P874 5 295 SH DEF 11 295
MORGAN STANLEY ASIA PAC FD I COM 61744U106 35 3397 SH DEF 11 3397
MORGAN STANLEY EMER MKTS DEB COM 61744H105 10 1050 SH DEF 11 1050
MORGAN STANLEY EMER MKTS FD COM 61744G107 579 42100 SH DEF 11 42100
MORGAN STANLEY EMER MKTS FD COM 61744G107 3690 327140 SH DEF 5 326300 840
MORGAN STANLEY HIGH YIELD FD COM 61744M104 19 2976 SH DEF 11 2976
MORGAN STANLEY INDIA INVS FD COM 61745C105 24 1200 SH DEF 11 1200
MOSSIMO INC COM 619696107 1 150 SH DEF 11 150
MOTHERS WK INC COM 619903107 1674 54770 SH DEF 3 46670 8100
MOTHERS WK INC COM 619903107 279 9920 SH DEF 11 9920
MOTOROLA INC COM 620076109 29 1800 SH DEF 13 1800
MOTOROLA INC COM 620076109 1127 94344 SH DEF 8 4224 90120
MOTOROLA INC COM 620076109 3 239 SH DEF 6 239
MOTOROLA INC EQTY UNIT 7% 620076208 11 300 SH DEF 4 300
MOTOROLA INC EQTY UNIT 7% 620076208 54 1285 SH DEF 11 1285
MOTOROLA INC COM 620076109 3572 264013 SH DEF 11 264013
MOTOROLA INC COM 620076109 10227 855840 SH DEF 3 830540 25300
MOTOROLA INC COM 620076109 378 31603 SH DEF 2 31603 0
MOTOROLA INC EQTY UNIT 7% 620076208 2765 54000 SH DEF 13 54000
MOTOROLA INC COM 620076109 87 7275 SH DEF 10 6075 1200
MOVADO GROUP INC COM 624580106 2304 105200 SH DEF 6 100900 4300
MOVIE GALLERY INC COM 624581104 6 300 SH DEF 11 300
MOVIE GALLERY INC COM 624581104 10265 518950 SH DEF 3 484740 34210
MPS GROUP INC COM 553409103 1913 212500 SH DEF 3 4600 207900
MPS GROUP INC COM 553409103 16 1625 SH DEF 11 1625
MRO SOFTWARE INC COM 55347W105 1884 138020 SH DEF 3 73620 64400
MRV COMMUNICATIONS INC COM 553477100 2 700 SH DEF 11 700
MSC INDL DIRECT INC CL A 553530106 21 1000 SH DEF 3 1000
MSC SOFTWARE CORP COM 553531104 5 500 SH DEF 11 500
MSC SOFTWARE CORP COM 553531104 473 65700 SH DEF 3 65700
MTC TECHNOLOGIES INC COM 55377A106 696 30000 SH DEF 30000
MTC TECHNOLOGIES INC COM 55377A106 10 350 SH DEF 11 350
MTS SYS CORP COM 553777103 239 15700 SH DEF 3 14400 1300
MUELLER INDS INC COM 624756102 34 1070 SH DEF 11 1070
MULTI COLOR CORP COM 625383104 54 2250 SH DEF 11 2250
MULTIMEDIA GAMES INC COM 625453105 8 200 SH DEF 11 200
MULTIMEDIA GAMES INC COM 625453105 6246 171650 SH DEF 3 146800 24850
MUNI INTER DURATION FD INC COM 62618U107 87 6000 SH DEF 11 6000
MUNIASSETS FD INC COM 62618Q106 13 1159 SH DEF 11 1159
MUNICIPAL ADVANTAGE FD INC COM 626189104 61 4500 SH DEF 11 4500
MUNICIPAL HIGH INCOME FD INC COM 626214100 125 16300 SH DEF 11 16300
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 280 11400 SH DEF 3 9800 1600
MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 2736 115150 SH DEF 11 115150
MUNIENHANCED FD INC COM 626243109 460 43175 SH DEF 11 43175
MUNIHOLDINGS INSD FD II INC COM 62625A102 39 3000 SH DEF 11 3000
MUNIHOLDINGS INSD FD INC COM 625930102 26 2000 SH DEF 11 2000
MUNIHOLDINGS N J INSD FD INC COM 625936109 28 2000 SH DEF 11 2000
MUNIVEST FD INC COM 626295109 31 3420 SH DEF 11 3420
MUNIYIELD CALIF FD INC COM 626296107 58 4100 SH DEF 11 4100
MUNIYIELD CALIF INS FD COM 62629L104 7 483 SH DEF 11 483
MUNIYIELD FD INC COM 626299101 60 4516 SH DEF 11 4516
MUNIYIELD INSD FD INC COM 62630E107 13 915 SH DEF 11 915
MUNIYIELD N J FD INC COM 62630L101 14 1000 SH DEF 11 1000
MUNIYIELD PA INSD FD COM 62630V109 6 400 SH DEF 11 400
MUNIYIELD QUALITY FD II COM 62630T104 10 804 SH DEF 11 804
MUNIYIELD QUALITY FD INC COM 626302103 11 750 SH DEF 11 750
MURPHY OIL CORP COM 626717102 1261 21384 SH DEF 11 21384
MURPHY OIL CORP COM 626717102 12403 211110 SH DEF 6 211110
MURPHY OIL CORP COM 626717102 29 498 SH DEF 10 498
MUTUALFIRST FINL INC COM 62845B104 12 465 SH DEF 2 0 0 465
MYERS INDS INC COM 628464109 1 145 SH DEF 2 145 0
MYERS INDS INC COM 628464109 4164 341318 SH DEF 11 341318
MYKROLIS CORP COM 62852P103 3742 308200 SH DEF 3 305200 3000
MYKROLIS CORP COM 62852P103 16 1082 SH DEF 11 1082
MYLAN LABS INC COM 628530107 48 1230 SH DEF 10 1230
MYLAN LABS INC COM 628530107 1501 62150 SH DEF 11 62150
MYLAN LABS INC COM 628530107 77 2000 SH DEF 4 2000
MYLAN LABS INC COM 628530107 329 6300 SH DEF 13 6300
MYLAN LABS INC COM 628530107 4411 114135 SH DEF 3 95645 18490
MYRIAD GENETICS INC COM 62855J104 32 2500 SH DEF 11 2500
MYRIAD GENETICS INC COM 62855J104 14 1200 SH DEF 2 1200 0
NABI BIOPHARMACEUTICALS COM 629519109 184 16700 SH DEF 11 16700
NABORS INDUSTRIES LTD SHS G6359F103 138 3640 SH DEF 11 3640
NABORS INDUSTRIES LTD SHS G6359F103 4466 119855 SH DEF 2 117505 0 2350
NABORS INDUSTRIES LTD SHS G6359F103 50 1350 SH DEF 10 1350
NACCO INDS INC CL A 629579103 36 500 SH DEF 2 500 0
NACCO INDS INC CL A 629579103 5668 76022 SH DEF 6 71547 110 4365
NACCO INDS INC CL A 629579103 27826 389171 SH DEF 6 389171
NAM TAI ELECTRS INC COM PAR $0.02 629865205 16 450 SH DEF 11 450
NAM TAI ELECTRS INC COM PAR $0.02 629865205 1454 53610 SH DEF 3 47510 6100
NANOGEN INC COM 630075109 5 1500 SH DEF 11 1500
NANOMETRICS INC COM 630077105 2 200 SH DEF 11 200
NANOPHASE TCHNOLOGIES CORP COM 630079101 29 4400 SH DEF 11 4400
NAPRO BIOTHERAPUTICS INC COM 630795102 2 1000 SH DEF 11 1000
NASDAQ 100 TR UNIT SER 1 631100104 4 125 SH DEF 4 125
NASDAQ 100 TR UNIT SER 1 631100104 231 7116 SH DEF 10 4000 3116
NASDAQ 100 TR UNIT SER 1 631100104 3008 85509 SH DEF 11 85509
NASDAQ 100 TR UNIT SER 1 631100104 224 6900 SH DEF 2 6900 0
NASH FINCH CO COM 631158102 560 36100 SH DEF 3 31900 4200
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 414 3970 SH DEF 2 3670 0 300
NATIONAL BANKSHARES INC VA COM 634865109 18 400 SH DEF 11 400
NATIONAL CITY CORP COM 635405103 1003 34073 SH DEF 5 23925 10148
NATIONAL CITY CORP COM 635405103 9 300 SH DEF 6 300
NATIONAL CITY CORP COM 635405103 24 800 SH DEF 10 800
NATIONAL CITY CORP COM 635405103 2476 75826 SH DEF 11 75826
NATIONAL CITY CORP COM 635405103 208 7056 SH DEF 1 7056
NATIONAL CITY CORP COM 635405103 4556 154653 SH DEF 2 153653 0 1000
NATIONAL COMMERCE FINL CORP COM 63545P104 1501 54655 SH DEF 11 54655
NATIONAL COMMERCE FINL CORP COM 63545P104 41 1653 SH DEF 10 1653
NATIONAL COMMERCE FINL CORP COM 63545P104 8569 344420 SH DEF 3 209920 134500
NATIONAL COMMERCE FINL CORP COM 63545P104 2843 114275 SH DEF 1 114275
NATIONAL COMMERCE FINL CORP COM 63545P104 1201 48255 SH DEF 2 47855 0 400
NATIONAL DENTEX CORP COM 63563H109 666 30600 SH DEF 6 29500 1100
NATIONAL FUEL GAS CO N J COM 636180101 283 12400 SH DEF 3 11300 1100
NATIONAL FUEL GAS CO N J COM 636180101 195 8712 SH DEF 11 8712
NATIONAL FUEL GAS CO N J COM 636180101 12403 542792 SH DEF 6 542792
NATIONAL HEALTH INVS INC COM 63633D104 172 8100 SH DEF 11 8100
NATIONAL HEALTH INVS INC COM 63633D104 36 2000 SH DEF 10 2000
NATIONAL HEALTH REALTY INC COM 635905102 22 1335 SH DEF 11 1335
NATIONAL HOME HEALTH CARE CO COM 636380107 467 57000 SH DEF 6 54600 2400
NATIONAL INSTRS CORP COM 636518102 13 300 SH DEF 11 300
NATIONAL PENN BANCSHARES INC COM 637138108 20 680 SH DEF 11 680
NATIONAL PENN BANCSHARES INC COM 637138108 35 1249 SH DEF 10 1249
NATIONAL PRESTO INDS INC COM 637215104 127 3650 SH DEF 11 3650
NATIONAL RESEARCH CORP COM 637372103 7 500 SH DEF 11 500
NATIONAL SEMICONDUCTOR CORP COM 637640103 168 4145 SH DEF 11 4145
NATIONAL SEMICONDUCTOR CORP COM 637640103 19786 612770 SH DEF 3 598920 13850
NATIONAL WESTN LIFE INS CO CL A 638522102 5355 39200 SH DEF 6 38100 1100
NATIONAL WESTN LIFE INS CO CL A 638522102 10 67 SH DEF 11 67
NATIONAL-OILWELL INC COM 637071101 0 12 SH DEF 11 12
NATIONAL-OILWELL INC COM 637071101 1443 79550 SH DEF 3 62400 17150
NATIONAL-OILWELL INC COM 637071101 14 790 SH DEF 6 790
NATIONS BALANCED TARGET MAT COM 63857K107 17 1700 SH DEF 11 1700
NATIONWIDE FINL SVCS INC CL A 638612101 47 1395 SH DEF 11 1395
NATIONWIDE FINL SVCS INC CL A 638612101 61 1954 SH DEF 2 1954 0
NATIONWIDE FINL SVCS INC CL A 638612101 2485 78652 SH DEF 6 68182 10470
NATIONWIDE FINL SVCS INC CL A 638612101 13469 429760 SH DEF 6 385460 44300
NATIONWIDE HEALTH PPTYS INC COM 638620104 196 11200 SH DEF 8 11200
NATIONWIDE HEALTH PPTYS INC COM 638620104 2507 136995 SH DEF 11 136995
NATIONWIDE HEALTH PPTYS INC COM 638620104 7 400 SH DEF 10 400
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 59 1800 SH DEF 11 1800
NATUZZI S P A ADR 63905A101 2082 202312 SH DEF 6 198411 3901
NAUTILUS GROUP INC COM 63910B102 6 500 SH DEF 2 500 0
NAUTILUS GROUP INC COM 63910B102 14981 1183770 SH DEF 6 1155635 165 27970
NAVARRE CORP COM 639208107 3 660 SH DEF 11 660
NAVARRE CORP COM 639208107 380 133961 SH DEF 6 126461 7500
NAVIGANT INTL INC COM 63935R108 2577 183931 SH DEF 6 174058 9873
NAVISITE INC COM NEW 63935M208 0 58 SH DEF 11 58
NAVISTAR INTL CORP NEW COM 63934E108 3 80 SH DEF 11 80
NBT BANCORP INC COM 628778102 1429 70570 SH DEF 3 69040 1530
NCE PETROFUND 1 TR UT NEW 2001 62885E406 19 1500 SH DEF 11 1500
NCE PETROFUND 1 TR UT NEW 2001 62885E406 8 699 SH DEF 13 699
NCI BUILDING SYS INC COM 628852105 444 22320 SH DEF 3 22320
NCI BUILDING SYS INC COM 628852105 26125 1311419 SH DEF 6 1284599 370 26450
NCO GROUP INC COM 628858102 5979 256061 SH DEF 6 247061 9000
NCO GROUP INC COM 628858102 1426 61050 SH DEF 3 61050
NCO GROUP INC COM 628858102 4 150 SH DEF 11 150
NCO PORTFOLIO MANAGEMENT INC COM 62885J108 779 127706 SH DEF 6 122506 5200
NCR CORP NEW COM 62886E108 61 1927 SH DEF 2 1927 0
NCR CORP NEW COM 62886E108 1 18 SH DEF 1 18
NCR CORP NEW COM 62886E108 3 100 SH DEF 3 100
NCR CORP NEW COM 62886E108 1339 37268 SH DEF 11 37268
NCR CORP NEW COM 62886E108 4 130 SH DEF 6 130
NDCHEALTH CORP COM 639480102 1 54 SH DEF 11 54
NEIMAN MARCUS GROUP INC CL A 640204202 50 1200 SH DEF 6 1200
NEIMAN MARCUS GROUP INC CL B 640204301 247 6300 SH DEF 6 6300
NEIMAN MARCUS GROUP INC CL B 640204301 17 401 SH DEF 11 401
NEIMAN MARCUS GROUP INC CL A 640204202 49 1023 SH DEF 11 1023
NEKTAR THERAPEUTICS COM 640268108 8 650 SH DEF 2 650 0
NEKTAR THERAPEUTICS COM 640268108 12 915 SH DEF 10 915
NEOGEN CORP COM 640491106 4 220 SH DEF 11 220
NEOPHARM INC COM 640919106 4 253 SH DEF 11 253
NEORX CORP COM PAR $0.02 640520300 81 15270 SH DEF 11 15270
NEOWARE SYS INC COM 64065P102 390 22990 SH DEF 11 22990
NETBANK INC COM 640933107 1856 148500 SH DEF 6 143500 5000
NETBANK INC COM 640933107 41 3000 SH DEF 11 3000
NETEGRITY INC COM 64110P107 12 1000 SH DEF 11 1000
NETFLIX COM INC COM 64110L106 642 19124 SH DEF 5 19124
NETFLIX COM INC COM 64110L106 72 1265 SH DEF 11 1265
NETGEAR INC COM 64111Q104 484 29080 SH DEF 3 28230 850
NETIQ CORP COM 64115P102 6 500 SH DEF 11 500
NETMANAGE INC COM NEW 641144308 11 2072 SH DEF 11 2072
NETOPIA INC COM 64114K104 370 54200 SH DEF 3 52610 1590
NETOPIA INC COM 64114K104 5 500 SH DEF 11 500
NETWORK APPLIANCE INC COM 64120l104 2 99 SH DEF 4 99
NETWORK APPLIANCE INC COM 64120L104 29 1400 SH DEF 2 1400 0
NETWORK APPLIANCE INC COM 64120L104 450 18243 SH DEF 11 18243
NETWORK APPLIANCE INC COM 64120L104 3 100 SH DEF 13 100
NETWORK APPLIANCE INC COM 64120L104 1154 56218 SH DEF 1 56218
NETWORK ENGINES INC COM 64121A107 1968 307050 SH DEF 3 296050 11000
NETWORKS ASSOCS INC COM 640938106 207 14850 SH DEF 11 14850
NEUBERGER BERMAN INC COM 641234109 63 1500 SH DEF 10 1500
NEUBERGER BERMAN INCOME OPP COM SHS 64126L108 177 12637 SH DEF 11 12637
NEUBERGER BERMAN INTER MUNI COM 64124P101 32 2415 SH DEF 11 2415
NEUBERGER BERMAN REAL INCM F COM 64126D106 6 350 SH DEF 11 350
NEUBERGER BERMAN RLTY INC FD COM 64126G109 573 35822 SH DEF 11 35822
NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 5 1000 SH DEF 11 1000
NEUROCRINE BIOSCIENCES INC COM 64125C109 70 1500 SH DEF 11 1500
NEUROCRINE BIOSCIENCES INC COM 64125C109 646 13060 SH DEF 3 12670 390
NEUROGEN CORP COM 64124E106 2 300 SH DEF 11 300
NEW AMER HIGH INCOME FD INC COM 641876107 16 7800 SH DEF 11 7800
NEW CENTURY FINANCIAL CORP COM 64352D101 41093 1448454 SH DEF 3 1167235 281219
NEW CENTURY FINANCIAL CORP COM 64352D101 79 2122 SH DEF 11 2122
NEW CENTURY FINANCIAL CORP COM 64352D101 9886 348450 SH DEF 6 335250 13200
NEW ENGLAND BUSINESS SVC INC COM 643872104 6341 238200 SH DEF 6 231000 7200
NEW ENGLAND BUSINESS SVC INC COM 643872104 5324 200017 SH DEF 5 200017
NEW ENGLAND BUSINESS SVC INC COM 643872104 3596 135100 SH DEF 3 102500 32600
NEW ENGLAND BUSINESS SVC INC COM 643872104 53 2000 SH DEF 2 2000 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 44 1495 SH DEF 11 1495
NEW IRELAND FUND INC COM 645673104 21 1500 SH DEF 11 1500
NEW JERSEY RES COM 646025106 28 771 SH DEF 4 771
NEW JERSEY RES COM 646025106 231 6114 SH DEF 11 6114
NEW PLAN EXCEL RLTY TR INC COM 648053106 1269 55885 SH DEF 11 55885
NEW PLAN EXCEL RLTY TR INC COM 648053106 9 400 SH DEF 1 400
NEW PLAN EXCEL RLTY TR INC COM 648053106 58 2500 SH DEF 10 2500
NEW PLAN EXCEL RLTY TR INC COM 648053106 23 1000 SH DEF 2 1000 0
NEW YORK CMNTY BANCORP INC COM 649445103 79 2500 SH DEF 4 2500
NEW YORK TIMES CO CL A 650111107 61 1400 SH DEF 4 1400
NEW YORK TIMES CO CL A 650111107 110 2520 SH DEF 10 2520
NEW YORK TIMES CO CL A 650111107 1740 36614 SH DEF 11 36614
NEW YORK TIMES CO CL A 650111107 59 1350 SH DEF 2 1350 0
NEW YORK TIMES CO CL A 650111107 10721 246685 SH DEF 5 239185 7500
NEWELL RUBBERMAID INC COM 651229106 3854 169052 SH DEF 11 169052
NEWELL RUBBERMAID INC COM 651229106 139 6425 SH DEF 10 875 450 5100
NEWELL RUBBERMAID INC COM 651229106 6303 290865 SH DEF 2 290065 0 800
NEWFIELD EXPL CO COM 651290108 44029 1141530 SH DEF 3 939830 201700
NEWFIELD EXPL CO COM 651290108 56 1405 SH DEF 11 1405
NEWFIELD EXPL CO COM 651290108 5757 149250 SH DEF 6 149250
NEWMONT MINING CORP COM 651639106 2246 51296 SH DEF 11 51296
NEWMONT MINING CORP COM 651639106 79 2025 SH DEF 10 2025
NEWMONT MINING CORP COM 651639106 200 5121 SH DEF 2 5121 0
NEWMONT MINING CORP COM 651639106 2 46 SH DEF 13 46
NEWMONT MINING CORP COM 651639106 220 5623 SH DEF 5 5123 500
NEWMONT MINING CORP COM 651639106 36 900 SH DEF 4 900
NEWPARK RES INC COM PAR $.01NEW 651718504 150 34932 SH DEF 2 34932 0
NEWPORT CORP COM 651824104 248 15720 SH DEF 11 15720
NEWS CORP LTD ADR NEW 652487703 7 200 SH DEF 2 200 0
NEXEN INC COM 65334H102 650 23800 SH DEF 3 18400 5400
NEXEN INC COM 65334H102 10570 394200 SH DEF 13 394200
NEXTEL COMMUNICATIONS INC CL A 65332V103 13959 576815 SH DEF 11 576815
NEXTEL COMMUNICATIONS INC CL A 65332V103 1056 39700 SH DEF 13 39700
NEXTEL COMMUNICATIONS INC CL A 65332V103 564245 28656400 SH DEF 7 17267200 11389200
NEXTEL COMMUNICATIONS INC CL A 65332V103 1347942 68458203 SH DEF 9 61828608 6629595
NEXTEL COMMUNICATIONS INC CL A 65332V103 7183 364420 SH DEF 3 353520 10900
NEXTEL COMMUNICATIONS INC CL A 65332V103 2100 106545 SH DEF 10 95790 10070 685
NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 5803 6150000 PRN DEF 14
NEXTEL COMMUNICATIONS INC CL A 65332v103 65 3300 SH DEF 4 3300
NEXTEL COMMUNICATIONS INC CL A 65332V103 81 4110 SH DEF 2 3900 0 210
NEXTEL PARTNERS INC CL A 65333F107 4082 339630 SH DEF 11 339630
NEXTERA ENTERPRISES INC CL A 65332E101 0 500 SH DEF 11 500
NIC INC COM 62914B100 48 9200 SH DEF 11 9200
NICHOLAS APPLEGATE CV&INC FD COM 65370G109 838 56365 SH DEF 11 56365
NICHOLAS-APPLEGATE CV & INC COM 65370F101 2403 152778 SH DEF 11 152778
NICOR INC COM 654086107 752 21938 SH DEF 11 21938
NICOR INC COM 654086107 23616 672050 SH DEF 6 654950 17100
NII HLDGS INC CL B NEW 62913F201 81 1057 SH DEF 11 1057
NII HLDGS INC CL B NEW 62913F201 30 1000 SH DEF 1000
NII HLDGS INC CL B NEW 62913F201 35814 600000 SH DEF 12 600000
NII HLDGS INC CL B NEW 62913F201 6404 107910 SH DEF 3 104400 3510
NIKE INC CL B 654106103 2561 42100 SH DEF 10 34485 7615
NIKE INC CL B 654106103 698 10922 SH DEF 11 10922
NIKE INC CL B 654106103 2464 30000 SH DEF 13 30000
NIKE INC CL B 654106103 6 100 SH DEF 1 100
NIKE INC CL B 654106103 292 4800 SH DEF 2 4800 0
NIKE INC CL B 654106103 3 50 SH DEF 6 50
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 43 1890 SH DEF 10 1890
NISOURCE INC COM 65473P105 1901 91788 SH DEF 11 91788
NISOURCE INC COM 65473P105 50 2500 SH DEF 6 2500
NISOURCE INC COM 65473P105 15 750 SH DEF 2 750 0
NL INDS INC COM NEW 629156407 7 400 SH DEF 11 400
NN INC COM 629337106 530 41200 SH DEF 3 27700 13500
NN INC COM 629337106 411 34250 SH DEF 11 34250
NN INC COM 629337106 26 2000 SH DEF 10 2000
NOBLE CORPORATION SHS G65422100 123 3582 SH DEF 11 3582
NOBLE CORPORATION SHS G65422100 296 8700 SH DEF 5 6700 2000
NOBLE CORPORATION SHS G65422100 2 53 SH DEF 6 53
NOBLE ENERGY INC COM 655044105 417 10504 SH DEF 11 10504
NOBLE INTL LTD COM 655053106 1017 92500 SH DEF 6 87600 4900
NOKIA CORP SPONSORED ADR 654902204 15444 990000 SH DEF 9 990000
NOKIA CORP SPONSORED ADR 654902204 530 33992 SH DEF 8 31610 2382
NOKIA CORP SPONSORED ADR 654902204 919 58939 SH DEF 2 54639 0 4300
NOKIA CORP SPONSORED ADR 654902204 44 2811 SH DEF 10 2500 311
NOKIA CORP SPONSORED ADR 654902204 124 5900 SH DEF 13 5900
NOKIA CORP SPONSORED ADR 654902204 610 39100 SH DEF 5 33300 5800
NOKIA CORP SPONSORED ADR 654902204 39 2499 SH DEF 4 2499
NOLAND CO COM 655286102 34 905 SH DEF 11 905
NOMURA HLDGS INC SPONSORED ADR 65535H208 8926 536194 SH DEF 6 505274 30920
NORANDA INC COM 655422103 7781 756000 SH DEF 13 756000
NORDIC AMERICAN TANKER SHIPP COM G65773106 4 300 SH DEF 11 300
NORDSTROM INC COM 655664100 465 15235 SH DEF 11 15235
NORDSTROM INC COM 655664100 25 1000 SH DEF 2 1000 0
NORFOLK SOUTHERN CORP COM 655844108 35 1900 SH DEF 3 1500 400
NORFOLK SOUTHERN CORP COM 655844108 1284 69430 SH DEF 5 49045 20385
NORFOLK SOUTHERN CORP COM 655844108 2498 135016 SH DEF 2 133666 0 1350
NORFOLK SOUTHERN CORP COM 655844108 71 3830 SH DEF 6 3830
NORFOLK SOUTHERN CORP COM 655844108 25 1350 SH DEF 4 1350
NORFOLK SOUTHERN CORP COM 655844108 66 3588 SH DEF 10 3588
NORFOLK SOUTHERN CORP COM 655844108 2728 135394 SH DEF 11 135394
NORSK HYDRO A S SPONSORED ADR 656531605 229 4450 SH DEF 2 4050 0 400
NORTEL NETWORKS CORP NEW COM 656568102 3838 862535 SH DEF 11 862535
NORTEL NETWORKS CORP NEW COM 656568102 82 20026 SH DEF 2 20026 0
NORTEL NETWORKS CORP NEW COM 656568102 1179 287575 SH DEF 5 197900 89675
NORTEL NETWORKS CORP NEW COM 656568102 25560 6316420 SH DEF 13 6316420
NORTEL NETWORKS CORP NEW COM 656568102 1 152 SH DEF 6 152
NORTH CENT BANCSHARES INC COM 658418108 386 10900 SH DEF 6 9900 1000
NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 49 2000 SH DEF 11 2000
NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 7 315 SH DEF 2 315 0
NORTH FORK BANCORPORATION NY COM 659424105 50 1450 SH DEF 6 1450
NORTH FORK BANCORPORATION NY COM 659424105 257 7400 SH DEF 5 5000 2400
NORTH FORK BANCORPORATION NY COM 659424105 8280 238264 SH DEF 1 238264
NORTH FORK BANCORPORATION NY COM 659424105 124 3571 SH DEF 2 2850 0 721
NORTH FORK BANCORPORATION NY COM 659424105 8582 220164 SH DEF 11 220164
NORTH FORK BANCORPORATION NY COM 659424105 1505 43300 SH DEF 8 1600 41700
NORTH PITTSBURGH SYS INC COM 661562108 1293 70348 SH DEF 11 70348
NORTH VALLEY BANCORP COM 66304M105 840 54359 SH DEF 6 52859 1500
NORTHEAST UTILS COM 664397106 22 1150 SH DEF 11 1150
NORTHEAST UTILS COM 664397106 8917 497580 SH DEF 6 497580
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 501 12581 SH DEF 11 12581
NORTHERN TR CORP COM 665859104 102 2400 SH DEF 1 2400
NORTHERN TR CORP COM 665859104 1270 29928 SH DEF 2 29928 0
NORTHERN TR CORP COM 665859104 322 7600 SH DEF 5 6700 900
NORTHERN TR CORP COM 665859104 2599 55948 SH DEF 11 55948
NORTHERN TR CORP COM 665859104 18 425 SH DEF 10 425
NORTHFIELD LABS INC COM 666135108 6 1000 SH DEF 11 1000
NORTHRIM BANCORP INC COM 666762109 1065 56448 SH DEF 6 54138 2310
NORTHRIM BANCORP INC COM 666762109 226 12000 SH DEF 1 12000
NORTHROP GRUMMAN CORP COM 666807102 47 544 SH DEF 2 544 0
NORTHROP GRUMMAN CORP COM 666807102 881 10223 SH DEF 8 80 10143
NORTHROP GRUMMAN CORP COM 666807102 25 285 SH DEF 10 285
NORTHROP GRUMMAN CORP COM 666807102 1178 13182 SH DEF 11 13182
NORTHROP GRUMMAN CORP COM 666807102 25617 296541 SH DEF 6 262626 33915
NORTHWEST AIRLS CORP CL A 667280101 14 1000 SH DEF 11 1000
NORTHWEST BANCORP INC PA COM 667328108 10 504 SH DEF 11 504
NORTHWEST NAT GAS CO COM 667655104 17 600 SH DEF 11 600
NORTHWEST PIPE CO COM 667746101 595 44294 SH DEF 6 41594 2700
NORTHWESTERN CORP COM 668074107 0 888 SH DEF 11 888
NOVA CHEMICALS CORP COM 66977W109 19642 972200 SH DEF 13 972200
NOVADIGM INC COM 669937104 20 5200 SH DEF 11 5200
NOVARTIS A G SPONSORED ADR 66987V109 58 1500 SH DEF 1 1500
NOVARTIS A G SPONSORED ADR 66987V109 7518 193363 SH DEF 6 181048 12315
NOVARTIS A G SPONSORED ADR 66987V109 517 13300 SH DEF 2 12500 0 800
NOVASTAR FINL INC COM 669947400 17 225 SH DEF 11 225
NOVAVAX INC COM 670002104 18 2675 SH DEF 11 2675
NOVELL INC COM 670006105 6970 1315100 SH DEF 3 839500 475600
NOVELL INC COM 670006105 3 500 SH DEF 6 500
NOVELL INC COM 670006105 175 29740 SH DEF 11 29740
NOVELL INC COM 670006105 5 1000 SH DEF 2 1000 0
NOVELLUS SYS INC COM 670008101 15 450 SH DEF 2 450 0
NOVELLUS SYS INC COM 670008101 46 1125 SH DEF 11 1125
NOVO-NORDISK A S ADR 670100205 380 10300 SH DEF 2 10300 0
NPS PHARMACEUTICALS INC COM 62936P103 58 2200 SH DEF 11 2200
NSTAR COM 67019E107 19 400 SH DEF 10 400
NSTAR COM 67019E107 1103 23610 SH DEF 11 23610
NSTAR COM 67019E107 5495 115688 SH DEF 6 115688
NSTAR COM 67019E107 252 5300 SH DEF 3 1900 3400
NSTOR TECHNOLOGIES INC COM 67018N108 29 42000 SH DEF 11 42000
NTN COMMUNUNICATIONS INC COM NEW 629410309 22 7500 SH DEF 7500
NU SKIN ENTERPRISES INC CL A 67018T105 13832 1084840 SH DEF 3 826490 258350
NU SKIN ENTERPRISES INC CL A 67018T105 2591 203200 SH DEF 6 189900 13300
NUANCE COMMUNICATIONS INC COM 669967101 370 51285 SH DEF 11 51285
NUCOR CORP COM 670346105 232 5050 SH DEF 6 5050
NUCOR CORP COM 670346105 436 9500 SH DEF 3 9500
NUCOR CORP COM 670346105 1492 27212 SH DEF 11 27212
NUCOR CORP COM 670346105 38 822 SH DEF 2 822 0
NUCOR CORP COM 670346105 14 300 SH DEF 10 300
NUEVO ENERGY CO COM 670509108 4304 236900 SH DEF 6 225200 11700
NUEVO ENERGY CO COM 670509108 6327 348220 SH DEF 3 316720 31500
NUI CORP COM 629431107 22 1300 SH DEF 11 1300
NUTRACEUTICAL INTL CORP COM 67060Y101 272 26200 SH DEF 6 25600 600
NUVEEN ARIZ PREM INCOME MUN COM 67061W104 23 1500 SH DEF 11 1500
NUVEEN CALIF QUALITY INCM MU COM 670985100 11 700 SH DEF 11 700
NUVEEN CT DIV ADV MUN FD 3 COM 67071Y108 208 15003 SH DEF 11 15003
NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X101 3187 230925 SH DEF 11 230925
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 2776 187054 SH DEF 11 187054
NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 456 30132 SH DEF 11 30132
NUVEEN FLA INVT QUALITY MUN COM 670970102 80 5000 SH DEF 11 5000
NUVEEN FLA QUALITY INCOME MU COM 670978105 53 3375 SH DEF 11 3375
NUVEEN GA PREM INCOME MUN FD SH BEN INT 67060F102 13 800 SH DEF 11 800
NUVEEN INS FL TX FR ADV MUN COM 670655109 49 3300 SH DEF 11 3300
NUVEEN INSD DIVID ADVANTAGE COM 67071L106 324 21882 SH DEF 11 21882
NUVEEN INSD FLA PREM INCOME COM 67101V108 190 11537 SH DEF 11 11537
NUVEEN INSD MUN OPPORTUNITY COM 670984103 859 54950 SH DEF 11 54950
NUVEEN INSD NEW YORK DIVID COM 67071N102 5 367 SH DEF 11 367
NUVEEN INSD NY PREM INCOME F COM 67101R107 26 1700 SH DEF 11 1700
NUVEEN INSD PREM INCOME MUN COM 6706D8104 220 15599 SH DEF 11 15599
NUVEEN INSD QUALITY MUN FD I COM 67062N103 449 27407 SH DEF 11 27407
NUVEEN INVT QUALITY MUN FD I COM 67062E103 962 63737 SH DEF 11 63737
NUVEEN INVTS INC CL A 67090F106 21 750 SH DEF 10 750
NUVEEN INVTS INC CL A 67090F106 17266 627860 SH DEF 3 472260 155600
NUVEEN INVTS INC CL A 67090F106 844 30141 SH DEF 11 30141
NUVEEN MASS DIVID ADVANTAG M COM SH BEN INT 67069P101 21 1345 SH DEF 11 1345
NUVEEN MD DIV ADV MUN FD 3 COM 67072A109 156 11692 SH DEF 11 11692
NUVEEN MD DIV ADV MUNI FD 2 COM SH BEN INT 67070V105 256 17200 SH DEF 11 17200
NUVEEN MD DIVID ADVANTAGE MU COM SH BEN INT 67069R107 783 49682 SH DEF 11 49682
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 599 38422 SH DEF 11 38422
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 2447 158516 SH DEF 11 158516
NUVEEN MUN INCOME FD INC COM 67062J102 80 8337 SH DEF 11 8337
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 2296 160654 SH DEF 11 160654
NUVEEN MUN VALUE FD INC COM 670928100 833 91116 SH DEF 11 91116
NUVEEN N C DIV ADV FD 2 COM 67071D104 212 13828 SH DEF 11 13828
NUVEEN N C PREM INCOME MUN F SH BEN INT 67060P100 183 11301 SH DEF 11 11301
NUVEEN NC DIV ADV MUN FD 3 COM 67072D103 123 8634 SH DEF 11 8634
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT 67069N106 152 9725 SH DEF 11 9725
NUVEEN NEW JERSEY DIVID COM 67071T109 15 1000 SH DEF 11 1000
NUVEEN NJ DIV ADVANTAGE MUN COM 67069Y102 38 2500 SH DEF 11 2500
NUVEEN NJ INVT QUALITY MUN F COM 670971100 125 8067 SH DEF 11 8067
NUVEEN NJ PREM INCOME MUN FD COM 67101N106 22 1376 SH DEF 11 1376
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 8 500 SH DEF 11 500
NUVEEN NY QUALITY INCM MUN F COM 670986108 87 5800 SH DEF 11 5800
NUVEEN NY SELECT QUALITY MUN COM 670976109 20 1340 SH DEF 11 1340
NUVEEN OH DIV ADV MUNI FD 2 COM SH BEN INT 67070R104 24 1650 SH DEF 11 1650
NUVEEN OH DIV ADVANTAGE MUN COM 67070C107 157 10391 SH DEF 11 10391
NUVEEN OHIO DIVID ADVANTAGE COM 67071V104 75 5215 SH DEF 11 5215
NUVEEN OHIO QUALITY INCOME M COM 670980101 204 12000 SH DEF 11 12000
NUVEEN PA DIV ADVANTAGE MUN COM 67070E103 82 5337 SH DEF 11 5337
NUVEEN PA DIVID ADVANTAGE MU COM 67071W102 39 2627 SH DEF 11 2627
NUVEEN PA INVT QUALITY MUN F COM 670972108 352 23308 SH DEF 11 23308
NUVEEN PA PREM INCOME MUN FD COM 67061F101 104 6899 SH DEF 11 6899
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 1864 127315 SH DEF 11 127315
NUVEEN PFD & CONV INC FD COM 67073B106 1441 97067 SH DEF 11 97067
NUVEEN PFD & CONV INCOME FD COM SHS 67073D102 937 65320 SH DEF 11 65320
NUVEEN PREM INCOME MUN FD COM 67062T100 3019 214709 SH DEF 11 214709
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 638 44617 SH DEF 11 44617
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 247 19757 SH DEF 11 19757
NUVEEN PREMIER INSD MUN INCO COM 670987106 78 5004 SH DEF 11 5004
NUVEEN PREMIER MUN INCOME FD COM 670988104 306 20786 SH DEF 11 20786
NUVEEN QUALITY INCOME MUN FD COM 670977107 522 36443 SH DEF 11 36443
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 273 18010 SH DEF 11 18010
NUVEEN QUALITY PFD INCOME FD COM 67071S101 1154 74503 SH DEF 11 74503
NUVEEN QUALITY PFD INCOME FD COM 67072C105 1875 121501 SH DEF 11 121501
NUVEEN REAL ESTATE INCOME FD COM 67071B108 1089 61171 SH DEF 11 61171
NUVEEN SELECT MAT MUN FD SH BEN INT 67061T101 128 12999 SH DEF 11 12999
NUVEEN SELECT QUALITY MUN FD COM 670973106 2488 167966 SH DEF 11 167966
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063C106 171 13015 SH DEF 11 13015
NUVEEN SELECT TAX FREE INCM SH BEN INT 67063X100 56 4300 SH DEF 11 4300
NUVEEN SELECT TAX FREE INCM SH BEN INT 67062F100 186 13570 SH DEF 11 13570
NUVEEN SR INCOME FD COM 67067Y104 330 37190 SH DEF 11 37190
NUVEEN TAX FREE ADV MUN FD COM 670657105 240 16249 SH DEF 11 16249
NUVEEN VA DIV ADV MUNI FD 2 COM 67071C106 263 16235 SH DEF 11 16235
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT 67069M108 779 46366 SH DEF 11 46366
NUVEEN VA PREM INCOME MUN FD COM 67064R102 287 16942 SH DEF 11 16942
NUVELO INC COM 67072M103 2 600 SH DEF 11 600
NUVELO INC COM 67072M103 4 1630 SH DEF 2 1630 0
NVE CORP COM NEW 629445206 386 9980 SH DEF 11 9980
NVIDIA CORP COM 67066G104 158 8950 SH DEF 11 8950
NVR INC COM 62944T105 26591 57000 SH DEF 3 45600 11400
NYFIX INC COM 670712108 9 1162 SH DEF 11 1162
NYMOX PHARMACEUTICAL CORP COM 67076P102 5 2000 SH DEF 11 2000
O CHARLEYS INC COM 670823103 2357 159800 SH DEF 6 152800 7000
O REILLY AUTOMOTIVE INC COM 686091109 13 304 SH DEF 11 304
OAKLEY INC COM 673662102 11 1000 SH DEF 11 1000
OAO TECHNOLOGY SOLUTIONS INC COM 67082B105 27 10000 SH DEF 10000
OAO TECHNOLOGY SOLUTIONS INC COM 67082B105 0 100 SH DEF 11 100
OCCIDENTAL PETE CORP DEL COM 674599105 70 2000 SH DEF 2 2000 0
OCCIDENTAL PETE CORP DEL COM 674599105 911 25850 SH DEF 5 18600 7250
OCCIDENTAL PETE CORP DEL COM 674599105 734 20812 SH DEF 11 20812
OCCIDENTAL PETE CORP DEL COM 674599105 18 500 SH DEF 10 500
OCCIDENTAL PETE CORP DEL COM 674599105 6 180 SH DEF 6 180
OCEANEERING INTL INC COM 675232102 10868 462090 SH DEF 3 392690 69400
OCEANFIRST FINL CORP COM 675234108 35 1350 SH DEF 11 1350
OCTEL CORP COM 675727101 37 2000 SH DEF 11 2000
OCWEN FINL CORP COM 675746101 70 15360 SH DEF 2 15360 0
ODYSSEY RE HLDGS CORP COM 67612w108 254 12355 SH DEF 4 12355
ODYSSEY RE HLDGS CORP COM 67612W108 12 570 SH DEF 6 570
OFFICE DEPOT INC COM 676220106 1 50 SH DEF 6 50
OFFICE DEPOT INC COM 676220106 753 50467 SH DEF 11 50467
OFFICEMAX INC COM 67622M108 15393 1640679 SH DEF 6 1619434 385 20860
OFFICEMAX INC COM 67622M108 18 1900 SH DEF 11 1900
OFFICEMAX INC COM 67622M108 5 500 SH DEF 2 500 0
OFFSHORE LOGISTICS INC COM 676255102 9086 447600 SH DEF 6 432500 15100
OFFSHORE LOGISTICS INC COM 676255102 7 345 SH DEF 10 345
OFFSHORE LOGISTICS INC COM 676255102 4600 226600 SH DEF 3 200000 26600
OGE ENERGY CORP COM 670837103 792 34708 SH DEF 11 34708
OGE ENERGY CORP COM 670837103 16 712 SH DEF 2 712 0
OGE ENERGY CORP COM 670837103 15021 664700 SH DEF 6 649300 15400
OGE ENERGY CORP COM 670837103 18 800 SH DEF 10 800
OGE ENERGY CORP COM 670837103 328 14500 SH DEF 3 7000 7500
OHIO CAS CORP COM 677240103 673 43975 SH DEF 11 43975
OHIO CAS CORP COM 677240103 88 6100 SH DEF 2 4000 0 2100
OIL STS INTL INC COM 678026105 11388 897430 SH DEF 3 758780 138650
OIL STS INTL INC COM 678026105 5637 444200 SH DEF 6 432000 12200
OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 112 2000 SH DEF 11 2000
OILGEAR CO COM 678042102 4 924 SH DEF 11 924
OLD DOMINION FGHT LINES INC COM 679580100 257 8022 SH DEF 11 8022
OLD DOMINION FGHT LINES INC COM 679580100 1178 40100 SH DEF 3 20100 20000
OLD NATL BANCORP IND COM 680033107 252 11277 SH DEF 6 10177 1100
OLD POINT FINL CORP COM 680194107 323 10585 SH DEF 11 10585
OLD REP INTL CORP COM 680223104 5027 151910 SH DEF 6 151910
OLD REP INTL CORP COM 680223104 18 550 SH DEF 10 550
OLD REP INTL CORP COM 680223104 17695 534740 SH DEF 3 502340 32400
OLD REP INTL CORP COM 680223104 305 8496 SH DEF 11 8496
OLD SECOND BANCORP INC ILL COM 680277100 55 1205 SH DEF 11 1205
OLIN CORP COM PAR $1 680665205 24 1406 SH DEF 11 1406
OMEGA FINL CORP COM 682092101 101 2800 SH DEF 11 2800
OMEGA HEALTHCARE INVS INC COM 681936100 7 881 SH DEF 11 881
OMEGA PROTEIN CORP COM 68210P107 6 1100 SH DEF 11 1100
OMI CORP NEW COM Y6476W104 7195 1086920 SH DEF 3 854700 232220
OMI CORP NEW COM Y6476W104 7 1000 SH DEF 2 1000 0
OMI CORP NEW COM Y6476W104 14 2000 SH DEF 11 2000
OMNI ENERGY SERVICES COM NEW 68210T208 8 3333 SH DEF 11 3333
OMNICARE INC COM 681904108 5 140 SH DEF 6 140
OMNICARE INC COM 681904108 269 7028 SH DEF 11 7028
OMNICARE INC COM 681904108 1190 33000 SH DEF 3 14800 18200
OMNICARE INC COM 681904108 68514 1900000 SH DEF 12 1900000
OMNICARE INC COM 681904108 14020 388800 SH DEF 7 154100 234700
OMNICOM GROUP INC COM 681919106 179 2485 SH DEF 4 2485
OMNICOM GROUP INC COM 681919106 13 185 SH DEF 2 0 0 185
OMNICOM GROUP INC COM 681919106 1035 14400 SH DEF 3 14400
OMNICOM GROUP INC COM 681919106 1220 15292 SH DEF 11 15292
OMNICOM GROUP INC COM 681919106 1066 14836 SH DEF 5 12836 2000
OMNOVA SOLUTIONS INC COM 682129101 2 475 SH DEF 11 475
ON ASSIGNMENT INC COM 682159108 89 16970 SH DEF 11 16970
ON SEMICONDUCTOR CORP COM 682189105 0 100 SH DEF 11 100
ON TECHNOLOGY CORP COM 68219P108 0 0 SH DEF 11 0
ON-SITE SOURCING INC COM 682195102 2 1000 SH DEF 11 1000
ONE LIBERTY PPTYS INC PFD CONV $1.60 682406202 17 900 SH DEF 11 900
ONE LIBERTY PPTYS INC COM 682406103 128 6985 SH DEF 11 6985
ONEIDA LTD COM 682505102 2 500 SH DEF 2 500 0
ONEIDA LTD COM 682505102 0 16 SH DEF 11 16
ONEOK INC NEW COM 682680103 9444 468200 SH DEF 6 468200
ONEOK INC NEW COM 682680103 12 600 SH DEF 11 600
ONVIA COM INC COM NEW 68338T403 0 30 SH DEF 11 30
ONYX ACCEP CORP COM 682914106 593 61500 SH DEF 6 58400 3100
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 304 5000 SH DEF 15 13000
OPEN TEXT CORP COM 683715106 18 400 SH DEF 13 400
OPEN TEXT CORP COM 683715106 15025 440480 SH DEF 3 417580 22900
OPENWAVE SYS INC COM 683718100 5684 1350000 SH DEF 5 1350000
OPINION RESH CORP COM 683755102 106 17300 SH DEF 6 17300
OPNET TECHNOLOGIES INC COM 683757108 8 600 SH DEF 11 600
OPPENHEIMER MULTI-SECTOR INC SH BEN INT 683933105 209 25090 SH DEF 11 25090
OPSWARE INC COM 68383A101 8 1000 SH DEF 11 1000
OPTELECOM INC COM PAR $0.03 683818207 8 700 SH DEF 11 700
OPTI INC COM 683960108 3 2000 SH DEF 11 2000
OPTIBASE LTD ORD M7524R108 146 26300 SH DEF 3 18600 7700
OPTICAL COMMUNICATION PRODS CL A 68382T101 1 500 SH DEF 11 500
OPTIMAL ROBOTICS CORP CL A NEW 68388R208 117 14100 SH DEF 11 14100
ORACLE CORP COM 68389X105 891 79176 SH DEF 8 3543 75633
ORACLE CORP COM 68389X105 686 61000 SH DEF 5 41050 19950
ORACLE CORP COM 68389X105 30 2000 SH DEF 13 2000
ORACLE CORP COM 68389X105 17892 1590401 SH DEF 3 1549201 41200
ORACLE CORP COM 68389X105 1740 154657 SH DEF 10 131157 23046 454
ORACLE CORP COM 68389X105 4440 395694 SH DEF 2 383394 0 12300
ORACLE CORP COM 68389X105 7498 626902 SH DEF 11 626902
ORACLE CORP COM 68389X105 22 1979 SH DEF 4 1979
ORACLE CORP COM 68389X105 4769 423873 SH DEF 1 14000 409873
ORASURE TECHNOLOGIES INC COM 68554V108 84 10000 SH DEF 11 10000
ORBITAL SCIENCES CORP COM 685564106 26 2850 SH DEF 11 2850
ORBOTECH LTD ORD M75253100 14462 702408 SH DEF 6 685191 17217
ORBOTECH LTD ORD M75253100 10 500 SH DEF 10 500
ORCHID BIOSCIENCES INC COM 68571P100 46 33232 SH DEF 11 33232
OREGON STL MLS INC COM 686079104 157 59200 SH DEF 6 59200
ORIENT-EXPRESS HOTELS LTD CL A G67743107 13 750 SH DEF 11 750
ORIENTAL FINL GROUP INC COM 68618W100 6380 262995 SH DEF 3 242245 20750
ORIENTAL FINL GROUP INC COM 68618W100 1983 81750 SH DEF 6 81750
ORIX CORP SPONSORED ADR 686330101 567 14330 SH DEF 6 14330
ORPHAN MED INC COM 687303107 60 6050 SH DEF 11 6050
ORTHODONTIC CTRS AMER INC COM 68750P103 4597 583400 SH DEF 6 560800 22600
ORTHODONTIC CTRS AMER INC COM 68750P103 19 2100 SH DEF 11 2100
OSHKOSH B GOSH INC CL A 688222207 7485 290810 SH DEF 6 284910 5900
OSHKOSH B GOSH INC CL A 688222207 2640 99885 SH DEF 6 94985 120 4780
OSHKOSH TRUCK CORP COM 688239201 18311 462280 SH DEF 3 407040 55240
OSHKOSH TRUCK CORP COM 688239201 79 2000 SH DEF 2 2000 0
OSI PHARMACEUTICALS INC COM 671040103 0 7 SH DEF 11 7
OSI SYSTEMS INC COM 671044105 4 200 SH DEF 11 200
OSTEOTECH INC COM 688582105 8 1000 SH DEF 11 1000
OSTEOTECH INC COM 688582105 564 68400 SH DEF 3 20000 48400
OTTER TAIL CORP COM 689648103 21 800 SH DEF 11 800
OUTBACK STEAKHOUSE INC COM 689899102 22 575 SH DEF 10 275 300
OUTBACK STEAKHOUSE INC COM 689899102 907 21600 SH DEF 11 21600
OVERLAND STORAGE INC COM 690310107 13 675 SH DEF 11 675
OVERSEAS SHIPHOLDING GROUP I COM 690368105 294 10775 SH DEF 11 10775
OVERTURE SVCS INC COM 69039R100 47682 1800000 SH DEF 12 1800000
OWENS & MINOR INC NEW COM 690732102 6678 277100 SH DEF 6 269100 8000
OWENS & MINOR INC NEW COM 690732102 1256 61763 SH DEF 11 61763
OWENS & MINOR INC NEW COM 690732102 7261 301290 SH DEF 3 187890 113400
OWENS & MINOR INC NEW COM 690732102 270 11200 SH DEF 8 600 10600
OWENS ILL INC COM NEW 690768403 12 1000 SH DEF 11 1000
OWENS ILL INC PFD CONV $.01 690768502 149 5000 SH DEF 11 5000
OWENS ILL INC COM NEW 690768403 512 44800 SH DEF 3 26900 17900
OXFORD HEALTH PLANS INC COM 691471106 6 156 SH DEF 1 156
OXFORD HEALTH PLANS INC COM 691471106 5 110 SH DEF 6 110
OXFORD HEALTH PLANS INC COM 691471106 90 2215 SH DEF 11 2215
P F CHANGS CHINA BISTRO INC COM 69333Y108 107 2194 SH DEF 11 2194
PAC-WEST TELECOM INC COM 69371Y101 0 130 SH DEF 11 130
PACCAR INC COM 693718108 33 439 SH DEF 10 439
PACCAR INC COM 693718108 3 39 SH DEF 11 39
PACCAR INC COM 693718108 258 3450 SH DEF 2 3450 0
PACER TECHNOLOGY COM NEW 693905200 1 100 SH DEF 11 100
PACHOLDER HIGH YIELD FD INC COM 693742108 39 4500 SH DEF 11 4500
PACIFIC AMERN INCOME SHS INC COM 693796104 2259 151900 SH DEF 11 151900
PACIFIC CAP BANCORP NEW COM 69404P101 4735 155293 SH DEF 1 155293
PACIFIC CAP BANCORP NEW COM 69404P101 8457 277380 SH DEF 3 269630 7750
PACIFIC CREST CAP INC COM 694166109 6 230 SH DEF 11 230
PACIFIC CREST CAP INC COM 694166109 573 27000 SH DEF 6 24400 2600
PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 440 16680 SH DEF 11 16680
PACIFIC INTERNET LTD ORD Y66183107 1 100 SH DEF 11 100
PACIFIC INTERNET LTD ORD Y66183107 1162 159900 SH DEF 3 51200 108700
PACIFIC NORTHWEST BANCORP COM 69466M103 25 700 SH DEF 1 700
PACIFIC NORTHWEST BANCORP COM 69466M103 252 6500 SH DEF 11 6500
PACIFIC SUNWEAR CALIF INC COM 694873100 3976 192450 SH DEF 3 181125 11325
PACIFICARE HEALTH SYS DEL COM 695112102 29720 607766 SH DEF 6 595206 110 12450
PACIFICARE HEALTH SYS DEL COM 695112102 2689 45190 SH DEF 11 45190
PACIFICARE HEALTH SYS DEL COM 695112102 19247 394400 SH DEF 3 328650 65750
PACKAGING CORP AMER COM 695156109 115 5850 SH DEF 11 5850
PACTIV CORP COM 695257105 35 1725 SH DEF 10 1725
PACTIV CORP COM 695257105 4 200 SH DEF 6 200
PACTIV CORP COM 695257105 888 40265 SH DEF 11 40265
PACTIV CORP COM 695257105 481 23700 SH DEF 3 2800 20900
PAIN THERAPEUTICS INC COM 69562K100 72 11500 SH DEF 11 11500
PALL CORP COM 696429307 89 3955 SH DEF 4 3955
PALL CORP COM 696429307 4545 150000 SH DEF 13 150000
PALL CORP COM 696429307 54 2400 SH DEF 2 2400 0
PALL CORP COM 696429307 4 200 SH DEF 10 200
PALL CORP COM 696429307 1173 50145 SH DEF 11 50145
PALL CORP COM 696429307 3779 168400 SH DEF 3 59600 108800
PALM INC COM NEW 696642206 1 50 SH DEF 13 50
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 4 607 SH DEF 11 607
PAMRAPO BANCORP INC COM 697738102 18 800 SH DEF 11 800
PAN AMERICAN SILVER CORP COM 697900108 1121 106426 SH DEF 11 106426
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 1845 42900 SH DEF 3 23500 19400
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 2 39 SH DEF 11 39
PANAMSAT CORP NEW COM 697933109 17 1179 SH DEF 6 1179
PANERA BREAD CO CL A 69840W108 368 9140 SH DEF 11 9140
PAPA JOHNS INTL INC COM 698813102 187 7530 SH DEF 3 7530
PAPA JOHNS INTL INC COM 698813102 8830 355900 SH DEF 6 343900 12000
PARADIGM GENETICS INC COM 69900R106 2 1806 SH DEF 11 1806
PARAGON TECHNOLOGIES INC COM 69912T108 3 300 SH DEF 11 300
PARAMETRIC TECHNOLOGY CORP COM 699173100 13 4050 SH DEF 11 4050
PAREXEL INTL CORP COM 699462107 1991 130650 SH DEF 3 120550 10100
PARK NATL CORP COM 700658107 18 160 SH DEF 2 0 0 160
PARK NATL CORP COM 700658107 201 1800 SH DEF 3 1800
PARK NATL CORP COM 700658107 214 1827 SH DEF 11 1827
PARK PL ENTMT CORP COM 700690100 384 42610 SH DEF 6 42610
PARK PL ENTMT CORP COM 700690100 19 1940 SH DEF 11 1940
PARKER DRILLING CO COM 701081101 12 5000 SH DEF 5000
PARKER DRILLING CO COM 701081101 29 12700 SH DEF 11 12700
PARKER DRILLING CO COM 701081101 620 262700 SH DEF 3 262700
PARKER HANNIFIN CORP COM 701094104 45 1012 SH DEF 2 1012 0
PARKER HANNIFIN CORP COM 701094104 605 11876 SH DEF 11 11876
PARKER HANNIFIN CORP COM 701094104 3 60 SH DEF 6 60
PARKER HANNIFIN CORP COM 701094104 261 5850 SH DEF 5 4150 1700
PARKVALE FINL CORP COM 701492100 581 22128 SH DEF 11 22128
PARKVALE FINL CORP COM 701492100 1696 67149 SH DEF 6 63549 3600
PARLUX FRAGRANCES INC COM 701645103 75 22046 SH DEF 6 20446 1600
PARTHUSCEVA INC COM 70212E106 1 100 SH DEF 11 100
PARTHUSCEVA INC COM 70212E106 1 100 SH DEF 10 100
PARTNERRE LTD COM G6852T105 490 9020 SH DEF 11 9020
PARTNERRE LTD COM G6852T105 8328 164360 SH DEF 3 164360
PARTNERRE LTD COM G6852T105 269 5300 SH DEF 5 3725 1575
PARTNERS TRUST FINCL GROUP I COM 70213A103 19 755 SH DEF 11 755
PATRIOT BANK CORP PA COM 70335P103 2 110 SH DEF 11 110
PATTERSON DENTAL CO COM 703412106 7635 132600 SH DEF 1 132600
PATTERSON DENTAL CO COM 703412106 974 15220 SH DEF 11 15220
PATTERSON UTI ENERGY INC COM 703481101 0 2 SH DEF 11 2
PAXAR CORP COM 704227107 36 3000 SH DEF 11 3000
PAXSON COMMUNICATIONS CORP COM 704231109 71 13800 SH DEF 11 13800
PAYCHEX INC COM 704326107 1330 34177 SH DEF 11 34177
PAYCHEX INC COM 704326107 6690 196200 SH DEF 1 16500 179700
PAYCHEX INC COM 704326107 267 7817 SH DEF 8 7817
PAYLESS SHOESOURCE INC COM 704379106 10864 839600 SH DEF 6 799900 39700
PAYLESS SHOESOURCE INC COM 704379106 4 288 SH DEF 11 288
PDI INC COM 69329V100 7218 294490 SH DEF 3 171590 122900
PEABODY ENERGY CORP COM 704549104 1647 49408 SH DEF 11 49408
PEAPACK-GLADSTONE FINL CORP COM 704699107 15 472 SH DEF 11 472
PEAPACK-GLADSTONE FINL CORP COM 704699107 2171 69862 SH DEF 1 69862
PEARSON PLC SPONSORED ADR 705015105 4871 494487 SH DEF 6 407742 86745
PEDIATRIC SVCS OF AMERICA COM 705323103 432 51029 SH DEF 6 48729 2300
PEDIATRIX MED GROUP COM 705324101 17135 372090 SH DEF 3 264920 107170
PEETS COFFEE & TEA INC COM 705560100 82 4200 SH DEF 2 4200 0
PEGASYSTEMS INC COM 705573103 144 19500 SH DEF 3 19500
PEGASYSTEMS INC COM 705573103 1498 202919 SH DEF 6 195919 7000
PENFORD CORP COM 707051108 4 300 SH DEF 11 300
PENGROWTH ENERGY TR COM 706902103 373 28450 SH DEF 11 28450
PENGROWTH ENERGY TR COM 706902103 146 11400 SH DEF 13 11400
PENN NATL GAMING INC COM 707569109 13 600 SH DEF 4 600
PENN NATL GAMING INC COM 707569109 2985 140000 SH DEF 3 67500 72500
PENN NATL GAMING INC COM 707569109 27 1150 SH DEF 11 1150
PENN VA RESOURCES PARTNERS L COM 707884102 1219 37515 SH DEF 11 37515
PENNEY J C INC COM 708160106 833 39000 SH DEF 3 39000
PENNEY J C INC COM 708160106 64 3000 SH DEF 10 3000
PENNEY J C INC COM 708160106 471 19935 SH DEF 11 19935
PENNEY J C INC COM 708160106 4748 222160 SH DEF 6 222160
PENNEY J C INC COM 708160106 17 800 SH DEF 2 800 0
PENNFED FINL SVCS INC COM 708167101 47 1506 SH DEF 11 1506
PENNFED FINL SVCS INC COM 708167101 1117 38400 SH DEF 6 34900 3500
PENNICHUCK CORP COM NEW 708254206 103 3800 SH DEF 11 3800
PENNS WOODS BANCORP INC COM 708430103 317 7700 SH DEF 11 7700
PENNSYLVANIA COMM BANCORP IN COM 708677109 103 2349 SH DEF 11 2349
PENNSYLVANIA COMM BANCORP IN COM 708677109 683 16517 SH DEF 1 16517
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1480 44323 SH DEF 11 44323
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1841 55050 SH DEF 3 52350 2700
PENTAIR INC COM 709631105 2210 53909 SH DEF 11 53909
PENTAIR INC COM 709631105 13460 337600 SH DEF 3 321550 16050
PENTAIR INC COM 709631105 35883 900000 SH DEF 12 900000
PENTAIR INC COM 709631105 2308 57900 SH DEF 2 57900 0
PENTAIR INC COM 709631105 12 300 SH DEF 6 300
PENTAIR INC COM 709631105 10 250 SH DEF 10 250
PENWEST PHARMACEUTICALS CO COM 709754105 2 100 SH DEF 11 100
PEOPLES BANCORP INC COM 709789101 887 33145 SH DEF 6 31990 1155
PEOPLES BANCORP INC COM 709789101 74 2623 SH DEF 11 2623
PEOPLES BK BRIDGEPORT CONN COM 710198102 38 1165 SH DEF 11 1165
PEOPLES BK N C COM 710577107 6 297 SH DEF 11 297
PEOPLES ENERGY CORP COM 711030106 173 4272 SH DEF 11 4272
PEOPLES ENERGY CORP COM 711030106 25 600 SH DEF 2 600 0
PEOPLES ENERGY CORP COM 711030106 4976 120260 SH DEF 3 117610 2650
PEOPLES ENERGY CORP COM 711030106 26450 639200 SH DEF 6 623200 16000
PEOPLES ENERGY CORP COM 711030106 46 1100 SH DEF 10 1100
PEOPLESOFT INC COM 712713106 29 1600 SH DEF 4 1600
PEOPLESOFT INC COM 712713106 51 2800 SH DEF 10 2800
PEOPLESOFT INC COM 712713106 3210 175672 SH DEF 6 175672
PEOPLESOFT INC COM 712713106 1582 76217 SH DEF 11 76217
PEP BOYS MANNY MOE & JACK COM 713278109 176 9155 SH DEF 11 9155
PEPCO HOLDINGS INC COM 713291102 68 3921 SH DEF 2 3921 0
PEPCO HOLDINGS INC COM 713291102 1523 86547 SH DEF 11 86547
PEPCO HOLDINGS INC COM 713291102 16 930 SH DEF 6 930
PEPCO HOLDINGS INC COM 713291102 30 1741 SH DEF 10 1575 166
PEPSI BOTTLING GROUP INC COM 713409100 10 500 SH DEF 10 500
PEPSI BOTTLING GROUP INC COM 713409100 12597 612120 SH DEF 3 581720 30400
PEPSI BOTTLING GROUP INC COM 713409100 9 420 SH DEF 6 420
PEPSI BOTTLING GROUP INC COM 713409100 2120 95110 SH DEF 11 95110
PEPSI BOTTLING GROUP INC COM 713409100 68429 3325000 SH DEF 9 3325000
PEPSI BOTTLING GROUP INC COM 713409100 5701 277000 SH DEF 7 168600 108400
PEPSIAMERICAS INC COM 71343P200 26 1767 SH DEF 2 1767 0
PEPSIAMERICAS INC COM 71343P200 147 9813 SH DEF 11 9813
PEPSIAMERICAS INC COM 71343P200 19 1340 SH DEF 6 1340
PEPSIAMERICAS INC COM 71343P200 2108 145450 SH DEF 3 119550 25900
PEPSICO INC COM 713448108 22329 487209 SH DEF 2 477693 0 9516
PEPSICO INC COM 713448108 3100 67637 SH DEF 8 6045 61592
PEPSICO INC COM 713448108 740 16143 SH DEF 6 16143
PEPSICO INC COM 713448108 131 2849 SH DEF 4 2849
PEPSICO INC COM 713448108 16444 358802 SH DEF 10 72900 281976 3926
PEPSICO INC COM 713448108 4441 71750 SH DEF 13 71750
PEPSICO INC COM 713448108 17723 370611 SH DEF 11 370611
PEPSICO INC COM 713448108 13756 300147 SH DEF 1 26600 273547
PEPSICO INC COM 713448108 918 20025 SH DEF 5 14950 5075
PEPSICO INC COM 713448108 10014 218499 SH DEF 3 189799 28700
PER-SE TECHNOLOGIES INC COM NEW 713569309 0 24 SH DEF 11 24
PEREGRINE PHARMACEUTICALS IN COM 713661106 2 1000 SH DEF 1 1000
PEREGRINE PHARMACEUTICALS IN COM 713661106 4 2000 SH DEF 11 2000
PERFORMANCE FOOD GROUP CO COM 713755106 333 8935 SH DEF 11 8935
PERFORMANCE TECHNOLOGIES INC COM 71376K102 1311 110140 SH DEF 3 89590 20550
PERINI CORP COM 713839108 754 109900 SH DEF 6 107800 2100
PERKINELMER INC COM 714046109 66 3640 SH DEF 11 3640
PERKINELMER INC COM 714046109 3 176 SH DEF 2 176 0
PERKINELMER INC COM 714046109 22354 1460110 SH DEF 3 1226760 233350
PERKINELMER INC COM 714046109 171 11193 SH DEF 8 11193
PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 2 1000 SH DEF 11 1000
PEROT SYS CORP CL A 714265105 767 72250 SH DEF 11 72250
PEROT SYS CORP CL A 714265105 1707 73900 SH DEF 73900
PERRIGO CO COM 714290103 277 20590 SH DEF 11 20590
PERRIGO CO COM 714290103 3134 246200 SH DEF 3 141250 104950
PETRO-CDA COM 71644E102 21 550 SH DEF 3 550
PETRO-CDA COM 71644E102 34381 893805 SH DEF 13 893805
PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 4355 492100 SH DEF 3 487000 5100
PETROKAZAKHSTAN INC COM 71649P102 22 987 SH DEF 11 987
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4530 195771 SH DEF 6 191462 4309
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 2 75 SH DEF 6 0 75
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 34 1500 SH DEF 2 1500 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 5 240 SH DEF 2 240 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 31813 1507000 SH DEF 3 1495040 11960
PETROLEUM & RES CORP COM 716549100 72 3416 SH DEF 11 3416
PETROLEUM DEV CORP COM 716578109 2230 185800 SH DEF 6 177900 7900
PETROQUEST ENERGY INC COM 716748108 45 20200 SH DEF 11 20200
PETROQUEST ENERGY INC COM 716748108 41 20000 SH DEF 20000
PETSMART INC COM 716768106 553 24290 SH DEF 3 12600 11690
PETSMART INC COM 716768106 56 2200 SH DEF 11 2200
PFF BANCORP INC COM 69331W104 5743 180130 SH DEF 3 160520 19610
PFF BANCORP INC COM 69331W104 8168 256200 SH DEF 6 246960 9240
PFIZER INC COM 717081103 34499 1135576 SH DEF 2 1115694 0 19882
PFIZER INC COM 717081103 33921 1116545 SH DEF 3 1084790 31755
PFIZER INC COM 717081103 13216 322225 SH DEF 13 322225
PFIZER INC COM 717081103 31057 1022268 SH DEF 1 69925 952343
PFIZER INC COM 717081103 5036 165778 SH DEF 8 11994 153784
PFIZER INC COM 717081103 10445 343808 SH DEF 5 253385 90423
PFIZER INC COM 717081103 53094 1680190 SH DEF 11 1680190
PFIZER INC COM 717081103 24413 803582 SH DEF 6 803582
PFIZER INC COM 717081103 4055 133477 SH DEF 10 97217 28365 7895
PFIZER INC COM 717081103 3585 118000 SH DEF 9 118000
PG&E CORP COM 69331C108 16774 701851 SH DEF 6 668651 33200
PG&E CORP COM 69331C108 719 29409 SH DEF 11 29409
PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 118 1600 SH DEF 11 1600
PHARMACEUTICAL PROD DEV INC COM 717124101 597 19857 SH DEF 11 19857
PHARMACEUTICAL RES INC COM 717125108 1386 20310 SH DEF 3 19690 620
PHARMACEUTICAL RES INC COM 717125108 719 9950 SH DEF 11 9950
PHARMACOPEIA INC COM 71713B104 87 6980 SH DEF 11 6980
PHARMACOPEIA INC COM 71713B104 530 41747 SH DEF 8 41747
PHARMANETICS INC COM 71713J107 22 5450 SH DEF 11 5450
PHELPS DODGE CORP COM 717265102 7 157 SH DEF 2 157 0
PHELPS DODGE CORP COM 717265102 13746 293710 SH DEF 6 293710
PHELPS DODGE CORP COM 717265102 1 27 SH DEF 10 27
PHELPS DODGE CORP COM 717265102 216 3495 SH DEF 11 3495
PHELPS DODGE CORP PFD A CV 6.75% 717265508 1072 7615 SH DEF 11 7615
PHILADELPHIA CONS HLDG CORP COM 717528103 6680 144583 SH DEF 1 144583
PHILADELPHIA CONS HLDG CORP COM 717528103 47 1000 SH DEF 11 1000
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 96 4000 SH DEF
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 204 8627 SH DEF 11 8627
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 30 1250 SH DEF 2 1250 0
PHILLIPS VAN HEUSEN CORP COM 718592108 70 4100 SH DEF 11 4100
PHILLIPS VAN HEUSEN CORP COM 718592108 8580 571600 SH DEF 6 552900 18700
PHOENIX COS INC NEW COM 71902E109 0 18 SH DEF 10 18
PHOENIX COS INC NEW COM 71902E109 22 1962 SH DEF 11 1962
PHOENIX COS INC NEW COM 71902E109 11 941 SH DEF 2 894 0 47
PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 2 1439 SH DEF 11 1439
PHOTON DYNAMICS INC COM 719364101 13 435 SH DEF 10 435
PHOTRONICS INC COM 719405102 8 375 SH DEF 11 375
PHOTRONICS INC COM 719405102 19385 907130 SH DEF 3 800630 106500
PIEDMONT NAT GAS INC COM 720186105 31 800 SH DEF 2 800 0
PIEDMONT NAT GAS INC COM 720186105 13 325 SH DEF 10 175 150
PIEDMONT NAT GAS INC COM 720186105 947 23839 SH DEF 11 23839
PIER 1 IMPORTS INC COM 720279108 24 1222 SH DEF 10 1222
PIER 1 IMPORTS INC COM 720279108 2492 107875 SH DEF 11 107875
PIER 1 IMPORTS INC COM 720279108 90 4700 SH DEF 2 4700 0
PIMCO CA MUNICIPAL INCOME FD COM 72200N106 27 2000 SH DEF 11 2000
PIMCO COML MTG SECS TR INC COM 693388100 155 11000 SH DEF 11 11000
PIMCO CORPORATE INCOME FD COM 72200U100 206 13369 SH DEF 11 13369
PIMCO CORPORATE OPP FD COM 72201B101 2052 123990 SH DEF 11 123990
PIMCO FLOATING RATE INCOME F COM 72201H108 65 3250 SH DEF 11 3250
PIMCO HIGH INCOME FD COM SHS 722014107 559 38662 SH DEF 11 38662
PIMCO MUN INCOME FD II COM 72200W106 3 200 SH DEF 11 200
PIMCO MUNICIPAL INCOME FD COM 72200R107 21 1500 SH DEF 11 1500
PIMCO STRATEGIC GBL GOV FD I COM 72200X104 668 55167 SH DEF 11 55167
PINNACLE ENTMT INC COM 723456109 533 60945 SH DEF 11 60945
PINNACLE ENTMT INC COM 723456109 6 900 SH DEF 10 900
PINNACLE ENTMT INC COM 723456109 12326 1760900 SH DEF 12 1760900
PINNACLE FINL PARTNERS INC COM 72346Q104 40 1600 SH DEF 11 1600
PINNACLE WEST CAP CORP COM 723484101 188 5152 SH DEF 11 5152
PINNACLE WEST CAP CORP COM 723484101 4 100 SH DEF 10 100
PINNACLE WEST CAP CORP COM 723484101 30 850 SH DEF 6 850
PINNACOR INC COM 723487104 26 11200 SH DEF 11 11200
PIONEER HIGH INCOME TR COM 72369H106 76 4706 SH DEF 11 4706
PIONEER INTREST SHS COM 723703104 61 5400 SH DEF 11 5400
PIONEER NAT RES CO COM 723787107 6470 254125 SH DEF 1 254125
PIONEER NAT RES CO COM 723787107 106 4013 SH DEF 11 4013
PIONEER RAILCORP COM 723839106 2 1000 SH DEF 11 1000
PITNEY BOWES INC COM 724479100 1574 40880 SH DEF 6 33100 7780
PITNEY BOWES INC COM 724479100 490 12779 SH DEF 2 12779 0
PITNEY BOWES INC COM 724479100 1593 38768 SH DEF 11 38768
PITNEY BOWES INC COM 724479100 5201 100500 SH DEF 13 100500
PITNEY BOWES INC COM 724479100 3351 87455 SH DEF 8 5485 81970
PITTSBURGH & W VA RR SH BEN INT 724819107 9 1000 SH DEF 11 1000
PITTSBURGH FINL CORP COM 725098107 108 5500 SH DEF 11 5500
PIXAR COM 725811103 53 800 SH DEF 10 800
PIXAR COM 725811103 1440 20929 SH DEF 11 20929
PIXELWORKS INC COM 72581M107 2075 239110 SH DEF 3 195850 43260
PLACER DOME INC COM 725906101 335 21722 SH DEF 11 21722
PLACER DOME INC COM 725906101 28 2042 SH DEF 2 2042 0
PLACER DOME INC COM 725906101 18594 1373800 SH DEF 13 1373800
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 215 7160 SH DEF 11 7160
PLAINS EXPL & PRODTN CO L P COM 726505100 0 10 SH DEF 11 10
PLAINS EXPL & PRODTN CO L P COM 726505100 299 24000 SH DEF 2 24000 0
PLAINS RES INC COM PAR $0.10 726540503 299 24000 SH DEF 2 24000 0
PLANAR SYS INC COM 726900103 1434 67410 SH DEF 3 25110 42300
PLANTRONICS INC NEW COM 727493108 8 300 SH DEF 11 300
PLANTRONICS INC NEW COM 727493108 4976 208460 SH DEF 3 206030 2430
PLATINUM UNDERWRITER HLDGS L COM G7127P100 6 200 SH DEF 11 200
PLATINUM UNDERWRITER HLDGS L COM G7127P100 21260 755774 SH DEF 6 711804 150 43820
PLAYTEX PRODS INC COM 72813P100 5162 866100 SH DEF 6 824800 41300
PLAYTEX PRODS INC COM 72813P100 13 2100 SH DEF 11 2100
PLUG POWER INC COM 72919P103 25 3929 SH DEF 11 3929
PLUM CREEK TIMBER CO INC COM 729251108 148 5830 SH DEF 2 5830 0
PLUM CREEK TIMBER CO INC COM 729251108 438 17200 SH DEF 5 15700 1500
PLUM CREEK TIMBER CO INC COM 729251108 3366 127745 SH DEF 11 127745
PLUM CREEK TIMBER CO INC COM 729251108 18 708 SH DEF 1 708
PLUM CREEK TIMBER CO INC COM 729251108 71 2800 SH DEF 10 2000 800
PLUM CREEK TIMBER CO INC COM 729251108 31 1200 SH DEF 4 1200
PMC CAP INC COM 693430100 7 1400 SH DEF 2 1400 0
PMC COML TR SH BEN INT 693434102 7 495 SH DEF 11 495
PMC-SIERRA INC COM 69344F106 24 1300 SH DEF 11 1300
PMC-SIERRA INC COM 69344F106 4 275 SH DEF 2 275 0
PMI GROUP INC COM 69344M101 483 12626 SH DEF 11 12626
PMI GROUP INC COM 69344M101 1213 35955 SH DEF 5 31190 4765
PMI GROUP INC COM 69344M101 9861 290023 SH DEF 6 237305 52718
PMI GROUP INC COM 69344M101 290 8600 SH DEF 3 4500 4100
PMI GROUP INC COM 69344M101 315 9338 SH DEF 10 38 9300
PMI GROUP INC COM 69344M101 8478 251205 SH DEF 2 246505 0 4700
PNC FINL SVCS GROUP INC COM 693475105 2918 61337 SH DEF 2 60837 0 500
PNC FINL SVCS GROUP INC COM 693475105 409 8600 SH DEF 3 8500 100
PNC FINL SVCS GROUP INC COM 693475105 4303 80333 SH DEF 11 80333
PNC FINL SVCS GROUP INC COM 693475105 3541 74424 SH DEF 8 2500 71924
PNC FINL SVCS GROUP INC COM 693475105 4948 104003 SH DEF 5 60190 43813
PNC FINL SVCS GROUP INC PFD CV D $1.80 693475501 3 34 SH DEF 11 34
PNC FINL SVCS GROUP INC COM 693475105 9286 194990 SH DEF 6 187990 7000
PNC FINL SVCS GROUP INC COM 693475105 11669 245244 SH DEF 4 245244
PNC FINL SVCS GROUP INC COM 693475105 85 1780 SH DEF 10 1780
PNM RES INC COM 69349H107 19418 692500 SH DEF 6 675700 16800
PNM RES INC COM 69349H107 1863 66430 SH DEF 3 62730 3700
POCAHONTAS BANCORP INC COM 730234101 14 1000 SH DEF 11 1000
POGO PRODUCING CO COM 730448107 224 5367 SH DEF 11 5367
POGO PRODUCING CO COM 730448107 29263 646270 SH DEF 3 539310 106960
POINT 360 COM 730698107 165 44000 SH DEF 6 42400 1600
POLARIS INDS INC COM 731068102 64 750 SH DEF 11 750
POLARIS INDS INC COM 731068102 9373 126400 SH DEF 6 122900 3500
POLARIS INDS INC COM 731068102 9 115 SH DEF 10 115
POLO RALPH LAUREN CORP CL A 731572103 3 130 SH DEF 6 130
POLO RALPH LAUREN CORP CL A 731572103 3468 129320 SH DEF 3 114070 15250
POLO RALPH LAUREN CORP CL A 731572103 216 7100 SH DEF 11 7100
POLYCOM INC COM 73172K104 1804 90075 SH DEF 11 90075
POLYMEDICA CORP COM 731738100 6 200 SH DEF 11 200
POLYMEDICA CORP COM 731738100 10257 387060 SH DEF 3 327620 59440
POLYONE CORP COM 73179P106 4 1000 SH DEF 2 1000 0
POLYONE CORP COM 73179P106 905 228750 SH DEF 6 195200 33550
POLYONE CORP COM 73179P106 59 15000 SH DEF 15000
POMEROY IT SOLUTIONS INC COM 731822102 220 17326 SH DEF 6 17326
POMEROY IT SOLUTIONS INC COM 731822102 11 845 SH DEF 2 845 0
POPE & TALBOT INC COM 732827100 29 2000 SH DEF 11 2000
POPULAR INC COM 733174106 2839 63097 SH DEF 11 63097
POPULAR INC COM 733174106 299 7500 SH DEF 3 3000 4500
POPULAR INC COM 733174106 7 180 SH DEF 6 180
PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 3816 468269 SH DEF 6 440501 27768
POSCO SPONSORED ADR 693483109 2511 87800 SH DEF 3 87800
POSCO SPONSORED ADR 693483109 1062 27500 SH DEF 13 27500
POSCO SPONSORED ADR 693483109 691 23685 SH DEF 6 580 23105
POSSIS MEDICAL INC COM 737407106 12 800 SH DEF 2 800 0
POST PPTYS INC COM 737464107 1631 59900 SH DEF 3 59900
POST PPTYS INC COM 737464107 502 18440 SH DEF 2 18440 0
POST PPTYS INC COM 737464107 1151 43599 SH DEF 11 43599
POTASH CORP SASK INC COM 73755L107 79 1000 SH DEF 11 1000
POTASH CORP SASK INC COM 73755L107 1714 24200 SH DEF 13 24200
POWELL INDS INC COM 739128106 2161 128874 SH DEF 6 122674 6200
POWER-ONE INC COM 739308104 21 2350 SH DEF 11 2350
POWERWAVE TECHNOLOGIES INC COM 739363109 5 700 SH DEF 11 700
POZEN INC COM 73941U102 188 15000 SH DEF 11 15000
POZEN INC COM 73941U102 522 29400 SH DEF 3 29400
PPG INDS INC COM 693506107 680 13022 SH DEF 2 13022 0
PPG INDS INC COM 693506107 20707 396537 SH DEF 6 396537
PPG INDS INC COM 693506107 9 175 SH DEF 10 175
PPG INDS INC COM 693506107 2770 48055 SH DEF 11 48055
PPL CORP COM 69351T106 4 100 SH DEF 2 100 0
PPL CORP COM 69351T106 2101 52638 SH DEF 11 52638
PPL CORP COM 69351T106 72 1763 SH DEF 6 1763
PPL CORP COM 69351T106 57 1401 SH DEF 10 1401
PPL CORP COM 69351T106 513 12519 SH DEF 8 886 11633
PPL CORP COM 69351T106 799 19500 SH DEF 5 13950 5550
PRAECIS PHARMACEUTICALS INC COM 739421105 31 4600 SH DEF 2 4600 0
PRAECIS PHARMACEUTICALS INC COM 739421105 10 1375 SH DEF 11 1375
PRAXAIR INC COM 74005P104 332 4775 SH DEF 11 4775
PRAXAIR INC COM 74005P104 1756 28345 SH DEF 10 23025 5320
PRAXAIR INC COM 74005P104 2147 34580 SH DEF 6 31280 3300
PRAXAIR INC COM 74005P104 300 4850 SH DEF 5 4850
PRAXAIR INC COM 74005P104 22 350 SH DEF 2 350 0
PRE PAID LEGAL SVCS INC COM 740065107 2920 124700 SH DEF 6 118700 6000
PRE PAID LEGAL SVCS INC COM 740065107 35 1300 SH DEF 11 1300
PRECISION CASTPARTS CORP COM 740189105 43587 1238158 SH DEF 6 1206783 190 31185
PRECISION CASTPARTS CORP COM 740189105 303 7365 SH DEF 11 7365
PRECISION CASTPARTS CORP COM 740189105 37 1050 SH DEF 10 1050
PRECISION CASTPARTS CORP COM 740189105 21663 617180 SH DEF 3 465830 151350
PRECISION DRILLING CORP COM 74022D100 17953 481100 SH DEF 13 481100
PRECISION DRILLING CORP COM 74022D100 72 1900 SH DEF 1900
PRECISION DRILLING CORP COM 74022D100 121 3200 SH DEF 3 3200
PREFERRED & CORP INC STRATEG COM 74039B105 11 473 SH DEF 11 473
PREFERRED INCOME OPPORTUNITY COM 74037H104 9 700 SH DEF 11 700
PREFERRED INCOME STRATEGIES COM 74038E100 46 1956 SH DEF 11 1956
PREMCOR INC COM 74045Q104 16 695 SH DEF 11 695
PRESIDENTIAL LIFE CORP COM 740884101 39 2535 SH DEF 11 2535
PRESIDENTIAL LIFE CORP COM 740884101 5576 361130 SH DEF 6 353960 175 6995
PRESIDENTIAL RLTY CORP NEW CL B 741004204 1 100 SH DEF 11 100
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 2709 476917 SH DEF 6 452817 24100
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 259 54600 SH DEF 11 54600
PRICE T ROWE GROUP INC COM 74144T108 11 200 SH DEF 13 200
PRICE T ROWE GROUP INC COM 74144T108 5475 133042 SH DEF 11 133042
PRICE T ROWE GROUP INC COM 74144T108 54 1300 SH DEF 10 300 500 500
PRICELINE COM INC COM NEW 741503403 39 1375 SH DEF 11 1375
PRIDE INTL INC DEL COM 74153Q102 21 1260 SH DEF 6 1260
PRIDE INTL INC DEL COM 74153Q102 57 3500 SH DEF 11 3500
PRIME MED SVCS INC NEW COM 74156D108 1082 240410 SH DEF 6 228010 12400
PRIMEWEST ENERGY TR TR UNIT NEW 741930309 39 2010 SH DEF 11 2010
PRIMUS TELECOMMUNICATIONS GR COM 741929103 15283 2264160 SH DEF 3 2033460 230700
PRIMUS TELECOMMUNICATIONS GR COM 741929103 60 6500 SH DEF 11 6500
PRINCETON REVIEW INC COM 742352107 42 5600 SH DEF 11 5600
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 127 4100 SH DEF 10 2900 1200
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 6514 210185 SH DEF 2 203860 0 6325
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 96 3100 SH DEF 6 3100
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 246 7847 SH DEF 11 7847
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 32074 1034980 SH DEF 3 1025230 9750
PRIORITY HEALTHCARE CORP CL B 74264T102 4026 196000 SH DEF 7 166600 29400
PRIORITY HEALTHCARE CORP CL B 74264T102 51079 2486800 SH DEF 9 2486800
PRIORITY HEALTHCARE CORP CL B 74264T102 168 7776 SH DEF 11 7776
PRIVATEBANCORP INC COM 742962103 248 7500 SH DEF 3 7500
PRO PHARMACEUTICALS INC COM 74267T109 13 3600 SH DEF 11 3600
PROASSURANCE CORP COM 74267C106 60 2002 SH DEF 11 2002
PROCTER & GAMBLE CO COM 742718109 22457 241943 SH DEF 3 236043 5900
PROCTER & GAMBLE CO COM 742718109 652 5200 SH DEF 13 5200
PROCTER & GAMBLE CO COM 742718109 3299 35538 SH DEF 1 16590 18948
PROCTER & GAMBLE CO COM 742718109 62299 671185 SH DEF 2 662030 0 9155
PROCTER & GAMBLE CO COM 742718109 15503 167019 SH DEF 5 161133 5886
PROCTER & GAMBLE CO COM 742718109 7940 85541 SH DEF 10 60795 23844 902
PROCTER & GAMBLE CO COM 742718109 27920 284062 SH DEF 11 284062
PROCTER & GAMBLE CO COM 742718109 141 1521 SH DEF 4 1521
PROCTER & GAMBLE CO COM 742718109 116 1250 SH DEF 8 65 1185
PROGENICS PHARMACEUTICALS IN COM 743187106 927 54100 SH DEF 3 52450 1650
PROGRESS ENERGY INC COM 743263105 613 13798 SH DEF 2 13798 0
PROGRESS ENERGY INC COM 743263105 2536 58851 SH DEF 11 58851
PROGRESS ENERGY INC COM 743263105 20 457 SH DEF 6 457
PROGRESS ENERGY INC COM 743263105 3102 69777 SH DEF 10 58291 11486
PROGRESS ENERGY INC COM 743263105 262 5900 SH DEF 8 5900
PROGRESS ENERGY INC COM 743263105 7 150 SH DEF 4 150
PROGRESS SOFTWARE CORP COM 743312100 15247 704890 SH DEF 3 575910 128980
PROGRESS SOFTWARE CORP COM 743312100 11 500 SH DEF 10 500
PROGRESS SOFTWARE CORP COM 743312100 229 10391 SH DEF 11 10391
PROGRESSIVE CORP OHIO COM 743315103 69 1000 SH DEF 3 1000
PROGRESSIVE CORP OHIO COM 743315103 309 4187 SH DEF 11 4187
PROGRESSIVE CORP OHIO COM 743315103 4 65 SH DEF 2 65 0
PROGRESSIVE CORP OHIO COM 743315103 220 3185 SH DEF 5 2535 650
PROLOGIS SH BEN INT 743410102 92 3050 SH DEF 2 3050 0
PROLOGIS SH BEN INT 743410102 201 6800 SH DEF 11 6800
PROQUEST COMPANY COM 74346P102 6 200 SH DEF 11 200
PROSOFTTRAINING COM 743477101 0 650 SH DEF 11 650
PROSPERITY BANCSHARES INC COM 743606105 1639 76925 SH DEF 1 76925
PROTECTIVE LIFE CORP COM 743674103 13517 452840 SH DEF 6 452840
PROTECTIVE LIFE CORP COM 743674103 45 1400 SH DEF 11 1400
PROTECTIVE LIFE CORP COM 743674103 185 6210 SH DEF 3 3200 3010
PROTEIN DESIGN LABS INC COM 74369L103 611 45295 SH DEF 11 45295
PROTEIN DESIGN LABS INC COM 74369L103 6 427 SH DEF 2 0 0 427
PROTEIN DESIGN LABS INC COM 74369L103 66 4725 SH DEF 4 4725
PROTERION CORP COM 74370Y102 2 5000 SH DEF 11 5000
PROVIDENT BANKSHARES CORP COM 743859100 12 414 SH DEF 4 414
PROVIDENT BANKSHARES CORP COM 743859100 2018 71200 SH DEF 3 45200 26000
PROVIDENT BANKSHARES CORP COM 743859100 1799 57966 SH DEF 11 57966
PROVIDENT ENERGY TR TR UNIT 74386K104 77 9000 SH DEF 11 9000
PROVIDENT FINL GROUP INC COM 743866105 134 4810 SH DEF 2 4810 0
PROVIDENT FINL GROUP INC COM 743866105 98 3325 SH DEF 11 3325
PROVIDENT FINL GROUP INC COM 743866105 2500 89370 SH DEF 3 85970 3400
PROVIDENT FINL GROUP INC COM 743866105 4997 178656 SH DEF 6 176456 2200
PROVIDENT FINL GROUP INC COM 743866105 709 25335 SH DEF 4 25335
PROVIDENT FINL SVCS INC COM 74386T105 137 6972 SH DEF 11 6972
PROVIDIAN FINL CORP COM 74406A102 5 400 SH DEF 6 400
PROVIDIAN FINL CORP COM 74406A102 59 5000 SH DEF 5000
PROVIDIAN FINL CORP COM 74406A102 161228 13675000 SH DEF 9 13675000
PROVIDIAN FINL CORP COM 74406A102 117900 10000000 SH DEF 12 10000000
PROVIDIAN FINL CORP COM 74406A102 5 400 SH DEF 2 400 0
PROVIDIAN FINL CORP COM 74406A102 22408 1900600 SH DEF 7 1185800 714800
PROVIDIAN FINL CORP COM 74406A102 1943 174843 SH DEF 11 174843
PROVINCE HEALTHCARE CO COM 743977100 12 900 SH DEF 11 900
PRUDENTIAL FINL INC COM 744320102 2 50 SH DEF 6 50
PRUDENTIAL FINL INC COM 744320102 8836 236520 SH DEF 3 229810 6710
PRUDENTIAL FINL INC COM 744320102 5 130 SH DEF 1 130
PRUDENTIAL FINL INC COM 744320102 90 2415 SH DEF 2 2384 0 31
PRUDENTIAL FINL INC COM 744320102 1052 27232 SH DEF 11 27232
PSS WORLD MED INC COM 69366A100 5192 591290 SH DEF 3 346290 245000
PSS WORLD MED INC COM 69366A100 7 800 SH DEF 11 800
PTEK HLDGS INC COM 69366M104 10808 1313140 SH DEF 3 973740 339400
PTEK HLDGS INC COM 69366M104 537 61692 SH DEF 11 61692
PUBLIC STORAGE INC COM A DP1/1000 74460D729 0 15 SH DEF 11 15
PUBLIC STORAGE INC COM 74460D109 -378 -9461 SH DEF 11 -9461
PUBLIC STORAGE INC COM 74460D109 20 500 SH DEF 2 500 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 93 2220 SH DEF 6 2220
PUBLIC SVC ENTERPRISE GROUP COM 744573106 111 2650 SH DEF 10 1950 700
PUBLIC SVC ENTERPRISE GROUP COM 744573106 19 450 SH DEF 2 450 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 847 20177 SH DEF 8 2254 17923
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3270 80015 SH DEF 11 80015
PUBLICIS S A NEW SPONSORED ADR 74463M106 7314 262770 SH DEF 6 205115 57655
PUGET ENERGY INC NEW COM 745310102 333 14633 SH DEF 11 14633
PUGET ENERGY INC NEW COM 745310102 5703 253713 SH DEF 6 246903 140 6670
PUGET ENERGY INC NEW COM 745310102 4 200 SH DEF 1 200
PULASKI FINL CORP COM 745548107 463 30000 SH DEF 11 30000
PULTE HOMES INC COM 745867101 39 570 SH DEF 6 570
PULTE HOMES INC COM 745867101 4 44 SH DEF 11 44
PUMATECH INC COM 745887109 1 100 SH DEF 11 100
PURE WORLD INC COM 74622C106 10 6017 SH DEF 11 6017
PUTNAM HIGH INCOME BOND FD SH BEN INT 746779107 4 600 SH DEF 11 600
PUTNAM HIGH INCOME OPP TR SH BEN INT 746479104 118 6700 SH DEF 11 6700
PUTNAM HIGH YIELD MUN TR SH BEN INT 746781103 40 5940 SH DEF 11 5940
PUTNAM INVT GRADE MUN TR COM 746805100 16 1500 SH DEF 11 1500
PUTNAM MANAGED HIGH YIELD TR SH BEN INT 746819101 36 4200 SH DEF 11 4200
PUTNAM MANAGED MUN INCOM TR COM 746823103 134 18304 SH DEF 11 18304
PUTNAM MASTER INCOME TR SH BEN INT 74683K104 714 108748 SH DEF 11 108748
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 1093 172378 SH DEF 11 172378
PUTNAM MUN BD FD INC SH BEN INT 74683V100 7 552 SH DEF 11 552
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 153 12000 SH DEF 11 12000
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 958 152234 SH DEF 11 152234
PUTNAM TAX FREE HEALTH CARE SH BEN INT 746920107 158 13010 SH DEF 11 13010
PXRE GROUP LTD COM G73018106 393 21900 SH DEF 3 21900
Q E P INC COM 74727K102 238 23575 SH DEF 6 22200 1375
QAD INC COM 74727D108 76 7000 SH DEF 3 7000
QIAGEN N V ORD N72482107 316 26925 SH DEF 11 26925
QIAO XING UNIVERSAL TELEPHON ORD G7303A109 156 17500 SH DEF 11 17500
QLOGIC CORP COM 747277101 73 1500 SH DEF 4 1500
QLOGIC CORP COM 747277101 108 1920 SH DEF 11 1920
QLT INC COM 746927102 18399 1150680 SH DEF 3 1062360 88320
QLT INC COM 746927102 735 45850 SH DEF 13 45850
QUAKER CHEM CORP COM 747316107 19 700 SH DEF 11 700
QUAKER CITY BANCORP INC COM 74731K106 887 22175 SH DEF 6 22175
QUAKER FABRIC CORP NEW COM 747399103 41 6000 SH DEF 6 6000
QUALCOMM INC COM 747525103 4413 105910 SH DEF 3 102510 3400
QUALCOMM INC COM 747525103 13533 325000 SH DEF 9 325000
QUALCOMM INC COM 747525103 624 14987 SH DEF 2 11079 0 3908
QUALCOMM INC COM 747525103 185 4433 SH DEF 10 3058 1375
QUALCOMM INC COM 747525103 6 100 SH DEF 13 100
QUALCOMM INC COM 747525103 3387 71314 SH DEF 11 71314
QUALCOMM INC COM 747525103 447 10723 SH DEF 8 10723
QUALITY SYS INC COM 747582104 964 20152 SH DEF 11 20152
QUANEX CORP COM 747620102 10409 309800 SH DEF 6 300000 9800
QUANEX CORP COM 747620102 18984 565010 SH DEF 3 438360 126650
QUANEX CORP COM 747620102 6 170 SH DEF 10 170
QUANTUM CORP COM DSSG 747906204 4 1410 SH DEF 4 1410
QUANTUM CORP COM DSSG 747906204 51 16600 SH DEF 5 16600
QUANTUM CORP COM DSSG 747906204 360 115758 SH DEF 11 115758
QUEBECOR WORLD INC COM NON-VTG 748203106 1890 100600 SH DEF 13 100600
QUEST DIAGNOSTICS INC COM 74834L100 1225 20200 SH DEF 8 2900 17300
QUEST DIAGNOSTICS INC COM 74834L100 832 12294 SH DEF 11 12294
QUEST DIAGNOSTICS INC COM 74834L100 21 350 SH DEF 2 350 0
QUEST SOFTWARE INC COM 74834T103 238 16000 SH DEF 11 16000
QUESTAR CORP COM 748356102 138 4493 SH DEF 8 4493
QUESTAR CORP COM 748356102 49 1600 SH DEF 2 1600 0
QUESTAR CORP COM 748356102 10512 341180 SH DEF 3 238040 103140
QUESTAR CORP COM 748356102 86 2800 SH DEF 10 1200 1600
QUESTAR CORP COM 748356102 351 11400 SH DEF 5 5800 5600
QUESTAR CORP COM 748356102 19 585 SH DEF 11 585
QUIGLEY CORP COM NEW 74838L304 12 1500 SH DEF 11 1500
QUIKSILVER INC COM 74838C106 4 218 SH DEF 11 218
QUOVADX INC COM 74913K106 11 2000 SH DEF 11 2000
QWEST COMMUNICATIONS INTL IN COM 749121109 3 1000 SH DEF 3 1000
QWEST COMMUNICATIONS INTL IN COM 749121109 59 17209 SH DEF 4 17209
QWEST COMMUNICATIONS INTL IN COM 749121109 20 5796 SH DEF 2 5796 0
QWEST COMMUNICATIONS INTL IN COM 749121109 174309 51267300 SH DEF 7 30704300 20563000
QWEST COMMUNICATIONS INTL IN COM 749121109 17 5000 SH DEF 5000
QWEST COMMUNICATIONS INTL IN COM 749121109 337932 99391781 SH DEF 9 87888193 11503588
QWEST COMMUNICATIONS INTL IN COM 749121109 1 185 SH DEF 1 185
QWEST COMMUNICATIONS INTL IN COM 749121109 57 16710 SH DEF 10 8860 7850
QWEST COMMUNICATIONS INTL IN COM 749121109 623 183306 SH DEF 5 130000 53306
QWEST COMMUNICATIONS INTL IN COM 749121109 1474 417697 SH DEF 11 417697
R & B INC COM 749124103 927 72000 SH DEF 6 68700 3300
R & G FINANCIAL CORP CL B 749136107 28593 979210 SH DEF 3 761000 218210
R H DONNELLEY CORP COM NEW 74955W307 8801 217800 SH DEF 6 215000 2800
R H DONNELLEY CORP COM NEW 74955W307 90 2224 SH DEF 2 2224 0
R H DONNELLEY CORP COM NEW 74955W307 81 1886 SH DEF 11 1886
R H DONNELLEY CORP COM NEW 74955W307 263 6500 SH DEF 8 6500
RADA ELECTR INDS LTD SHS NEW M81863108 0 360 SH DEF 11 360
RADIAN GROUP INC COM 750236101 2175 48992 SH DEF 6 48992
RADIAN GROUP INC COM 750236101 69 1555 SH DEF 2 1555 0
RADIAN GROUP INC COM 750236101 169 3198 SH DEF 11 3198
RADIAN GROUP INC COM 750236101 13331 300244 SH DEF 7 201744 98500
RADIAN GROUP INC COM 750236101 2 55 SH DEF 10 55
RADIAN GROUP INC COM 750236101 111000 2500000 SH DEF 9 2500000
RADIANT SYSTEMS INC COM 75025N102 9 1400 SH DEF 11 1400
RADIO ONE INC CL A 75040P108 16 1000 SH DEF 11 1000
RADIOLOGIX INC COM 75040K109 322 105300 SH DEF 6 105300
RADIOSHACK CORP COM 750438103 15923 560480 SH DEF 3 463180 97300
RADIOSHACK CORP COM 750438103 1751 58389 SH DEF 11 58389
RADISYS CORP COM 750459109 4207 233320 SH DEF 3 182650 50670
RADWARE LTD ORD M81873107 20 1100 SH DEF 3 1100
RADYNE COMSTREAM INC COM NEW 750611402 4 500 SH DEF 11 500
RAILAMERICA INC COM 750753105 53 5030 SH DEF 11 5030
RAINBOW TECHNOLOGIES INC COM 750862104 4915 537720 SH DEF 3 338670 199050
RAINDANCE COMM COM 75086X106 3 1000 SH DEF 11 1000
RAIT INVT TR COM 749227104 12 500 SH DEF 11 500
RALCORP HLDGS INC NEW COM 751028101 5736 207090 SH DEF 3 148640 58450
RAMBUS INC DEL COM 750917106 62 3700 SH DEF 2 1700 0 2000
RAMBUS INC DEL COM 750917106 72 2900 SH DEF 11 2900
RAMTRON INTL CORP COM NEW 751907304 1 400 SH DEF 2 400 0
RAMTRON INTL CORP COM NEW 751907304 0 100 SH DEF 11 100
RANGE RES CORP COM 75281A109 4145 606000 SH DEF 6 580900 25100
RARE HOSPITALITY INTL INC COM 753820109 0 10 SH DEF 11 10
RAVEN INDS INC COM 754212108 118 4500 SH DEF 11 4500
RAYMOND JAMES FINANCIAL INC COM 754730109 360 8832 SH DEF 11 8832
RAYONIER INC COM 754907103 345 8197 SH DEF 11 8197
RAYONIER INC COM 754907103 6 150 SH DEF 1 150
RAYONIER INC COM 754907103 35 870 SH DEF 2 870 0
RAYOVAC CORP COM 755081106 9261 634300 SH DEF 6 613200 21100
RAYOVAC CORP COM 755081106 15 900 SH DEF 11 900
RAYOVAC CORP COM 755081106 38 2600 SH DEF 3 100 2500
RAYTHEON CO COM NEW 755111507 30031 1070702 SH DEF 6 1004932 65770
RAYTHEON CO COM NEW 755111507 282 10076 SH DEF 2 10076 0
RAYTHEON CO COM NEW 755111507 8 SH DEF 1 8
RAYTHEON CO COM NEW 755111507 39 1403 SH DEF 10 138 890 375
RAYTHEON CO COM NEW 755111507 1597 60303 SH DEF 11 60303
RC2 CORP COM 749388104 7784 401525 SH DEF 6 396955 100 4470
RC2 CORP COM 749388104 979 50700 SH DEF 3 50700
RCM TECHNOLOGIES INC COM NEW 749360400 571 117900 SH DEF 6 112800 5100
RCN CORP COM 749361101 59 42958 SH DEF 11 42958
RCN CORP COM 749361101 12 6536 SH DEF 4 6536
READERS DIGEST ASSN INC COM 755267101 25930 1853500 SH DEF 6 1793900 59600
READERS DIGEST ASSN INC COM 755267101 131 8908 SH DEF 11 8908
REAL ESTATE INCOME FUND INC COM 755881109 83 4952 SH DEF 11 4952
REALNETWORKS INC COM 75605L104 56 8390 SH DEF 11 8390
REALTY INCOME CORP COM 756109104 318 8070 SH DEF 11 8070
RECKSON ASSOCS RLTY CORP COM 75621K106 6 250 SH DEF 10 250
RECKSON ASSOCS RLTY CORP COM 75621K106 455 20490 SH DEF 11 20490
RECKSON ASSOCS RLTY CORP CL B 75621K304 140 6267 SH DEF 11 6267
RED HAT INC COM 756577102 4 400 SH DEF 2 400 0
RED HAT INC COM 756577102 103 6840 SH DEF 11 6840
REDBACK NETWORKS INC COM 757209101 0 1100 SH DEF 11 1100
REDLINE PERFORMANCE PRODS IN COM 75763Q101 22 5000 SH DEF 11 5000
REDWOOD TR INC COM 758075402 729 14693 SH DEF 11 14693
REEBOK INTL LTD COM 758110100 289 8640 SH DEF 6 8640
REEBOK INTL LTD COM 758110100 1061 31750 SH DEF 3 14800 16950
REEBOK INTL LTD COM 758110100 404 10363 SH DEF 11 10363
REED ELSEVIER P L C SPONSORED ADR 758205108 3 84 SH DEF 6 84
REEDS JEWELERS INC COM 758341101 0 362 SH DEF 11 362
REGAL BELOIT CORP COM 758750103 33 1620 SH DEF 11 1620
REGAL ENTMT GROUP CL A 758766109 127 6200 SH DEF 11 6200
REGAL ENTMT GROUP CL A 758766109 100 5400 SH DEF 3 5400
REGENCY CTRS CORP COM 758849103 115 3100 SH DEF 11 3100
REGENERATION TECH INC DEL COM 75886N100 61 5100 SH DEF 11 5100
REGENERATION TECH INC DEL COM 75886N100 29 3250 SH DEF 3 2050 1200
REGENERON PHARMACEUTICALS COM 75886F107 11 760 SH DEF 11 760
REGIONS FINL CORP COM 758940100 1249 33982 SH DEF 11 33982
REGIONS FINL CORP COM 758940100 240 7020 SH DEF 2 7020 0
REGIONS FINL CORP COM 758940100 75 2190 SH DEF 6 2190
REGIONS FINL CORP COM 758940100 45 1300 SH DEF 10 1300
REGIS CORP MINN COM 758932107 27151 845820 SH DEF 3 705000 140820
REGIS CORP MINN COM 758932107 7 225 SH DEF 2 0 0 225
REGIS CORP MINN COM 758932107 3998 105155 SH DEF 11 105155
REGISTER COM INC COM 75914G101 6 1200 SH DEF 11 1200
REHABCARE GROUP INC COM 759148109 3286 192700 SH DEF 6 182900 9800
REINSURANCE GROUP AMER INC COM 759351109 110 2700 SH DEF 3 400 2300
REINSURANCE GROUP AMER INC COM 759351109 10941 268500 SH DEF 6 268500
RELIANT RES INC COM 75952B105 54 10536 SH DEF 2 10536 0
RELIANT RES INC COM 75952B105 43 8690 SH DEF 11 8690
REMINGTON OIL & GAS CORP COM 759594302 18 1000 SH DEF 11 1000
RENAISSANCE LEARNING INC COM 75968L105 1856 78630 SH DEF 3 67530 11100
RENAISSANCE RE HLDGS LTD COM G7496G103 189 4199 SH DEF 11 4199
RENAISSANCE RE HLDGS LTD COM G7496G103 16581 363390 SH DEF 6 363390
RENAL CARE GROUP INC COM 759930100 688 20160 SH DEF 3 19590 570
RENAL CARE GROUP INC COM 759930100 188 5015 SH DEF 11 5015
RENT A CTR INC NEW COM 76009N100 19518 605780 SH DEF 3 497805 107975
RENT A CTR INC NEW COM 76009N100 9915 307725 SH DEF 6 307725
RENT A CTR INC NEW COM 76009N100 4 117 SH DEF 2 0 0 117
RENTECH INC COM 760112102 85 116000 SH DEF 11 116000
REPLIGEN CORP COM 759916109 1 200 SH DEF 11 200
REPSOL YPF S A SPONSORED ADR 76026T205 5651 334081 SH DEF 6 271446 62635
REPSOL YPF S A SPONSORED ADR 76026T205 285 17300 SH DEF 2 13800 0 3500
REPUBLIC BANCORP INC COM 760282103 7872 591008 SH DEF 6 587708 3300
REPUBLIC BANCORP INC COM 760282103 4 275 SH DEF 10 275
REPUBLIC BANCORP INC COM 760282103 19 1300 SH DEF 11 1300
REPUBLIC BANCORP KY CL A 760281204 398 19911 SH DEF 11 19911
REPUBLIC FIRST BANCORP INC COM 760416107 740 62700 SH DEF 6 61000 1700
REPUBLIC SVCS INC COM 760759100 602 25882 SH DEF 11 25882
REPUBLIC SVCS INC COM 760759100 13502 596400 SH DEF 7 343100 253300
REPUBLIC SVCS INC COM 760759100 36229 1600200 SH DEF 12 1600200
REPUBLIC SVCS INC COM 760759100 38 1700 SH DEF 3 1700
REPUBLIC SVCS INC COM 760759100 117588 5193800 SH DEF 9 5193800
RES-CARE INC COM 760943100 2367 307417 SH DEF 6 291417 16000
RESEARCH FRONTIERS INC COM 760911107 9 900 SH DEF 11 900
RESEARCH IN MOTION LTD COM 760975102 94 2120 SH DEF 11 2120
RESEARCH IN MOTION LTD COM 760975102 44610 1167800 SH DEF 9 1167800
RESEARCH IN MOTION LTD COM 760975102 57300 1500000 SH DEF 12 1500000
RESEARCH IN MOTION LTD COM 760975102 2938 76900 SH DEF 7 63300 13600
RESEARCH IN MOTION LTD COM 760975102 11761 312000 SH DEF 13 312000
RESORTQUEST INTL INC COM 761183102 3 350 SH DEF 11 350
RESOURCES BANKSHARES CORP COM 76121R104 135 4531 SH DEF 11 4531
RESPIRONICS INC COM 761230101 14329 342555 SH DEF 3 289105 53450
RESTORATION HARDWARE INC DEL COM 760981100 8 1000 SH DEF 11 1000
REUTERS GROUP PLC SPONSORED ADR 76132M102 3057 137319 SH DEF 6 119104 18215
REVLON INC CL A 761525500 1 300 SH DEF 11 300
REX STORES CORP COM 761624105 1817 139223 SH DEF 6 132023 7200
REXAM PLC SP ADR NEW2001 761655406 2671 79050 SH DEF 6 70890 8160
REYNOLDS & REYNOLDS CO CL A 761695105 24 875 SH DEF 2 875 0
REYNOLDS & REYNOLDS CO CL A 761695105 2 90 SH DEF 6 90
REYNOLDS & REYNOLDS CO CL A 761695105 501 18200 SH DEF 5 15400 2800
REYNOLDS & REYNOLDS CO CL A 761695105 219 8076 SH DEF 11 8076
REYNOLDS R J TOB HLDGS INC COM 76182K105 4 100 SH DEF 6 100
REYNOLDS R J TOB HLDGS INC COM 76182K105 46 1170 SH DEF 3 1170
REYNOLDS R J TOB HLDGS INC COM 76182K105 15 380 SH DEF 2 380 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 184 3823 SH DEF 11 3823
RF MICRODEVICES INC COM 749941100 1058 90351 SH DEF 11 90351
RGC RES INC COM 74955L103 28 1200 SH DEF 11 1200
RHODIA SPONSORED ADR 762397107 2382 380043 SH DEF 6 361958 18085
RIGGS NATL CORP WASH DC COM 766570105 392 23749 SH DEF 11 23749
RIGHT MGMT CONSULTANTS INC COM 766573109 696 38500 SH DEF 6 38500
RIGHT MGMT CONSULTANTS INC COM 766573109 10754 594800 SH DEF 3 553465 41335
RIO TINTO PLC SPONSORED ADR 767204100 176 2000 SH DEF 10 2000
RIO TINTO PLC SPONSORED ADR 767204100 4317 49200 SH DEF 2 49200 0
RIO TINTO PLC SPONSORED ADR 767204100 6174 70089 SH DEF 6 65726 4363
RITE AID CORP COM 767754104 488 85222 SH DEF 11 85222
RITE AID CORP COM 767754104 70 13500 SH DEF 2 3500 0 10000
RIVIANA FOODS INC COM 769536103 59 2137 SH DEF 11 2137
RLI CORP COM 749607107 34 1000 SH DEF 11 1000
RLI CORP COM 749607107 6729 204400 SH DEF 1 204400
RMK HIGH INCOME FD INC COM SHS 74963B105 779 50138 SH DEF 11 50138
ROADWAY CORP COM 769742107 13 250 SH DEF 11 250
ROADWAY CORP COM 769742107 9 175 SH DEF 10 175
ROANOKE ELEC STL CORP COM 769841107 8 800 SH DEF 11 800
ROBERT HALF INTL INC COM 770323103 290 12270 SH DEF 11 12270
ROBOTIC VISION SYS INC COM 771074101 44 63500 SH DEF 63500
ROBOTIC VISION SYS INC COM 771074101 35 54930 SH DEF 11 54930
ROCK-TENN CO CL A 772739207 2085 143000 SH DEF 6 139200 3800
ROCKFORD CORP COM 77316P101 162 23500 SH DEF 6 23500
ROCKWELL AUTOMATION INC COM 773903109 1253 47750 SH DEF 10 43095 4655
ROCKWELL AUTOMATION INC COM 773903109 203 6529 SH DEF 11 6529
ROCKWELL AUTOMATION INC COM 773903109 16454 626830 SH DEF 3 512230 114600
ROCKWELL AUTOMATION INC COM 773903109 26 1000 SH DEF 2 1000 0
ROCKWELL COLLINS INC COM 774341101 25 1000 SH DEF 2 1000 0
ROCKWELL COLLINS INC COM 774341101 6 240 SH DEF 6 240
ROCKWELL COLLINS INC COM 774341101 396 15700 SH DEF 8 15700
ROCKWELL COLLINS INC COM 774341101 1285 46813 SH DEF 11 46813
ROFIN SINAR TECHNOLOGIES INC COM 775043102 107 5100 SH DEF 5100
ROFIN SINAR TECHNOLOGIES INC COM 775043102 11853 563910 SH DEF 3 440900 123010
ROFIN SINAR TECHNOLOGIES INC COM 775043102 4 162 SH DEF 11 162
ROGERS COMMUNICATIONS INC CL B 775109200 707 45000 SH DEF 11 45000
ROGERS COMMUNICATIONS INC CL B 775109200 19105 1263200 SH DEF 13 1263200
ROGERS CORP COM 775133101 40 1000 SH DEF 11 1000
ROHM & HAAS CO COM 775371107 30 900 SH DEF 10 900
ROHM & HAAS CO COM 775371107 212 6325 SH DEF 2 6325 0
ROHM & HAAS CO COM 775371107 117 2970 SH DEF 11 2970
ROLLINS INC COM 775711104 11 534 SH DEF 11 534
ROLLINS INC COM 775711104 6754 378580 SH DEF 3 285480 93100
ROSLYN BANCORP INC COM 778162107 28 1207 SH DEF 4 1207
ROSLYN BANCORP INC COM 778162107 5849 248900 SH DEF 6 248900
ROSLYN BANCORP INC COM 778162107 20 760 SH DEF 11 760
ROSS STORES INC COM 778296103 33 655 SH DEF 11 655
ROSS SYS INC COM NEW 778303206 2 100 SH DEF 11 100
ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 3223 312300 SH DEF 3 312300
ROTO ROOTER INC NEW COM 778787101 4 100 SH DEF 2 100 0
ROTO ROOTER INC NEW COM 778787101 0 0 SH DEF 11 0
ROUSE CO PFD CONV SER B 779273309 87 1500 SH DEF 11 1500
ROUSE CO COM 779273101 137 3292 SH DEF 8 3292
ROUSE CO COM 779273101 604 14035 SH DEF 11 14035
ROUSE CO COM 779273101 15 350 SH DEF 10 350
ROUSE CO COM 779273101 45 800 SH DEF 13 800
ROWAN COS INC COM 779382100 666 27810 SH DEF 11 27810
ROWAN COS INC COM 779382100 22 880 SH DEF 6 880
ROWE COS COM 779528108 2 600 SH DEF 11 600
ROXIO INC COM 780008108 10 980 SH DEF 11 980
ROXIO INC COM 780008108 0 5 SH DEF 13 5
ROYAL BANCSHARES PA INC CL A 780081105 2 100 SH DEF 11 100
ROYAL BANCSHARES PA INC CL A 780081105 53 1959 SH DEF 6 1959
ROYAL BK CDA MONTREAL QUE COM 780087102 1755 36417 SH DEF 11 36417
ROYAL BK CDA MONTREAL QUE COM 780087102 88779 2040004 SH DEF 13 2040004
ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 112 4300 SH DEF 10 4300
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 110 4300 SH DEF 10 4300
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 385 12955 SH DEF 11 12955
ROYAL CARIBBEAN CRUISES LTD NOTE 2/0 780153AK8 319 7000 SH DEF 11 7000
ROYAL CARIBBEAN CRUISES LTD NOTE 5/1 780153AM4 2 4000 SH DEF 6 4000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7609 264877 SH DEF 6 259887 4990
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 7044 158714 SH DEF 11 158714
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 1416 32035 SH DEF 8 2739 29296
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 791 17897 SH DEF 1 4142 13755
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 9 200 SH DEF 3 200
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 702 15880 SH DEF 5 14280 1600
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 3384 76557 SH DEF 2 72757 0 3800
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 415 6950 SH DEF 13 6950
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 268 6059 SH DEF 10 1600 3859 600
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 217 4910 SH DEF 4 4910
ROYAL GOLD INC COM 780287108 19 900 SH DEF 11 900
ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 21 2500 SH DEF 11 2500
ROYAL KPN NV SPONSORED ADR 780641205 5579 719623 SH DEF 6 540493 179130
ROYCE FOCUS TR COM 78080N108 110 13600 SH DEF 11 13600
ROYCE MICRO-CAP TR INC COM 780915104 3167 254580 SH DEF 11 254580
ROYCE VALUE TR INC COM 780910105 6137 363151 SH DEF 11 363151
RPM INTL INC COM 749685103 2954 226200 SH DEF 3 206400 19800
RPM INTL INC COM 749685103 40 3050 SH DEF 10 1350 1700
RPM INTL INC COM 749685103 266 18412 SH DEF 11 18412
RPM INTL INC COM 749685103 1105 84615 SH DEF 6 84615
RSA SEC INC COM 749719100 9558 664680 SH DEF 3 597990 66690
RUBY TUESDAY INC COM 781182100 5 200 SH DEF 3 200
RUBY TUESDAY INC COM 781182100 1276 46655 SH DEF 11 46655
RUBY TUESDAY INC COM 781182100 89 3680 SH DEF 2 0 0 3680
RUDDICK CORP COM 781258108 208 13360 SH DEF 3 13360
RUDDICK CORP COM 781258108 14163 911400 SH DEF 6 880000 31400
RUDDICK CORP COM 781258108 85 5300 SH DEF 11 5300
RUSH ENTERPISES INC CL A 781846209 244 35300 SH DEF 6 35300
RUSH ENTERPISES INC CL B 781846308 360 53750 SH DEF 6 51850 1900
RUSSELL CORP COM 782352108 10287 631080 SH DEF 6 612080 19000
RUSSELL CORP COM 782352108 6328 388240 SH DEF 3 375240 13000
RYANAIR HLDGS PLC SPONSORED ADR 783513104 5883 142092 SH DEF 6 137787 4305
RYANS FAMILY STEAK HOUSE INC COM 783519101 9671 756150 SH DEF 6 723150 33000
RYANS FAMILY STEAK HOUSE INC COM 783519101 120 8592 SH DEF 11 8592
RYDER SYS INC COM 783549108 59 2000 SH DEF 10 2000
RYDER SYS INC COM 783549108 791 26370 SH DEF 11 26370
RYDER SYS INC COM 783549108 16 550 SH DEF 6 550
RYERSON TULL INC NEW COM 78375P107 74 9187 SH DEF 11 9187
RYLAND GROUP INC COM 783764103 62 703 SH DEF 11 703
RYLAND GROUP INC COM 783764103 60418 826400 SH DEF 3 682280 144120
S & T BANCORP INC COM 783859101 3402 119380 SH DEF 3 113980 5400
S & T BANCORP INC COM 783859101 12 400 SH DEF 11 400
S R TELECOM INC COM NEW 78464P208 0 94 SH DEF 11 94
S Y BANCORP INC COM 785060104 20 1000 SH DEF 11 1000
S&K FAMOUS BRANDS INC COM 783774102 379 22200 SH DEF 6 20400 1800
S1 CORPORATION COM 78463B101 13 1600 SH DEF 11 1600
SABINE ROYALTY TR UNIT BEN INT 785688102 56 2100 SH DEF 11 2100
SABRE HLDGS CORP CL A 785905100 2739 127440 SH DEF 6 127440
SABRE HLDGS CORP CL A 785905100 13 620 SH DEF 10 620
SABRE HLDGS CORP CL A 785905100 865 39492 SH DEF 11 39492
SABRE HLDGS CORP CL A 785905100 27022 1257400 SH DEF 9 1257400
SABRE HLDGS CORP CL A 785905100 2832 131800 SH DEF 7 116400 15400
SAFECO CORP COM 786429100 25 700 SH DEF 10 700
SAFECO CORP COM 786429100 2055 55985 SH DEF 11 55985
SAFECO CORP COM 786429100 48 1360 SH DEF 6 1360
SAFECO CORP COM 786429100 2578 73110 SH DEF 2 73110 0
SAFEGUARD SCIENTIFICS INC COM 786449108 52 13540 SH DEF 11 13540
SAFENET INC COM 78645R107 -50 -1486 SH DEF 11 -1486
SAFEWAY INC COM NEW 786514208 7 325 SH DEF 4 325
SAFEWAY INC COM NEW 786514208 906 39480 SH DEF 6 39480
SAFEWAY INC COM NEW 786514208 179 7793 SH DEF 10 1250 143 6400
SAFEWAY INC COM NEW 786514208 570 27014 SH DEF 11 27014
SAFEWAY INC COM NEW 786514208 842 36715 SH DEF 5 24115 12600
SAFEWAY INC COM NEW 786514208 2443 106500 SH DEF 7 106500
SAFEWAY INC COM NEW 786514208 3037 132401 SH DEF 2 127754 0 4647
SAGA COMMUNICATIONS CL A 786598102 12 656 SH DEF 11 656
SAKS INC COM 79377W108 721 51855 SH DEF 11 51855
SALISBURY BANCORP INC COM 795226109 45 1350 SH DEF 11 1350
SALIX PHARMACEUTICALS INC COM 795435106 99 5000 SH DEF 11 5000
SALOMON BR EMRG MKT FLT RTE COM 794912105 10 800 SH DEF 11 800
SALOMON BR EMRG MKTS INC II. COM 794910109 94 6000 SH DEF 11 6000
SALOMON BR GLBL PRTNRS INC F COM 794914101 45 3150 SH DEF 11 3150
SALOMON BROS 2008 WORLDWIDE COM 79548R103 251 23029 SH DEF 11 23029
SALOMON BROS GLBL HIGH INC F COM 79550G102 50 3400 SH DEF 11 3400
SALOMON BROS HIGH INCOME FD COM 794907105 502 40457 SH DEF 11 40457
SALOMON BROS HIGH INCOME FD COM 79547Q106 142 12500 SH DEF 11 12500
SALOMON BROS WORLDWIDE INCOM COM 79548T109 358 22400 SH DEF 11 22400
SALOMON BROTHERS FD INC COM 795477108 102 8972 SH DEF 11 8972
SALTON INC COM 795757103 1490 149700 SH DEF 6 142700 7000
SALTON INC COM 795757103 4 400 SH DEF 11 400
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 114 6150 SH DEF 11 6150
SAN PAOLO-IMI S P A SPONSORED ADR 799175104 213 10673 SH DEF 2 9776 0 897
SANCHEZ COMPUTER ASSOCS INC COM 799702105 113 29000 SH DEF 11 29000
SANDERSON FARMS INC COM 800013104 941 29900 SH DEF 6 29900
SANDERSON FARMS INC COM 800013104 374 11900 SH DEF 3 11900
SANDERSON FARMS INC COM 800013104 25 725 SH DEF 11 725
SANDISK CORP COM 80004c101 60 935 SH DEF 4 935
SANDISK CORP COM 80004C101 498 7810 SH DEF 3 4100 3710
SANDISK CORP COM 80004C101 1175 14577 SH DEF 11 14577
SANDISK CORP COM 80004C101 21 330 SH DEF 2 0 0 330
SANDY SPRING BANCORP INC COM 800363103 1300 36036 SH DEF 11 36036
SANDY SPRING BANCORP INC COM 800363103 4299 132200 SH DEF 1 132200
SANFILIPPO JOHN B & SON INC COM 800422107 1280 60200 SH DEF 6 58000 2200
SANGAMO BIOSCIENCES INC COM 800677106 20 4100 SH DEF 11 4100
SANMINA SCI CORP COM 800907107 276 28550 SH DEF 5 18650 9900
SANMINA SCI CORP COM 800907107 4 400 SH DEF 4 400
SANMINA SCI CORP COM 800907107 250 23678 SH DEF 11 23678
SANMINA SCI CORP COM 800907107 5 500 SH DEF 3 500
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 62 2050 SH DEF 2 2050 0
SAPIENT CORP COM 803062108 3 600 SH DEF 11 600
SAPPI LTD SPON ADR NEW 803069202 33073 2459046 SH DEF 6 2395517 63529
SARA LEE CORP COM 803111103 4452 242490 SH DEF 3 241990 500
SARA LEE CORP COM 803111103 12 500 SH DEF 13 500
SARA LEE CORP COM 803111103 1328 72323 SH DEF 8 3800 68523
SARA LEE CORP COM 803111103 77 4200 SH DEF 10 4200
SARA LEE CORP COM 803111103 29789 1620226 SH DEF 6 1579311 40915
SARA LEE CORP COM 803111103 5409 271377 SH DEF 11 271377
SARA LEE CORP COM 803111103 607 33039 SH DEF 5 32839 200
SARA LEE CORP COM 803111103 1718 93549 SH DEF 2 93549 0
SATCON TECHNOLOGY CORP COM 803893106 3 1000 SH DEF 11 1000
SAUER-DANFOSS INC COM 804137107 4 300 SH DEF 11 300
SAUL CTRS INC COM 804395101 66 2500 SH DEF 10 2500
SAUL CTRS INC COM 804395101 595 21870 SH DEF 11 21870
SAVIENT PHARMACEUTICALS INC COM 80517Q100 2576 510000 SH DEF 3 412900 97100
SAVIENT PHARMACEUTICALS INC COM 80517Q100 4 600 SH DEF 11 600
SBA COMMUNICATIONS CORP COM 78388J106 132 32500 SH DEF 11 32500
SBC COMMUNICATIONS INC COM 78387G103 528 23743 SH DEF 5 17764 5979
SBC COMMUNICATIONS INC COM 78387G103 4710 156774 SH DEF 13 156774
SBC COMMUNICATIONS INC COM 78387G103 606 27258 SH DEF 1 600 26658
SBC COMMUNICATIONS INC COM 78387G103 355 15940 SH DEF 8 3355 12585
SBC COMMUNICATIONS INC COM 78387G103 11359 510507 SH DEF 2 496318 0 14189
SBC COMMUNICATIONS INC COM 78387G103 9664 402991 SH DEF 11 402991
SBC COMMUNICATIONS INC COM 78387G103 792 35614 SH DEF 10 22717 4797 8100
SBC COMMUNICATIONS INC COM 78387G103 18656 838301 SH DEF 6 773374 64927
SBC COMMUNICATIONS INC COM 78387g103 41 1846 SH DEF 4 1846
SBC COMMUNICATIONS INC COM 78387G103 9857 443015 SH DEF 3 366001 77014
SBS TECHNOLOGIES INC COM 78387P103 1 100 SH DEF 11 100
SCANA CORP NEW COM 80589M102 8491 247920 SH DEF 3 155170 92750
SCANA CORP NEW COM 80589M102 98 2852 SH DEF 10 1126 1726
SCANA CORP NEW COM 80589M102 17 510 SH DEF 2 510 0
SCANA CORP NEW COM 80589M102 36 1040 SH DEF 6 1040
SCANA CORP NEW COM 80589M102 1911 55716 SH DEF 11 55716
SCANSOFT INC COM 80603P107 7 1200 SH DEF 11 1200
SCANSOURCE INC COM 806037107 39 900 SH DEF 11 900
SCHEIN HENRY INC COM 806407102 40 700 SH DEF 4 700
SCHEIN HENRY INC COM 806407102 403 7100 SH DEF 3 3700 3400
SCHEIN HENRY INC COM 806407102 31 500 SH DEF 11 500
SCHERING A G SPONSORED ADR 806585204 5123 115988 SH DEF 6 108898 7090
SCHERING PLOUGH CORP COM 806605101 5565 364435 SH DEF 11 364435
SCHERING PLOUGH CORP COM 806605101 2392 156924 SH DEF 3 153424 3500
SCHERING PLOUGH CORP COM 806605101 81 5300 SH DEF 4 5300
SCHERING PLOUGH CORP COM 806605101 87 5680 SH DEF 10 5573 107
SCHERING PLOUGH CORP COM 806605101 973 63868 SH DEF 2 61604 0 2264
SCHERING PLOUGH CORP COM 806605101 4 200 SH DEF 13 200
SCHERING PLOUGH CORP COM 806605101 894 58678 SH DEF 6 58678
SCHLUMBERGER LTD COM 806857108 4933 105023 SH DEF 11 105023
SCHLUMBERGER LTD COM 806857108 524 10826 SH DEF 3 9526 1300
SCHLUMBERGER LTD COM 806857108 361 7450 SH DEF 1 7450
SCHLUMBERGER LTD COM 806857108 378 7815 SH DEF 5 7100 715
SCHLUMBERGER LTD COM 806857108 4915 75200 SH DEF 13 75200
SCHLUMBERGER LTD COM 806857108 692 14305 SH DEF 10 7215 7090
SCHLUMBERGER LTD COM 806857108 3359 69391 SH DEF 2 68691 0 700
SCHLUMBERGER LTD COM 806857108 1580 32637 SH DEF 8 400 32237
SCHLUMBERGER LTD COM 806857108 3040 62814 SH DEF 6 62814
SCHNITZER STL INDS CL A 806882106 10860 360800 SH DEF 3 357600 3200
SCHOLASTIC CORP COM 807066105 33 1130 SH DEF 1 1130
SCHOLASTIC CORP COM 807066105 5 150 SH DEF 11 150
SCHOOL SPECIALTY INC COM 807863105 7587 268945 SH DEF 6 257045 11900
SCHULMAN A INC COM 808194104 376 19790 SH DEF 11 19790
SCHULMAN A INC COM 808194104 345 21730 SH DEF 3 9930 11800
SCHWAB CHARLES CORP NEW COM 808513105 904 75874 SH DEF 8 75874
SCHWAB CHARLES CORP NEW COM 808513105 356 26263 SH DEF 11 26263
SCHWAB CHARLES CORP NEW COM 808513105 2701 226757 SH DEF 2 226757 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 6926 274300 SH DEF 6 264700 9600
SCICLONE PHARMACEUTICALS INC COM 80862K104 942 117724 SH DEF 3 117724
SCICLONE PHARMACEUTICALS INC COM 80862K104 3414 427800 SH DEF 11 427800
SCIENTIFIC ATLANTA INC COM 808655104 1430 48306 SH DEF 11 48306
SCIENTIFIC ATLANTA INC COM 808655104 187 6000 SH DEF 2 1000 0 5000
SCIENTIFIC ATLANTA INC COM 808655104 1714 55010 SH DEF 6 55010
SCIENTIFIC ATLANTA INC COM 808655104 296 9500 SH DEF 5 9500
SCIENTIFIC GAMES CORP CL A 80874P109 121 9100 SH DEF 11 9100
SCIQUEST INC COM NEW 80908Q404 1 266 SH DEF 11 266
SCITEX LTD ORD 809090103 21 4875 SH DEF 11 4875
SCO GROUP INC COM 78403A106 46 2700 SH DEF 11 2700
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 5 206 SH DEF 2 206 0
SCOTTS CO CL A 810186106 301 5500 SH DEF 2 5500 0
SCOTTS CO CL A 810186106 673 11650 SH DEF 11 11650
SCP POOL CORP COM 784028102 79 2250 SH DEF 11 2250
SCP POOL CORP COM 784028102 1676 60210 SH DEF 3 58455 1755
SCRIPPS E W CO OHIO CL A 811054204 408 4800 SH DEF 5 4800
SCRIPPS E W CO OHIO CL A 811054204 261 3071 SH DEF 2 3071 0
SCS TRANSN INC COM 81111T102 2475 163930 SH DEF 3 159730 4200
SCUDDER GLOBAL HIGH INCOME F COM 81115E101 4 500 SH DEF 11 500
SCUDDER HIGH INCOME TR SH BEN INT 811153105 209 29890 SH DEF 11 29890
SCUDDER INTER GOVT TR SH BEN INT 811163104 80 11753 SH DEF 11 11753
SCUDDER MULTI-MARKET INCOME SH BEN INT 81118Q101 95 11275 SH DEF 11 11275
SCUDDER RREEF REAL EST FD II COM 81119R108 401 26345 SH DEF 11 26345
SCUDDER RREEF REAL ESTATE FD COM 81119Q100 243 13549 SH DEF 11 13549
SCUDDER STRATEGIC MUN INCOME COM SH BEN INT 811234103 86 6823 SH DEF 11 6823
SEA CONTAINERS LTD CL A 811371707 44 2835 SH DEF 11 2835
SEA CONTAINERS LTD CL B 811371103 23 1496 SH DEF 11 1496
SEABULK INTL INC COM 81169P101 1 174 SH DEF 11 174
SEACHANGE INTL INC COM 811699107 430 34400 SH DEF 3 34400
SEACOAST BKG CORP FLA COM 811707306 103 5940 SH DEF 1 5940
SEACOAST BKG CORP FLA COM 811707306 19 1100 SH DEF 10 1100
SEACOAST BKG CORP FLA COM 811707306 1642 92756 SH DEF 11 92756
SEACOAST FINL SVCS CORP COM 81170Q106 77 3000 SH DEF 11 3000
SEAGATE TECHNOLOGY SHS G7945J104 641 27900 SH DEF 11 27900
SEAGATE TECHNOLOGY SHS G7945J104 14303 520220 SH DEF 6 429160 91060
SEALED AIR CORP NEW COM 81211k100 86 1819 SH DEF 4 1819
SEALED AIR CORP NEW COM 81211K100 33 625 SH DEF 11 625
SEALED AIR CORP NEW COM 81211K100 24 500 SH DEF 2 500 0
SEARS ROEBUCK & CO COM 812387108 68 1552 SH DEF 2 1552 0
SEARS ROEBUCK & CO COM 812387108 8280 188261 SH DEF 6 159606 28655
SEARS ROEBUCK & CO COM 812387108 1008 19150 SH DEF 11 19150
SEARS ROEBUCK & CO COM 812387108 565 12930 SH DEF 5 8380 4550
SEATTLE GENETICS INC COM 812578102 380 62500 SH DEF 62500
SEATTLE GENETICS INC COM 812578102 841 140851 SH DEF 11 140851
SECOND BANCORP INC COM 813114105 2053 75356 SH DEF 6 70996 4360
SECURE COMPUTING CORP COM 813705100 18 1250 SH DEF 11 1250
SEI INVESTMENTS CO COM 784117103 199 6840 SH DEF 11 6840
SELECT COMFORT CORP COM 81616X103 2804 105640 SH DEF 3 102450 3190
SELECT MEDICAL CORP COM 816196109 1511 52470 SH DEF 3 50920 1550
SELECT MEDICAL CORP COM 816196109 17 500 SH DEF 11 500
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 131 6000 SH DEF 2 6000 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 318 14412 SH DEF 11 14412
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 138 4931 SH DEF 11 4931
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 216 7961 SH DEF 11 7961
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 48 2009 SH DEF 11 2009
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 39 1575 SH DEF 11 1575
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 42 1743 SH DEF 11 1743
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 484 24654 SH DEF 11 24654
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 29 1372 SH DEF 11 1372
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 27 889 SH DEF 11 889
SELECTIVE INS GROUP INC COM 816300107 16 550 SH DEF 10 550
SELECTIVE INS GROUP INC COM 816300107 9 300 SH DEF 11 300
SELIGMAN QUALITY MUN FD INC COM 816343107 2 135 SH DEF 11 135
SELIGMAN SELECT MUN FD INC COM 816344105 72 6700 SH DEF 11 6700
SEMCO ENERGY INC COM 78412D109 33 7200 SH DEF 6 7200
SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 450 10800 SH DEF 11 10800
SEMOTUS SOLUTIONS INC COM 81684P107 2 2600 SH DEF 11 2600
SEMPRA ENERGY COM 816851109 60 2040 SH DEF 6 2040
SEMPRA ENERGY INCOME EQTY UT 816851208 7081 190000 SH DEF 13 190000
SEMPRA ENERGY COM 816851109 29 990 SH DEF 10 990
SEMPRA ENERGY COM 816851109 3280 111700 SH DEF 3 111700
SEMPRA ENERGY COM 816851109 434 15619 SH DEF 11 15619
SENECA FOODS CORP NEW CL B 817070105 8 400 SH DEF 11 400
SENIOR HIGH INCOME PORTFOLIO COM 81721E107 153 24805 SH DEF 11 24805
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1894 127194 SH DEF 11 127194
SENSIENT TECHNOLOGIES CORP COM 81725T100 447 21300 SH DEF 5 19300 2000
SENSIENT TECHNOLOGIES CORP COM 81725T100 822 42810 SH DEF 11 42810
SENSIENT TECHNOLOGIES CORP COM 81725T100 29 1400 SH DEF 2 1400 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 10065 479300 SH DEF 6 468000 11300
SENSYTECH INC COM 81726S101 10 600 SH DEF 3 600
SEPRACOR INC COM 817315104 16 600 SH DEF 11 600
SEPRACOR INC COM 817315104 11121 403800 SH DEF 7 172600 231200
SEQUA CORPORATION CL A 817320104 1 14 SH DEF 11 14
SEROLOGICALS CORP COM 817523103 12090 919390 SH DEF 3 736290 183100
SERVICE CORP INTL COM 817565104 566 116640 SH DEF 11 116640
SERVICE CORP INTL COM 817565104 12115 2651045 SH DEF 6 2557245 93800
SERVICE CORP INTL COM 817565104 1304 285400 SH DEF 3 185700 99700
SERVICE CORP INTL COM 817565104 34 7500 SH DEF 2 7500 0
SERVICEMASTER CO COM 81760N109 556 54200 SH DEF 8 7000 47200
SERVICEMASTER CO COM 81760N109 3028 264005 SH DEF 11 264005
SERVICEMASTER CO COM 81760N109 55 5378 SH DEF 10 5378
SERVICEMASTER CO COM 81760N109 244 23751 SH DEF 2 23451 0 300
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 23 750 SH DEF 11 750
SFBC INTL INC COM 784121105 4826 169730 SH DEF 3 167730 2000
SFBC INTL INC COM 784121105 4 125 SH DEF 11 125
SHARPER IMAGE CORP COM 820013100 6759 291980 SH DEF 3 290210 1770
SHAW COMMUNICATIONS INC CL B CONV 82028K200 230 16500 SH DEF 11 16500
SHAW COMMUNICATIONS INC CL B CONV 82028K200 781 63790 SH DEF 6 1495 62295
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2183 179200 SH DEF 13 179200
SHAW GROUP INC COM 820280105 7207 685700 SH DEF 6 660300 25400
SHAW GROUP INC COM 820280105 309 22645 SH DEF 11 22645
SHELBOURNE PPTYS I INC COM 821373107 0 12 SH DEF 11 12
SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 754 19757 SH DEF 11 19757
SHELL TRANS & TRADING PLC ADR NY SHS NEW 822703609 590 15612 SH DEF 2 15612 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 143 3380 SH DEF 11 3380
SHERWIN WILLIAMS CO COM 824348106 513 15289 SH DEF 11 15289
SHERWIN WILLIAMS CO COM 824348106 321 10900 SH DEF 5 10900
SHERWIN WILLIAMS CO COM 824348106 10606 360630 SH DEF 3 360630
SHERWIN WILLIAMS CO COM 824348106 858 29170 SH DEF 6 29170
SHERWIN WILLIAMS CO COM 824348106 35 1200 SH DEF 2 1200 0
SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106 7793 344126 SH DEF 6 293078 51048
SHOE CARNIVAL INC COM 824889109 465 32500 SH DEF 6 29600 2900
SHOE CARNIVAL INC COM 824889109 9 500 SH DEF 11 500
SHOPKO STORES INC COM 824911101 157 10150 SH DEF 11 10150
SHOPKO STORES INC COM 824911101 8662 577445 SH DEF 6 557845 19600
SHOPKO STORES INC COM 824911101 6197 413130 SH DEF 3 294130 119000
SHORE BANCSHARES INC COM 825107105 400 10557 SH DEF 11 10557
SHUFFLE MASTER INC COM 825549108 1550 50920 SH DEF 11 50920
SHURGARD STORAGE CTRS INC COM 82567D104 612 16916 SH DEF 11 16916
SI INTL INC COM 78427V102 1729 105400 SH DEF 3 104600 800
SI INTL INC COM 78427V102 10 585 SH DEF 11 585
SICOR INC COM 825846108 10 390 SH DEF 11 390
SICOR INC COM 825846108 41 2105 SH DEF 4 2105
SICOR INC COM 825846108 13781 713665 SH DEF 3 561465 152200
SIEBEL SYS INC COM 826170102 91 7260 SH DEF 11 7260
SIEBEL SYS INC COM 826170102 14 1400 SH DEF 1 1400
SIEBEL SYS INC COM 826170102 2 250 SH DEF 2 250 0
SIEMENS A G SPONSORED ADR 826197501 2474 40649 SH DEF 6 39732 917
SIERRA HEALTH SVCS INC COM 826322109 4 192 SH DEF 11 192
SIERRA HEALTH SVCS INC COM 826322109 25108 1221780 SH DEF 3 998050 223730
SIERRA PAC RES NEW COM 826428104 43 7209 SH DEF 11 7209
SIGA TECHNOLOGIES INC COM 826917106 2 600 SH DEF 11 600
SIGMA ALDRICH CORP COM 826552101 1103 21022 SH DEF 11 21022
SIGMA ALDRICH CORP COM 826552101 114 2200 SH DEF 2 2200 0
SIGMA ALDRICH CORP COM 826552101 349 6700 SH DEF 5 6300 400
SIGMA ALDRICH CORP COM 826552101 115 2212 SH DEF 10 2212
SILGAN HOLDINGS INC COM 827048109 8815 275460 SH DEF 3 226110 49350
SILGAN HOLDINGS INC COM 827048109 18741 583784 SH DEF 6 569389 105 14290
SILICON GRAPHICS INC COM 827056102 0 254 SH DEF 11 254
SILICON STORAGE TECHNOLOGY I COM 827057100 164 14700 SH DEF 11 14700
SILICONIX INC COM NEW 827079203 1500 29850 SH DEF 3 27000 2850
SILICONIX INC COM NEW 827079203 8 150 SH DEF 11 150
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 980 247400 SH DEF 3 247400
SILVER STD RES INC COM 82823L106 21 3000 SH DEF 11 3000
SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 2312 100500 SH DEF 6 95100 5400
SIMON PPTY GROUP INC NEW COM 828806109 3470 76968 SH DEF 11 76968
SIMON PPTY GROUP INC NEW COM 828806109 602 11000 SH DEF 13 11000
SIMON PPTY GROUP INC NEW COM 828806109 1460 33493 SH DEF 8 33493
SIMON PPTY GROUP INC NEW COM 828806109 87 2000 SH DEF 2 2000 0
SIMON PPTY GROUP INC NEW PFD CV B 6.50% 828806406 35 300 SH DEF 11 300
SIMON PPTY GROUP INC NEW COM 828806109 22313 512010 SH DEF 3 508210 3800
SIMON PPTY GROUP INC NEW COM 828806109 142 3250 SH DEF 10 2850 400
SIMPSON MANUFACTURING CO INC COM 829073105 74 1650 SH DEF 11 1650
SIMPSON MANUFACTURING CO INC COM 829073105 22 550 SH DEF 3 550
SINA CORP ORD G81477104 4 100 SH DEF 11 100
SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 829226505 65 1445 SH DEF 11 1445
SINCLAIR BROADCAST GROUP INC CL A 829226109 184 15820 SH DEF 11 15820
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 9 400 SH DEF 2 400 0
SIRIUS SATELLITE RADIO INC COM 82966U103 416 228625 SH DEF 6 0 228625
SIRIUS SATELLITE RADIO INC COM 82966U103 192 81860 SH DEF 11 81860
SIRNA THERAPEUTICS INC COM 829669100 30 3864 SH DEF 11 3864
SITEL CORP COM 82980K107 3 1650 SH DEF 11 1650
SIX FLAGS INC COM 83001P109 6 1020 SH DEF 11 1020
SK TELECOM LTD SPONSORED ADR 78440P108 4501 252303 SH DEF 3 242300 10003
SKECHERS U S A INC CL A 830566105 284 38300 SH DEF 6 38300
SKIBO FINL CORP COM 830611109 127 7500 SH DEF 11 7500
SKY FINL GROUP INC COM 83080P103 7 325 SH DEF 10 325
SKY FINL GROUP INC COM 83080P103 17961 797900 SH DEF 3 666360 131540
SKY FINL GROUP INC COM 83080P103 419 17200 SH DEF 11 17200
SKY FINL GROUP INC COM 83080P103 309 13720 SH DEF 6 13720
SKYLINE CORP COM 830830105 3 100 SH DEF 11 100
SKYWEST INC COM 830879102 8461 488528 SH DEF 6 463328 25200
SKYWORKS SOLUTIONS INC COM 83088M102 0 52 SH DEF 6 52
SKYWORKS SOLUTIONS INC COM 83088M102 1302 151712 SH DEF 11 151712
SL GREEN RLTY CORP COM 78440X101 1125 31160 SH DEF 3 26260 4900
SL GREEN RLTY CORP COM 78440X101 11 300 SH DEF 11 300
SLM CORP COM 78442p106 47 1216 SH DEF 4 1216
SLM CORP COM 78442P106 100 2562 SH DEF 10 2475 87
SLM CORP COM 78442P106 302 7755 SH DEF 2 7200 0 555
SLM CORP COM 78442P106 710 18122 SH DEF 11 18122
SM&A COM 78465D105 6 500 SH DEF 11 500
SMALLCAP FD INC COM 831680103 17 1464 SH DEF 11 1464
SMEDVIG A S SPON ADR REP A 83169H105 234 34288 SH DEF 6 1353 32935
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 673 9949 SH DEF 6 3380 6569
SMITH & WOLLENSKY RESTAURANT COM 831758107 42 7600 SH DEF 11 7600
SMITH A O COM 831865209 1 30 SH DEF 11 30
SMITH A O COM 831865209 31 1100 SH DEF 2 1100 0
SMITH INTL INC COM 832110100 1881 52280 SH DEF 10 47680 4600
SMITHFIELD FOODS INC COM 832248108 3469 163159 SH DEF 11 163159
SMITHFIELD FOODS INC COM 832248108 20 1030 SH DEF 6 1030
SMITHFIELD FOODS INC COM 832248108 44 2300 SH DEF 10 2300
SMUCKER J M CO COM NEW 832696405 1334 30484 SH DEF 11 30484
SMUCKER J M CO COM NEW 832696405 17 394 SH DEF 1 394
SMUCKER J M CO COM NEW 832696405 1 32 SH DEF 10 28 4
SMUCKER J M CO COM NEW 832696405 1717 40717 SH DEF 2 40627 0 90
SMURFIT-STONE CONTAINER CORP COM 832727101 27 1830 SH DEF 6 1830
SMURFIT-STONE CONTAINER CORP COM 832727101 59 3785 SH DEF 11 3785
SMURFIT-STONE CONTAINER CORP COM 832727101 665 44500 SH DEF 5 34900 9600
SNAP ON INC COM 833034101 26 950 SH DEF 10 950
SNAP ON INC COM 833034101 686 23380 SH DEF 11 23380
SNAP ON INC COM 833034101 6 200 SH DEF 2 200 0
SNAP ON INC COM 833034101 14 520 SH DEF 6 520
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 80 2000 SH DEF 2 2000 0
SOHU COM INC COM 83408W103 11300 362420 SH DEF 3 238960 123460
SOLA INTL INC COM 834092108 7152 447000 SH DEF 6 436500 10500
SOLECTRON CORP COM 834182107 544 93028 SH DEF 5 71425 21603
SOLECTRON CORP COM 834182107 1 200 SH DEF 6 200
SOLECTRON CORP COM 834182107 3 500 SH DEF 2 500 0
SOLECTRON CORP COM 834182107 80 14465 SH DEF 11 14465
SOLECTRON CORP COM 834182107 385 65800 SH DEF 4 65800
SOLUTIA INC COM 834376105 0 50 SH DEF 10 50
SOLUTIA INC COM 834376105 4 1622 SH DEF 11 1622
SOMERA COMMUNICATION COM 834458101 32 17558 SH DEF 6 17558
SONIC AUTOMOTIVE INC CL A 83545G102 11 500 SH DEF 11 500
SONIC CORP COM 835451105 6 200 SH DEF 11 200
SONIC FDRY INC COM 83545R108 0 200 SH DEF 11 200
SONIC INNOVATIONS INC COM 83545M109 7 1000 SH DEF 11 1000
SONIC SOLUTIONS COM 835460106 13 750 SH DEF 11 750
SONICWALL INC COM 835470105 13 1600 SH DEF 11 1600
SONOCO PRODS CO COM 835495102 1240 58283 SH DEF 11 58283
SONOCO PRODS CO COM 835495102 4599 209540 SH DEF 3 193600 15940
SONOCO PRODS CO COM 835495102 11 500 SH DEF 10 225 275
SONOSITE INC COM 83568G104 0 10 SH DEF 11 10
SONUS NETWORKS INC COM 835916107 2 300 SH DEF 11 300
SONY CORP ADR NEW 835699307 943 27100 SH DEF 2 27100 0
SONY CORP ADR NEW 835699307 40 1150 SH DEF 10 1150
SONY CORP ADR NEW 835699307 45240 1300000 SH DEF 12 1300000
SORRENTO NETWORKS CORP COM NEW 83586Q209 0 40 SH DEF 11 40
SOTHEBYS HLDGS INC CL A 835898107 23 2175 SH DEF 11 2175
SOUNDVIEW TECHNOLOGY GROUP N COM NEW 83611Q406 29 2500 SH DEF 11 2500
SOURCE INTERLINK COS INC COM NEW 836151209 1 100 SH DEF 11 100
SOURCECORP COM 836167106 4425 190141 SH DEF 6 180631 9510
SOURCECORP COM 836167106 1201 51600 SH DEF 3 51600
SOUTH FINL GROUP INC COM 837841105 17296 691010 SH DEF 3 564150 126860
SOUTH FINL GROUP INC COM 837841105 54 2056 SH DEF 11 2056
SOUTH JERSEY INDS INC COM 838518108 787 20800 SH DEF 6 20800
SOUTH JERSEY INDS INC COM 838518108 11 300 SH DEF 11 300
SOUTHERN AFRICA FD INC COM 842157109 22 1400 SH DEF 11 1400
SOUTHERN CMNTY FINL CORP COM 842632101 215 21196 SH DEF 11 21196
SOUTHERN CO COM 842587107 4029 135210 SH DEF 11 135210
SOUTHERN CO COM 842587107 2972 101250 SH DEF 3 73450 27800
SOUTHERN CO COM 842587107 3682 93000 SH DEF 13 93000
SOUTHERN CO COM 842587107 9 300 SH DEF 6 300
SOUTHERN CO COM 842587107 1096 37348 SH DEF 8 2400 34948
SOUTHERN CO COM 842587107 233 7940 SH DEF 10 7340 600
SOUTHERN CO COM 842587107 128 4362 SH DEF 2 3012 0 1350
SOUTHERN FINL BANCORP INC COM 842870107 204 5463 SH DEF 11 5463
SOUTHERN FINL BANCORP INC COM 842870107 486 12350 SH DEF 1 12350
SOUTHERN PAC PETE NL SPONS ADR NEW 843581406 0 68 SH DEF 2 68 0
SOUTHERN UN CO NEW COM 844030106 141 8266 SH DEF 4 8266
SOUTHERN UN CO NEW COM 844030106 41 2335 SH DEF 11 2335
SOUTHTRUST CORP COM 844730101 5 177 SH DEF 6 177
SOUTHTRUST CORP COM 844730101 35 1200 SH DEF 2 1200 0
SOUTHTRUST CORP COM 844730101 94 3200 SH DEF 10 1200 2000
SOUTHTRUST CORP COM 844730101 2378 74654 SH DEF 11 74654
SOUTHTRUST CORP COM 844730101 408 13900 SH DEF 5 9900 4000
SOUTHWEST AIRLS CO COM 844741108 1653 85212 SH DEF 11 85212
SOUTHWEST AIRLS CO COM 844741108 73 4140 SH DEF 2 3700 0 440
SOUTHWEST AIRLS CO COM 844741108 34 1909 SH DEF 10 1332 577
SOUTHWEST BANCORP INC OKLA COM 844767103 1775 105900 SH DEF 6 101400 4500
SOUTHWEST BANCORPORATION TEX COM 84476R109 15 415 SH DEF 10 415
SOUTHWEST BANCORPORATION TEX COM 84476R109 2177 59625 SH DEF 1 59625
SOUTHWEST BANCORPORATION TEX COM 84476R109 155 4310 SH DEF 11 4310
SOUTHWEST GAS CORP COM 844895102 196 8692 SH DEF 11 8692
SOUTHWEST WTR CO COM 845331107 62 4263 SH DEF 11 4263
SOUTHWESTERN ENERGY CO COM 845467109 15599 861810 SH DEF 3 776010 85800
SOVEREIGN BANCORP INC COM 845905108 26 1387 SH DEF 4 1387
SOVEREIGN BANCORP INC COM 845905108 20174 1087550 SH DEF 3 875800 211750
SOVEREIGN BANCORP INC COM 845905108 56 3000 SH DEF 10 3000
SOVEREIGN BANCORP INC COM 845905108 2223 106801 SH DEF 11 106801
SOVEREIGN BANCORP INC COM 845905108 66780 3600000 SH DEF 9 3600000
SOVEREIGN BANCORP INC COM 845905108 4758 256475 SH DEF 1 256475
SOVEREIGN BANCORP INC COM 845905108 4385 236400 SH DEF 7 192600 43800
SOVEREIGN BANCORP INC COM 845905108 8871 478240 SH DEF 6 478240
SOVRAN SELF STORAGE INC COM 84610H108 45 1340 SH DEF 11 1340
SPARTAN MTRS INC COM 846819100 829 90600 SH DEF 6 85900 4700
SPARTECH CORP COM NEW 847220209 5 200 SH DEF 11 200
SPDR TR UNIT SER 1 78462F103 1766 13088 SH DEF 13 13088
SPDR TR UNIT SER 1 78462F103 2513 23863 SH DEF 11 23863
SPDR TR UNIT SER 1 78462F103 545 5457 SH DEF 2 3817 0 1640
SPDR TR UNIT SER 1 78462F103 225 2250 SH DEF 5 2250
SPDR TR UNIT SER 1 78462F103 230 2300 SH DEF 1 2300
SPECTRUM PHARMACEUTICALS INC COM 84763A108 26 3669 SH DEF 11 3669
SPECTRUM SIGNAL PROCESSING I COM 84763F107 27 25500 SH DEF 11 25500
SPEEDWAY MOTORSPORTS INC COM 847788106 91 3100 SH DEF 3 3100
SPEEDWAY MOTORSPORTS INC COM 847788106 13 435 SH DEF 11 435
SPHERION CORP COM 848420105 516 59273 SH DEF 11 59273
SPHERIX INC COM 84842R106 70 10330 SH DEF 11 10330
SPINNAKER EXPL CO COM 84855W109 19183 797065 SH DEF 6 785555 225 11285
SPINNAKER EXPL CO COM 84855W109 32 1266 SH DEF 11 1266
SPORTSMANS GUIDE INC COM NEW 848907200 5 302 SH DEF 11 302
SPRINT CORP COM FON GROUP 852061100 68 4500 SH DEF 10 1600 2900
SPRINT CORP PCS COM SER 1 852061506 262 45700 SH DEF 5 30900 14800
SPRINT CORP COM FON GROUP 852061100 4902 324648 SH DEF 6 314350 10298
SPRINT CORP COM FON GROUP 852061100 704 46650 SH DEF 5 33050 13600
SPRINT CORP COM FON GROUP 852061100 1921 120047 SH DEF 11 120047
SPRINT CORP PCS COM SER 1 852061506 32 5522 SH DEF 2 5522 0
SPRINT CORP COM FON GROUP 852061100 643 42563 SH DEF 2 42563 0
SPRINT CORP PCS COM SER 1 852061506 289 66456 SH DEF 11 66456
SPS TECHNOLOGIES INC COM 784626103 2834 62970 SH DEF 6 62970
SPS TECHNOLOGIES INC COM 784626103 33 660 SH DEF 11 660
SPSS INC COM 78462K102 15 800 SH DEF 11 800
SPSS INC COM 78462K102 1456 86300 SH DEF 3 61100 25200
SPX CORP COM 784635104 120 2503 SH DEF 11 2503
SPX CORP COM 784635104 159 3522 SH DEF 8 3522
SPX CORP COM 784635104 54 1200 SH DEF 3 1200
SPX CORP COM 784635104 471 10410 SH DEF 6 10410
SPX CORP COM 784635104 16 349 SH DEF 2 200 0 149
SRA INTL INC CL A 78464R105 5 113 SH DEF 11 113
SS&C TECHNOLOGIES INC COM 85227Q100 5145 257370 SH DEF 3 248920 8450
ST FRANCIS CAP CORP COM 789374105 3147 106900 SH DEF 6 102000 4900
ST FRANCIS CAP CORP COM 789374105 1342 45600 SH DEF 3 44600 1000
ST JOE CO COM 790148100 1502 45450 SH DEF 11 45450
ST JOE CO COM 790148100 38 1175 SH DEF 10 1175
ST JUDE MED INC COM 790849103 492 8460 SH DEF 11 8460
ST JUDE MED INC COM 790849103 650 12080 SH DEF 2 12080 0
ST JUDE MED INC COM 790849103 436 6000 SH DEF 13 6000
ST MARY LD & EXPL CO COM 792228108 289 11400 SH DEF 2 11400 0
ST MARY LD & EXPL CO COM 792228108 13 500 SH DEF 11 500
ST MARY LD & EXPL CO COM 792228108 2671 105500 SH DEF 3 89030 16470
ST PAUL COS INC COM 792860108 435 11404 SH DEF 11 11404
ST PAUL COS INC COM 792860108 4 112 SH DEF 10 112
ST PAUL COS INC EQUITY UNIT 792860306 32 450 SH DEF 11 450
ST PAUL COS INC COM 792860108 738 19930 SH DEF 6 19930
ST PAUL COS INC COM 792860108 7 200 SH DEF 4 200
STAGE STORES INC COM NEW 85254C305 9221 363048 SH DEF 6 350848 12200
STAGE STORES INC COM NEW 85254C305 70 2740 SH DEF 3 2740
STAKE TECHNOLOGY LTD COM 852559103 24 2500 SH DEF 11 2500
STANCORP FINL GROUP INC COM 852891100 11001 191480 SH DEF 3 161930 29550
STANCORP FINL GROUP INC COM 852891100 5125 89200 SH DEF 6 89200
STANCORP FINL GROUP INC COM 852891100 7044 122617 SH DEF 1 122617
STANDARD COML CORP COM 853258101 2646 143800 SH DEF 6 137100 6700
STANDARD MANAGEMENT CORP COM 853612109 2 420 SH DEF 2 420 0
STANDARD MICROSYSTEMS CORP COM 853626109 25 920 SH DEF 4 920
STANDARD MICROSYSTEMS CORP COM 853626109 1303 48300 SH DEF 3 47300 1000
STANDARD MTR PRODS INC COM 853666105 15 1500 SH DEF 2 1500 0
STANDARD MTR PRODS INC COM 853666105 8 750 SH DEF 11 750
STANDARD PAC CORP NEW COM 85375C101 10 200 SH DEF 11 200
STANDARD PAC CORP NEW COM 85375C101 16994 448395 SH DEF 6 435895 12500
STANDEX INTL CORP COM 854231107 157 6175 SH DEF 11 6175
STANDEX INTL CORP COM 854231107 3371 138685 SH DEF 6 133665 5020
STANLEY FURNITURE INC COM NEW 854305208 2296 74100 SH DEF 6 69900 4200
STANLEY WKS COM 854616109 879 26361 SH DEF 11 26361
STANLEY WKS COM 854616109 1872 63400 SH DEF 8 6300 57100
STANLEY WKS COM 854616109 2748 93100 SH DEF 6 93100
STAPLES INC COM 855030102 165 6950 SH DEF 2 6950 0
STAPLES INC COM 855030102 30576 1282570 SH DEF 3 1258370 24200
STAPLES INC COM 855030102 8 336 SH DEF 10 100 236
STAPLES INC COM 855030102 457 17050 SH DEF 11 17050
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 169 7260 SH DEF 11 7260
STAR SCIENTIFIC INC COM 85517P101 13 7000 SH DEF 11 7000
STARBUCKS CORP COM 855244109 52 1800 SH DEF 2 1800 0
STARBUCKS CORP COM 855244109 46 1600 SH DEF 4 1600
STARBUCKS CORP COM 855244109 20 700 SH DEF 10 700
STARBUCKS CORP COM 855244109 666 21078 SH DEF 11 21078
STARCRAFT CORP COM 855269106 819 24250 SH DEF 3 21550 2700
STARTEK INC COM 85569C107 1524 47610 SH DEF 3 46190 1420
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 5 100 SH DEF 13 100
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 67 1930 SH DEF 6 1930
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 -487 -14424 SH DEF 11 -14424
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 72 2068 SH DEF 2 2068 0
STATE AUTO FINL CORP COM 855707105 13 500 SH DEF 11 500
STATE FINL SVCS CORP CL A 856855101 13 500 SH DEF 11 500
STATE STR CORP COM 857477103 3834 73229 SH DEF 11 73229
STATE STR CORP COM 857477103 32 704 SH DEF 4 704
STATE STR CORP COM 857477103 32176 715028 SH DEF 1 15000 700028
STATE STR CORP COM 857477103 102 2260 SH DEF 2 2260 0
STATE STR CORP COM 857477103 375 8337 SH DEF 10 8176 161
STATE STR CORP COM 857477103 1490 33100 SH DEF 3 33100
STATE STR CORP COM 857477103 398 8850 SH DEF 5 3850 5000
STATEN IS BANCORP INC COM 857550107 32 1600 SH DEF 11 1600
STATEN IS BANCORP INC COM 857550107 10592 544600 SH DEF 3 531900 12700
STATION CASINOS INC COM 857689103 12 400 SH DEF 11 400
STATION CASINOS INC COM 857689103 1285 42000 SH DEF 3 42000
STEAK N SHAKE CO COM 857873103 9 503 SH DEF 11 503
STEEL DYNAMICS INC COM 858119100 14208 934115 SH DEF 6 903315 30800
STEEL DYNAMICS INC COM 858119100 61 4000 SH DEF 3 4000
STEEL TECHNOLOGIES INC COM 858147101 1471 118000 SH DEF 6 112300 5700
STEELCASE INC CL A 858155203 6 500 SH DEF 6 500
STEELCASE INC CL A 858155203 15 1300 SH DEF 11 1300
STEIN MART INC COM 858375108 1 200 SH DEF 11 200
STEINER LEISURE LTD ORD P8744Y102 51 3700 SH DEF 11 3700
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 1897 106900 SH DEF 6 101500 5400
STELMAR SHIPPING LTD COM V8726M103 187 10700 SH DEF 3 10700
STEMCELLS INC COM 85857R105 5 3000 SH DEF 11 3000
STEPAN CO COM 858586100 2248 98700 SH DEF 6 94800 3900
STERIS CORP COM 859152100 60 2622 SH DEF 2 2622 0
STERIS CORP COM 859152100 22092 959705 SH DEF 3 845155 114550
STERIS CORP COM 859152100 3 150 SH DEF 11 150
STERLING BANCSHARES INC COM 858907108 752 63030 SH DEF 3 48830 14200
STERLING BANCSHARES INC COM 858907108 97 8400 SH DEF 11 8400
STERLING FINL CORP COM 859317109 335 13200 SH DEF 3 13200
STERLING FINL CORP COM 859317109 216 7607 SH DEF 11 7607
STERLING FINL CORP WASH COM 859319105 4 138 SH DEF 11 138
STERLING FINL CORP WASH COM 859319105 3815 135538 SH DEF 6 128498 7040
STEWART & STEVENSON SVCS INC COM 860342104 1173 70175 SH DEF 11 70175
STEWART & STEVENSON SVCS INC COM 860342104 11 700 SH DEF 3 700
STEWART ENTERPRISES INC CL A 860370105 42 10335 SH DEF 11 10335
STEWART ENTERPRISES INC CL A 860370105 7693 2024500 SH DEF 6 1956700 67800
STEWART INFORMATION SVCS COR COM 860372101 9014 319200 SH DEF 6 310500 8700
STEWART INFORMATION SVCS COR COM 860372101 3446 122030 SH DEF 3 121080 950
STILLWATER MNG CO COM 86074Q102 34 4800 SH DEF 11 4800
STILLWATER MNG CO COM 86074Q102 7 872 SH DEF 13 872
STMICROELECTRONICS N V NY REGISTRY 861012102 55 2082 SH DEF 11 2082
STONE ENERGY CORP COM 861642106 12775 362100 SH DEF 6 349500 12600
STONE ENERGY CORP COM 861642106 19769 560340 SH DEF 3 456040 104300
STONE ENERGY CORP COM 861642106 890 24635 SH DEF 11 24635
STONE ENERGY CORP COM 861642106 1315 37276 SH DEF 2 37276 0
STONERIDGE INC COM 86183P102 1483 100800 SH DEF 6 94900 5900
STONERIDGE INC COM 86183P102 156 10600 SH DEF 3 10600
STORA ENSO CORP SPON ADR REP R 86210M106 9731 795000 SH DEF 5 795000
STORA ENSO CORP SPON ADR REP R 86210M106 12341 1008484 SH DEF 6 946732 61752
STORAGE COMPUTER CORP COM 86211A101 14 29700 SH DEF 11 29700
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 198 8213 SH DEF 11 8213
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 28404 1176650 SH DEF 3 971850 204800
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 287 11900 SH DEF 6 11900
STRATEGIC DISTR INC COM NEW 862701307 0 3 SH DEF 11 3
STRATOS LIGHTWAVE INC COM NEW 863100202 1 83 SH DEF 11 83
STRATTEC SEC CORP COM 863111100 9 168 SH DEF 11 168
STRATTEC SEC CORP COM 863111100 24 500 SH DEF 2 500 0
STRATTEC SEC CORP COM 863111100 1629 34300 SH DEF 6 32000 2300
STRATUS PPTYS INC COM NEW 863167201 4 377 SH DEF 11 377
STRAYER ED INC COM 863236105 646 6598 SH DEF 11 6598
STREETTRACKS SER TR DJ SML CAP VAL 86330E406 559 3660 SH DEF 11 3660
STRIDE RITE CORP COM 863314100 250 20750 SH DEF 11 20750
STRYKER CORP COM 863667101 45 600 SH DEF 4 600
STRYKER CORP COM 863667101 1648 20317 SH DEF 11 20317
STRYKER CORP COM 863667101 3409 45267 SH DEF 10 37821 6770 676
STRYKER CORP COM 863667101 19834 263369 SH DEF 1 9200 254169
STRYKER CORP COM 863667101 105 1400 SH DEF 2 1400 0
STUDENT LN CORP COM 863902102 326 2515 SH DEF 11 2515
STURGIS BANCORP INC COM 864087101 13 1100 SH DEF 11 1100
STURM RUGER & CO INC COM 864159108 24 2121 SH DEF 11 2121
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 506 17159 SH DEF 11 17159
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 0 1 SH DEF 13 1
SUFFOLK BANCORP COM 864739107 0 4 SH DEF 11 4
SUMMA INDS COM 86562T105 378 52000 SH DEF 6 50200 1800
SUMMIT AMER TELEVISION INC COM 86600T109 2 500 SH DEF 11 500
SUMMIT PPTYS INC COM 866239106 73 3200 SH DEF 10 1375 1825
SUMMIT PPTYS INC COM 866239106 203 9096 SH DEF 11 9096
SUMMIT PPTYS INC COM 866239106 1678 73850 SH DEF 8 3400 70450
SUN BANCORP INC COM 866634108 7 368 SH DEF 11 368
SUN BANCORP INC COM 86663B102 2800 127250 SH DEF 1 127250
SUN COMMUNITIES INC COM 866674104 26 650 SH DEF 10 650
SUN COMMUNITIES INC COM 866674104 26 650 SH DEF 2 650 0
SUN HYDRAULICS CORP COM 866942105 1 200 SH DEF 11 200
SUN LIFE FINL INC COM 866796105 15 606 SH DEF 11 606
SUN LIFE FINL INC COM 866796105 1718 79350 SH DEF 3 69350 10000
SUN LIFE FINL INC COM 866796105 18577 875474 SH DEF 13 875474
SUN MICROSYSTEMS INC COM 866810104 177 53361 SH DEF 8 515 52846
SUN MICROSYSTEMS INC COM 866810104 8288 2503844 SH DEF 4 2503844
SUN MICROSYSTEMS INC COM 866810104 2 400 SH DEF 13 400
SUN MICROSYSTEMS INC COM 866810104 3894 1176531 SH DEF 5 658800 517731
SUN MICROSYSTEMS INC COM 866810104 800 241650 SH DEF 2 221350 0 20300
SUN MICROSYSTEMS INC COM 866810104 1 400 SH DEF 6 400
SUN MICROSYSTEMS INC COM 866810104 33 10000 SH DEF 10000
SUN MICROSYSTEMS INC COM 866810104 2090 527882 SH DEF 11 527882
SUN MICROSYSTEMS INC COM 866810104 73 21962 SH DEF 10 8244 6718 7000
SUNCOR ENERGY INC COM 867229106 111 5294 SH DEF 11 5294
SUNCOR ENERGY INC COM 867229106 35375 1934250 SH DEF 13 1934250
SUNGARD DATA SYS INC COM 867363103 15 575 SH DEF 10 575
SUNGARD DATA SYS INC COM 867363103 1566 55830 SH DEF 11 55830
SUNGARD DATA SYS INC COM 867363103 3247 123401 SH DEF 2 123401 0
SUNOCO INC COM 86764P109 9 228 SH DEF 2 0 0 228
SUNOCO INC COM 86764P109 29 710 SH DEF 6 710
SUNOCO INC COM 86764P109 20 500 SH DEF 10 500
SUNOCO INC COM 86764P109 137 3400 SH DEF 3 3400
SUNOCO INC COM 86764P109 170 3880 SH DEF 11 3880
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 111 3284 SH DEF 11 3284
SUNRISE SENIOR LIVING INC COM 86768K106 1891 72100 SH DEF 3 72100
SUNRISE SENIOR LIVING INC COM 86768K106 6199 214485 SH DEF 11 214485
SUNRISE SENIOR LIVING INC COM 86768K106 11276 429900 SH DEF 6 417100 12800
SUNRISE SENIOR LIVING INC COM 86768K106 1443 55000 SH DEF
SUNRISE SENIOR LIVING INC COM 86768K106 307 11700 SH DEF 8 11700
SUNTRUST BKS INC COM 867914103 1642 27200 SH DEF 3 27200
SUNTRUST BKS INC COM 867914103 426 6867 SH DEF 6 6867
SUNTRUST BKS INC COM 867914103 477 7900 SH DEF 2 7900 0
SUNTRUST BKS INC COM 867914103 5258 87102 SH DEF 1 87102
SUNTRUST BKS INC COM 867914103 50 822 SH DEF 10 822
SUNTRUST BKS INC COM 867914103 10858 161890 SH DEF 11 161890
SUNTRUST BKS INC COM 867914103 317 5250 SH DEF 5 4750 500
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 1 100 SH DEF 11 100
SUPERGEN INC COM 868059106 31 3000 SH DEF 11 3000
SUPERIOR ENERGY SVCS INC COM 868157108 2257 230280 SH DEF 3 218730 11550
SUPERIOR ENERGY SVCS INC COM 868157108 20 2250 SH DEF 11 2250
SUPERIOR INDS INTL INC COM 868168105 112 2635 SH DEF 11 2635
SUPERIOR UNIFORM GP INC COM 868358102 199 12500 SH DEF 11 12500
SUPERVALU INC COM 868536103 285 11930 SH DEF 5 8430 3500
SUPERVALU INC COM 868536103 29382 1231440 SH DEF 3 1067540 163900
SUPERVALU INC COM 868536103 40162 1682621 SH DEF 6 1590121 92500
SUPERVALU INC COM 868536103 4 150 SH DEF 10 150
SUPERVALU INC COM 868536103 2894 114765 SH DEF 11 114765
SUPPORTSOFT INC COM 868587106 3050 272530 SH DEF 3 270370 2160
SUPREME INDS INC CL A 868607102 8 1470 SH DEF 11 1470
SUREBEAM CORP CL A 86866R102 1 4090 SH DEF 11 4090
SUREBEAM CORP CL A 86866R102 0 349 SH DEF 2 349 0
SURMODICS INC COM 868873100 11 500 SH DEF 11 500
SUSQUEHANNA BANCSHARES INC P COM 869099101 25 975 SH DEF 10 150 825
SUSQUEHANNA BANCSHARES INC P COM 869099101 339 13549 SH DEF 11 13549
SWIFT ENERGY CO COM 870738101 8843 625530 SH DEF 6 614040 280 11210
SWIFT ENERGY CO COM 870738101 93 6700 SH DEF 11 6700
SWIFT TRANSN CO COM 870756103 11057 487300 SH DEF 3 378600 108700
SWIFT TRANSN CO COM 870756103 7033 309980 SH DEF 6 309980
SWIFT TRANSN CO COM 870756103 6 250 SH DEF 11 250
SWISS HELVETIA FD INC COM 870875101 64 5434 SH DEF 11 5434
SWISSCOM AG SPONSORED ADR 871013108 21 730 SH DEF 2 730 0
SWS GROUP INC COM 78503N107 10 440 SH DEF 11 440
SYBASE INC COM 871130100 49350 2901210 SH DEF 3 2366610 534600
SYBASE INC COM 871130100 13 750 SH DEF 10 750
SYBASE INC COM 871130100 2235 124877 SH DEF 11 124877
SYBASE INC COM 871130100 88100 5179300 SH DEF 9 5179300
SYBASE INC COM 871130100 5821 342200 SH DEF 7 279100 63100
SYBRON DENTAL SPECIALTIES IN COM 871142105 796 34605 SH DEF 11 34605
SYBRON DENTAL SPECIALTIES IN COM 871142105 30 1215 SH DEF 10 1215
SYBRON DENTAL SPECIALTIES IN COM 871142105 17685 705430 SH DEF 3 639050 66380
SYCAMORE NETWORKS INC COM 871206108 6 1125 SH DEF 11 1125
SYKES ENTERPRISES INC COM 871237103 377 56900 SH DEF 3 42100 14800
SYLVAN INC COM 871371100 192 19046 SH DEF 11 19046
SYLVAN INC COM 871371100 421 42100 SH DEF 6 39300 2800
SYLVAN LEARNING SYS INC COM 871399101 25 900 SH DEF 10 900
SYLVAN LEARNING SYS INC COM 871399101 213 7535 SH DEF 11 7535
SYMANTEC CORP COM 871503108 3036 45552 SH DEF 11 45552
SYMANTEC CORP COM 871503108 70 1109 SH DEF 10 1074 35
SYMANTEC CORP COM 871503108 32 502 SH DEF 1 502
SYMANTEC CORP COM 871503108 2722 43200 SH DEF 7 35000 8200
SYMANTEC CORP COM 871503108 44114 700000 SH DEF 9 700000
SYMANTEC CORP COM 871503108 19 300 SH DEF 2 300 0
SYMBOL TECHNOLOGIES INC COM 871508107 26 2160 SH DEF 6 2160
SYMBOL TECHNOLOGIES INC COM 871508107 128 10700 SH DEF 1 10700
SYMBOL TECHNOLOGIES INC COM 871508107 707 56632 SH DEF 11 56632
SYMBOL TECHNOLOGIES INC COM 871508107 15 1282 SH DEF 2 1282 0
SYMYX TECHNOLOGIES COM 87155S108 97 4600 SH DEF 11 4600
SYNAGRO TECHNOLOGIES INC COM NEW 871562203 0 26 SH DEF 11 26
SYNGENTA AG SPONSORED ADR 87160A100 2 178 SH DEF 6 178
SYNOPSYS INC COM 871607107 10644 344358 SH DEF 6 344358
SYNOPSYS INC COM 871607107 1486 48090 SH DEF 3 42040 6050
SYNOPSYS INC COM 871607107 91 2870 SH DEF 11 2870
SYNOVUS FINL CORP COM 87161C105 30 1192 SH DEF 2 1192 0
SYNOVUS FINL CORP COM 87161C105 1852 67090 SH DEF 11 67090
SYNOVUS FINL CORP COM 87161C105 1 50 SH DEF 6 50
SYNPLICITY INC COM 87160Y108 7 1000 SH DEF 11 1000
SYPRIS SOLUTIONS INC COM 871655106 581 41500 SH DEF 11 41500
SYPRIS SOLUTIONS INC COM 871655106 297 21633 SH DEF 6 21633
SYSCO CORP COM 871829107 313 9574 SH DEF 10 7175 2100 299
SYSCO CORP COM 871829107 2122 63043 SH DEF 11 63043
SYSCO CORP COM 871829107 21571 659451 SH DEF 2 652523 0 6928
SYSCO CORP COM 871829107 6127 187325 SH DEF 1 187325
SYSCO CORP COM 871829107 38 1155 SH DEF 4 1155
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 450 43100 SH DEF 3 15600 27500
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 15 1437 SH DEF 2 1437 0
T-NETIX INC COM 872597109 15 4000 SH DEF 11 4000
TAIWAN FD INC COM 874036106 66 5500 SH DEF 11 5500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2452 227000 SH DEF 3 191200 35800
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15515 1426745 SH DEF 6 1352151 74594
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 113 10433 SH DEF 2 10433 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 13 385 SH DEF 10 385
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 34035 996350 SH DEF 3 827590 168760
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 45 1150 SH DEF 11 1150
TALBOTS INC COM 874161102 68 2070 SH DEF 11 2070
TALISMAN ENERGY INC COM 87425E103 42 853 SH DEF 11 853
TALISMAN ENERGY INC COM 87425E103 2644 55700 SH DEF 13 55700
TALK AMERICA HLDGS INC COM NEW 87426R202 5127 447391 SH DEF 3 420521 26870
TALK AMERICA HLDGS INC COM NEW 87426R202 100 8027 SH DEF 11 8027
TALX CORP COM 874918105 9 400 SH DEF 11 400
TANDY BRANDS ACCESSORIES INC COM 875378101 912 63800 SH DEF 6 60400 3400
TANGER FACTORY OUTLET CTRS I COM 875465106 180 4900 SH DEF 1 4900
TANGER FACTORY OUTLET CTRS I COM 875465106 2386 64930 SH DEF 3 56630 8300
TANGER FACTORY OUTLET CTRS I COM 875465106 538 13325 SH DEF 11 13325
TANOX INC COM 87588Q109 26 1300 SH DEF 2 1300 0
TANOX INC COM 87588Q109 240 12000 SH DEF 3 5500 6500
TARANTELLA INC COM NEW 876090309 0 80 SH DEF 11 80
TARGET CORP COM 87612E106 2706 53250 SH DEF 13 53250
TARGET CORP COM 87612e106 863 22930 SH DEF 8 3650 19280
TARGET CORP COM 87612E106 8987 238820 SH DEF 1 14000 224820
TARGET CORP COM 87612E106 4465 112365 SH DEF 11 112365
TARGET CORP COM 87612E106 3727 99039 SH DEF 3 96739 2300
TARGET CORP COM 87612E106 27329 726265 SH DEF 2 707232 0 19033
TARGET CORP COM 87612E106 906 24065 SH DEF 10 12266 4270 7529
TARGET CORP COM 87612e106 32 838 SH DEF 4 838
TARGET CORP COM 87612E106 7363 195657 SH DEF 6 195657
TARGET CORP COM 87612E106 405 10750 SH DEF 5 7575 3175
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 185 2884 SH DEF 11 2884
TASTY BAKING CO COM 876553306 285 36777 SH DEF 11 36777
TAUBMAN CTRS INC COM 876664103 50 2500 SH DEF 11 2500
TAUBMAN CTRS INC COM 876664103 78 4000 SH DEF 2 4000 0
TBC CORP COM 872180104 263 9687 SH DEF 11 9687
TBC CORP COM 872180104 4383 174969 SH DEF 6 165469 9500
TC PIPELINES LP UT COM LTD PRT 87233Q108 497 15765 SH DEF 11 15765
TCF FINL CORP COM 872275102 219 4190 SH DEF 11 4190
TCF FINL CORP COM 872275102 4825 100625 SH DEF 1 100625
TCW CONV SECS FD INC COM 872340104 137 29508 SH DEF 11 29508
TCW/DW TERM TR 2003 SH BEN INT 87234U108 35 3277 SH DEF 11 3277
TDK CORP AMERN DEP SH 872351408 4686 76941 SH DEF 6 57166 19775
TEAMSTAFF INC COM NEW 87815U204 1 285 SH DEF 11 285
TECH DATA CORP COM 878237106 13130 425600 SH DEF 6 404300 21300
TECH DATA CORP COM 878237106 1760 53453 SH DEF 11 53453
TECHNE CORP COM 878377100 40 1155 SH DEF 11 1155
TECHNE CORP COM 878377100 1759 55340 SH DEF 3 53540 1800
TECHNIP COFLEXIP SPONSORED ADR 878546209 9698 389967 SH DEF 6 351578 38389
TECHNITROL INC COM 878555101 7268 394771 SH DEF 4 394771
TECHNITROL INC COM 878555101 4795 260435 SH DEF 5 153185 107250
TECHNITROL INC COM 878555101 97 4447 SH DEF 11 4447
TECO ENERGY INC COM 872375100 6066 438940 SH DEF 6 438940
TECO ENERGY INC COM 872375100 12 900 SH DEF 10 900
TECO ENERGY INC COM 872375100 1538 117144 SH DEF 11 117144
TECUMSEH PRODS CO CL A 878895200 71 1900 SH DEF 3 1900
TECUMSEH PRODS CO CL A 878895200 8952 239940 SH DEF 6 232140 7800
TECUMSEH PRODS CO CL A 878895200 121 2955 SH DEF 11 2955
TECUMSEH PRODS CO CL A 878895200 8 225 SH DEF 10 50 175
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 233 4850 SH DEF 11 4850
TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 70 1650 SH DEF 3 1650
TEJON RANCH CO DEL COM 879080109 22 562 SH DEF 11 562
TEKELEC COM 879101103 25 1578 SH DEF 11 1578
TEKTRONIX INC COM 879131100 132 5127 SH DEF 11 5127
TEKTRONIX INC COM 879131100 3 110 SH DEF 6 110
TEKTRONIX INC COM 879131100 1666 67332 SH DEF 2 67332 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 3935 282300 SH DEF 3 282300
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 15 610 SH DEF 2 610 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 15 600 SH DEF 10 600
TELEDYNE TECHNOLOGIES INC COM 879360105 13480 926480 SH DEF 3 738740 187740
TELEDYNE TECHNOLOGIES INC COM 879360105 31 1856 SH DEF 11 1856
TELEFLEX INC COM 879369106 6531 149810 SH DEF 6 147065 65 2680
TELEFLEX INC COM 879369106 43 1000 SH DEF 2 0 0 1000
TELEFLEX INC COM 879369106 11 244 SH DEF 10 244
TELEFLEX INC COM 879369106 6914 150266 SH DEF 11 150266
TELEFONICA S A SPONSORED ADR 879382208 621 17506 SH DEF 2 17506 0
TELEFONICA S A SPONSORED ADR 879382208 22 624 SH DEF 3 624
TELEFONICA S A SPONSORED ADR 879382208 9601 266826 SH DEF 6 232889 33937
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 115 3774 SH DEF 2 3774 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 10656 347327 SH DEF 6 339695 7632
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 49 1620 SH DEF 3 1620
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 4 100 SH DEF 13 100
TELEPHONE & DATA SYS INC COM 879433100 1580 25240 SH DEF 11 25240
TELEPHONE & DATA SYS INC COM 879433100 286 5065 SH DEF 2 5065 0
TELEPHONE & DATA SYS INC COM 879433100 6032 106690 SH DEF 6 106690
TELIK INC COM 87959M109 1395 68650 SH DEF 11 68650
TELIK INC COM 87959M109 761 37930 SH DEF 3 36640 1290
TELLABS INC COM 879664100 3 500 SH DEF 3 500
TELLABS INC COM 879664100 2 200 SH DEF 13 200
TELLABS INC COM 879664100 280 41147 SH DEF 8 41147
TELLABS INC COM 879664100 395 52466 SH DEF 11 52466
TELLABS INC COM 879664100 321 47150 SH DEF 5 36750 10400
TELLABS INC COM 879664100 323 47360 SH DEF 6 47360
TELLABS INC COM 879664100 7 1000 SH DEF 2 1000 0
TELLIUM INC COM 87967E107 3 2000 SH DEF 11 2000
TELUS CORP NON-VTG SHS 87971M202 29 1830 SH DEF 13 1830
TEMPLE INLAND INC COM 879868107 1226 25250 SH DEF 6 25250
TEMPLE INLAND INC COM 879868107 117 2400 SH DEF 2 2400 0
TEMPLE INLAND INC COM 879868107 850 17500 SH DEF 3 17500
TEMPLE INLAND INC COM 879868107 19 400 SH DEF 10 400
TEMPLE INLAND INC COM 879868107 186 3448 SH DEF 11 3448
TEMPLETON DRAGON FD INC COM 88018T101 78 5000 SH DEF 11 5000
TEMPLETON EMERG MKTS INCOME COM 880192109 3278 261379 SH DEF 11 261379
TEMPLETON EMERGING MKTS FD I COM 880191101 128 10200 SH DEF 11 10200
TEMPLETON GLOBAL INCOME FD I COM 880198106 720 85423 SH DEF 5 31008 54415
TEMPLETON GLOBAL INCOME FD I COM 880198106 2330 266905 SH DEF 11 266905
TENET HEALTHCARE CORP COM 88033G100 151223 10443600 SH DEF 7 6288800 4154800
TENET HEALTHCARE CORP COM 88033G100 22 1500 SH DEF 10 1500
TENET HEALTHCARE CORP COM 88033G100 954 65900 SH DEF 3 65900
TENET HEALTHCARE CORP COM 88033G100 320813 22155579 SH DEF 9 19918303 2237276
TENET HEALTHCARE CORP COM 88033G100 1235 89499 SH DEF 11 89499
TENET HEALTHCARE CORP COM 88033G100 8662 596793 SH DEF 6 547493 49300
TENET HEALTHCARE CORP COM 88033G100 293 15000 SH DEF 13 15000
TENNANT CO COM 880345103 33 900 SH DEF 2 900 0
TENNANT CO COM 880345103 11 276 SH DEF 11 276
TENNECO AUTOMOTIVE INC COM 880349105 0 30 SH DEF 10 30
TENNECO AUTOMOTIVE INC COM 880349105 2 261 SH DEF 11 261
TEPPCO PARTNERS L P UT LTD PARTNER 872384102 1736 46038 SH DEF 11 46038
TERADYNE INC COM 880770102 501 21974 SH DEF 11 21974
TERAYON COMMUNICATION SYS COM 880775101 47 6840 SH DEF 11 6840
TEREX CORP NEW COM 880779103 3259 175900 SH DEF 3 109400 66500
TEREX CORP NEW COM 880779103 6641 358400 SH DEF 6 347000 11400
TEREX CORP NEW COM 880779103 5 200 SH DEF 11 200
TESSCO TECHNOLOGIES INC COM 872386107 64 6500 SH DEF 6 6500
TESSCO TECHNOLOGIES INC COM 872386107 33 2575 SH DEF 11 2575
TETRA TECH INC NEW COM 88162G103 67 2990 SH DEF 11 2990
TETRA TECH INC NEW COM 88162G103 1808 90500 SH DEF 3 88080 2420
TETRA TECHNOLOGIES INC DEL COM 88162F105 15 650 SH DEF 11 650
TEVA PHARMACEUTICAL FIN LLC DBCV 1.500%10/1 88163VAB5 1 1000 SH DEF 6 1000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 17322 303100 SH DEF 3 300700 2400
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 74 1300 SH DEF 2 1300 0
TEXAS GENCO HLDGS INC COM 882443104 0 15 SH DEF 2 15 0
TEXAS GENCO HLDGS INC COM 882443104 4 118 SH DEF 11 118
TEXAS GENCO HLDGS INC COM 882443104 350 14700 SH DEF 3 11400 3300
TEXAS INDS INC COM 882491103 36 1330 SH DEF 11 1330
TEXAS INSTRS INC COM 882508104 1 52 SH DEF 6 52
TEXAS INSTRS INC COM 882508104 13588 595975 SH DEF 3 586775 9200
TEXAS INSTRS INC COM 882508104 5173 226884 SH DEF 2 220009 0 6875
TEXAS INSTRS INC COM 882508104 218 9572 SH DEF 8 3970 5602
TEXAS INSTRS INC COM 882508104 340 14899 SH DEF 10 1850 480 12569
TEXAS INSTRS INC COM 882508104 8382 289849 SH DEF 11 289849
TEXAS INSTRS INC COM 882508104 1270 55720 SH DEF 5 54100 1620
TEXAS INSTRS INC COM 882508104 339 14871 SH DEF 4 14871
TEXAS PAC LD TR SUB CTF PROP I T 882610108 19 350 SH DEF 11 350
TEXAS REGL BANCSHARES INC CL A VTG 882673106 102 2815 SH DEF 11 2815
TEXAS REGL BANCSHARES INC CL A VTG 882673106 6585 194873 SH DEF 1 194873
TEXTRON INC COM 883203101 2284 57900 SH DEF 3 57900
TEXTRON INC COM 883203101 623 15800 SH DEF 5 12350 3450
TEXTRON INC COM 883203101 6060 121954 SH DEF 11 121954
TEXTRON INC COM 883203101 124 3135 SH DEF 10 1025 2110
TEXTRON INC COM 883203101 30279 767529 SH DEF 6 767529
TEXTRON INC COM 883203101 458 11600 SH DEF 8 300 11300
TEXTRON INC COM 883203101 107 2700 SH DEF 2 2700 0
THAI CAP FD INC COM NEW 882905201 2 350 SH DEF 11 350
THERAGENICS CORP COM 883375107 7 1500 SH DEF 11 1500
THERASENSE INC COM 883381105 16 900 SH DEF 11 900
THERASENSE INC COM 883381105 751 60000 SH DEF 3 60000
THERMO ELECTRON CORP COM 883556102 2683 123660 SH DEF 6 123660
THERMO ELECTRON CORP COM 883556102 31 1413 SH DEF 10 1413
THERMO ELECTRON CORP COM 883556102 76 3462 SH DEF 11 3462
THERMO ELECTRON CORP COM 883556102 5795 267060 SH DEF 3 259060 8000
THERMO ELECTRON CORP COM 883556102 35 1635 SH DEF 2 1635 0
THOMAS & BETTS CORP COM 884315102 25 1400 SH DEF 11 1400
THOMAS INDS INC COM 884425109 3907 137000 SH DEF 6 132300 4700
THOMAS INDS INC COM 884425109 704 24700 SH DEF 3 24700
THOMSON CORP COM 884903105 52 1600 SH DEF 11 1600
THOMSON CORP COM 884903105 31552 1053397 SH DEF 13 1053397
THOR INDS INC COM 885160101 49 900 SH DEF 10 675 225
THOR INDS INC COM 885160101 1246 19425 SH DEF 11 19425
THORATEC CORP COM NEW 885175307 338 21975 SH DEF 11 21975
THORNBURG MTG INC COM 885218107 89 3250 SH DEF 11 3250
THORNBURG MTG INC COM 885218107 25 1000 SH DEF 2 1000 0
THORNBURG MTG INC COM 885218107 39393 1555205 SH DEF 3 1215255 339950
THQ INC COM NEW 872443403 35 1980 SH DEF 11 1980
THREE FIVE SYS INC COM 88554L108 2 500 SH DEF 11 500
TIBCO SOFTWARE INC COM 88632Q103 11 1980 SH DEF 6 1980
TIDEWATER INC COM 886423102 478 16900 SH DEF 3 10500 6400
TIDEWATER INC COM 886423102 322 11755 SH DEF 11 11755
TIDEWATER INC COM 886423102 41998 1481184 SH DEF 6 1389659 280 91245
TIDEWATER INC COM 886423102 8 300 SH DEF 10 300
TIER TECHNOLOGIES INC CL B 88650Q100 307 34400 SH DEF 3 24900 9500
TIFFANY & CO NEW COM 886547108 399 10700 SH DEF 5 10700
TIFFANY & CO NEW COM 886547108 -391 -8246 SH DEF 11 -8246
TIMBERLAND BANCORP INC COM 887098101 1009 42200 SH DEF 6 40500 1700
TIMBERLAND BANCORP INC COM 887098101 23 950 SH DEF 11 950
TIMBERLAND CO CL A 887100105 11 265 SH DEF 10 265
TIMBERLAND CO CL A 887100105 2713 63590 SH DEF 3 53540 10050
TIMBERLAND CO CL A 887100105 894 17205 SH DEF 11 17205
TIMKEN CO COM 887389104 11 750 SH DEF 6 750
TIMKEN CO COM 887389104 168 10025 SH DEF 11 10025
TIPPERARY CORP COM PAR $0.02 888002300 61 19000 SH DEF 11 19000
TIPPINGPOINT TECH INC COM 888011103 0 13 SH DEF 11 13
TITAN CORP COM 888266103 13 630 SH DEF 11 630
TITAN PHARMACEUTICALS INC DE COM 888314101 3 1000 SH DEF 11 1000
TITANIUM METALS CORP COM NEW 888339207 7 190 SH DEF 11 190
TIVO INC COM 888706108 31 3900 SH DEF 11 3900
TJX COS INC NEW COM 872540109 16 800 SH DEF 2 800 0
TJX COS INC NEW COM 872540109 124 6400 SH DEF 4 6400
TJX COS INC NEW COM 872540109 2536 130566 SH DEF 6 130566
TJX COS INC NEW COM 872540109 143 7376 SH DEF 10 6700 676
TJX COS INC NEW COM 872540109 4197 199966 SH DEF 11 199966
TJX COS INC NEW COM 872540109 15730 810000 SH DEF 9 810000
TLC VISION CORP COM 872549100 20 3000 SH DEF 11 3000
TLC VISION CORP COM 872549100 130 20815 SH DEF 6 5085 15730
TLC VISION CORP COM 872549100 530 84500 SH DEF 13 84500
TMBR/SHARP DRILLING INC COM 87257P101 5 292 SH DEF 11 292
TODHUNTER INTL INC DEL COM 889050100 206 20100 SH DEF 6 17800 2300
TOLL BROTHERS INC COM 889478103 12 400 SH DEF 2 400 0
TOLL BROTHERS INC COM 889478103 40 1075 SH DEF 11 1075
TOLL BROTHERS INC COM 889478103 746 24510 SH DEF 3 13000 11510
TOMKINS PLC SPONSORED ADR 890030208 39 2300 SH DEF 2 2300 0
TOO INC COM 890333107 1 49 SH DEF 11 49
TOO INC COM 890333107 14533 982650 SH DEF 6 954295 240 28115
TOOTSIE ROLL INDS INC COM 890516107 694 21028 SH DEF 11 21028
TOOTSIE ROLL INDS INC COM 890516107 760 24503 SH DEF 2 24503 0
TOOTSIE ROLL INDS INC COM 890516107 20 652 SH DEF 10 652
TOOTSIE ROLL INDS INC COM 890516107 67 2176 SH DEF 4 2176
TOPPS INC COM 890786106 135 13202 SH DEF 11 13202
TOPPS INC COM 890786106 0 1 SH DEF 2 1 0
TOR MINERALS INTL INC COM 890878101 3 500 SH DEF 11 500
TORCH OFFSHORE INC COM 891019101 1 150 SH DEF 11 150
TORCHMARK CORP COM 891027104 10050 247305 SH DEF 6 247305
TORCHMARK CORP COM 891027104 59 1350 SH DEF 11 1350
TORCHMARK CORP COM 891027104 12028 295960 SH DEF 3 227360 68600
TOREADOR RES CORP COM 891050106 0 1 SH DEF 2 1 0
TORO CO COM 891092108 9221 204900 SH DEF 6 197000 7900
TORO CO COM 891092108 30967 688160 SH DEF 3 534760 153400
TORO CO COM 891092108 836 16830 SH DEF 11 16830
TOTAL S A SPONSORED ADR 89151E109 159 2100 SH DEF 10 2100
TOTAL S A SPONSORED ADR 89151e109 6 80 SH DEF 4 80
TOTAL S A SPONSORED ADR 89151E109 7817 103128 SH DEF 2 99728 0 3400
TOTAL SYS SVCS INC COM 891906109 333 12077 SH DEF 11 12077
TOWER AUTOMOTIVE INC COM 891707101 3445 765500 SH DEF 6 728800 36700
TOWER AUTOMOTIVE INC COM 891707101 9 2250 SH DEF 11 2250
TOWN & CTRY TR SH BEN INT 892081100 335 14400 SH DEF 11 14400
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 11020 180840 SH DEF 6 159850 20990
TOYS R US INC COM 892335100 1323 110007 SH DEF 8 2150 107857
TOYS R US INC COM 892335100 1281 106510 SH DEF 6 106510
TOYS R US INC COM 892335100 638 49100 SH DEF 11 49100
TRACK DATA CORP COM 891918104 58 37720 SH DEF 11 37720
TRACTOR SUPPLY CO COM 892356106 199 4752 SH DEF 11 4752
TRACTOR SUPPLY CO COM 892356106 1066 32480 SH DEF 3 31520 960
TRANSACTION SYS ARCHITECTS CL A 893416107 24 1050 SH DEF 13 1050
TRANSACTION SYS ARCHITECTS CL A 893416107 7219 435936 SH DEF 3 378066 57870
TRANSACTION SYS ARCHITECTS CL A 893416107 62 3100 SH DEF 11 3100
TRANSALTA CORP COM 89346D107 1276 93883 SH DEF 13 93883
TRANSAMERICA INCOME SHS INC COM 893506105 132 5800 SH DEF 11 5800
TRANSATLANTIC HLDGS INC COM 893521104 199 2597 SH DEF 11 2597
TRANSATLANTIC HLDGS INC COM 893521104 80 1127 SH DEF 1 1127
TRANSCANADA CORP COM 89353D107 57 2775 SH DEF 11 2775
TRANSCANADA CORP COM 89353D107 47805 2600344 SH DEF 13 2600344
TRANSKARYOTIC THERAPIES INC COM 893735100 42 3220 SH DEF 11 3220
TRANSMETA CORP DEL COM 89376R109 2 600 SH DEF 11 600
TRANSMONTAIGNE INC COM 893934109 3 600 SH DEF 11 600
TRANSOCEAN INC ORD G90078109 185 9629 SH DEF 11 9629
TRANSOCEAN INC ORD G90078109 9591 477410 SH DEF 6 414920 62490
TRANSOCEAN INC ORD G90078109 3500 175000 SH DEF 9 175000
TRANSOCEAN INC ORD G90078109 118 5886 SH DEF 2 5886 0
TRANSWITCH CORP COM 894065101 11 3550 SH DEF 11 3550
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 556 35010 SH DEF 5 25236 9774
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 6 402 SH DEF 1 402
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 3 194 SH DEF 1 194
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 20 1259 SH DEF 2 1216 0 43
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 41 2593 SH DEF 2 2505 0 88
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 5 311 SH DEF 10 1 310
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 3 174 SH DEF 10 2 172
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 513 31502 SH DEF 11 31502
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 2 157 SH DEF 6 157
TRAVELERS PPTY CAS CORP NEW NT CV JR 2032 89420G307 2 70 SH DEF 11 70
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 3200 201533 SH DEF 6 198128 3405
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 2463 155088 SH DEF 6 149178 5910
TRAVELERS PPTY CAS CORP NEW CL A 89420G109 0 8 SH DEF 13 8
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 266 16230 SH DEF 11 16230
TRAVIS BOATS & MTRS INC COM 894363100 56 75000 SH DEF
TREDEGAR CORP COM 894650100 23 1450 SH DEF 11 1450
TREX INC COM 89531P105 1881 60580 SH DEF 3 36850 23730
TREX INC COM 89531P105 357 9660 SH DEF 11 9660
TRI CONTL CORP COM 895436103 411 26007 SH DEF 11 26007
TRIAD GTY INC COM 895925105 10982 223766 SH DEF 6 214966 8800
TRIAD GTY INC COM 895925105 39 800 SH DEF 11 800
TRIAD HOSPITALS INC COM 89579K109 11 350 SH DEF 11 350
TRIAD HOSPITALS INC COM 89579K109 2 69 SH DEF 2 69 0
TRIARC COS INC CL B SER 1 895927309 521 48830 SH DEF 11 48830
TRIARC COS INC CL A 895927101 254 24400 SH DEF 11 24400
TRIBUNE CO NEW COM 896047107 3 62 SH DEF 6 62
TRIBUNE CO NEW COM 896047107 3838 83618 SH DEF 4 83618
TRIBUNE CO NEW COM 896047107 46 1000 SH DEF 2 1000 0
TRIBUNE CO NEW COM 896047107 558 11374 SH DEF 11 11374
TRIBUNE CO NEW COM 896047107 1948 42448 SH DEF 10 36848 5600
TRIBUNE CO NEW COM 896047107 2487 54176 SH DEF 5 31565 22611
TRICO BANCSHARES COM 896095106 1304 45600 SH DEF 6 43300 2300
TRICO BANCSHARES COM 896095106 784 24500 SH DEF 11 24500
TRIDENT MICROSYSTEMS INC COM 895919108 0 18 SH DEF 11 18
TRIKON TECHNOLOGIES INC COM NEW 896187408 0 10 SH DEF 11 10
TRIMBLE NAVIGATION LTD COM 896239100 7 300 SH DEF 2 300 0
TRIMBLE NAVIGATION LTD COM 896239100 18657 809420 SH DEF 3 747820 61600
TRIMERIS INC COM 896263100 3 100 SH DEF 11 100
TRIPATH TECHNOLOGY INC COM 89672P104 2 333 SH DEF 11 333
TRIQUINT SEMICONDUCTOR INC COM 89674K103 332 46258 SH DEF 11 46258
TRIUMPH GROUP INC NEW COM 896818101 9134 306500 SH DEF 6 297400 9100
TRIUMPH GROUP INC NEW COM 896818101 26 801 SH DEF 11 801
TRIZEC PROPERTIES INC COM 89687P107 1125 91793 SH DEF 8 8600 83193
TRIZEC PROPERTIES INC COM 89687P107 977 73167 SH DEF 11 73167
TROPICAL SPORTSWEAR INTL COR COM 89708P102 140 30800 SH DEF 6 30800
TROVER SOLUTIONS INC COM 897249108 857 121400 SH DEF 6 115700 5700
TROVER SOLUTIONS INC COM 897249108 14 2000 SH DEF 11 2000
TROY FINL CORP COM 897329108 15 425 SH DEF 11 425
TRUST CO NJ JERSEY CITY NEW COM 898304100 286 8947 SH DEF 6 8947
TRUST CO NJ JERSEY CITY NEW COM 898304100 114 3615 SH DEF 11 3615
TRUSTCO BK CORP N Y COM 898349105 1277 97874 SH DEF 11 97874
TRUSTCO BK CORP N Y COM 898349105 34 2775 SH DEF 10 1975 800
TRUSTMARK CORP COM 898402102 1320 46348 SH DEF 11 46348
TRUSTMARK CORP COM 898402102 4615 170100 SH DEF 3 145400 24700
TRUSTMARK CORP COM 898402102 7266 267831 SH DEF 6 263331 4500
TSR INC COM 872885108 370 51700 SH DEF 6 48900 2800
TULARIK INC COM 899165104 13 1000 SH DEF 11 1000
TUPPERWARE CORP COM 899896104 8609 643400 SH DEF 6 625200 18200
TUPPERWARE CORP COM 899896104 220 14650 SH DEF 11 14650
TUPPERWARE CORP COM 899896104 6 420 SH DEF 2 420 0
TURNSTONE SYSTEMS INC COM 900423104 2 800 SH DEF 11 800
TXU CORP COM 873168108 2 100 SH DEF 2 100 0
TXU CORP COM 873168108 938 41105 SH DEF 11 41105
TXU CORP COM 873168108 17 SH DEF 1 17
TXU CORP COM 873168108 6047 256600 SH DEF 6 225765 30835
TXU CORP COM 873168108 47 1975 SH DEF 10 1975
TYCO INTL LTD NEW COM 902124106 18672 894251 SH DEF 11 894251
TYCO INTL LTD NEW COM 902124106 6716 328709 SH DEF 5 179491 149218
TYCO INTL LTD NEW NOTE 11/1 902124AC0 1157 15000 SH DEF 11 15000
TYCO INTL LTD NEW COM 902124106 5903 288922 SH DEF 6 288922
TYCO INTL LTD NEW COM 902124106 10506 514237 SH DEF 3 498937 15300
TYCO INTL LTD NEW COM 902124106 870 31550 SH DEF 13 31550
TYCO INTL LTD NEW COM 902124106 478424 23417700 SH DEF 7 14075400 9342300
TYCO INTL LTD NEW COM 902124106 3297 161371 SH DEF 2 153256 0 8115
TYCO INTL LTD NEW COM 902124106 1755 85905 SH DEF 8 39012 46893
TYCO INTL LTD NEW COM 902124106 285 13955 SH DEF 10 9815 4140
TYCO INTL LTD NEW COM 902124106 972698 47611268 SH DEF 9 42490277 5120991
TYCO INTL LTD NEW COM 902124106 15751 770964 SH DEF 4 770964
TYCO INTL LTD NEW COM 902124106 183870 9000000 SH DEF 12 9000000
TYLER TECHNOLOGIES INC COM 902252105 1485 209800 SH DEF 3 201200 8600
TYSON FOODS INC CL A 902494103 17 1169 SH DEF 2 1169 0
TYSON FOODS INC CL A 902494103 67 4675 SH DEF 11 4675
TYSON FOODS INC CL A 902494103 8272 585400 SH DEF 3 362900 222500
TYSON FOODS INC CL A 902494103 26 1870 SH DEF 6 1870
U S B HLDG INC COM 902910108 2248 128115 SH DEF 6 120555 7560
U S CONCRETE INC COM 90333L102 1055 206077 SH DEF 6 195777 10300
U S ENERGY SYS INC COM 902951102 7 5000 SH DEF 11 5000
U S G CORP COM NEW 903293405 -34 -2000 SH DEF 11 -2000
U S I HLDGS COM 90333H101 1426 109630 SH DEF 3 106430 3200
U S LIQUIDS INC COM 902974104 0 500 SH DEF 11 500
U S RESTAURANT PPTYS INC COM 902971100 2 150 SH DEF 11 150
U S RESTAURANT PPTYS INC COM 902971100 2290 140900 SH DEF 3 140900
UBS AG NAMEN AKT H8920M855 413 6738 SH DEF 11 6738
UCBH HOLDINGS INC COM 90262T308 22 614 SH DEF 11 614
UCBH HOLDINGS INC COM 90262T308 8598 284408 SH DEF 1 284408
UGI CORP NEW COM 902681105 0 1 SH DEF 13 1
UGI CORP NEW COM 902681105 4 130 SH DEF 11 130
UGI CORP NEW COM 902681105 37555 1298124 SH DEF 3 1030734 267390
UICI COM 902737105 9418 751030 SH DEF 6 725130 25900
UICI COM 902737105 134 10700 SH DEF 3 10700
UIL HLDG CORP COM 902748102 9521 272100 SH DEF 6 262400 9700
UIL HLDG CORP COM 902748102 477 12704 SH DEF 11 12704
UIL HLDG CORP COM 902748102 10 275 SH DEF 10 275
ULTRA PETROLEUM CORP COM 903914109 40 2200 SH DEF 11 2200
ULTRALIFE BATTERIES INC COM 903899102 710 40800 SH DEF 11 40800
UMB FINL CORP COM 902788108 16 323 SH DEF 11 323
UMPQUA HLDGS CORP COM 904214103 1838 96690 SH DEF 3 80290 16400
UNIFAB INTERNATIONAL INC COM NEW 90467L209 0 130 SH DEF 11 130
UNIFI INC COM 904677101 34 6755 SH DEF 11 6755
UNILEVER N V N Y SHS NEW 904784709 436 7441 SH DEF 11 7441
UNILEVER N V N Y SHS NEW 904784709 662 11188 SH DEF 1 11188
UNILEVER N V N Y SHS NEW 904784709 106 1798 SH DEF 10 1798
UNILEVER PLC SPON ADR NEW 904767704 47 1360 SH DEF 2 1360 0
UNILEVER PLC SPON ADR NEW 904767704 3 100 SH DEF 10 100
UNILEVER PLC SPON ADR NEW 904767704 117 2500 SH DEF 13 2500
UNION BANKSHARES CORP COM 905399101 13 400 SH DEF 11 400
UNION PAC CORP COM 907818108 6405 110115 SH DEF 2 110115 0
UNION PAC CORP COM 907818108 206 3539 SH DEF 6 3539
UNION PAC CORP COM 907818108 318 5470 SH DEF 10 4470 500 500
UNION PAC CORP COM 907818108 879 14035 SH DEF 11 14035
UNION PAC CORP COM 907818108 364 6250 SH DEF 5 6250
UNION PAC CORP COM 907818108 3979 68400 SH DEF 3 68300 100
UNION PLANTERS CORP COM 908068109 10 316 SH DEF 2 316 0
UNION PLANTERS CORP COM 908068109 5524 166047 SH DEF 11 166047
UNION PLANTERS CORP COM 908068109 59 1874 SH DEF 10 1874
UNION PLANTERS CORP COM 908068109 61 1935 SH DEF 6 1935
UNION PLANTERS CORP COM 908068109 311 9837 SH DEF 8 9837
UNIONBANCAL CORP COM 908906100 29211 588930 SH DEF 3 566380 22550
UNIONBANCAL CORP COM 908906100 30167 608200 SH DEF 9 608200
UNIONBANCAL CORP COM 908906100 1999 40300 SH DEF 7 33000 7300
UNISOURCE ENERGY CORP COM 909205106 21 1087 SH DEF 11 1087
UNISYS CORP COM 909214108 189 14000 SH DEF 14000
UNISYS CORP COM 909214108 52767 3900000 SH DEF 12 3900000
UNISYS CORP COM 909214108 251 18550 SH DEF 6 18550
UNISYS CORP COM 909214108 3 200 SH DEF 2 200 0
UNISYS CORP COM 909214108 977 72178 SH DEF 8 1130 71048
UNISYS CORP COM 909214108 1069 69590 SH DEF 11 69590
UNISYS CORP COM 909214108 4288 316910 SH DEF 5 161285 155625
UNISYS CORP COM 909214108 24 1790 SH DEF 10 1790
UNISYS CORP COM 909214108 8471 626094 SH DEF 4 626094
UNITED AUTO GROUP INC COM 909440109 13349 580400 SH DEF 6 560200 20200
UNITED AUTO GROUP INC COM 909440109 54 2070 SH DEF 11 2070
UNITED BANKSHARES INC WEST V COM 909907107 75 2500 SH DEF 4 2500
UNITED BANKSHARES INC WEST V COM 909907107 2492 83200 SH DEF 3 48800 34400
UNITED BANKSHARES INC WEST V COM 909907107 317 10479 SH DEF 11 10479
UNITED CMNTY FINL CORP OHIO COM 909839102 5 525 SH DEF 6 525
UNITED DEFENSE INDS INC COM 91018B104 284 8760 SH DEF 11 8760
UNITED DEFENSE INDS INC COM 91018B104 13 450 SH DEF 10 450
UNITED DEFENSE INDS INC COM 91018B104 23337 822010 SH DEF 6 794310 27700
UNITED DEFENSE INDS INC COM 91018B104 7086 249600 SH DEF 3 178700 70900
UNITED DOMINION REALTY TR IN COM 910197102 176 9600 SH DEF 2 9600 0
UNITED DOMINION REALTY TR IN COM 910197102 1133 61900 SH DEF 8 61900
UNITED DOMINION REALTY TR IN COM 910197102 738 42297 SH DEF 11 42297
UNITED DOMINION REALTY TR IN COM 910197102 71 3899 SH DEF 10 2649 1250
UNITED INDL CORP COM 910671106 580 36500 SH DEF 6 36500
UNITED INDL CORP COM 910671106 18 1045 SH DEF 11 1045
UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 5176 1147781 SH DEF 3 1015969 131812
UNITED MOBILE HOMES INC COM 911024107 691 42115 SH DEF 11 42115
UNITED NAT FOODS INC COM 911163103 84 2175 SH DEF 11 2175
UNITED NATL BANCORP N J COM 910909100 113 3225 SH DEF 11 3225
UNITED ONLINE INC COM 911268100 42351 1217320 SH DEF 3 1004610 212710
UNITED ONLINE INC COM 911268100 2 83 SH DEF 11 83
UNITED PARCEL SERVICE INC CL B 911312106 34 400 SH DEF 13 400
UNITED PARCEL SERVICE INC CL B 911312106 5421 74747 SH DEF 11 74747
UNITED PARCEL SERVICE INC CL B 911312106 377 5909 SH DEF 2 5909 0
UNITED PARCEL SERVICE INC CL B 911312106 322 5053 SH DEF 10 4910 143
UNITED PARCEL SERVICE INC CL B 911312106 2475 38796 SH DEF 5 650 38146
UNITED PARCEL SERVICE INC CL B 911312106 15098 236640 SH DEF 1 5500 231140
UNITED PARCEL SERVICE INC CL B 911312106 3282 51440 SH DEF 3 50140 1300
UNITED RENTALS INC COM 911363109 16014 995300 SH DEF 6 957000 38300
UNITED RENTALS INC COM 911363109 1266 72670 SH DEF 11 72670
UNITED RENTALS INC COM 911363109 33 2080 SH DEF 10 2080
UNITED STATES CELLULAR CORP COM 911684108 24 810 SH DEF 6 810
UNITED STATES CELLULAR CORP COM 911684108 270 7980 SH DEF 11 7980
UNITED STATES LIME & MINERAL COM 911922102 942 213541 SH DEF 11 213541
UNITED STATES STL CORP NEW COM 912909108 437 18474 SH DEF 11 18474
UNITED STATES STL CORP NEW COM 912909108 15800 857051 SH DEF 6 800851 56200
UNITED STATIONERS INC COM 913004107 7 200 SH DEF 11 200
UNITED STATIONERS INC COM 913004107 19727 523390 SH DEF 3 415990 107400
UNITED SURGICAL PARTNERS INT COM 913016309 224 7433 SH DEF 11 7433
UNITED TECHNOLOGIES CORP COM 913017109 1051 13597 SH DEF 5 12297 1300
UNITED TECHNOLOGIES CORP COM 913017109 98 1267 SH DEF 1 1267
UNITED TECHNOLOGIES CORP COM 913017109 3513 41480 SH DEF 11 41480
UNITED TECHNOLOGIES CORP COM 913017109 528 5055 SH DEF 13 5055
UNITED TECHNOLOGIES CORP COM 913017109 14195 183683 SH DEF 3 179583 4100
UNITED TECHNOLOGIES CORP COM 913017109 202 2620 SH DEF 8 1310 1310
UNITED TECHNOLOGIES CORP COM 913017109 26274 339983 SH DEF 6 339983
UNITED TECHNOLOGIES CORP COM 913017109 4233 54778 SH DEF 2 54508 0 270
UNITED TECHNOLOGIES CORP COM 913017109 710 9181 SH DEF 10 8209 772 200
UNITED THERAPEUTICS CORP DEL COM 91307C102 4 200 SH DEF 11 200
UNITED UTILS PLC SPONSORED ADR 91311Q105 1 75 SH DEF 6 75
UNITEDGLOBALCOM CL A 913247508 1996 326600 SH DEF 3 290700 35900
UNITEDHEALTH GROUP INC COM 91324P102 841341 16719814 SH DEF 9 14822700 1897114
UNITEDHEALTH GROUP INC COM 91324P102 143 2850 SH DEF 2 2400 0 450
UNITEDHEALTH GROUP INC COM 91324P102 433416 8613200 SH DEF 7 5153900 3459300
UNITEDHEALTH GROUP INC COM 91324P102 5820 114383 SH DEF 11 114383
UNITEDHEALTH GROUP INC COM 91324P102 5969 118625 SH DEF 1 118625
UNITEDHEALTH GROUP INC COM 91324P102 136 2702 SH DEF 10 2550 152
UNITEDHEALTH GROUP INC COM 91324P102 683 13575 SH DEF 5 10575 3000
UNITEDHEALTH GROUP INC COM 91324P102 14341 284990 SH DEF 3 279690 5300
UNITIL CORP COM 913259107 572 23200 SH DEF 11 23200
UNITRIN INC COM 913275103 591 15976 SH DEF 11 15976
UNIVERSAL ACCESS GLOBAL HLDG COM NEW 91336M204 1 290 SH DEF 11 290
UNIVERSAL AMERN FINL CORP COM 913377107 5 498 SH DEF 11 498
UNIVERSAL AMERN FINL CORP COM 913377107 2112 238600 SH DEF 6 232700 5900
UNIVERSAL COMPRESSION HLDGS COM 913431102 594 27600 SH DEF 3 27600
UNIVERSAL CORP VA COM 913456109 17501 415400 SH DEF 6 399400 16000
UNIVERSAL CORP VA COM 913456109 2827 67100 SH DEF 3 46750 20350
UNIVERSAL FST PRODS INC COM 913543104 9611 391800 SH DEF 3 339850 51950
UNIVERSAL FST PRODS INC COM 913543104 8378 341540 SH DEF 6 329740 11800
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 17 613 SH DEF 2 613 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 11 400 SH DEF 11 400
UNIVERSAL HLTH SVCS INC CL B 913903100 307 6200 SH DEF 5 6200
UNIVERSAL HLTH SVCS INC CL B 913903100 2575 52070 SH DEF 6 52070
UNIVERSAL HLTH SVCS INC CL B 913903100 679 14432 SH DEF 11 14432
UNIVEST CORP PA COM 915271100 5 125 SH DEF 11 125
UNIVISION COMMUNICATIONS INC CL A 914906102 5 150 SH DEF 2 150 0
UNIVISION COMMUNICATIONS INC CL A 914906102 12 350 SH DEF 11 350
UNIVISION COMMUNICATIONS INC CL A 914906102 421 13200 SH DEF 5 13200
UNIZAN FINANCIAL CORP COM 91528W101 7366 369217 SH DEF 6 356761 12456
UNIZAN FINANCIAL CORP COM 91528W101 296 14475 SH DEF 11 14475
UNOCAL CORP COM 915289102 82 2612 SH DEF 6 2612
UNOCAL CORP COM 915289102 66 2100 SH DEF 10 2100
UNOCAL CORP COM 915289102 430 13577 SH DEF 11 13577
UNOCAL CORP COM 915289102 588 18660 SH DEF 2 18660 0
UNOVA INC COM 91529B106 11 500 SH DEF 11 500
UNOVA INC COM 91529B106 3885 265160 SH DEF 3 188710 76450
UNUMPROVIDENT CORP COM 91529Y106 395 26710 SH DEF 8 355 26355
UNUMPROVIDENT CORP COM 91529Y106 429 26219 SH DEF 11 26219
UNUMPROVIDENT CORP COM 91529Y106 64988 4400000 SH DEF 9 4400000
UNUMPROVIDENT CORP COM 91529Y106 48741 3300000 SH DEF 12 3300000
UNUMPROVIDENT CORP COM 91529Y106 4137 280100 SH DEF 7 231600 48500
UNUMPROVIDENT CORP COM 91529Y106 2 115 SH DEF 2 115 0
UNUMPROVIDENT CORP COM 91529Y106 1347 91179 SH DEF 6 91179
UPM KYMMENE CORP SPONSORED ADR 915436109 9302 552440 SH DEF 6 550240 2200
UPM KYMMENE CORP SPONSORED ADR 915436109 50 3000 SH DEF 2 3000 0
URBAN OUTFITTERS INC COM 917047102 18 550 SH DEF 11 550
URS CORP NEW COM 903236107 10135 522400 SH DEF 6 501300 21100
URS CORP NEW COM 903236107 60 2761 SH DEF 11 2761
URSTADT BIDDLE PPTYS INS COM 917286106 293 22170 SH DEF 11 22170
URSTADT BIDDLE PPTYS INS CL A 917286205 69 5100 SH DEF 11 5100
US BANCORP DEL COM NEW 902973304 27472 1144709 SH DEF 6 1132525 12184
US BANCORP DEL COM NEW 902973304 95 3962 SH DEF 4 3962
US BANCORP DEL COM NEW 902973304 19368 807329 SH DEF 3 758850 48479
US BANCORP DEL COM NEW 902973304 6342 232983 SH DEF 11 232983
US BANCORP DEL COM NEW 902973304 238 9912 SH DEF 10 5500 3857 555
US BANCORP DEL COM NEW 902973304 143 5950 SH DEF 8 1475 4475
US BANCORP DEL COM NEW 902973304 20230 843281 SH DEF 2 838996 0 4285
US BANCORP DEL COM NEW 902973304 356 14860 SH DEF 1 14860
US ONCOLOGY INC COM 90338W103 15247 2085800 SH DEF 3 1939600 146200
USF CORP COM 91729Q101 3 100 SH DEF 11 100
USF CORP COM 91729Q101 7748 245280 SH DEF 6 245280
UST INC COM 902911106 281 8000 SH DEF 10 8000
UST INC COM 902911106 326 9590 SH DEF 11 9590
UST INC COM 902911106 792 22520 SH DEF 6 22520
UTAH MED PRODS INC COM 917488108 36 1461 SH DEF 6 1461
UTSTARCOM INC COM 918076100 282 8875 SH DEF 8 8875
UTSTARCOM INC COM 918076100 7953 250000 SH DEF 9 250000
UTSTARCOM INC COM 918076100 110 3450 SH DEF 3 3450
UTSTARCOM INC COM 918076100 1854 58850 SH DEF 11 58850
V F CORP COM 918204108 62 1600 SH DEF 2 0 0 1600
V F CORP COM 918204108 41 1050 SH DEF 6 1050
V F CORP COM 918204108 508 11967 SH DEF 11 11967
V F CORP COM 918204108 359 9225 SH DEF 5 7525 1700
V F CORP COM 918204108 18772 482440 SH DEF 3 475740 6700
VA SOFTWARE CORP COM 91819B105 7 1355 SH DEF 11 1355
VA SOFTWARE CORP COM 91819B105 0 100 SH DEF 2 100 0
VAIL BANKS INC COM 918779109 889 60400 SH DEF 6 58500 1900
VAIL RESORTS INC COM 91879Q109 1 50 SH DEF 11 50
VALASSIS COMMUNICATIONS INC COM 918866104 42 1600 SH DEF 3 1600
VALASSIS COMMUNICATIONS INC NOTE 6/0 918866AH7 177 3000 SH DEF 11 3000
VALASSIS COMMUNICATIONS INC COM 918866104 27189 1029870 SH DEF 6 997770 32100
VALERO ENERGY CORP NEW COM 91913Y100 392 10250 SH DEF 5 7525 2725
VALERO ENERGY CORP NEW COM 91913Y100 50 1300 SH DEF 3 1300
VALERO ENERGY CORP NEW COM 91913Y100 1538 36014 SH DEF 11 36014
VALERO L P COM UT LTD PRT 91913W104 1760 38520 SH DEF 11 38520
VALLEY NATL BANCORP COM 919794107 325 11106 SH DEF 11 11106
VALMONT INDS INC COM 920253101 20 1000 SH DEF 2 1000 0
VALMONT INDS INC COM 920253101 43 2150 SH DEF 3 2150
VALSPAR CORP COM 920355104 7450 159710 SH DEF 2 158110 0 1600
VALSPAR CORP COM 920355104 7173 150372 SH DEF 11 150372
VALSPAR CORP COM 920355104 14 306 SH DEF 10 306
VALUEVISION MEDIA INC CL A 92047K107 49 3000 SH DEF 11 3000
VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K107 35 2500 SH DEF 11 2500
VAN KAMPEN ADVANTAGE MUN INC SH BEN INT 921124103 89 5463 SH DEF 11 5463
VAN KAMPEN ADVANTAGE PA MUN SH BEN INT 920937109 13 800 SH DEF 11 800
VAN KAMPEN BD FD COM 920955101 189 10600 SH DEF 11 10600
VAN KAMPEN FLA QUALITY MUN T COM 920921103 54 3600 SH DEF 11 3600
VAN KAMPEN HIGH INCOME TR SH BEN INT 920911104 9 2280 SH DEF 11 2280
VAN KAMPEN HIGH INCOME TR II SH BEN INT 920913100 15 3000 SH DEF 11 3000
VAN KAMPEN INCOME TR SH BEN INT 920957107 33 5675 SH DEF 11 5675
VAN KAMPEN INVT GRADE MUN TR COM 920915105 38 4200 SH DEF 11 4200
VAN KAMPEN MUN INCOME TR COM 920909108 280 30333 SH DEF 11 30333
VAN KAMPEN MUN OPPORTUNITY T COM 920935103 82 4911 SH DEF 11 4911
VAN KAMPEN MUN TR SH BEN INT 920919107 200 13737 SH DEF 11 13737
VAN KAMPEN OHIO QUALITY MUN COM 920923109 65 4050 SH DEF 11 4050
VAN KAMPEN OHIO VALUE MUN IN COM SH BEN INT 92112W101 10 650 SH DEF 11 650
VAN KAMPEN PA QUALITY MUN TR COM 920924107 16 1000 SH DEF 11 1000
VAN KAMPEN PA VALUE MUN INCO COM 92112T108 83 5200 SH DEF 11 5200
VAN KAMPEN SENIOR INCOME TR COM 920961109 94 11776 SH DEF 11 11776
VAN KAMPEN STRATEGIC SECTOR COM 920943107 61 4338 SH DEF 11 4338
VAN KAMPEN TR INSD MUNS COM 920928108 13 800 SH DEF 11 800
VAN KAMPEN TR INVT FLA MUNS COM 920932100 10 600 SH DEF 11 600
VAN KAMPEN TR INVT GRADE MUN COM 920929106 225 14415 SH DEF 11 14415
VAN KAMPEN TR INVT GRADE N J COM 920933108 34 2000 SH DEF 11 2000
VAN KAMPEN TR INVT GRADE N Y COM 920931102 28 1700 SH DEF 11 1700
VAN KAMPEN TR INVT GRADE PA COM 920934106 77 4766 SH DEF 11 4766
VAN KAMPEN VALUE MUN INCOME COM 921132106 10 700 SH DEF 11 700
VANS INC COM 921930103 977 89760 SH DEF 3 89760
VARCO INTL INC DEL COM 922122106 21228 1255330 SH DEF 3 1055930 199400
VARCO INTL INC DEL COM 922122106 2 130 SH DEF 6 130
VARCO INTL INC DEL COM 922122106 2 100 SH DEF 11 100
VARIAN INC COM 922206107 19 600 SH DEF 2 600 0
VARIAN INC COM 922206107 1568 49980 SH DEF 3 48370 1610
VARIAN INC COM 922206107 18 500 SH DEF 11 500
VARIAN MED SYS INC COM 92220P105 408 7100 SH DEF 5 5800 1300
VARIAN MED SYS INC COM 92220P105 3304 51670 SH DEF 11 51670
VARIAN MED SYS INC COM 92220P105 69 1200 SH DEF 2 1200 0
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 22 600 SH DEF 2 600 0
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 221 5900 SH DEF 3 5900
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 24 500 SH DEF 11 500
VASOGEN INC COM 92232F103 3 500 SH DEF 11 500
VASOMEDICAL INC COM 922321104 9 10000 SH DEF 2 10000 0
VASOMEDICAL INC COM 922321104 16 12317 SH DEF 11 12317
VAXGEN INC COM NEW 922390208 17 1790 SH DEF 11 1790
VCA ANTECH INC COM 918194101 1065 45220 SH DEF 3 43830 1390
VCA ANTECH INC COM 918194101 922 32650 SH DEF 11 32650
VECTOR GROUP LTD COM 92240M108 5 348 SH DEF 1 348
VECTOR GROUP LTD COM 92240M108 1 66 SH DEF 11 66
VECTREN CORP COM 92240G101 8103 343040 SH DEF 6 336440 6600
VECTREN CORP COM 92240G101 165 6982 SH DEF 2 6982 0
VECTREN CORP COM 92240G101 101 4260 SH DEF 11 4260
VEECO INSTRS INC DEL COM 922417100 2588 129700 SH DEF 3 102900 26800
VEECO INSTRS INC DEL COM 922417100 51 2000 SH DEF 11 2000
VENTANA MED SYS INC COM 92276H106 3161 78510 SH DEF 3 76250 2260
VENTANA MED SYS INC COM 92276H106 42 1000 SH DEF 11 1000
VENTAS INC COM 92276f100 24 1400 SH DEF 4 1400
VENTAS INC COM 92276F100 1701 99350 SH DEF 3 99350
VENTAS INC COM 92276F100 13 700 SH DEF 11 700
VENTAS INC COM 92276F100 181 10547 SH DEF 2 0 0 10547
VENTIV HEALTH INC COM 922793104 0 33 SH DEF 11 33
VERINT SYS INC COM 92343X100 9 400 SH DEF 11 400
VERISIGN INC COM 92343E102 7 500 SH DEF 2 500 0
VERISIGN INC COM 92343E102 67350 5000000 SH DEF 12 5000000
VERISIGN INC COM 92343E102 4782 301344 SH DEF 11 301344
VERISIGN INC COM 92343E102 1 100 SH DEF 6 100
VERISIGN INC COM 92343E102 1 100 SH DEF 10 100
VERITAS DGC INC COM 92343P107 464 58100 SH DEF 6 58100
VERITAS SOFTWARE CO COM 923436109 57 1800 SH DEF 4 1800
VERITAS SOFTWARE CO COM 923436109 295 9350 SH DEF 10 4850 4500
VERITAS SOFTWARE CO COM 923436109 486 13439 SH DEF 11 13439
VERIZON COMMUNICATIONS COM 92343V104 2697 83124 SH DEF 10 58363 20967 3794
VERIZON COMMUNICATIONS COM 92343V104 11159 343977 SH DEF 3 326767 17210
VERIZON COMMUNICATIONS COM 92343V104 3431 105777 SH DEF 8 6493 99284
VERIZON COMMUNICATIONS COM 92343V104 9421 290420 SH DEF 2 283146 0 7274
VERIZON COMMUNICATIONS COM 92343v104 143 4415 SH DEF 4 4415
VERIZON COMMUNICATIONS COM 92343V104 1113 34318 SH DEF 5 21005 13313
VERIZON COMMUNICATIONS COM 92343V104 14956 445119 SH DEF 11 445119
VERIZON COMMUNICATIONS COM 92343v104 9416 290277 SH DEF 1 12160 278117
VERIZON COMMUNICATIONS COM 92343V104 14053 433062 SH DEF 6 424845 8217
VERIZON COMMUNICATIONS COM 92343V104 1025 31600 SH DEF 7 31600
VERMONT PURE HLDGS LTD NEW COM 924237100 15 4300 SH DEF 11 4300
VERSO TECHNOLOGIES INC COM 925317109 8 2000 SH DEF 11 2000
VERTEX PHARMACEUTICALS INC COM 92532F100 25 1900 SH DEF 11 1900
VERTEX PHARMACEUTICALS INC COM 92532F100 14 1100 SH DEF 2 1100 0
VERTICALNET INC COM NEW 92532L206 1 486 SH DEF 11 486
VESTA INS GROUP INC COM 925391104 14 6000 SH DEF 6000
VESTA INS GROUP INC COM 925391104 28 12325 SH DEF 11 12325
VI TECHNOLOGIES INC COM 917920100 0 200 SH DEF 11 200
VIACOM INC CL A 925524100 4 100 SH DEF 2 100 0
VIACOM INC CL A 925524100 8 200 SH DEF 10 200
VIACOM INC CL B 925524308 3096 77641 SH DEF 11 77641
VIACOM INC CL A 925524100 536 13451 SH DEF 11 13451
VIACOM INC CL B 925524308 264 6888 SH DEF 2 5121 0 1767
VIACOM INC CL B 925524308 21 550 SH DEF 6 550
VIACOM INC CL B 925524308 330 8615 SH DEF 10 7180 1035 400
VIACOM INC CL B 925524308 7077 184784 SH DEF 3 179984 4800
VIACOM INC CL B 925524308 3 83 SH DEF 6 83
VIACOM INC CL B 925524308 1341 35001 SH DEF 5 25975 9026
VIAD CORP COM 92552R109 2 100 SH DEF 6 100
VIAD CORP COM 92552R109 12584 526970 SH DEF 3 327370 199600
VIAD CORP COM 92552R109 144 5773 SH DEF 11 5773
VIASAT INC COM 92552V100 209 11700 SH DEF 3 11700
VIASYS HEALTHCARE INC COM NEW 92553Q209 5 262 SH DEF 11 262
VIASYS HEALTHCARE INC COM NEW 92553Q209 3 131 SH DEF 2 131 0
VIASYS HEALTHCARE INC COM NEW 92553Q209 3 146 SH DEF 1 146
VIASYS HEALTHCARE INC COM NEW 92553Q209 471 23300 SH DEF 3 23300
VICAL INC COM 925602104 2 300 SH DEF 11 300
VICOR CORP COM 925815102 23 2300 SH DEF 11 2300
VICURON PHARMACEUTICALS INC COM 926471103 450 24511 SH DEF 11 24511
VIGNETTE CORP COM 926734104 1 540 SH DEF 11 540
VIISAGE TECHNOLOGY INC COM 92675K106 6 1500 SH DEF 11 1500
VINTAGE PETE INC COM 927460105 2988 274610 SH DEF 3 94610 180000
VINTAGE PETE INC COM 927460105 2 200 SH DEF 11 200
VION PHARMACEUTICALS INC COM 927624106 56 31200 SH DEF 11 31200
VIRAGEN INC COM 927638106 2 8333 SH DEF 11 8333
VIRGINIA COMM BANCORP INC COM 92778Q109 204 7770 SH DEF 11 7770
VIRGINIA FINL CORP COM 927810101 64 2038 SH DEF 11 2038
VIROPHARMA INC COM 928241108 2 500 SH DEF 11 500
VISHAY INTERTECHNOLOGY INC COM 928298108 18 1032 SH DEF 2 1032 0
VISHAY INTERTECHNOLOGY INC COM 928298108 4 220 SH DEF 6 220
VISHAY INTERTECHNOLOGY INC COM 928298108 162 8656 SH DEF 11 8656
VISTEON CORP COM 92839U107 2 239 SH DEF 2 239 0
VISTEON CORP COM 92839U107 3 500 SH DEF 3 500
VISTEON CORP COM 92839U107 179 27761 SH DEF 11 27761
VISUAL NETWORKS INC COM 928444108 11 6072 SH DEF 11 6072
VISX INC DEL COM 92844S105 35 1430 SH DEF 11 1430
VITALWORKS INC COM 928483106 2749 523624 SH DEF 6 494424 29200
VITESSE SEMICONDUCTOR CORP COM 928497106 74 10475 SH DEF 11 10475
VITESSE SEMICONDUCTOR CORP COM 928497106 19 3000 SH DEF 2 0 0 3000
VITRIA TECHNOLOGY COM NEW 92849Q401 2 337 SH DEF 11 337
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 249 14040 SH DEF 8 14040
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 4 229 SH DEF 2 229 0
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 421 23700 SH DEF 6 23700
VIVUS INC COM 928551100 0 11 SH DEF 2 11 0
VIXEL CORP DEL COM 928552108 15 1500 SH DEF 11 1500
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1 366 SH DEF 6 366
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 6809 336229 SH DEF 1 21500 314729
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 12150 600000 SH DEF 9 600000
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 2245 110858 SH DEF 10 90721 20137
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 163 8029 SH DEF 2 8029 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857w100 568 28050 SH DEF 8 27800 250
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 544 26850 SH DEF 5 22050 4800
VOLT INFORMATION SCIENCES IN COM 928703107 4 200 SH DEF 11 200
VORNADO RLTY TR SH BEN INT 929042109 629 12442 SH DEF 11 12442
VORNADO RLTY TR SH BEN INT 929042109 7451 155101 SH DEF 2 153701 0 1400
VORNADO RLTY TR SH BEN INT 929042109 1024 21316 SH DEF 8 3200 18116
VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 3415 129600 SH DEF 3 129600
VULCAN MATLS CO COM 929160109 26 660 SH DEF 10 660
VULCAN MATLS CO COM 929160109 263 5925 SH DEF 11 5925
VULCAN MATLS CO COM 929160109 2 50 SH DEF 6 50
W HLDG CO INC COM 929251106 22021 1230220 SH DEF 3 914270 315950
W P CAREY & CO LLC COM 92930Y107 32 1000 SH DEF 10 1000
W P CAREY & CO LLC COM 92930Y107 1048 32406 SH DEF 11 32406
W P CAREY & CO LLC COM 92930Y107 10 310 SH DEF 3 310
WABTEC CORP COM 929740108 0 17 SH DEF 11 17
WACHOVIA CORP 2ND NEW COM 929903102 466 11320 SH DEF 8 751 10569
WACHOVIA CORP 2ND NEW COM 929903102 17353 378302 SH DEF 11 378302
WACHOVIA CORP 2ND NEW COM 929903102 95 2300 SH DEF 1 2300
WACHOVIA CORP 2ND NEW COM 929903102 477 11576 SH DEF 2 11146 0 430
WACHOVIA CORP 2ND NEW COM 929903102 167 3000 SH DEF 13 3000
WACHOVIA CORP 2ND NEW COM 929903102 45236 1096674 SH DEF 6 1064124 32550
WACHOVIA CORP 2ND NEW COM 929903102 613 14876 SH DEF 10 13526 1350
WACHOVIA CORP 2ND NEW COM 929903102 6245 151623 SH DEF 3 148023 3600
WACHOVIA CORP 2ND NEW COM 929903102 16628 403701 SH DEF 4 403701
WACHOVIA CORP 2ND NEW COM 929903102 8127 197312 SH DEF 5 114987 82325
WADDELL & REED FINL INC CL A 930059100 6 245 SH DEF 10 245
WAL MART STORES INC COM 931142103 15224 258250 SH DEF 11 258250
WAL MART STORES INC COM 931142103 1935 34655 SH DEF 5 27545 7110
WAL MART STORES INC COM 931142103 4646 61605 SH DEF 13 61605
WAL MART STORES INC COM 931142103 4490 80401 SH DEF 2 66599 0 13802
WAL MART STORES INC COM 931142103 613 10973 SH DEF 8 950 10023
WAL MART STORES INC COM 931142103 1955 35000 SH DEF 9 35000
WAL MART STORES INC COM 931142103 8739 156460 SH DEF 1 140335 16125
WAL MART STORES INC COM 931142103 22075 395252 SH DEF 3 379702 15550
WAL MART STORES INC COM 931142103 5334 95498 SH DEF 10 82256 13059 183
WAL MART STORES INC COM 931142103 97 1742 SH DEF 4 1742
WALGREEN CO COM 931422109 83 2711 SH DEF 4 2711
WALGREEN CO COM 931422109 3994 130368 SH DEF 2 129468 0 900
WALGREEN CO COM 931422109 196 6397 SH DEF 10 6125 272
WALGREEN CO COM 931422109 3290 94493 SH DEF 11 94493
WALGREEN CO COM 931422109 3120 101827 SH DEF 3 99627 2200
WALGREEN CO COM 931422109 1261 41140 SH DEF 5 38040 3100
WALGREEN CO COM 931422109 8192 267353 SH DEF 1 215281 52072
WALGREEN CO COM 931422109 19 450 SH DEF 13 450
WALTER INDS INC COM 93317Q105 9507 886000 SH DEF 6 857300 28700
WASHINGTON BKG CO OAK HBR WA COM 937303105 495 31080 SH DEF 6 29580 1500
WASHINGTON FED INC COM 938824109 1077 42751 SH DEF 4 42751
WASHINGTON FED INC COM 938824109 16 616 SH DEF 10 616
WASHINGTON FED INC COM 938824109 318 12062 SH DEF 11 12062
WASHINGTON FED INC COM 938824109 1983 78658 SH DEF 2 78658 0
WASHINGTON FED INC COM 938824109 42997 1702783 SH DEF 6 1689629 353 12801
WASHINGTON GROUP INTL INC COM NEW 938862208 2190 81100 SH DEF 3 78500 2600
WASHINGTON GROUP INTL INC COM NEW 938862208 755 27982 SH DEF 14 27982
WASHINGTON MUT INC COM 939322103 608284 15450438 SH DEF 9 13777800 1672638
WASHINGTON MUT INC COM 939322103 1560 39615 SH DEF 8 2300 37315
WASHINGTON MUT INC COM 939322103 1259 24000 SH DEF 13 24000
WASHINGTON MUT INC COM 939322103 201 5100 SH DEF 1 5100
WASHINGTON MUT INC COM 939322103 301732 7664000 SH DEF 7 4570100 3093900
WASHINGTON MUT INC COM 939322103 729 18517 SH DEF 2 18096 0 421
WASHINGTON MUT INC COM 939322103 17717 450000 SH DEF 12 450000
WASHINGTON MUT INC COM 939322103 1827 46409 SH DEF 10 40430 5979
WASHINGTON MUT INC COM 939322103 15545 394850 SH DEF 3 339550 55300
WASHINGTON MUT INC COM 939322103 15157 346440 SH DEF 11 346440
WASHINGTON MUT INC COM 939322103 2292 58215 SH DEF 4 58215
WASHINGTON MUT INC COM 939322103 15245 387216 SH DEF 6 387216
WASHINGTON MUT INC COM 939322103 1906 48412 SH DEF 5 39112 9300
WASHINGTON POST CO CL B 939640108 45 50 SH DEF 13 50
WASHINGTON POST CO CL B 939640108 66 100 SH DEF 10 100
WASHINGTON POST CO CL B 939640108 812 1101 SH DEF 11 1101
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1623 54843 SH DEF 11 54843
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 252 8700 SH DEF 2 8700 0
WASHINGTON TR BANCORP COM 940610108 45 1589 SH DEF 11 1589
WASTE INDUSTRIES USA INC COM 941057101 1328 146907 SH DEF 6 139007 7900
WASTE INDUSTRIES USA INC COM 941057101 2 225 SH DEF 11 225
WASTE MGMT INC DEL COM 94106L109 696 26589 SH DEF 8 1198 25391
WASTE MGMT INC DEL COM 94106L109 15 555 SH DEF 2 0 0 555
WASTE MGMT INC DEL COM 94106L109 540816 20665502 SH DEF 9 18261928 2403574
WASTE MGMT INC DEL COM 94106L109 279451 10678300 SH DEF 7 6535200 4143100
WASTE MGMT INC DEL COM 94106L109 6289 240296 SH DEF 5 130682 109614
WASTE MGMT INC DEL COM 94106L109 26 1000 SH DEF 10 1000
WASTE MGMT INC DEL COM 94106L109 311 11900 SH DEF 3 11900
WASTE MGMT INC DEL COM 94106l109 12417 474481 SH DEF 4 474481
WASTE MGMT INC DEL COM 94106L109 753 21300 SH DEF 13 21300
WASTE MGMT INC DEL COM 94106L109 6476 249828 SH DEF 11 249828
WATER PIK TECHNOLOGIES INC COM 94113U100 1552 155200 SH DEF 6 147200 8000
WATER PIK TECHNOLOGIES INC COM 94113U100 7 650 SH DEF 11 650
WATERS CORP COM 941848103 346 11010 SH DEF 11 11010
WATERSIDE CAP CORP COM 941872103 38 9566 SH DEF 11 9566
WATSCO INC COM 942622200 7759 406010 SH DEF 3 321710 84300
WATSCO INC COM 942622200 109 5700 SH DEF 6 5700
WATSON PHARMACEUTICALS INC COM 942683103 23655 567400 SH DEF 3 511600 55800
WATSON PHARMACEUTICALS INC COM 942683103 33 800 SH DEF 10 800
WATSON PHARMACEUTICALS INC COM 942683103 1478 37629 SH DEF 11 37629
WATSON PHARMACEUTICALS INC COM 942683103 9590 230040 SH DEF 6 230040
WATSON PHARMACEUTICALS INC COM 942683103 279 6700 SH DEF 5 6700
WATSON WYATT & CO HLDGS CL A 942712100 1 50 SH DEF 11 50
WATSON WYATT & CO HLDGS CL A 942712100 10735 476880 SH DEF 3 417480 59400
WATTS INDS INC CL A 942749102 8912 505810 SH DEF 3 430660 75150
WATTS INDS INC CL A 942749102 4154 235735 SH DEF 6 230935 4800
WATTS INDS INC CL A 942749102 18 1000 SH DEF 11 1000
WAUSAU-MOSINEE PAPER CORP COM 943315101 565 45685 SH DEF 11 45685
WAUSAU-MOSINEE PAPER CORP COM 943315101 369 30200 SH DEF 3 30200
WAVE SYSTEMS CORP CL A 943526103 48 17800 SH DEF 11 17800
WAYNE BANCORP INC OHIO COM 944293109 27 1018 SH DEF 11 1018
WAYPOINT FINL CORP COM 946756103 27 1365 SH DEF 4 1365
WAYPOINT FINL CORP COM 946756103 248 11898 SH DEF 11 11898
WD-40 CO COM 929236107 328 10300 SH DEF 3 9200 1100
WD-40 CO COM 929236107 414 12756 SH DEF 11 12756
WEATHERFORD INTERNATIONAL LT COM G95089101 379 10914 SH DEF 11 10914
WEATHERFORD INTERNATIONAL LT COM G95089101 399 10550 SH DEF 5 10550
WEBEX COMMUNICATIONS INC COM 94767L109 40 1805 SH DEF 11 1805
WEBEX COMMUNICATIONS INC COM 94767L109 219 11600 SH DEF 3 7700 3900
WEBMD CORP COM 94769M105 5192 666484 SH DEF 11 666484
WEBMD CORP COM 94769M105 45 5000 SH DEF 1 5000
WEBMETHODS INC COM 94768C108 52 6000 SH DEF 11 6000
WEBSENSE INC COM 947684106 7 345 SH DEF 10 345
WEBSTER FINL CORP CONN COM 947890109 15 375 SH DEF 10 375
WEBSTER FINL CORP CONN COM 947890109 4407 98585 SH DEF 11 98585
WEBSTER FINL CORP CONN COM 947890109 2899 72700 SH DEF 3 72700
WEBSTER FINL CORP CONN COM 947890109 13362 335060 SH DEF 6 335060
WEIGHT WATCHERS INTL INC NEW COM 948626106 68 1850 SH DEF 11 1850
WEINGARTEN RLTY INVS SH BEN INT 948741103 80 1774 SH DEF 2 1774 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 15 335 SH DEF 10 335
WEINGARTEN RLTY INVS SH BEN INT 948741103 2727 60595 SH DEF 8 60595
WEINGARTEN RLTY INVS SH BEN INT 948741103 1588 36693 SH DEF 11 36693
WEIS MKTS INC COM 948849104 1262 34533 SH DEF 11 34533
WEIS MKTS INC COM 948849104 15 435 SH DEF 2 435 0
WELLCHOICE INC COM 949475107 1020 33850 SH DEF 3 19600 14250
WELLCHOICE INC COM 949475107 10 300 SH DEF 11 300
WELLMAN INC COM 949702104 745 98690 SH DEF 6 80950 17740
WELLMAN INC COM 949702104 12 1500 SH DEF 11 1500
WELLPOINT HEALTH NETWORK NEW COM 94973H108 6174 80100 SH DEF 3 79200 900
WELLPOINT HEALTH NETWORK NEW COM 94973H108 18434 239150 SH DEF 7 142850 96300
WELLPOINT HEALTH NETWORK NEW COM 94973H108 58 750 SH DEF 1 750
WELLPOINT HEALTH NETWORK NEW COM 94973H108 361 4057 SH DEF 11 4057
WELLPOINT HEALTH NETWORK NEW COM 94973H108 138513 1797000 SH DEF 9 1797000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 233 3020 SH DEF 10 3000 20
WELLS FARGO & CO NEW COM 949746101 739 14350 SH DEF 1 4350 10000
WELLS FARGO & CO NEW COM 949746101 2415 46885 SH DEF 5 43175 3710
WELLS FARGO & CO NEW COM 949746101 365 5250 SH DEF 13 5250
WELLS FARGO & CO NEW COM 949746101 10702 190019 SH DEF 11 190019
WELLS FARGO & CO NEW COM 949746101 20556 399136 SH DEF 3 341536 57600
WELLS FARGO & CO NEW COM 949746101 422 8200 SH DEF 6 8200
WELLS FARGO & CO NEW COM 949746101 2842 55175 SH DEF 4 55175
WELLS FARGO & CO NEW COM 949746101 5128 99567 SH DEF 2 98245 0 1322
WELLS FARGO & CO NEW COM 949746101 537 10420 SH DEF 10 4235 4785 1400
WELLS FINL CORP COM 949759104 53 1750 SH DEF 11 1750
WELLSFORD REAL PPTYS INC COM NEW 950240200 2188 126779 SH DEF 6 123094 3685
WENDYS INTL INC COM 950590109 619 19150 SH DEF 5 14250 4900
WENDYS INTL INC COM 950590109 1668 45008 SH DEF 11 45008
WENDYS INTL INC COM 950590109 5 150 SH DEF 6 150
WERNER ENTERPRISES INC COM 950755108 488 27039 SH DEF 11 27039
WESBANCO INC COM 950810101 28 1200 SH DEF 10 1200
WESBANCO INC COM 950810101 133 5000 SH DEF 11 5000
WESCO FINL CORP COM 950817106 33 100 SH DEF 11 100
WESCO INTL INC COM 95082P105 2917 557800 SH DEF 6 534700 23100
WEST COAST BANCORP ORE NEW COM 952145100 1523 78060 SH DEF 6 74860 3200
WEST CORP COM 952355105 533 22300 SH DEF 3 19400 2900
WEST MARINE INC COM 954235107 1162 61000 SH DEF 3 61000
WEST PHARMACEUTICAL SVSC INC COM 955306105 340 10283 SH DEF 11 10283
WESTAMERICA BANCORPORATION COM 957090103 10 200 SH DEF 11 200
WESTAMERICA BANCORPORATION COM 957090103 265 5950 SH DEF 3 3300 2650
WESTAR ENERGY INC COM 95709T100 94 5100 SH DEF 3 5100
WESTAR ENERGY INC COM 95709T100 543 27167 SH DEF 11 27167
WESTAR ENERGY INC COM 95709T100 15 811 SH DEF 2 811 0
WESTCORP INC COM 957907108 29113 832700 SH DEF 6 820985 135 11580
WESTELL TECHNOLOGIES INC CL A 957541105 18426 2460040 SH DEF 3 1945690 514350
WESTELL TECHNOLOGIES INC CL A 957541105 8 1000 SH DEF 11 1000
WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 5783 386594 SH DEF 11 386594
WESTERN DIGITAL CORP COM 958102105 312 24200 SH DEF 6 24200
WESTERN DIGITAL CORP COM 958102105 359 26655 SH DEF 11 26655
WESTERN DIGITAL CORP COM 958102105 8539 662430 SH DEF 3 586930 75500
WESTERN SIERRA BANCORP COM 959522103 4162 116409 SH DEF 1 116409
WESTPORT RES CORP NEW COM 961418100 14 590 SH DEF 6 590
WESTWOOD HLDGS GROUP INC COM 961765104 2 110 SH DEF 11 110
WESTWOOD ONE INC COM 961815107 311 10300 SH DEF 5 10300
WESTWOOD ONE INC COM 961815107 80 2657 SH DEF 11 2657
WESTWOOD ONE INC COM 961815107 302 10000 SH DEF 1 10000
WEYERHAEUSER CO COM 962166104 1225 20958 SH DEF 1 20958
WEYERHAEUSER CO COM 962166104 6 100 SH DEF 6 100
WEYERHAEUSER CO COM 962166104 70 1191 SH DEF 10 1191
WEYERHAEUSER CO COM 962166104 454 7541 SH DEF 11 7541
WEYERHAEUSER CO COM 962166104 289 4950 SH DEF 2 4500 0 450
WFS FINL INC COM 92923B106 304 8215 SH DEF 6 8215
WFS FINL INC COM 92923B106 93 2500 SH DEF 3 2500
WGL HLDGS INC COM 92924F106 524 19000 SH DEF 3 13200 5800
WGL HLDGS INC COM 92924F106 8644 313400 SH DEF 6 306700 6700
WGL HLDGS INC COM 92924F106 905 32723 SH DEF 11 32723
WGL HLDGS INC COM 92924F106 43 1550 SH DEF 10 1550
WHIRLPOOL CORP COM 963320106 4911 72462 SH DEF 6 72462
WHIRLPOOL CORP COM 963320106 552 8150 SH DEF 5 5700 2450
WHIRLPOOL CORP COM 963320106 70 989 SH DEF 11 989
WHITE ELECTR DESIGNS CORP COM 963801105 44 4000 SH DEF 11 4000
WHITE ELECTR DESIGNS CORP COM 963801105 3380 314410 SH DEF 3 190050 124360
WHITE MTNS INS GROUP LTD COM G9618E107 953 2247 SH DEF 11 2247
WHITE MTNS INS GROUP LTD COM G9618E107 596 1500 SH DEF 4 1500
WHITNEY HLDG CORP COM 966612103 236 6206 SH DEF 11 6206
WHOLE FOODS MKT INC COM 966837106 755 12745 SH DEF 11 12745
WHOLE FOODS MKT INC COM 966837106 110 2000 SH DEF 1 2000
WHX CORP PFD CV SER A 929248201 2 500 SH DEF 11 500
WILD OATS MARKETS INC COM 96808B107 1 100 SH DEF 11 100
WILD OATS MARKETS INC COM 96808B107 4 350 SH DEF 2 350 0
WILEY JOHN & SONS INC CL A 968223206 39 1500 SH DEF 4 1500
WILEY JOHN & SONS INC CL B 968223305 82 3200 SH DEF 11 3200
WILEY JOHN & SONS INC CL A 968223206 2570 98855 SH DEF 11 98855
WILEY JOHN & SONS INC CL A 968223206 52 2000 SH DEF 10 2000
WILEY JOHN & SONS INC CL A 968223206 296 11400 SH DEF 3 6200 5200
WILLBROS GROUP INC COM 969199108 236 23000 SH DEF 3 17400 5600
WILLIAMS COS INC DEL COM 969457100 2 175 SH DEF 4 175
WILLIAMS COS INC DEL COM 969457100 2271 222650 SH DEF 11 222650
WILLIAMS COS INC DEL COM 969457100 37 3964 SH DEF 2 3964 0
WILLIAMS COS INC DEL COM 969457100 23880 2524555 SH DEF 6 2312265 212290
WILLIAMS SONOMA INC COM 969904101 354 13116 SH DEF 2 13016 0 100
WILLIAMS SONOMA INC COM 969904101 217 6140 SH DEF 11 6140
WILLIS GROUP HOLDINGS LTD SHS G96655108 64 1930 SH DEF 11 1930
WILLIS GROUP HOLDINGS LTD SHS G96655108 6722 218600 SH DEF 3 218600
WILLIS LEASE FINANCE CORP COM 970646105 5 1000 SH DEF 6 1000
WILLOW GROVE BANCORP INC NEW COM 97111W101 13 800 SH DEF 11 800
WILMINGTON TRUST CORP COM 971807102 769 25000 SH DEF 4 25000
WILMINGTON TRUST CORP COM 971807102 152 4950 SH DEF 10 4950
WILMINGTON TRUST CORP COM 971807102 2793 82921 SH DEF 11 82921
WILMINGTON TRUST CORP COM 971807102 185 6000 SH DEF 2 6000 0
WIND RIVER SYSTEMS INC COM 973149107 37 5555 SH DEF 11 5555
WINN DIXIE STORES INC COM 974280109 18535 1920710 SH DEF 6 1882010 38700
WINN DIXIE STORES INC COM 974280109 406 50189 SH DEF 11 50189
WINNEBAGO INDS INC COM 974637100 5 82 SH DEF 11 82
WINSTON HOTELS INC COM 97563A102 66 7300 SH DEF 3 7300
WINSTON HOTELS INC COM 97563A102 52 5200 SH DEF 11 5200
WINTON FINL CORP COM 976446104 78 5711 SH DEF 11 5711
WINTON FINL CORP COM 976446104 7 500 SH DEF 2 500 0
WIPRO LTD SPON ADR 1 SH 97651M109 113 3900 SH DEF 3 3900
WIRELESS FACILITIES INC COM 97653A103 15 900 SH DEF 11 900
WIRELESS TELECOM GROUP INC COM 976524108 2 600 SH DEF 11 600
WISCONSIN ENERGY CORP COM 976657106 34 1100 SH DEF 6 1100
WISCONSIN ENERGY CORP COM 976657106 41 1325 SH DEF 10 1100 225
WISCONSIN ENERGY CORP COM 976657106 657 20055 SH DEF 11 20055
WISCONSIN ENERGY CORP COM 976657106 18770 614000 SH DEF 3 493300 120700
WISCONSIN ENERGY CORP COM 976657106 379 12400 SH DEF 5 11050 1350
WMS INDS INC COM 929297109 73 3135 SH DEF 11 3135
WOLVERINE TUBE INC COM 978093102 252 59500 SH DEF 6 57500 2000
WOLVERINE WORLD WIDE INC COM 978097103 1117 57570 SH DEF 3 55870 1700
WOLVERINE WORLD WIDE INC COM 978097103 22 1100 SH DEF 11 1100
WOODWARD GOVERNOR CO COM 980745103 391 9000 SH DEF 6 9000
WORKFLOW MGMT INC COM 98137N109 5 1000 SH DEF 11 1000
WORKFLOW MGMT INC COM 98137N109 799 158200 SH DEF 6 150600 7600
WORLD ACCEP CORP DEL COM 981419104 677 50100 SH DEF 3 38200 11900
WORLD ACCEP CORP DEL COM 981419104 2924 216400 SH DEF 6 205200 11200
WORLD FUEL SVCS CORP COM 981475106 1799 64100 SH DEF 3 45000 19100
WORLD FUEL SVCS CORP COM 981475106 3192 113700 SH DEF 6 107500 6200
WORLD WRESTLING ENTMT INC CL A 98156Q108 1507 144600 SH DEF 6 136045 170 8385
WORLD WRESTLING ENTMT INC CL A 98156Q108 2119 211505 SH DEF 6 211505
WORLDGATE COMMUNICATIONS INC COM 98156L307 6 8015 SH DEF 11 8015
WORTHINGTON INDS INC COM 981811102 68 5400 SH DEF 2 5400 0
WORTHINGTON INDS INC COM 981811102 2769 218725 SH DEF 6 215160 120 3445
WORTHINGTON INDS INC COM 981811102 2370 188700 SH DEF 3 173000 15700
WORTHINGTON INDS INC COM 981811102 2269 155598 SH DEF 11 155598
WPP GROUP PLC SPON ADR NEW 929309300 15997 378900 SH DEF 9 378900
WPP GROUP PLC SPON ADR NEW 929309300 135008 3197720 SH DEF 7 2183200 1014520
WPP GROUP PLC SPON ADR NEW 929309300 7666 178264 SH DEF 6 168067 10197
WPP GROUP PLC SPON ADR NEW 929309300 432 10245 SH DEF 8 10245
WPP GROUP PLC SPON ADR NEW 929309300 31 725 SH DEF 10 725
WPS RESOURCES CORP COM 92931B106 156 41 SH DEF 8 41
WPS RESOURCES CORP COM 92931B106 7548 183200 SH DEF 6 182500 700
WPS RESOURCES CORP COM 92931B106 596 13435 SH DEF 11 13435
WRIGLEY WM JR CO COM 982526105 80 1440 SH DEF 2 1440 0
WRIGLEY WM JR CO COM 982526105 166 3000 SH DEF 10 3000
WRIGLEY WM JR CO COM 982526105 8401 151919 SH DEF 1 151919
WRIGLEY WM JR CO COM 982526105 1202 21308 SH DEF 11 21308
WSFS FINL CORP COM 929328102 1335 31700 SH DEF 6 29700 2000
WSFS FINL CORP COM 929328102 105 2467 SH DEF 11 2467
WVS FINL CORP COM 929358109 18 1000 SH DEF 11 1000
WYETH COM 983024100 1709 37072 SH DEF 5 27772 9300
WYETH COM 983024100 10093 228663 SH DEF 11 228663
WYETH COM 983024100 21200 459873 SH DEF 3 450873 9000
WYETH COM 983024100 4831 104788 SH DEF 2 98960 0 5828
WYETH COM 983024100 64 1383 SH DEF 4 1383
WYETH COM 983024100 280 6068 SH DEF 8 384 5684
WYETH COM 983024100 1755 38070 SH DEF 1 3400 34670
WYETH COM 983024100 22416 486254 SH DEF 6 486254
WYETH COM 983024100 1153 25000 SH DEF 9 25000
WYETH COM 983024100 381 8273 SH DEF 10 4200 3868 205
WYNDHAM INTL INC CL A 983101106 1 1427 SH DEF 11 1427
XANSER CORP COM 98389J103 1 500 SH DEF 11 500
XCEL ENERGY INC COM 98389B100 2681 163450 SH DEF 11 163450
XCEL ENERGY INC COM 98389B100 62 4036 SH DEF 2 4036 0
XCEL ENERGY INC COM 98389B100 172 11124 SH DEF 10 2000 9124
XCEL ENERGY INC COM 98389B100 56 3640 SH DEF 6 3640
XCEL ENERGY INC COM 98389B100 236 15255 SH DEF 8 15255
XCELERA INC COM G31611109 1 790 SH DEF 11 790
XEROX CORP COM 984121103 2273 216485 SH DEF 11 216485
XEROX CORP COM 984121103 647 63100 SH DEF 6 63100
XETA TECHNOLOGIES INC COM 983909102 13 2200 SH DEF 11 2200
XICOR INC COM 984903104 9 800 SH DEF 11 800
XILINX INC COM 983919101 598 18850 SH DEF 11 18850
XL CAP LTD CL A G98255105 363 5229 SH DEF 11 5229
XL CAP LTD CL A G98255105 194 2500 SH DEF 10 2500
XL CAP LTD CL A G98255105 702 9064 SH DEF 6 9064
XL CAP LTD CL A G98255105 43 550 SH DEF 3 550
XL CAP LTD CL A G98255105 60 775 SH DEF 2 600 0 175
XM SATELLITE RADIO HLDGS INC CL A 983759101 7313 470900 SH DEF 7 310900 160000
XM SATELLITE RADIO HLDGS INC CL A 983759101 60035 3865755 SH DEF 9 3865755
XM SATELLITE RADIO HLDGS INC CL A 983759101 267 17200 SH DEF 8 17200
XM SATELLITE RADIO HLDGS INC CL A 983759101 2393 118095 SH DEF 11 118095
XM SATELLITE RADIO HLDGS INC CL A 983759101 55908 3600000 SH DEF 12 3600000
XOMA LTD ORD G9825R107 10 1300 SH DEF 11 1300
XTO ENERGY INC COM 98385X106 214 9061 SH DEF 11 9061
XTO ENERGY INC COM 98385X106 14198 676380 SH DEF 1 325240 25900
XYBERNAUT CORP COM 984149104 1 710 SH DEF 11 710
YAHOO INC COM 984332106 240 9500 SH DEF 8 9500
YAHOO INC COM 984332106 7076 200000 SH DEF 9 200000
YAHOO INC COM 984332106 572 13097 SH DEF 11 13097
YAHOO INC COM 984332106 3908 110440 SH DEF 3 110440
YANKEE CANDLE INC COM 984757104 18 650 SH DEF 11 650
YARDVILLE NATL BANCORP COM 985021104 122 5800 SH DEF 8 5800
YARDVILLE NATL BANCORP COM 985021104 494 21101 SH DEF 11 21101
YARDVILLE NATL BANCORP COM 985021104 25 1200 SH DEF 4 1200
YARDVILLE NATL BANCORP COM 985021104 1984 94687 SH DEF 6 88387 6300
YELLOW CORP COM 985509108 1937 64950 SH DEF 3 59750 5200
YORK INTL CORP NEW COM 986670107 24758 715760 SH DEF 3 628410 87350
YORK INTL CORP NEW COM 986670107 17 500 SH DEF 10 500
YORK INTL CORP NEW COM 986670107 20 500 SH DEF 11 500
YORK INTL CORP NEW COM 986670107 27287 788880 SH DEF 6 763180 25700
YOUNG BROADCASTING INC CL A 987434107 55 2720 SH DEF 11 2720
YUM BRANDS INC COM 988498101 64 2170 SH DEF 2 2170 0
YUM BRANDS INC COM 988498101 1 50 SH DEF 6 50
YUM BRANDS INC COM 988498101 604 20400 SH DEF 10 20400
YUM BRANDS INC COM 988498101 1889 55334 SH DEF 11 55334
YUM BRANDS INC COM 988498101 400 13500 SH DEF 4 13500
Z TEL TECHNOLOGIES INC COM 988792107 55 30380 SH DEF 11 30380
ZALE CORP NEW COM 988858106 1954 44000 SH DEF 3 26700 17300
ZALE CORP NEW COM 988858106 18785 422990 SH DEF 6 414890 8100
ZAPATA CORP COM PAR $ 989070602 10 180 SH DEF 11 180
ZARLINK SEMICONDUCTOR INC COM 989139100 4 1300 SH DEF 11 1300
ZEBRA TECHNOLOGIES CORP CL A 989207105 9 150 SH DEF 11 150
ZENITH NATL INS CORP COM 989390109 9 300 SH DEF 11 300
ZILA INC COM PAR $0.01 989513205 28 8000 SH DEF 11 8000
ZIMMER HLDGS INC COM 98956P102 38 688 SH DEF 10 340 248 100
ZIMMER HLDGS INC COM 98956P102 3488 54664 SH DEF 11 54664
ZIMMER HLDGS INC COM 98956P102 76 1379 SH DEF 1 1379
ZIMMER HLDGS INC COM 98956P102 74 1000 SH DEF 13 1000
ZIMMER HLDGS INC COM 98956P102 1032 18738 SH DEF 2 18543 0 195
ZIONS BANCORPORATION COM 989701107 39 700 SH DEF 10 700
ZIONS BANCORPORATION COM 989701107 1411 23028 SH DEF 11 23028
ZIONS BANCORPORATION COM 989701107 29849 533120 SH DEF 3 436480 96640
ZIONS BANCORPORATION COM 989701107 15443 275823 SH DEF 1 10200 265623
ZIONS BANCORPORATION COM 989701107 28 500 SH DEF 6 500
ZIX CORP COM 98974P100 2 250 SH DEF 11 250
ZOLL MED CORP COM 989922109 4 126 SH DEF 11 126
ZOLTEK COS INC COM 98975W104 7 1500 SH DEF 11 1500
ZOMAX INC MINN COM 989929104 29 4700 SH DEF 11 4700
ZONAGEN INC COM 98975L108 4 2000 SH DEF 11 2000
ZORAN CORP COM 98975F101 154 9220 SH DEF 11 9220
ZORAN CORP COM 98975F101 3630 185500 SH DEF 3 185500
ZORAN CORP COM 98975F101 5 232 SH DEF 10 232
ZWEIG FD COM 989834106 1648 349047 SH DEF 11 349047
ZWEIG TOTAL RETURN FD INC COM 989837109 44 8944 SH DEF 11 8944